| 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 | 3,430,458 | 813 | 774 | -0.015 | 0.000 | 0.000 | 0.015 | 0.008 | 0.007 | 0.932 | 1 |
| 1 | True | 1,940,933 | 250,939 | 73 | 2,007 | -0.015 | -0.002 | -0.004 | 0.015 | 0.008 | 0.008 | 0.068 | 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 | 2,460,736 | 824 | 772 | -0.031 | 0.001 | 0.016 | 0.031 | 0.023 | 0.023 | 0.817 | 2 |
| 1 | True | 1,397,964 | 551,140 | 61 | 1,955 | -0.031 | -0.002 | -0.016 | 0.031 | 0.024 | 0.025 | 0.183 | 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 | 2,859,287 | 815 | 863 | -0.047 | -0.002 | -0.032 | 0.047 | 0.039 | 0.040 | 0.889 | 3 |
| 1 | True | 2,029,124 | 357,175 | 70 | 1,505 | -0.047 | 0.001 | -0.000 | 0.047 | 0.039 | 0.040 | 0.111 | 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 | 2,795,822 | 839 | 799 | -0.065 | -0.005 | -0.049 | 0.065 | 0.056 | 0.056 | 0.899 | 4 |
| 1 | True | 1,027,005 | 312,751 | 46 | 2,057 | -0.063 | -0.004 | -0.048 | 0.065 | 0.057 | 0.057 | 0.101 | 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 | 3,009,410 | 831 | 839 | -0.083 | -0.018 | -0.068 | 0.083 | 0.074 | 0.074 | 0.819 | 5 |
| 1 | True | 1,069,341 | 666,949 | 54 | 2,439 | -0.082 | 0.016 | 0.069 | 0.083 | 0.074 | 0.074 | 0.181 | 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 | 2,982,527 | 799 | 786 | -0.103 | -0.029 | -0.088 | 0.103 | 0.093 | 0.093 | 0.819 | 6 |
| 1 | True | 2,931,406 | 660,219 | 86 | 2,378 | -0.102 | 0.025 | 0.087 | 0.100 | 0.092 | 0.090 | 0.181 | 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 | 1,901,859 | 813 | 708 | -0.125 | -0.033 | -0.107 | 0.125 | 0.114 | 0.114 | 0.678 | 7 |
| 1 | True | 2,443,390 | 901,653 | 72 | 2,696 | -0.124 | 0.073 | 0.111 | 0.125 | 0.114 | 0.115 | 0.322 | 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 | 1,513,793 | 818 | 635 | -0.151 | -0.047 | -0.131 | 0.151 | 0.137 | 0.137 | 0.676 | 8 |
| 1 | True | 2,032,998 | 724,867 | 67 | 2,258 | -0.150 | 0.057 | 0.133 | 0.151 | 0.138 | 0.137 | 0.324 | 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 | 2,042,215 | 816 | 713 | -0.190 | -0.059 | -0.159 | 0.191 | 0.169 | 0.167 | 0.854 | 9 |
| 1 | True | 1,954,048 | 349,161 | 69 | 1,833 | -0.186 | 0.086 | 0.163 | 0.191 | 0.169 | 0.167 | 0.146 | 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 | 2,733,474 | 758 | 601 | -0.449 | -0.089 | -0.206 | 0.368 | 0.235 | 0.223 | 0.558 | 10 |
| 1 | True | 3,121,131 | 2,166,426 | 128 | 1,508 | -0.410 | 0.026 | 0.199 | 0.386 | 0.253 | 0.242 | 0.442 | 10 |