| 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 | 2,046,507 | 713 | 950 | -0.013 | 0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.728 | 1 |
| 1 | True | 2,722,121 | 763,559 | 88 | 1,505 | -0.013 | 0.001 | 0.002 | 0.013 | 0.007 | 0.008 | 0.272 | 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 | 3,167,985 | 738 | 954 | -0.026 | -0.001 | -0.014 | 0.026 | 0.020 | 0.020 | 0.871 | 2 |
| 1 | True | 2,220,678 | 469,189 | 62 | 1,976 | -0.026 | -0.004 | -0.015 | 0.025 | 0.020 | 0.020 | 0.129 | 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 | 2,421,205 | 721 | 1,031 | -0.039 | -0.003 | -0.027 | 0.039 | 0.033 | 0.032 | 0.806 | 3 |
| 1 | True | 2,989,667 | 581,658 | 79 | 2,105 | -0.039 | 0.004 | 0.027 | 0.039 | 0.033 | 0.034 | 0.194 | 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 | 2,416,239 | 712 | 921 | -0.053 | -0.010 | -0.041 | 0.053 | 0.046 | 0.046 | 0.790 | 4 |
| 1 | True | 3,188,190 | 642,963 | 88 | 2,535 | -0.053 | -0.000 | 0.000 | 0.053 | 0.047 | 0.047 | 0.210 | 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 | 2,260,993 | 706 | 978 | -0.068 | -0.014 | -0.056 | 0.068 | 0.061 | 0.061 | 0.779 | 5 |
| 1 | True | 4,717,211 | 640,923 | 94 | 1,996 | -0.068 | 0.004 | 0.055 | 0.068 | 0.060 | 0.060 | 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 | 2,347,108 | 717 | 880 | -0.087 | -0.021 | -0.072 | 0.087 | 0.077 | 0.076 | 0.556 | 6 |
| 1 | True | 3,630,788 | 1,875,803 | 83 | 1,736 | -0.086 | 0.021 | 0.072 | 0.087 | 0.077 | 0.077 | 0.444 | 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 | 2,100,461 | 684 | 855 | -0.110 | -0.034 | -0.092 | 0.110 | 0.097 | 0.097 | 0.648 | 7 |
| 1 | True | 4,802,898 | 1,141,696 | 116 | 1,951 | -0.109 | 0.014 | 0.089 | 0.108 | 0.098 | 0.100 | 0.352 | 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 | 2,123,977 | 684 | 773 | -0.141 | -0.058 | -0.119 | 0.141 | 0.124 | 0.124 | 0.753 | 8 |
| 1 | True | 5,192,592 | 696,771 | 116 | 1,731 | -0.141 | 0.024 | 0.116 | 0.141 | 0.125 | 0.124 | 0.247 | 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 | 2,372,178 | 684 | 784 | -0.190 | -0.092 | -0.156 | 0.190 | 0.163 | 0.163 | 0.650 | 9 |
| 1 | True | 5,242,179 | 1,276,648 | 116 | 1,846 | -0.186 | 0.045 | 0.147 | 0.189 | 0.161 | 0.158 | 0.350 | 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 | 1,222,227 | 662 | 769 | -0.456 | -0.177 | -0.223 | 0.340 | 0.245 | 0.230 | 0.669 | 10 |
| 1 | True | 7,630,061 | 604,060 | 139 | 1,746 | -0.385 | 0.047 | 0.208 | 0.408 | 0.253 | 0.244 | 0.331 | 10 |