| 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 | 2,921,247 | 834 | 825 | -0.015 | -0.000 | -0.000 | 0.015 | 0.007 | 0.007 | 0.823 | 1 |
| 1 | True | 1,915,640 | 628,394 | 54 | 1,804 | -0.014 | -0.000 | 0.000 | 0.013 | 0.005 | 0.005 | 0.177 | 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 | 3,158,378 | 802 | 751 | -0.030 | -0.001 | -0.015 | 0.030 | 0.022 | 0.021 | 0.901 | 2 |
| 1 | True | 2,933,161 | 346,376 | 85 | 1,902 | -0.029 | 0.004 | 0.016 | 0.028 | 0.022 | 0.022 | 0.099 | 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 | 2,365,348 | 782 | 823 | -0.047 | -0.003 | -0.031 | 0.047 | 0.038 | 0.038 | 0.732 | 3 |
| 1 | True | 4,420,056 | 864,396 | 105 | 2,140 | -0.046 | 0.005 | 0.032 | 0.047 | 0.038 | 0.038 | 0.268 | 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 | 2,180,881 | 800 | 784 | -0.063 | -0.003 | -0.048 | 0.063 | 0.055 | 0.054 | 0.805 | 4 |
| 1 | True | 3,733,947 | 529,093 | 87 | 2,380 | -0.063 | 0.001 | 0.049 | 0.063 | 0.056 | 0.056 | 0.195 | 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 | 2,853,970 | 804 | 793 | -0.080 | -0.009 | -0.065 | 0.080 | 0.071 | 0.071 | 0.761 | 5 |
| 1 | True | 4,236,391 | 897,962 | 83 | 2,258 | -0.080 | 0.015 | 0.066 | 0.080 | 0.072 | 0.073 | 0.239 | 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 | 2,277,102 | 799 | 768 | -0.098 | -0.018 | -0.083 | 0.098 | 0.089 | 0.089 | 0.684 | 6 |
| 1 | True | 5,003,191 | 1,051,124 | 88 | 2,119 | -0.098 | 0.027 | 0.086 | 0.098 | 0.089 | 0.089 | 0.316 | 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 | 1,605,256 | 801 | 686 | -0.121 | -0.030 | -0.103 | 0.121 | 0.109 | 0.109 | 0.688 | 7 |
| 1 | True | 3,870,002 | 728,725 | 86 | 2,279 | -0.120 | 0.044 | 0.105 | 0.120 | 0.110 | 0.110 | 0.312 | 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 | 2,087,188 | 802 | 728 | -0.146 | -0.045 | -0.126 | 0.146 | 0.132 | 0.132 | 0.659 | 8 |
| 1 | True | 4,121,665 | 1,080,082 | 85 | 2,757 | -0.146 | 0.050 | 0.125 | 0.145 | 0.132 | 0.132 | 0.341 | 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 | 1,562,671 | 792 | 720 | -0.185 | -0.067 | -0.155 | 0.185 | 0.164 | 0.163 | 0.642 | 9 |
| 1 | True | 3,956,945 | 870,215 | 95 | 2,093 | -0.185 | 0.073 | 0.158 | 0.183 | 0.163 | 0.164 | 0.358 | 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 | 2,212,207 | 707 | 656 | -0.417 | -0.100 | -0.201 | 0.343 | 0.226 | 0.214 | 0.363 | 10 |
| 1 | True | 7,773,524 | 3,884,381 | 180 | 1,761 | -0.385 | 0.052 | 0.198 | 0.345 | 0.239 | 0.229 | 0.637 | 10 |