| 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 | 2,626,586 | 699 | 1,082 | -0.009 | -0.000 | -0.001 | 0.009 | 0.005 | 0.005 | 0.887 | 1 |
| 1 | True | 2,283,167 | 335,568 | 52 | 2,595 | -0.009 | -0.000 | -0.001 | 0.009 | 0.005 | 0.005 | 0.113 | 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 | 2,303,233 | 694 | 1,079 | -0.019 | -0.001 | -0.010 | 0.019 | 0.014 | 0.014 | 0.723 | 2 |
| 1 | True | 1,910,829 | 880,270 | 56 | 2,995 | -0.019 | 0.001 | 0.010 | 0.019 | 0.014 | 0.014 | 0.277 | 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 | 2,638,661 | 708 | 1,039 | -0.029 | -0.001 | -0.020 | 0.029 | 0.024 | 0.024 | 0.789 | 3 |
| 1 | True | 1,234,441 | 706,252 | 42 | 3,350 | -0.028 | -0.003 | -0.020 | 0.029 | 0.024 | 0.025 | 0.211 | 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 | 2,090,307 | 682 | 1,079 | -0.040 | -0.007 | -0.031 | 0.040 | 0.035 | 0.035 | 0.824 | 4 |
| 1 | True | 3,978,746 | 447,981 | 68 | 2,543 | -0.040 | -0.001 | -0.029 | 0.040 | 0.035 | 0.035 | 0.176 | 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 | 2,150,064 | 688 | 939 | -0.054 | -0.012 | -0.043 | 0.055 | 0.047 | 0.047 | 0.779 | 5 |
| 1 | True | 3,249,915 | 608,515 | 62 | 3,893 | -0.054 | 0.001 | 0.041 | 0.054 | 0.047 | 0.046 | 0.221 | 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 | 2,022,500 | 679 | 926 | -0.071 | -0.025 | -0.059 | 0.071 | 0.062 | 0.062 | 0.794 | 6 |
| 1 | True | 4,633,466 | 525,175 | 71 | 2,201 | -0.071 | -0.017 | -0.057 | 0.071 | 0.063 | 0.064 | 0.206 | 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 | 2,767,177 | 657 | 880 | -0.092 | -0.038 | -0.077 | 0.092 | 0.081 | 0.081 | 0.596 | 7 |
| 1 | True | 6,716,732 | 1,871,861 | 93 | 2,701 | -0.092 | -0.001 | -0.072 | 0.092 | 0.081 | 0.081 | 0.404 | 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 | 1,615,552 | 653 | 826 | -0.120 | -0.057 | -0.101 | 0.119 | 0.105 | 0.105 | 0.660 | 8 |
| 1 | True | 8,729,815 | 831,281 | 97 | 2,798 | -0.120 | -0.034 | -0.099 | 0.119 | 0.106 | 0.107 | 0.340 | 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 | 1,776,229 | 655 | 734 | -0.165 | -0.076 | -0.133 | 0.165 | 0.140 | 0.140 | 0.688 | 9 |
| 1 | True | 9,596,757 | 806,015 | 95 | 2,009 | -0.164 | -0.011 | -0.122 | 0.165 | 0.139 | 0.135 | 0.312 | 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 | 2,520,828 | 670 | 573 | -0.458 | -0.153 | -0.197 | 0.274 | 0.215 | 0.203 | 0.786 | 10 |
| 1 | True | 9,121,007 | 687,739 | 81 | 3,981 | -0.291 | 0.092 | 0.192 | 0.353 | 0.219 | 0.209 | 0.214 | 10 |