| 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 | 3,127,895 | 864 | 879 | -0.014 | 0.000 | 0.000 | 0.014 | 0.007 | 0.007 | 0.958 | 1 |
| 1 | True | 746,860 | 136,297 | 24 | 1,319 | -0.012 | 0.002 | 0.001 | 0.014 | 0.007 | 0.008 | 0.042 | 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 | 2,810,363 | 848 | 889 | -0.029 | -0.002 | -0.015 | 0.029 | 0.022 | 0.022 | 0.958 | 2 |
| 1 | True | 1,194,671 | 122,705 | 40 | 1,831 | -0.029 | -0.004 | -0.017 | 0.029 | 0.023 | 0.023 | 0.042 | 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 | 3,911,375 | 849 | 834 | -0.045 | -0.001 | -0.030 | 0.045 | 0.037 | 0.037 | 0.946 | 3 |
| 1 | True | 1,151,543 | 224,305 | 38 | 2,156 | -0.045 | -0.007 | -0.031 | 0.045 | 0.036 | 0.035 | 0.054 | 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 | 3,181,803 | 825 | 873 | -0.061 | -0.007 | -0.047 | 0.061 | 0.053 | 0.053 | 0.872 | 4 |
| 1 | True | 1,692,687 | 466,086 | 63 | 2,517 | -0.061 | -0.012 | -0.048 | 0.061 | 0.053 | 0.053 | 0.128 | 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 | 2,938,963 | 823 | 807 | -0.079 | -0.016 | -0.065 | 0.079 | 0.070 | 0.070 | 0.858 | 5 |
| 1 | True | 2,496,130 | 487,373 | 64 | 1,768 | -0.079 | 0.009 | 0.063 | 0.079 | 0.070 | 0.070 | 0.142 | 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 | 3,004,091 | 821 | 789 | -0.100 | -0.024 | -0.083 | 0.100 | 0.089 | 0.089 | 0.854 | 6 |
| 1 | True | 2,363,376 | 514,318 | 67 | 2,445 | -0.100 | 0.023 | 0.085 | 0.099 | 0.090 | 0.089 | 0.146 | 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 | 1,812,269 | 827 | 664 | -0.123 | -0.036 | -0.105 | 0.123 | 0.111 | 0.111 | 0.796 | 7 |
| 1 | True | 1,887,371 | 463,606 | 60 | 1,994 | -0.121 | 0.035 | 0.102 | 0.120 | 0.110 | 0.110 | 0.204 | 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 | 2,396,162 | 832 | 706 | -0.150 | -0.049 | -0.130 | 0.150 | 0.136 | 0.135 | 0.856 | 8 |
| 1 | True | 1,964,305 | 403,425 | 56 | 2,065 | -0.147 | 0.024 | 0.124 | 0.149 | 0.135 | 0.136 | 0.144 | 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 | 2,076,428 | 825 | 716 | -0.192 | -0.051 | -0.157 | 0.191 | 0.168 | 0.167 | 0.864 | 9 |
| 1 | True | 1,903,672 | 328,103 | 62 | 2,057 | -0.188 | 0.039 | 0.156 | 0.189 | 0.169 | 0.169 | 0.136 | 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 | 2,233,648 | 741 | 583 | -0.454 | -0.092 | -0.209 | 0.354 | 0.237 | 0.227 | 0.385 | 10 |
| 1 | True | 4,611,189 | 3,564,918 | 147 | 1,625 | -0.387 | 0.056 | 0.208 | 0.371 | 0.246 | 0.237 | 0.615 | 10 |