| 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 | 3,545,369 | 841 | 876 | -0.015 | 0.000 | -0.000 | 0.015 | 0.008 | 0.008 | 0.951 | 1 |
| 1 | True | 1,335,786 | 182,827 | 48 | 1,924 | -0.014 | 0.001 | 0.002 | 0.014 | 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 | 2,776,258 | 835 | 865 | -0.030 | -0.000 | -0.015 | 0.030 | 0.023 | 0.023 | 0.919 | 2 |
| 1 | True | 1,647,323 | 245,824 | 54 | 1,927 | -0.030 | -0.003 | -0.017 | 0.030 | 0.023 | 0.023 | 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 | 3,138,728 | 834 | 896 | -0.046 | -0.003 | -0.031 | 0.046 | 0.038 | 0.038 | 0.821 | 3 |
| 1 | True | 1,325,395 | 684,434 | 54 | 1,656 | -0.044 | -0.006 | -0.032 | 0.044 | 0.037 | 0.037 | 0.179 | 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 | 3,297,490 | 838 | 833 | -0.063 | -0.007 | -0.048 | 0.062 | 0.054 | 0.054 | 0.891 | 4 |
| 1 | True | 1,712,784 | 404,804 | 51 | 2,487 | -0.061 | -0.007 | -0.047 | 0.062 | 0.054 | 0.053 | 0.109 | 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 | 2,916,388 | 838 | 848 | -0.081 | -0.014 | -0.065 | 0.081 | 0.072 | 0.071 | 0.818 | 5 |
| 1 | True | 1,524,313 | 648,655 | 51 | 2,641 | -0.081 | 0.008 | 0.065 | 0.081 | 0.070 | 0.069 | 0.182 | 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 | 2,559,151 | 826 | 730 | -0.101 | -0.029 | -0.087 | 0.101 | 0.091 | 0.091 | 0.838 | 6 |
| 1 | True | 2,453,746 | 496,303 | 62 | 1,770 | -0.098 | 0.030 | 0.085 | 0.101 | 0.090 | 0.089 | 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 | 2,032,481 | 820 | 704 | -0.121 | -0.031 | -0.105 | 0.121 | 0.111 | 0.111 | 0.697 | 7 |
| 1 | True | 2,306,030 | 883,118 | 69 | 2,731 | -0.121 | 0.031 | 0.105 | 0.120 | 0.110 | 0.110 | 0.303 | 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 | 1,603,821 | 822 | 668 | -0.147 | -0.041 | -0.126 | 0.147 | 0.133 | 0.133 | 0.809 | 8 |
| 1 | True | 1,987,453 | 378,644 | 66 | 1,914 | -0.144 | 0.068 | 0.128 | 0.147 | 0.133 | 0.131 | 0.191 | 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 | 1,865,375 | 819 | 738 | -0.184 | -0.058 | -0.155 | 0.184 | 0.164 | 0.162 | 0.778 | 9 |
| 1 | True | 2,249,006 | 533,372 | 70 | 1,739 | -0.183 | 0.066 | 0.156 | 0.184 | 0.164 | 0.164 | 0.222 | 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 | 2,429,174 | 749 | 626 | -0.432 | -0.074 | -0.197 | 0.344 | 0.227 | 0.216 | 0.428 | 10 |
| 1 | True | 3,463,572 | 3,244,239 | 140 | 1,623 | -0.369 | 0.041 | 0.195 | 0.369 | 0.242 | 0.229 | 0.572 | 10 |