| 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 | 2,444,122 | 711 | 1,010 | -0.013 | -0.000 | -0.000 | 0.013 | 0.006 | 0.006 | 0.809 | 1 |
| 1 | True | 2,518,008 | 578,173 | 90 | 2,619 | -0.013 | -0.000 | -0.001 | 0.013 | 0.006 | 0.006 | 0.191 | 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 | 2,140,499 | 707 | 954 | -0.025 | -0.000 | -0.013 | 0.025 | 0.019 | 0.019 | 0.743 | 2 |
| 1 | True | 2,980,785 | 741,999 | 93 | 2,359 | -0.025 | 0.001 | 0.014 | 0.025 | 0.020 | 0.020 | 0.257 | 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 | 3,137,526 | 712 | 974 | -0.039 | -0.002 | -0.026 | 0.039 | 0.032 | 0.032 | 0.887 | 3 |
| 1 | True | 3,237,541 | 399,477 | 88 | 1,796 | -0.039 | -0.000 | 0.026 | 0.038 | 0.032 | 0.031 | 0.113 | 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 | 2,136,945 | 698 | 942 | -0.053 | -0.007 | -0.041 | 0.053 | 0.046 | 0.046 | 0.839 | 4 |
| 1 | True | 2,734,662 | 410,780 | 102 | 1,914 | -0.053 | 0.007 | 0.042 | 0.053 | 0.046 | 0.047 | 0.161 | 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 | 2,567,093 | 703 | 897 | -0.068 | -0.009 | -0.055 | 0.068 | 0.061 | 0.061 | 0.830 | 5 |
| 1 | True | 3,280,607 | 524,811 | 97 | 2,389 | -0.068 | 0.017 | 0.056 | 0.068 | 0.060 | 0.060 | 0.170 | 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 | 2,235,053 | 699 | 854 | -0.086 | -0.015 | -0.071 | 0.086 | 0.077 | 0.077 | 0.742 | 6 |
| 1 | True | 3,556,317 | 775,252 | 101 | 2,144 | -0.085 | 0.021 | 0.071 | 0.086 | 0.077 | 0.077 | 0.258 | 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 | 1,979,773 | 664 | 856 | -0.108 | -0.031 | -0.091 | 0.108 | 0.096 | 0.096 | 0.458 | 7 |
| 1 | True | 4,944,175 | 2,345,107 | 136 | 2,120 | -0.108 | 0.035 | 0.090 | 0.107 | 0.096 | 0.096 | 0.542 | 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 | 2,111,513 | 674 | 843 | -0.134 | -0.053 | -0.115 | 0.134 | 0.121 | 0.120 | 0.611 | 8 |
| 1 | True | 5,693,970 | 1,346,193 | 126 | 1,800 | -0.133 | 0.042 | 0.114 | 0.134 | 0.121 | 0.122 | 0.389 | 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 | 2,693,277 | 683 | 916 | -0.179 | -0.085 | -0.149 | 0.179 | 0.155 | 0.156 | 0.805 | 9 |
| 1 | True | 5,715,479 | 650,455 | 117 | 1,528 | -0.179 | 0.028 | 0.142 | 0.179 | 0.157 | 0.157 | 0.195 | 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 | 1,547,855 | 641 | 817 | -0.444 | -0.155 | -0.209 | 0.412 | 0.231 | 0.217 | 0.559 | 10 |
| 1 | True | 7,475,445 | 1,220,547 | 159 | 1,791 | -0.464 | 0.045 | 0.189 | 0.383 | 0.236 | 0.225 | 0.441 | 10 |