| 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 | 2,866,549 | 810 | 912 | -0.014 | -0.000 | -0.001 | 0.014 | 0.007 | 0.007 | 0.867 | 1 |
| 1 | True | 2,121,546 | 439,237 | 80 | 2,700 | -0.014 | 0.001 | 0.001 | 0.013 | 0.007 | 0.008 | 0.133 | 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 | 3,589,634 | 800 | 993 | -0.028 | -0.001 | -0.014 | 0.028 | 0.021 | 0.021 | 0.807 | 2 |
| 1 | True | 3,478,343 | 856,088 | 90 | 1,964 | -0.028 | -0.001 | -0.014 | 0.027 | 0.021 | 0.021 | 0.193 | 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 | 2,941,089 | 803 | 876 | -0.044 | -0.004 | -0.030 | 0.044 | 0.036 | 0.036 | 0.792 | 3 |
| 1 | True | 2,972,938 | 771,986 | 86 | 2,374 | -0.043 | -0.001 | -0.000 | 0.043 | 0.036 | 0.037 | 0.208 | 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 | 2,514,148 | 803 | 771 | -0.060 | -0.009 | -0.046 | 0.060 | 0.052 | 0.052 | 0.758 | 4 |
| 1 | True | 4,231,463 | 803,321 | 87 | 2,014 | -0.060 | 0.010 | 0.045 | 0.060 | 0.052 | 0.051 | 0.242 | 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 | 2,647,998 | 792 | 930 | -0.078 | -0.016 | -0.062 | 0.078 | 0.069 | 0.068 | 0.795 | 5 |
| 1 | True | 4,087,597 | 682,346 | 98 | 2,055 | -0.078 | 0.011 | 0.062 | 0.077 | 0.069 | 0.070 | 0.205 | 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 | 2,049,894 | 783 | 703 | -0.098 | -0.028 | -0.083 | 0.098 | 0.088 | 0.088 | 0.519 | 6 |
| 1 | True | 4,899,869 | 1,898,091 | 106 | 2,238 | -0.098 | 0.030 | 0.083 | 0.098 | 0.088 | 0.088 | 0.481 | 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 | 1,858,313 | 804 | 706 | -0.121 | -0.047 | -0.105 | 0.121 | 0.110 | 0.109 | 0.635 | 7 |
| 1 | True | 3,989,438 | 1,070,193 | 86 | 1,917 | -0.119 | 0.028 | 0.102 | 0.120 | 0.109 | 0.109 | 0.365 | 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 | 1,369,762 | 819 | 684 | -0.149 | -0.053 | -0.128 | 0.148 | 0.134 | 0.134 | 0.713 | 8 |
| 1 | True | 4,179,294 | 551,407 | 70 | 2,637 | -0.148 | 0.032 | 0.129 | 0.148 | 0.136 | 0.135 | 0.287 | 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 | 1,760,279 | 802 | 691 | -0.191 | -0.058 | -0.158 | 0.191 | 0.168 | 0.167 | 0.790 | 9 |
| 1 | True | 3,832,087 | 467,868 | 88 | 1,945 | -0.189 | 0.028 | 0.155 | 0.191 | 0.167 | 0.166 | 0.210 | 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 | 1,647,091 | 716 | 593 | -0.449 | -0.080 | -0.206 | 0.362 | 0.237 | 0.224 | 0.264 | 10 |
| 1 | True | 8,166,074 | 4,588,044 | 174 | 1,539 | -0.439 | 0.102 | 0.220 | 0.395 | 0.256 | 0.242 | 0.736 | 10 |