| 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 | 1,973,352 | 680 | 1,026 | -0.010 | -0.000 | 0.000 | 0.010 | 0.005 | 0.005 | 0.836 | 1 |
| 1 | True | 2,327,949 | 388,278 | 84 | 3,261 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.164 | 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 | 2,396,838 | 700 | 1,068 | -0.020 | -0.001 | -0.010 | 0.020 | 0.015 | 0.015 | 0.812 | 2 |
| 1 | True | 1,682,765 | 555,706 | 63 | 3,338 | -0.020 | -0.003 | -0.011 | 0.019 | 0.014 | 0.014 | 0.188 | 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 | 1,750,042 | 697 | 977 | -0.031 | -0.004 | -0.022 | 0.031 | 0.026 | 0.026 | 0.798 | 3 |
| 1 | True | 2,539,405 | 444,290 | 66 | 3,784 | -0.031 | -0.002 | -0.021 | 0.031 | 0.026 | 0.027 | 0.202 | 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 | 2,053,298 | 675 | 922 | -0.044 | -0.009 | -0.034 | 0.044 | 0.038 | 0.038 | 0.642 | 4 |
| 1 | True | 3,958,230 | 1,144,659 | 88 | 3,541 | -0.044 | 0.000 | -0.000 | 0.044 | 0.038 | 0.039 | 0.358 | 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 | 1,920,737 | 697 | 931 | -0.059 | -0.019 | -0.048 | 0.059 | 0.052 | 0.051 | 0.686 | 5 |
| 1 | True | 3,717,891 | 878,002 | 66 | 3,317 | -0.058 | -0.011 | -0.047 | 0.059 | 0.051 | 0.051 | 0.314 | 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 | 2,830,215 | 671 | 915 | -0.075 | -0.033 | -0.064 | 0.075 | 0.067 | 0.066 | 0.667 | 6 |
| 1 | True | 4,545,402 | 1,410,246 | 92 | 2,965 | -0.075 | 0.001 | 0.060 | 0.075 | 0.068 | 0.068 | 0.333 | 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 | 2,278,734 | 681 | 1,047 | -0.095 | -0.042 | -0.082 | 0.095 | 0.085 | 0.085 | 0.821 | 7 |
| 1 | True | 5,177,349 | 497,475 | 82 | 1,812 | -0.095 | -0.004 | -0.076 | 0.095 | 0.086 | 0.086 | 0.179 | 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 | 1,831,460 | 669 | 850 | -0.124 | -0.064 | -0.105 | 0.124 | 0.109 | 0.109 | 0.476 | 8 |
| 1 | True | 5,369,683 | 2,018,147 | 94 | 2,323 | -0.123 | 0.005 | 0.096 | 0.123 | 0.108 | 0.108 | 0.524 | 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 | 2,422,200 | 681 | 805 | -0.163 | -0.078 | -0.135 | 0.163 | 0.142 | 0.141 | 0.741 | 9 |
| 1 | True | 4,252,926 | 846,383 | 82 | 2,563 | -0.160 | 0.001 | 0.001 | 0.162 | 0.140 | 0.138 | 0.259 | 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 | 1,399,752 | 658 | 542 | -0.457 | -0.147 | -0.190 | 0.276 | 0.208 | 0.197 | 0.480 | 10 |
| 1 | True | 8,527,513 | 1,514,789 | 105 | 4,628 | -0.261 | 0.111 | 0.180 | 0.432 | 0.211 | 0.195 | 0.520 | 10 |