| 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 | 2,485,331 | 735 | 903 | -0.012 | 0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.796 | 1 |
| 1 | True | 2,409,107 | 636,765 | 65 | 2,589 | -0.012 | -0.001 | 0.000 | 0.010 | 0.006 | 0.007 | 0.204 | 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 | 2,847,953 | 721 | 1,068 | -0.025 | -0.001 | -0.012 | 0.025 | 0.018 | 0.018 | 0.866 | 2 |
| 1 | True | 3,160,687 | 442,015 | 78 | 2,299 | -0.024 | -0.005 | -0.014 | 0.025 | 0.018 | 0.018 | 0.134 | 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 | 2,388,571 | 727 | 1,016 | -0.040 | 0.001 | 0.026 | 0.040 | 0.032 | 0.033 | 0.858 | 3 |
| 1 | True | 3,491,298 | 395,477 | 72 | 2,586 | -0.039 | 0.001 | -0.000 | 0.039 | 0.032 | 0.031 | 0.142 | 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 | 2,911,129 | 714 | 1,078 | -0.054 | -0.005 | -0.041 | 0.054 | 0.047 | 0.046 | 0.750 | 4 |
| 1 | True | 3,429,021 | 971,838 | 85 | 1,705 | -0.054 | 0.004 | 0.041 | 0.054 | 0.048 | 0.049 | 0.250 | 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 | 2,455,101 | 722 | 828 | -0.070 | -0.012 | -0.057 | 0.070 | 0.062 | 0.062 | 0.868 | 5 |
| 1 | True | 2,813,422 | 372,292 | 77 | 1,799 | -0.069 | 0.015 | 0.057 | 0.070 | 0.062 | 0.063 | 0.132 | 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 | 1,955,029 | 688 | 914 | -0.088 | -0.021 | -0.075 | 0.088 | 0.080 | 0.080 | 0.688 | 6 |
| 1 | True | 4,515,758 | 886,382 | 111 | 1,693 | -0.088 | 0.009 | 0.072 | 0.088 | 0.078 | 0.077 | 0.312 | 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 | 1,861,549 | 678 | 837 | -0.112 | -0.039 | -0.094 | 0.112 | 0.099 | 0.098 | 0.546 | 7 |
| 1 | True | 4,855,542 | 1,548,354 | 121 | 2,003 | -0.111 | 0.038 | 0.094 | 0.112 | 0.100 | 0.100 | 0.454 | 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 | 2,419,571 | 681 | 757 | -0.140 | -0.065 | -0.120 | 0.139 | 0.125 | 0.125 | 0.726 | 8 |
| 1 | True | 6,228,680 | 911,577 | 118 | 1,802 | -0.139 | 0.034 | 0.116 | 0.140 | 0.124 | 0.124 | 0.274 | 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 | 1,279,937 | 697 | 757 | -0.188 | -0.090 | -0.154 | 0.188 | 0.161 | 0.159 | 0.411 | 9 |
| 1 | True | 5,062,276 | 1,833,025 | 102 | 1,683 | -0.188 | 0.016 | 0.142 | 0.187 | 0.163 | 0.160 | 0.589 | 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 | 1,486,472 | 670 | 711 | -0.517 | -0.183 | -0.227 | 0.328 | 0.246 | 0.232 | 0.694 | 10 |
| 1 | True | 6,329,476 | 654,518 | 129 | 1,893 | -0.392 | 0.070 | 0.207 | 0.410 | 0.248 | 0.237 | 0.306 | 10 |