| 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 | 2,120,420 | 706 | 1,041 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.721 | 1 |
| 1 | True | 2,134,226 | 820,432 | 45 | 3,529 | -0.008 | 0.001 | -0.000 | 0.009 | 0.004 | 0.003 | 0.279 | 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 | 1,731,566 | 683 | 1,051 | -0.020 | -0.000 | -0.010 | 0.020 | 0.015 | 0.015 | 0.771 | 2 |
| 1 | True | 1,731,239 | 514,213 | 67 | 2,948 | -0.020 | 0.001 | 0.010 | 0.020 | 0.015 | 0.014 | 0.229 | 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 | 2,296,388 | 703 | 1,001 | -0.031 | -0.003 | -0.021 | 0.031 | 0.025 | 0.025 | 0.844 | 3 |
| 1 | True | 1,224,057 | 423,755 | 47 | 2,438 | -0.031 | 0.000 | -0.020 | 0.030 | 0.025 | 0.025 | 0.156 | 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 | 2,408,573 | 692 | 1,076 | -0.043 | -0.005 | -0.032 | 0.043 | 0.037 | 0.037 | 0.831 | 4 |
| 1 | True | 2,694,719 | 490,859 | 58 | 3,187 | -0.043 | -0.004 | -0.032 | 0.043 | 0.037 | 0.037 | 0.169 | 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 | 2,405,309 | 693 | 943 | -0.056 | -0.011 | -0.046 | 0.056 | 0.049 | 0.049 | 0.866 | 5 |
| 1 | True | 2,460,863 | 370,871 | 57 | 3,056 | -0.056 | -0.014 | -0.046 | 0.056 | 0.050 | 0.050 | 0.134 | 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 | 2,350,190 | 674 | 997 | -0.073 | -0.025 | -0.061 | 0.073 | 0.064 | 0.064 | 0.516 | 6 |
| 1 | True | 4,884,127 | 2,204,607 | 76 | 3,726 | -0.072 | -0.005 | -0.058 | 0.072 | 0.065 | 0.065 | 0.484 | 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 | 1,934,055 | 672 | 900 | -0.095 | -0.037 | -0.079 | 0.094 | 0.083 | 0.083 | 0.767 | 7 |
| 1 | True | 4,266,964 | 586,304 | 78 | 2,227 | -0.094 | 0.005 | 0.074 | 0.094 | 0.083 | 0.083 | 0.233 | 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 | 2,436,559 | 643 | 886 | -0.123 | -0.054 | -0.103 | 0.123 | 0.107 | 0.107 | 0.707 | 8 |
| 1 | True | 7,034,161 | 1,008,682 | 107 | 2,060 | -0.123 | -0.017 | -0.099 | 0.123 | 0.108 | 0.107 | 0.293 | 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 | 1,752,196 | 655 | 715 | -0.164 | -0.081 | -0.135 | 0.163 | 0.141 | 0.141 | 0.732 | 9 |
| 1 | True | 7,072,043 | 640,927 | 95 | 2,075 | -0.163 | -0.015 | -0.126 | 0.164 | 0.143 | 0.143 | 0.268 | 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 | 2,414,284 | 638 | 532 | -0.415 | -0.147 | -0.191 | 0.315 | 0.211 | 0.198 | 0.671 | 10 |
| 1 | True | 8,959,996 | 1,183,003 | 113 | 3,681 | -0.333 | 0.041 | 0.174 | 0.378 | 0.213 | 0.200 | 0.329 | 10 |