| 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 | 2,966,469 | 859 | 909 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.008 | 0.942 | 1 |
| 1 | True | 660,528 | 183,325 | 29 | 1,795 | -0.013 | -0.002 | -0.004 | 0.013 | 0.007 | 0.006 | 0.058 | 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 | 3,783,002 | 855 | 855 | -0.029 | -0.002 | -0.015 | 0.029 | 0.021 | 0.021 | 0.976 | 2 |
| 1 | True | 1,009,241 | 93,738 | 33 | 1,694 | -0.029 | -0.005 | -0.017 | 0.028 | 0.022 | 0.022 | 0.024 | 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 | 3,218,342 | 845 | 961 | -0.044 | -0.002 | -0.030 | 0.044 | 0.037 | 0.037 | 0.876 | 3 |
| 1 | True | 1,669,515 | 457,560 | 42 | 1,968 | -0.043 | -0.005 | -0.030 | 0.043 | 0.036 | 0.035 | 0.124 | 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 | 3,085,813 | 844 | 809 | -0.062 | -0.011 | -0.048 | 0.062 | 0.053 | 0.053 | 0.928 | 4 |
| 1 | True | 1,325,656 | 239,340 | 44 | 2,347 | -0.062 | -0.018 | -0.047 | 0.061 | 0.053 | 0.052 | 0.072 | 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 | 2,795,480 | 820 | 825 | -0.079 | -0.011 | -0.064 | 0.079 | 0.070 | 0.070 | 0.851 | 5 |
| 1 | True | 2,370,843 | 489,368 | 67 | 1,941 | -0.079 | 0.027 | 0.068 | 0.079 | 0.072 | 0.073 | 0.149 | 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 | 2,668,021 | 815 | 695 | -0.099 | -0.023 | -0.083 | 0.099 | 0.089 | 0.089 | 0.846 | 6 |
| 1 | True | 2,817,257 | 484,038 | 73 | 1,858 | -0.098 | 0.023 | 0.082 | 0.098 | 0.087 | 0.087 | 0.154 | 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 | 2,708,564 | 820 | 692 | -0.123 | -0.041 | -0.105 | 0.123 | 0.111 | 0.110 | 0.881 | 7 |
| 1 | True | 2,287,955 | 365,169 | 67 | 1,591 | -0.123 | 0.025 | 0.104 | 0.121 | 0.110 | 0.108 | 0.119 | 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 | 2,374,623 | 849 | 695 | -0.148 | -0.052 | -0.129 | 0.148 | 0.135 | 0.134 | 0.920 | 8 |
| 1 | True | 1,580,426 | 207,725 | 39 | 1,782 | -0.148 | 0.026 | 0.130 | 0.147 | 0.136 | 0.135 | 0.080 | 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 | 1,559,891 | 823 | 713 | -0.191 | -0.057 | -0.156 | 0.191 | 0.167 | 0.166 | 0.828 | 9 |
| 1 | True | 2,041,620 | 324,321 | 64 | 2,074 | -0.190 | 0.056 | 0.165 | 0.191 | 0.171 | 0.170 | 0.172 | 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 | 2,529,232 | 752 | 604 | -0.536 | -0.096 | -0.212 | 0.332 | 0.236 | 0.225 | 0.419 | 10 |
| 1 | True | 4,208,842 | 3,502,776 | 136 | 1,594 | -0.472 | 0.053 | 0.209 | 0.399 | 0.254 | 0.245 | 0.581 | 10 |