| 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 | 2,435,087 | 809 | 937 | -0.015 | -0.001 | -0.001 | 0.015 | 0.007 | 0.007 | 0.783 | 1 |
| 1 | True | 2,595,728 | 675,767 | 80 | 2,201 | -0.014 | 0.001 | 0.002 | 0.014 | 0.007 | 0.007 | 0.217 | 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 | 3,891,669 | 817 | 901 | -0.028 | -0.002 | -0.015 | 0.028 | 0.021 | 0.021 | 0.832 | 2 |
| 1 | True | 2,566,352 | 785,095 | 71 | 1,840 | -0.028 | -0.005 | -0.017 | 0.028 | 0.022 | 0.023 | 0.168 | 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 | 3,175,425 | 799 | 862 | -0.044 | -0.006 | -0.031 | 0.044 | 0.036 | 0.036 | 0.817 | 3 |
| 1 | True | 3,360,046 | 712,109 | 89 | 1,940 | -0.044 | 0.003 | 0.029 | 0.044 | 0.037 | 0.038 | 0.183 | 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 | 2,391,614 | 803 | 761 | -0.062 | -0.008 | -0.047 | 0.061 | 0.053 | 0.053 | 0.785 | 4 |
| 1 | True | 3,358,576 | 654,830 | 85 | 2,987 | -0.061 | 0.007 | 0.047 | 0.061 | 0.052 | 0.052 | 0.215 | 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 | 2,362,231 | 784 | 800 | -0.079 | -0.016 | -0.065 | 0.080 | 0.070 | 0.070 | 0.677 | 5 |
| 1 | True | 4,602,039 | 1,125,419 | 104 | 2,062 | -0.079 | 0.005 | 0.063 | 0.079 | 0.071 | 0.071 | 0.323 | 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 | 1,986,398 | 792 | 773 | -0.099 | -0.028 | -0.084 | 0.099 | 0.089 | 0.089 | 0.659 | 6 |
| 1 | True | 5,096,485 | 1,025,866 | 96 | 2,009 | -0.098 | 0.024 | 0.083 | 0.098 | 0.089 | 0.089 | 0.341 | 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 | 2,018,750 | 807 | 746 | -0.121 | -0.041 | -0.104 | 0.122 | 0.109 | 0.109 | 0.672 | 7 |
| 1 | True | 4,811,431 | 986,620 | 81 | 2,362 | -0.121 | 0.012 | 0.101 | 0.121 | 0.112 | 0.112 | 0.328 | 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 | 1,476,630 | 802 | 657 | -0.147 | -0.059 | -0.129 | 0.147 | 0.134 | 0.134 | 0.620 | 8 |
| 1 | True | 4,480,024 | 903,454 | 86 | 2,346 | -0.145 | 0.016 | 0.125 | 0.146 | 0.135 | 0.136 | 0.380 | 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 | 1,554,511 | 796 | 670 | -0.189 | -0.056 | -0.156 | 0.189 | 0.167 | 0.165 | 0.750 | 9 |
| 1 | True | 3,615,134 | 518,527 | 92 | 1,863 | -0.188 | 0.054 | 0.156 | 0.188 | 0.166 | 0.166 | 0.250 | 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 | 2,170,472 | 719 | 577 | -0.405 | -0.066 | -0.201 | 0.418 | 0.232 | 0.221 | 0.359 | 10 |
| 1 | True | 7,423,475 | 3,883,519 | 169 | 1,752 | -0.428 | 0.096 | 0.215 | 0.360 | 0.253 | 0.244 | 0.641 | 10 |