| 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 | 2,315,330 | 694 | 1,081 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.736 | 1 |
| 1 | True | 2,451,749 | 832,105 | 70 | 3,334 | -0.011 | -0.001 | -0.001 | 0.010 | 0.005 | 0.005 | 0.264 | 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 | 1,871,932 | 702 | 959 | -0.022 | -0.002 | -0.011 | 0.022 | 0.016 | 0.016 | 0.780 | 2 |
| 1 | True | 1,871,571 | 528,950 | 61 | 4,316 | -0.021 | -0.001 | -0.011 | 0.021 | 0.017 | 0.017 | 0.220 | 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 | 2,237,437 | 673 | 910 | -0.033 | -0.003 | -0.023 | 0.033 | 0.027 | 0.027 | 0.763 | 3 |
| 1 | True | 3,261,779 | 695,749 | 90 | 2,675 | -0.032 | -0.001 | -0.022 | 0.033 | 0.027 | 0.027 | 0.237 | 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 | 2,353,633 | 696 | 931 | -0.045 | -0.009 | -0.035 | 0.045 | 0.039 | 0.039 | 0.847 | 4 |
| 1 | True | 3,600,421 | 426,144 | 67 | 3,232 | -0.044 | -0.000 | -0.033 | 0.044 | 0.039 | 0.038 | 0.153 | 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 | 2,047,378 | 694 | 959 | -0.059 | -0.016 | -0.049 | 0.059 | 0.052 | 0.052 | 0.713 | 5 |
| 1 | True | 4,262,513 | 825,212 | 69 | 3,315 | -0.058 | 0.007 | 0.046 | 0.059 | 0.051 | 0.051 | 0.287 | 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 | 2,148,599 | 686 | 937 | -0.074 | -0.031 | -0.064 | 0.074 | 0.066 | 0.066 | 0.697 | 6 |
| 1 | True | 3,511,535 | 935,008 | 77 | 2,883 | -0.075 | -0.003 | -0.059 | 0.074 | 0.066 | 0.066 | 0.303 | 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 | 2,048,610 | 691 | 977 | -0.093 | -0.051 | -0.082 | 0.092 | 0.084 | 0.084 | 0.818 | 7 |
| 1 | True | 2,429,246 | 455,889 | 72 | 1,745 | -0.093 | -0.005 | -0.076 | 0.093 | 0.084 | 0.085 | 0.182 | 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 | 1,771,036 | 670 | 823 | -0.118 | -0.057 | -0.101 | 0.118 | 0.105 | 0.104 | 0.736 | 8 |
| 1 | True | 6,377,618 | 634,588 | 93 | 2,102 | -0.118 | -0.016 | -0.096 | 0.117 | 0.105 | 0.105 | 0.264 | 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 | 2,498,598 | 661 | 852 | -0.153 | -0.074 | -0.129 | 0.153 | 0.135 | 0.134 | 0.705 | 9 |
| 1 | True | 5,764,890 | 1,047,507 | 102 | 3,174 | -0.152 | 0.032 | 0.126 | 0.153 | 0.135 | 0.134 | 0.295 | 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 | 1,897,343 | 655 | 630 | -0.431 | -0.117 | -0.172 | 0.284 | 0.194 | 0.182 | 0.381 | 10 |
| 1 | True | 8,710,528 | 3,084,318 | 108 | 4,714 | -0.255 | 0.076 | 0.167 | 0.372 | 0.201 | 0.188 | 0.619 | 10 |