| 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 | 3,089,508 | 693 | 903 | -0.013 | -0.000 | -0.001 | 0.013 | 0.007 | 0.007 | 0.816 | 1 |
| 1 | True | 2,480,316 | 694,873 | 108 | 2,278 | -0.013 | -0.001 | -0.002 | 0.012 | 0.006 | 0.006 | 0.184 | 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 | 2,607,605 | 706 | 974 | -0.025 | -0.002 | -0.014 | 0.025 | 0.019 | 0.019 | 0.867 | 2 |
| 1 | True | 3,056,834 | 398,477 | 95 | 1,947 | -0.025 | -0.005 | -0.016 | 0.025 | 0.019 | 0.019 | 0.133 | 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 | 3,104,829 | 722 | 1,017 | -0.038 | -0.002 | -0.026 | 0.038 | 0.032 | 0.032 | 0.846 | 3 |
| 1 | True | 2,034,688 | 563,955 | 79 | 2,385 | -0.038 | -0.003 | -0.026 | 0.038 | 0.031 | 0.030 | 0.154 | 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 | 2,389,328 | 713 | 1,053 | -0.053 | -0.002 | -0.038 | 0.053 | 0.045 | 0.045 | 0.843 | 4 |
| 1 | True | 2,096,672 | 443,331 | 88 | 1,928 | -0.052 | -0.001 | -0.000 | 0.052 | 0.045 | 0.044 | 0.157 | 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 | 2,433,345 | 699 | 1,002 | -0.067 | -0.008 | -0.054 | 0.067 | 0.060 | 0.060 | 0.696 | 5 |
| 1 | True | 3,846,824 | 1,061,432 | 102 | 2,180 | -0.067 | 0.017 | 0.056 | 0.067 | 0.060 | 0.059 | 0.304 | 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 | 1,705,987 | 684 | 939 | -0.084 | -0.024 | -0.071 | 0.084 | 0.076 | 0.076 | 0.632 | 6 |
| 1 | True | 4,388,636 | 993,879 | 116 | 1,567 | -0.084 | 0.015 | 0.071 | 0.084 | 0.076 | 0.077 | 0.368 | 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 | 1,841,561 | 651 | 848 | -0.107 | -0.032 | -0.090 | 0.107 | 0.095 | 0.094 | 0.389 | 7 |
| 1 | True | 6,076,814 | 2,891,805 | 150 | 2,389 | -0.106 | 0.029 | 0.089 | 0.107 | 0.096 | 0.096 | 0.611 | 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 | 1,866,876 | 683 | 777 | -0.134 | -0.056 | -0.115 | 0.134 | 0.120 | 0.119 | 0.669 | 8 |
| 1 | True | 4,363,325 | 922,589 | 118 | 1,714 | -0.134 | 0.031 | 0.113 | 0.134 | 0.120 | 0.118 | 0.331 | 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 | 1,829,263 | 659 | 814 | -0.178 | -0.089 | -0.148 | 0.178 | 0.154 | 0.153 | 0.663 | 9 |
| 1 | True | 6,045,767 | 928,313 | 142 | 2,434 | -0.176 | 0.044 | 0.143 | 0.177 | 0.152 | 0.151 | 0.337 | 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 | 1,983,945 | 630 | 838 | -0.463 | -0.164 | -0.211 | 0.307 | 0.229 | 0.218 | 0.713 | 10 |
| 1 | True | 7,715,248 | 799,247 | 171 | 1,548 | -0.377 | 0.086 | 0.198 | 0.380 | 0.238 | 0.227 | 0.287 | 10 |