| 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 | 2,929,440 | 717 | 930 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.828 | 1 |
| 1 | True | 3,344,765 | 608,174 | 87 | 1,853 | -0.011 | 0.001 | 0.001 | 0.012 | 0.006 | 0.005 | 0.172 | 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 | 1,971,295 | 702 | 1,019 | -0.024 | -0.000 | -0.012 | 0.024 | 0.018 | 0.018 | 0.802 | 2 |
| 1 | True | 2,341,300 | 486,988 | 101 | 1,966 | -0.024 | 0.002 | 0.013 | 0.024 | 0.018 | 0.018 | 0.198 | 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 | 2,362,754 | 716 | 1,046 | -0.037 | -0.002 | -0.025 | 0.037 | 0.031 | 0.031 | 0.732 | 3 |
| 1 | True | 3,270,815 | 864,181 | 87 | 3,191 | -0.037 | -0.004 | -0.026 | 0.037 | 0.031 | 0.030 | 0.268 | 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 | 3,023,953 | 703 | 1,012 | -0.051 | -0.010 | -0.040 | 0.050 | 0.044 | 0.044 | 0.842 | 4 |
| 1 | True | 2,698,696 | 568,851 | 100 | 2,005 | -0.051 | 0.005 | 0.038 | 0.051 | 0.044 | 0.044 | 0.158 | 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 | 2,722,165 | 700 | 956 | -0.066 | -0.013 | -0.053 | 0.066 | 0.058 | 0.058 | 0.839 | 5 |
| 1 | True | 3,484,596 | 524,231 | 104 | 2,049 | -0.066 | 0.007 | 0.052 | 0.066 | 0.058 | 0.058 | 0.161 | 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 | 2,351,263 | 690 | 930 | -0.083 | -0.019 | -0.069 | 0.083 | 0.074 | 0.074 | 0.708 | 6 |
| 1 | True | 4,011,174 | 968,686 | 113 | 2,193 | -0.082 | 0.015 | 0.069 | 0.082 | 0.074 | 0.075 | 0.292 | 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 | 2,281,497 | 675 | 1,021 | -0.103 | -0.023 | -0.086 | 0.103 | 0.092 | 0.092 | 0.542 | 7 |
| 1 | True | 5,486,712 | 1,924,157 | 128 | 2,582 | -0.102 | 0.040 | 0.088 | 0.103 | 0.093 | 0.093 | 0.458 | 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 | 3,040,389 | 671 | 988 | -0.132 | -0.054 | -0.111 | 0.131 | 0.117 | 0.116 | 0.714 | 8 |
| 1 | True | 5,176,230 | 1,216,739 | 132 | 2,764 | -0.131 | 0.030 | 0.109 | 0.131 | 0.117 | 0.117 | 0.286 | 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 | 1,443,584 | 669 | 747 | -0.182 | -0.078 | -0.146 | 0.181 | 0.154 | 0.152 | 0.398 | 9 |
| 1 | True | 5,160,228 | 2,179,963 | 134 | 1,991 | -0.181 | 0.033 | 0.139 | 0.182 | 0.153 | 0.150 | 0.602 | 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 | 961,520 | 669 | 660 | -0.578 | -0.185 | -0.221 | 0.383 | 0.242 | 0.226 | 0.567 | 10 |
| 1 | True | 7,038,106 | 733,671 | 135 | 2,053 | -0.372 | 0.062 | 0.198 | 0.531 | 0.238 | 0.224 | 0.433 | 10 |