| 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 | 2,602,501 | 821 | 988 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.883 | 1 |
| 1 | True | 1,956,615 | 344,432 | 69 | 2,347 | -0.014 | 0.001 | 0.001 | 0.014 | 0.007 | 0.007 | 0.117 | 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 | 4,290,689 | 804 | 951 | -0.028 | -0.001 | -0.015 | 0.028 | 0.021 | 0.021 | 0.848 | 2 |
| 1 | True | 2,932,970 | 771,766 | 86 | 2,060 | -0.028 | -0.000 | -0.015 | 0.028 | 0.022 | 0.023 | 0.152 | 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 | 2,906,796 | 792 | 847 | -0.043 | -0.003 | -0.029 | 0.043 | 0.035 | 0.035 | 0.776 | 3 |
| 1 | True | 3,912,800 | 840,403 | 97 | 1,944 | -0.043 | -0.001 | -0.030 | 0.043 | 0.036 | 0.036 | 0.224 | 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 | 2,226,764 | 793 | 799 | -0.060 | -0.008 | -0.045 | 0.060 | 0.051 | 0.051 | 0.708 | 4 |
| 1 | True | 4,221,329 | 920,555 | 97 | 2,377 | -0.059 | 0.009 | 0.046 | 0.060 | 0.052 | 0.053 | 0.292 | 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 | 2,408,719 | 800 | 867 | -0.078 | -0.019 | -0.063 | 0.078 | 0.068 | 0.068 | 0.689 | 5 |
| 1 | True | 3,555,902 | 1,085,121 | 90 | 1,840 | -0.077 | 0.006 | 0.062 | 0.078 | 0.069 | 0.069 | 0.311 | 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 | 2,400,825 | 793 | 849 | -0.098 | -0.025 | -0.082 | 0.098 | 0.088 | 0.088 | 0.684 | 6 |
| 1 | True | 4,876,177 | 1,108,137 | 96 | 1,935 | -0.097 | 0.032 | 0.084 | 0.097 | 0.088 | 0.088 | 0.316 | 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 | 1,835,014 | 799 | 717 | -0.122 | -0.038 | -0.103 | 0.122 | 0.110 | 0.110 | 0.564 | 7 |
| 1 | True | 4,938,934 | 1,419,268 | 91 | 2,491 | -0.122 | 0.036 | 0.103 | 0.121 | 0.109 | 0.107 | 0.436 | 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 | 1,358,282 | 816 | 685 | -0.150 | -0.050 | -0.129 | 0.150 | 0.135 | 0.135 | 0.747 | 8 |
| 1 | True | 4,033,105 | 459,431 | 73 | 2,145 | -0.149 | 0.021 | 0.126 | 0.149 | 0.135 | 0.136 | 0.253 | 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 | 1,799,339 | 805 | 672 | -0.191 | -0.057 | -0.158 | 0.191 | 0.169 | 0.168 | 0.777 | 9 |
| 1 | True | 3,785,775 | 516,083 | 85 | 2,237 | -0.190 | 0.068 | 0.163 | 0.190 | 0.169 | 0.168 | 0.223 | 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 | 1,697,130 | 723 | 624 | -0.431 | -0.077 | -0.205 | 0.372 | 0.236 | 0.224 | 0.272 | 10 |
| 1 | True | 7,727,085 | 4,547,971 | 167 | 1,697 | -0.450 | 0.091 | 0.218 | 0.421 | 0.259 | 0.242 | 0.728 | 10 |