| 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 | 2,660,425 | 676 | 1,032 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.007 | 0.799 | 1 |
| 1 | True | 3,365,763 | 667,960 | 90 | 3,172 | -0.012 | -0.000 | -0.001 | 0.012 | 0.007 | 0.008 | 0.201 | 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 | 2,632,046 | 699 | 1,113 | -0.024 | -0.001 | -0.013 | 0.024 | 0.019 | 0.019 | 0.847 | 2 |
| 1 | True | 3,184,743 | 476,126 | 67 | 2,901 | -0.023 | 0.005 | 0.016 | 0.024 | 0.018 | 0.018 | 0.153 | 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 | 2,527,563 | 688 | 991 | -0.037 | -0.004 | -0.026 | 0.037 | 0.031 | 0.031 | 0.836 | 3 |
| 1 | True | 2,269,357 | 495,545 | 78 | 2,217 | -0.037 | 0.001 | 0.025 | 0.036 | 0.030 | 0.029 | 0.164 | 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 | 2,899,676 | 694 | 951 | -0.051 | -0.008 | -0.039 | 0.051 | 0.044 | 0.043 | 0.833 | 4 |
| 1 | True | 2,550,430 | 583,102 | 72 | 2,338 | -0.051 | 0.004 | 0.037 | 0.051 | 0.043 | 0.043 | 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 | 2,594,621 | 657 | 1,046 | -0.068 | -0.015 | -0.054 | 0.068 | 0.059 | 0.059 | 0.673 | 5 |
| 1 | True | 3,460,021 | 1,259,765 | 109 | 2,134 | -0.068 | 0.002 | 0.052 | 0.067 | 0.059 | 0.058 | 0.327 | 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 | 2,239,846 | 674 | 908 | -0.085 | -0.026 | -0.072 | 0.085 | 0.077 | 0.077 | 0.838 | 6 |
| 1 | True | 4,729,645 | 434,414 | 92 | 1,968 | -0.085 | 0.005 | 0.070 | 0.085 | 0.077 | 0.076 | 0.162 | 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 | 1,985,652 | 645 | 846 | -0.107 | -0.033 | -0.091 | 0.107 | 0.096 | 0.095 | 0.727 | 7 |
| 1 | True | 5,266,159 | 747,126 | 121 | 1,622 | -0.107 | 0.014 | 0.088 | 0.107 | 0.096 | 0.095 | 0.273 | 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 | 1,222,180 | 666 | 776 | -0.139 | -0.059 | -0.117 | 0.138 | 0.122 | 0.121 | 0.529 | 8 |
| 1 | True | 5,882,135 | 1,088,461 | 100 | 1,873 | -0.138 | 0.011 | 0.109 | 0.139 | 0.121 | 0.120 | 0.471 | 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 | 1,838,679 | 666 | 728 | -0.187 | -0.083 | -0.152 | 0.187 | 0.161 | 0.159 | 0.501 | 9 |
| 1 | True | 4,514,927 | 1,834,356 | 100 | 1,456 | -0.186 | 0.015 | 0.140 | 0.187 | 0.160 | 0.160 | 0.499 | 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 | 1,528,603 | 630 | 643 | -0.534 | -0.177 | -0.218 | 0.331 | 0.238 | 0.224 | 0.700 | 10 |
| 1 | True | 6,912,723 | 656,334 | 136 | 1,599 | -0.417 | 0.057 | 0.209 | 0.412 | 0.246 | 0.230 | 0.300 | 10 |