| 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 | 2,073,698 | 696 | 1,114 | -0.011 | 0.000 | -0.000 | 0.011 | 0.006 | 0.006 | 0.788 | 1 |
| 1 | True | 2,329,739 | 557,694 | 55 | 3,035 | -0.010 | -0.001 | -0.003 | 0.011 | 0.006 | 0.006 | 0.212 | 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 | 1,950,128 | 693 | 1,039 | -0.021 | -0.001 | -0.012 | 0.021 | 0.016 | 0.016 | 0.811 | 2 |
| 1 | True | 2,065,566 | 454,534 | 57 | 3,004 | -0.020 | 0.001 | 0.012 | 0.021 | 0.015 | 0.014 | 0.189 | 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 | 2,355,795 | 698 | 976 | -0.032 | -0.004 | -0.022 | 0.032 | 0.026 | 0.026 | 0.797 | 3 |
| 1 | True | 1,703,814 | 599,183 | 52 | 4,916 | -0.032 | 0.003 | 0.021 | 0.031 | 0.026 | 0.026 | 0.203 | 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 | 2,634,996 | 698 | 1,000 | -0.044 | -0.008 | -0.034 | 0.044 | 0.038 | 0.038 | 0.814 | 4 |
| 1 | True | 2,330,012 | 600,762 | 52 | 3,456 | -0.043 | -0.003 | -0.033 | 0.043 | 0.037 | 0.036 | 0.186 | 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 | 2,485,956 | 690 | 956 | -0.058 | -0.011 | -0.047 | 0.058 | 0.051 | 0.051 | 0.615 | 5 |
| 1 | True | 2,588,620 | 1,555,367 | 60 | 2,889 | -0.058 | -0.002 | -0.045 | 0.058 | 0.051 | 0.050 | 0.385 | 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 | 1,674,806 | 686 | 943 | -0.075 | -0.025 | -0.063 | 0.075 | 0.067 | 0.066 | 0.668 | 6 |
| 1 | True | 4,115,858 | 832,677 | 64 | 2,703 | -0.074 | -0.012 | -0.060 | 0.075 | 0.066 | 0.066 | 0.332 | 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 | 2,081,215 | 663 | 956 | -0.095 | -0.039 | -0.081 | 0.095 | 0.085 | 0.085 | 0.783 | 7 |
| 1 | True | 5,844,919 | 576,155 | 87 | 2,425 | -0.095 | -0.004 | -0.076 | 0.093 | 0.085 | 0.085 | 0.217 | 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 | 2,087,128 | 658 | 889 | -0.122 | -0.057 | -0.102 | 0.122 | 0.107 | 0.106 | 0.753 | 8 |
| 1 | True | 5,711,524 | 685,727 | 92 | 2,234 | -0.122 | -0.005 | -0.096 | 0.121 | 0.107 | 0.107 | 0.247 | 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 | 1,629,393 | 644 | 683 | -0.163 | -0.076 | -0.134 | 0.163 | 0.141 | 0.139 | 0.588 | 9 |
| 1 | True | 7,475,607 | 1,139,344 | 106 | 2,129 | -0.162 | -0.021 | -0.125 | 0.163 | 0.142 | 0.143 | 0.412 | 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 | 2,492,287 | 629 | 544 | -0.441 | -0.141 | -0.188 | 0.312 | 0.209 | 0.196 | 0.647 | 10 |
| 1 | True | 10,272,268 | 1,360,113 | 122 | 3,582 | -0.350 | 0.038 | 0.168 | 0.393 | 0.212 | 0.202 | 0.353 | 10 |