| 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 | 2,639,480 | 698 | 1,086 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.708 | 1 |
| 1 | True | 3,276,471 | 1,088,863 | 69 | 2,655 | -0.012 | 0.000 | 0.002 | 0.012 | 0.006 | 0.006 | 0.292 | 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 | 2,940,156 | 691 | 1,121 | -0.024 | -0.001 | -0.013 | 0.024 | 0.018 | 0.018 | 0.826 | 2 |
| 1 | True | 2,510,181 | 619,496 | 76 | 2,131 | -0.024 | -0.001 | -0.012 | 0.024 | 0.018 | 0.017 | 0.174 | 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 | 2,602,139 | 688 | 926 | -0.038 | -0.005 | -0.026 | 0.038 | 0.031 | 0.031 | 0.847 | 3 |
| 1 | True | 2,628,382 | 469,673 | 78 | 2,206 | -0.037 | -0.000 | -0.000 | 0.037 | 0.031 | 0.031 | 0.153 | 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 | 2,398,146 | 674 | 990 | -0.051 | -0.011 | -0.041 | 0.051 | 0.044 | 0.044 | 0.811 | 4 |
| 1 | True | 3,843,708 | 558,398 | 93 | 2,270 | -0.050 | -0.006 | -0.039 | 0.051 | 0.044 | 0.045 | 0.189 | 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 | 2,327,336 | 668 | 887 | -0.067 | -0.018 | -0.054 | 0.067 | 0.059 | 0.058 | 0.836 | 5 |
| 1 | True | 3,622,010 | 457,610 | 98 | 1,798 | -0.067 | -0.001 | -0.051 | 0.067 | 0.058 | 0.058 | 0.164 | 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 | 2,558,935 | 670 | 848 | -0.084 | -0.022 | -0.071 | 0.084 | 0.075 | 0.075 | 0.808 | 6 |
| 1 | True | 4,980,581 | 608,515 | 97 | 1,618 | -0.084 | -0.002 | -0.068 | 0.083 | 0.075 | 0.076 | 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 | 2,161,835 | 675 | 845 | -0.106 | -0.034 | -0.089 | 0.106 | 0.094 | 0.094 | 0.810 | 7 |
| 1 | True | 3,437,528 | 505,882 | 91 | 1,721 | -0.106 | -0.000 | -0.084 | 0.105 | 0.095 | 0.095 | 0.190 | 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 | 1,289,709 | 646 | 779 | -0.136 | -0.057 | -0.115 | 0.136 | 0.120 | 0.119 | 0.548 | 8 |
| 1 | True | 6,387,853 | 1,065,182 | 121 | 2,102 | -0.136 | 0.022 | 0.110 | 0.136 | 0.121 | 0.121 | 0.452 | 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 | 1,870,608 | 671 | 726 | -0.179 | -0.082 | -0.150 | 0.179 | 0.156 | 0.156 | 0.493 | 9 |
| 1 | True | 4,200,539 | 1,922,788 | 95 | 1,678 | -0.177 | 0.012 | 0.139 | 0.179 | 0.156 | 0.154 | 0.507 | 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 | 1,513,506 | 622 | 751 | -0.481 | -0.167 | -0.214 | 0.365 | 0.234 | 0.221 | 0.664 | 10 |
| 1 | True | 7,241,180 | 764,439 | 145 | 1,809 | -0.382 | 0.057 | 0.191 | 0.375 | 0.235 | 0.224 | 0.336 | 10 |