| 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 | 2,020,152 | 694 | 1,067 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.852 | 1 |
| 1 | True | 2,888,553 | 349,967 | 57 | 1,995 | -0.009 | 0.001 | 0.001 | 0.009 | 0.004 | 0.004 | 0.148 | 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 | 2,187,381 | 711 | 1,097 | -0.020 | -0.001 | -0.010 | 0.020 | 0.015 | 0.014 | 0.863 | 2 |
| 1 | True | 1,165,159 | 347,892 | 39 | 3,357 | -0.020 | -0.004 | -0.011 | 0.020 | 0.015 | 0.015 | 0.137 | 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 | 1,806,469 | 692 | 997 | -0.031 | -0.004 | -0.021 | 0.031 | 0.025 | 0.025 | 0.610 | 3 |
| 1 | True | 3,349,928 | 1,156,583 | 58 | 3,796 | -0.031 | -0.008 | -0.022 | 0.031 | 0.025 | 0.026 | 0.390 | 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 | 1,943,263 | 697 | 1,125 | -0.043 | -0.006 | -0.032 | 0.043 | 0.037 | 0.037 | 0.691 | 4 |
| 1 | True | 2,329,755 | 867,690 | 53 | 3,943 | -0.042 | -0.001 | -0.032 | 0.042 | 0.037 | 0.036 | 0.309 | 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 | 2,417,251 | 691 | 979 | -0.057 | -0.011 | -0.045 | 0.057 | 0.050 | 0.050 | 0.810 | 5 |
| 1 | True | 3,049,728 | 565,655 | 59 | 2,935 | -0.057 | 0.011 | 0.046 | 0.057 | 0.050 | 0.050 | 0.190 | 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 | 2,127,751 | 690 | 868 | -0.075 | -0.018 | -0.061 | 0.075 | 0.066 | 0.066 | 0.856 | 6 |
| 1 | True | 4,946,874 | 359,359 | 60 | 1,993 | -0.074 | 0.011 | 0.059 | 0.075 | 0.065 | 0.065 | 0.144 | 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 | 2,655,506 | 663 | 936 | -0.098 | -0.040 | -0.082 | 0.098 | 0.086 | 0.086 | 0.730 | 7 |
| 1 | True | 6,524,548 | 984,599 | 87 | 2,459 | -0.097 | -0.005 | -0.077 | 0.097 | 0.086 | 0.086 | 0.270 | 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 | 2,659,148 | 657 | 953 | -0.128 | -0.056 | -0.106 | 0.128 | 0.111 | 0.111 | 0.785 | 8 |
| 1 | True | 7,448,230 | 729,523 | 93 | 1,923 | -0.128 | -0.027 | -0.104 | 0.127 | 0.112 | 0.110 | 0.215 | 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 | 1,728,592 | 659 | 733 | -0.174 | -0.088 | -0.143 | 0.174 | 0.149 | 0.147 | 0.784 | 9 |
| 1 | True | 9,509,597 | 475,857 | 91 | 2,477 | -0.171 | -0.013 | -0.132 | 0.172 | 0.150 | 0.149 | 0.216 | 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 | 2,595,917 | 670 | 522 | -0.436 | -0.180 | -0.209 | 0.272 | 0.223 | 0.212 | 0.588 | 10 |
| 1 | True | 9,572,730 | 1,815,812 | 80 | 4,544 | -0.322 | 0.052 | 0.192 | 0.320 | 0.218 | 0.212 | 0.412 | 10 |