| 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 | 2,257,899 | 681 | 946 | -0.013 | -0.000 | -0.000 | 0.013 | 0.007 | 0.007 | 0.784 | 1 |
| 1 | True | 2,861,831 | 621,462 | 84 | 3,269 | -0.012 | -0.000 | 0.000 | 0.012 | 0.006 | 0.005 | 0.216 | 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 | 2,236,485 | 674 | 944 | -0.025 | 0.001 | 0.013 | 0.025 | 0.019 | 0.019 | 0.678 | 2 |
| 1 | True | 4,591,172 | 1,061,009 | 90 | 3,520 | -0.025 | 0.005 | 0.014 | 0.025 | 0.018 | 0.019 | 0.322 | 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 | 2,084,623 | 683 | 914 | -0.038 | -0.004 | -0.026 | 0.038 | 0.031 | 0.031 | 0.795 | 3 |
| 1 | True | 4,313,119 | 538,158 | 82 | 3,306 | -0.037 | 0.007 | 0.026 | 0.037 | 0.031 | 0.032 | 0.205 | 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 | 2,878,340 | 688 | 1,007 | -0.052 | -0.005 | -0.039 | 0.052 | 0.045 | 0.045 | 0.719 | 4 |
| 1 | True | 3,367,144 | 1,122,613 | 76 | 2,694 | -0.051 | 0.014 | 0.042 | 0.052 | 0.045 | 0.046 | 0.281 | 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 | 1,984,681 | 681 | 980 | -0.067 | -0.012 | -0.055 | 0.067 | 0.060 | 0.060 | 0.802 | 5 |
| 1 | True | 2,668,910 | 491,239 | 84 | 2,944 | -0.066 | 0.007 | 0.054 | 0.067 | 0.060 | 0.061 | 0.198 | 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 | 2,022,090 | 705 | 943 | -0.085 | -0.022 | -0.071 | 0.085 | 0.076 | 0.076 | 0.763 | 6 |
| 1 | True | 2,729,031 | 629,573 | 59 | 3,343 | -0.085 | 0.030 | 0.071 | 0.085 | 0.076 | 0.076 | 0.237 | 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 | 1,744,385 | 672 | 850 | -0.106 | -0.037 | -0.091 | 0.106 | 0.095 | 0.095 | 0.619 | 7 |
| 1 | True | 4,116,073 | 1,071,897 | 92 | 3,422 | -0.104 | 0.029 | 0.091 | 0.105 | 0.095 | 0.095 | 0.381 | 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 | 2,334,589 | 679 | 837 | -0.133 | -0.053 | -0.114 | 0.133 | 0.119 | 0.118 | 0.677 | 8 |
| 1 | True | 4,658,943 | 1,114,215 | 86 | 3,745 | -0.133 | 0.052 | 0.114 | 0.132 | 0.119 | 0.119 | 0.323 | 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 | 1,904,848 | 666 | 809 | -0.172 | -0.073 | -0.143 | 0.173 | 0.150 | 0.148 | 0.434 | 9 |
| 1 | True | 5,141,351 | 2,487,757 | 98 | 2,871 | -0.173 | 0.044 | 0.139 | 0.173 | 0.151 | 0.149 | 0.566 | 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 | 1,320,194 | 653 | 754 | -0.455 | -0.131 | -0.199 | 0.336 | 0.222 | 0.210 | 0.690 | 10 |
| 1 | True | 7,499,023 | 591,904 | 112 | 2,010 | -0.321 | 0.003 | -0.001 | 0.441 | 0.216 | 0.207 | 0.310 | 10 |