| 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 | 2,502,495 | 697 | 1,032 | -0.013 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.742 | 1 |
| 1 | True | 2,950,192 | 870,500 | 108 | 2,126 | -0.013 | -0.001 | -0.001 | 0.013 | 0.006 | 0.005 | 0.258 | 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 | 2,289,344 | 700 | 1,044 | -0.027 | -0.001 | -0.014 | 0.027 | 0.020 | 0.020 | 0.785 | 2 |
| 1 | True | 3,025,794 | 625,219 | 105 | 1,994 | -0.026 | -0.001 | -0.014 | 0.026 | 0.019 | 0.019 | 0.215 | 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 | 2,715,385 | 691 | 911 | -0.041 | -0.001 | -0.028 | 0.041 | 0.034 | 0.034 | 0.799 | 3 |
| 1 | True | 4,272,519 | 683,428 | 114 | 2,338 | -0.040 | -0.001 | -0.028 | 0.040 | 0.034 | 0.034 | 0.201 | 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 | 2,539,054 | 706 | 1,123 | -0.055 | -0.003 | -0.042 | 0.055 | 0.048 | 0.048 | 0.817 | 4 |
| 1 | True | 3,866,729 | 568,438 | 98 | 1,673 | -0.055 | 0.006 | 0.042 | 0.055 | 0.048 | 0.048 | 0.183 | 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 | 2,789,704 | 690 | 923 | -0.070 | -0.012 | -0.057 | 0.070 | 0.062 | 0.062 | 0.776 | 5 |
| 1 | True | 4,206,400 | 804,270 | 115 | 2,051 | -0.069 | 0.009 | 0.057 | 0.069 | 0.062 | 0.062 | 0.224 | 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 | 2,020,474 | 694 | 887 | -0.086 | -0.016 | -0.072 | 0.086 | 0.078 | 0.078 | 0.531 | 6 |
| 1 | True | 3,440,118 | 1,787,665 | 111 | 2,306 | -0.086 | 0.010 | 0.072 | 0.085 | 0.077 | 0.077 | 0.469 | 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 | 2,022,103 | 693 | 951 | -0.106 | -0.029 | -0.092 | 0.106 | 0.096 | 0.096 | 0.730 | 7 |
| 1 | True | 3,677,492 | 746,118 | 111 | 2,001 | -0.106 | 0.032 | 0.091 | 0.106 | 0.096 | 0.096 | 0.270 | 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 | 2,698,789 | 697 | 807 | -0.133 | -0.040 | -0.113 | 0.133 | 0.119 | 0.118 | 0.749 | 8 |
| 1 | True | 3,959,840 | 903,311 | 108 | 2,008 | -0.133 | 0.012 | 0.108 | 0.133 | 0.120 | 0.120 | 0.251 | 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 | 1,945,137 | 676 | 879 | -0.176 | -0.079 | -0.145 | 0.176 | 0.153 | 0.152 | 0.446 | 9 |
| 1 | True | 6,248,826 | 2,417,993 | 129 | 2,418 | -0.175 | 0.037 | 0.142 | 0.176 | 0.154 | 0.152 | 0.554 | 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 | 1,288,286 | 687 | 659 | -0.522 | -0.176 | -0.211 | 0.339 | 0.230 | 0.218 | 0.657 | 10 |
| 1 | True | 6,415,958 | 671,640 | 118 | 2,111 | -0.340 | 0.065 | 0.190 | 0.436 | 0.228 | 0.216 | 0.343 | 10 |