| 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 | 2,493,127 | 726 | 920 | -0.013 | 0.000 | 0.001 | 0.013 | 0.007 | 0.007 | 0.843 | 1 |
| 1 | True | 2,988,240 | 464,085 | 75 | 1,873 | -0.013 | 0.000 | 0.001 | 0.012 | 0.007 | 0.007 | 0.157 | 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 | 2,624,673 | 708 | 925 | -0.026 | -0.001 | -0.013 | 0.026 | 0.019 | 0.019 | 0.789 | 2 |
| 1 | True | 3,753,302 | 700,227 | 92 | 2,196 | -0.026 | 0.001 | 0.014 | 0.025 | 0.020 | 0.021 | 0.211 | 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 | 2,039,808 | 719 | 940 | -0.038 | -0.003 | -0.027 | 0.038 | 0.032 | 0.032 | 0.809 | 3 |
| 1 | True | 2,519,666 | 481,064 | 81 | 1,541 | -0.038 | 0.005 | 0.028 | 0.037 | 0.032 | 0.032 | 0.191 | 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 | 2,436,727 | 713 | 925 | -0.052 | -0.005 | -0.039 | 0.052 | 0.045 | 0.045 | 0.847 | 4 |
| 1 | True | 3,019,230 | 439,772 | 87 | 1,964 | -0.052 | -0.000 | -0.039 | 0.052 | 0.045 | 0.045 | 0.153 | 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 | 2,710,046 | 714 | 924 | -0.068 | -0.010 | -0.053 | 0.068 | 0.060 | 0.060 | 0.817 | 5 |
| 1 | True | 4,414,720 | 605,032 | 87 | 2,136 | -0.068 | 0.006 | 0.053 | 0.068 | 0.060 | 0.061 | 0.183 | 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 | 1,990,896 | 703 | 948 | -0.087 | -0.015 | -0.071 | 0.087 | 0.077 | 0.077 | 0.483 | 6 |
| 1 | True | 4,333,241 | 2,130,844 | 97 | 1,725 | -0.087 | 0.029 | 0.074 | 0.087 | 0.078 | 0.078 | 0.517 | 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 | 2,245,712 | 688 | 849 | -0.109 | -0.026 | -0.091 | 0.109 | 0.097 | 0.097 | 0.670 | 7 |
| 1 | True | 4,096,409 | 1,108,056 | 112 | 2,187 | -0.109 | 0.026 | 0.091 | 0.109 | 0.098 | 0.098 | 0.330 | 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 | 2,484,774 | 687 | 854 | -0.140 | -0.048 | -0.116 | 0.140 | 0.123 | 0.122 | 0.750 | 8 |
| 1 | True | 5,255,660 | 828,961 | 113 | 1,705 | -0.140 | 0.045 | 0.118 | 0.140 | 0.125 | 0.125 | 0.250 | 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 | 2,029,610 | 693 | 787 | -0.189 | -0.089 | -0.155 | 0.188 | 0.162 | 0.161 | 0.605 | 9 |
| 1 | True | 4,376,192 | 1,322,971 | 107 | 1,587 | -0.188 | 0.045 | 0.146 | 0.186 | 0.159 | 0.156 | 0.395 | 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 | 1,484,523 | 677 | 862 | -0.543 | -0.175 | -0.221 | 0.351 | 0.240 | 0.226 | 0.720 | 10 |
| 1 | True | 6,865,855 | 577,781 | 124 | 2,183 | -0.338 | 0.054 | 0.209 | 0.381 | 0.247 | 0.234 | 0.280 | 10 |