| 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 | 2,090,624 | 695 | 1,053 | -0.010 | 0.000 | 0.000 | 0.010 | 0.005 | 0.005 | 0.690 | 1 |
| 1 | True | 1,821,741 | 940,088 | 57 | 3,609 | -0.009 | -0.001 | -0.001 | 0.010 | 0.005 | 0.005 | 0.310 | 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 | 1,777,147 | 687 | 960 | -0.020 | -0.001 | -0.010 | 0.020 | 0.015 | 0.015 | 0.735 | 2 |
| 1 | True | 2,643,805 | 639,315 | 64 | 3,449 | -0.019 | 0.001 | 0.010 | 0.019 | 0.015 | 0.015 | 0.265 | 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 | 1,919,733 | 684 | 977 | -0.031 | -0.003 | -0.021 | 0.031 | 0.025 | 0.025 | 0.738 | 3 |
| 1 | True | 2,544,480 | 680,893 | 67 | 2,976 | -0.031 | -0.003 | -0.021 | 0.031 | 0.026 | 0.026 | 0.262 | 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 | 2,359,467 | 687 | 958 | -0.042 | -0.005 | -0.033 | 0.042 | 0.037 | 0.037 | 0.865 | 4 |
| 1 | True | 2,446,558 | 368,651 | 64 | 2,677 | -0.042 | -0.003 | -0.033 | 0.042 | 0.037 | 0.037 | 0.135 | 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 | 2,728,178 | 693 | 992 | -0.056 | -0.013 | -0.045 | 0.056 | 0.049 | 0.049 | 0.775 | 5 |
| 1 | True | 2,533,068 | 790,017 | 58 | 2,653 | -0.056 | -0.002 | -0.043 | 0.055 | 0.049 | 0.049 | 0.225 | 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 | 1,878,100 | 676 | 928 | -0.071 | -0.025 | -0.060 | 0.071 | 0.063 | 0.063 | 0.721 | 6 |
| 1 | True | 3,311,778 | 727,223 | 75 | 3,022 | -0.071 | -0.013 | -0.060 | 0.071 | 0.065 | 0.065 | 0.279 | 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 | 2,409,564 | 658 | 999 | -0.093 | -0.039 | -0.079 | 0.093 | 0.082 | 0.082 | 0.746 | 7 |
| 1 | True | 5,026,238 | 819,301 | 93 | 2,137 | -0.093 | -0.014 | -0.074 | 0.091 | 0.081 | 0.081 | 0.254 | 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 | 2,149,107 | 645 | 1,004 | -0.121 | -0.054 | -0.101 | 0.121 | 0.107 | 0.107 | 0.627 | 8 |
| 1 | True | 5,227,371 | 1,278,751 | 106 | 1,975 | -0.119 | 0.008 | 0.095 | 0.120 | 0.107 | 0.107 | 0.373 | 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 | 2,359,806 | 638 | 691 | -0.164 | -0.089 | -0.136 | 0.164 | 0.141 | 0.140 | 0.530 | 9 |
| 1 | True | 7,277,691 | 2,095,687 | 113 | 2,659 | -0.162 | -0.023 | -0.125 | 0.164 | 0.138 | 0.136 | 0.470 | 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 | 1,667,218 | 629 | 565 | -0.407 | -0.137 | -0.191 | 0.302 | 0.211 | 0.198 | 0.590 | 10 |
| 1 | True | 9,239,498 | 1,156,369 | 122 | 3,755 | -0.308 | 0.052 | 0.177 | 0.373 | 0.222 | 0.208 | 0.410 | 10 |