| 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 | 2,302,041 | 689 | 978 | -0.013 | 0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.713 | 1 |
| 1 | True | 3,487,171 | 926,807 | 115 | 2,219 | -0.012 | -0.001 | -0.001 | 0.012 | 0.007 | 0.007 | 0.287 | 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 | 3,288,578 | 703 | 1,106 | -0.025 | -0.003 | -0.014 | 0.025 | 0.019 | 0.019 | 0.857 | 2 |
| 1 | True | 2,890,388 | 549,940 | 100 | 1,917 | -0.025 | -0.000 | -0.013 | 0.025 | 0.019 | 0.019 | 0.143 | 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 | 2,064,906 | 695 | 1,005 | -0.038 | -0.002 | -0.026 | 0.038 | 0.032 | 0.032 | 0.793 | 3 |
| 1 | True | 2,838,513 | 540,438 | 108 | 1,627 | -0.038 | -0.004 | -0.028 | 0.038 | 0.032 | 0.033 | 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 | 2,748,635 | 709 | 1,017 | -0.053 | -0.007 | -0.040 | 0.053 | 0.046 | 0.046 | 0.734 | 4 |
| 1 | True | 3,519,890 | 993,830 | 94 | 2,540 | -0.053 | 0.002 | 0.040 | 0.053 | 0.046 | 0.046 | 0.266 | 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 | 2,262,897 | 696 | 973 | -0.070 | -0.011 | -0.056 | 0.070 | 0.061 | 0.061 | 0.686 | 5 |
| 1 | True | 4,286,345 | 1,034,630 | 108 | 2,620 | -0.069 | 0.015 | 0.057 | 0.070 | 0.062 | 0.062 | 0.314 | 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 | 2,522,067 | 696 | 954 | -0.088 | -0.018 | -0.073 | 0.088 | 0.079 | 0.079 | 0.801 | 6 |
| 1 | True | 3,934,444 | 626,401 | 107 | 2,184 | -0.087 | 0.018 | 0.073 | 0.088 | 0.079 | 0.079 | 0.199 | 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 | 2,897,116 | 678 | 966 | -0.109 | -0.033 | -0.093 | 0.109 | 0.098 | 0.097 | 0.620 | 7 |
| 1 | True | 4,841,432 | 1,773,915 | 125 | 2,226 | -0.108 | 0.032 | 0.092 | 0.109 | 0.096 | 0.095 | 0.380 | 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 | 2,635,426 | 662 | 897 | -0.138 | -0.049 | -0.116 | 0.138 | 0.123 | 0.122 | 0.535 | 8 |
| 1 | True | 5,120,597 | 2,288,928 | 141 | 1,985 | -0.137 | 0.007 | 0.109 | 0.137 | 0.122 | 0.122 | 0.465 | 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 | 1,727,205 | 674 | 858 | -0.188 | -0.093 | -0.154 | 0.187 | 0.161 | 0.161 | 0.716 | 9 |
| 1 | True | 4,626,264 | 684,535 | 129 | 2,057 | -0.188 | 0.035 | 0.144 | 0.185 | 0.159 | 0.157 | 0.284 | 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 | 923,046 | 688 | 551 | -0.572 | -0.208 | -0.228 | 0.328 | 0.249 | 0.233 | 0.585 | 10 |
| 1 | True | 6,527,321 | 656,074 | 116 | 2,413 | -0.384 | 0.059 | 0.204 | 0.535 | 0.242 | 0.233 | 0.415 | 10 |