| 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 | 2,099,976 | 696 | 1,058 | -0.012 | -0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.790 | 1 |
| 1 | True | 2,550,392 | 559,475 | 71 | 2,829 | -0.012 | 0.001 | 0.001 | 0.012 | 0.006 | 0.005 | 0.210 | 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 | 2,816,806 | 700 | 1,120 | -0.024 | -0.001 | -0.012 | 0.024 | 0.018 | 0.018 | 0.856 | 2 |
| 1 | True | 2,305,605 | 474,422 | 66 | 3,309 | -0.024 | 0.004 | 0.015 | 0.024 | 0.018 | 0.019 | 0.144 | 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 | 2,231,531 | 681 | 1,052 | -0.037 | -0.005 | -0.025 | 0.037 | 0.030 | 0.030 | 0.758 | 3 |
| 1 | True | 3,143,219 | 713,601 | 85 | 2,111 | -0.036 | -0.001 | -0.024 | 0.036 | 0.029 | 0.029 | 0.242 | 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 | 2,386,688 | 676 | 1,017 | -0.051 | -0.010 | -0.039 | 0.051 | 0.044 | 0.043 | 0.751 | 4 |
| 1 | True | 4,961,229 | 789,284 | 90 | 2,976 | -0.050 | -0.004 | -0.038 | 0.050 | 0.045 | 0.045 | 0.249 | 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 | 2,745,989 | 652 | 933 | -0.066 | -0.017 | -0.054 | 0.066 | 0.058 | 0.058 | 0.735 | 5 |
| 1 | True | 4,116,389 | 988,157 | 115 | 2,352 | -0.066 | 0.000 | -0.051 | 0.066 | 0.059 | 0.060 | 0.265 | 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 | 1,782,424 | 659 | 814 | -0.086 | -0.032 | -0.071 | 0.085 | 0.076 | 0.076 | 0.633 | 6 |
| 1 | True | 4,684,631 | 1,031,305 | 107 | 2,180 | -0.085 | 0.010 | 0.068 | 0.085 | 0.076 | 0.075 | 0.367 | 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 | 2,466,824 | 674 | 844 | -0.106 | -0.044 | -0.092 | 0.106 | 0.096 | 0.095 | 0.604 | 7 |
| 1 | True | 4,254,746 | 1,616,559 | 92 | 2,103 | -0.106 | 0.017 | 0.088 | 0.106 | 0.096 | 0.097 | 0.396 | 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 | 1,810,132 | 667 | 760 | -0.137 | -0.066 | -0.116 | 0.137 | 0.121 | 0.120 | 0.785 | 8 |
| 1 | True | 4,821,164 | 495,188 | 99 | 1,897 | -0.137 | 0.005 | 0.107 | 0.137 | 0.121 | 0.121 | 0.215 | 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 | 2,284,786 | 670 | 707 | -0.182 | -0.087 | -0.152 | 0.182 | 0.158 | 0.158 | 0.704 | 9 |
| 1 | True | 4,155,297 | 960,910 | 96 | 1,378 | -0.180 | 0.007 | 0.139 | 0.182 | 0.158 | 0.158 | 0.296 | 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 | 1,228,267 | 640 | 632 | -0.456 | -0.163 | -0.216 | 0.394 | 0.236 | 0.223 | 0.655 | 10 |
| 1 | True | 7,117,138 | 647,685 | 127 | 1,705 | -0.341 | 0.086 | 0.198 | 0.383 | 0.237 | 0.227 | 0.345 | 10 |