| 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 | 1,837,158 | 685 | 1,025 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.679 | 1 |
| 1 | True | 2,155,021 | 868,575 | 82 | 2,198 | -0.012 | -0.000 | 0.000 | 0.012 | 0.006 | 0.007 | 0.321 | 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 | 2,587,041 | 682 | 1,059 | -0.024 | -0.001 | -0.013 | 0.024 | 0.018 | 0.018 | 0.871 | 2 |
| 1 | True | 3,053,604 | 383,195 | 84 | 2,605 | -0.024 | -0.003 | -0.015 | 0.024 | 0.019 | 0.019 | 0.129 | 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 | 2,027,198 | 682 | 1,049 | -0.038 | -0.001 | -0.025 | 0.038 | 0.031 | 0.031 | 0.772 | 3 |
| 1 | True | 3,717,060 | 597,218 | 85 | 2,540 | -0.037 | 0.005 | 0.026 | 0.037 | 0.031 | 0.032 | 0.228 | 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 | 2,731,090 | 685 | 961 | -0.052 | -0.005 | -0.040 | 0.052 | 0.045 | 0.045 | 0.877 | 4 |
| 1 | True | 1,935,385 | 381,793 | 81 | 1,665 | -0.052 | 0.003 | 0.039 | 0.052 | 0.044 | 0.044 | 0.123 | 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 | 3,108,368 | 672 | 1,001 | -0.068 | -0.013 | -0.054 | 0.068 | 0.060 | 0.060 | 0.805 | 5 |
| 1 | True | 4,212,590 | 751,353 | 95 | 2,585 | -0.068 | 0.003 | 0.053 | 0.068 | 0.061 | 0.061 | 0.195 | 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 | 2,240,910 | 647 | 918 | -0.087 | -0.023 | -0.073 | 0.087 | 0.077 | 0.077 | 0.724 | 6 |
| 1 | True | 5,676,665 | 855,255 | 119 | 2,813 | -0.086 | 0.011 | 0.069 | 0.086 | 0.077 | 0.077 | 0.276 | 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 | 2,769,180 | 649 | 934 | -0.107 | -0.035 | -0.091 | 0.107 | 0.096 | 0.095 | 0.745 | 7 |
| 1 | True | 4,741,181 | 946,122 | 117 | 2,122 | -0.106 | 0.019 | 0.090 | 0.107 | 0.097 | 0.096 | 0.255 | 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 | 1,877,538 | 670 | 897 | -0.138 | -0.051 | -0.115 | 0.138 | 0.121 | 0.120 | 0.700 | 8 |
| 1 | True | 5,768,134 | 802,965 | 97 | 1,887 | -0.136 | 0.017 | 0.111 | 0.137 | 0.120 | 0.119 | 0.300 | 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 | 1,829,550 | 671 | 854 | -0.191 | -0.091 | -0.155 | 0.191 | 0.162 | 0.162 | 0.662 | 9 |
| 1 | True | 6,010,681 | 934,561 | 95 | 1,666 | -0.188 | 0.040 | 0.147 | 0.191 | 0.162 | 0.159 | 0.338 | 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 | 894,084 | 676 | 471 | -0.531 | -0.207 | -0.233 | 0.360 | 0.256 | 0.239 | 0.332 | 10 |
| 1 | True | 4,690,250 | 1,795,275 | 91 | 1,816 | -0.398 | 0.103 | 0.209 | 0.451 | 0.255 | 0.236 | 0.668 | 10 |