| 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 | 1,713,322 | 696 | 1,049 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.697 | 1 |
| 1 | True | 1,860,103 | 745,142 | 56 | 2,529 | -0.009 | -0.000 | -0.001 | 0.009 | 0.005 | 0.005 | 0.303 | 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 | 2,285,844 | 698 | 1,068 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.723 | 2 |
| 1 | True | 1,813,360 | 877,494 | 53 | 2,844 | -0.020 | -0.001 | -0.011 | 0.019 | 0.016 | 0.016 | 0.277 | 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 | 1,882,634 | 692 | 1,087 | -0.030 | -0.006 | -0.021 | 0.030 | 0.025 | 0.025 | 0.739 | 3 |
| 1 | True | 2,538,963 | 665,141 | 59 | 3,346 | -0.030 | -0.006 | -0.021 | 0.029 | 0.025 | 0.025 | 0.261 | 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 | 2,626,882 | 688 | 1,055 | -0.042 | -0.008 | -0.032 | 0.042 | 0.036 | 0.036 | 0.742 | 4 |
| 1 | True | 2,090,393 | 913,083 | 63 | 4,694 | -0.042 | -0.012 | -0.034 | 0.042 | 0.037 | 0.037 | 0.258 | 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 | 1,948,044 | 681 | 950 | -0.056 | -0.019 | -0.045 | 0.055 | 0.049 | 0.048 | 0.843 | 5 |
| 1 | True | 2,416,298 | 363,309 | 70 | 2,797 | -0.055 | -0.008 | -0.044 | 0.054 | 0.049 | 0.049 | 0.157 | 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 | 2,002,272 | 679 | 919 | -0.073 | -0.024 | -0.060 | 0.073 | 0.064 | 0.064 | 0.753 | 6 |
| 1 | True | 4,012,300 | 658,027 | 72 | 3,244 | -0.073 | -0.019 | -0.058 | 0.073 | 0.064 | 0.063 | 0.247 | 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 | 2,758,142 | 646 | 911 | -0.093 | -0.045 | -0.079 | 0.093 | 0.083 | 0.083 | 0.783 | 7 |
| 1 | True | 4,804,950 | 764,303 | 105 | 1,949 | -0.093 | -0.015 | -0.075 | 0.093 | 0.083 | 0.081 | 0.217 | 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 | 1,884,866 | 638 | 895 | -0.121 | -0.056 | -0.102 | 0.121 | 0.106 | 0.106 | 0.617 | 8 |
| 1 | True | 6,892,824 | 1,170,124 | 113 | 2,471 | -0.121 | -0.017 | -0.098 | 0.120 | 0.108 | 0.110 | 0.383 | 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 | 2,229,937 | 652 | 649 | -0.162 | -0.087 | -0.135 | 0.162 | 0.141 | 0.140 | 0.620 | 9 |
| 1 | True | 7,304,747 | 1,365,121 | 99 | 2,316 | -0.159 | 0.009 | 0.122 | 0.162 | 0.138 | 0.137 | 0.380 | 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 | 1,627,733 | 637 | 511 | -0.408 | -0.132 | -0.187 | 0.297 | 0.208 | 0.196 | 0.418 | 10 |
| 1 | True | 8,340,232 | 2,262,830 | 114 | 3,830 | -0.286 | 0.050 | 0.186 | 0.372 | 0.220 | 0.212 | 0.582 | 10 |