| 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 | 2,387,480 | 711 | 1,057 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.903 | 1 |
| 1 | True | 2,005,872 | 257,766 | 39 | 2,031 | -0.010 | 0.001 | 0.003 | 0.010 | 0.005 | 0.005 | 0.097 | 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 | 2,120,327 | 711 | 1,084 | -0.020 | -0.001 | -0.011 | 0.020 | 0.015 | 0.015 | 0.907 | 2 |
| 1 | True | 1,742,024 | 216,226 | 39 | 3,348 | -0.020 | -0.006 | -0.013 | 0.019 | 0.015 | 0.015 | 0.093 | 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 | 2,316,938 | 710 | 1,105 | -0.031 | -0.004 | -0.021 | 0.031 | 0.026 | 0.025 | 0.902 | 3 |
| 1 | True | 1,298,754 | 250,560 | 40 | 2,050 | -0.031 | -0.001 | -0.021 | 0.031 | 0.026 | 0.025 | 0.098 | 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 | 1,862,204 | 693 | 1,057 | -0.043 | -0.006 | -0.033 | 0.043 | 0.037 | 0.037 | 0.702 | 4 |
| 1 | True | 3,315,792 | 788,826 | 57 | 2,907 | -0.043 | -0.011 | -0.034 | 0.042 | 0.038 | 0.038 | 0.298 | 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 | 2,254,809 | 690 | 946 | -0.057 | -0.010 | -0.045 | 0.057 | 0.050 | 0.050 | 0.820 | 5 |
| 1 | True | 3,109,069 | 495,875 | 60 | 2,611 | -0.057 | 0.001 | 0.043 | 0.057 | 0.050 | 0.050 | 0.180 | 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 | 2,521,012 | 682 | 907 | -0.076 | -0.020 | -0.062 | 0.076 | 0.067 | 0.067 | 0.763 | 6 |
| 1 | True | 5,366,065 | 785,082 | 68 | 2,180 | -0.076 | 0.003 | 0.058 | 0.076 | 0.067 | 0.067 | 0.237 | 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 | 3,135,353 | 684 | 840 | -0.098 | -0.033 | -0.082 | 0.098 | 0.086 | 0.086 | 0.866 | 7 |
| 1 | True | 5,630,601 | 485,005 | 66 | 2,132 | -0.098 | -0.012 | -0.079 | 0.097 | 0.087 | 0.087 | 0.134 | 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 | 2,169,312 | 647 | 981 | -0.128 | -0.051 | -0.106 | 0.127 | 0.112 | 0.111 | 0.655 | 8 |
| 1 | True | 8,779,857 | 1,140,635 | 103 | 2,074 | -0.128 | -0.026 | -0.106 | 0.128 | 0.113 | 0.113 | 0.345 | 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 | 2,273,393 | 664 | 754 | -0.170 | -0.086 | -0.142 | 0.170 | 0.147 | 0.147 | 0.604 | 9 |
| 1 | True | 9,439,510 | 1,490,810 | 86 | 2,335 | -0.170 | -0.004 | -0.128 | 0.171 | 0.149 | 0.151 | 0.396 | 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 | 2,051,716 | 666 | 476 | -0.450 | -0.167 | -0.201 | 0.307 | 0.219 | 0.207 | 0.772 | 10 |
| 1 | True | 9,942,671 | 605,193 | 84 | 3,794 | -0.307 | 0.049 | 0.186 | 0.305 | 0.220 | 0.214 | 0.228 | 10 |