| 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 | 2,776,284 | 822 | 881 | -0.015 | -0.000 | -0.001 | 0.015 | 0.007 | 0.007 | 0.883 | 1 |
| 1 | True | 2,448,207 | 369,138 | 66 | 2,040 | -0.014 | 0.000 | 0.000 | 0.015 | 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 | 2,584,452 | 810 | 822 | -0.029 | -0.003 | -0.017 | 0.029 | 0.022 | 0.022 | 0.747 | 2 |
| 1 | True | 2,476,099 | 874,904 | 78 | 2,031 | -0.029 | -0.002 | -0.016 | 0.029 | 0.022 | 0.022 | 0.253 | 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 | 3,354,787 | 811 | 847 | -0.045 | -0.002 | -0.030 | 0.045 | 0.038 | 0.037 | 0.840 | 3 |
| 1 | True | 2,860,794 | 641,194 | 77 | 1,951 | -0.044 | 0.004 | 0.031 | 0.045 | 0.037 | 0.037 | 0.160 | 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 | 2,407,407 | 791 | 711 | -0.063 | -0.007 | -0.047 | 0.063 | 0.054 | 0.054 | 0.728 | 4 |
| 1 | True | 4,619,950 | 900,925 | 97 | 2,388 | -0.062 | 0.005 | 0.046 | 0.063 | 0.054 | 0.054 | 0.272 | 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 | 2,435,914 | 791 | 795 | -0.081 | -0.008 | -0.065 | 0.081 | 0.072 | 0.072 | 0.775 | 5 |
| 1 | True | 3,683,080 | 708,918 | 97 | 1,780 | -0.080 | 0.017 | 0.067 | 0.081 | 0.072 | 0.072 | 0.225 | 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 | 2,312,350 | 796 | 788 | -0.100 | -0.023 | -0.084 | 0.100 | 0.090 | 0.090 | 0.634 | 6 |
| 1 | True | 5,340,017 | 1,334,552 | 91 | 2,448 | -0.099 | 0.011 | 0.082 | 0.100 | 0.090 | 0.089 | 0.366 | 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 | 1,803,133 | 804 | 758 | -0.120 | -0.038 | -0.105 | 0.120 | 0.110 | 0.110 | 0.731 | 7 |
| 1 | True | 4,190,981 | 662,531 | 84 | 2,332 | -0.119 | 0.036 | 0.104 | 0.120 | 0.110 | 0.109 | 0.269 | 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 | 2,059,224 | 803 | 707 | -0.148 | -0.046 | -0.126 | 0.148 | 0.133 | 0.133 | 0.632 | 8 |
| 1 | True | 4,621,612 | 1,201,245 | 85 | 2,694 | -0.148 | 0.046 | 0.127 | 0.148 | 0.133 | 0.132 | 0.368 | 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 | 1,499,406 | 788 | 727 | -0.186 | -0.060 | -0.157 | 0.185 | 0.166 | 0.165 | 0.729 | 9 |
| 1 | True | 3,911,319 | 556,243 | 100 | 1,899 | -0.185 | 0.063 | 0.162 | 0.185 | 0.168 | 0.167 | 0.271 | 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 | 2,088,408 | 713 | 597 | -0.443 | -0.087 | -0.202 | 0.343 | 0.228 | 0.218 | 0.350 | 10 |
| 1 | True | 7,765,327 | 3,881,305 | 175 | 1,829 | -0.377 | 0.074 | 0.204 | 0.356 | 0.244 | 0.237 | 0.650 | 10 |