| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 2,769,900 | 796 | 976 | -0.014 | 0.000 | 0.000 | 0.014 | 0.007 | 0.007 | 0.872 | 1 |
| 1 | True | 2,705,559 | 407,216 | 92 | 1,903 | -0.014 | -0.001 | -0.003 | 0.014 | 0.008 | 0.008 | 0.128 | 1 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 3,291,912 | 799 | 950 | -0.028 | -0.001 | -0.015 | 0.028 | 0.021 | 0.021 | 0.820 | 2 |
| 1 | True | 3,948,710 | 722,373 | 89 | 1,868 | -0.028 | -0.002 | -0.015 | 0.028 | 0.021 | 0.020 | 0.180 | 2 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 3,028,657 | 809 | 951 | -0.043 | -0.004 | -0.030 | 0.043 | 0.035 | 0.035 | 0.767 | 3 |
| 1 | True | 3,110,321 | 919,255 | 79 | 2,122 | -0.043 | -0.001 | -0.029 | 0.043 | 0.035 | 0.035 | 0.233 | 3 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 3,528,154 | 812 | 872 | -0.060 | -0.004 | -0.045 | 0.060 | 0.051 | 0.052 | 0.846 | 4 |
| 1 | True | 3,205,028 | 643,218 | 76 | 2,475 | -0.059 | 0.009 | 0.044 | 0.060 | 0.051 | 0.050 | 0.154 | 4 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 2,821,973 | 800 | 851 | -0.077 | -0.009 | -0.061 | 0.077 | 0.068 | 0.068 | 0.727 | 5 |
| 1 | True | 3,677,501 | 1,058,752 | 88 | 2,467 | -0.077 | 0.022 | 0.064 | 0.077 | 0.069 | 0.070 | 0.273 | 5 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 2,129,161 | 803 | 763 | -0.096 | -0.025 | -0.081 | 0.096 | 0.086 | 0.086 | 0.849 | 6 |
| 1 | True | 4,026,190 | 377,837 | 85 | 2,445 | -0.096 | 0.027 | 0.082 | 0.096 | 0.086 | 0.085 | 0.151 | 6 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 2,082,208 | 802 | 746 | -0.120 | -0.040 | -0.102 | 0.120 | 0.107 | 0.107 | 0.700 | 7 |
| 1 | True | 4,179,244 | 892,206 | 86 | 2,463 | -0.120 | 0.025 | 0.098 | 0.119 | 0.107 | 0.106 | 0.300 | 7 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,463,081 | 812 | 737 | -0.149 | -0.056 | -0.128 | 0.149 | 0.134 | 0.134 | 0.584 | 8 |
| 1 | True | 3,665,045 | 1,040,117 | 76 | 3,229 | -0.149 | 0.053 | 0.128 | 0.149 | 0.135 | 0.135 | 0.416 | 8 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,557,380 | 782 | 659 | -0.191 | -0.070 | -0.160 | 0.190 | 0.168 | 0.168 | 0.660 | 9 |
| 1 | True | 4,904,907 | 803,376 | 106 | 1,793 | -0.190 | 0.050 | 0.159 | 0.190 | 0.170 | 0.171 | 0.340 | 9 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,804,782 | 721 | 618 | -0.447 | -0.115 | -0.211 | 0.399 | 0.239 | 0.224 | 0.273 | 10 |
| 1 | True | 8,409,363 | 4,814,663 | 167 | 1,692 | -0.423 | 0.069 | 0.210 | 0.449 | 0.255 | 0.241 | 0.727 | 10 |