| 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 | 3,053,145 | 843 | 836 | -0.015 | 0.000 | -0.000 | 0.015 | 0.008 | 0.008 | 0.958 | 1 |
| 1 | True | 1,368,338 | 132,771 | 46 | 1,811 | -0.015 | -0.002 | -0.004 | 0.015 | 0.009 | 0.009 | 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 | 3,245,058 | 841 | 801 | -0.030 | 0.001 | 0.016 | 0.030 | 0.023 | 0.023 | 0.929 | 2 |
| 1 | True | 1,577,308 | 248,125 | 48 | 1,640 | -0.029 | -0.002 | -0.018 | 0.030 | 0.023 | 0.023 | 0.071 | 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 | 2,762,348 | 845 | 863 | -0.046 | -0.000 | -0.030 | 0.046 | 0.038 | 0.038 | 0.941 | 3 |
| 1 | True | 970,340 | 171,993 | 43 | 2,347 | -0.045 | -0.009 | -0.032 | 0.045 | 0.037 | 0.036 | 0.059 | 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 | 3,540,612 | 839 | 815 | -0.062 | -0.003 | -0.047 | 0.062 | 0.054 | 0.054 | 0.897 | 4 |
| 1 | True | 1,783,982 | 406,369 | 50 | 2,526 | -0.062 | -0.011 | -0.047 | 0.062 | 0.054 | 0.055 | 0.103 | 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 | 2,678,701 | 838 | 773 | -0.079 | -0.016 | -0.066 | 0.079 | 0.071 | 0.071 | 0.900 | 5 |
| 1 | True | 1,423,703 | 296,754 | 51 | 2,008 | -0.077 | 0.013 | 0.066 | 0.079 | 0.070 | 0.069 | 0.100 | 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 | 2,877,683 | 833 | 785 | -0.099 | -0.017 | -0.083 | 0.099 | 0.089 | 0.089 | 0.864 | 6 |
| 1 | True | 1,558,032 | 453,787 | 55 | 1,577 | -0.099 | 0.017 | 0.082 | 0.099 | 0.090 | 0.091 | 0.136 | 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 | 2,762,443 | 813 | 735 | -0.122 | -0.038 | -0.105 | 0.122 | 0.110 | 0.110 | 0.792 | 7 |
| 1 | True | 2,760,042 | 727,559 | 76 | 2,823 | -0.121 | 0.046 | 0.105 | 0.122 | 0.110 | 0.110 | 0.208 | 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 | 2,064,907 | 818 | 714 | -0.148 | -0.050 | -0.128 | 0.148 | 0.135 | 0.134 | 0.757 | 8 |
| 1 | True | 2,396,764 | 664,636 | 70 | 2,122 | -0.144 | 0.043 | 0.127 | 0.148 | 0.134 | 0.134 | 0.243 | 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 | 1,746,217 | 823 | 718 | -0.189 | -0.064 | -0.157 | 0.189 | 0.166 | 0.165 | 0.822 | 9 |
| 1 | True | 1,979,647 | 378,174 | 66 | 2,062 | -0.187 | 0.073 | 0.160 | 0.188 | 0.168 | 0.167 | 0.178 | 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 | 2,255,224 | 742 | 584 | -0.460 | -0.114 | -0.207 | 0.362 | 0.234 | 0.222 | 0.398 | 10 |
| 1 | True | 4,166,945 | 3,404,145 | 147 | 1,526 | -0.411 | 0.021 | 0.200 | 0.363 | 0.247 | 0.232 | 0.602 | 10 |