| 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 | 3,381,928 | 707 | 932 | -0.014 | 0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.830 | 1 |
| 1 | True | 2,665,420 | 690,501 | 100 | 2,187 | -0.013 | 0.000 | 0.000 | 0.013 | 0.007 | 0.007 | 0.170 | 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 | 2,405,868 | 697 | 991 | -0.026 | -0.002 | -0.015 | 0.026 | 0.020 | 0.020 | 0.731 | 2 |
| 1 | True | 3,722,014 | 884,774 | 110 | 2,171 | -0.025 | 0.002 | 0.015 | 0.026 | 0.020 | 0.020 | 0.269 | 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 | 2,076,364 | 712 | 932 | -0.039 | -0.003 | -0.027 | 0.039 | 0.032 | 0.032 | 0.796 | 3 |
| 1 | True | 3,604,306 | 530,780 | 95 | 2,319 | -0.039 | 0.003 | 0.028 | 0.038 | 0.033 | 0.033 | 0.204 | 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 | 1,997,862 | 690 | 1,049 | -0.053 | -0.006 | -0.041 | 0.053 | 0.046 | 0.045 | 0.796 | 4 |
| 1 | True | 3,292,257 | 513,111 | 117 | 1,897 | -0.052 | -0.006 | -0.041 | 0.052 | 0.045 | 0.045 | 0.204 | 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 | 3,226,607 | 699 | 1,055 | -0.067 | -0.008 | -0.054 | 0.067 | 0.060 | 0.060 | 0.792 | 5 |
| 1 | True | 3,999,985 | 848,286 | 108 | 1,923 | -0.067 | 0.007 | 0.054 | 0.067 | 0.060 | 0.060 | 0.208 | 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 | 2,509,571 | 712 | 1,024 | -0.084 | -0.021 | -0.071 | 0.084 | 0.076 | 0.075 | 0.781 | 6 |
| 1 | True | 4,434,041 | 703,578 | 94 | 2,461 | -0.084 | 0.011 | 0.069 | 0.084 | 0.076 | 0.076 | 0.219 | 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 | 2,265,561 | 692 | 993 | -0.104 | -0.021 | -0.087 | 0.104 | 0.093 | 0.093 | 0.514 | 7 |
| 1 | True | 4,341,092 | 2,143,503 | 115 | 2,798 | -0.102 | 0.026 | 0.087 | 0.103 | 0.093 | 0.092 | 0.486 | 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 | 2,114,148 | 689 | 900 | -0.130 | -0.043 | -0.110 | 0.130 | 0.116 | 0.115 | 0.746 | 8 |
| 1 | True | 4,206,421 | 721,458 | 118 | 2,402 | -0.129 | 0.029 | 0.108 | 0.129 | 0.116 | 0.116 | 0.254 | 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 | 2,178,036 | 688 | 782 | -0.171 | -0.073 | -0.142 | 0.171 | 0.150 | 0.149 | 0.448 | 9 |
| 1 | True | 4,711,985 | 2,689,009 | 119 | 2,185 | -0.171 | 0.045 | 0.136 | 0.170 | 0.147 | 0.145 | 0.552 | 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 | 1,427,092 | 670 | 696 | -0.460 | -0.164 | -0.200 | 0.314 | 0.222 | 0.206 | 0.679 | 10 |
| 1 | True | 6,958,698 | 674,920 | 137 | 2,247 | -0.351 | 0.039 | 0.185 | 0.393 | 0.233 | 0.221 | 0.321 | 10 |