| 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 | 2,393,835 | 687 | 992 | -0.013 | 0.000 | 0.001 | 0.013 | 0.006 | 0.006 | 0.773 | 1 |
| 1 | True | 2,300,549 | 701,770 | 79 | 3,256 | -0.012 | -0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 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 | 2,764,388 | 680 | 1,029 | -0.025 | -0.001 | -0.013 | 0.025 | 0.019 | 0.019 | 0.860 | 2 |
| 1 | True | 3,014,509 | 448,446 | 86 | 1,828 | -0.025 | -0.003 | -0.014 | 0.025 | 0.019 | 0.018 | 0.140 | 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 | 2,105,612 | 669 | 1,023 | -0.039 | -0.002 | -0.026 | 0.039 | 0.032 | 0.032 | 0.729 | 3 |
| 1 | True | 3,847,428 | 782,499 | 97 | 1,787 | -0.039 | 0.000 | -0.025 | 0.039 | 0.032 | 0.032 | 0.271 | 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 | 1,943,178 | 669 | 1,004 | -0.053 | -0.009 | -0.041 | 0.053 | 0.046 | 0.046 | 0.833 | 4 |
| 1 | True | 2,858,493 | 388,194 | 97 | 1,908 | -0.053 | 0.003 | 0.040 | 0.053 | 0.045 | 0.046 | 0.167 | 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 | 2,508,762 | 678 | 1,033 | -0.069 | -0.011 | -0.055 | 0.069 | 0.061 | 0.060 | 0.771 | 5 |
| 1 | True | 3,385,558 | 746,593 | 88 | 2,320 | -0.068 | 0.003 | 0.053 | 0.069 | 0.061 | 0.062 | 0.229 | 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 | 2,562,559 | 654 | 996 | -0.088 | -0.018 | -0.072 | 0.088 | 0.078 | 0.078 | 0.808 | 6 |
| 1 | True | 3,792,181 | 609,535 | 112 | 2,250 | -0.087 | 0.014 | 0.072 | 0.087 | 0.078 | 0.079 | 0.192 | 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 | 3,381,219 | 647 | 914 | -0.111 | -0.034 | -0.093 | 0.110 | 0.099 | 0.098 | 0.752 | 7 |
| 1 | True | 5,784,332 | 1,116,259 | 119 | 2,320 | -0.110 | 0.022 | 0.092 | 0.111 | 0.099 | 0.098 | 0.248 | 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 | 2,096,890 | 657 | 887 | -0.142 | -0.057 | -0.120 | 0.142 | 0.126 | 0.125 | 0.648 | 8 |
| 1 | True | 4,196,508 | 1,140,290 | 109 | 1,672 | -0.141 | 0.043 | 0.118 | 0.141 | 0.124 | 0.124 | 0.352 | 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 | 1,417,544 | 662 | 747 | -0.192 | -0.095 | -0.158 | 0.191 | 0.164 | 0.163 | 0.415 | 9 |
| 1 | True | 6,244,463 | 2,002,026 | 104 | 2,184 | -0.192 | 0.045 | 0.152 | 0.191 | 0.166 | 0.165 | 0.585 | 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 | 910,001 | 680 | 456 | -0.600 | -0.225 | -0.241 | 0.336 | 0.262 | 0.245 | 0.697 | 10 |
| 1 | True | 6,612,179 | 395,880 | 86 | 1,611 | -0.406 | 0.062 | 0.204 | 0.415 | 0.256 | 0.245 | 0.303 | 10 |