| 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 | 2,620,942 | 697 | 1,055 | -0.013 | -0.000 | -0.000 | 0.013 | 0.007 | 0.007 | 0.767 | 1 |
| 1 | True | 3,389,626 | 794,188 | 109 | 1,871 | -0.013 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.233 | 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 | 2,137,277 | 699 | 1,024 | -0.027 | -0.001 | -0.014 | 0.027 | 0.020 | 0.020 | 0.793 | 2 |
| 1 | True | 3,146,934 | 558,749 | 107 | 2,420 | -0.026 | -0.000 | -0.014 | 0.027 | 0.020 | 0.020 | 0.207 | 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 | 3,040,495 | 706 | 1,060 | -0.041 | -0.001 | -0.027 | 0.041 | 0.034 | 0.034 | 0.829 | 3 |
| 1 | True | 3,155,303 | 627,380 | 100 | 2,129 | -0.041 | -0.001 | -0.027 | 0.041 | 0.034 | 0.034 | 0.171 | 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 | 2,322,471 | 695 | 1,002 | -0.056 | -0.007 | -0.043 | 0.056 | 0.048 | 0.049 | 0.697 | 4 |
| 1 | True | 4,626,990 | 1,010,546 | 111 | 2,379 | -0.055 | 0.003 | 0.041 | 0.055 | 0.048 | 0.049 | 0.303 | 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 | 3,170,275 | 701 | 1,018 | -0.071 | -0.014 | -0.059 | 0.071 | 0.063 | 0.063 | 0.835 | 5 |
| 1 | True | 3,328,435 | 625,982 | 105 | 1,965 | -0.071 | -0.003 | -0.056 | 0.071 | 0.063 | 0.063 | 0.165 | 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 | 1,901,824 | 691 | 937 | -0.087 | -0.015 | -0.073 | 0.087 | 0.079 | 0.079 | 0.525 | 6 |
| 1 | True | 4,217,651 | 1,719,503 | 115 | 1,924 | -0.087 | 0.023 | 0.074 | 0.087 | 0.079 | 0.078 | 0.475 | 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 | 2,272,102 | 703 | 825 | -0.108 | -0.027 | -0.091 | 0.108 | 0.097 | 0.097 | 0.698 | 7 |
| 1 | True | 3,861,970 | 981,858 | 103 | 1,660 | -0.108 | 0.021 | 0.090 | 0.108 | 0.098 | 0.099 | 0.302 | 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 | 2,204,986 | 686 | 841 | -0.134 | -0.045 | -0.114 | 0.134 | 0.121 | 0.120 | 0.709 | 8 |
| 1 | True | 4,806,115 | 905,584 | 120 | 2,406 | -0.134 | 0.033 | 0.114 | 0.134 | 0.121 | 0.121 | 0.291 | 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 | 1,836,631 | 685 | 828 | -0.178 | -0.071 | -0.146 | 0.177 | 0.153 | 0.152 | 0.450 | 9 |
| 1 | True | 4,764,773 | 2,244,470 | 121 | 2,147 | -0.177 | 0.041 | 0.142 | 0.177 | 0.156 | 0.155 | 0.550 | 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 | 1,170,099 | 688 | 653 | -0.451 | -0.170 | -0.214 | 0.341 | 0.230 | 0.218 | 0.632 | 10 |
| 1 | True | 6,765,876 | 682,074 | 118 | 2,116 | -0.387 | 0.049 | 0.187 | 0.448 | 0.235 | 0.225 | 0.368 | 10 |