| 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 | 2,599,502 | 673 | 998 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.774 | 1 |
| 1 | True | 4,317,781 | 760,324 | 92 | 3,156 | -0.013 | 0.001 | 0.001 | 0.014 | 0.007 | 0.008 | 0.226 | 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 | 2,701,798 | 694 | 999 | -0.027 | -0.001 | -0.014 | 0.027 | 0.021 | 0.021 | 0.833 | 2 |
| 1 | True | 2,819,563 | 542,978 | 70 | 3,444 | -0.027 | 0.004 | 0.017 | 0.027 | 0.021 | 0.021 | 0.167 | 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 | 1,703,733 | 688 | 992 | -0.041 | -0.002 | -0.028 | 0.041 | 0.034 | 0.034 | 0.751 | 3 |
| 1 | True | 4,079,689 | 566,363 | 77 | 4,025 | -0.040 | 0.008 | 0.030 | 0.040 | 0.034 | 0.034 | 0.249 | 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 | 2,474,856 | 686 | 1,003 | -0.054 | -0.006 | -0.042 | 0.054 | 0.047 | 0.047 | 0.699 | 4 |
| 1 | True | 2,943,895 | 1,063,874 | 78 | 3,308 | -0.054 | 0.010 | 0.042 | 0.054 | 0.048 | 0.048 | 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 | 2,067,034 | 691 | 939 | -0.070 | -0.011 | -0.057 | 0.070 | 0.062 | 0.062 | 0.735 | 5 |
| 1 | True | 2,651,993 | 744,010 | 74 | 2,259 | -0.070 | 0.013 | 0.057 | 0.070 | 0.062 | 0.061 | 0.265 | 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 | 2,111,036 | 690 | 911 | -0.088 | -0.024 | -0.074 | 0.088 | 0.079 | 0.079 | 0.724 | 6 |
| 1 | True | 3,398,906 | 804,433 | 74 | 3,063 | -0.088 | 0.017 | 0.073 | 0.088 | 0.079 | 0.079 | 0.276 | 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 | 1,982,963 | 661 | 865 | -0.109 | -0.043 | -0.094 | 0.109 | 0.099 | 0.098 | 0.653 | 7 |
| 1 | True | 5,539,422 | 1,053,015 | 103 | 2,709 | -0.108 | 0.038 | 0.094 | 0.109 | 0.099 | 0.100 | 0.347 | 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 | 2,672,875 | 681 | 900 | -0.135 | -0.055 | -0.117 | 0.134 | 0.121 | 0.121 | 0.544 | 8 |
| 1 | True | 4,575,496 | 2,239,048 | 84 | 3,258 | -0.134 | 0.044 | 0.116 | 0.134 | 0.122 | 0.122 | 0.456 | 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 | 2,053,145 | 675 | 799 | -0.175 | -0.069 | -0.144 | 0.175 | 0.153 | 0.151 | 0.679 | 9 |
| 1 | True | 4,896,005 | 972,388 | 89 | 2,503 | -0.173 | 0.023 | 0.139 | 0.174 | 0.153 | 0.150 | 0.321 | 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 | 1,083,607 | 659 | 747 | -0.444 | -0.157 | -0.201 | 0.381 | 0.221 | 0.207 | 0.682 | 10 |
| 1 | True | 6,920,960 | 504,126 | 106 | 1,687 | -0.346 | 0.019 | 0.182 | 0.328 | 0.221 | 0.211 | 0.318 | 10 |