| 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 | 3,847,402 | 844 | 871 | -0.014 | -0.000 | -0.001 | 0.014 | 0.007 | 0.007 | 0.962 | 1 |
| 1 | True | 1,286,190 | 150,223 | 45 | 1,930 | -0.014 | 0.000 | 0.002 | 0.014 | 0.007 | 0.007 | 0.038 | 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 | 2,418,917 | 829 | 830 | -0.030 | 0.002 | 0.015 | 0.030 | 0.022 | 0.022 | 0.918 | 2 |
| 1 | True | 1,748,066 | 217,174 | 60 | 1,879 | -0.029 | -0.008 | -0.017 | 0.029 | 0.022 | 0.023 | 0.082 | 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 | 3,045,125 | 844 | 806 | -0.045 | -0.002 | -0.030 | 0.045 | 0.037 | 0.037 | 0.905 | 3 |
| 1 | True | 1,024,142 | 320,270 | 44 | 2,160 | -0.045 | -0.010 | -0.034 | 0.045 | 0.038 | 0.039 | 0.095 | 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 | 3,246,328 | 841 | 879 | -0.061 | -0.004 | -0.046 | 0.061 | 0.053 | 0.052 | 0.911 | 4 |
| 1 | True | 1,703,835 | 316,329 | 48 | 2,075 | -0.061 | -0.016 | -0.050 | 0.060 | 0.054 | 0.055 | 0.089 | 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 | 3,201,528 | 839 | 774 | -0.080 | -0.011 | -0.064 | 0.079 | 0.070 | 0.071 | 0.924 | 5 |
| 1 | True | 1,240,783 | 261,790 | 50 | 1,601 | -0.077 | 0.020 | 0.068 | 0.079 | 0.070 | 0.070 | 0.076 | 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 | 2,473,378 | 826 | 732 | -0.099 | -0.023 | -0.083 | 0.099 | 0.089 | 0.089 | 0.805 | 6 |
| 1 | True | 1,831,161 | 600,546 | 62 | 2,264 | -0.099 | 0.023 | 0.083 | 0.099 | 0.090 | 0.091 | 0.195 | 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 | 2,395,507 | 816 | 699 | -0.122 | -0.041 | -0.106 | 0.122 | 0.110 | 0.110 | 0.798 | 7 |
| 1 | True | 2,918,372 | 608,169 | 73 | 2,578 | -0.121 | 0.047 | 0.106 | 0.121 | 0.111 | 0.110 | 0.202 | 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 | 2,137,086 | 821 | 720 | -0.148 | -0.049 | -0.130 | 0.148 | 0.135 | 0.135 | 0.769 | 8 |
| 1 | True | 2,299,461 | 642,172 | 67 | 1,950 | -0.147 | 0.030 | 0.127 | 0.148 | 0.134 | 0.134 | 0.231 | 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 | 1,734,909 | 828 | 654 | -0.189 | -0.063 | -0.157 | 0.189 | 0.167 | 0.165 | 0.796 | 9 |
| 1 | True | 1,828,610 | 445,940 | 61 | 2,085 | -0.188 | 0.063 | 0.159 | 0.188 | 0.168 | 0.168 | 0.204 | 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 | 2,145,912 | 735 | 580 | -0.466 | -0.098 | -0.206 | 0.346 | 0.234 | 0.220 | 0.396 | 10 |
| 1 | True | 4,090,007 | 3,276,591 | 154 | 1,347 | -0.405 | 0.036 | 0.195 | 0.351 | 0.245 | 0.233 | 0.604 | 10 |