| 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 | 2,287,964 | 685 | 1,112 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.720 | 1 |
| 1 | True | 3,560,702 | 890,605 | 82 | 2,491 | -0.012 | 0.001 | 0.001 | 0.012 | 0.006 | 0.006 | 0.280 | 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 | 2,376,075 | 682 | 1,093 | -0.024 | -0.001 | -0.013 | 0.024 | 0.018 | 0.018 | 0.861 | 2 |
| 1 | True | 2,541,966 | 383,547 | 84 | 2,886 | -0.024 | 0.002 | 0.013 | 0.024 | 0.018 | 0.019 | 0.139 | 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 | 2,676,601 | 678 | 965 | -0.036 | -0.006 | -0.026 | 0.036 | 0.030 | 0.030 | 0.812 | 3 |
| 1 | True | 2,870,530 | 619,887 | 89 | 1,855 | -0.036 | 0.001 | 0.025 | 0.036 | 0.031 | 0.031 | 0.188 | 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 | 2,185,500 | 673 | 874 | -0.050 | -0.008 | -0.038 | 0.050 | 0.043 | 0.043 | 0.770 | 4 |
| 1 | True | 3,326,704 | 653,233 | 93 | 3,023 | -0.050 | -0.002 | -0.036 | 0.050 | 0.043 | 0.044 | 0.230 | 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 | 2,642,508 | 672 | 924 | -0.065 | -0.017 | -0.053 | 0.065 | 0.058 | 0.057 | 0.778 | 5 |
| 1 | True | 4,238,694 | 755,632 | 95 | 3,456 | -0.065 | 0.009 | 0.052 | 0.065 | 0.057 | 0.057 | 0.222 | 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 | 2,273,355 | 671 | 908 | -0.085 | -0.031 | -0.071 | 0.085 | 0.075 | 0.075 | 0.696 | 6 |
| 1 | True | 3,837,496 | 994,235 | 95 | 2,050 | -0.084 | 0.015 | 0.069 | 0.083 | 0.075 | 0.075 | 0.304 | 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 | 2,236,842 | 666 | 941 | -0.107 | -0.040 | -0.091 | 0.107 | 0.096 | 0.096 | 0.826 | 7 |
| 1 | True | 4,222,484 | 470,797 | 100 | 1,978 | -0.106 | -0.007 | -0.085 | 0.107 | 0.096 | 0.096 | 0.174 | 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 | 1,699,890 | 668 | 818 | -0.136 | -0.063 | -0.116 | 0.136 | 0.120 | 0.120 | 0.446 | 8 |
| 1 | True | 5,687,308 | 2,110,764 | 99 | 2,018 | -0.136 | 0.009 | 0.110 | 0.136 | 0.121 | 0.121 | 0.554 | 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 | 2,245,756 | 664 | 777 | -0.181 | -0.091 | -0.151 | 0.181 | 0.157 | 0.157 | 0.751 | 9 |
| 1 | True | 5,373,938 | 744,140 | 102 | 1,612 | -0.181 | 0.010 | 0.140 | 0.180 | 0.158 | 0.157 | 0.249 | 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 | 1,312,126 | 646 | 566 | -0.447 | -0.156 | -0.212 | 0.357 | 0.236 | 0.222 | 0.661 | 10 |
| 1 | True | 6,376,617 | 671,728 | 121 | 1,530 | -0.386 | 0.088 | 0.203 | 0.456 | 0.247 | 0.235 | 0.339 | 10 |