| 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 | 3,198,857 | 713 | 941 | -0.013 | 0.000 | 0.001 | 0.013 | 0.007 | 0.007 | 0.818 | 1 |
| 1 | True | 3,413,651 | 710,167 | 90 | 2,010 | -0.013 | -0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.182 | 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 | 2,911,935 | 714 | 1,048 | -0.026 | -0.001 | -0.013 | 0.026 | 0.019 | 0.019 | 0.856 | 2 |
| 1 | True | 2,071,117 | 490,436 | 88 | 2,595 | -0.025 | -0.004 | -0.016 | 0.026 | 0.020 | 0.020 | 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 | 2,212,477 | 706 | 1,017 | -0.038 | -0.003 | -0.027 | 0.038 | 0.032 | 0.032 | 0.830 | 3 |
| 1 | True | 2,358,222 | 452,207 | 96 | 1,556 | -0.038 | 0.008 | 0.028 | 0.038 | 0.031 | 0.031 | 0.170 | 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 | 2,498,674 | 687 | 1,020 | -0.052 | -0.007 | -0.040 | 0.052 | 0.045 | 0.045 | 0.787 | 4 |
| 1 | True | 4,451,956 | 675,839 | 115 | 2,094 | -0.052 | 0.004 | 0.040 | 0.052 | 0.045 | 0.044 | 0.213 | 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 | 2,051,929 | 684 | 902 | -0.068 | -0.011 | -0.054 | 0.068 | 0.060 | 0.060 | 0.660 | 5 |
| 1 | True | 4,492,732 | 1,059,126 | 118 | 1,783 | -0.068 | 0.009 | 0.055 | 0.068 | 0.061 | 0.060 | 0.340 | 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 | 2,121,408 | 688 | 855 | -0.085 | -0.023 | -0.071 | 0.085 | 0.076 | 0.076 | 0.682 | 6 |
| 1 | True | 3,687,078 | 988,450 | 114 | 2,001 | -0.085 | 0.017 | 0.070 | 0.085 | 0.076 | 0.076 | 0.318 | 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 | 2,364,861 | 683 | 914 | -0.105 | -0.030 | -0.090 | 0.105 | 0.095 | 0.095 | 0.670 | 7 |
| 1 | True | 3,367,284 | 1,167,012 | 119 | 2,202 | -0.105 | 0.021 | 0.088 | 0.105 | 0.095 | 0.095 | 0.330 | 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 | 1,678,953 | 679 | 937 | -0.131 | -0.049 | -0.112 | 0.131 | 0.117 | 0.116 | 0.444 | 8 |
| 1 | True | 4,792,948 | 2,101,100 | 123 | 2,216 | -0.131 | 0.042 | 0.110 | 0.131 | 0.117 | 0.115 | 0.556 | 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 | 2,646,906 | 685 | 796 | -0.173 | -0.069 | -0.144 | 0.173 | 0.151 | 0.151 | 0.733 | 9 |
| 1 | True | 4,808,398 | 964,428 | 117 | 2,366 | -0.173 | 0.035 | 0.137 | 0.173 | 0.149 | 0.148 | 0.267 | 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 | 1,343,521 | 644 | 735 | -0.529 | -0.151 | -0.203 | 0.371 | 0.227 | 0.211 | 0.586 | 10 |
| 1 | True | 8,580,604 | 949,518 | 158 | 2,329 | -0.416 | 0.057 | 0.186 | 0.413 | 0.238 | 0.227 | 0.414 | 10 |