| 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 | 3,064,349 | 716 | 993 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.848 | 1 |
| 1 | True | 2,912,167 | 549,641 | 91 | 2,172 | -0.013 | 0.001 | 0.002 | 0.013 | 0.007 | 0.007 | 0.152 | 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 | 3,007,430 | 715 | 961 | -0.027 | -0.001 | -0.014 | 0.027 | 0.020 | 0.020 | 0.806 | 2 |
| 1 | True | 2,775,252 | 724,029 | 92 | 2,338 | -0.026 | 0.002 | 0.014 | 0.026 | 0.020 | 0.020 | 0.194 | 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 | 2,224,601 | 701 | 996 | -0.040 | -0.004 | -0.028 | 0.040 | 0.033 | 0.033 | 0.803 | 3 |
| 1 | True | 3,739,960 | 544,588 | 106 | 1,996 | -0.040 | 0.002 | 0.028 | 0.040 | 0.034 | 0.035 | 0.197 | 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 | 3,132,190 | 713 | 968 | -0.055 | -0.006 | -0.042 | 0.055 | 0.048 | 0.048 | 0.850 | 4 |
| 1 | True | 2,287,920 | 550,723 | 94 | 1,987 | -0.055 | -0.007 | -0.043 | 0.055 | 0.047 | 0.047 | 0.150 | 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 | 2,632,978 | 711 | 1,122 | -0.069 | -0.013 | -0.057 | 0.069 | 0.062 | 0.062 | 0.833 | 5 |
| 1 | True | 2,997,433 | 529,412 | 96 | 2,879 | -0.069 | 0.003 | 0.055 | 0.069 | 0.061 | 0.061 | 0.167 | 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 | 2,585,162 | 695 | 983 | -0.086 | -0.014 | -0.072 | 0.086 | 0.078 | 0.078 | 0.649 | 6 |
| 1 | True | 4,774,665 | 1,396,049 | 111 | 2,330 | -0.086 | 0.013 | 0.072 | 0.086 | 0.077 | 0.078 | 0.351 | 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 | 1,955,312 | 687 | 918 | -0.106 | -0.027 | -0.090 | 0.106 | 0.096 | 0.095 | 0.595 | 7 |
| 1 | True | 5,644,607 | 1,331,832 | 120 | 2,381 | -0.106 | 0.013 | 0.088 | 0.106 | 0.095 | 0.095 | 0.405 | 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 | 2,566,976 | 694 | 856 | -0.132 | -0.036 | -0.111 | 0.132 | 0.118 | 0.118 | 0.699 | 8 |
| 1 | True | 4,068,090 | 1,103,871 | 113 | 2,391 | -0.131 | 0.043 | 0.111 | 0.132 | 0.118 | 0.118 | 0.301 | 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 | 1,530,648 | 674 | 860 | -0.173 | -0.069 | -0.142 | 0.173 | 0.150 | 0.149 | 0.376 | 9 |
| 1 | True | 5,325,102 | 2,535,875 | 133 | 1,873 | -0.173 | 0.050 | 0.140 | 0.173 | 0.151 | 0.151 | 0.624 | 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 | 1,338,532 | 661 | 744 | -0.447 | -0.153 | -0.203 | 0.327 | 0.223 | 0.209 | 0.630 | 10 |
| 1 | True | 7,516,142 | 786,232 | 146 | 2,052 | -0.340 | 0.021 | 0.180 | 0.372 | 0.228 | 0.219 | 0.370 | 10 |