| 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 | 3,031,154 | 809 | 964 | -0.015 | -0.000 | -0.001 | 0.015 | 0.007 | 0.007 | 0.810 | 1 |
| 1 | True | 2,637,582 | 712,533 | 80 | 2,032 | -0.015 | 0.001 | 0.001 | 0.014 | 0.006 | 0.006 | 0.190 | 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 | 3,474,782 | 805 | 968 | -0.029 | -0.002 | -0.016 | 0.028 | 0.022 | 0.022 | 0.804 | 2 |
| 1 | True | 2,297,710 | 846,534 | 83 | 2,000 | -0.028 | -0.000 | 0.015 | 0.028 | 0.022 | 0.022 | 0.196 | 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 | 3,270,477 | 794 | 854 | -0.045 | -0.005 | -0.030 | 0.045 | 0.037 | 0.037 | 0.833 | 3 |
| 1 | True | 3,922,255 | 654,445 | 94 | 2,437 | -0.045 | 0.000 | 0.029 | 0.045 | 0.036 | 0.036 | 0.167 | 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 | 2,420,906 | 794 | 765 | -0.062 | -0.011 | -0.048 | 0.062 | 0.053 | 0.053 | 0.761 | 4 |
| 1 | True | 3,763,989 | 759,751 | 94 | 2,618 | -0.061 | 0.003 | 0.046 | 0.062 | 0.052 | 0.051 | 0.239 | 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 | 2,380,506 | 796 | 828 | -0.079 | -0.020 | -0.065 | 0.079 | 0.070 | 0.070 | 0.739 | 5 |
| 1 | True | 3,993,556 | 839,313 | 92 | 2,065 | -0.079 | 0.017 | 0.066 | 0.079 | 0.071 | 0.072 | 0.261 | 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 | 1,901,537 | 791 | 724 | -0.099 | -0.031 | -0.084 | 0.099 | 0.089 | 0.089 | 0.672 | 6 |
| 1 | True | 5,872,823 | 927,846 | 97 | 1,783 | -0.099 | 0.010 | 0.080 | 0.098 | 0.088 | 0.087 | 0.328 | 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 | 1,956,567 | 809 | 690 | -0.121 | -0.041 | -0.105 | 0.121 | 0.110 | 0.110 | 0.710 | 7 |
| 1 | True | 3,684,149 | 800,444 | 79 | 2,035 | -0.120 | 0.026 | 0.102 | 0.120 | 0.109 | 0.110 | 0.290 | 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 | 1,417,369 | 799 | 680 | -0.147 | -0.061 | -0.129 | 0.147 | 0.134 | 0.133 | 0.525 | 8 |
| 1 | True | 4,430,459 | 1,280,010 | 89 | 2,626 | -0.145 | 0.026 | 0.125 | 0.147 | 0.133 | 0.133 | 0.475 | 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 | 1,526,624 | 796 | 661 | -0.189 | -0.057 | -0.157 | 0.189 | 0.167 | 0.167 | 0.761 | 9 |
| 1 | True | 3,871,187 | 479,024 | 92 | 1,683 | -0.190 | 0.051 | 0.157 | 0.190 | 0.167 | 0.167 | 0.239 | 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 | 1,654,457 | 721 | 578 | -0.447 | -0.066 | -0.202 | 0.426 | 0.234 | 0.221 | 0.273 | 10 |
| 1 | True | 7,461,513 | 4,416,561 | 167 | 1,746 | -0.391 | 0.095 | 0.223 | 0.381 | 0.255 | 0.245 | 0.727 | 10 |