| 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 | 3,786,153 | 816 | 1,003 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.900 | 1 |
| 1 | True | 2,228,378 | 421,424 | 72 | 2,092 | -0.014 | -0.000 | -0.001 | 0.014 | 0.007 | 0.007 | 0.100 | 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 | 2,629,293 | 799 | 1,009 | -0.029 | -0.002 | -0.016 | 0.029 | 0.022 | 0.022 | 0.708 | 2 |
| 1 | True | 3,563,333 | 1,083,609 | 89 | 1,966 | -0.029 | 0.000 | -0.015 | 0.029 | 0.021 | 0.021 | 0.292 | 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 | 4,276,161 | 798 | 977 | -0.043 | -0.004 | -0.030 | 0.043 | 0.036 | 0.036 | 0.882 | 3 |
| 1 | True | 3,497,942 | 573,854 | 90 | 2,417 | -0.042 | 0.001 | -0.000 | 0.043 | 0.036 | 0.036 | 0.118 | 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 | 2,779,141 | 800 | 829 | -0.060 | -0.010 | -0.046 | 0.060 | 0.052 | 0.052 | 0.744 | 4 |
| 1 | True | 3,752,927 | 954,301 | 88 | 2,510 | -0.060 | 0.003 | 0.045 | 0.060 | 0.052 | 0.052 | 0.256 | 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 | 2,688,155 | 805 | 857 | -0.078 | -0.014 | -0.063 | 0.078 | 0.068 | 0.068 | 0.730 | 5 |
| 1 | True | 3,334,031 | 994,588 | 83 | 2,515 | -0.078 | 0.009 | 0.061 | 0.078 | 0.068 | 0.067 | 0.270 | 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 | 2,138,932 | 803 | 845 | -0.098 | -0.033 | -0.083 | 0.098 | 0.088 | 0.088 | 0.835 | 6 |
| 1 | True | 4,107,882 | 421,674 | 85 | 2,090 | -0.096 | 0.019 | 0.082 | 0.097 | 0.087 | 0.086 | 0.165 | 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 | 1,834,680 | 812 | 734 | -0.120 | -0.039 | -0.105 | 0.120 | 0.109 | 0.109 | 0.757 | 7 |
| 1 | True | 4,130,504 | 589,928 | 76 | 2,629 | -0.120 | 0.022 | 0.101 | 0.120 | 0.109 | 0.109 | 0.243 | 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 | 1,322,224 | 811 | 680 | -0.148 | -0.057 | -0.128 | 0.148 | 0.134 | 0.133 | 0.529 | 8 |
| 1 | True | 3,773,862 | 1,179,274 | 77 | 2,658 | -0.148 | 0.025 | 0.125 | 0.146 | 0.134 | 0.135 | 0.471 | 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 | 1,662,605 | 787 | 674 | -0.190 | -0.057 | -0.156 | 0.189 | 0.167 | 0.166 | 0.768 | 9 |
| 1 | True | 4,745,408 | 503,354 | 101 | 2,022 | -0.187 | 0.061 | 0.156 | 0.190 | 0.167 | 0.164 | 0.232 | 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 | 1,823,355 | 722 | 602 | -0.449 | -0.082 | -0.204 | 0.419 | 0.237 | 0.227 | 0.269 | 10 |
| 1 | True | 8,706,575 | 4,962,690 | 166 | 1,657 | -0.399 | 0.085 | 0.217 | 0.414 | 0.255 | 0.240 | 0.731 | 10 |