| 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 | 3,150,474 | 795 | 963 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.843 | 1 |
| 1 | True | 2,964,856 | 587,068 | 93 | 2,591 | -0.014 | 0.000 | 0.001 | 0.014 | 0.007 | 0.006 | 0.157 | 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 | 2,876,890 | 789 | 921 | -0.029 | -0.002 | -0.015 | 0.029 | 0.021 | 0.021 | 0.728 | 2 |
| 1 | True | 3,668,042 | 1,073,049 | 99 | 2,296 | -0.029 | -0.007 | -0.017 | 0.028 | 0.021 | 0.020 | 0.272 | 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 | 2,886,813 | 809 | 875 | -0.045 | -0.004 | -0.031 | 0.045 | 0.037 | 0.037 | 0.830 | 3 |
| 1 | True | 3,087,064 | 592,910 | 79 | 2,030 | -0.045 | 0.005 | 0.031 | 0.045 | 0.037 | 0.037 | 0.170 | 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 | 3,087,185 | 809 | 841 | -0.062 | -0.005 | -0.047 | 0.062 | 0.053 | 0.054 | 0.841 | 4 |
| 1 | True | 3,107,651 | 583,006 | 78 | 1,503 | -0.062 | 0.004 | 0.047 | 0.062 | 0.053 | 0.053 | 0.159 | 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 | 3,355,836 | 806 | 921 | -0.080 | -0.015 | -0.065 | 0.079 | 0.070 | 0.070 | 0.731 | 5 |
| 1 | True | 3,900,132 | 1,233,420 | 82 | 2,783 | -0.079 | 0.009 | 0.065 | 0.079 | 0.071 | 0.072 | 0.269 | 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 | 2,131,832 | 815 | 853 | -0.099 | -0.029 | -0.084 | 0.099 | 0.089 | 0.089 | 0.816 | 6 |
| 1 | True | 3,187,594 | 482,157 | 73 | 2,417 | -0.096 | 0.036 | 0.086 | 0.099 | 0.088 | 0.088 | 0.184 | 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 | 2,298,387 | 808 | 759 | -0.121 | -0.042 | -0.105 | 0.121 | 0.109 | 0.109 | 0.741 | 7 |
| 1 | True | 4,344,265 | 802,164 | 79 | 2,523 | -0.120 | 0.040 | 0.103 | 0.121 | 0.108 | 0.107 | 0.259 | 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 | 1,392,854 | 811 | 727 | -0.147 | -0.055 | -0.128 | 0.147 | 0.134 | 0.133 | 0.667 | 8 |
| 1 | True | 4,046,241 | 693,893 | 77 | 2,412 | -0.146 | 0.037 | 0.127 | 0.147 | 0.134 | 0.133 | 0.333 | 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 | 1,560,638 | 784 | 647 | -0.188 | -0.050 | -0.154 | 0.188 | 0.165 | 0.163 | 0.671 | 9 |
| 1 | True | 5,110,346 | 764,400 | 104 | 2,196 | -0.188 | 0.052 | 0.158 | 0.188 | 0.169 | 0.168 | 0.329 | 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 | 1,873,002 | 734 | 613 | -0.433 | -0.067 | -0.200 | 0.397 | 0.233 | 0.220 | 0.272 | 10 |
| 1 | True | 8,371,209 | 5,001,498 | 154 | 1,757 | -0.415 | 0.086 | 0.210 | 0.447 | 0.259 | 0.241 | 0.728 | 10 |