| 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 | 3,158,573 | 822 | 850 | -0.016 | -0.001 | -0.001 | 0.016 | 0.008 | 0.008 | 0.926 | 1 |
| 1 | True | 1,332,601 | 251,245 | 64 | 1,868 | -0.016 | 0.001 | 0.000 | 0.015 | 0.007 | 0.006 | 0.074 | 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 | 3,141,878 | 808 | 915 | -0.032 | -0.003 | -0.018 | 0.032 | 0.024 | 0.023 | 0.800 | 2 |
| 1 | True | 1,665,427 | 786,103 | 77 | 2,216 | -0.032 | -0.003 | -0.018 | 0.031 | 0.024 | 0.024 | 0.200 | 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 | 3,405,706 | 815 | 897 | -0.048 | -0.006 | -0.034 | 0.048 | 0.040 | 0.040 | 0.781 | 3 |
| 1 | True | 1,342,010 | 954,290 | 70 | 3,224 | -0.047 | 0.001 | 0.032 | 0.046 | 0.040 | 0.040 | 0.219 | 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 | 3,039,767 | 804 | 784 | -0.066 | -0.012 | -0.051 | 0.066 | 0.057 | 0.057 | 0.807 | 4 |
| 1 | True | 2,372,544 | 729,103 | 81 | 2,649 | -0.066 | -0.003 | -0.049 | 0.066 | 0.057 | 0.057 | 0.193 | 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 | 1,868,515 | 815 | 743 | -0.085 | -0.025 | -0.070 | 0.085 | 0.075 | 0.075 | 0.792 | 5 |
| 1 | True | 2,155,935 | 490,634 | 70 | 1,681 | -0.082 | 0.022 | 0.070 | 0.085 | 0.075 | 0.075 | 0.208 | 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 | 2,098,355 | 805 | 749 | -0.104 | -0.037 | -0.091 | 0.104 | 0.095 | 0.095 | 0.787 | 6 |
| 1 | True | 2,274,384 | 568,502 | 80 | 2,520 | -0.102 | 0.015 | 0.088 | 0.104 | 0.094 | 0.095 | 0.213 | 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 | 2,633,093 | 823 | 708 | -0.127 | -0.041 | -0.110 | 0.127 | 0.115 | 0.115 | 0.806 | 7 |
| 1 | True | 1,984,511 | 634,245 | 62 | 1,986 | -0.127 | 0.037 | 0.110 | 0.126 | 0.116 | 0.117 | 0.194 | 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 | 1,644,172 | 823 | 687 | -0.154 | -0.047 | -0.133 | 0.154 | 0.140 | 0.139 | 0.780 | 8 |
| 1 | True | 1,893,514 | 464,189 | 62 | 2,016 | -0.150 | 0.018 | 0.128 | 0.153 | 0.137 | 0.137 | 0.220 | 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 | 1,753,499 | 825 | 662 | -0.195 | -0.065 | -0.163 | 0.195 | 0.173 | 0.172 | 0.848 | 9 |
| 1 | True | 1,754,836 | 313,926 | 60 | 1,872 | -0.193 | 0.052 | 0.161 | 0.193 | 0.173 | 0.172 | 0.152 | 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 | 3,294,325 | 753 | 607 | -0.465 | -0.053 | -0.203 | 0.363 | 0.240 | 0.229 | 0.577 | 10 |
| 1 | True | 3,188,620 | 2,416,894 | 133 | 1,683 | -0.451 | 0.037 | 0.206 | 0.391 | 0.260 | 0.250 | 0.423 | 10 |