| 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 | 3,388,932 | 702 | 958 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.876 | 1 |
| 1 | True | 3,166,261 | 479,255 | 99 | 1,832 | -0.012 | 0.000 | -0.000 | 0.012 | 0.007 | 0.007 | 0.124 | 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 | 2,657,430 | 707 | 965 | -0.026 | -0.001 | -0.013 | 0.026 | 0.019 | 0.019 | 0.776 | 2 |
| 1 | True | 3,929,970 | 768,265 | 94 | 2,222 | -0.026 | 0.003 | 0.014 | 0.025 | 0.018 | 0.018 | 0.224 | 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 | 1,972,547 | 716 | 881 | -0.039 | -0.002 | -0.026 | 0.039 | 0.032 | 0.032 | 0.849 | 3 |
| 1 | True | 2,166,176 | 350,558 | 85 | 2,271 | -0.038 | -0.003 | -0.027 | 0.038 | 0.031 | 0.031 | 0.151 | 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 | 1,945,895 | 715 | 879 | -0.052 | -0.005 | -0.040 | 0.052 | 0.045 | 0.046 | 0.851 | 4 |
| 1 | True | 1,946,625 | 341,595 | 86 | 1,720 | -0.052 | 0.014 | 0.041 | 0.052 | 0.045 | 0.045 | 0.149 | 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 | 2,368,813 | 710 | 1,012 | -0.068 | -0.006 | -0.054 | 0.068 | 0.060 | 0.060 | 0.847 | 5 |
| 1 | True | 2,747,667 | 427,079 | 91 | 1,744 | -0.068 | 0.006 | 0.053 | 0.068 | 0.060 | 0.060 | 0.153 | 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 | 2,666,821 | 671 | 1,017 | -0.086 | -0.014 | -0.071 | 0.086 | 0.077 | 0.077 | 0.782 | 6 |
| 1 | True | 5,055,655 | 744,846 | 129 | 2,137 | -0.086 | 0.018 | 0.073 | 0.085 | 0.077 | 0.077 | 0.218 | 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 | 1,949,112 | 695 | 876 | -0.106 | -0.033 | -0.090 | 0.106 | 0.095 | 0.094 | 0.632 | 7 |
| 1 | True | 4,421,449 | 1,135,953 | 106 | 2,169 | -0.105 | 0.042 | 0.091 | 0.106 | 0.096 | 0.096 | 0.368 | 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 | 2,549,674 | 677 | 868 | -0.133 | -0.049 | -0.114 | 0.133 | 0.119 | 0.119 | 0.480 | 8 |
| 1 | True | 4,816,501 | 2,764,189 | 124 | 1,745 | -0.133 | 0.025 | 0.111 | 0.133 | 0.119 | 0.119 | 0.520 | 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 | 1,794,065 | 650 | 865 | -0.175 | -0.083 | -0.145 | 0.175 | 0.152 | 0.150 | 0.614 | 9 |
| 1 | True | 6,108,600 | 1,125,887 | 151 | 1,704 | -0.174 | 0.039 | 0.141 | 0.175 | 0.152 | 0.151 | 0.386 | 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 | 2,053,541 | 640 | 986 | -0.388 | -0.163 | -0.207 | 0.305 | 0.225 | 0.214 | 0.706 | 10 |
| 1 | True | 7,832,566 | 855,369 | 161 | 1,826 | -0.441 | 0.067 | 0.192 | 0.392 | 0.232 | 0.221 | 0.294 | 10 |