| 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 | 2,336,129 | 717 | 959 | -0.013 | -0.000 | -0.000 | 0.013 | 0.007 | 0.007 | 0.751 | 1 |
| 1 | True | 2,443,867 | 773,165 | 84 | 1,751 | -0.013 | -0.000 | -0.000 | 0.013 | 0.008 | 0.008 | 0.249 | 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 | 2,820,867 | 709 | 923 | -0.026 | -0.001 | -0.014 | 0.026 | 0.020 | 0.019 | 0.860 | 2 |
| 1 | True | 3,006,227 | 460,857 | 91 | 2,005 | -0.026 | 0.001 | 0.014 | 0.026 | 0.020 | 0.019 | 0.140 | 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 | 2,652,628 | 716 | 965 | -0.040 | -0.003 | -0.028 | 0.040 | 0.033 | 0.033 | 0.834 | 3 |
| 1 | True | 2,782,122 | 528,506 | 84 | 2,133 | -0.040 | -0.003 | -0.027 | 0.039 | 0.033 | 0.032 | 0.166 | 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 | 2,269,674 | 720 | 929 | -0.054 | -0.010 | -0.042 | 0.054 | 0.046 | 0.046 | 0.816 | 4 |
| 1 | True | 3,722,796 | 511,357 | 80 | 2,519 | -0.054 | 0.005 | 0.042 | 0.053 | 0.046 | 0.047 | 0.184 | 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 | 2,195,394 | 719 | 872 | -0.069 | -0.014 | -0.056 | 0.069 | 0.061 | 0.061 | 0.760 | 5 |
| 1 | True | 4,027,006 | 693,575 | 81 | 2,415 | -0.067 | 0.014 | 0.059 | 0.069 | 0.062 | 0.062 | 0.240 | 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 | 2,151,049 | 704 | 928 | -0.087 | -0.024 | -0.073 | 0.087 | 0.078 | 0.078 | 0.797 | 6 |
| 1 | True | 3,577,632 | 547,236 | 96 | 1,658 | -0.087 | 0.005 | 0.071 | 0.087 | 0.078 | 0.078 | 0.203 | 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 | 2,326,093 | 676 | 967 | -0.110 | -0.037 | -0.093 | 0.110 | 0.098 | 0.099 | 0.661 | 7 |
| 1 | True | 4,989,635 | 1,193,636 | 124 | 1,854 | -0.110 | 0.025 | 0.091 | 0.110 | 0.098 | 0.098 | 0.339 | 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 | 2,103,531 | 676 | 816 | -0.144 | -0.056 | -0.120 | 0.144 | 0.126 | 0.125 | 0.465 | 8 |
| 1 | True | 6,221,189 | 2,421,740 | 124 | 2,085 | -0.144 | 0.034 | 0.116 | 0.144 | 0.125 | 0.125 | 0.535 | 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 | 2,175,863 | 691 | 751 | -0.191 | -0.091 | -0.158 | 0.191 | 0.166 | 0.165 | 0.645 | 9 |
| 1 | True | 4,991,781 | 1,199,373 | 109 | 1,728 | -0.191 | 0.037 | 0.150 | 0.190 | 0.164 | 0.164 | 0.355 | 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 | 1,243,119 | 669 | 722 | -0.543 | -0.184 | -0.229 | 0.352 | 0.247 | 0.234 | 0.680 | 10 |
| 1 | True | 7,182,288 | 584,645 | 132 | 1,838 | -0.389 | 0.054 | 0.205 | 0.417 | 0.255 | 0.247 | 0.320 | 10 |