| 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 | 2,346,596 | 675 | 961 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.867 | 1 |
| 1 | True | 2,913,939 | 359,296 | 91 | 2,538 | -0.012 | -0.000 | 0.000 | 0.012 | 0.006 | 0.005 | 0.133 | 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 | 2,002,202 | 678 | 1,004 | -0.025 | -0.002 | -0.013 | 0.025 | 0.018 | 0.018 | 0.695 | 2 |
| 1 | True | 3,757,702 | 880,407 | 88 | 2,909 | -0.024 | -0.001 | -0.013 | 0.025 | 0.018 | 0.019 | 0.305 | 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 | 2,085,893 | 693 | 972 | -0.038 | -0.003 | -0.026 | 0.038 | 0.031 | 0.031 | 0.866 | 3 |
| 1 | True | 2,569,052 | 322,754 | 72 | 1,930 | -0.037 | -0.002 | -0.026 | 0.038 | 0.031 | 0.032 | 0.134 | 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 | 2,529,999 | 683 | 1,021 | -0.051 | -0.004 | -0.039 | 0.051 | 0.044 | 0.044 | 0.784 | 4 |
| 1 | True | 3,771,860 | 699,092 | 83 | 2,369 | -0.051 | -0.005 | -0.038 | 0.051 | 0.044 | 0.043 | 0.216 | 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 | 2,239,747 | 680 | 968 | -0.067 | -0.011 | -0.054 | 0.067 | 0.059 | 0.059 | 0.743 | 5 |
| 1 | True | 3,234,352 | 776,124 | 85 | 2,707 | -0.067 | 0.002 | 0.052 | 0.067 | 0.060 | 0.060 | 0.257 | 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 | 2,627,661 | 662 | 962 | -0.084 | -0.024 | -0.070 | 0.084 | 0.075 | 0.075 | 0.570 | 6 |
| 1 | True | 4,019,110 | 1,981,393 | 104 | 2,490 | -0.084 | 0.025 | 0.072 | 0.084 | 0.076 | 0.076 | 0.430 | 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 | 2,155,799 | 650 | 794 | -0.106 | -0.039 | -0.089 | 0.106 | 0.094 | 0.094 | 0.598 | 7 |
| 1 | True | 5,847,688 | 1,447,335 | 115 | 2,485 | -0.106 | 0.028 | 0.091 | 0.105 | 0.096 | 0.096 | 0.402 | 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 | 1,800,380 | 663 | 784 | -0.136 | -0.067 | -0.115 | 0.135 | 0.120 | 0.119 | 0.745 | 8 |
| 1 | True | 5,286,273 | 617,518 | 103 | 1,613 | -0.135 | 0.042 | 0.112 | 0.135 | 0.120 | 0.119 | 0.255 | 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 | 2,050,445 | 651 | 724 | -0.181 | -0.079 | -0.147 | 0.181 | 0.156 | 0.154 | 0.647 | 9 |
| 1 | True | 5,498,842 | 1,118,796 | 114 | 1,884 | -0.180 | 0.021 | 0.140 | 0.181 | 0.157 | 0.157 | 0.353 | 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 | 1,526,357 | 666 | 668 | -0.477 | -0.181 | -0.219 | 0.305 | 0.238 | 0.226 | 0.744 | 10 |
| 1 | True | 5,198,281 | 524,741 | 100 | 1,753 | -0.331 | 0.094 | 0.208 | 0.421 | 0.243 | 0.231 | 0.256 | 10 |