| 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 | 2,218,071 | 710 | 990 | -0.013 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.789 | 1 |
| 1 | True | 2,805,834 | 592,891 | 94 | 1,965 | -0.013 | -0.000 | -0.002 | 0.013 | 0.007 | 0.007 | 0.211 | 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 | 2,597,998 | 701 | 1,022 | -0.026 | -0.001 | -0.014 | 0.026 | 0.019 | 0.019 | 0.796 | 2 |
| 1 | True | 3,164,318 | 664,586 | 102 | 2,267 | -0.026 | -0.001 | -0.013 | 0.026 | 0.019 | 0.019 | 0.204 | 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 | 3,198,846 | 700 | 1,011 | -0.040 | -0.005 | -0.028 | 0.040 | 0.033 | 0.032 | 0.786 | 3 |
| 1 | True | 2,759,765 | 870,014 | 103 | 1,666 | -0.040 | -0.002 | -0.028 | 0.039 | 0.034 | 0.033 | 0.214 | 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 | 2,746,852 | 691 | 1,020 | -0.054 | -0.008 | -0.042 | 0.054 | 0.047 | 0.046 | 0.780 | 4 |
| 1 | True | 4,184,861 | 775,064 | 112 | 2,055 | -0.053 | 0.010 | 0.041 | 0.054 | 0.046 | 0.046 | 0.220 | 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 | 2,207,669 | 718 | 991 | -0.070 | -0.016 | -0.058 | 0.070 | 0.062 | 0.062 | 0.771 | 5 |
| 1 | True | 2,416,552 | 656,576 | 86 | 2,169 | -0.068 | 0.011 | 0.056 | 0.070 | 0.061 | 0.061 | 0.229 | 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 | 2,628,237 | 683 | 1,044 | -0.088 | -0.021 | -0.073 | 0.088 | 0.079 | 0.079 | 0.727 | 6 |
| 1 | True | 4,767,269 | 985,921 | 120 | 2,387 | -0.088 | 0.019 | 0.073 | 0.088 | 0.078 | 0.078 | 0.273 | 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 | 2,582,227 | 663 | 1,016 | -0.109 | -0.026 | -0.092 | 0.109 | 0.098 | 0.098 | 0.619 | 7 |
| 1 | True | 5,416,095 | 1,590,173 | 140 | 2,267 | -0.109 | 0.030 | 0.092 | 0.109 | 0.098 | 0.098 | 0.381 | 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 | 2,659,575 | 688 | 864 | -0.138 | -0.047 | -0.117 | 0.138 | 0.123 | 0.122 | 0.721 | 8 |
| 1 | True | 5,150,470 | 1,030,140 | 115 | 2,485 | -0.137 | 0.040 | 0.115 | 0.138 | 0.123 | 0.122 | 0.279 | 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 | 1,484,299 | 671 | 790 | -0.186 | -0.089 | -0.153 | 0.185 | 0.159 | 0.158 | 0.387 | 9 |
| 1 | True | 4,269,741 | 2,354,383 | 132 | 1,873 | -0.186 | 0.042 | 0.144 | 0.185 | 0.159 | 0.159 | 0.613 | 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 | 982,504 | 684 | 596 | -0.586 | -0.193 | -0.227 | 0.355 | 0.246 | 0.229 | 0.596 | 10 |
| 1 | True | 7,209,364 | 665,361 | 120 | 2,376 | -0.349 | 0.052 | 0.202 | 0.527 | 0.241 | 0.230 | 0.404 | 10 |