| 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 | 3,100,843 | 698 | 986 | -0.013 | -0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.891 | 1 |
| 1 | True | 2,279,029 | 379,339 | 103 | 1,838 | -0.013 | -0.001 | -0.003 | 0.012 | 0.007 | 0.007 | 0.109 | 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 | 2,739,246 | 707 | 1,099 | -0.026 | 0.001 | 0.013 | 0.026 | 0.019 | 0.019 | 0.821 | 2 |
| 1 | True | 2,471,742 | 599,002 | 94 | 2,139 | -0.026 | -0.002 | -0.014 | 0.025 | 0.020 | 0.020 | 0.179 | 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 | 3,255,801 | 710 | 962 | -0.039 | -0.003 | -0.027 | 0.039 | 0.032 | 0.032 | 0.799 | 3 |
| 1 | True | 2,307,440 | 820,961 | 91 | 2,444 | -0.038 | 0.001 | 0.026 | 0.038 | 0.032 | 0.031 | 0.201 | 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 | 2,008,273 | 714 | 924 | -0.053 | -0.008 | -0.041 | 0.053 | 0.046 | 0.046 | 0.702 | 4 |
| 1 | True | 2,781,411 | 853,575 | 87 | 2,137 | -0.053 | 0.007 | 0.040 | 0.053 | 0.046 | 0.046 | 0.298 | 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 | 2,294,229 | 696 | 978 | -0.069 | -0.016 | -0.056 | 0.069 | 0.061 | 0.060 | 0.682 | 5 |
| 1 | True | 4,321,896 | 1,069,840 | 105 | 2,101 | -0.068 | 0.016 | 0.056 | 0.068 | 0.060 | 0.060 | 0.318 | 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 | 1,988,555 | 674 | 918 | -0.086 | -0.023 | -0.073 | 0.085 | 0.077 | 0.077 | 0.684 | 6 |
| 1 | True | 4,698,895 | 917,790 | 126 | 2,041 | -0.085 | 0.009 | 0.069 | 0.086 | 0.076 | 0.076 | 0.316 | 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 | 2,055,993 | 661 | 943 | -0.106 | -0.042 | -0.092 | 0.106 | 0.096 | 0.095 | 0.660 | 7 |
| 1 | True | 5,676,897 | 1,060,479 | 140 | 1,838 | -0.105 | 0.023 | 0.089 | 0.106 | 0.096 | 0.095 | 0.340 | 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 | 1,780,301 | 681 | 800 | -0.134 | -0.058 | -0.114 | 0.134 | 0.119 | 0.118 | 0.684 | 8 |
| 1 | True | 4,528,615 | 822,728 | 120 | 2,046 | -0.133 | 0.011 | 0.108 | 0.133 | 0.119 | 0.118 | 0.316 | 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 | 2,082,193 | 668 | 826 | -0.176 | -0.080 | -0.147 | 0.176 | 0.152 | 0.151 | 0.470 | 9 |
| 1 | True | 5,498,342 | 2,344,319 | 133 | 2,103 | -0.175 | 0.045 | 0.141 | 0.176 | 0.152 | 0.151 | 0.530 | 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 | 1,805,571 | 662 | 756 | -0.453 | -0.161 | -0.209 | 0.339 | 0.232 | 0.217 | 0.700 | 10 |
| 1 | True | 7,432,348 | 773,564 | 139 | 1,965 | -0.439 | 0.106 | 0.212 | 0.378 | 0.250 | 0.240 | 0.300 | 10 |