| 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 | 2,787,858 | 687 | 986 | -0.014 | 0.000 | 0.001 | 0.014 | 0.007 | 0.007 | 0.715 | 1 |
| 1 | True | 3,101,362 | 1,110,534 | 118 | 1,930 | -0.013 | -0.000 | 0.001 | 0.014 | 0.008 | 0.008 | 0.285 | 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 | 2,757,084 | 692 | 1,076 | -0.027 | -0.001 | -0.014 | 0.027 | 0.020 | 0.020 | 0.849 | 2 |
| 1 | True | 2,968,829 | 488,628 | 113 | 2,209 | -0.026 | -0.001 | -0.015 | 0.027 | 0.020 | 0.020 | 0.151 | 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 | 2,697,681 | 706 | 1,024 | -0.041 | -0.003 | -0.028 | 0.041 | 0.034 | 0.033 | 0.822 | 3 |
| 1 | True | 3,945,291 | 585,786 | 99 | 1,645 | -0.040 | -0.001 | -0.027 | 0.040 | 0.034 | 0.034 | 0.178 | 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 | 2,395,340 | 700 | 927 | -0.055 | -0.003 | -0.042 | 0.055 | 0.048 | 0.048 | 0.794 | 4 |
| 1 | True | 3,976,037 | 622,597 | 105 | 2,213 | -0.055 | 0.011 | 0.043 | 0.055 | 0.047 | 0.047 | 0.206 | 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 | 2,288,276 | 706 | 1,065 | -0.071 | -0.005 | -0.056 | 0.071 | 0.063 | 0.063 | 0.685 | 5 |
| 1 | True | 3,545,575 | 1,053,591 | 99 | 2,228 | -0.070 | 0.020 | 0.059 | 0.071 | 0.063 | 0.063 | 0.315 | 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 | 2,336,704 | 709 | 961 | -0.088 | -0.018 | -0.074 | 0.088 | 0.079 | 0.079 | 0.654 | 6 |
| 1 | True | 3,525,668 | 1,235,835 | 95 | 2,971 | -0.087 | 0.024 | 0.075 | 0.088 | 0.079 | 0.079 | 0.346 | 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 | 2,390,633 | 699 | 921 | -0.109 | -0.031 | -0.092 | 0.109 | 0.098 | 0.097 | 0.702 | 7 |
| 1 | True | 4,023,399 | 1,013,876 | 106 | 1,954 | -0.106 | 0.014 | 0.089 | 0.109 | 0.098 | 0.097 | 0.298 | 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 | 2,473,951 | 679 | 895 | -0.135 | -0.045 | -0.116 | 0.134 | 0.121 | 0.121 | 0.708 | 8 |
| 1 | True | 5,251,686 | 1,021,609 | 126 | 2,451 | -0.134 | 0.020 | 0.111 | 0.133 | 0.119 | 0.118 | 0.292 | 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 | 2,085,200 | 685 | 881 | -0.180 | -0.086 | -0.148 | 0.180 | 0.154 | 0.153 | 0.484 | 9 |
| 1 | True | 4,945,910 | 2,227,242 | 120 | 2,286 | -0.179 | 0.051 | 0.143 | 0.178 | 0.155 | 0.153 | 0.516 | 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 | 1,073,044 | 674 | 628 | -0.509 | -0.184 | -0.216 | 0.330 | 0.234 | 0.222 | 0.605 | 10 |
| 1 | True | 6,854,481 | 700,027 | 131 | 2,127 | -0.328 | 0.043 | 0.190 | 0.433 | 0.229 | 0.216 | 0.395 | 10 |