| 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 | 2,750,701 | 733 | 938 | -0.012 | -0.001 | -0.000 | 0.012 | 0.006 | 0.006 | 0.897 | 1 |
| 1 | True | 2,568,843 | 316,631 | 68 | 1,597 | -0.011 | 0.001 | 0.001 | 0.012 | 0.006 | 0.005 | 0.103 | 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 | 2,862,065 | 711 | 1,003 | -0.025 | -0.001 | -0.013 | 0.025 | 0.018 | 0.018 | 0.815 | 2 |
| 1 | True | 3,774,322 | 651,232 | 89 | 1,746 | -0.025 | -0.002 | -0.014 | 0.024 | 0.018 | 0.018 | 0.185 | 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 | 2,716,572 | 731 | 898 | -0.038 | -0.002 | -0.026 | 0.038 | 0.031 | 0.031 | 0.864 | 3 |
| 1 | True | 2,562,681 | 427,912 | 69 | 1,898 | -0.038 | -0.002 | -0.026 | 0.037 | 0.031 | 0.030 | 0.136 | 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 | 2,212,213 | 711 | 869 | -0.052 | -0.007 | -0.039 | 0.052 | 0.045 | 0.044 | 0.818 | 4 |
| 1 | True | 3,409,304 | 491,630 | 89 | 2,241 | -0.052 | 0.008 | 0.040 | 0.051 | 0.044 | 0.045 | 0.182 | 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 | 2,054,930 | 679 | 931 | -0.068 | -0.011 | -0.055 | 0.068 | 0.060 | 0.060 | 0.493 | 5 |
| 1 | True | 4,687,876 | 2,115,405 | 122 | 2,159 | -0.067 | 0.013 | 0.055 | 0.068 | 0.060 | 0.061 | 0.507 | 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 | 2,001,558 | 688 | 969 | -0.087 | -0.020 | -0.072 | 0.087 | 0.077 | 0.076 | 0.655 | 6 |
| 1 | True | 4,716,574 | 1,052,325 | 112 | 2,087 | -0.085 | 0.010 | 0.071 | 0.087 | 0.077 | 0.078 | 0.345 | 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 | 2,241,529 | 683 | 844 | -0.111 | -0.036 | -0.093 | 0.111 | 0.098 | 0.098 | 0.700 | 7 |
| 1 | True | 4,773,639 | 959,663 | 117 | 1,827 | -0.109 | 0.016 | 0.090 | 0.110 | 0.098 | 0.097 | 0.300 | 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 | 1,898,686 | 693 | 877 | -0.143 | -0.061 | -0.121 | 0.143 | 0.126 | 0.125 | 0.663 | 8 |
| 1 | True | 3,692,672 | 964,544 | 107 | 1,657 | -0.140 | 0.030 | 0.117 | 0.143 | 0.126 | 0.126 | 0.337 | 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 | 2,534,772 | 703 | 815 | -0.191 | -0.093 | -0.160 | 0.191 | 0.166 | 0.165 | 0.808 | 9 |
| 1 | True | 5,257,094 | 600,393 | 97 | 1,752 | -0.189 | 0.040 | 0.149 | 0.191 | 0.166 | 0.167 | 0.192 | 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 | 1,482,194 | 676 | 794 | -0.565 | -0.186 | -0.226 | 0.390 | 0.245 | 0.231 | 0.631 | 10 |
| 1 | True | 7,053,950 | 868,319 | 125 | 1,840 | -0.311 | 0.101 | 0.220 | 0.396 | 0.250 | 0.243 | 0.369 | 10 |