| 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 | 2,492,922 | 698 | 1,003 | -0.010 | 0.000 | 0.001 | 0.010 | 0.005 | 0.005 | 0.814 | 1 |
| 1 | True | 2,644,634 | 568,803 | 66 | 3,357 | -0.010 | -0.001 | -0.001 | 0.010 | 0.005 | 0.005 | 0.186 | 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 | 2,108,716 | 680 | 1,046 | -0.022 | -0.001 | -0.011 | 0.022 | 0.016 | 0.016 | 0.753 | 2 |
| 1 | True | 2,681,227 | 691,516 | 83 | 3,172 | -0.021 | -0.001 | -0.011 | 0.022 | 0.016 | 0.016 | 0.247 | 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 | 1,887,420 | 693 | 937 | -0.033 | -0.005 | -0.023 | 0.033 | 0.027 | 0.027 | 0.823 | 3 |
| 1 | True | 2,443,624 | 405,051 | 70 | 3,360 | -0.033 | 0.004 | 0.022 | 0.033 | 0.028 | 0.028 | 0.177 | 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 | 1,838,352 | 686 | 910 | -0.046 | -0.008 | -0.035 | 0.046 | 0.039 | 0.039 | 0.676 | 4 |
| 1 | True | 3,865,621 | 881,436 | 77 | 3,548 | -0.045 | 0.002 | 0.033 | 0.046 | 0.038 | 0.038 | 0.324 | 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 | 2,199,525 | 682 | 930 | -0.059 | -0.018 | -0.049 | 0.059 | 0.052 | 0.052 | 0.668 | 5 |
| 1 | True | 3,070,023 | 1,091,766 | 81 | 3,086 | -0.059 | 0.009 | 0.049 | 0.059 | 0.052 | 0.053 | 0.332 | 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 | 1,902,598 | 698 | 943 | -0.076 | -0.031 | -0.064 | 0.076 | 0.067 | 0.067 | 0.797 | 6 |
| 1 | True | 3,409,899 | 485,300 | 65 | 1,732 | -0.075 | -0.005 | -0.060 | 0.076 | 0.067 | 0.067 | 0.203 | 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 | 2,208,330 | 680 | 946 | -0.094 | -0.046 | -0.082 | 0.094 | 0.085 | 0.084 | 0.736 | 7 |
| 1 | True | 4,524,349 | 790,688 | 83 | 2,018 | -0.093 | 0.000 | 0.076 | 0.094 | 0.084 | 0.084 | 0.264 | 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 | 1,792,428 | 666 | 850 | -0.121 | -0.064 | -0.103 | 0.121 | 0.106 | 0.106 | 0.603 | 8 |
| 1 | True | 5,230,995 | 1,182,269 | 97 | 2,504 | -0.120 | -0.014 | -0.096 | 0.118 | 0.106 | 0.106 | 0.397 | 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 | 2,550,909 | 672 | 861 | -0.156 | -0.072 | -0.130 | 0.156 | 0.137 | 0.136 | 0.564 | 9 |
| 1 | True | 5,862,324 | 1,969,495 | 91 | 2,634 | -0.155 | -0.006 | -0.122 | 0.152 | 0.137 | 0.138 | 0.436 | 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 | 1,782,186 | 655 | 638 | -0.445 | -0.126 | -0.178 | 0.289 | 0.198 | 0.185 | 0.537 | 10 |
| 1 | True | 8,369,146 | 1,536,371 | 108 | 4,213 | -0.265 | 0.111 | 0.177 | 0.405 | 0.205 | 0.186 | 0.463 | 10 |