| 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 | 2,704,476 | 695 | 1,131 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.795 | 1 |
| 1 | True | 2,723,046 | 697,640 | 72 | 2,763 | -0.011 | 0.000 | 0.001 | 0.011 | 0.006 | 0.006 | 0.205 | 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 | 2,354,507 | 698 | 1,058 | -0.025 | -0.001 | -0.013 | 0.025 | 0.019 | 0.019 | 0.828 | 2 |
| 1 | True | 2,306,617 | 487,574 | 69 | 2,091 | -0.024 | -0.003 | -0.014 | 0.024 | 0.018 | 0.018 | 0.172 | 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 | 3,052,744 | 686 | 1,059 | -0.038 | -0.006 | -0.027 | 0.038 | 0.031 | 0.031 | 0.744 | 3 |
| 1 | True | 3,324,552 | 1,050,750 | 80 | 2,307 | -0.038 | 0.001 | 0.025 | 0.038 | 0.031 | 0.031 | 0.256 | 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 | 2,560,834 | 674 | 948 | -0.052 | -0.008 | -0.040 | 0.052 | 0.045 | 0.045 | 0.757 | 4 |
| 1 | True | 3,822,253 | 821,051 | 93 | 2,249 | -0.052 | 0.001 | 0.039 | 0.051 | 0.045 | 0.045 | 0.243 | 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 | 2,129,383 | 658 | 936 | -0.068 | -0.014 | -0.055 | 0.068 | 0.060 | 0.060 | 0.814 | 5 |
| 1 | True | 5,142,728 | 487,081 | 108 | 2,042 | -0.068 | 0.003 | 0.053 | 0.068 | 0.060 | 0.060 | 0.186 | 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 | 2,737,194 | 673 | 792 | -0.087 | -0.029 | -0.073 | 0.087 | 0.077 | 0.077 | 0.763 | 6 |
| 1 | True | 3,443,878 | 851,569 | 94 | 1,704 | -0.087 | 0.013 | 0.071 | 0.087 | 0.078 | 0.078 | 0.237 | 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 | 1,786,762 | 649 | 851 | -0.110 | -0.040 | -0.093 | 0.109 | 0.098 | 0.098 | 0.759 | 7 |
| 1 | True | 4,771,039 | 568,242 | 117 | 1,882 | -0.109 | -0.003 | -0.087 | 0.109 | 0.098 | 0.097 | 0.241 | 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 | 1,925,072 | 667 | 784 | -0.138 | -0.050 | -0.117 | 0.138 | 0.124 | 0.124 | 0.661 | 8 |
| 1 | True | 5,296,404 | 987,437 | 100 | 1,759 | -0.137 | 0.010 | 0.112 | 0.138 | 0.123 | 0.123 | 0.339 | 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 | 1,576,550 | 666 | 776 | -0.185 | -0.089 | -0.150 | 0.185 | 0.158 | 0.157 | 0.473 | 9 |
| 1 | True | 5,082,879 | 1,755,969 | 100 | 1,593 | -0.185 | 0.037 | 0.148 | 0.185 | 0.161 | 0.159 | 0.527 | 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 | 1,333,968 | 644 | 608 | -0.532 | -0.180 | -0.219 | 0.337 | 0.237 | 0.222 | 0.662 | 10 |
| 1 | True | 6,135,161 | 679,889 | 123 | 1,995 | -0.374 | 0.075 | 0.204 | 0.374 | 0.243 | 0.229 | 0.338 | 10 |