| 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 | 2,780,172 | 684 | 947 | -0.013 | 0.000 | -0.000 | 0.013 | 0.006 | 0.006 | 0.784 | 1 |
| 1 | True | 3,092,426 | 765,722 | 117 | 2,293 | -0.013 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.216 | 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 | 2,901,857 | 704 | 944 | -0.025 | -0.000 | 0.013 | 0.026 | 0.019 | 0.019 | 0.898 | 2 |
| 1 | True | 3,502,083 | 327,983 | 97 | 1,731 | -0.025 | 0.001 | 0.014 | 0.025 | 0.019 | 0.019 | 0.102 | 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 | 2,216,249 | 702 | 983 | -0.038 | -0.003 | -0.027 | 0.038 | 0.032 | 0.032 | 0.780 | 3 |
| 1 | True | 2,049,767 | 625,597 | 99 | 1,776 | -0.038 | 0.006 | 0.027 | 0.038 | 0.031 | 0.031 | 0.220 | 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 | 2,388,345 | 717 | 929 | -0.052 | -0.008 | -0.041 | 0.052 | 0.045 | 0.045 | 0.880 | 4 |
| 1 | True | 2,086,022 | 325,244 | 84 | 1,906 | -0.051 | 0.012 | 0.041 | 0.052 | 0.045 | 0.044 | 0.120 | 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 | 2,296,675 | 682 | 903 | -0.068 | -0.007 | -0.054 | 0.068 | 0.060 | 0.060 | 0.717 | 5 |
| 1 | True | 3,816,336 | 905,063 | 119 | 2,320 | -0.068 | 0.009 | 0.055 | 0.068 | 0.059 | 0.059 | 0.283 | 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 | 1,960,324 | 679 | 962 | -0.085 | -0.020 | -0.071 | 0.085 | 0.076 | 0.076 | 0.682 | 6 |
| 1 | True | 4,676,035 | 915,867 | 121 | 2,295 | -0.085 | 0.028 | 0.072 | 0.085 | 0.077 | 0.077 | 0.318 | 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 | 1,813,762 | 686 | 843 | -0.107 | -0.030 | -0.090 | 0.107 | 0.095 | 0.095 | 0.407 | 7 |
| 1 | True | 4,280,574 | 2,644,892 | 115 | 1,999 | -0.107 | 0.046 | 0.093 | 0.107 | 0.096 | 0.095 | 0.593 | 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 | 2,042,818 | 662 | 786 | -0.134 | -0.052 | -0.114 | 0.134 | 0.120 | 0.119 | 0.689 | 8 |
| 1 | True | 4,439,221 | 922,812 | 139 | 1,580 | -0.134 | 0.033 | 0.113 | 0.134 | 0.120 | 0.120 | 0.311 | 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 | 1,949,223 | 658 | 872 | -0.181 | -0.078 | -0.146 | 0.180 | 0.154 | 0.153 | 0.668 | 9 |
| 1 | True | 6,433,184 | 969,289 | 143 | 1,846 | -0.179 | 0.049 | 0.144 | 0.180 | 0.156 | 0.155 | 0.332 | 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 | 2,031,775 | 637 | 891 | -0.423 | -0.165 | -0.212 | 0.354 | 0.228 | 0.218 | 0.612 | 10 |
| 1 | True | 7,779,233 | 1,286,100 | 164 | 1,943 | -0.468 | 0.032 | 0.190 | 0.407 | 0.233 | 0.216 | 0.388 | 10 |