| 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 | 1,966,321 | 684 | 943 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.818 | 1 |
| 1 | True | 2,784,801 | 438,040 | 83 | 2,400 | -0.012 | -0.000 | 0.000 | 0.011 | 0.005 | 0.005 | 0.182 | 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 | 2,921,621 | 693 | 1,146 | -0.023 | -0.002 | -0.013 | 0.023 | 0.017 | 0.017 | 0.825 | 2 |
| 1 | True | 2,122,011 | 619,291 | 73 | 3,945 | -0.023 | 0.000 | -0.012 | 0.023 | 0.017 | 0.016 | 0.175 | 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 | 2,090,146 | 684 | 953 | -0.036 | -0.005 | -0.025 | 0.036 | 0.030 | 0.030 | 0.785 | 3 |
| 1 | True | 2,784,720 | 572,834 | 82 | 2,332 | -0.036 | -0.000 | 0.000 | 0.036 | 0.030 | 0.029 | 0.215 | 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 | 2,216,542 | 675 | 969 | -0.050 | -0.009 | -0.038 | 0.050 | 0.043 | 0.043 | 0.721 | 4 |
| 1 | True | 4,292,608 | 859,293 | 91 | 2,611 | -0.050 | 0.004 | 0.037 | 0.050 | 0.043 | 0.043 | 0.279 | 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 | 2,421,798 | 665 | 839 | -0.065 | -0.017 | -0.053 | 0.065 | 0.057 | 0.056 | 0.785 | 5 |
| 1 | True | 4,306,511 | 662,866 | 102 | 1,770 | -0.064 | 0.006 | 0.052 | 0.064 | 0.058 | 0.059 | 0.215 | 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 | 1,942,959 | 666 | 857 | -0.083 | -0.033 | -0.071 | 0.083 | 0.074 | 0.073 | 0.680 | 6 |
| 1 | True | 5,531,108 | 914,157 | 100 | 2,665 | -0.082 | -0.002 | -0.065 | 0.083 | 0.074 | 0.074 | 0.320 | 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 | 2,304,056 | 647 | 878 | -0.103 | -0.042 | -0.089 | 0.103 | 0.093 | 0.093 | 0.711 | 7 |
| 1 | True | 4,456,314 | 938,789 | 119 | 1,786 | -0.103 | 0.015 | 0.087 | 0.103 | 0.094 | 0.094 | 0.289 | 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 | 1,785,629 | 669 | 764 | -0.132 | -0.058 | -0.112 | 0.132 | 0.117 | 0.117 | 0.744 | 8 |
| 1 | True | 4,097,855 | 614,079 | 97 | 2,038 | -0.131 | -0.005 | -0.105 | 0.132 | 0.116 | 0.115 | 0.256 | 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 | 2,276,700 | 669 | 753 | -0.177 | -0.082 | -0.146 | 0.177 | 0.153 | 0.152 | 0.538 | 9 |
| 1 | True | 4,872,519 | 1,952,803 | 97 | 1,523 | -0.176 | 0.039 | 0.139 | 0.176 | 0.153 | 0.151 | 0.462 | 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 | 1,375,480 | 643 | 699 | -0.460 | -0.152 | -0.208 | 0.325 | 0.229 | 0.214 | 0.657 | 10 |
| 1 | True | 6,798,066 | 717,444 | 124 | 2,069 | -0.296 | 0.090 | 0.200 | 0.416 | 0.234 | 0.220 | 0.343 | 10 |