| 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 | 2,751,076 | 710 | 981 | -0.013 | -0.000 | -0.001 | 0.013 | 0.007 | 0.007 | 0.807 | 1 |
| 1 | True | 2,898,239 | 656,944 | 91 | 2,155 | -0.013 | -0.000 | -0.001 | 0.013 | 0.007 | 0.007 | 0.193 | 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 | 2,088,606 | 703 | 960 | -0.026 | -0.000 | -0.013 | 0.026 | 0.020 | 0.020 | 0.767 | 2 |
| 1 | True | 3,233,282 | 635,375 | 97 | 2,256 | -0.025 | -0.001 | -0.014 | 0.026 | 0.019 | 0.019 | 0.233 | 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 | 2,669,643 | 715 | 949 | -0.041 | -0.003 | -0.028 | 0.041 | 0.034 | 0.034 | 0.913 | 3 |
| 1 | True | 2,458,455 | 254,713 | 85 | 1,654 | -0.040 | 0.003 | 0.027 | 0.040 | 0.033 | 0.033 | 0.087 | 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 | 3,073,144 | 708 | 961 | -0.056 | -0.006 | -0.042 | 0.056 | 0.048 | 0.048 | 0.644 | 4 |
| 1 | True | 4,043,856 | 1,702,049 | 92 | 1,625 | -0.056 | 0.011 | 0.045 | 0.056 | 0.049 | 0.050 | 0.356 | 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 | 2,293,147 | 704 | 995 | -0.073 | -0.009 | -0.058 | 0.072 | 0.064 | 0.064 | 0.701 | 5 |
| 1 | True | 3,633,406 | 976,878 | 96 | 2,812 | -0.072 | 0.014 | 0.059 | 0.072 | 0.065 | 0.064 | 0.299 | 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 | 2,440,962 | 709 | 919 | -0.091 | -0.015 | -0.076 | 0.091 | 0.081 | 0.081 | 0.768 | 6 |
| 1 | True | 3,644,019 | 738,054 | 91 | 2,541 | -0.091 | 0.010 | 0.075 | 0.090 | 0.081 | 0.081 | 0.232 | 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 | 2,546,736 | 685 | 899 | -0.114 | -0.035 | -0.096 | 0.113 | 0.102 | 0.102 | 0.590 | 7 |
| 1 | True | 4,764,418 | 1,766,267 | 115 | 2,089 | -0.112 | 0.031 | 0.096 | 0.113 | 0.102 | 0.103 | 0.410 | 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 | 2,375,998 | 674 | 845 | -0.145 | -0.058 | -0.123 | 0.145 | 0.129 | 0.128 | 0.791 | 8 |
| 1 | True | 4,795,403 | 628,236 | 126 | 1,671 | -0.145 | 0.020 | 0.116 | 0.145 | 0.129 | 0.128 | 0.209 | 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 | 1,794,223 | 681 | 814 | -0.193 | -0.086 | -0.158 | 0.193 | 0.166 | 0.165 | 0.793 | 9 |
| 1 | True | 6,214,045 | 469,458 | 119 | 1,514 | -0.192 | 0.051 | 0.153 | 0.193 | 0.166 | 0.165 | 0.207 | 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 | 1,337,977 | 680 | 615 | -0.537 | -0.200 | -0.230 | 0.352 | 0.250 | 0.234 | 0.667 | 10 |
| 1 | True | 6,378,462 | 666,769 | 120 | 1,840 | -0.392 | 0.082 | 0.212 | 0.508 | 0.250 | 0.240 | 0.333 | 10 |