| 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 | 2,309,977 | 701 | 1,048 | -0.013 | -0.000 | -0.001 | 0.013 | 0.006 | 0.006 | 0.772 | 1 |
| 1 | True | 2,942,233 | 683,614 | 100 | 2,128 | -0.013 | 0.001 | 0.001 | 0.013 | 0.007 | 0.007 | 0.228 | 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 | 2,297,197 | 722 | 964 | -0.026 | -0.001 | -0.014 | 0.026 | 0.019 | 0.019 | 0.840 | 2 |
| 1 | True | 2,007,113 | 437,418 | 78 | 2,401 | -0.025 | 0.001 | 0.013 | 0.025 | 0.019 | 0.020 | 0.160 | 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 | 2,436,841 | 713 | 948 | -0.039 | -0.003 | -0.027 | 0.039 | 0.032 | 0.032 | 0.774 | 3 |
| 1 | True | 2,342,757 | 711,717 | 87 | 1,623 | -0.039 | -0.005 | -0.027 | 0.039 | 0.033 | 0.032 | 0.226 | 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 | 3,223,368 | 706 | 961 | -0.054 | -0.008 | -0.041 | 0.054 | 0.046 | 0.047 | 0.886 | 4 |
| 1 | True | 2,999,689 | 415,759 | 94 | 2,208 | -0.053 | 0.003 | 0.040 | 0.054 | 0.046 | 0.046 | 0.114 | 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 | 2,607,499 | 698 | 954 | -0.069 | -0.006 | -0.055 | 0.068 | 0.061 | 0.061 | 0.823 | 5 |
| 1 | True | 4,918,754 | 559,958 | 102 | 1,787 | -0.068 | 0.019 | 0.057 | 0.069 | 0.061 | 0.061 | 0.177 | 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 | 2,376,432 | 697 | 903 | -0.087 | -0.020 | -0.072 | 0.087 | 0.078 | 0.078 | 0.777 | 6 |
| 1 | True | 3,731,336 | 681,405 | 103 | 2,127 | -0.087 | 0.026 | 0.073 | 0.087 | 0.078 | 0.079 | 0.223 | 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 | 2,042,456 | 673 | 791 | -0.110 | -0.034 | -0.093 | 0.109 | 0.098 | 0.098 | 0.440 | 7 |
| 1 | True | 4,659,173 | 2,604,056 | 127 | 2,145 | -0.109 | 0.032 | 0.094 | 0.109 | 0.099 | 0.098 | 0.560 | 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 | 1,968,555 | 672 | 851 | -0.138 | -0.057 | -0.117 | 0.138 | 0.122 | 0.122 | 0.639 | 8 |
| 1 | True | 5,417,660 | 1,113,445 | 128 | 1,863 | -0.137 | 0.017 | 0.112 | 0.138 | 0.123 | 0.121 | 0.361 | 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 | 2,759,674 | 671 | 923 | -0.183 | -0.090 | -0.151 | 0.183 | 0.158 | 0.157 | 0.828 | 9 |
| 1 | True | 5,366,904 | 571,778 | 129 | 1,572 | -0.182 | 0.033 | 0.144 | 0.183 | 0.158 | 0.158 | 0.172 | 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 | 1,250,397 | 660 | 700 | -0.471 | -0.174 | -0.215 | 0.396 | 0.238 | 0.223 | 0.526 | 10 |
| 1 | True | 7,719,997 | 1,125,996 | 140 | 1,954 | -0.462 | 0.059 | 0.201 | 0.367 | 0.240 | 0.227 | 0.474 | 10 |