| 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 | 2,344,335 | 692 | 1,005 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.830 | 1 |
| 1 | True | 1,992,500 | 479,628 | 74 | 2,143 | -0.011 | -0.001 | -0.000 | 0.012 | 0.005 | 0.005 | 0.170 | 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 | 2,763,356 | 676 | 1,101 | -0.025 | -0.003 | -0.013 | 0.024 | 0.018 | 0.018 | 0.729 | 2 |
| 1 | True | 3,866,610 | 1,025,656 | 90 | 2,552 | -0.024 | 0.002 | 0.013 | 0.024 | 0.018 | 0.019 | 0.271 | 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 | 2,388,226 | 694 | 1,083 | -0.037 | -0.004 | -0.026 | 0.037 | 0.031 | 0.031 | 0.891 | 3 |
| 1 | True | 2,084,315 | 291,507 | 72 | 1,960 | -0.037 | 0.010 | 0.028 | 0.037 | 0.031 | 0.031 | 0.109 | 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 | 2,154,821 | 669 | 940 | -0.051 | -0.009 | -0.039 | 0.051 | 0.044 | 0.044 | 0.822 | 4 |
| 1 | True | 3,297,377 | 467,035 | 97 | 1,846 | -0.051 | 0.001 | 0.037 | 0.051 | 0.044 | 0.044 | 0.178 | 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 | 3,438,288 | 678 | 958 | -0.067 | -0.014 | -0.054 | 0.067 | 0.059 | 0.058 | 0.869 | 5 |
| 1 | True | 3,418,475 | 516,947 | 88 | 2,269 | -0.066 | -0.002 | -0.052 | 0.067 | 0.059 | 0.060 | 0.131 | 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 | 2,337,856 | 646 | 894 | -0.085 | -0.026 | -0.071 | 0.085 | 0.076 | 0.075 | 0.617 | 6 |
| 1 | True | 4,974,204 | 1,453,029 | 120 | 2,538 | -0.085 | 0.010 | 0.070 | 0.085 | 0.077 | 0.077 | 0.383 | 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 | 1,838,685 | 655 | 882 | -0.106 | -0.036 | -0.091 | 0.106 | 0.095 | 0.095 | 0.726 | 7 |
| 1 | True | 4,292,345 | 692,628 | 111 | 2,260 | -0.106 | 0.007 | 0.087 | 0.106 | 0.095 | 0.095 | 0.274 | 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 | 1,394,986 | 673 | 771 | -0.134 | -0.054 | -0.114 | 0.134 | 0.119 | 0.119 | 0.460 | 8 |
| 1 | True | 4,962,319 | 1,637,522 | 93 | 1,722 | -0.134 | 0.014 | 0.109 | 0.134 | 0.120 | 0.120 | 0.540 | 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 | 1,914,869 | 653 | 749 | -0.180 | -0.081 | -0.148 | 0.180 | 0.156 | 0.155 | 0.631 | 9 |
| 1 | True | 6,027,844 | 1,118,883 | 113 | 2,323 | -0.180 | 0.029 | 0.138 | 0.178 | 0.153 | 0.151 | 0.369 | 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 | 1,552,285 | 641 | 609 | -0.561 | -0.171 | -0.214 | 0.350 | 0.236 | 0.222 | 0.695 | 10 |
| 1 | True | 7,162,109 | 680,553 | 125 | 1,459 | -0.377 | 0.058 | 0.196 | 0.382 | 0.243 | 0.230 | 0.305 | 10 |