| 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 | 3,536,895 | 821 | 847 | -0.016 | 0.000 | 0.000 | 0.016 | 0.008 | 0.007 | 0.936 | 1 |
| 1 | True | 1,647,383 | 241,720 | 65 | 2,156 | -0.016 | -0.001 | 0.001 | 0.013 | 0.007 | 0.008 | 0.064 | 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 | 2,466,137 | 822 | 782 | -0.032 | -0.000 | -0.016 | 0.032 | 0.024 | 0.024 | 0.816 | 2 |
| 1 | True | 1,435,118 | 555,966 | 63 | 1,914 | -0.032 | 0.000 | -0.016 | 0.031 | 0.024 | 0.023 | 0.184 | 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 | 3,175,051 | 812 | 819 | -0.048 | -0.002 | -0.032 | 0.048 | 0.040 | 0.041 | 0.906 | 3 |
| 1 | True | 2,084,860 | 331,264 | 73 | 1,770 | -0.048 | 0.003 | 0.034 | 0.048 | 0.041 | 0.040 | 0.094 | 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 | 2,535,300 | 826 | 778 | -0.065 | -0.006 | -0.050 | 0.065 | 0.056 | 0.056 | 0.814 | 4 |
| 1 | True | 1,390,073 | 578,851 | 59 | 2,520 | -0.063 | 0.001 | 0.048 | 0.064 | 0.056 | 0.056 | 0.186 | 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 | 3,464,941 | 830 | 853 | -0.084 | -0.014 | -0.068 | 0.084 | 0.074 | 0.074 | 0.849 | 5 |
| 1 | True | 1,459,003 | 617,899 | 55 | 1,672 | -0.083 | 0.005 | 0.066 | 0.083 | 0.073 | 0.074 | 0.151 | 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 | 2,585,419 | 808 | 763 | -0.104 | -0.028 | -0.089 | 0.104 | 0.094 | 0.094 | 0.808 | 6 |
| 1 | True | 2,346,287 | 615,110 | 77 | 2,848 | -0.103 | 0.031 | 0.089 | 0.103 | 0.092 | 0.090 | 0.192 | 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 | 1,802,467 | 810 | 695 | -0.125 | -0.034 | -0.108 | 0.124 | 0.114 | 0.113 | 0.680 | 7 |
| 1 | True | 2,446,857 | 849,859 | 75 | 2,656 | -0.122 | 0.065 | 0.111 | 0.124 | 0.113 | 0.113 | 0.320 | 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 | 1,738,820 | 823 | 663 | -0.151 | -0.043 | -0.130 | 0.151 | 0.137 | 0.137 | 0.725 | 8 |
| 1 | True | 2,237,586 | 659,459 | 62 | 2,420 | -0.151 | 0.058 | 0.131 | 0.150 | 0.138 | 0.138 | 0.275 | 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 | 1,834,333 | 813 | 746 | -0.190 | -0.065 | -0.160 | 0.190 | 0.169 | 0.168 | 0.852 | 9 |
| 1 | True | 1,965,640 | 318,976 | 72 | 1,697 | -0.189 | 0.065 | 0.167 | 0.190 | 0.172 | 0.172 | 0.148 | 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 | 3,004,958 | 770 | 609 | -0.453 | -0.077 | -0.205 | 0.349 | 0.234 | 0.223 | 0.573 | 10 |
| 1 | True | 2,991,957 | 2,237,351 | 116 | 1,464 | -0.412 | 0.038 | 0.201 | 0.392 | 0.257 | 0.243 | 0.427 | 10 |