| 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 | 1,810,446 | 701 | 1,040 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.004 | 0.773 | 1 |
| 1 | True | 1,595,370 | 531,561 | 50 | 3,071 | -0.010 | -0.000 | -0.002 | 0.010 | 0.005 | 0.005 | 0.227 | 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 | 2,000,382 | 698 | 1,026 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.748 | 2 |
| 1 | True | 1,143,331 | 673,216 | 52 | 2,932 | -0.020 | -0.004 | -0.013 | 0.019 | 0.015 | 0.015 | 0.252 | 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 | 2,593,134 | 685 | 1,110 | -0.030 | -0.003 | -0.021 | 0.030 | 0.025 | 0.025 | 0.804 | 3 |
| 1 | True | 2,515,458 | 632,072 | 65 | 2,824 | -0.030 | -0.000 | -0.020 | 0.030 | 0.024 | 0.024 | 0.196 | 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 | 1,925,962 | 699 | 971 | -0.042 | -0.006 | -0.032 | 0.042 | 0.036 | 0.036 | 0.765 | 4 |
| 1 | True | 2,892,144 | 592,020 | 52 | 4,277 | -0.042 | -0.002 | -0.031 | 0.042 | 0.037 | 0.038 | 0.235 | 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 | 2,232,916 | 675 | 960 | -0.056 | -0.014 | -0.045 | 0.055 | 0.048 | 0.048 | 0.826 | 5 |
| 1 | True | 2,978,565 | 471,710 | 75 | 3,925 | -0.055 | -0.008 | -0.044 | 0.055 | 0.049 | 0.049 | 0.174 | 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 | 1,890,740 | 679 | 901 | -0.072 | -0.029 | -0.060 | 0.072 | 0.064 | 0.064 | 0.653 | 6 |
| 1 | True | 4,918,939 | 1,005,463 | 71 | 2,867 | -0.072 | -0.007 | -0.059 | 0.072 | 0.065 | 0.065 | 0.347 | 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 | 2,382,070 | 667 | 883 | -0.094 | -0.044 | -0.080 | 0.093 | 0.083 | 0.083 | 0.829 | 7 |
| 1 | True | 4,167,344 | 490,771 | 84 | 2,091 | -0.093 | -0.006 | -0.075 | 0.094 | 0.083 | 0.083 | 0.171 | 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 | 1,779,569 | 649 | 806 | -0.122 | -0.062 | -0.104 | 0.122 | 0.107 | 0.107 | 0.496 | 8 |
| 1 | True | 5,887,749 | 1,805,277 | 101 | 1,991 | -0.122 | -0.020 | -0.097 | 0.122 | 0.107 | 0.106 | 0.504 | 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 | 1,925,351 | 651 | 705 | -0.164 | -0.084 | -0.136 | 0.164 | 0.142 | 0.141 | 0.598 | 9 |
| 1 | True | 8,151,228 | 1,294,428 | 99 | 1,913 | -0.164 | -0.014 | -0.127 | 0.164 | 0.142 | 0.140 | 0.402 | 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 | 2,497,638 | 638 | 558 | -0.398 | -0.138 | -0.192 | 0.285 | 0.210 | 0.197 | 0.688 | 10 |
| 1 | True | 8,108,154 | 1,131,044 | 113 | 3,698 | -0.351 | 0.062 | 0.175 | 0.374 | 0.215 | 0.205 | 0.312 | 10 |