| 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 | 2,266,512 | 699 | 1,050 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.007 | 0.696 | 1 |
| 1 | True | 3,342,838 | 989,339 | 103 | 2,498 | -0.012 | -0.001 | -0.001 | 0.012 | 0.007 | 0.007 | 0.304 | 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 | 1,732,182 | 710 | 889 | -0.025 | -0.000 | -0.012 | 0.025 | 0.018 | 0.018 | 0.816 | 2 |
| 1 | True | 2,679,030 | 390,242 | 92 | 1,877 | -0.025 | -0.000 | -0.013 | 0.025 | 0.019 | 0.018 | 0.184 | 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 | 3,170,136 | 707 | 1,010 | -0.037 | -0.004 | -0.026 | 0.037 | 0.031 | 0.031 | 0.793 | 3 |
| 1 | True | 2,457,633 | 826,311 | 95 | 3,093 | -0.037 | 0.002 | 0.026 | 0.037 | 0.031 | 0.031 | 0.207 | 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 | 2,363,717 | 706 | 1,022 | -0.051 | -0.007 | -0.039 | 0.051 | 0.044 | 0.045 | 0.840 | 4 |
| 1 | True | 2,714,979 | 449,405 | 96 | 1,452 | -0.050 | 0.002 | 0.038 | 0.051 | 0.045 | 0.045 | 0.160 | 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 | 2,184,339 | 702 | 971 | -0.065 | -0.014 | -0.054 | 0.065 | 0.058 | 0.058 | 0.769 | 5 |
| 1 | True | 3,750,046 | 655,845 | 100 | 1,732 | -0.065 | 0.004 | 0.052 | 0.065 | 0.059 | 0.060 | 0.231 | 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 | 2,683,675 | 704 | 938 | -0.082 | -0.021 | -0.069 | 0.082 | 0.073 | 0.073 | 0.822 | 6 |
| 1 | True | 3,250,870 | 580,909 | 98 | 2,280 | -0.081 | 0.013 | 0.068 | 0.082 | 0.074 | 0.075 | 0.178 | 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 | 2,430,116 | 662 | 974 | -0.102 | -0.027 | -0.087 | 0.102 | 0.091 | 0.091 | 0.585 | 7 |
| 1 | True | 5,529,289 | 1,727,004 | 140 | 2,399 | -0.101 | 0.036 | 0.089 | 0.102 | 0.093 | 0.092 | 0.415 | 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 | 2,245,112 | 667 | 952 | -0.128 | -0.050 | -0.109 | 0.128 | 0.114 | 0.114 | 0.670 | 8 |
| 1 | True | 5,308,115 | 1,106,041 | 135 | 2,430 | -0.128 | 0.023 | 0.107 | 0.127 | 0.115 | 0.116 | 0.330 | 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 | 2,606,338 | 688 | 830 | -0.172 | -0.072 | -0.140 | 0.171 | 0.148 | 0.146 | 0.547 | 9 |
| 1 | True | 4,608,227 | 2,161,294 | 114 | 2,112 | -0.169 | 0.029 | 0.134 | 0.171 | 0.148 | 0.147 | 0.453 | 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 | 1,026,303 | 651 | 699 | -0.546 | -0.157 | -0.205 | 0.350 | 0.228 | 0.213 | 0.482 | 10 |
| 1 | True | 8,388,643 | 1,104,546 | 151 | 2,504 | -0.343 | 0.093 | 0.190 | 0.403 | 0.232 | 0.213 | 0.518 | 10 |