| 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 | 2,812,627 | 688 | 1,035 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.775 | 1 |
| 1 | True | 4,213,585 | 816,273 | 79 | 2,219 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.225 | 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 | 2,322,882 | 688 | 972 | -0.024 | -0.001 | -0.013 | 0.024 | 0.018 | 0.018 | 0.717 | 2 |
| 1 | True | 2,633,167 | 918,007 | 78 | 2,012 | -0.024 | -0.003 | -0.014 | 0.024 | 0.018 | 0.018 | 0.283 | 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 | 2,499,887 | 694 | 964 | -0.036 | -0.007 | -0.026 | 0.036 | 0.030 | 0.030 | 0.864 | 3 |
| 1 | True | 2,441,991 | 394,421 | 73 | 1,945 | -0.036 | -0.002 | -0.026 | 0.035 | 0.030 | 0.029 | 0.136 | 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 | 2,120,691 | 689 | 916 | -0.049 | -0.007 | -0.037 | 0.049 | 0.042 | 0.042 | 0.872 | 4 |
| 1 | True | 3,082,358 | 311,937 | 77 | 1,801 | -0.049 | -0.002 | -0.036 | 0.049 | 0.042 | 0.042 | 0.128 | 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 | 2,861,451 | 680 | 964 | -0.064 | -0.012 | -0.051 | 0.064 | 0.056 | 0.056 | 0.859 | 5 |
| 1 | True | 3,683,722 | 469,145 | 87 | 1,826 | -0.064 | -0.000 | 0.049 | 0.063 | 0.056 | 0.056 | 0.141 | 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 | 2,205,568 | 676 | 952 | -0.081 | -0.020 | -0.067 | 0.081 | 0.072 | 0.072 | 0.771 | 6 |
| 1 | True | 3,722,243 | 655,756 | 90 | 2,477 | -0.081 | 0.006 | 0.065 | 0.081 | 0.072 | 0.071 | 0.229 | 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 | 1,968,026 | 669 | 770 | -0.103 | -0.030 | -0.086 | 0.103 | 0.092 | 0.091 | 0.813 | 7 |
| 1 | True | 3,623,965 | 453,287 | 97 | 1,555 | -0.103 | 0.007 | 0.082 | 0.103 | 0.091 | 0.091 | 0.187 | 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 | 2,560,127 | 643 | 755 | -0.131 | -0.052 | -0.111 | 0.131 | 0.116 | 0.115 | 0.780 | 8 |
| 1 | True | 6,597,870 | 721,540 | 124 | 1,814 | -0.130 | 0.002 | 0.103 | 0.131 | 0.116 | 0.117 | 0.220 | 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 | 1,388,212 | 666 | 768 | -0.176 | -0.076 | -0.143 | 0.176 | 0.151 | 0.150 | 0.407 | 9 |
| 1 | True | 4,620,390 | 2,019,203 | 100 | 1,364 | -0.175 | 0.013 | 0.134 | 0.175 | 0.152 | 0.152 | 0.593 | 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 | 1,673,014 | 622 | 812 | -0.466 | -0.160 | -0.210 | 0.372 | 0.233 | 0.219 | 0.672 | 10 |
| 1 | True | 7,637,030 | 816,298 | 145 | 2,116 | -0.385 | 0.074 | 0.194 | 0.423 | 0.238 | 0.227 | 0.328 | 10 |