| 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 | 2,418,913 | 693 | 1,110 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.767 | 1 |
| 1 | True | 1,807,905 | 733,174 | 58 | 2,730 | -0.010 | -0.001 | -0.001 | 0.009 | 0.005 | 0.005 | 0.233 | 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 | 2,117,748 | 702 | 1,042 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.755 | 2 |
| 1 | True | 1,588,919 | 687,642 | 48 | 2,895 | -0.020 | -0.002 | -0.010 | 0.018 | 0.014 | 0.014 | 0.245 | 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 | 2,281,321 | 692 | 1,106 | -0.032 | -0.006 | -0.022 | 0.032 | 0.026 | 0.026 | 0.840 | 3 |
| 1 | True | 2,548,192 | 434,060 | 58 | 4,561 | -0.032 | -0.007 | -0.022 | 0.031 | 0.026 | 0.026 | 0.160 | 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 | 2,369,758 | 683 | 1,111 | -0.044 | -0.011 | -0.035 | 0.044 | 0.038 | 0.038 | 0.807 | 4 |
| 1 | True | 3,092,102 | 565,438 | 68 | 4,447 | -0.044 | -0.006 | -0.034 | 0.043 | 0.038 | 0.038 | 0.193 | 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 | 2,077,257 | 685 | 899 | -0.057 | -0.018 | -0.047 | 0.057 | 0.050 | 0.050 | 0.783 | 5 |
| 1 | True | 2,878,972 | 575,178 | 65 | 3,309 | -0.057 | -0.023 | -0.046 | 0.057 | 0.050 | 0.051 | 0.217 | 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 | 1,959,902 | 674 | 919 | -0.074 | -0.029 | -0.062 | 0.074 | 0.065 | 0.065 | 0.682 | 6 |
| 1 | True | 3,812,700 | 911,850 | 76 | 3,058 | -0.073 | -0.005 | -0.058 | 0.074 | 0.065 | 0.065 | 0.318 | 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 | 1,725,228 | 656 | 833 | -0.094 | -0.048 | -0.081 | 0.094 | 0.084 | 0.084 | 0.688 | 7 |
| 1 | True | 5,402,434 | 780,801 | 95 | 2,349 | -0.093 | -0.007 | -0.075 | 0.094 | 0.083 | 0.082 | 0.312 | 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 | 2,587,841 | 654 | 869 | -0.122 | -0.060 | -0.102 | 0.121 | 0.106 | 0.105 | 0.785 | 8 |
| 1 | True | 5,361,600 | 707,427 | 96 | 1,948 | -0.121 | 0.003 | 0.095 | 0.122 | 0.108 | 0.108 | 0.215 | 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 | 1,439,025 | 649 | 667 | -0.161 | -0.089 | -0.135 | 0.159 | 0.140 | 0.140 | 0.405 | 9 |
| 1 | True | 6,480,103 | 2,110,839 | 101 | 2,278 | -0.160 | -0.032 | -0.129 | 0.161 | 0.139 | 0.137 | 0.595 | 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 | 2,502,815 | 633 | 557 | -0.431 | -0.122 | -0.184 | 0.295 | 0.204 | 0.194 | 0.678 | 10 |
| 1 | True | 9,195,428 | 1,189,372 | 118 | 3,408 | -0.322 | 0.062 | 0.174 | 0.387 | 0.215 | 0.202 | 0.322 | 10 |