| 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 | 2,233,760 | 709 | 988 | -0.013 | -0.000 | -0.001 | 0.012 | 0.006 | 0.007 | 0.859 | 1 |
| 1 | True | 2,452,028 | 367,349 | 93 | 1,661 | -0.012 | -0.001 | -0.001 | 0.012 | 0.007 | 0.006 | 0.141 | 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 | 2,942,653 | 697 | 919 | -0.025 | -0.001 | -0.013 | 0.025 | 0.019 | 0.019 | 0.837 | 2 |
| 1 | True | 3,482,173 | 574,770 | 105 | 1,932 | -0.025 | 0.002 | 0.014 | 0.025 | 0.019 | 0.019 | 0.163 | 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 | 2,100,784 | 711 | 1,012 | -0.038 | -0.001 | -0.026 | 0.038 | 0.032 | 0.031 | 0.652 | 3 |
| 1 | True | 3,035,575 | 1,120,938 | 91 | 1,919 | -0.038 | 0.004 | 0.027 | 0.038 | 0.032 | 0.033 | 0.348 | 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 | 2,484,317 | 703 | 1,010 | -0.052 | -0.006 | -0.040 | 0.052 | 0.045 | 0.045 | 0.811 | 4 |
| 1 | True | 3,498,371 | 580,677 | 99 | 1,905 | -0.052 | 0.005 | 0.039 | 0.052 | 0.045 | 0.045 | 0.189 | 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 | 2,635,502 | 704 | 920 | -0.067 | -0.012 | -0.055 | 0.067 | 0.060 | 0.060 | 0.798 | 5 |
| 1 | True | 2,568,743 | 667,115 | 98 | 1,965 | -0.067 | 0.009 | 0.056 | 0.067 | 0.060 | 0.060 | 0.202 | 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 | 2,451,794 | 688 | 979 | -0.085 | -0.017 | -0.071 | 0.085 | 0.076 | 0.076 | 0.736 | 6 |
| 1 | True | 4,509,568 | 877,865 | 114 | 2,459 | -0.084 | 0.017 | 0.070 | 0.085 | 0.076 | 0.076 | 0.264 | 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 | 2,242,044 | 682 | 914 | -0.105 | -0.026 | -0.089 | 0.105 | 0.094 | 0.094 | 0.661 | 7 |
| 1 | True | 4,497,669 | 1,152,313 | 120 | 2,228 | -0.104 | 0.024 | 0.089 | 0.105 | 0.095 | 0.095 | 0.339 | 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 | 2,040,373 | 685 | 861 | -0.131 | -0.046 | -0.111 | 0.130 | 0.117 | 0.117 | 0.688 | 8 |
| 1 | True | 3,912,896 | 923,635 | 117 | 2,350 | -0.130 | 0.048 | 0.111 | 0.131 | 0.116 | 0.117 | 0.312 | 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 | 2,608,940 | 669 | 859 | -0.171 | -0.064 | -0.141 | 0.171 | 0.149 | 0.148 | 0.537 | 9 |
| 1 | True | 5,743,619 | 2,251,869 | 133 | 2,113 | -0.171 | 0.039 | 0.136 | 0.171 | 0.148 | 0.145 | 0.463 | 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 | 1,180,775 | 649 | 749 | -0.455 | -0.155 | -0.203 | 0.336 | 0.225 | 0.209 | 0.530 | 10 |
| 1 | True | 8,352,189 | 1,046,484 | 153 | 2,626 | -0.350 | 0.064 | 0.187 | 0.381 | 0.234 | 0.217 | 0.470 | 10 |