| 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 | 2,454,411 | 695 | 1,012 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.812 | 1 |
| 1 | True | 3,778,856 | 567,905 | 72 | 2,382 | -0.012 | 0.001 | 0.002 | 0.012 | 0.006 | 0.006 | 0.188 | 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 | 2,464,940 | 674 | 953 | -0.024 | -0.002 | -0.013 | 0.024 | 0.018 | 0.018 | 0.709 | 2 |
| 1 | True | 3,128,966 | 1,012,534 | 92 | 1,823 | -0.024 | 0.002 | 0.014 | 0.024 | 0.019 | 0.019 | 0.291 | 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 | 2,159,462 | 696 | 1,025 | -0.036 | -0.004 | -0.025 | 0.036 | 0.030 | 0.029 | 0.859 | 3 |
| 1 | True | 2,458,446 | 354,572 | 71 | 1,896 | -0.036 | -0.004 | -0.025 | 0.036 | 0.030 | 0.030 | 0.141 | 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 | 2,689,574 | 683 | 916 | -0.049 | -0.005 | -0.037 | 0.049 | 0.042 | 0.042 | 0.797 | 4 |
| 1 | True | 3,659,416 | 683,074 | 83 | 2,098 | -0.049 | -0.005 | -0.038 | 0.049 | 0.043 | 0.043 | 0.203 | 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 | 2,507,179 | 683 | 923 | -0.064 | -0.015 | -0.052 | 0.064 | 0.056 | 0.056 | 0.826 | 5 |
| 1 | True | 2,673,831 | 527,625 | 84 | 1,994 | -0.064 | 0.009 | 0.052 | 0.064 | 0.057 | 0.056 | 0.174 | 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 | 2,838,836 | 677 | 941 | -0.082 | -0.021 | -0.067 | 0.082 | 0.072 | 0.072 | 0.830 | 6 |
| 1 | True | 2,695,175 | 579,599 | 89 | 1,762 | -0.082 | -0.002 | -0.065 | 0.081 | 0.073 | 0.072 | 0.170 | 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 | 2,156,367 | 661 | 703 | -0.103 | -0.033 | -0.087 | 0.103 | 0.092 | 0.092 | 0.813 | 7 |
| 1 | True | 4,204,877 | 497,595 | 105 | 1,771 | -0.103 | 0.009 | 0.084 | 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 | 1,929,732 | 662 | 856 | -0.131 | -0.051 | -0.111 | 0.130 | 0.117 | 0.117 | 0.805 | 8 |
| 1 | True | 5,507,336 | 468,651 | 105 | 1,766 | -0.128 | 0.016 | 0.107 | 0.130 | 0.116 | 0.115 | 0.195 | 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 | 1,353,654 | 652 | 722 | -0.174 | -0.080 | -0.143 | 0.173 | 0.151 | 0.149 | 0.544 | 9 |
| 1 | True | 6,305,280 | 1,136,197 | 114 | 1,606 | -0.173 | 0.027 | 0.138 | 0.173 | 0.151 | 0.151 | 0.456 | 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 | 1,684,766 | 611 | 842 | -0.464 | -0.162 | -0.209 | 0.340 | 0.231 | 0.216 | 0.446 | 10 |
| 1 | True | 7,793,398 | 2,094,299 | 156 | 2,075 | -0.402 | 0.063 | 0.188 | 0.407 | 0.238 | 0.222 | 0.554 | 10 |