| 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 | 2,673,967 | 699 | 929 | -0.014 | 0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.789 | 1 |
| 1 | True | 3,306,397 | 715,111 | 108 | 2,331 | -0.013 | 0.001 | 0.001 | 0.014 | 0.007 | 0.006 | 0.211 | 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 | 3,264,109 | 716 | 1,043 | -0.027 | -0.002 | -0.015 | 0.027 | 0.021 | 0.021 | 0.850 | 2 |
| 1 | True | 2,861,649 | 577,055 | 91 | 1,831 | -0.026 | 0.002 | 0.015 | 0.027 | 0.021 | 0.021 | 0.150 | 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 | 2,075,135 | 703 | 1,026 | -0.041 | -0.008 | -0.030 | 0.041 | 0.034 | 0.034 | 0.777 | 3 |
| 1 | True | 2,740,845 | 596,283 | 104 | 1,831 | -0.041 | 0.003 | 0.028 | 0.041 | 0.035 | 0.035 | 0.223 | 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 | 2,952,004 | 705 | 992 | -0.055 | -0.009 | -0.043 | 0.055 | 0.048 | 0.048 | 0.835 | 4 |
| 1 | True | 3,267,631 | 584,168 | 102 | 2,589 | -0.055 | -0.003 | -0.042 | 0.055 | 0.047 | 0.047 | 0.165 | 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 | 2,546,651 | 712 | 1,057 | -0.070 | -0.011 | -0.057 | 0.070 | 0.062 | 0.062 | 0.800 | 5 |
| 1 | True | 3,111,538 | 636,142 | 95 | 2,108 | -0.069 | 0.013 | 0.058 | 0.069 | 0.062 | 0.062 | 0.200 | 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 | 2,273,987 | 691 | 971 | -0.086 | -0.027 | -0.074 | 0.086 | 0.078 | 0.078 | 0.764 | 6 |
| 1 | True | 4,500,435 | 701,851 | 115 | 2,380 | -0.086 | 0.001 | 0.070 | 0.086 | 0.078 | 0.078 | 0.236 | 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 | 2,502,073 | 698 | 942 | -0.105 | -0.030 | -0.090 | 0.105 | 0.095 | 0.095 | 0.646 | 7 |
| 1 | True | 4,848,335 | 1,370,022 | 109 | 2,358 | -0.105 | 0.014 | 0.087 | 0.105 | 0.095 | 0.095 | 0.354 | 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 | 2,791,245 | 700 | 914 | -0.131 | -0.038 | -0.110 | 0.131 | 0.117 | 0.116 | 0.689 | 8 |
| 1 | True | 3,779,533 | 1,257,877 | 107 | 2,402 | -0.131 | 0.030 | 0.109 | 0.131 | 0.118 | 0.118 | 0.311 | 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 | 1,536,013 | 681 | 788 | -0.170 | -0.069 | -0.141 | 0.170 | 0.149 | 0.148 | 0.374 | 9 |
| 1 | True | 5,391,274 | 2,572,781 | 126 | 1,905 | -0.166 | 0.046 | 0.141 | 0.170 | 0.150 | 0.151 | 0.626 | 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 | 1,337,355 | 652 | 732 | -0.450 | -0.144 | -0.196 | 0.305 | 0.217 | 0.205 | 0.555 | 10 |
| 1 | True | 8,189,252 | 1,072,596 | 155 | 2,308 | -0.339 | 0.044 | 0.176 | 0.359 | 0.218 | 0.209 | 0.445 | 10 |