| 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 | 2,568,560 | 699 | 1,127 | -0.011 | -0.000 | -0.001 | 0.011 | 0.005 | 0.005 | 0.860 | 1 |
| 1 | True | 1,999,259 | 419,304 | 52 | 2,944 | -0.010 | -0.000 | 0.001 | 0.010 | 0.006 | 0.006 | 0.140 | 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 | 1,815,900 | 687 | 1,018 | -0.021 | -0.002 | -0.012 | 0.021 | 0.016 | 0.016 | 0.827 | 2 |
| 1 | True | 1,926,278 | 379,159 | 63 | 2,805 | -0.020 | -0.005 | -0.013 | 0.021 | 0.016 | 0.016 | 0.173 | 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 | 2,220,906 | 701 | 1,122 | -0.032 | -0.005 | -0.022 | 0.032 | 0.026 | 0.026 | 0.742 | 3 |
| 1 | True | 2,327,506 | 772,917 | 49 | 3,952 | -0.031 | 0.001 | 0.022 | 0.031 | 0.026 | 0.025 | 0.258 | 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 | 2,651,886 | 685 | 1,014 | -0.043 | -0.011 | -0.034 | 0.043 | 0.038 | 0.038 | 0.792 | 4 |
| 1 | True | 2,880,180 | 696,793 | 66 | 4,564 | -0.043 | -0.012 | -0.034 | 0.043 | 0.038 | 0.039 | 0.208 | 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 | 1,811,801 | 678 | 980 | -0.057 | -0.016 | -0.046 | 0.057 | 0.050 | 0.050 | 0.688 | 5 |
| 1 | True | 3,393,136 | 820,096 | 72 | 3,387 | -0.057 | -0.015 | -0.047 | 0.057 | 0.051 | 0.051 | 0.312 | 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 | 2,404,012 | 686 | 892 | -0.075 | -0.023 | -0.062 | 0.075 | 0.066 | 0.065 | 0.837 | 6 |
| 1 | True | 3,326,047 | 468,298 | 64 | 3,901 | -0.074 | -0.006 | -0.059 | 0.073 | 0.066 | 0.064 | 0.163 | 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 | 2,480,078 | 657 | 878 | -0.095 | -0.047 | -0.081 | 0.095 | 0.084 | 0.084 | 0.787 | 7 |
| 1 | True | 5,220,054 | 670,566 | 94 | 3,383 | -0.095 | -0.016 | -0.078 | 0.095 | 0.084 | 0.084 | 0.213 | 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 | 1,784,462 | 654 | 814 | -0.125 | -0.062 | -0.105 | 0.125 | 0.109 | 0.109 | 0.655 | 8 |
| 1 | True | 5,134,584 | 941,132 | 96 | 1,883 | -0.124 | -0.016 | -0.098 | 0.124 | 0.109 | 0.109 | 0.345 | 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 | 1,488,304 | 637 | 661 | -0.166 | -0.093 | -0.140 | 0.166 | 0.145 | 0.145 | 0.398 | 9 |
| 1 | True | 8,807,161 | 2,250,934 | 113 | 2,491 | -0.166 | 0.003 | 0.126 | 0.165 | 0.144 | 0.144 | 0.602 | 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 | 2,422,394 | 646 | 523 | -0.443 | -0.144 | -0.194 | 0.309 | 0.212 | 0.200 | 0.682 | 10 |
| 1 | True | 7,251,222 | 1,127,444 | 105 | 3,190 | -0.347 | 0.063 | 0.181 | 0.381 | 0.226 | 0.217 | 0.318 | 10 |