| 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 | 3,399,673 | 835 | 802 | -0.015 | 0.000 | 0.000 | 0.015 | 0.007 | 0.007 | 0.951 | 1 |
| 1 | True | 1,535,638 | 173,794 | 54 | 1,898 | -0.015 | -0.001 | -0.002 | 0.015 | 0.008 | 0.008 | 0.049 | 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 | 2,530,997 | 837 | 805 | -0.030 | 0.001 | 0.015 | 0.030 | 0.023 | 0.023 | 0.919 | 2 |
| 1 | True | 1,493,151 | 223,458 | 52 | 1,641 | -0.029 | -0.001 | -0.016 | 0.029 | 0.022 | 0.022 | 0.081 | 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 | 2,933,115 | 838 | 853 | -0.045 | -0.003 | -0.032 | 0.045 | 0.038 | 0.038 | 0.896 | 3 |
| 1 | True | 1,520,863 | 339,135 | 50 | 2,844 | -0.045 | -0.011 | -0.035 | 0.045 | 0.039 | 0.038 | 0.104 | 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 | 3,824,249 | 840 | 872 | -0.063 | -0.006 | -0.047 | 0.063 | 0.054 | 0.054 | 0.937 | 4 |
| 1 | True | 1,581,861 | 255,131 | 49 | 2,042 | -0.062 | -0.016 | -0.048 | 0.062 | 0.053 | 0.053 | 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 | 2,378,659 | 853 | 790 | -0.081 | -0.012 | -0.065 | 0.080 | 0.071 | 0.071 | 0.884 | 5 |
| 1 | True | 826,645 | 313,476 | 36 | 2,688 | -0.080 | 0.012 | 0.064 | 0.080 | 0.071 | 0.071 | 0.116 | 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 | 2,837,479 | 836 | 742 | -0.100 | -0.024 | -0.085 | 0.100 | 0.090 | 0.090 | 0.838 | 6 |
| 1 | True | 2,039,315 | 546,599 | 52 | 1,741 | -0.100 | 0.017 | 0.084 | 0.099 | 0.089 | 0.088 | 0.162 | 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 | 2,770,205 | 818 | 688 | -0.121 | -0.032 | -0.105 | 0.121 | 0.111 | 0.110 | 0.853 | 7 |
| 1 | True | 2,516,284 | 475,724 | 71 | 1,938 | -0.120 | 0.048 | 0.106 | 0.121 | 0.110 | 0.109 | 0.147 | 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 | 1,865,894 | 812 | 727 | -0.146 | -0.051 | -0.128 | 0.146 | 0.133 | 0.133 | 0.637 | 8 |
| 1 | True | 2,425,785 | 1,064,524 | 76 | 2,766 | -0.145 | 0.063 | 0.126 | 0.146 | 0.131 | 0.131 | 0.363 | 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 | 1,830,605 | 825 | 717 | -0.185 | -0.068 | -0.156 | 0.185 | 0.164 | 0.163 | 0.834 | 9 |
| 1 | True | 1,894,417 | 365,354 | 64 | 1,828 | -0.181 | 0.083 | 0.158 | 0.185 | 0.165 | 0.166 | 0.166 | 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 | 2,341,880 | 740 | 618 | -0.449 | -0.089 | -0.202 | 0.334 | 0.230 | 0.218 | 0.419 | 10 |
| 1 | True | 4,155,530 | 3,252,247 | 149 | 1,517 | -0.398 | 0.027 | 0.192 | 0.365 | 0.241 | 0.231 | 0.581 | 10 |