| 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 | 3,175,696 | 693 | 1,062 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.892 | 1 |
| 1 | True | 2,667,231 | 383,209 | 108 | 1,639 | -0.012 | -0.002 | -0.003 | 0.012 | 0.007 | 0.006 | 0.108 | 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 | 3,438,870 | 709 | 936 | -0.025 | -0.001 | -0.013 | 0.025 | 0.019 | 0.019 | 0.856 | 2 |
| 1 | True | 2,041,862 | 580,346 | 92 | 2,094 | -0.024 | -0.002 | -0.013 | 0.025 | 0.018 | 0.019 | 0.144 | 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 | 2,321,479 | 701 | 990 | -0.037 | -0.001 | -0.025 | 0.037 | 0.031 | 0.031 | 0.658 | 3 |
| 1 | True | 3,547,003 | 1,206,055 | 100 | 2,209 | -0.037 | 0.002 | 0.026 | 0.037 | 0.031 | 0.030 | 0.342 | 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 | 2,004,553 | 707 | 981 | -0.052 | -0.008 | -0.039 | 0.052 | 0.044 | 0.045 | 0.829 | 4 |
| 1 | True | 2,646,414 | 413,757 | 94 | 2,252 | -0.051 | 0.008 | 0.039 | 0.051 | 0.044 | 0.044 | 0.171 | 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 | 2,095,301 | 701 | 954 | -0.068 | -0.012 | -0.054 | 0.068 | 0.059 | 0.059 | 0.613 | 5 |
| 1 | True | 3,083,574 | 1,320,212 | 100 | 2,632 | -0.066 | 0.018 | 0.056 | 0.067 | 0.059 | 0.059 | 0.387 | 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 | 2,268,776 | 680 | 920 | -0.085 | -0.025 | -0.072 | 0.085 | 0.075 | 0.075 | 0.775 | 6 |
| 1 | True | 4,309,595 | 657,054 | 120 | 1,942 | -0.085 | -0.003 | -0.068 | 0.085 | 0.076 | 0.075 | 0.225 | 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 | 2,237,837 | 680 | 848 | -0.106 | -0.037 | -0.090 | 0.106 | 0.095 | 0.095 | 0.720 | 7 |
| 1 | True | 4,938,159 | 871,712 | 121 | 1,801 | -0.106 | 0.025 | 0.089 | 0.106 | 0.096 | 0.096 | 0.280 | 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 | 1,418,347 | 673 | 888 | -0.134 | -0.057 | -0.113 | 0.134 | 0.119 | 0.118 | 0.372 | 8 |
| 1 | True | 5,212,208 | 2,392,994 | 128 | 1,701 | -0.134 | 0.026 | 0.111 | 0.134 | 0.119 | 0.118 | 0.628 | 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 | 2,575,785 | 665 | 809 | -0.177 | -0.088 | -0.147 | 0.177 | 0.153 | 0.153 | 0.696 | 9 |
| 1 | True | 5,127,685 | 1,126,962 | 136 | 2,007 | -0.176 | 0.049 | 0.141 | 0.177 | 0.154 | 0.153 | 0.304 | 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 | 1,368,342 | 639 | 825 | -0.430 | -0.154 | -0.204 | 0.322 | 0.227 | 0.214 | 0.638 | 10 |
| 1 | True | 8,415,803 | 775,890 | 162 | 1,791 | -0.469 | 0.102 | 0.205 | 0.381 | 0.241 | 0.230 | 0.362 | 10 |