| 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 | 2,053,082 | 686 | 1,015 | -0.011 | 0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.811 | 1 |
| 1 | True | 2,560,247 | 478,497 | 65 | 3,616 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.004 | 0.189 | 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 | 2,029,934 | 695 | 996 | -0.021 | -0.001 | -0.011 | 0.021 | 0.016 | 0.016 | 0.787 | 2 |
| 1 | True | 2,155,433 | 548,998 | 55 | 2,980 | -0.020 | -0.001 | -0.011 | 0.020 | 0.016 | 0.016 | 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 | 2,181,209 | 697 | 1,068 | -0.032 | -0.006 | -0.023 | 0.032 | 0.026 | 0.026 | 0.832 | 3 |
| 1 | True | 2,073,495 | 439,786 | 53 | 2,556 | -0.032 | -0.001 | -0.021 | 0.031 | 0.026 | 0.026 | 0.168 | 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 | 2,525,460 | 702 | 980 | -0.045 | -0.007 | -0.035 | 0.045 | 0.039 | 0.039 | 0.755 | 4 |
| 1 | True | 1,923,638 | 820,507 | 48 | 3,874 | -0.045 | -0.006 | -0.034 | 0.045 | 0.039 | 0.039 | 0.245 | 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 | 2,160,876 | 689 | 979 | -0.060 | -0.015 | -0.048 | 0.060 | 0.052 | 0.052 | 0.513 | 5 |
| 1 | True | 2,997,619 | 2,054,912 | 61 | 2,820 | -0.058 | 0.011 | 0.048 | 0.060 | 0.052 | 0.051 | 0.487 | 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 | 2,036,421 | 684 | 897 | -0.076 | -0.024 | -0.064 | 0.076 | 0.068 | 0.068 | 0.817 | 6 |
| 1 | True | 4,241,825 | 454,750 | 66 | 2,444 | -0.076 | -0.005 | -0.060 | 0.075 | 0.067 | 0.066 | 0.183 | 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 | 2,179,083 | 679 | 925 | -0.096 | -0.043 | -0.081 | 0.095 | 0.085 | 0.085 | 0.845 | 7 |
| 1 | True | 4,584,754 | 399,672 | 71 | 2,499 | -0.096 | -0.012 | -0.078 | 0.095 | 0.085 | 0.085 | 0.155 | 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 | 2,016,908 | 657 | 867 | -0.122 | -0.061 | -0.104 | 0.122 | 0.108 | 0.108 | 0.791 | 8 |
| 1 | True | 5,996,047 | 533,950 | 93 | 2,241 | -0.122 | -0.005 | -0.097 | 0.121 | 0.107 | 0.106 | 0.209 | 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 | 1,915,575 | 650 | 711 | -0.162 | -0.082 | -0.135 | 0.162 | 0.141 | 0.140 | 0.759 | 9 |
| 1 | True | 6,944,618 | 608,163 | 100 | 2,114 | -0.161 | -0.027 | -0.127 | 0.162 | 0.142 | 0.141 | 0.241 | 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 | 2,173,868 | 620 | 572 | -0.444 | -0.135 | -0.188 | 0.305 | 0.209 | 0.194 | 0.551 | 10 |
| 1 | True | 10,900,459 | 1,769,594 | 131 | 3,890 | -0.328 | 0.043 | 0.170 | 0.377 | 0.209 | 0.200 | 0.449 | 10 |