| 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 | 2,485,435 | 691 | 988 | -0.012 | -0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.831 | 1 |
| 1 | True | 3,291,035 | 504,221 | 76 | 2,048 | -0.011 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.169 | 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 | 2,270,063 | 698 | 980 | -0.024 | -0.002 | -0.013 | 0.024 | 0.018 | 0.018 | 0.817 | 2 |
| 1 | True | 2,495,640 | 509,335 | 68 | 2,025 | -0.024 | 0.004 | 0.014 | 0.023 | 0.018 | 0.019 | 0.183 | 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 | 2,413,160 | 688 | 1,046 | -0.038 | -0.005 | -0.025 | 0.038 | 0.030 | 0.031 | 0.723 | 3 |
| 1 | True | 2,451,341 | 925,534 | 79 | 2,167 | -0.036 | 0.001 | 0.024 | 0.038 | 0.030 | 0.030 | 0.277 | 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 | 3,086,730 | 679 | 966 | -0.052 | -0.006 | -0.039 | 0.052 | 0.045 | 0.045 | 0.804 | 4 |
| 1 | True | 3,282,802 | 753,532 | 87 | 2,122 | -0.052 | 0.002 | 0.038 | 0.052 | 0.045 | 0.045 | 0.196 | 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 | 2,358,076 | 690 | 875 | -0.067 | -0.011 | -0.054 | 0.067 | 0.059 | 0.059 | 0.863 | 5 |
| 1 | True | 3,139,819 | 374,322 | 77 | 1,667 | -0.067 | 0.007 | 0.053 | 0.067 | 0.059 | 0.059 | 0.137 | 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 | 1,714,465 | 673 | 837 | -0.084 | -0.016 | -0.070 | 0.084 | 0.075 | 0.075 | 0.735 | 6 |
| 1 | True | 3,275,902 | 617,199 | 93 | 2,449 | -0.084 | -0.010 | -0.069 | 0.084 | 0.076 | 0.076 | 0.265 | 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 | 2,260,510 | 657 | 845 | -0.106 | -0.030 | -0.089 | 0.106 | 0.095 | 0.095 | 0.749 | 7 |
| 1 | True | 5,158,394 | 757,032 | 109 | 2,320 | -0.106 | 0.016 | 0.087 | 0.105 | 0.095 | 0.095 | 0.251 | 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 | 2,383,614 | 660 | 813 | -0.133 | -0.048 | -0.113 | 0.133 | 0.118 | 0.118 | 0.741 | 8 |
| 1 | True | 5,534,110 | 834,901 | 107 | 1,986 | -0.132 | 0.010 | 0.108 | 0.132 | 0.118 | 0.117 | 0.259 | 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 | 1,363,969 | 647 | 765 | -0.175 | -0.081 | -0.146 | 0.175 | 0.152 | 0.151 | 0.379 | 9 |
| 1 | True | 4,544,097 | 2,237,513 | 119 | 1,362 | -0.175 | 0.031 | 0.139 | 0.175 | 0.154 | 0.155 | 0.621 | 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 | 1,414,119 | 621 | 805 | -0.509 | -0.156 | -0.210 | 0.403 | 0.232 | 0.218 | 0.646 | 10 |
| 1 | True | 8,999,323 | 775,592 | 146 | 1,979 | -0.413 | 0.089 | 0.195 | 0.413 | 0.236 | 0.214 | 0.354 | 10 |