| 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 | 2,653,956 | 722 | 909 | -0.012 | 0.000 | -0.000 | 0.012 | 0.006 | 0.007 | 0.846 | 1 |
| 1 | True | 2,682,845 | 482,333 | 79 | 2,185 | -0.012 | -0.001 | -0.002 | 0.012 | 0.006 | 0.007 | 0.154 | 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 | 2,230,636 | 719 | 956 | -0.026 | -0.001 | -0.013 | 0.026 | 0.019 | 0.019 | 0.755 | 2 |
| 1 | True | 2,269,586 | 722,969 | 81 | 2,079 | -0.026 | 0.002 | 0.014 | 0.026 | 0.019 | 0.019 | 0.245 | 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 | 2,647,153 | 709 | 949 | -0.040 | -0.002 | -0.027 | 0.040 | 0.033 | 0.033 | 0.827 | 3 |
| 1 | True | 3,789,920 | 552,967 | 91 | 1,454 | -0.039 | 0.004 | 0.028 | 0.040 | 0.033 | 0.033 | 0.173 | 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 | 2,770,199 | 719 | 936 | -0.054 | -0.004 | -0.041 | 0.054 | 0.047 | 0.047 | 0.830 | 4 |
| 1 | True | 3,413,293 | 568,455 | 81 | 2,907 | -0.054 | 0.005 | 0.042 | 0.054 | 0.048 | 0.048 | 0.170 | 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 | 2,542,596 | 713 | 975 | -0.070 | -0.012 | -0.057 | 0.070 | 0.062 | 0.062 | 0.794 | 5 |
| 1 | True | 3,586,372 | 660,145 | 87 | 1,955 | -0.070 | 0.013 | 0.058 | 0.070 | 0.062 | 0.062 | 0.206 | 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 | 1,966,638 | 713 | 858 | -0.088 | -0.023 | -0.074 | 0.088 | 0.079 | 0.079 | 0.629 | 6 |
| 1 | True | 3,581,659 | 1,157,530 | 87 | 1,545 | -0.087 | 0.008 | 0.071 | 0.088 | 0.078 | 0.078 | 0.371 | 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 | 1,747,170 | 697 | 876 | -0.111 | -0.035 | -0.093 | 0.111 | 0.099 | 0.098 | 0.472 | 7 |
| 1 | True | 4,746,949 | 1,956,854 | 103 | 1,749 | -0.110 | 0.020 | 0.092 | 0.110 | 0.099 | 0.100 | 0.528 | 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 | 2,191,254 | 680 | 838 | -0.141 | -0.049 | -0.119 | 0.141 | 0.125 | 0.125 | 0.668 | 8 |
| 1 | True | 4,314,586 | 1,088,349 | 120 | 1,835 | -0.140 | 0.025 | 0.113 | 0.140 | 0.123 | 0.124 | 0.332 | 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 | 2,315,068 | 675 | 770 | -0.187 | -0.075 | -0.152 | 0.187 | 0.161 | 0.161 | 0.744 | 9 |
| 1 | True | 6,204,272 | 797,094 | 125 | 1,940 | -0.185 | 0.051 | 0.149 | 0.187 | 0.160 | 0.160 | 0.256 | 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 | 1,330,924 | 652 | 869 | -0.474 | -0.179 | -0.222 | 0.325 | 0.244 | 0.229 | 0.634 | 10 |
| 1 | True | 7,762,493 | 767,924 | 149 | 2,079 | -0.450 | 0.027 | 0.196 | 0.400 | 0.245 | 0.231 | 0.366 | 10 |