| 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 | 2,689,461 | 835 | 837 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.897 | 1 |
| 1 | True | 1,379,306 | 310,146 | 53 | 1,824 | -0.013 | 0.001 | 0.001 | 0.014 | 0.007 | 0.009 | 0.103 | 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 | 2,915,009 | 805 | 800 | -0.029 | -0.002 | -0.016 | 0.029 | 0.022 | 0.022 | 0.863 | 2 |
| 1 | True | 2,914,296 | 462,311 | 83 | 1,768 | -0.029 | 0.003 | 0.017 | 0.029 | 0.022 | 0.022 | 0.137 | 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 | 3,374,459 | 789 | 865 | -0.046 | -0.003 | -0.030 | 0.046 | 0.038 | 0.038 | 0.751 | 3 |
| 1 | True | 3,575,705 | 1,116,340 | 99 | 2,584 | -0.046 | 0.004 | 0.031 | 0.046 | 0.038 | 0.037 | 0.249 | 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 | 2,113,393 | 800 | 795 | -0.063 | -0.007 | -0.049 | 0.063 | 0.055 | 0.055 | 0.751 | 4 |
| 1 | True | 4,702,213 | 700,155 | 88 | 2,703 | -0.063 | 0.001 | 0.047 | 0.063 | 0.054 | 0.054 | 0.249 | 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 | 2,542,287 | 806 | 704 | -0.081 | -0.014 | -0.066 | 0.081 | 0.072 | 0.072 | 0.717 | 5 |
| 1 | True | 4,210,593 | 1,004,877 | 82 | 2,156 | -0.080 | 0.009 | 0.065 | 0.080 | 0.072 | 0.072 | 0.283 | 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 | 2,314,236 | 788 | 746 | -0.099 | -0.019 | -0.084 | 0.100 | 0.090 | 0.090 | 0.685 | 6 |
| 1 | True | 5,343,841 | 1,065,668 | 99 | 2,405 | -0.099 | 0.021 | 0.084 | 0.099 | 0.090 | 0.089 | 0.315 | 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 | 1,539,589 | 807 | 708 | -0.121 | -0.035 | -0.105 | 0.121 | 0.110 | 0.110 | 0.771 | 7 |
| 1 | True | 4,098,705 | 457,698 | 81 | 1,815 | -0.121 | 0.036 | 0.103 | 0.121 | 0.110 | 0.109 | 0.229 | 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 | 1,940,726 | 814 | 711 | -0.148 | -0.044 | -0.127 | 0.148 | 0.133 | 0.133 | 0.622 | 8 |
| 1 | True | 3,704,566 | 1,178,060 | 74 | 2,582 | -0.146 | 0.029 | 0.126 | 0.148 | 0.133 | 0.133 | 0.378 | 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 | 1,561,223 | 789 | 693 | -0.186 | -0.071 | -0.158 | 0.186 | 0.166 | 0.165 | 0.726 | 9 |
| 1 | True | 3,705,634 | 590,043 | 99 | 1,978 | -0.180 | 0.084 | 0.157 | 0.186 | 0.164 | 0.162 | 0.274 | 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 | 2,253,330 | 709 | 599 | -0.414 | -0.094 | -0.203 | 0.349 | 0.227 | 0.215 | 0.367 | 10 |
| 1 | True | 8,259,718 | 3,889,871 | 179 | 1,714 | -0.440 | 0.054 | 0.202 | 0.366 | 0.241 | 0.229 | 0.633 | 10 |