| 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 | 2,100,366 | 713 | 993 | -0.013 | -0.000 | -0.000 | 0.013 | 0.007 | 0.007 | 0.729 | 1 |
| 1 | True | 3,324,210 | 779,189 | 93 | 2,068 | -0.013 | -0.001 | -0.003 | 0.013 | 0.007 | 0.007 | 0.271 | 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 | 3,414,812 | 699 | 1,103 | -0.028 | 0.000 | 0.014 | 0.028 | 0.021 | 0.021 | 0.809 | 2 |
| 1 | True | 3,113,173 | 804,232 | 107 | 2,250 | -0.027 | 0.002 | 0.014 | 0.028 | 0.020 | 0.021 | 0.191 | 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 | 3,712,474 | 707 | 1,054 | -0.042 | -0.007 | -0.030 | 0.042 | 0.035 | 0.035 | 0.871 | 3 |
| 1 | True | 2,626,335 | 551,786 | 99 | 2,067 | -0.042 | 0.001 | 0.028 | 0.042 | 0.035 | 0.035 | 0.129 | 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 | 2,371,130 | 699 | 1,145 | -0.056 | -0.007 | -0.044 | 0.056 | 0.049 | 0.049 | 0.773 | 4 |
| 1 | True | 3,663,381 | 697,616 | 107 | 1,839 | -0.056 | 0.001 | 0.042 | 0.056 | 0.049 | 0.048 | 0.227 | 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 | 2,293,939 | 695 | 940 | -0.071 | -0.012 | -0.059 | 0.071 | 0.064 | 0.064 | 0.657 | 5 |
| 1 | True | 4,594,862 | 1,198,789 | 111 | 2,594 | -0.071 | 0.016 | 0.058 | 0.071 | 0.063 | 0.064 | 0.343 | 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 | 1,983,587 | 695 | 908 | -0.087 | -0.014 | -0.074 | 0.087 | 0.079 | 0.079 | 0.640 | 6 |
| 1 | True | 4,460,914 | 1,114,749 | 111 | 2,209 | -0.087 | 0.015 | 0.073 | 0.088 | 0.079 | 0.079 | 0.360 | 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 | 2,635,613 | 697 | 945 | -0.107 | -0.028 | -0.092 | 0.107 | 0.097 | 0.097 | 0.707 | 7 |
| 1 | True | 3,957,874 | 1,093,497 | 109 | 1,920 | -0.107 | 0.022 | 0.091 | 0.107 | 0.097 | 0.097 | 0.293 | 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 | 2,104,000 | 701 | 859 | -0.134 | -0.042 | -0.114 | 0.134 | 0.120 | 0.120 | 0.673 | 8 |
| 1 | True | 4,968,509 | 1,022,808 | 105 | 1,938 | -0.132 | 0.035 | 0.113 | 0.134 | 0.120 | 0.120 | 0.327 | 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 | 1,616,854 | 677 | 789 | -0.179 | -0.073 | -0.146 | 0.178 | 0.154 | 0.153 | 0.423 | 9 |
| 1 | True | 4,130,421 | 2,203,307 | 129 | 2,252 | -0.177 | 0.038 | 0.144 | 0.177 | 0.153 | 0.152 | 0.577 | 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 | 1,133,972 | 685 | 683 | -0.464 | -0.172 | -0.213 | 0.291 | 0.231 | 0.218 | 0.632 | 10 |
| 1 | True | 7,247,741 | 661,570 | 121 | 2,143 | -0.357 | 0.048 | 0.188 | 0.426 | 0.233 | 0.221 | 0.368 | 10 |