| 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 | 2,269,321 | 718 | 870 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.824 | 1 |
| 1 | True | 3,126,560 | 483,937 | 83 | 2,106 | -0.013 | 0.000 | 0.000 | 0.014 | 0.006 | 0.006 | 0.176 | 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 | 2,111,095 | 720 | 895 | -0.028 | -0.003 | -0.015 | 0.028 | 0.021 | 0.021 | 0.795 | 2 |
| 1 | True | 2,961,030 | 544,220 | 80 | 1,469 | -0.027 | 0.003 | 0.015 | 0.027 | 0.021 | 0.021 | 0.205 | 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 | 2,064,046 | 708 | 931 | -0.041 | -0.004 | -0.029 | 0.041 | 0.034 | 0.034 | 0.746 | 3 |
| 1 | True | 3,006,411 | 702,511 | 92 | 1,878 | -0.041 | 0.004 | 0.029 | 0.041 | 0.034 | 0.034 | 0.254 | 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 | 2,990,930 | 721 | 975 | -0.056 | -0.003 | -0.042 | 0.056 | 0.048 | 0.048 | 0.906 | 4 |
| 1 | True | 2,781,638 | 310,202 | 79 | 1,768 | -0.056 | 0.004 | 0.042 | 0.056 | 0.049 | 0.049 | 0.094 | 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 | 2,327,921 | 696 | 969 | -0.072 | -0.010 | -0.059 | 0.072 | 0.064 | 0.064 | 0.536 | 5 |
| 1 | True | 3,879,731 | 2,015,669 | 104 | 2,403 | -0.072 | 0.006 | 0.057 | 0.072 | 0.064 | 0.064 | 0.464 | 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 | 2,281,694 | 710 | 960 | -0.091 | -0.020 | -0.076 | 0.091 | 0.081 | 0.081 | 0.804 | 6 |
| 1 | True | 3,910,805 | 555,927 | 90 | 1,704 | -0.090 | 0.026 | 0.077 | 0.090 | 0.082 | 0.082 | 0.196 | 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 | 3,093,280 | 691 | 953 | -0.115 | -0.023 | -0.095 | 0.115 | 0.103 | 0.102 | 0.722 | 7 |
| 1 | True | 3,483,901 | 1,192,947 | 109 | 2,402 | -0.115 | 0.042 | 0.098 | 0.115 | 0.102 | 0.101 | 0.278 | 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 | 2,504,446 | 655 | 883 | -0.146 | -0.049 | -0.123 | 0.146 | 0.129 | 0.128 | 0.552 | 8 |
| 1 | True | 6,505,238 | 2,028,967 | 145 | 2,440 | -0.146 | 0.049 | 0.123 | 0.146 | 0.129 | 0.128 | 0.448 | 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 | 1,920,942 | 679 | 947 | -0.195 | -0.098 | -0.162 | 0.195 | 0.170 | 0.169 | 0.800 | 9 |
| 1 | True | 5,390,047 | 478,931 | 121 | 1,505 | -0.194 | 0.024 | 0.150 | 0.195 | 0.167 | 0.165 | 0.200 | 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 | 1,033,460 | 682 | 579 | -0.560 | -0.214 | -0.238 | 0.340 | 0.258 | 0.240 | 0.667 | 10 |
| 1 | True | 7,030,838 | 515,208 | 118 | 1,752 | -0.371 | 0.083 | 0.216 | 0.400 | 0.246 | 0.231 | 0.333 | 10 |