| 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 | 2,217,550 | 691 | 1,020 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.830 | 1 |
| 1 | True | 2,472,611 | 455,068 | 76 | 2,408 | -0.012 | 0.001 | 0.002 | 0.012 | 0.007 | 0.008 | 0.170 | 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 | 2,346,348 | 677 | 1,020 | -0.024 | -0.001 | -0.013 | 0.024 | 0.018 | 0.018 | 0.817 | 2 |
| 1 | True | 3,642,430 | 526,013 | 89 | 2,857 | -0.024 | -0.003 | -0.014 | 0.024 | 0.018 | 0.018 | 0.183 | 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 | 2,301,548 | 672 | 1,014 | -0.037 | -0.005 | -0.025 | 0.037 | 0.030 | 0.030 | 0.768 | 3 |
| 1 | True | 3,526,841 | 696,206 | 94 | 2,147 | -0.037 | 0.005 | 0.027 | 0.037 | 0.031 | 0.031 | 0.232 | 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 | 2,455,844 | 667 | 898 | -0.050 | -0.009 | -0.039 | 0.050 | 0.043 | 0.043 | 0.792 | 4 |
| 1 | True | 3,557,201 | 644,162 | 99 | 2,491 | -0.049 | -0.002 | -0.038 | 0.050 | 0.043 | 0.043 | 0.208 | 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 | 2,328,664 | 672 | 857 | -0.065 | -0.020 | -0.054 | 0.065 | 0.057 | 0.057 | 0.737 | 5 |
| 1 | True | 3,814,758 | 828,850 | 94 | 2,676 | -0.065 | 0.002 | 0.050 | 0.065 | 0.057 | 0.056 | 0.263 | 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 | 1,916,363 | 662 | 889 | -0.083 | -0.026 | -0.070 | 0.083 | 0.074 | 0.074 | 0.671 | 6 |
| 1 | True | 4,599,371 | 941,022 | 104 | 1,846 | -0.083 | 0.008 | 0.066 | 0.083 | 0.074 | 0.074 | 0.329 | 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 | 2,362,790 | 669 | 869 | -0.104 | -0.040 | -0.089 | 0.104 | 0.093 | 0.093 | 0.742 | 7 |
| 1 | True | 5,245,599 | 822,583 | 97 | 2,066 | -0.104 | -0.006 | -0.084 | 0.104 | 0.093 | 0.092 | 0.258 | 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 | 1,659,284 | 662 | 762 | -0.135 | -0.067 | -0.115 | 0.134 | 0.119 | 0.118 | 0.457 | 8 |
| 1 | True | 5,383,005 | 1,969,132 | 104 | 2,671 | -0.132 | 0.008 | 0.105 | 0.134 | 0.117 | 0.115 | 0.543 | 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 | 2,093,126 | 663 | 686 | -0.181 | -0.086 | -0.149 | 0.181 | 0.156 | 0.155 | 0.755 | 9 |
| 1 | True | 5,143,249 | 678,629 | 103 | 1,758 | -0.181 | 0.049 | 0.144 | 0.179 | 0.156 | 0.155 | 0.245 | 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 | 1,303,986 | 645 | 641 | -0.495 | -0.170 | -0.217 | 0.312 | 0.237 | 0.223 | 0.581 | 10 |
| 1 | True | 5,677,467 | 942,215 | 122 | 1,536 | -0.314 | 0.073 | 0.204 | 0.413 | 0.236 | 0.227 | 0.419 | 10 |