| 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 | 2,715,016 | 681 | 1,131 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.833 | 1 |
| 1 | True | 3,552,802 | 544,482 | 85 | 3,243 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.007 | 0.167 | 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 | 2,462,348 | 695 | 1,044 | -0.025 | -0.001 | -0.013 | 0.025 | 0.018 | 0.018 | 0.757 | 2 |
| 1 | True | 2,563,255 | 789,380 | 71 | 3,459 | -0.024 | -0.001 | -0.014 | 0.024 | 0.019 | 0.019 | 0.243 | 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 | 2,522,094 | 684 | 1,076 | -0.038 | -0.003 | -0.026 | 0.038 | 0.032 | 0.032 | 0.751 | 3 |
| 1 | True | 2,973,554 | 834,713 | 81 | 3,050 | -0.038 | -0.003 | -0.026 | 0.038 | 0.032 | 0.031 | 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 | 2,668,422 | 687 | 937 | -0.052 | -0.007 | -0.041 | 0.053 | 0.045 | 0.045 | 0.830 | 4 |
| 1 | True | 3,958,408 | 545,419 | 79 | 2,906 | -0.052 | 0.000 | 0.039 | 0.051 | 0.044 | 0.044 | 0.170 | 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 | 2,227,363 | 664 | 1,065 | -0.068 | -0.011 | -0.055 | 0.068 | 0.061 | 0.061 | 0.745 | 5 |
| 1 | True | 4,425,193 | 763,718 | 101 | 2,557 | -0.068 | 0.014 | 0.055 | 0.068 | 0.059 | 0.059 | 0.255 | 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 | 2,281,544 | 675 | 891 | -0.085 | -0.027 | -0.072 | 0.085 | 0.076 | 0.076 | 0.673 | 6 |
| 1 | True | 4,031,759 | 1,107,589 | 91 | 3,199 | -0.085 | 0.029 | 0.074 | 0.085 | 0.077 | 0.078 | 0.327 | 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 | 1,768,053 | 650 | 854 | -0.109 | -0.040 | -0.091 | 0.109 | 0.096 | 0.096 | 0.698 | 7 |
| 1 | True | 5,278,430 | 766,497 | 115 | 2,173 | -0.109 | 0.025 | 0.090 | 0.109 | 0.097 | 0.096 | 0.302 | 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 | 1,962,743 | 661 | 767 | -0.137 | -0.060 | -0.117 | 0.137 | 0.122 | 0.122 | 0.501 | 8 |
| 1 | True | 4,282,244 | 1,958,742 | 105 | 2,154 | -0.137 | 0.038 | 0.114 | 0.137 | 0.121 | 0.121 | 0.499 | 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 | 1,860,254 | 664 | 811 | -0.180 | -0.084 | -0.148 | 0.180 | 0.156 | 0.155 | 0.646 | 9 |
| 1 | True | 5,252,564 | 1,020,462 | 101 | 1,699 | -0.179 | 0.023 | 0.141 | 0.180 | 0.156 | 0.156 | 0.354 | 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 | 1,300,734 | 655 | 664 | -0.427 | -0.165 | -0.212 | 0.336 | 0.232 | 0.219 | 0.722 | 10 |
| 1 | True | 5,609,146 | 499,952 | 111 | 1,399 | -0.367 | 0.043 | 0.196 | 0.374 | 0.233 | 0.227 | 0.278 | 10 |