| 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 | 2,980,477 | 692 | 1,120 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.843 | 1 |
| 1 | True | 2,038,500 | 556,544 | 75 | 2,056 | -0.012 | 0.000 | 0.001 | 0.012 | 0.007 | 0.008 | 0.157 | 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 | 2,608,852 | 710 | 1,087 | -0.024 | -0.001 | -0.013 | 0.024 | 0.019 | 0.019 | 0.819 | 2 |
| 1 | True | 1,918,212 | 575,751 | 56 | 1,854 | -0.024 | 0.002 | 0.014 | 0.024 | 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 | 2,713,171 | 668 | 1,016 | -0.037 | -0.003 | -0.025 | 0.037 | 0.031 | 0.030 | 0.814 | 3 |
| 1 | True | 3,906,368 | 619,388 | 99 | 2,564 | -0.037 | 0.004 | 0.025 | 0.037 | 0.031 | 0.032 | 0.186 | 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 | 2,564,817 | 660 | 1,021 | -0.052 | -0.007 | -0.039 | 0.052 | 0.044 | 0.044 | 0.766 | 4 |
| 1 | True | 3,637,912 | 784,554 | 106 | 1,757 | -0.052 | 0.001 | 0.037 | 0.052 | 0.045 | 0.046 | 0.234 | 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 | 1,966,574 | 658 | 925 | -0.067 | -0.015 | -0.054 | 0.067 | 0.059 | 0.059 | 0.707 | 5 |
| 1 | True | 4,012,714 | 816,252 | 109 | 2,942 | -0.067 | 0.001 | 0.052 | 0.067 | 0.059 | 0.059 | 0.293 | 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 | 3,014,711 | 660 | 919 | -0.087 | -0.024 | -0.072 | 0.086 | 0.077 | 0.077 | 0.797 | 6 |
| 1 | True | 4,793,446 | 766,304 | 106 | 1,720 | -0.086 | 0.009 | 0.068 | 0.086 | 0.076 | 0.076 | 0.203 | 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 | 2,072,623 | 660 | 892 | -0.111 | -0.037 | -0.093 | 0.111 | 0.098 | 0.098 | 0.767 | 7 |
| 1 | True | 4,399,305 | 629,133 | 106 | 2,722 | -0.110 | 0.012 | 0.090 | 0.111 | 0.098 | 0.096 | 0.233 | 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 | 1,679,259 | 659 | 873 | -0.142 | -0.052 | -0.119 | 0.142 | 0.126 | 0.125 | 0.613 | 8 |
| 1 | True | 5,883,500 | 1,058,886 | 108 | 1,765 | -0.142 | 0.008 | 0.115 | 0.142 | 0.126 | 0.127 | 0.387 | 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 | 1,670,088 | 672 | 765 | -0.195 | -0.094 | -0.157 | 0.193 | 0.165 | 0.163 | 0.496 | 9 |
| 1 | True | 5,320,974 | 1,699,860 | 94 | 1,758 | -0.193 | 0.033 | 0.146 | 0.192 | 0.165 | 0.165 | 0.504 | 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 | 881,145 | 670 | 437 | -0.534 | -0.230 | -0.243 | 0.328 | 0.266 | 0.246 | 0.571 | 10 |
| 1 | True | 6,187,270 | 662,377 | 97 | 1,747 | -0.485 | 0.070 | 0.214 | 0.435 | 0.256 | 0.237 | 0.429 | 10 |