| 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 | 2,856,058 | 689 | 1,067 | -0.013 | -0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.817 | 1 |
| 1 | True | 3,406,386 | 640,152 | 77 | 3,850 | -0.012 | 0.000 | -0.000 | 0.012 | 0.006 | 0.007 | 0.183 | 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 | 2,442,880 | 667 | 1,076 | -0.025 | 0.000 | 0.013 | 0.025 | 0.019 | 0.019 | 0.752 | 2 |
| 1 | True | 3,978,574 | 803,677 | 99 | 2,690 | -0.025 | -0.000 | -0.013 | 0.025 | 0.019 | 0.020 | 0.248 | 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 | 2,515,395 | 684 | 999 | -0.039 | -0.003 | -0.026 | 0.039 | 0.032 | 0.032 | 0.728 | 3 |
| 1 | True | 2,948,304 | 939,987 | 81 | 2,713 | -0.039 | 0.001 | 0.025 | 0.039 | 0.031 | 0.030 | 0.272 | 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 | 2,080,181 | 680 | 960 | -0.053 | -0.006 | -0.040 | 0.053 | 0.046 | 0.046 | 0.747 | 4 |
| 1 | True | 3,182,667 | 702,986 | 86 | 2,726 | -0.053 | -0.005 | -0.040 | 0.053 | 0.045 | 0.045 | 0.253 | 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 | 2,429,458 | 672 | 931 | -0.069 | -0.009 | -0.055 | 0.069 | 0.061 | 0.060 | 0.827 | 5 |
| 1 | True | 2,916,269 | 506,639 | 93 | 2,878 | -0.068 | 0.018 | 0.057 | 0.068 | 0.061 | 0.061 | 0.173 | 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 | 2,121,970 | 667 | 888 | -0.086 | -0.022 | -0.072 | 0.086 | 0.077 | 0.077 | 0.640 | 6 |
| 1 | True | 4,018,647 | 1,192,510 | 99 | 2,696 | -0.086 | 0.024 | 0.072 | 0.085 | 0.077 | 0.077 | 0.360 | 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 | 1,953,520 | 660 | 924 | -0.107 | -0.038 | -0.091 | 0.107 | 0.096 | 0.096 | 0.715 | 7 |
| 1 | True | 4,517,126 | 777,231 | 105 | 2,341 | -0.107 | 0.029 | 0.091 | 0.107 | 0.096 | 0.096 | 0.285 | 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 | 1,618,507 | 643 | 836 | -0.136 | -0.063 | -0.115 | 0.135 | 0.121 | 0.121 | 0.489 | 8 |
| 1 | True | 6,846,238 | 1,690,945 | 123 | 1,814 | -0.134 | 0.028 | 0.111 | 0.136 | 0.120 | 0.122 | 0.511 | 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 | 2,251,830 | 663 | 749 | -0.181 | -0.081 | -0.149 | 0.181 | 0.156 | 0.155 | 0.659 | 9 |
| 1 | True | 4,076,580 | 1,165,747 | 102 | 1,897 | -0.180 | 0.026 | 0.140 | 0.180 | 0.156 | 0.156 | 0.341 | 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 | 1,376,161 | 657 | 696 | -0.428 | -0.165 | -0.212 | 0.343 | 0.233 | 0.218 | 0.700 | 10 |
| 1 | True | 6,140,309 | 590,291 | 109 | 1,567 | -0.373 | 0.063 | 0.197 | 0.362 | 0.235 | 0.229 | 0.300 | 10 |