| 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 | 2,437,266 | 715 | 999 | -0.012 | -0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.746 | 1 |
| 1 | True | 2,689,973 | 831,928 | 89 | 2,073 | -0.011 | 0.000 | 0.001 | 0.012 | 0.006 | 0.005 | 0.254 | 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 | 2,985,956 | 725 | 1,032 | -0.025 | -0.001 | -0.012 | 0.025 | 0.018 | 0.018 | 0.875 | 2 |
| 1 | True | 2,920,541 | 426,374 | 78 | 2,439 | -0.024 | 0.000 | 0.012 | 0.024 | 0.018 | 0.018 | 0.125 | 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 | 2,334,217 | 692 | 984 | -0.037 | -0.005 | -0.026 | 0.037 | 0.031 | 0.031 | 0.735 | 3 |
| 1 | True | 2,901,083 | 842,977 | 111 | 1,941 | -0.036 | -0.000 | -0.025 | 0.037 | 0.031 | 0.031 | 0.265 | 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 | 2,347,957 | 696 | 1,058 | -0.050 | -0.010 | -0.040 | 0.050 | 0.044 | 0.044 | 0.712 | 4 |
| 1 | True | 3,484,306 | 950,545 | 107 | 2,169 | -0.050 | 0.003 | 0.039 | 0.050 | 0.044 | 0.045 | 0.288 | 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 | 2,573,428 | 699 | 1,002 | -0.065 | -0.011 | -0.052 | 0.065 | 0.057 | 0.057 | 0.821 | 5 |
| 1 | True | 3,874,112 | 559,274 | 104 | 2,213 | -0.064 | 0.009 | 0.051 | 0.065 | 0.057 | 0.057 | 0.179 | 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 | 2,721,897 | 690 | 949 | -0.083 | -0.023 | -0.069 | 0.082 | 0.073 | 0.073 | 0.631 | 6 |
| 1 | True | 4,741,565 | 1,590,967 | 113 | 2,294 | -0.083 | 0.014 | 0.066 | 0.082 | 0.073 | 0.074 | 0.369 | 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 | 2,248,165 | 701 | 958 | -0.103 | -0.034 | -0.088 | 0.103 | 0.093 | 0.093 | 0.700 | 7 |
| 1 | True | 3,819,799 | 964,565 | 102 | 2,261 | -0.103 | 0.000 | -0.000 | 0.103 | 0.093 | 0.094 | 0.300 | 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 | 1,712,657 | 679 | 902 | -0.129 | -0.047 | -0.110 | 0.129 | 0.116 | 0.115 | 0.434 | 8 |
| 1 | True | 4,469,193 | 2,230,996 | 124 | 2,235 | -0.129 | 0.029 | 0.106 | 0.128 | 0.115 | 0.114 | 0.566 | 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 | 2,634,391 | 675 | 790 | -0.172 | -0.076 | -0.141 | 0.172 | 0.148 | 0.147 | 0.789 | 9 |
| 1 | True | 4,943,379 | 705,528 | 128 | 2,051 | -0.170 | 0.024 | 0.134 | 0.172 | 0.149 | 0.148 | 0.211 | 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 | 991,812 | 654 | 694 | -0.511 | -0.160 | -0.203 | 0.323 | 0.226 | 0.211 | 0.514 | 10 |
| 1 | True | 8,275,746 | 939,547 | 150 | 2,137 | -0.369 | 0.107 | 0.201 | 0.455 | 0.236 | 0.221 | 0.486 | 10 |