| 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 | 2,096,340 | 687 | 965 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.732 | 1 |
| 1 | True | 2,093,177 | 767,625 | 65 | 3,439 | -0.009 | -0.000 | -0.001 | 0.009 | 0.005 | 0.004 | 0.268 | 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 | 2,094,854 | 688 | 1,070 | -0.020 | -0.001 | -0.010 | 0.020 | 0.015 | 0.014 | 0.663 | 2 |
| 1 | True | 2,260,883 | 1,066,369 | 63 | 3,597 | -0.019 | -0.003 | -0.011 | 0.020 | 0.014 | 0.015 | 0.337 | 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 | 1,731,449 | 685 | 1,025 | -0.030 | -0.004 | -0.021 | 0.030 | 0.025 | 0.025 | 0.760 | 3 |
| 1 | True | 2,360,448 | 546,321 | 66 | 2,930 | -0.030 | -0.002 | -0.021 | 0.030 | 0.025 | 0.025 | 0.240 | 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 | 1,902,028 | 688 | 968 | -0.042 | -0.006 | -0.032 | 0.042 | 0.036 | 0.036 | 0.781 | 4 |
| 1 | True | 2,970,506 | 534,376 | 63 | 3,920 | -0.041 | -0.013 | -0.034 | 0.042 | 0.036 | 0.037 | 0.219 | 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 | 2,165,294 | 689 | 991 | -0.055 | -0.014 | -0.045 | 0.055 | 0.048 | 0.048 | 0.791 | 5 |
| 1 | True | 2,390,041 | 572,585 | 62 | 3,229 | -0.055 | 0.000 | 0.000 | 0.055 | 0.048 | 0.048 | 0.209 | 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 | 2,266,754 | 678 | 914 | -0.072 | -0.025 | -0.059 | 0.072 | 0.063 | 0.062 | 0.674 | 6 |
| 1 | True | 2,972,869 | 1,095,154 | 73 | 2,425 | -0.071 | -0.018 | -0.060 | 0.072 | 0.063 | 0.064 | 0.326 | 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 | 2,145,061 | 659 | 910 | -0.093 | -0.042 | -0.078 | 0.093 | 0.082 | 0.082 | 0.751 | 7 |
| 1 | True | 5,227,830 | 709,825 | 92 | 1,932 | -0.093 | -0.008 | -0.074 | 0.093 | 0.082 | 0.083 | 0.249 | 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 | 2,206,287 | 641 | 948 | -0.120 | -0.062 | -0.102 | 0.120 | 0.106 | 0.106 | 0.686 | 8 |
| 1 | True | 6,190,634 | 1,011,797 | 110 | 2,036 | -0.120 | 0.005 | 0.094 | 0.120 | 0.106 | 0.105 | 0.314 | 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 | 2,254,250 | 647 | 692 | -0.162 | -0.083 | -0.135 | 0.162 | 0.139 | 0.139 | 0.697 | 9 |
| 1 | True | 7,585,198 | 979,489 | 104 | 2,903 | -0.162 | -0.015 | -0.122 | 0.162 | 0.138 | 0.136 | 0.303 | 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 | 1,825,219 | 634 | 557 | -0.391 | -0.130 | -0.186 | 0.302 | 0.208 | 0.195 | 0.408 | 10 |
| 1 | True | 8,473,535 | 2,651,937 | 117 | 3,719 | -0.295 | 0.065 | 0.182 | 0.378 | 0.221 | 0.208 | 0.592 | 10 |