| 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 | 1,787,267 | 703 | 1,018 | -0.010 | 0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.901 | 1 |
| 1 | True | 1,914,740 | 196,496 | 47 | 2,612 | -0.009 | -0.000 | 0.001 | 0.010 | 0.004 | 0.004 | 0.099 | 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 | 2,059,062 | 700 | 1,004 | -0.020 | -0.000 | 0.010 | 0.020 | 0.015 | 0.014 | 0.878 | 2 |
| 1 | True | 2,108,671 | 287,408 | 50 | 2,637 | -0.020 | -0.002 | -0.012 | 0.019 | 0.015 | 0.014 | 0.122 | 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 | 2,460,695 | 689 | 1,069 | -0.031 | -0.000 | -0.020 | 0.031 | 0.025 | 0.025 | 0.727 | 3 |
| 1 | True | 2,879,890 | 923,989 | 61 | 3,102 | -0.031 | -0.001 | -0.020 | 0.031 | 0.026 | 0.025 | 0.273 | 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 | 1,714,929 | 696 | 1,059 | -0.043 | -0.003 | -0.032 | 0.043 | 0.037 | 0.037 | 0.793 | 4 |
| 1 | True | 2,056,565 | 448,124 | 54 | 3,877 | -0.043 | 0.003 | 0.032 | 0.043 | 0.037 | 0.038 | 0.207 | 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 | 2,030,827 | 695 | 977 | -0.057 | -0.006 | -0.045 | 0.057 | 0.050 | 0.050 | 0.865 | 5 |
| 1 | True | 2,713,846 | 317,461 | 55 | 2,172 | -0.056 | 0.004 | 0.044 | 0.057 | 0.050 | 0.050 | 0.135 | 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 | 2,833,434 | 671 | 1,061 | -0.075 | -0.013 | -0.060 | 0.075 | 0.066 | 0.066 | 0.663 | 6 |
| 1 | True | 5,951,250 | 1,441,731 | 79 | 3,090 | -0.074 | 0.003 | 0.057 | 0.075 | 0.066 | 0.064 | 0.337 | 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 | 2,297,777 | 663 | 920 | -0.098 | -0.030 | -0.081 | 0.098 | 0.086 | 0.086 | 0.666 | 7 |
| 1 | True | 6,279,892 | 1,152,089 | 87 | 2,121 | -0.098 | -0.004 | -0.076 | 0.094 | 0.086 | 0.086 | 0.334 | 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 | 2,521,839 | 645 | 938 | -0.128 | -0.057 | -0.108 | 0.127 | 0.112 | 0.111 | 0.572 | 8 |
| 1 | True | 8,835,345 | 1,887,469 | 105 | 2,090 | -0.127 | -0.023 | -0.102 | 0.127 | 0.112 | 0.113 | 0.428 | 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 | 2,123,550 | 659 | 816 | -0.175 | -0.090 | -0.143 | 0.175 | 0.149 | 0.148 | 0.734 | 9 |
| 1 | True | 9,461,057 | 767,911 | 91 | 2,241 | -0.175 | -0.005 | -0.132 | 0.175 | 0.150 | 0.148 | 0.266 | 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 | 2,092,463 | 677 | 466 | -0.464 | -0.196 | -0.211 | 0.267 | 0.227 | 0.212 | 0.767 | 10 |
| 1 | True | 8,795,898 | 634,147 | 73 | 4,062 | -0.308 | 0.069 | 0.189 | 0.320 | 0.224 | 0.216 | 0.233 | 10 |