| 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 | 2,761,109 | 709 | 876 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.857 | 1 |
| 1 | True | 2,893,285 | 460,710 | 95 | 1,726 | -0.011 | 0.001 | 0.001 | 0.012 | 0.006 | 0.005 | 0.143 | 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 | 2,563,084 | 717 | 1,025 | -0.024 | -0.000 | -0.012 | 0.024 | 0.018 | 0.018 | 0.793 | 2 |
| 1 | True | 2,872,456 | 668,736 | 86 | 2,382 | -0.024 | 0.003 | 0.014 | 0.024 | 0.018 | 0.018 | 0.207 | 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 | 2,189,763 | 696 | 1,042 | -0.037 | -0.004 | -0.026 | 0.037 | 0.031 | 0.031 | 0.686 | 3 |
| 1 | True | 3,446,046 | 1,001,959 | 107 | 2,228 | -0.037 | -0.004 | -0.025 | 0.037 | 0.030 | 0.030 | 0.314 | 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 | 3,182,449 | 718 | 1,138 | -0.051 | -0.006 | -0.039 | 0.051 | 0.044 | 0.044 | 0.887 | 4 |
| 1 | True | 2,040,376 | 403,747 | 85 | 2,566 | -0.050 | 0.008 | 0.040 | 0.051 | 0.045 | 0.045 | 0.113 | 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 | 2,464,564 | 693 | 961 | -0.067 | -0.009 | -0.054 | 0.067 | 0.059 | 0.059 | 0.795 | 5 |
| 1 | True | 4,392,561 | 634,901 | 110 | 1,881 | -0.067 | 0.010 | 0.054 | 0.067 | 0.060 | 0.060 | 0.205 | 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 | 1,984,016 | 686 | 998 | -0.084 | -0.016 | -0.069 | 0.084 | 0.075 | 0.075 | 0.653 | 6 |
| 1 | True | 4,978,526 | 1,052,374 | 117 | 2,234 | -0.083 | 0.020 | 0.070 | 0.084 | 0.075 | 0.075 | 0.347 | 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 | 2,243,506 | 677 | 969 | -0.104 | -0.032 | -0.089 | 0.104 | 0.093 | 0.093 | 0.545 | 7 |
| 1 | True | 5,335,344 | 1,875,087 | 126 | 3,083 | -0.104 | 0.024 | 0.087 | 0.103 | 0.093 | 0.092 | 0.455 | 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 | 2,190,463 | 685 | 871 | -0.132 | -0.045 | -0.111 | 0.132 | 0.117 | 0.116 | 0.701 | 8 |
| 1 | True | 3,803,985 | 932,205 | 118 | 2,278 | -0.131 | 0.029 | 0.108 | 0.131 | 0.116 | 0.116 | 0.299 | 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 | 2,351,745 | 672 | 816 | -0.181 | -0.078 | -0.146 | 0.181 | 0.153 | 0.152 | 0.514 | 9 |
| 1 | True | 5,261,016 | 2,224,119 | 131 | 2,082 | -0.177 | 0.040 | 0.138 | 0.181 | 0.154 | 0.154 | 0.486 | 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 | 945,524 | 660 | 621 | -0.561 | -0.182 | -0.220 | 0.331 | 0.241 | 0.228 | 0.573 | 10 |
| 1 | True | 7,011,983 | 705,325 | 144 | 1,923 | -0.385 | 0.063 | 0.201 | 0.523 | 0.238 | 0.227 | 0.427 | 10 |