| 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 | 2,238,342 | 696 | 1,130 | -0.010 | 0.000 | 0.000 | 0.010 | 0.005 | 0.005 | 0.885 | 1 |
| 1 | True | 2,207,512 | 292,079 | 55 | 2,266 | -0.009 | 0.000 | 0.000 | 0.010 | 0.005 | 0.006 | 0.115 | 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 | 2,015,746 | 703 | 954 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.717 | 2 |
| 1 | True | 2,309,050 | 794,963 | 48 | 3,489 | -0.020 | -0.001 | -0.010 | 0.020 | 0.015 | 0.015 | 0.283 | 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 | 2,044,522 | 674 | 1,030 | -0.030 | -0.005 | -0.022 | 0.030 | 0.025 | 0.025 | 0.637 | 3 |
| 1 | True | 2,116,991 | 1,165,744 | 76 | 3,505 | -0.030 | -0.001 | -0.020 | 0.030 | 0.025 | 0.025 | 0.363 | 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 | 2,379,854 | 690 | 1,036 | -0.043 | -0.009 | -0.032 | 0.042 | 0.036 | 0.037 | 0.774 | 4 |
| 1 | True | 2,881,620 | 694,520 | 61 | 4,661 | -0.042 | -0.002 | -0.031 | 0.042 | 0.036 | 0.035 | 0.226 | 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 | 1,979,106 | 687 | 937 | -0.056 | -0.017 | -0.046 | 0.056 | 0.049 | 0.049 | 0.751 | 5 |
| 1 | True | 2,877,829 | 656,109 | 64 | 3,423 | -0.056 | -0.009 | -0.045 | 0.055 | 0.050 | 0.049 | 0.249 | 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 | 2,676,783 | 673 | 925 | -0.073 | -0.028 | -0.061 | 0.073 | 0.065 | 0.064 | 0.775 | 6 |
| 1 | True | 2,825,913 | 778,688 | 77 | 2,834 | -0.073 | -0.016 | -0.059 | 0.073 | 0.064 | 0.063 | 0.225 | 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 | 2,262,459 | 664 | 926 | -0.093 | -0.039 | -0.079 | 0.093 | 0.082 | 0.082 | 0.807 | 7 |
| 1 | True | 4,815,079 | 542,137 | 87 | 2,350 | -0.093 | -0.016 | -0.075 | 0.092 | 0.083 | 0.083 | 0.193 | 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 | 1,893,210 | 634 | 843 | -0.120 | -0.061 | -0.102 | 0.119 | 0.105 | 0.104 | 0.715 | 8 |
| 1 | True | 5,742,603 | 755,573 | 116 | 2,038 | -0.119 | -0.012 | -0.095 | 0.118 | 0.105 | 0.104 | 0.285 | 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 | 1,328,824 | 644 | 660 | -0.159 | -0.081 | -0.132 | 0.159 | 0.138 | 0.136 | 0.663 | 9 |
| 1 | True | 7,664,222 | 674,480 | 107 | 2,497 | -0.159 | -0.000 | -0.121 | 0.159 | 0.140 | 0.140 | 0.337 | 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 | 2,628,980 | 637 | 558 | -0.373 | -0.120 | -0.182 | 0.297 | 0.204 | 0.193 | 0.509 | 10 |
| 1 | True | 8,637,654 | 2,536,027 | 114 | 3,664 | -0.322 | 0.046 | 0.171 | 0.388 | 0.218 | 0.202 | 0.491 | 10 |