| 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 | 2,775,029 | 684 | 1,094 | -0.010 | -0.000 | 0.000 | 0.010 | 0.005 | 0.005 | 0.861 | 1 |
| 1 | True | 2,821,091 | 449,004 | 80 | 2,865 | -0.010 | 0.001 | 0.000 | 0.010 | 0.005 | 0.004 | 0.139 | 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 | 1,788,907 | 698 | 995 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.769 | 2 |
| 1 | True | 1,655,095 | 537,129 | 65 | 4,420 | -0.020 | -0.002 | -0.012 | 0.020 | 0.015 | 0.016 | 0.231 | 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 | 2,041,639 | 693 | 1,026 | -0.031 | -0.005 | -0.022 | 0.031 | 0.025 | 0.025 | 0.828 | 3 |
| 1 | True | 3,087,223 | 424,392 | 70 | 3,044 | -0.030 | -0.002 | -0.021 | 0.030 | 0.025 | 0.025 | 0.172 | 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 | 2,031,448 | 687 | 972 | -0.043 | -0.010 | -0.033 | 0.043 | 0.037 | 0.036 | 0.713 | 4 |
| 1 | True | 3,143,675 | 817,307 | 76 | 3,642 | -0.043 | -0.006 | -0.032 | 0.043 | 0.037 | 0.037 | 0.287 | 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 | 2,541,486 | 687 | 896 | -0.057 | -0.016 | -0.047 | 0.057 | 0.050 | 0.050 | 0.689 | 5 |
| 1 | True | 3,638,178 | 1,148,022 | 76 | 4,554 | -0.057 | 0.000 | 0.000 | 0.057 | 0.051 | 0.051 | 0.311 | 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 | 2,269,172 | 687 | 945 | -0.076 | -0.034 | -0.063 | 0.076 | 0.066 | 0.066 | 0.664 | 6 |
| 1 | True | 4,150,248 | 1,150,621 | 76 | 2,609 | -0.075 | -0.006 | -0.059 | 0.075 | 0.066 | 0.066 | 0.336 | 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 | 2,005,922 | 670 | 1,045 | -0.097 | -0.049 | -0.084 | 0.097 | 0.086 | 0.086 | 0.816 | 7 |
| 1 | True | 4,349,442 | 451,000 | 93 | 2,009 | -0.097 | -0.003 | -0.076 | 0.096 | 0.085 | 0.084 | 0.184 | 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 | 1,727,953 | 662 | 829 | -0.126 | -0.065 | -0.108 | 0.126 | 0.111 | 0.111 | 0.411 | 8 |
| 1 | True | 6,789,475 | 2,473,062 | 101 | 2,105 | -0.126 | -0.008 | -0.099 | 0.126 | 0.110 | 0.109 | 0.589 | 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 | 2,270,961 | 674 | 863 | -0.166 | -0.083 | -0.139 | 0.166 | 0.145 | 0.144 | 0.807 | 9 |
| 1 | True | 4,361,492 | 541,520 | 89 | 2,363 | -0.164 | 0.002 | 0.126 | 0.162 | 0.143 | 0.142 | 0.193 | 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 | 1,923,262 | 667 | 513 | -0.482 | -0.152 | -0.195 | 0.299 | 0.212 | 0.203 | 0.564 | 10 |
| 1 | True | 8,003,109 | 1,485,976 | 97 | 4,759 | -0.279 | 0.132 | 0.187 | 0.430 | 0.221 | 0.208 | 0.436 | 10 |