| 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 | 2,225,767 | 715 | 923 | -0.013 | -0.000 | -0.001 | 0.013 | 0.006 | 0.006 | 0.783 | 1 |
| 1 | True | 3,127,604 | 617,650 | 84 | 2,219 | -0.012 | -0.002 | -0.003 | 0.013 | 0.006 | 0.006 | 0.217 | 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 | 3,225,681 | 724 | 1,029 | -0.025 | 0.000 | 0.013 | 0.025 | 0.019 | 0.019 | 0.851 | 2 |
| 1 | True | 2,144,212 | 562,696 | 75 | 1,864 | -0.025 | 0.003 | 0.015 | 0.025 | 0.019 | 0.019 | 0.149 | 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 | 2,325,868 | 711 | 933 | -0.039 | -0.002 | -0.026 | 0.039 | 0.032 | 0.032 | 0.808 | 3 |
| 1 | True | 2,999,056 | 553,523 | 88 | 2,244 | -0.039 | -0.000 | -0.026 | 0.039 | 0.032 | 0.032 | 0.192 | 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 | 2,469,085 | 714 | 905 | -0.054 | -0.006 | -0.040 | 0.053 | 0.046 | 0.046 | 0.838 | 4 |
| 1 | True | 3,718,080 | 475,728 | 85 | 2,145 | -0.053 | 0.005 | 0.039 | 0.053 | 0.045 | 0.046 | 0.162 | 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 | 2,257,656 | 724 | 904 | -0.070 | -0.016 | -0.057 | 0.071 | 0.062 | 0.062 | 0.759 | 5 |
| 1 | True | 3,803,573 | 717,537 | 75 | 2,595 | -0.070 | 0.012 | 0.056 | 0.070 | 0.062 | 0.062 | 0.241 | 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 | 2,300,176 | 722 | 904 | -0.089 | -0.021 | -0.075 | 0.089 | 0.079 | 0.080 | 0.698 | 6 |
| 1 | True | 3,531,999 | 994,758 | 77 | 1,749 | -0.089 | 0.023 | 0.076 | 0.089 | 0.080 | 0.081 | 0.302 | 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 | 2,306,817 | 686 | 790 | -0.110 | -0.038 | -0.095 | 0.110 | 0.099 | 0.098 | 0.634 | 7 |
| 1 | True | 6,411,072 | 1,329,309 | 113 | 2,096 | -0.110 | 0.018 | 0.092 | 0.110 | 0.100 | 0.099 | 0.366 | 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 | 1,959,938 | 693 | 867 | -0.140 | -0.056 | -0.119 | 0.140 | 0.124 | 0.124 | 0.504 | 8 |
| 1 | True | 5,241,297 | 1,926,925 | 106 | 1,971 | -0.136 | 0.041 | 0.117 | 0.140 | 0.124 | 0.123 | 0.496 | 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 | 1,812,635 | 682 | 795 | -0.189 | -0.082 | -0.153 | 0.189 | 0.162 | 0.161 | 0.734 | 9 |
| 1 | True | 4,579,988 | 655,293 | 117 | 1,543 | -0.186 | 0.023 | 0.146 | 0.189 | 0.161 | 0.159 | 0.266 | 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 | 1,547,978 | 675 | 813 | -0.489 | -0.169 | -0.217 | 0.335 | 0.241 | 0.225 | 0.689 | 10 |
| 1 | True | 6,671,086 | 698,443 | 124 | 2,288 | -0.365 | 0.063 | 0.212 | 0.425 | 0.249 | 0.240 | 0.311 | 10 |