| 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 | 2,490,478 | 699 | 1,091 | -0.011 | 0.000 | -0.000 | 0.011 | 0.006 | 0.006 | 0.816 | 1 |
| 1 | True | 2,338,155 | 560,468 | 68 | 2,944 | -0.011 | -0.001 | -0.001 | 0.011 | 0.006 | 0.005 | 0.184 | 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 | 2,122,427 | 689 | 952 | -0.024 | -0.001 | -0.012 | 0.024 | 0.017 | 0.017 | 0.835 | 2 |
| 1 | True | 2,442,141 | 419,944 | 77 | 2,320 | -0.022 | 0.003 | 0.013 | 0.023 | 0.017 | 0.017 | 0.165 | 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 | 2,157,295 | 695 | 962 | -0.036 | -0.004 | -0.025 | 0.036 | 0.030 | 0.030 | 0.764 | 3 |
| 1 | True | 2,423,734 | 667,059 | 71 | 3,072 | -0.036 | 0.003 | 0.025 | 0.036 | 0.029 | 0.029 | 0.236 | 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 | 2,463,526 | 670 | 958 | -0.051 | -0.008 | -0.039 | 0.051 | 0.044 | 0.043 | 0.832 | 4 |
| 1 | True | 3,351,203 | 498,425 | 96 | 1,748 | -0.050 | -0.005 | -0.039 | 0.051 | 0.044 | 0.044 | 0.168 | 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 | 2,397,742 | 664 | 899 | -0.066 | -0.017 | -0.054 | 0.066 | 0.058 | 0.058 | 0.719 | 5 |
| 1 | True | 5,627,340 | 937,314 | 103 | 2,613 | -0.066 | 0.001 | 0.051 | 0.066 | 0.059 | 0.059 | 0.281 | 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 | 2,181,088 | 652 | 912 | -0.084 | -0.027 | -0.070 | 0.083 | 0.074 | 0.073 | 0.688 | 6 |
| 1 | True | 4,933,550 | 990,950 | 114 | 2,380 | -0.083 | 0.009 | 0.068 | 0.084 | 0.075 | 0.076 | 0.312 | 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 | 1,901,436 | 655 | 779 | -0.105 | -0.046 | -0.091 | 0.106 | 0.094 | 0.094 | 0.647 | 7 |
| 1 | True | 4,939,766 | 1,039,002 | 111 | 1,977 | -0.105 | 0.011 | 0.085 | 0.105 | 0.095 | 0.094 | 0.353 | 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 | 1,988,766 | 666 | 837 | -0.134 | -0.052 | -0.113 | 0.134 | 0.119 | 0.119 | 0.484 | 8 |
| 1 | True | 4,273,207 | 2,116,389 | 100 | 1,861 | -0.133 | 0.023 | 0.110 | 0.131 | 0.118 | 0.118 | 0.516 | 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 | 2,284,863 | 669 | 777 | -0.178 | -0.090 | -0.149 | 0.178 | 0.155 | 0.154 | 0.852 | 9 |
| 1 | True | 4,886,009 | 395,591 | 97 | 1,516 | -0.176 | 0.042 | 0.140 | 0.178 | 0.153 | 0.149 | 0.148 | 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 | 1,470,194 | 644 | 700 | -0.464 | -0.143 | -0.208 | 0.399 | 0.232 | 0.218 | 0.686 | 10 |
| 1 | True | 6,788,510 | 672,550 | 123 | 1,787 | -0.343 | 0.070 | 0.199 | 0.413 | 0.235 | 0.223 | 0.314 | 10 |