| 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 | 2,895,320 | 851 | 826 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.945 | 1 |
| 1 | True | 1,113,900 | 169,823 | 37 | 1,371 | -0.014 | -0.002 | -0.001 | 0.014 | 0.007 | 0.007 | 0.055 | 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 | 3,371,333 | 835 | 854 | -0.029 | -0.001 | -0.015 | 0.029 | 0.022 | 0.022 | 0.937 | 2 |
| 1 | True | 1,791,363 | 227,391 | 53 | 1,958 | -0.029 | 0.002 | 0.016 | 0.029 | 0.022 | 0.021 | 0.063 | 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 | 2,993,021 | 823 | 810 | -0.046 | -0.000 | 0.030 | 0.046 | 0.037 | 0.037 | 0.898 | 3 |
| 1 | True | 2,381,713 | 341,088 | 64 | 1,581 | -0.045 | -0.007 | -0.033 | 0.043 | 0.037 | 0.036 | 0.102 | 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 | 2,805,441 | 835 | 813 | -0.062 | -0.002 | -0.046 | 0.062 | 0.054 | 0.054 | 0.869 | 4 |
| 1 | True | 2,296,766 | 423,951 | 53 | 2,415 | -0.062 | -0.003 | -0.047 | 0.062 | 0.054 | 0.055 | 0.131 | 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 | 2,634,270 | 817 | 793 | -0.080 | -0.008 | -0.064 | 0.080 | 0.071 | 0.071 | 0.840 | 5 |
| 1 | True | 3,295,852 | 503,608 | 70 | 2,244 | -0.080 | 0.006 | 0.064 | 0.078 | 0.070 | 0.070 | 0.160 | 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 | 2,966,997 | 821 | 810 | -0.099 | -0.013 | -0.082 | 0.099 | 0.089 | 0.088 | 0.859 | 6 |
| 1 | True | 3,272,514 | 486,985 | 67 | 1,858 | -0.098 | 0.036 | 0.086 | 0.098 | 0.089 | 0.089 | 0.141 | 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 | 1,955,753 | 818 | 697 | -0.121 | -0.029 | -0.103 | 0.121 | 0.109 | 0.109 | 0.738 | 7 |
| 1 | True | 2,910,456 | 693,087 | 69 | 1,842 | -0.119 | 0.040 | 0.105 | 0.120 | 0.110 | 0.110 | 0.262 | 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 | 2,876,463 | 829 | 760 | -0.147 | -0.048 | -0.127 | 0.146 | 0.133 | 0.133 | 0.870 | 8 |
| 1 | True | 2,181,555 | 430,991 | 59 | 2,440 | -0.146 | 0.046 | 0.126 | 0.146 | 0.134 | 0.133 | 0.130 | 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 | 1,960,065 | 800 | 754 | -0.188 | -0.061 | -0.155 | 0.188 | 0.165 | 0.163 | 0.827 | 9 |
| 1 | True | 3,304,941 | 409,157 | 87 | 2,278 | -0.180 | 0.083 | 0.160 | 0.187 | 0.166 | 0.163 | 0.173 | 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 | 2,275,870 | 739 | 621 | -0.492 | -0.108 | -0.205 | 0.339 | 0.229 | 0.218 | 0.386 | 10 |
| 1 | True | 5,479,701 | 3,624,711 | 149 | 1,596 | -0.455 | 0.053 | 0.202 | 0.371 | 0.246 | 0.234 | 0.614 | 10 |