| 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 | 1,723,273 | 686 | 1,003 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.796 | 1 |
| 1 | True | 1,927,500 | 443,000 | 78 | 3,052 | -0.010 | -0.001 | -0.000 | 0.009 | 0.005 | 0.005 | 0.204 | 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 | 2,699,739 | 701 | 1,073 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.809 | 2 |
| 1 | True | 2,490,693 | 636,854 | 62 | 3,926 | -0.020 | 0.001 | 0.010 | 0.020 | 0.015 | 0.015 | 0.191 | 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 | 2,172,173 | 696 | 1,000 | -0.031 | -0.004 | -0.022 | 0.031 | 0.026 | 0.026 | 0.813 | 3 |
| 1 | True | 2,712,659 | 500,519 | 67 | 3,040 | -0.031 | -0.007 | -0.022 | 0.031 | 0.026 | 0.025 | 0.187 | 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 | 2,188,772 | 706 | 994 | -0.043 | -0.009 | -0.033 | 0.043 | 0.037 | 0.037 | 0.726 | 4 |
| 1 | True | 2,402,933 | 825,087 | 57 | 3,908 | -0.041 | -0.006 | -0.033 | 0.042 | 0.037 | 0.037 | 0.274 | 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 | 2,513,625 | 689 | 930 | -0.057 | -0.019 | -0.047 | 0.057 | 0.050 | 0.050 | 0.736 | 5 |
| 1 | True | 4,413,979 | 899,911 | 74 | 3,204 | -0.056 | -0.005 | -0.044 | 0.057 | 0.049 | 0.049 | 0.264 | 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 | 2,768,426 | 687 | 902 | -0.074 | -0.032 | -0.063 | 0.074 | 0.066 | 0.065 | 0.718 | 6 |
| 1 | True | 3,772,784 | 1,087,576 | 76 | 4,213 | -0.074 | -0.007 | -0.059 | 0.074 | 0.066 | 0.065 | 0.282 | 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 | 1,671,587 | 667 | 920 | -0.095 | -0.051 | -0.081 | 0.095 | 0.084 | 0.084 | 0.450 | 7 |
| 1 | True | 4,376,021 | 2,045,136 | 96 | 2,048 | -0.095 | 0.002 | 0.075 | 0.095 | 0.084 | 0.083 | 0.550 | 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 | 2,008,268 | 677 | 883 | -0.123 | -0.063 | -0.106 | 0.123 | 0.109 | 0.109 | 0.830 | 8 |
| 1 | True | 4,583,287 | 411,451 | 86 | 1,793 | -0.122 | -0.017 | -0.100 | 0.123 | 0.109 | 0.110 | 0.170 | 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 | 1,669,173 | 660 | 819 | -0.164 | -0.084 | -0.137 | 0.164 | 0.143 | 0.142 | 0.680 | 9 |
| 1 | True | 6,122,734 | 784,307 | 103 | 2,193 | -0.164 | 0.008 | 0.125 | 0.163 | 0.142 | 0.140 | 0.320 | 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 | 2,336,778 | 664 | 560 | -0.436 | -0.136 | -0.190 | 0.266 | 0.209 | 0.198 | 0.641 | 10 |
| 1 | True | 8,198,169 | 1,307,297 | 100 | 4,324 | -0.274 | 0.133 | 0.193 | 0.398 | 0.222 | 0.204 | 0.359 | 10 |