| 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 | 2,233,797 | 697 | 912 | -0.014 | 0.000 | 0.000 | 0.013 | 0.007 | 0.007 | 0.755 | 1 |
| 1 | True | 3,438,535 | 723,217 | 110 | 1,897 | -0.014 | 0.001 | 0.002 | 0.014 | 0.007 | 0.008 | 0.245 | 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 | 3,075,939 | 706 | 1,017 | -0.026 | -0.002 | -0.015 | 0.026 | 0.020 | 0.020 | 0.859 | 2 |
| 1 | True | 3,284,486 | 503,321 | 101 | 1,962 | -0.025 | 0.002 | 0.014 | 0.025 | 0.019 | 0.020 | 0.141 | 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 | 2,447,522 | 702 | 1,026 | -0.039 | -0.004 | -0.027 | 0.039 | 0.032 | 0.032 | 0.818 | 3 |
| 1 | True | 2,960,190 | 543,393 | 105 | 2,155 | -0.039 | 0.000 | 0.026 | 0.039 | 0.033 | 0.033 | 0.182 | 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 | 3,002,560 | 709 | 999 | -0.053 | -0.011 | -0.042 | 0.053 | 0.046 | 0.046 | 0.868 | 4 |
| 1 | True | 2,743,914 | 457,876 | 98 | 2,303 | -0.053 | 0.006 | 0.041 | 0.053 | 0.047 | 0.047 | 0.132 | 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 | 2,256,025 | 710 | 991 | -0.068 | -0.010 | -0.055 | 0.068 | 0.061 | 0.060 | 0.773 | 5 |
| 1 | True | 3,528,653 | 663,738 | 97 | 2,495 | -0.068 | 0.000 | 0.053 | 0.068 | 0.061 | 0.061 | 0.227 | 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 | 2,405,921 | 689 | 1,057 | -0.085 | -0.022 | -0.072 | 0.085 | 0.076 | 0.076 | 0.721 | 6 |
| 1 | True | 4,926,089 | 933,048 | 117 | 2,312 | -0.085 | 0.006 | 0.070 | 0.085 | 0.077 | 0.077 | 0.279 | 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 | 2,088,380 | 702 | 929 | -0.104 | -0.025 | -0.089 | 0.104 | 0.094 | 0.094 | 0.706 | 7 |
| 1 | True | 4,702,528 | 871,470 | 105 | 2,443 | -0.104 | 0.019 | 0.089 | 0.104 | 0.095 | 0.095 | 0.294 | 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 | 2,586,757 | 686 | 897 | -0.130 | -0.043 | -0.111 | 0.130 | 0.117 | 0.116 | 0.551 | 8 |
| 1 | True | 3,550,672 | 2,103,843 | 121 | 3,115 | -0.129 | 0.036 | 0.109 | 0.130 | 0.117 | 0.117 | 0.449 | 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 | 2,057,175 | 687 | 804 | -0.171 | -0.073 | -0.141 | 0.171 | 0.148 | 0.148 | 0.420 | 9 |
| 1 | True | 5,381,686 | 2,838,930 | 120 | 2,299 | -0.167 | 0.061 | 0.140 | 0.170 | 0.148 | 0.146 | 0.580 | 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 | 1,525,036 | 668 | 711 | -0.450 | -0.151 | -0.200 | 0.302 | 0.221 | 0.206 | 0.699 | 10 |
| 1 | True | 7,463,019 | 655,161 | 139 | 2,171 | -0.347 | 0.019 | 0.181 | 0.370 | 0.227 | 0.214 | 0.301 | 10 |