| 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 | 2,702,960 | 699 | 938 | -0.014 | 0.000 | 0.001 | 0.014 | 0.007 | 0.007 | 0.751 | 1 |
| 1 | True | 3,388,113 | 894,557 | 106 | 1,869 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.249 | 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 | 2,532,734 | 683 | 1,044 | -0.027 | -0.002 | -0.015 | 0.027 | 0.020 | 0.020 | 0.844 | 2 |
| 1 | True | 2,975,036 | 467,938 | 122 | 2,262 | -0.027 | 0.002 | 0.016 | 0.027 | 0.021 | 0.021 | 0.156 | 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 | 3,177,559 | 703 | 1,021 | -0.040 | 0.001 | 0.028 | 0.040 | 0.034 | 0.033 | 0.833 | 3 |
| 1 | True | 4,119,883 | 637,558 | 102 | 1,783 | -0.040 | 0.004 | 0.028 | 0.040 | 0.033 | 0.033 | 0.167 | 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 | 2,579,478 | 695 | 994 | -0.055 | -0.001 | -0.041 | 0.055 | 0.048 | 0.048 | 0.711 | 4 |
| 1 | True | 3,565,791 | 1,048,761 | 110 | 2,048 | -0.055 | 0.006 | 0.044 | 0.055 | 0.048 | 0.049 | 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 | 2,365,041 | 704 | 1,023 | -0.070 | -0.011 | -0.058 | 0.070 | 0.063 | 0.062 | 0.789 | 5 |
| 1 | True | 2,915,811 | 632,397 | 101 | 2,082 | -0.070 | 0.009 | 0.056 | 0.070 | 0.062 | 0.062 | 0.211 | 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 | 2,025,133 | 701 | 983 | -0.088 | -0.013 | -0.073 | 0.088 | 0.079 | 0.079 | 0.637 | 6 |
| 1 | True | 4,286,625 | 1,153,804 | 103 | 2,320 | -0.088 | 0.009 | 0.072 | 0.088 | 0.079 | 0.079 | 0.363 | 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 | 2,650,842 | 691 | 914 | -0.109 | -0.030 | -0.093 | 0.109 | 0.098 | 0.098 | 0.727 | 7 |
| 1 | True | 3,417,426 | 996,876 | 114 | 2,440 | -0.108 | 0.015 | 0.091 | 0.109 | 0.098 | 0.097 | 0.273 | 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 | 2,279,148 | 693 | 906 | -0.135 | -0.050 | -0.116 | 0.135 | 0.121 | 0.121 | 0.653 | 8 |
| 1 | True | 5,038,452 | 1,210,878 | 112 | 2,246 | -0.135 | 0.052 | 0.115 | 0.135 | 0.121 | 0.121 | 0.347 | 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 | 1,830,140 | 695 | 803 | -0.180 | -0.072 | -0.146 | 0.180 | 0.155 | 0.153 | 0.451 | 9 |
| 1 | True | 4,708,290 | 2,229,816 | 110 | 2,235 | -0.180 | 0.050 | 0.143 | 0.180 | 0.155 | 0.154 | 0.549 | 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 | 975,996 | 660 | 701 | -0.421 | -0.182 | -0.215 | 0.351 | 0.232 | 0.218 | 0.558 | 10 |
| 1 | True | 7,680,540 | 772,621 | 145 | 2,239 | -0.368 | 0.055 | 0.196 | 0.441 | 0.233 | 0.227 | 0.442 | 10 |