| 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 | 3,170,995 | 684 | 1,099 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.834 | 1 |
| 1 | True | 2,826,098 | 630,013 | 83 | 1,910 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.166 | 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 | 2,293,849 | 691 | 990 | -0.025 | 0.000 | 0.012 | 0.025 | 0.019 | 0.018 | 0.819 | 2 |
| 1 | True | 2,275,175 | 507,629 | 75 | 2,179 | -0.025 | 0.002 | 0.013 | 0.025 | 0.018 | 0.018 | 0.181 | 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 | 2,184,933 | 688 | 1,134 | -0.039 | -0.004 | -0.027 | 0.039 | 0.032 | 0.032 | 0.822 | 3 |
| 1 | True | 2,588,439 | 472,615 | 79 | 2,225 | -0.038 | 0.001 | 0.026 | 0.039 | 0.033 | 0.033 | 0.178 | 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 | 2,647,837 | 663 | 992 | -0.052 | -0.003 | -0.040 | 0.052 | 0.045 | 0.045 | 0.759 | 4 |
| 1 | True | 3,878,993 | 839,277 | 103 | 2,023 | -0.052 | 0.001 | 0.039 | 0.052 | 0.045 | 0.045 | 0.241 | 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 | 2,147,403 | 666 | 995 | -0.069 | -0.009 | -0.055 | 0.069 | 0.061 | 0.060 | 0.833 | 5 |
| 1 | True | 4,208,153 | 430,041 | 101 | 2,761 | -0.069 | 0.003 | 0.054 | 0.069 | 0.061 | 0.061 | 0.167 | 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 | 3,005,799 | 653 | 882 | -0.088 | -0.015 | -0.073 | 0.088 | 0.078 | 0.078 | 0.742 | 6 |
| 1 | True | 4,371,475 | 1,043,493 | 113 | 2,709 | -0.088 | 0.027 | 0.073 | 0.087 | 0.079 | 0.079 | 0.258 | 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 | 2,329,132 | 658 | 907 | -0.112 | -0.035 | -0.094 | 0.112 | 0.099 | 0.098 | 0.758 | 7 |
| 1 | True | 5,307,583 | 744,694 | 108 | 1,866 | -0.112 | 0.017 | 0.090 | 0.112 | 0.099 | 0.099 | 0.242 | 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 | 1,495,375 | 653 | 817 | -0.142 | -0.047 | -0.119 | 0.142 | 0.126 | 0.126 | 0.539 | 8 |
| 1 | True | 5,906,819 | 1,276,531 | 114 | 1,770 | -0.142 | 0.028 | 0.115 | 0.142 | 0.126 | 0.125 | 0.461 | 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 | 1,671,826 | 671 | 789 | -0.197 | -0.100 | -0.159 | 0.196 | 0.166 | 0.165 | 0.488 | 9 |
| 1 | True | 5,303,019 | 1,757,327 | 95 | 1,675 | -0.196 | 0.035 | 0.151 | 0.196 | 0.169 | 0.167 | 0.512 | 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 | 896,779 | 678 | 467 | -0.549 | -0.231 | -0.246 | 0.348 | 0.268 | 0.250 | 0.613 | 10 |
| 1 | True | 5,428,372 | 566,537 | 89 | 1,467 | -0.510 | 0.071 | 0.214 | 0.429 | 0.263 | 0.243 | 0.387 | 10 |