| 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 | 2,775,088 | 825 | 859 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.866 | 1 |
| 1 | True | 2,513,733 | 429,834 | 63 | 2,197 | -0.014 | -0.001 | -0.002 | 0.013 | 0.008 | 0.008 | 0.134 | 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 | 3,306,143 | 820 | 830 | -0.029 | -0.003 | -0.015 | 0.029 | 0.021 | 0.021 | 0.833 | 2 |
| 1 | True | 1,918,024 | 661,804 | 68 | 1,921 | -0.028 | 0.007 | 0.018 | 0.028 | 0.021 | 0.021 | 0.167 | 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 | 2,635,102 | 794 | 840 | -0.046 | -0.003 | -0.030 | 0.046 | 0.037 | 0.037 | 0.791 | 3 |
| 1 | True | 3,604,496 | 695,888 | 94 | 1,849 | -0.045 | -0.000 | 0.000 | 0.046 | 0.037 | 0.036 | 0.209 | 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 | 2,408,451 | 789 | 807 | -0.062 | -0.004 | -0.047 | 0.062 | 0.054 | 0.054 | 0.697 | 4 |
| 1 | True | 3,872,003 | 1,047,572 | 99 | 2,708 | -0.062 | 0.003 | 0.046 | 0.062 | 0.055 | 0.054 | 0.303 | 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 | 2,749,785 | 803 | 802 | -0.080 | -0.010 | -0.064 | 0.080 | 0.071 | 0.071 | 0.783 | 5 |
| 1 | True | 5,373,486 | 762,646 | 85 | 2,466 | -0.080 | 0.006 | 0.063 | 0.080 | 0.072 | 0.071 | 0.217 | 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 | 1,953,992 | 788 | 819 | -0.099 | -0.021 | -0.084 | 0.099 | 0.089 | 0.089 | 0.572 | 6 |
| 1 | True | 4,784,379 | 1,460,219 | 99 | 1,985 | -0.098 | 0.026 | 0.085 | 0.098 | 0.089 | 0.090 | 0.428 | 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 | 1,703,970 | 814 | 708 | -0.120 | -0.039 | -0.103 | 0.120 | 0.109 | 0.109 | 0.830 | 7 |
| 1 | True | 3,727,246 | 348,336 | 74 | 1,888 | -0.120 | 0.032 | 0.102 | 0.119 | 0.109 | 0.109 | 0.170 | 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 | 2,277,615 | 808 | 750 | -0.147 | -0.039 | -0.126 | 0.147 | 0.133 | 0.133 | 0.630 | 8 |
| 1 | True | 4,127,624 | 1,336,953 | 80 | 2,850 | -0.143 | 0.033 | 0.123 | 0.147 | 0.131 | 0.131 | 0.370 | 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 | 1,261,360 | 791 | 710 | -0.186 | -0.065 | -0.157 | 0.186 | 0.165 | 0.164 | 0.699 | 9 |
| 1 | True | 4,077,387 | 543,773 | 97 | 1,914 | -0.183 | 0.065 | 0.161 | 0.186 | 0.166 | 0.167 | 0.301 | 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 | 2,336,131 | 712 | 597 | -0.457 | -0.084 | -0.201 | 0.323 | 0.228 | 0.218 | 0.371 | 10 |
| 1 | True | 7,934,599 | 3,958,015 | 176 | 1,866 | -0.361 | 0.071 | 0.202 | 0.355 | 0.240 | 0.229 | 0.629 | 10 |