| 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 | 2,266,396 | 677 | 985 | -0.009 | -0.000 | -0.001 | 0.009 | 0.004 | 0.005 | 0.787 | 1 |
| 1 | True | 2,484,675 | 612,262 | 75 | 3,589 | -0.009 | -0.000 | -0.000 | 0.008 | 0.005 | 0.005 | 0.213 | 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 | 2,285,329 | 697 | 1,075 | -0.019 | -0.001 | -0.010 | 0.019 | 0.014 | 0.014 | 0.750 | 2 |
| 1 | True | 1,993,183 | 760,468 | 54 | 4,087 | -0.019 | 0.001 | 0.010 | 0.018 | 0.014 | 0.015 | 0.250 | 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 | 1,619,925 | 675 | 978 | -0.030 | -0.003 | -0.020 | 0.030 | 0.024 | 0.024 | 0.645 | 3 |
| 1 | True | 2,440,870 | 892,741 | 76 | 3,548 | -0.029 | -0.008 | -0.022 | 0.030 | 0.024 | 0.024 | 0.355 | 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 | 1,995,583 | 690 | 1,032 | -0.041 | -0.008 | -0.032 | 0.041 | 0.036 | 0.036 | 0.783 | 4 |
| 1 | True | 3,047,503 | 553,753 | 61 | 2,640 | -0.041 | -0.002 | -0.030 | 0.041 | 0.035 | 0.035 | 0.217 | 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 | 2,290,791 | 688 | 904 | -0.055 | -0.015 | -0.044 | 0.055 | 0.048 | 0.048 | 0.703 | 5 |
| 1 | True | 2,075,893 | 967,077 | 63 | 2,734 | -0.054 | -0.010 | -0.042 | 0.054 | 0.048 | 0.048 | 0.297 | 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 | 2,270,499 | 669 | 908 | -0.072 | -0.029 | -0.060 | 0.072 | 0.063 | 0.063 | 0.755 | 6 |
| 1 | True | 4,214,382 | 736,707 | 82 | 3,004 | -0.071 | -0.010 | -0.057 | 0.072 | 0.063 | 0.064 | 0.245 | 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 | 2,131,981 | 660 | 986 | -0.094 | -0.044 | -0.078 | 0.093 | 0.082 | 0.081 | 0.630 | 7 |
| 1 | True | 4,289,331 | 1,252,745 | 91 | 2,522 | -0.092 | -0.018 | -0.075 | 0.093 | 0.082 | 0.083 | 0.370 | 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 | 2,720,904 | 641 | 898 | -0.122 | -0.062 | -0.104 | 0.121 | 0.107 | 0.107 | 0.576 | 8 |
| 1 | True | 6,586,444 | 2,006,341 | 110 | 2,143 | -0.121 | -0.011 | -0.097 | 0.121 | 0.107 | 0.107 | 0.424 | 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 | 1,996,164 | 656 | 766 | -0.165 | -0.084 | -0.135 | 0.165 | 0.141 | 0.139 | 0.734 | 9 |
| 1 | True | 6,421,517 | 722,419 | 95 | 2,418 | -0.164 | -0.001 | -0.122 | 0.165 | 0.143 | 0.143 | 0.266 | 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 | 1,693,319 | 639 | 561 | -0.417 | -0.132 | -0.191 | 0.282 | 0.212 | 0.200 | 0.636 | 10 |
| 1 | True | 8,450,193 | 968,382 | 112 | 3,586 | -0.309 | 0.075 | 0.191 | 0.379 | 0.227 | 0.214 | 0.364 | 10 |