| 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 | 2,879,536 | 691 | 1,078 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.881 | 1 |
| 1 | True | 2,625,875 | 390,364 | 75 | 2,385 | -0.012 | -0.001 | -0.002 | 0.012 | 0.006 | 0.006 | 0.119 | 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 | 2,724,600 | 698 | 1,109 | -0.024 | -0.002 | -0.013 | 0.024 | 0.018 | 0.018 | 0.793 | 2 |
| 1 | True | 2,143,856 | 711,024 | 68 | 3,679 | -0.023 | 0.002 | 0.013 | 0.023 | 0.018 | 0.018 | 0.207 | 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 | 2,316,369 | 677 | 932 | -0.037 | -0.003 | -0.025 | 0.037 | 0.030 | 0.030 | 0.764 | 3 |
| 1 | True | 3,149,483 | 715,041 | 89 | 2,418 | -0.037 | 0.004 | 0.026 | 0.037 | 0.031 | 0.030 | 0.236 | 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 | 2,921,496 | 678 | 1,025 | -0.052 | -0.010 | -0.040 | 0.052 | 0.044 | 0.044 | 0.840 | 4 |
| 1 | True | 2,861,208 | 557,961 | 88 | 2,126 | -0.051 | 0.001 | 0.037 | 0.052 | 0.044 | 0.044 | 0.160 | 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 | 2,042,780 | 663 | 915 | -0.067 | -0.016 | -0.055 | 0.067 | 0.059 | 0.059 | 0.718 | 5 |
| 1 | True | 4,439,133 | 803,288 | 103 | 2,087 | -0.067 | -0.002 | -0.052 | 0.066 | 0.060 | 0.060 | 0.282 | 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 | 2,510,485 | 660 | 883 | -0.085 | -0.022 | -0.071 | 0.085 | 0.075 | 0.075 | 0.773 | 6 |
| 1 | True | 4,066,885 | 737,429 | 106 | 1,858 | -0.085 | 0.007 | 0.069 | 0.085 | 0.075 | 0.075 | 0.227 | 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 | 1,713,589 | 647 | 847 | -0.107 | -0.040 | -0.091 | 0.107 | 0.096 | 0.095 | 0.654 | 7 |
| 1 | True | 5,267,429 | 907,400 | 119 | 1,682 | -0.107 | 0.010 | 0.086 | 0.106 | 0.095 | 0.093 | 0.346 | 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 | 1,483,631 | 665 | 831 | -0.137 | -0.056 | -0.116 | 0.137 | 0.122 | 0.121 | 0.663 | 8 |
| 1 | True | 5,220,781 | 753,254 | 101 | 1,770 | -0.136 | 0.006 | 0.109 | 0.136 | 0.121 | 0.120 | 0.337 | 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 | 1,846,239 | 663 | 746 | -0.185 | -0.084 | -0.150 | 0.184 | 0.158 | 0.158 | 0.454 | 9 |
| 1 | True | 5,279,775 | 2,218,372 | 103 | 2,166 | -0.185 | 0.029 | 0.141 | 0.184 | 0.156 | 0.153 | 0.546 | 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 | 1,533,692 | 643 | 590 | -0.547 | -0.177 | -0.218 | 0.317 | 0.237 | 0.222 | 0.719 | 10 |
| 1 | True | 7,078,161 | 600,790 | 123 | 1,512 | -0.434 | 0.070 | 0.211 | 0.419 | 0.248 | 0.231 | 0.281 | 10 |