| 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 | 2,688,672 | 692 | 1,090 | -0.014 | -0.000 | -0.001 | 0.014 | 0.007 | 0.006 | 0.770 | 1 |
| 1 | True | 3,137,036 | 803,164 | 73 | 4,613 | -0.014 | 0.001 | 0.000 | 0.014 | 0.007 | 0.007 | 0.230 | 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 | 2,497,041 | 684 | 928 | -0.027 | -0.001 | -0.014 | 0.027 | 0.020 | 0.020 | 0.799 | 2 |
| 1 | True | 3,600,093 | 626,701 | 80 | 3,408 | -0.026 | 0.001 | 0.015 | 0.027 | 0.021 | 0.020 | 0.201 | 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 | 2,145,318 | 682 | 1,086 | -0.040 | -0.004 | -0.028 | 0.040 | 0.033 | 0.033 | 0.714 | 3 |
| 1 | True | 4,096,055 | 858,938 | 83 | 3,274 | -0.040 | -0.001 | -0.027 | 0.040 | 0.034 | 0.033 | 0.286 | 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 | 2,563,140 | 691 | 1,008 | -0.055 | -0.004 | -0.042 | 0.055 | 0.048 | 0.048 | 0.789 | 4 |
| 1 | True | 3,134,240 | 683,590 | 73 | 2,990 | -0.055 | 0.007 | 0.042 | 0.055 | 0.048 | 0.048 | 0.211 | 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 | 2,210,922 | 674 | 1,055 | -0.072 | -0.018 | -0.059 | 0.071 | 0.063 | 0.063 | 0.727 | 5 |
| 1 | True | 3,450,175 | 831,083 | 91 | 2,616 | -0.071 | 0.005 | 0.057 | 0.071 | 0.063 | 0.063 | 0.273 | 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 | 2,173,277 | 682 | 900 | -0.089 | -0.031 | -0.077 | 0.089 | 0.080 | 0.080 | 0.624 | 6 |
| 1 | True | 4,401,384 | 1,312,224 | 82 | 3,760 | -0.088 | 0.039 | 0.077 | 0.089 | 0.080 | 0.080 | 0.376 | 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 | 2,472,373 | 664 | 901 | -0.109 | -0.039 | -0.095 | 0.109 | 0.099 | 0.099 | 0.764 | 7 |
| 1 | True | 5,656,050 | 762,697 | 100 | 2,833 | -0.108 | 0.020 | 0.094 | 0.109 | 0.100 | 0.099 | 0.236 | 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 | 1,748,343 | 681 | 753 | -0.137 | -0.059 | -0.118 | 0.136 | 0.123 | 0.123 | 0.461 | 8 |
| 1 | True | 4,295,603 | 2,045,183 | 84 | 4,104 | -0.135 | 0.064 | 0.117 | 0.135 | 0.122 | 0.121 | 0.539 | 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 | 2,005,830 | 675 | 790 | -0.178 | -0.080 | -0.149 | 0.178 | 0.156 | 0.155 | 0.808 | 9 |
| 1 | True | 4,264,509 | 478,112 | 89 | 1,838 | -0.176 | -0.008 | -0.137 | 0.173 | 0.153 | 0.150 | 0.192 | 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 | 1,124,069 | 675 | 653 | -0.465 | -0.168 | -0.210 | 0.340 | 0.230 | 0.216 | 0.578 | 10 |
| 1 | True | 6,147,790 | 819,438 | 90 | 1,766 | -0.352 | 0.034 | 0.190 | 0.338 | 0.230 | 0.221 | 0.422 | 10 |