| 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 | 2,586,094 | 695 | 1,022 | -0.013 | -0.000 | -0.001 | 0.013 | 0.006 | 0.006 | 0.735 | 1 |
| 1 | True | 3,626,896 | 933,098 | 111 | 2,115 | -0.013 | 0.001 | 0.002 | 0.012 | 0.006 | 0.006 | 0.265 | 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 | 2,612,493 | 696 | 1,021 | -0.027 | -0.001 | -0.014 | 0.027 | 0.020 | 0.020 | 0.831 | 2 |
| 1 | True | 3,373,486 | 531,402 | 109 | 1,803 | -0.027 | 0.001 | 0.014 | 0.027 | 0.020 | 0.020 | 0.169 | 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 | 2,845,911 | 703 | 988 | -0.041 | -0.000 | -0.027 | 0.041 | 0.034 | 0.034 | 0.847 | 3 |
| 1 | True | 2,572,932 | 514,231 | 102 | 2,097 | -0.041 | 0.001 | 0.027 | 0.041 | 0.033 | 0.033 | 0.153 | 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 | 2,624,580 | 690 | 928 | -0.055 | -0.007 | -0.042 | 0.055 | 0.048 | 0.048 | 0.693 | 4 |
| 1 | True | 3,736,616 | 1,164,965 | 115 | 1,921 | -0.055 | 0.006 | 0.042 | 0.055 | 0.048 | 0.048 | 0.307 | 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 | 2,482,749 | 702 | 975 | -0.070 | -0.005 | -0.056 | 0.070 | 0.062 | 0.062 | 0.787 | 5 |
| 1 | True | 3,581,240 | 670,061 | 103 | 1,763 | -0.070 | 0.010 | 0.057 | 0.070 | 0.061 | 0.061 | 0.213 | 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 | 2,326,603 | 696 | 898 | -0.087 | -0.018 | -0.073 | 0.087 | 0.079 | 0.079 | 0.772 | 6 |
| 1 | True | 3,664,957 | 688,612 | 109 | 2,193 | -0.087 | 0.010 | 0.071 | 0.086 | 0.078 | 0.079 | 0.228 | 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 | 2,915,700 | 694 | 945 | -0.107 | -0.027 | -0.091 | 0.107 | 0.097 | 0.096 | 0.666 | 7 |
| 1 | True | 4,447,135 | 1,464,931 | 111 | 2,243 | -0.107 | 0.028 | 0.092 | 0.107 | 0.098 | 0.098 | 0.334 | 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 | 1,804,015 | 684 | 861 | -0.136 | -0.042 | -0.113 | 0.135 | 0.120 | 0.119 | 0.641 | 8 |
| 1 | True | 3,931,230 | 1,012,293 | 121 | 2,170 | -0.135 | 0.040 | 0.114 | 0.135 | 0.121 | 0.119 | 0.359 | 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 | 1,863,114 | 686 | 840 | -0.176 | -0.072 | -0.146 | 0.176 | 0.153 | 0.152 | 0.730 | 9 |
| 1 | True | 5,361,667 | 688,289 | 119 | 1,846 | -0.176 | 0.033 | 0.142 | 0.175 | 0.152 | 0.151 | 0.270 | 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 | 1,074,709 | 664 | 724 | -0.453 | -0.171 | -0.208 | 0.303 | 0.227 | 0.215 | 0.321 | 10 |
| 1 | True | 7,652,199 | 2,272,336 | 141 | 2,536 | -0.375 | 0.042 | 0.185 | 0.518 | 0.229 | 0.221 | 0.679 | 10 |