| 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 | 2,881,860 | 814 | 821 | -0.015 | 0.000 | 0.000 | 0.015 | 0.007 | 0.007 | 0.923 | 1 |
| 1 | True | 1,487,952 | 240,176 | 72 | 1,971 | -0.015 | -0.001 | -0.000 | 0.014 | 0.007 | 0.007 | 0.077 | 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 | 3,592,961 | 831 | 910 | -0.031 | -0.001 | -0.016 | 0.031 | 0.023 | 0.023 | 0.879 | 2 |
| 1 | True | 1,255,920 | 492,272 | 54 | 2,077 | -0.031 | -0.005 | -0.018 | 0.031 | 0.023 | 0.023 | 0.121 | 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 | 3,493,589 | 824 | 906 | -0.048 | -0.005 | -0.032 | 0.048 | 0.039 | 0.039 | 0.907 | 3 |
| 1 | True | 1,460,330 | 357,680 | 61 | 2,566 | -0.048 | 0.002 | 0.032 | 0.048 | 0.040 | 0.040 | 0.093 | 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 | 3,229,723 | 807 | 920 | -0.065 | -0.010 | -0.051 | 0.065 | 0.057 | 0.057 | 0.818 | 4 |
| 1 | True | 2,521,749 | 717,447 | 78 | 2,584 | -0.064 | -0.002 | -0.049 | 0.064 | 0.056 | 0.056 | 0.182 | 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 | 2,004,634 | 809 | 718 | -0.084 | -0.021 | -0.069 | 0.084 | 0.074 | 0.075 | 0.696 | 5 |
| 1 | True | 1,921,484 | 874,170 | 76 | 2,215 | -0.083 | 0.014 | 0.068 | 0.084 | 0.074 | 0.074 | 0.304 | 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 | 3,021,384 | 801 | 761 | -0.104 | -0.033 | -0.089 | 0.104 | 0.094 | 0.094 | 0.820 | 6 |
| 1 | True | 2,469,081 | 664,894 | 84 | 2,626 | -0.103 | 0.039 | 0.090 | 0.104 | 0.094 | 0.094 | 0.180 | 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 | 1,965,370 | 822 | 695 | -0.127 | -0.041 | -0.109 | 0.127 | 0.115 | 0.115 | 0.700 | 7 |
| 1 | True | 1,992,072 | 842,206 | 63 | 1,711 | -0.127 | 0.039 | 0.110 | 0.126 | 0.116 | 0.118 | 0.300 | 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 | 1,567,281 | 833 | 706 | -0.155 | -0.051 | -0.134 | 0.155 | 0.140 | 0.140 | 0.832 | 8 |
| 1 | True | 1,907,385 | 315,772 | 52 | 2,133 | -0.155 | 0.018 | 0.129 | 0.154 | 0.138 | 0.135 | 0.168 | 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 | 1,820,560 | 823 | 694 | -0.197 | -0.053 | -0.164 | 0.197 | 0.174 | 0.174 | 0.882 | 9 |
| 1 | True | 1,902,083 | 242,660 | 62 | 1,749 | -0.196 | 0.066 | 0.162 | 0.197 | 0.174 | 0.173 | 0.118 | 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 | 3,222,935 | 759 | 613 | -0.465 | -0.064 | -0.209 | 0.393 | 0.242 | 0.231 | 0.573 | 10 |
| 1 | True | 3,105,729 | 2,403,082 | 127 | 1,663 | -0.371 | 0.051 | 0.214 | 0.369 | 0.256 | 0.245 | 0.427 | 10 |