| 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 | 1,893,378 | 678 | 959 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.736 | 1 |
| 1 | True | 3,465,442 | 678,155 | 88 | 2,481 | -0.012 | 0.000 | 0.002 | 0.012 | 0.006 | 0.007 | 0.264 | 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 | 2,293,975 | 676 | 924 | -0.024 | -0.001 | -0.012 | 0.024 | 0.018 | 0.018 | 0.745 | 2 |
| 1 | True | 2,931,272 | 785,919 | 90 | 2,733 | -0.024 | -0.004 | -0.013 | 0.024 | 0.018 | 0.018 | 0.255 | 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 | 1,962,928 | 700 | 920 | -0.038 | -0.002 | -0.025 | 0.038 | 0.031 | 0.031 | 0.799 | 3 |
| 1 | True | 2,685,972 | 493,156 | 65 | 2,217 | -0.038 | -0.004 | -0.025 | 0.038 | 0.031 | 0.032 | 0.201 | 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 | 2,118,237 | 680 | 914 | -0.052 | -0.004 | -0.039 | 0.052 | 0.045 | 0.045 | 0.806 | 4 |
| 1 | True | 3,144,308 | 510,646 | 86 | 2,585 | -0.052 | -0.007 | -0.040 | 0.052 | 0.045 | 0.046 | 0.194 | 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 | 2,753,772 | 672 | 958 | -0.066 | -0.014 | -0.055 | 0.066 | 0.059 | 0.059 | 0.782 | 5 |
| 1 | True | 3,560,857 | 767,939 | 93 | 2,850 | -0.066 | 0.012 | 0.053 | 0.066 | 0.058 | 0.058 | 0.218 | 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 | 1,910,648 | 680 | 896 | -0.083 | -0.022 | -0.070 | 0.083 | 0.074 | 0.074 | 0.703 | 6 |
| 1 | True | 3,627,301 | 807,471 | 86 | 2,248 | -0.083 | 0.019 | 0.070 | 0.083 | 0.075 | 0.075 | 0.297 | 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 | 2,154,198 | 666 | 841 | -0.105 | -0.035 | -0.089 | 0.104 | 0.094 | 0.094 | 0.625 | 7 |
| 1 | True | 4,321,588 | 1,291,550 | 99 | 2,595 | -0.105 | 0.030 | 0.087 | 0.104 | 0.094 | 0.095 | 0.375 | 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 | 2,124,464 | 632 | 900 | -0.131 | -0.055 | -0.112 | 0.131 | 0.117 | 0.117 | 0.490 | 8 |
| 1 | True | 7,275,208 | 2,215,513 | 134 | 2,298 | -0.131 | 0.050 | 0.112 | 0.130 | 0.117 | 0.115 | 0.510 | 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 | 2,472,311 | 644 | 807 | -0.174 | -0.074 | -0.144 | 0.174 | 0.151 | 0.150 | 0.784 | 9 |
| 1 | True | 5,765,608 | 683,116 | 121 | 1,831 | -0.174 | 0.053 | 0.140 | 0.173 | 0.151 | 0.150 | 0.216 | 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 | 1,462,867 | 662 | 729 | -0.466 | -0.172 | -0.212 | 0.313 | 0.228 | 0.217 | 0.711 | 10 |
| 1 | True | 5,267,923 | 594,570 | 104 | 1,993 | -0.339 | 0.074 | 0.194 | 0.362 | 0.229 | 0.219 | 0.289 | 10 |