| 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 | 2,337,495 | 700 | 1,135 | -0.011 | -0.000 | -0.000 | 0.011 | 0.006 | 0.006 | 0.820 | 1 |
| 1 | True | 2,206,418 | 513,333 | 67 | 3,178 | -0.011 | -0.000 | 0.000 | 0.011 | 0.006 | 0.006 | 0.180 | 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 | 2,479,354 | 695 | 1,022 | -0.024 | -0.002 | -0.012 | 0.024 | 0.018 | 0.018 | 0.826 | 2 |
| 1 | True | 1,830,878 | 524,084 | 71 | 2,299 | -0.024 | 0.001 | 0.012 | 0.024 | 0.018 | 0.017 | 0.174 | 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 | 2,076,761 | 680 | 1,038 | -0.036 | -0.005 | -0.026 | 0.036 | 0.030 | 0.030 | 0.732 | 3 |
| 1 | True | 3,773,444 | 758,672 | 86 | 3,178 | -0.036 | 0.002 | 0.025 | 0.036 | 0.030 | 0.031 | 0.268 | 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 | 2,376,133 | 666 | 921 | -0.051 | -0.010 | -0.039 | 0.051 | 0.044 | 0.043 | 0.755 | 4 |
| 1 | True | 4,320,650 | 769,536 | 100 | 2,422 | -0.051 | -0.000 | 0.000 | 0.051 | 0.043 | 0.043 | 0.245 | 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 | 3,297,898 | 674 | 996 | -0.067 | -0.022 | -0.055 | 0.067 | 0.059 | 0.058 | 0.865 | 5 |
| 1 | True | 3,814,561 | 512,957 | 93 | 2,002 | -0.067 | -0.003 | -0.052 | 0.067 | 0.059 | 0.058 | 0.135 | 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 | 2,225,197 | 649 | 854 | -0.085 | -0.031 | -0.072 | 0.085 | 0.076 | 0.075 | 0.680 | 6 |
| 1 | True | 5,771,181 | 1,047,245 | 117 | 2,215 | -0.084 | 0.010 | 0.068 | 0.085 | 0.075 | 0.075 | 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 | 2,025,994 | 673 | 856 | -0.107 | -0.044 | -0.091 | 0.107 | 0.095 | 0.095 | 0.730 | 7 |
| 1 | True | 4,119,007 | 749,312 | 93 | 2,103 | -0.107 | 0.006 | 0.087 | 0.106 | 0.096 | 0.095 | 0.270 | 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 | 1,587,119 | 652 | 807 | -0.137 | -0.065 | -0.116 | 0.137 | 0.121 | 0.120 | 0.448 | 8 |
| 1 | True | 5,048,458 | 1,954,830 | 114 | 2,016 | -0.136 | -0.010 | -0.110 | 0.137 | 0.120 | 0.119 | 0.552 | 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 | 1,755,705 | 683 | 776 | -0.185 | -0.090 | -0.151 | 0.184 | 0.158 | 0.157 | 0.817 | 9 |
| 1 | True | 4,131,407 | 393,455 | 83 | 1,365 | -0.182 | 0.022 | 0.144 | 0.184 | 0.160 | 0.159 | 0.183 | 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 | 1,763,640 | 638 | 544 | -0.456 | -0.161 | -0.215 | 0.375 | 0.238 | 0.224 | 0.630 | 10 |
| 1 | True | 7,023,027 | 1,036,096 | 129 | 1,817 | -0.312 | 0.080 | 0.203 | 0.432 | 0.243 | 0.226 | 0.370 | 10 |