| 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 | 2,518,534 | 708 | 1,117 | -0.013 | -0.001 | -0.001 | 0.013 | 0.006 | 0.006 | 0.826 | 1 |
| 1 | True | 2,194,787 | 531,886 | 59 | 1,697 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.174 | 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 | 2,778,206 | 698 | 1,012 | -0.025 | -0.001 | -0.013 | 0.025 | 0.019 | 0.018 | 0.742 | 2 |
| 1 | True | 3,348,259 | 963,572 | 68 | 2,763 | -0.024 | 0.003 | 0.014 | 0.024 | 0.018 | 0.018 | 0.258 | 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 | 2,476,265 | 685 | 1,083 | -0.038 | -0.004 | -0.026 | 0.038 | 0.031 | 0.031 | 0.843 | 3 |
| 1 | True | 3,446,731 | 460,925 | 81 | 2,437 | -0.038 | -0.006 | -0.027 | 0.037 | 0.032 | 0.032 | 0.157 | 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 | 3,090,418 | 678 | 976 | -0.051 | -0.005 | -0.039 | 0.051 | 0.044 | 0.044 | 0.836 | 4 |
| 1 | True | 3,392,150 | 606,712 | 88 | 2,096 | -0.051 | -0.001 | -0.038 | 0.050 | 0.044 | 0.045 | 0.164 | 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 | 2,025,435 | 670 | 950 | -0.067 | -0.013 | -0.053 | 0.067 | 0.059 | 0.059 | 0.779 | 5 |
| 1 | True | 2,905,141 | 576,075 | 96 | 1,882 | -0.067 | 0.010 | 0.052 | 0.067 | 0.059 | 0.059 | 0.221 | 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 | 2,207,555 | 672 | 891 | -0.085 | -0.026 | -0.072 | 0.085 | 0.076 | 0.076 | 0.767 | 6 |
| 1 | True | 4,169,290 | 669,742 | 94 | 1,936 | -0.084 | 0.011 | 0.070 | 0.085 | 0.077 | 0.077 | 0.233 | 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 | 1,709,187 | 658 | 762 | -0.107 | -0.035 | -0.091 | 0.107 | 0.096 | 0.096 | 0.652 | 7 |
| 1 | True | 4,074,346 | 911,742 | 108 | 2,593 | -0.106 | -0.001 | -0.000 | 0.107 | 0.095 | 0.095 | 0.348 | 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 | 2,138,346 | 674 | 763 | -0.136 | -0.049 | -0.115 | 0.135 | 0.121 | 0.121 | 0.767 | 8 |
| 1 | True | 5,049,981 | 651,384 | 92 | 1,551 | -0.135 | 0.018 | 0.111 | 0.135 | 0.121 | 0.119 | 0.233 | 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 | 1,496,016 | 643 | 766 | -0.180 | -0.071 | -0.149 | 0.180 | 0.157 | 0.157 | 0.404 | 9 |
| 1 | True | 6,403,984 | 2,211,234 | 123 | 1,719 | -0.176 | 0.022 | 0.145 | 0.180 | 0.157 | 0.157 | 0.596 | 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 | 1,436,844 | 623 | 788 | -0.526 | -0.158 | -0.210 | 0.401 | 0.235 | 0.222 | 0.661 | 10 |
| 1 | True | 7,290,398 | 737,005 | 144 | 1,823 | -0.413 | 0.094 | 0.206 | 0.417 | 0.243 | 0.224 | 0.339 | 10 |