| 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 | 2,196,404 | 703 | 1,129 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.797 | 1 |
| 1 | True | 1,298,759 | 557,838 | 48 | 3,024 | -0.010 | 0.001 | 0.002 | 0.010 | 0.005 | 0.006 | 0.203 | 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 | 2,116,174 | 701 | 998 | -0.020 | -0.002 | -0.012 | 0.020 | 0.015 | 0.015 | 0.803 | 2 |
| 1 | True | 1,237,165 | 519,755 | 49 | 2,784 | -0.020 | -0.001 | -0.012 | 0.020 | 0.015 | 0.014 | 0.197 | 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 | 2,421,905 | 696 | 1,057 | -0.031 | -0.003 | -0.022 | 0.031 | 0.026 | 0.026 | 0.820 | 3 |
| 1 | True | 2,490,247 | 530,894 | 54 | 4,744 | -0.030 | -0.007 | -0.022 | 0.031 | 0.025 | 0.026 | 0.180 | 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 | 2,131,520 | 696 | 1,079 | -0.043 | -0.007 | -0.033 | 0.043 | 0.037 | 0.037 | 0.795 | 4 |
| 1 | True | 2,753,080 | 548,730 | 55 | 3,592 | -0.043 | -0.002 | -0.032 | 0.043 | 0.036 | 0.036 | 0.205 | 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 | 2,244,448 | 673 | 945 | -0.057 | -0.012 | -0.046 | 0.057 | 0.049 | 0.049 | 0.695 | 5 |
| 1 | True | 3,536,094 | 986,749 | 77 | 4,299 | -0.056 | -0.012 | -0.045 | 0.057 | 0.050 | 0.050 | 0.305 | 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 | 2,053,994 | 685 | 886 | -0.074 | -0.027 | -0.061 | 0.074 | 0.065 | 0.065 | 0.813 | 6 |
| 1 | True | 3,728,145 | 473,576 | 65 | 2,421 | -0.074 | -0.004 | -0.058 | 0.074 | 0.065 | 0.065 | 0.187 | 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 | 2,121,051 | 650 | 865 | -0.096 | -0.046 | -0.082 | 0.096 | 0.085 | 0.085 | 0.691 | 7 |
| 1 | True | 6,120,822 | 946,804 | 101 | 2,285 | -0.097 | -0.022 | -0.077 | 0.096 | 0.085 | 0.085 | 0.309 | 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 | 1,756,693 | 648 | 812 | -0.125 | -0.060 | -0.105 | 0.125 | 0.110 | 0.109 | 0.437 | 8 |
| 1 | True | 5,183,613 | 2,258,958 | 102 | 1,873 | -0.124 | 0.000 | 0.000 | 0.124 | 0.110 | 0.110 | 0.563 | 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 | 2,336,727 | 646 | 674 | -0.168 | -0.085 | -0.138 | 0.168 | 0.145 | 0.144 | 0.713 | 9 |
| 1 | True | 8,246,291 | 941,364 | 104 | 2,917 | -0.168 | -0.000 | -0.000 | 0.167 | 0.145 | 0.144 | 0.287 | 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 | 1,914,531 | 645 | 534 | -0.405 | -0.149 | -0.197 | 0.344 | 0.215 | 0.203 | 0.649 | 10 |
| 1 | True | 7,703,354 | 1,035,780 | 106 | 3,411 | -0.373 | 0.066 | 0.185 | 0.364 | 0.224 | 0.213 | 0.351 | 10 |