| 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 | 3,407,732 | 709 | 1,005 | -0.013 | -0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.811 | 1 |
| 1 | True | 3,136,035 | 794,143 | 97 | 2,808 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.007 | 0.189 | 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 | 2,846,737 | 704 | 1,042 | -0.027 | -0.001 | -0.013 | 0.026 | 0.019 | 0.019 | 0.761 | 2 |
| 1 | True | 2,495,284 | 894,301 | 102 | 2,238 | -0.026 | 0.003 | 0.014 | 0.027 | 0.020 | 0.020 | 0.239 | 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 | 2,227,510 | 699 | 971 | -0.039 | -0.005 | -0.028 | 0.039 | 0.033 | 0.033 | 0.823 | 3 |
| 1 | True | 3,765,488 | 477,430 | 107 | 2,021 | -0.039 | 0.002 | 0.028 | 0.039 | 0.033 | 0.032 | 0.177 | 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 | 2,541,369 | 703 | 1,061 | -0.053 | -0.006 | -0.041 | 0.053 | 0.046 | 0.046 | 0.806 | 4 |
| 1 | True | 3,756,056 | 610,552 | 103 | 1,791 | -0.053 | 0.007 | 0.041 | 0.053 | 0.046 | 0.045 | 0.194 | 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 | 2,367,433 | 714 | 963 | -0.068 | -0.010 | -0.056 | 0.068 | 0.061 | 0.061 | 0.720 | 5 |
| 1 | True | 4,619,024 | 918,997 | 92 | 2,022 | -0.068 | 0.004 | 0.054 | 0.068 | 0.060 | 0.060 | 0.280 | 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 | 2,551,110 | 721 | 984 | -0.086 | -0.013 | -0.070 | 0.086 | 0.077 | 0.077 | 0.811 | 6 |
| 1 | True | 3,220,286 | 595,391 | 84 | 2,231 | -0.086 | 0.015 | 0.072 | 0.085 | 0.077 | 0.077 | 0.189 | 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 | 2,211,747 | 680 | 1,047 | -0.106 | -0.031 | -0.091 | 0.106 | 0.095 | 0.096 | 0.571 | 7 |
| 1 | True | 4,824,778 | 1,659,542 | 126 | 2,658 | -0.105 | 0.016 | 0.089 | 0.106 | 0.096 | 0.095 | 0.429 | 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 | 2,280,893 | 697 | 850 | -0.132 | -0.046 | -0.111 | 0.132 | 0.118 | 0.117 | 0.716 | 8 |
| 1 | True | 3,690,155 | 905,920 | 109 | 2,125 | -0.131 | 0.025 | 0.108 | 0.132 | 0.117 | 0.115 | 0.284 | 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 | 2,392,689 | 692 | 818 | -0.172 | -0.069 | -0.143 | 0.172 | 0.150 | 0.150 | 0.484 | 9 |
| 1 | True | 5,287,158 | 2,548,039 | 114 | 2,063 | -0.171 | 0.046 | 0.139 | 0.172 | 0.150 | 0.148 | 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 | 1,373,990 | 663 | 704 | -0.555 | -0.164 | -0.207 | 0.297 | 0.226 | 0.211 | 0.653 | 10 |
| 1 | True | 7,326,434 | 729,628 | 143 | 2,196 | -0.347 | 0.045 | 0.186 | 0.378 | 0.230 | 0.217 | 0.347 | 10 |