| 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 | 2,466,532 | 683 | 963 | -0.013 | -0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.761 | 1 |
| 1 | True | 4,047,845 | 772,514 | 82 | 3,881 | -0.013 | -0.000 | -0.001 | 0.013 | 0.007 | 0.007 | 0.239 | 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 | 2,215,381 | 666 | 954 | -0.025 | -0.001 | -0.014 | 0.025 | 0.019 | 0.019 | 0.761 | 2 |
| 1 | True | 3,529,322 | 694,514 | 98 | 2,546 | -0.025 | 0.001 | 0.013 | 0.025 | 0.019 | 0.019 | 0.239 | 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 | 2,076,950 | 697 | 951 | -0.039 | -0.002 | -0.027 | 0.039 | 0.032 | 0.032 | 0.833 | 3 |
| 1 | True | 2,921,819 | 415,729 | 68 | 3,329 | -0.039 | 0.004 | 0.027 | 0.039 | 0.032 | 0.032 | 0.167 | 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 | 2,327,229 | 679 | 986 | -0.053 | -0.006 | -0.040 | 0.053 | 0.046 | 0.046 | 0.699 | 4 |
| 1 | True | 2,753,251 | 1,003,595 | 85 | 2,864 | -0.052 | 0.014 | 0.043 | 0.053 | 0.046 | 0.047 | 0.301 | 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 | 2,497,618 | 694 | 979 | -0.069 | -0.013 | -0.056 | 0.069 | 0.061 | 0.061 | 0.770 | 5 |
| 1 | True | 2,661,674 | 745,138 | 71 | 3,234 | -0.069 | 0.012 | 0.057 | 0.069 | 0.062 | 0.063 | 0.230 | 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 | 2,383,344 | 695 | 999 | -0.087 | -0.022 | -0.073 | 0.087 | 0.078 | 0.078 | 0.776 | 6 |
| 1 | True | 3,952,028 | 687,602 | 69 | 4,702 | -0.087 | 0.032 | 0.072 | 0.087 | 0.077 | 0.077 | 0.224 | 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 | 1,752,788 | 673 | 841 | -0.108 | -0.037 | -0.093 | 0.108 | 0.097 | 0.097 | 0.566 | 7 |
| 1 | True | 4,523,370 | 1,343,614 | 91 | 3,606 | -0.108 | 0.031 | 0.091 | 0.108 | 0.097 | 0.097 | 0.434 | 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 | 2,721,251 | 668 | 892 | -0.135 | -0.058 | -0.116 | 0.135 | 0.121 | 0.121 | 0.747 | 8 |
| 1 | True | 5,312,216 | 923,383 | 97 | 2,631 | -0.135 | 0.032 | 0.115 | 0.135 | 0.121 | 0.121 | 0.253 | 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 | 1,563,342 | 673 | 791 | -0.173 | -0.069 | -0.145 | 0.172 | 0.152 | 0.152 | 0.407 | 9 |
| 1 | True | 5,089,947 | 2,280,146 | 91 | 2,697 | -0.171 | 0.040 | 0.140 | 0.172 | 0.152 | 0.153 | 0.593 | 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 | 1,232,253 | 659 | 772 | -0.486 | -0.142 | -0.199 | 0.347 | 0.223 | 0.210 | 0.661 | 10 |
| 1 | True | 7,364,612 | 633,196 | 106 | 1,797 | -0.343 | 0.002 | 0.176 | 0.357 | 0.219 | 0.209 | 0.339 | 10 |