| 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 | 2,207,738 | 688 | 1,004 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.845 | 1 |
| 1 | True | 2,837,822 | 406,256 | 63 | 2,847 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.155 | 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 | 2,054,807 | 699 | 1,021 | -0.020 | -0.002 | -0.012 | 0.020 | 0.015 | 0.015 | 0.805 | 2 |
| 1 | True | 1,307,758 | 498,238 | 51 | 3,564 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.014 | 0.195 | 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 | 2,437,683 | 706 | 1,028 | -0.031 | -0.002 | -0.021 | 0.031 | 0.026 | 0.025 | 0.857 | 3 |
| 1 | True | 1,495,614 | 405,559 | 44 | 3,516 | -0.031 | 0.001 | 0.001 | 0.031 | 0.026 | 0.025 | 0.143 | 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 | 2,129,933 | 701 | 1,032 | -0.045 | -0.006 | -0.033 | 0.044 | 0.038 | 0.038 | 0.856 | 4 |
| 1 | True | 1,936,711 | 358,377 | 49 | 3,699 | -0.044 | -0.004 | -0.034 | 0.044 | 0.039 | 0.039 | 0.144 | 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 | 3,055,327 | 692 | 967 | -0.059 | -0.014 | -0.048 | 0.059 | 0.051 | 0.051 | 0.758 | 5 |
| 1 | True | 2,953,214 | 976,223 | 58 | 4,091 | -0.059 | -0.013 | -0.048 | 0.058 | 0.052 | 0.052 | 0.242 | 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 | 2,140,845 | 686 | 921 | -0.074 | -0.024 | -0.062 | 0.074 | 0.066 | 0.066 | 0.860 | 6 |
| 1 | True | 4,042,390 | 349,008 | 64 | 2,051 | -0.074 | -0.006 | -0.059 | 0.074 | 0.065 | 0.065 | 0.140 | 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 | 2,106,659 | 663 | 882 | -0.094 | -0.035 | -0.079 | 0.094 | 0.083 | 0.083 | 0.790 | 7 |
| 1 | True | 5,801,632 | 560,771 | 87 | 2,941 | -0.093 | 0.001 | 0.074 | 0.094 | 0.084 | 0.084 | 0.210 | 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 | 1,501,956 | 666 | 914 | -0.122 | -0.058 | -0.103 | 0.122 | 0.107 | 0.107 | 0.490 | 8 |
| 1 | True | 4,508,998 | 1,562,295 | 84 | 1,798 | -0.121 | -0.008 | -0.096 | 0.122 | 0.108 | 0.109 | 0.510 | 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 | 2,095,827 | 640 | 760 | -0.164 | -0.078 | -0.135 | 0.164 | 0.141 | 0.140 | 0.758 | 9 |
| 1 | True | 8,686,652 | 670,205 | 110 | 2,236 | -0.163 | -0.031 | -0.127 | 0.163 | 0.141 | 0.141 | 0.242 | 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 | 2,556,460 | 632 | 586 | -0.418 | -0.132 | -0.187 | 0.274 | 0.208 | 0.195 | 0.598 | 10 |
| 1 | True | 10,988,170 | 1,716,873 | 119 | 3,876 | -0.312 | 0.059 | 0.177 | 0.395 | 0.213 | 0.205 | 0.402 | 10 |