| 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 | 2,517,109 | 700 | 969 | -0.013 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.817 | 1 |
| 1 | True | 3,078,997 | 562,384 | 107 | 2,202 | -0.012 | 0.002 | 0.003 | 0.013 | 0.006 | 0.006 | 0.183 | 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 | 2,455,290 | 714 | 912 | -0.026 | -0.002 | -0.014 | 0.026 | 0.019 | 0.019 | 0.790 | 2 |
| 1 | True | 2,712,135 | 652,833 | 93 | 2,213 | -0.025 | 0.001 | 0.014 | 0.026 | 0.019 | 0.019 | 0.210 | 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 | 2,660,387 | 695 | 1,074 | -0.040 | -0.007 | -0.029 | 0.040 | 0.033 | 0.033 | 0.769 | 3 |
| 1 | True | 3,861,208 | 801,070 | 112 | 1,951 | -0.040 | 0.002 | 0.027 | 0.040 | 0.033 | 0.032 | 0.231 | 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 | 2,597,187 | 709 | 951 | -0.054 | -0.007 | -0.042 | 0.054 | 0.047 | 0.047 | 0.823 | 4 |
| 1 | True | 3,181,094 | 557,468 | 98 | 1,916 | -0.053 | 0.003 | 0.041 | 0.054 | 0.047 | 0.046 | 0.177 | 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 | 2,778,062 | 714 | 1,060 | -0.070 | -0.014 | -0.057 | 0.070 | 0.062 | 0.062 | 0.842 | 5 |
| 1 | True | 3,086,353 | 519,628 | 93 | 1,702 | -0.069 | 0.001 | 0.054 | 0.070 | 0.062 | 0.063 | 0.158 | 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 | 2,154,755 | 697 | 1,033 | -0.086 | -0.023 | -0.073 | 0.086 | 0.078 | 0.077 | 0.719 | 6 |
| 1 | True | 4,116,450 | 843,529 | 109 | 2,589 | -0.086 | 0.016 | 0.073 | 0.085 | 0.078 | 0.077 | 0.281 | 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 | 2,417,075 | 709 | 950 | -0.105 | -0.027 | -0.089 | 0.105 | 0.095 | 0.095 | 0.697 | 7 |
| 1 | True | 4,017,375 | 1,048,752 | 98 | 2,795 | -0.103 | 0.023 | 0.088 | 0.105 | 0.095 | 0.095 | 0.303 | 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 | 3,094,874 | 677 | 908 | -0.131 | -0.040 | -0.111 | 0.131 | 0.117 | 0.116 | 0.673 | 8 |
| 1 | True | 4,412,381 | 1,501,039 | 130 | 2,511 | -0.131 | 0.027 | 0.108 | 0.131 | 0.118 | 0.117 | 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 | 1,613,948 | 685 | 825 | -0.171 | -0.073 | -0.142 | 0.169 | 0.149 | 0.148 | 0.370 | 9 |
| 1 | True | 5,274,848 | 2,744,311 | 122 | 2,229 | -0.169 | 0.051 | 0.141 | 0.170 | 0.150 | 0.150 | 0.630 | 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 | 1,303,161 | 659 | 682 | -0.423 | -0.148 | -0.197 | 0.300 | 0.219 | 0.205 | 0.548 | 10 |
| 1 | True | 8,165,596 | 1,075,472 | 148 | 2,134 | -0.339 | 0.040 | 0.177 | 0.351 | 0.220 | 0.209 | 0.452 | 10 |