| 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 | 2,440,769 | 706 | 1,092 | -0.010 | 0.000 | 0.000 | 0.010 | 0.005 | 0.005 | 0.902 | 1 |
| 1 | True | 1,984,680 | 264,310 | 45 | 2,657 | -0.009 | 0.001 | 0.001 | 0.010 | 0.004 | 0.005 | 0.098 | 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 | 2,757,371 | 701 | 1,126 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.861 | 2 |
| 1 | True | 1,509,050 | 446,268 | 49 | 3,669 | -0.020 | -0.004 | -0.011 | 0.019 | 0.014 | 0.013 | 0.139 | 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 | 2,000,046 | 702 | 975 | -0.031 | -0.005 | -0.022 | 0.031 | 0.025 | 0.025 | 0.856 | 3 |
| 1 | True | 2,570,793 | 337,776 | 48 | 3,006 | -0.031 | 0.001 | 0.020 | 0.031 | 0.025 | 0.025 | 0.144 | 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 | 2,359,413 | 686 | 993 | -0.043 | -0.006 | -0.033 | 0.043 | 0.037 | 0.037 | 0.739 | 4 |
| 1 | True | 2,521,045 | 833,968 | 64 | 3,974 | -0.043 | -0.002 | -0.032 | 0.042 | 0.037 | 0.037 | 0.261 | 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 | 2,805,967 | 685 | 974 | -0.057 | -0.016 | -0.047 | 0.057 | 0.050 | 0.050 | 0.812 | 5 |
| 1 | True | 4,339,599 | 651,733 | 65 | 3,749 | -0.057 | -0.013 | -0.047 | 0.057 | 0.051 | 0.052 | 0.188 | 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 | 1,943,104 | 685 | 881 | -0.073 | -0.024 | -0.061 | 0.073 | 0.065 | 0.064 | 0.736 | 6 |
| 1 | True | 4,727,487 | 697,838 | 65 | 2,040 | -0.072 | -0.001 | -0.057 | 0.072 | 0.065 | 0.065 | 0.264 | 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 | 1,754,074 | 671 | 876 | -0.092 | -0.036 | -0.078 | 0.092 | 0.082 | 0.082 | 0.744 | 7 |
| 1 | True | 5,618,817 | 603,488 | 79 | 2,534 | -0.092 | -0.018 | -0.075 | 0.091 | 0.082 | 0.082 | 0.256 | 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 | 1,834,625 | 661 | 904 | -0.119 | -0.050 | -0.100 | 0.119 | 0.105 | 0.104 | 0.520 | 8 |
| 1 | True | 6,285,356 | 1,692,005 | 89 | 2,458 | -0.119 | -0.001 | -0.093 | 0.119 | 0.106 | 0.106 | 0.480 | 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 | 2,363,644 | 646 | 809 | -0.161 | -0.079 | -0.132 | 0.160 | 0.138 | 0.137 | 0.782 | 9 |
| 1 | True | 9,206,148 | 660,438 | 104 | 2,240 | -0.161 | -0.024 | -0.126 | 0.161 | 0.140 | 0.140 | 0.218 | 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 | 2,234,081 | 641 | 653 | -0.417 | -0.129 | -0.189 | 0.269 | 0.211 | 0.197 | 0.584 | 10 |
| 1 | True | 11,859,402 | 1,588,292 | 110 | 4,080 | -0.260 | 0.058 | 0.177 | 0.411 | 0.213 | 0.204 | 0.416 | 10 |