| 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 | 2,143,671 | 701 | 956 | -0.014 | -0.000 | 0.000 | 0.014 | 0.007 | 0.007 | 0.792 | 1 |
| 1 | True | 2,854,358 | 562,513 | 104 | 1,740 | -0.014 | 0.001 | 0.001 | 0.014 | 0.006 | 0.006 | 0.208 | 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 | 3,043,721 | 699 | 968 | -0.027 | 0.001 | 0.015 | 0.027 | 0.020 | 0.020 | 0.808 | 2 |
| 1 | True | 3,383,560 | 722,734 | 106 | 2,205 | -0.027 | 0.004 | 0.017 | 0.027 | 0.020 | 0.020 | 0.192 | 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 | 2,658,037 | 692 | 1,000 | -0.040 | -0.001 | -0.027 | 0.040 | 0.034 | 0.033 | 0.805 | 3 |
| 1 | True | 3,217,678 | 644,556 | 113 | 2,004 | -0.040 | 0.000 | 0.027 | 0.040 | 0.034 | 0.034 | 0.195 | 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 | 2,151,980 | 688 | 1,009 | -0.055 | -0.006 | -0.042 | 0.055 | 0.047 | 0.047 | 0.711 | 4 |
| 1 | True | 3,072,022 | 872,940 | 117 | 2,018 | -0.054 | -0.002 | -0.041 | 0.054 | 0.047 | 0.048 | 0.289 | 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 | 2,225,986 | 686 | 1,015 | -0.069 | -0.008 | -0.056 | 0.069 | 0.062 | 0.062 | 0.636 | 5 |
| 1 | True | 4,104,481 | 1,274,884 | 119 | 2,300 | -0.068 | 0.006 | 0.056 | 0.069 | 0.061 | 0.061 | 0.364 | 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 | 2,660,548 | 708 | 944 | -0.087 | -0.015 | -0.072 | 0.087 | 0.078 | 0.078 | 0.727 | 6 |
| 1 | True | 4,063,806 | 997,001 | 96 | 2,020 | -0.087 | 0.005 | 0.071 | 0.087 | 0.079 | 0.079 | 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 | 3,031,363 | 707 | 834 | -0.107 | -0.035 | -0.092 | 0.107 | 0.097 | 0.097 | 0.813 | 7 |
| 1 | True | 3,848,160 | 695,904 | 98 | 2,104 | -0.105 | 0.034 | 0.094 | 0.107 | 0.097 | 0.097 | 0.187 | 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 | 1,905,180 | 679 | 845 | -0.133 | -0.039 | -0.113 | 0.134 | 0.120 | 0.119 | 0.641 | 8 |
| 1 | True | 4,537,944 | 1,068,249 | 126 | 2,057 | -0.134 | 0.038 | 0.112 | 0.133 | 0.118 | 0.118 | 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 | 1,628,198 | 689 | 782 | -0.176 | -0.076 | -0.144 | 0.175 | 0.152 | 0.151 | 0.421 | 9 |
| 1 | True | 5,198,134 | 2,240,804 | 116 | 2,054 | -0.176 | 0.060 | 0.144 | 0.176 | 0.154 | 0.155 | 0.579 | 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 | 1,102,459 | 661 | 720 | -0.415 | -0.160 | -0.207 | 0.391 | 0.227 | 0.215 | 0.572 | 10 |
| 1 | True | 7,652,247 | 825,435 | 144 | 2,150 | -0.367 | 0.051 | 0.192 | 0.475 | 0.229 | 0.221 | 0.428 | 10 |