| 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 | 2,436,731 | 731 | 1,038 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.825 | 1 |
| 1 | True | 2,153,804 | 515,143 | 72 | 2,286 | -0.011 | 0.001 | 0.001 | 0.012 | 0.006 | 0.006 | 0.175 | 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 | 3,045,869 | 708 | 1,015 | -0.024 | -0.002 | -0.013 | 0.024 | 0.018 | 0.018 | 0.866 | 2 |
| 1 | True | 2,106,167 | 473,099 | 94 | 1,970 | -0.024 | 0.001 | 0.013 | 0.024 | 0.018 | 0.018 | 0.134 | 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 | 2,105,999 | 697 | 1,003 | -0.037 | -0.005 | -0.026 | 0.037 | 0.030 | 0.030 | 0.804 | 3 |
| 1 | True | 2,936,530 | 514,634 | 105 | 1,682 | -0.037 | 0.001 | 0.024 | 0.037 | 0.030 | 0.030 | 0.196 | 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 | 2,831,210 | 680 | 917 | -0.051 | -0.009 | -0.040 | 0.051 | 0.044 | 0.044 | 0.784 | 4 |
| 1 | True | 3,838,765 | 780,418 | 122 | 1,785 | -0.051 | 0.010 | 0.040 | 0.051 | 0.044 | 0.045 | 0.216 | 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 | 2,247,062 | 702 | 950 | -0.066 | -0.013 | -0.053 | 0.066 | 0.058 | 0.058 | 0.720 | 5 |
| 1 | True | 3,549,633 | 872,195 | 100 | 2,365 | -0.066 | 0.005 | 0.053 | 0.066 | 0.059 | 0.059 | 0.280 | 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 | 2,695,845 | 687 | 1,012 | -0.084 | -0.025 | -0.070 | 0.084 | 0.075 | 0.074 | 0.644 | 6 |
| 1 | True | 4,782,558 | 1,487,533 | 115 | 2,178 | -0.084 | 0.009 | 0.069 | 0.084 | 0.075 | 0.076 | 0.356 | 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 | 1,992,706 | 671 | 880 | -0.105 | -0.035 | -0.089 | 0.105 | 0.094 | 0.094 | 0.766 | 7 |
| 1 | True | 4,488,417 | 610,184 | 131 | 1,800 | -0.105 | 0.008 | 0.086 | 0.105 | 0.094 | 0.094 | 0.234 | 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 | 2,087,782 | 673 | 884 | -0.133 | -0.056 | -0.114 | 0.132 | 0.119 | 0.118 | 0.459 | 8 |
| 1 | True | 5,549,099 | 2,457,284 | 129 | 2,761 | -0.132 | 0.034 | 0.112 | 0.132 | 0.119 | 0.118 | 0.541 | 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 | 2,622,885 | 697 | 801 | -0.176 | -0.078 | -0.144 | 0.176 | 0.152 | 0.150 | 0.748 | 9 |
| 1 | True | 3,971,069 | 881,838 | 105 | 2,559 | -0.175 | 0.023 | 0.137 | 0.174 | 0.150 | 0.148 | 0.252 | 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 | 1,227,321 | 643 | 689 | -0.513 | -0.134 | -0.201 | 0.335 | 0.228 | 0.214 | 0.581 | 10 |
| 1 | True | 8,705,571 | 886,716 | 160 | 2,117 | -0.447 | 0.068 | 0.188 | 0.378 | 0.242 | 0.229 | 0.419 | 10 |