| 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 | 2,711,864 | 858 | 866 | -0.014 | 0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.940 | 1 |
| 1 | True | 709,149 | 174,306 | 30 | 1,602 | -0.014 | -0.001 | -0.002 | 0.012 | 0.006 | 0.005 | 0.060 | 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 | 3,345,458 | 846 | 893 | -0.030 | -0.001 | -0.015 | 0.030 | 0.022 | 0.022 | 0.961 | 2 |
| 1 | True | 1,561,259 | 136,348 | 42 | 1,762 | -0.029 | -0.002 | -0.018 | 0.030 | 0.023 | 0.023 | 0.039 | 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 | 3,619,632 | 849 | 869 | -0.045 | -0.002 | -0.031 | 0.045 | 0.037 | 0.037 | 0.933 | 3 |
| 1 | True | 1,260,467 | 258,554 | 38 | 1,792 | -0.044 | -0.010 | -0.033 | 0.045 | 0.037 | 0.036 | 0.067 | 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 | 2,814,751 | 846 | 824 | -0.062 | -0.008 | -0.047 | 0.062 | 0.054 | 0.054 | 0.937 | 4 |
| 1 | True | 1,227,637 | 190,234 | 42 | 2,500 | -0.062 | -0.016 | -0.048 | 0.060 | 0.053 | 0.052 | 0.063 | 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 | 3,460,476 | 825 | 932 | -0.080 | -0.012 | -0.065 | 0.080 | 0.071 | 0.071 | 0.894 | 5 |
| 1 | True | 2,511,723 | 408,609 | 62 | 1,686 | -0.079 | 0.010 | 0.065 | 0.080 | 0.071 | 0.070 | 0.106 | 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 | 2,549,556 | 816 | 706 | -0.100 | -0.022 | -0.083 | 0.100 | 0.090 | 0.089 | 0.813 | 6 |
| 1 | True | 2,451,747 | 587,108 | 72 | 2,468 | -0.099 | 0.030 | 0.083 | 0.100 | 0.090 | 0.091 | 0.187 | 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 | 2,313,262 | 823 | 733 | -0.124 | -0.038 | -0.106 | 0.123 | 0.112 | 0.111 | 0.774 | 7 |
| 1 | True | 2,018,196 | 674,760 | 64 | 2,082 | -0.122 | 0.043 | 0.106 | 0.122 | 0.111 | 0.111 | 0.226 | 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 | 2,749,825 | 835 | 736 | -0.151 | -0.046 | -0.130 | 0.151 | 0.136 | 0.136 | 0.891 | 8 |
| 1 | True | 1,901,495 | 334,738 | 53 | 2,040 | -0.147 | 0.059 | 0.130 | 0.150 | 0.137 | 0.137 | 0.109 | 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 | 1,889,655 | 827 | 738 | -0.192 | -0.057 | -0.160 | 0.192 | 0.170 | 0.169 | 0.857 | 9 |
| 1 | True | 1,747,567 | 316,406 | 60 | 2,128 | -0.191 | 0.039 | 0.165 | 0.191 | 0.172 | 0.172 | 0.143 | 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 | 2,234,063 | 746 | 576 | -0.555 | -0.101 | -0.213 | 0.346 | 0.237 | 0.225 | 0.379 | 10 |
| 1 | True | 4,566,679 | 3,662,474 | 142 | 1,526 | -0.379 | 0.042 | 0.208 | 0.380 | 0.253 | 0.244 | 0.621 | 10 |