| 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 | 2,938,933 | 816 | 926 | -0.014 | -0.000 | -0.000 | 0.013 | 0.007 | 0.007 | 0.903 | 1 |
| 1 | True | 2,474,066 | 316,214 | 74 | 2,181 | -0.014 | -0.002 | -0.004 | 0.013 | 0.008 | 0.008 | 0.097 | 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 | 3,208,382 | 794 | 931 | -0.028 | -0.001 | -0.014 | 0.028 | 0.021 | 0.021 | 0.756 | 2 |
| 1 | True | 3,573,729 | 1,034,198 | 96 | 2,420 | -0.028 | -0.002 | -0.014 | 0.028 | 0.021 | 0.021 | 0.244 | 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 | 3,033,462 | 798 | 895 | -0.044 | -0.001 | -0.029 | 0.044 | 0.036 | 0.036 | 0.821 | 3 |
| 1 | True | 3,666,588 | 660,719 | 91 | 2,103 | -0.044 | 0.004 | 0.030 | 0.043 | 0.036 | 0.036 | 0.179 | 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 | 2,670,189 | 806 | 869 | -0.061 | -0.005 | -0.046 | 0.061 | 0.052 | 0.052 | 0.855 | 4 |
| 1 | True | 3,020,780 | 452,142 | 84 | 1,736 | -0.061 | 0.002 | 0.044 | 0.061 | 0.051 | 0.051 | 0.145 | 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 | 2,644,049 | 808 | 806 | -0.079 | -0.017 | -0.065 | 0.079 | 0.070 | 0.071 | 0.692 | 5 |
| 1 | True | 3,197,420 | 1,177,425 | 82 | 2,501 | -0.079 | 0.018 | 0.064 | 0.077 | 0.070 | 0.071 | 0.308 | 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 | 2,581,413 | 795 | 765 | -0.099 | -0.022 | -0.082 | 0.099 | 0.089 | 0.089 | 0.759 | 6 |
| 1 | True | 5,158,925 | 819,872 | 94 | 2,275 | -0.099 | 0.038 | 0.086 | 0.099 | 0.089 | 0.089 | 0.241 | 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 | 2,311,285 | 815 | 751 | -0.122 | -0.043 | -0.104 | 0.122 | 0.110 | 0.109 | 0.647 | 7 |
| 1 | True | 3,699,068 | 1,260,390 | 75 | 1,912 | -0.121 | 0.033 | 0.104 | 0.121 | 0.110 | 0.109 | 0.353 | 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 | 1,584,588 | 807 | 699 | -0.150 | -0.049 | -0.129 | 0.150 | 0.135 | 0.135 | 0.717 | 8 |
| 1 | True | 4,679,223 | 624,187 | 82 | 2,770 | -0.150 | 0.046 | 0.130 | 0.149 | 0.137 | 0.139 | 0.283 | 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 | 1,650,863 | 791 | 674 | -0.193 | -0.065 | -0.161 | 0.193 | 0.170 | 0.168 | 0.743 | 9 |
| 1 | True | 4,773,995 | 570,423 | 99 | 1,856 | -0.192 | 0.053 | 0.159 | 0.192 | 0.170 | 0.170 | 0.257 | 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 | 1,529,175 | 729 | 617 | -0.428 | -0.090 | -0.207 | 0.376 | 0.239 | 0.226 | 0.243 | 10 |
| 1 | True | 7,655,441 | 4,772,202 | 161 | 1,770 | -0.380 | 0.088 | 0.221 | 0.434 | 0.257 | 0.246 | 0.757 | 10 |