| 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 | 2,002,969 | 689 | 1,053 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.783 | 1 |
| 1 | True | 2,189,606 | 555,187 | 62 | 4,224 | -0.010 | 0.000 | -0.000 | 0.010 | 0.005 | 0.004 | 0.217 | 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 | 1,935,389 | 699 | 1,025 | -0.020 | -0.001 | -0.010 | 0.020 | 0.015 | 0.015 | 0.831 | 2 |
| 1 | True | 2,816,195 | 392,960 | 51 | 2,847 | -0.020 | 0.001 | 0.011 | 0.020 | 0.015 | 0.015 | 0.169 | 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 | 2,030,814 | 702 | 1,003 | -0.031 | -0.004 | -0.021 | 0.031 | 0.026 | 0.026 | 0.864 | 3 |
| 1 | True | 1,968,989 | 320,549 | 48 | 3,230 | -0.031 | 0.001 | 0.021 | 0.031 | 0.026 | 0.025 | 0.136 | 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 | 2,465,821 | 697 | 1,047 | -0.045 | -0.005 | -0.033 | 0.045 | 0.038 | 0.038 | 0.818 | 4 |
| 1 | True | 2,447,534 | 549,163 | 53 | 3,953 | -0.045 | -0.004 | -0.033 | 0.045 | 0.039 | 0.039 | 0.182 | 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 | 2,243,208 | 686 | 975 | -0.058 | -0.013 | -0.047 | 0.058 | 0.051 | 0.051 | 0.730 | 5 |
| 1 | True | 3,459,788 | 830,715 | 64 | 2,734 | -0.058 | -0.020 | -0.049 | 0.057 | 0.052 | 0.053 | 0.270 | 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 | 2,867,790 | 685 | 897 | -0.075 | -0.022 | -0.062 | 0.075 | 0.066 | 0.066 | 0.605 | 6 |
| 1 | True | 4,724,251 | 1,872,454 | 65 | 3,831 | -0.073 | 0.001 | 0.058 | 0.074 | 0.065 | 0.064 | 0.395 | 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 | 2,296,196 | 664 | 882 | -0.094 | -0.038 | -0.080 | 0.094 | 0.084 | 0.084 | 0.793 | 7 |
| 1 | True | 5,576,850 | 601,197 | 86 | 2,140 | -0.094 | 0.009 | 0.076 | 0.093 | 0.084 | 0.083 | 0.207 | 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 | 1,566,917 | 645 | 929 | -0.122 | -0.053 | -0.103 | 0.122 | 0.108 | 0.107 | 0.702 | 8 |
| 1 | True | 8,060,352 | 663,698 | 105 | 2,494 | -0.122 | -0.011 | -0.097 | 0.121 | 0.108 | 0.107 | 0.298 | 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 | 2,229,681 | 635 | 756 | -0.166 | -0.080 | -0.136 | 0.166 | 0.143 | 0.142 | 0.771 | 9 |
| 1 | True | 9,602,165 | 662,015 | 115 | 2,126 | -0.165 | -0.035 | -0.130 | 0.165 | 0.143 | 0.142 | 0.229 | 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 | 2,261,613 | 641 | 567 | -0.421 | -0.142 | -0.191 | 0.281 | 0.213 | 0.200 | 0.584 | 10 |
| 1 | True | 10,032,996 | 1,613,417 | 110 | 3,712 | -0.323 | 0.066 | 0.181 | 0.405 | 0.218 | 0.205 | 0.416 | 10 |