| 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 | 3,430,018 | 791 | 966 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.848 | 1 |
| 1 | True | 3,823,080 | 615,400 | 97 | 2,022 | -0.014 | -0.000 | 0.000 | 0.014 | 0.007 | 0.007 | 0.152 | 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 | 2,429,663 | 799 | 846 | -0.029 | -0.002 | -0.015 | 0.029 | 0.021 | 0.021 | 0.705 | 2 |
| 1 | True | 2,944,126 | 1,017,793 | 89 | 2,930 | -0.029 | -0.003 | -0.016 | 0.029 | 0.021 | 0.021 | 0.295 | 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 | 2,649,229 | 801 | 886 | -0.044 | -0.002 | -0.030 | 0.044 | 0.036 | 0.036 | 0.833 | 3 |
| 1 | True | 2,944,775 | 529,577 | 87 | 1,938 | -0.044 | -0.000 | -0.029 | 0.044 | 0.036 | 0.036 | 0.167 | 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 | 3,448,150 | 816 | 859 | -0.061 | -0.004 | -0.046 | 0.061 | 0.053 | 0.053 | 0.863 | 4 |
| 1 | True | 2,841,168 | 548,918 | 72 | 1,682 | -0.061 | 0.021 | 0.049 | 0.061 | 0.053 | 0.052 | 0.137 | 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 | 2,857,440 | 799 | 880 | -0.078 | -0.010 | -0.064 | 0.078 | 0.070 | 0.070 | 0.739 | 5 |
| 1 | True | 3,649,586 | 1,006,790 | 89 | 2,621 | -0.077 | 0.003 | 0.062 | 0.078 | 0.070 | 0.069 | 0.261 | 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 | 2,212,932 | 795 | 778 | -0.098 | -0.022 | -0.083 | 0.098 | 0.088 | 0.088 | 0.714 | 6 |
| 1 | True | 4,167,239 | 886,380 | 93 | 1,847 | -0.098 | 0.029 | 0.086 | 0.097 | 0.089 | 0.089 | 0.286 | 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 | 2,108,375 | 792 | 809 | -0.121 | -0.033 | -0.103 | 0.121 | 0.109 | 0.109 | 0.630 | 7 |
| 1 | True | 4,703,880 | 1,239,372 | 96 | 2,485 | -0.120 | 0.038 | 0.104 | 0.121 | 0.109 | 0.108 | 0.370 | 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 | 1,563,029 | 813 | 727 | -0.148 | -0.049 | -0.128 | 0.147 | 0.134 | 0.134 | 0.716 | 8 |
| 1 | True | 3,926,172 | 618,877 | 75 | 3,110 | -0.147 | 0.047 | 0.128 | 0.147 | 0.134 | 0.134 | 0.284 | 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 | 1,598,579 | 788 | 654 | -0.188 | -0.069 | -0.157 | 0.188 | 0.166 | 0.165 | 0.699 | 9 |
| 1 | True | 4,546,921 | 687,568 | 100 | 1,678 | -0.187 | 0.067 | 0.159 | 0.188 | 0.167 | 0.165 | 0.301 | 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 | 1,626,909 | 733 | 603 | -0.456 | -0.082 | -0.202 | 0.398 | 0.234 | 0.222 | 0.254 | 10 |
| 1 | True | 8,414,522 | 4,772,191 | 155 | 1,809 | -0.403 | 0.090 | 0.212 | 0.454 | 0.253 | 0.237 | 0.746 | 10 |