| 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 | 3,539,380 | 698 | 1,053 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.872 | 1 |
| 1 | True | 3,432,796 | 520,421 | 105 | 2,000 | -0.014 | -0.001 | -0.003 | 0.014 | 0.007 | 0.007 | 0.128 | 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 | 2,418,637 | 705 | 1,032 | -0.027 | -0.003 | -0.016 | 0.027 | 0.021 | 0.021 | 0.760 | 2 |
| 1 | True | 3,155,122 | 763,450 | 98 | 2,093 | -0.027 | 0.002 | 0.015 | 0.027 | 0.021 | 0.020 | 0.240 | 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 | 2,518,315 | 689 | 1,056 | -0.041 | -0.008 | -0.030 | 0.041 | 0.034 | 0.034 | 0.830 | 3 |
| 1 | True | 3,449,014 | 516,995 | 113 | 2,162 | -0.041 | -0.002 | -0.028 | 0.041 | 0.034 | 0.033 | 0.170 | 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 | 2,657,067 | 704 | 923 | -0.056 | -0.008 | -0.043 | 0.056 | 0.049 | 0.049 | 0.816 | 4 |
| 1 | True | 3,050,717 | 598,980 | 99 | 2,043 | -0.055 | 0.009 | 0.043 | 0.056 | 0.048 | 0.048 | 0.184 | 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 | 1,880,652 | 695 | 929 | -0.071 | -0.020 | -0.060 | 0.071 | 0.063 | 0.063 | 0.665 | 5 |
| 1 | True | 3,656,902 | 947,998 | 108 | 2,107 | -0.071 | 0.001 | 0.056 | 0.070 | 0.064 | 0.065 | 0.335 | 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 | 2,454,418 | 706 | 1,043 | -0.087 | -0.021 | -0.074 | 0.087 | 0.078 | 0.078 | 0.774 | 6 |
| 1 | True | 3,703,600 | 716,368 | 96 | 2,925 | -0.086 | 0.002 | 0.071 | 0.086 | 0.079 | 0.078 | 0.226 | 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 | 2,885,549 | 687 | 1,004 | -0.107 | -0.024 | -0.091 | 0.107 | 0.096 | 0.096 | 0.776 | 7 |
| 1 | True | 4,607,391 | 831,827 | 116 | 2,988 | -0.106 | 0.013 | 0.088 | 0.107 | 0.096 | 0.096 | 0.224 | 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 | 1,997,914 | 703 | 900 | -0.131 | -0.042 | -0.112 | 0.131 | 0.118 | 0.118 | 0.700 | 8 |
| 1 | True | 3,579,800 | 856,817 | 99 | 2,125 | -0.131 | 0.026 | 0.111 | 0.131 | 0.118 | 0.117 | 0.300 | 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 | 2,274,237 | 665 | 900 | -0.169 | -0.077 | -0.142 | 0.168 | 0.148 | 0.147 | 0.393 | 9 |
| 1 | True | 5,343,879 | 3,508,780 | 138 | 2,249 | -0.169 | 0.038 | 0.140 | 0.168 | 0.149 | 0.149 | 0.607 | 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 | 1,338,676 | 653 | 637 | -0.448 | -0.142 | -0.197 | 0.323 | 0.221 | 0.207 | 0.631 | 10 |
| 1 | True | 8,105,798 | 783,573 | 150 | 1,921 | -0.414 | 0.053 | 0.183 | 0.367 | 0.221 | 0.208 | 0.369 | 10 |