| 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 | 2,384,920 | 695 | 1,019 | -0.013 | -0.000 | -0.000 | 0.013 | 0.006 | 0.006 | 0.773 | 1 |
| 1 | True | 2,567,786 | 699,117 | 72 | 2,367 | -0.013 | 0.002 | 0.005 | 0.013 | 0.007 | 0.007 | 0.227 | 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 | 2,854,404 | 684 | 1,108 | -0.025 | -0.000 | -0.000 | 0.025 | 0.019 | 0.019 | 0.828 | 2 |
| 1 | True | 2,771,434 | 590,975 | 82 | 2,740 | -0.025 | 0.000 | 0.013 | 0.025 | 0.019 | 0.019 | 0.172 | 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 | 2,688,201 | 679 | 999 | -0.039 | -0.001 | -0.026 | 0.039 | 0.032 | 0.032 | 0.768 | 3 |
| 1 | True | 3,131,521 | 811,809 | 88 | 2,269 | -0.038 | 0.002 | 0.025 | 0.038 | 0.031 | 0.031 | 0.232 | 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 | 1,958,269 | 665 | 1,004 | -0.054 | -0.005 | -0.040 | 0.054 | 0.046 | 0.046 | 0.791 | 4 |
| 1 | True | 4,074,777 | 516,474 | 101 | 2,032 | -0.054 | -0.002 | -0.040 | 0.054 | 0.047 | 0.047 | 0.209 | 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 | 2,609,905 | 652 | 1,035 | -0.071 | -0.008 | -0.056 | 0.071 | 0.062 | 0.062 | 0.811 | 5 |
| 1 | True | 3,715,030 | 609,624 | 115 | 2,556 | -0.071 | -0.004 | -0.055 | 0.071 | 0.062 | 0.062 | 0.189 | 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 | 2,196,494 | 661 | 943 | -0.088 | -0.018 | -0.074 | 0.088 | 0.079 | 0.079 | 0.744 | 6 |
| 1 | True | 4,749,142 | 757,728 | 105 | 2,578 | -0.088 | 0.015 | 0.073 | 0.088 | 0.079 | 0.079 | 0.256 | 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 | 2,834,034 | 655 | 933 | -0.111 | -0.032 | -0.094 | 0.111 | 0.100 | 0.099 | 0.673 | 7 |
| 1 | True | 5,700,770 | 1,376,722 | 111 | 2,543 | -0.111 | 0.035 | 0.094 | 0.111 | 0.100 | 0.101 | 0.327 | 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 | 1,647,808 | 672 | 848 | -0.142 | -0.052 | -0.119 | 0.142 | 0.125 | 0.125 | 0.681 | 8 |
| 1 | True | 4,639,582 | 770,450 | 95 | 1,485 | -0.142 | 0.029 | 0.117 | 0.142 | 0.125 | 0.125 | 0.319 | 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 | 1,790,084 | 674 | 816 | -0.198 | -0.094 | -0.158 | 0.197 | 0.167 | 0.165 | 0.524 | 9 |
| 1 | True | 5,268,736 | 1,627,386 | 92 | 1,843 | -0.197 | 0.052 | 0.149 | 0.197 | 0.167 | 0.164 | 0.476 | 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 | 871,159 | 679 | 465 | -0.534 | -0.230 | -0.247 | 0.350 | 0.268 | 0.248 | 0.575 | 10 |
| 1 | True | 5,465,650 | 642,792 | 88 | 1,489 | -0.495 | 0.086 | 0.214 | 0.424 | 0.260 | 0.244 | 0.425 | 10 |