| 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 | 1,990,460 | 675 | 972 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.754 | 1 |
| 1 | True | 3,292,961 | 647,894 | 91 | 2,853 | -0.011 | 0.000 | -0.000 | 0.012 | 0.005 | 0.005 | 0.246 | 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 | 2,343,166 | 676 | 971 | -0.025 | -0.001 | -0.013 | 0.025 | 0.018 | 0.018 | 0.715 | 2 |
| 1 | True | 3,034,621 | 935,118 | 90 | 2,685 | -0.025 | -0.005 | -0.014 | 0.025 | 0.018 | 0.018 | 0.285 | 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 | 1,905,297 | 667 | 884 | -0.038 | -0.004 | -0.027 | 0.038 | 0.031 | 0.031 | 0.682 | 3 |
| 1 | True | 4,363,290 | 887,412 | 98 | 3,022 | -0.038 | 0.000 | 0.025 | 0.038 | 0.032 | 0.032 | 0.318 | 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 | 2,632,675 | 686 | 953 | -0.052 | -0.004 | -0.039 | 0.052 | 0.045 | 0.046 | 0.787 | 4 |
| 1 | True | 3,183,416 | 712,973 | 80 | 3,141 | -0.052 | 0.007 | 0.040 | 0.052 | 0.046 | 0.046 | 0.213 | 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 | 2,156,700 | 678 | 928 | -0.066 | -0.010 | -0.054 | 0.066 | 0.059 | 0.059 | 0.796 | 5 |
| 1 | True | 3,118,391 | 552,236 | 87 | 2,201 | -0.066 | 0.009 | 0.055 | 0.066 | 0.060 | 0.060 | 0.204 | 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 | 2,240,642 | 669 | 923 | -0.085 | -0.025 | -0.070 | 0.085 | 0.075 | 0.074 | 0.802 | 6 |
| 1 | True | 3,460,472 | 551,590 | 97 | 2,323 | -0.084 | 0.015 | 0.071 | 0.085 | 0.076 | 0.077 | 0.198 | 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 | 2,097,978 | 667 | 838 | -0.105 | -0.038 | -0.090 | 0.104 | 0.094 | 0.094 | 0.722 | 7 |
| 1 | True | 4,046,498 | 809,068 | 98 | 2,337 | -0.104 | 0.025 | 0.088 | 0.104 | 0.094 | 0.094 | 0.278 | 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 | 1,749,710 | 646 | 815 | -0.132 | -0.051 | -0.112 | 0.132 | 0.117 | 0.117 | 0.455 | 8 |
| 1 | True | 6,278,784 | 2,095,949 | 120 | 2,587 | -0.132 | 0.054 | 0.115 | 0.132 | 0.119 | 0.119 | 0.545 | 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 | 2,559,438 | 639 | 859 | -0.176 | -0.078 | -0.144 | 0.176 | 0.152 | 0.151 | 0.657 | 9 |
| 1 | True | 5,381,824 | 1,333,685 | 126 | 1,815 | -0.176 | 0.052 | 0.141 | 0.174 | 0.151 | 0.150 | 0.343 | 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 | 1,296,715 | 664 | 748 | -0.443 | -0.163 | -0.208 | 0.306 | 0.227 | 0.215 | 0.718 | 10 |
| 1 | True | 5,788,973 | 508,100 | 102 | 1,577 | -0.342 | 0.076 | 0.195 | 0.358 | 0.231 | 0.222 | 0.282 | 10 |