| 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 | 2,124,459 | 688 | 1,126 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.780 | 1 |
| 1 | True | 1,537,459 | 598,910 | 63 | 3,122 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.006 | 0.220 | 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 | 2,288,873 | 710 | 1,053 | -0.021 | -0.002 | -0.012 | 0.021 | 0.016 | 0.015 | 0.876 | 2 |
| 1 | True | 1,368,998 | 323,312 | 40 | 2,893 | -0.020 | -0.002 | -0.011 | 0.021 | 0.015 | 0.015 | 0.124 | 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 | 2,059,730 | 693 | 1,084 | -0.031 | -0.005 | -0.022 | 0.031 | 0.026 | 0.025 | 0.806 | 3 |
| 1 | True | 2,627,926 | 494,745 | 57 | 3,014 | -0.031 | -0.005 | -0.023 | 0.031 | 0.026 | 0.027 | 0.194 | 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 | 2,240,376 | 691 | 1,037 | -0.043 | -0.007 | -0.033 | 0.043 | 0.037 | 0.037 | 0.654 | 4 |
| 1 | True | 3,404,076 | 1,183,194 | 60 | 4,604 | -0.043 | -0.001 | -0.032 | 0.043 | 0.037 | 0.036 | 0.346 | 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 | 2,375,523 | 681 | 960 | -0.057 | -0.015 | -0.046 | 0.057 | 0.050 | 0.050 | 0.817 | 5 |
| 1 | True | 2,647,124 | 533,767 | 69 | 3,340 | -0.057 | -0.018 | -0.047 | 0.057 | 0.050 | 0.051 | 0.183 | 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 | 2,186,168 | 680 | 882 | -0.074 | -0.026 | -0.061 | 0.074 | 0.065 | 0.065 | 0.810 | 6 |
| 1 | True | 4,155,956 | 511,147 | 70 | 4,334 | -0.074 | -0.015 | -0.060 | 0.074 | 0.064 | 0.063 | 0.190 | 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 | 2,287,930 | 659 | 884 | -0.095 | -0.044 | -0.081 | 0.095 | 0.084 | 0.084 | 0.740 | 7 |
| 1 | True | 4,763,281 | 802,544 | 92 | 2,173 | -0.095 | 0.004 | 0.076 | 0.095 | 0.084 | 0.084 | 0.260 | 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 | 1,968,596 | 644 | 849 | -0.124 | -0.059 | -0.104 | 0.123 | 0.109 | 0.108 | 0.623 | 8 |
| 1 | True | 5,968,329 | 1,192,475 | 106 | 2,038 | -0.123 | -0.013 | -0.097 | 0.123 | 0.109 | 0.110 | 0.377 | 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 | 1,541,964 | 640 | 648 | -0.166 | -0.090 | -0.137 | 0.166 | 0.144 | 0.143 | 0.411 | 9 |
| 1 | True | 8,614,938 | 2,212,655 | 110 | 2,394 | -0.165 | -0.010 | -0.125 | 0.166 | 0.144 | 0.143 | 0.589 | 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 | 2,569,813 | 651 | 563 | -0.448 | -0.146 | -0.195 | 0.366 | 0.214 | 0.202 | 0.761 | 10 |
| 1 | True | 7,211,867 | 807,463 | 100 | 3,101 | -0.370 | 0.054 | 0.187 | 0.384 | 0.226 | 0.217 | 0.239 | 10 |