| 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 | 2,223,060 | 712 | 1,075 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.854 | 1 |
| 1 | True | 1,765,451 | 381,259 | 39 | 2,869 | -0.009 | -0.002 | -0.002 | 0.010 | 0.005 | 0.005 | 0.146 | 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 | 2,386,828 | 700 | 1,078 | -0.020 | -0.001 | -0.010 | 0.020 | 0.015 | 0.015 | 0.787 | 2 |
| 1 | True | 2,009,195 | 644,666 | 50 | 2,149 | -0.020 | 0.003 | 0.011 | 0.019 | 0.014 | 0.015 | 0.213 | 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 | 2,793,731 | 705 | 1,064 | -0.029 | -0.002 | -0.020 | 0.030 | 0.025 | 0.025 | 0.899 | 3 |
| 1 | True | 1,114,648 | 312,789 | 45 | 1,995 | -0.029 | -0.002 | -0.020 | 0.029 | 0.025 | 0.025 | 0.101 | 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 | 2,436,549 | 684 | 1,050 | -0.041 | -0.006 | -0.031 | 0.041 | 0.035 | 0.035 | 0.810 | 4 |
| 1 | True | 2,993,008 | 570,340 | 66 | 3,736 | -0.041 | -0.002 | -0.031 | 0.041 | 0.036 | 0.036 | 0.190 | 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 | 2,099,815 | 699 | 971 | -0.055 | -0.015 | -0.045 | 0.054 | 0.048 | 0.048 | 0.791 | 5 |
| 1 | True | 3,296,865 | 553,935 | 51 | 3,386 | -0.054 | 0.005 | 0.042 | 0.054 | 0.048 | 0.047 | 0.209 | 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 | 2,709,426 | 678 | 914 | -0.071 | -0.026 | -0.059 | 0.071 | 0.062 | 0.062 | 0.859 | 6 |
| 1 | True | 4,362,292 | 445,257 | 72 | 2,202 | -0.070 | -0.023 | -0.059 | 0.068 | 0.063 | 0.063 | 0.141 | 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 | 1,505,730 | 662 | 853 | -0.092 | -0.040 | -0.077 | 0.092 | 0.081 | 0.081 | 0.458 | 7 |
| 1 | True | 5,854,141 | 1,779,923 | 88 | 2,803 | -0.092 | -0.009 | -0.073 | 0.091 | 0.082 | 0.082 | 0.542 | 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 | 1,712,601 | 642 | 857 | -0.120 | -0.055 | -0.101 | 0.120 | 0.106 | 0.105 | 0.683 | 8 |
| 1 | True | 8,363,727 | 795,101 | 108 | 2,073 | -0.120 | -0.025 | -0.098 | 0.119 | 0.105 | 0.105 | 0.317 | 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 | 2,530,959 | 637 | 693 | -0.165 | -0.078 | -0.135 | 0.165 | 0.141 | 0.141 | 0.683 | 9 |
| 1 | True | 10,142,779 | 1,172,722 | 113 | 2,141 | -0.162 | -0.018 | -0.123 | 0.165 | 0.139 | 0.137 | 0.317 | 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 | 2,267,012 | 661 | 589 | -0.446 | -0.147 | -0.195 | 0.331 | 0.218 | 0.205 | 0.748 | 10 |
| 1 | True | 10,831,416 | 762,472 | 90 | 4,137 | -0.281 | 0.103 | 0.197 | 0.352 | 0.221 | 0.214 | 0.252 | 10 |