| 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 | 3,429,249 | 799 | 970 | -0.013 | -0.000 | -0.000 | 0.013 | 0.007 | 0.007 | 0.895 | 1 |
| 1 | True | 3,265,598 | 403,963 | 89 | 2,076 | -0.013 | 0.001 | -0.000 | 0.013 | 0.007 | 0.008 | 0.105 | 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 | 3,341,741 | 820 | 1,023 | -0.028 | -0.001 | -0.014 | 0.028 | 0.021 | 0.021 | 0.887 | 2 |
| 1 | True | 2,395,414 | 427,382 | 68 | 1,921 | -0.028 | -0.002 | -0.014 | 0.027 | 0.021 | 0.021 | 0.113 | 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 | 2,641,395 | 805 | 943 | -0.043 | -0.007 | -0.030 | 0.043 | 0.036 | 0.036 | 0.717 | 3 |
| 1 | True | 3,099,484 | 1,042,583 | 83 | 2,375 | -0.042 | -0.005 | -0.030 | 0.043 | 0.035 | 0.036 | 0.283 | 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 | 3,876,772 | 801 | 870 | -0.060 | -0.005 | -0.045 | 0.060 | 0.051 | 0.051 | 0.791 | 4 |
| 1 | True | 3,964,601 | 1,021,898 | 87 | 2,634 | -0.060 | 0.011 | 0.045 | 0.060 | 0.051 | 0.051 | 0.209 | 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 | 2,713,850 | 800 | 851 | -0.078 | -0.015 | -0.064 | 0.078 | 0.069 | 0.069 | 0.806 | 5 |
| 1 | True | 4,058,998 | 652,632 | 88 | 2,321 | -0.077 | 0.006 | 0.061 | 0.078 | 0.069 | 0.069 | 0.194 | 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 | 1,985,553 | 808 | 785 | -0.098 | -0.029 | -0.083 | 0.097 | 0.088 | 0.088 | 0.687 | 6 |
| 1 | True | 3,206,102 | 904,329 | 80 | 2,513 | -0.098 | 0.025 | 0.083 | 0.097 | 0.088 | 0.088 | 0.313 | 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 | 2,042,218 | 809 | 759 | -0.121 | -0.037 | -0.104 | 0.121 | 0.109 | 0.109 | 0.819 | 7 |
| 1 | True | 4,341,510 | 452,385 | 79 | 2,626 | -0.121 | 0.030 | 0.103 | 0.121 | 0.108 | 0.108 | 0.181 | 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 | 1,432,855 | 807 | 718 | -0.150 | -0.056 | -0.129 | 0.150 | 0.135 | 0.134 | 0.693 | 8 |
| 1 | True | 3,649,296 | 634,915 | 81 | 3,202 | -0.150 | 0.031 | 0.126 | 0.147 | 0.134 | 0.133 | 0.307 | 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 | 1,589,865 | 784 | 658 | -0.192 | -0.061 | -0.160 | 0.191 | 0.169 | 0.168 | 0.588 | 9 |
| 1 | True | 5,230,962 | 1,114,945 | 104 | 1,803 | -0.189 | 0.049 | 0.158 | 0.192 | 0.169 | 0.168 | 0.412 | 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 | 1,765,566 | 719 | 605 | -0.453 | -0.095 | -0.210 | 0.430 | 0.239 | 0.225 | 0.262 | 10 |
| 1 | True | 8,597,307 | 4,974,395 | 169 | 1,671 | -0.418 | 0.087 | 0.220 | 0.456 | 0.257 | 0.245 | 0.738 | 10 |