| 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 | 2,580,030 | 716 | 986 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.797 | 1 |
| 1 | True | 2,725,061 | 657,063 | 83 | 2,647 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.005 | 0.203 | 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 | 2,474,488 | 733 | 957 | -0.025 | -0.000 | -0.012 | 0.025 | 0.018 | 0.019 | 0.848 | 2 |
| 1 | True | 2,370,931 | 444,233 | 66 | 1,739 | -0.025 | -0.003 | -0.014 | 0.024 | 0.018 | 0.018 | 0.152 | 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 | 2,654,185 | 727 | 1,013 | -0.039 | -0.002 | -0.026 | 0.038 | 0.031 | 0.031 | 0.880 | 3 |
| 1 | True | 3,298,379 | 361,710 | 72 | 2,196 | -0.038 | -0.005 | -0.028 | 0.038 | 0.032 | 0.032 | 0.120 | 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 | 2,216,514 | 705 | 909 | -0.053 | -0.004 | -0.040 | 0.053 | 0.046 | 0.046 | 0.723 | 4 |
| 1 | True | 4,034,452 | 850,377 | 94 | 2,000 | -0.053 | 0.007 | 0.040 | 0.052 | 0.045 | 0.045 | 0.277 | 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 | 2,758,025 | 724 | 920 | -0.069 | -0.014 | -0.056 | 0.069 | 0.061 | 0.061 | 0.792 | 5 |
| 1 | True | 2,713,978 | 725,998 | 75 | 1,534 | -0.069 | 0.014 | 0.055 | 0.069 | 0.061 | 0.060 | 0.208 | 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 | 2,155,565 | 702 | 885 | -0.088 | -0.027 | -0.073 | 0.088 | 0.078 | 0.078 | 0.609 | 6 |
| 1 | True | 4,828,536 | 1,386,303 | 97 | 2,758 | -0.088 | 0.027 | 0.074 | 0.088 | 0.078 | 0.077 | 0.391 | 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 | 2,377,569 | 692 | 842 | -0.112 | -0.039 | -0.094 | 0.112 | 0.099 | 0.099 | 0.780 | 7 |
| 1 | True | 5,172,433 | 671,675 | 107 | 2,153 | -0.111 | 0.014 | 0.090 | 0.111 | 0.100 | 0.099 | 0.220 | 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 | 1,657,174 | 693 | 765 | -0.141 | -0.057 | -0.120 | 0.141 | 0.126 | 0.126 | 0.447 | 8 |
| 1 | True | 4,823,114 | 2,047,169 | 106 | 1,606 | -0.141 | 0.030 | 0.115 | 0.141 | 0.126 | 0.125 | 0.553 | 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 | 2,135,929 | 678 | 795 | -0.188 | -0.093 | -0.154 | 0.187 | 0.162 | 0.161 | 0.767 | 9 |
| 1 | True | 5,857,978 | 647,970 | 121 | 1,682 | -0.187 | 0.052 | 0.148 | 0.187 | 0.162 | 0.161 | 0.233 | 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 | 1,312,735 | 673 | 737 | -0.525 | -0.176 | -0.221 | 0.313 | 0.244 | 0.230 | 0.637 | 10 |
| 1 | True | 6,453,402 | 748,654 | 126 | 2,019 | -0.369 | 0.037 | 0.212 | 0.396 | 0.249 | 0.239 | 0.363 | 10 |