| 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 | 2,441,305 | 807 | 927 | -0.014 | 0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.832 | 1 |
| 1 | True | 2,492,758 | 494,485 | 83 | 2,165 | -0.014 | -0.001 | -0.001 | 0.014 | 0.008 | 0.009 | 0.168 | 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 | 4,240,581 | 801 | 888 | -0.029 | -0.001 | -0.015 | 0.030 | 0.022 | 0.021 | 0.814 | 2 |
| 1 | True | 3,355,097 | 965,891 | 89 | 2,441 | -0.029 | 0.001 | 0.015 | 0.029 | 0.022 | 0.022 | 0.186 | 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 | 2,641,233 | 799 | 777 | -0.045 | -0.004 | -0.031 | 0.045 | 0.037 | 0.037 | 0.809 | 3 |
| 1 | True | 3,111,117 | 624,157 | 90 | 1,642 | -0.045 | 0.002 | 0.031 | 0.044 | 0.038 | 0.038 | 0.191 | 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 | 2,156,084 | 795 | 823 | -0.061 | -0.009 | -0.047 | 0.061 | 0.053 | 0.053 | 0.732 | 4 |
| 1 | True | 3,542,684 | 790,982 | 95 | 2,335 | -0.061 | 0.012 | 0.046 | 0.061 | 0.053 | 0.053 | 0.268 | 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 | 2,400,632 | 797 | 836 | -0.079 | -0.015 | -0.064 | 0.079 | 0.070 | 0.070 | 0.794 | 5 |
| 1 | True | 4,407,942 | 623,832 | 93 | 1,617 | -0.079 | 0.007 | 0.064 | 0.079 | 0.070 | 0.069 | 0.206 | 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 | 2,325,799 | 805 | 711 | -0.098 | -0.027 | -0.084 | 0.098 | 0.089 | 0.089 | 0.662 | 6 |
| 1 | True | 4,718,924 | 1,186,787 | 84 | 2,469 | -0.094 | 0.031 | 0.082 | 0.098 | 0.087 | 0.086 | 0.338 | 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 | 1,853,265 | 794 | 696 | -0.120 | -0.040 | -0.103 | 0.120 | 0.109 | 0.108 | 0.607 | 7 |
| 1 | True | 4,114,740 | 1,202,368 | 96 | 2,330 | -0.118 | 0.034 | 0.102 | 0.120 | 0.108 | 0.108 | 0.393 | 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 | 1,484,238 | 802 | 703 | -0.148 | -0.060 | -0.127 | 0.148 | 0.133 | 0.132 | 0.589 | 8 |
| 1 | True | 4,578,538 | 1,037,222 | 87 | 2,626 | -0.147 | 0.048 | 0.127 | 0.148 | 0.133 | 0.132 | 0.411 | 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 | 1,526,616 | 791 | 666 | -0.189 | -0.065 | -0.157 | 0.188 | 0.166 | 0.165 | 0.713 | 9 |
| 1 | True | 4,182,276 | 615,164 | 99 | 2,177 | -0.185 | 0.053 | 0.157 | 0.188 | 0.168 | 0.169 | 0.287 | 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 | 1,571,734 | 721 | 576 | -0.437 | -0.073 | -0.202 | 0.380 | 0.234 | 0.220 | 0.268 | 10 |
| 1 | True | 7,401,116 | 4,282,914 | 169 | 1,413 | -0.401 | 0.089 | 0.214 | 0.393 | 0.256 | 0.245 | 0.732 | 10 |