| 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 | 3,385,282 | 809 | 979 | -0.014 | -0.000 | 0.000 | 0.014 | 0.007 | 0.007 | 0.811 | 1 |
| 1 | True | 3,023,167 | 786,895 | 81 | 2,461 | -0.014 | -0.001 | -0.002 | 0.014 | 0.007 | 0.007 | 0.189 | 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 | 2,717,092 | 794 | 922 | -0.028 | -0.001 | -0.015 | 0.028 | 0.021 | 0.021 | 0.791 | 2 |
| 1 | True | 3,532,678 | 718,326 | 96 | 1,987 | -0.025 | 0.000 | -0.014 | 0.027 | 0.020 | 0.019 | 0.209 | 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 | 2,904,013 | 798 | 843 | -0.043 | -0.001 | -0.028 | 0.043 | 0.035 | 0.035 | 0.836 | 3 |
| 1 | True | 2,988,301 | 569,351 | 91 | 1,724 | -0.043 | 0.000 | -0.028 | 0.043 | 0.036 | 0.036 | 0.164 | 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 | 2,831,650 | 809 | 883 | -0.060 | -0.006 | -0.045 | 0.060 | 0.051 | 0.051 | 0.845 | 4 |
| 1 | True | 3,448,614 | 518,624 | 81 | 2,042 | -0.059 | 0.004 | 0.044 | 0.060 | 0.052 | 0.052 | 0.155 | 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 | 2,651,151 | 809 | 878 | -0.078 | -0.011 | -0.063 | 0.078 | 0.069 | 0.069 | 0.759 | 5 |
| 1 | True | 3,046,215 | 839,709 | 81 | 2,225 | -0.076 | 0.027 | 0.066 | 0.078 | 0.069 | 0.069 | 0.241 | 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 | 2,570,899 | 797 | 774 | -0.098 | -0.017 | -0.081 | 0.098 | 0.087 | 0.087 | 0.633 | 6 |
| 1 | True | 5,127,277 | 1,493,376 | 92 | 2,662 | -0.097 | 0.037 | 0.085 | 0.097 | 0.088 | 0.089 | 0.367 | 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 | 2,110,759 | 813 | 765 | -0.121 | -0.040 | -0.105 | 0.121 | 0.110 | 0.110 | 0.705 | 7 |
| 1 | True | 3,555,402 | 885,064 | 77 | 2,348 | -0.121 | 0.036 | 0.105 | 0.121 | 0.110 | 0.110 | 0.295 | 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 | 1,727,135 | 809 | 701 | -0.149 | -0.044 | -0.128 | 0.149 | 0.135 | 0.135 | 0.751 | 8 |
| 1 | True | 4,551,488 | 573,919 | 80 | 2,392 | -0.148 | 0.028 | 0.124 | 0.149 | 0.134 | 0.134 | 0.249 | 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 | 1,582,308 | 793 | 677 | -0.190 | -0.068 | -0.160 | 0.190 | 0.169 | 0.167 | 0.714 | 9 |
| 1 | True | 4,593,431 | 633,253 | 97 | 1,958 | -0.190 | 0.052 | 0.157 | 0.190 | 0.169 | 0.166 | 0.286 | 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 | 1,719,798 | 729 | 629 | -0.440 | -0.108 | -0.208 | 0.391 | 0.238 | 0.225 | 0.265 | 10 |
| 1 | True | 7,958,780 | 4,760,301 | 161 | 1,652 | -0.402 | 0.093 | 0.218 | 0.420 | 0.255 | 0.241 | 0.735 | 10 |