| 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 | 2,683,773 | 699 | 998 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.838 | 1 |
| 1 | True | 3,575,693 | 519,681 | 104 | 1,945 | -0.013 | 0.001 | 0.002 | 0.013 | 0.007 | 0.007 | 0.162 | 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 | 3,032,919 | 688 | 956 | -0.028 | -0.003 | -0.015 | 0.028 | 0.021 | 0.021 | 0.792 | 2 |
| 1 | True | 3,361,289 | 798,106 | 115 | 2,312 | -0.028 | -0.002 | -0.015 | 0.028 | 0.021 | 0.021 | 0.208 | 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 | 3,030,340 | 707 | 1,069 | -0.042 | -0.007 | -0.030 | 0.042 | 0.034 | 0.034 | 0.867 | 3 |
| 1 | True | 2,919,810 | 466,505 | 95 | 1,959 | -0.042 | -0.002 | -0.028 | 0.041 | 0.034 | 0.033 | 0.133 | 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 | 2,010,030 | 692 | 972 | -0.057 | -0.009 | -0.044 | 0.057 | 0.049 | 0.049 | 0.721 | 4 |
| 1 | True | 3,818,465 | 779,698 | 111 | 2,404 | -0.056 | 0.014 | 0.044 | 0.057 | 0.049 | 0.049 | 0.279 | 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 | 2,759,825 | 704 | 995 | -0.072 | -0.017 | -0.060 | 0.072 | 0.064 | 0.064 | 0.777 | 5 |
| 1 | True | 2,964,444 | 793,800 | 99 | 2,006 | -0.071 | -0.007 | -0.059 | 0.072 | 0.064 | 0.063 | 0.223 | 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 | 2,343,279 | 702 | 936 | -0.089 | -0.029 | -0.076 | 0.089 | 0.080 | 0.080 | 0.754 | 6 |
| 1 | True | 3,198,335 | 766,467 | 100 | 2,826 | -0.089 | 0.009 | 0.074 | 0.087 | 0.080 | 0.081 | 0.246 | 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 | 2,687,613 | 698 | 998 | -0.109 | -0.033 | -0.094 | 0.109 | 0.099 | 0.099 | 0.748 | 7 |
| 1 | True | 4,432,228 | 907,004 | 105 | 2,259 | -0.109 | 0.023 | 0.091 | 0.109 | 0.099 | 0.099 | 0.252 | 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 | 2,490,828 | 698 | 929 | -0.134 | -0.043 | -0.115 | 0.134 | 0.121 | 0.120 | 0.707 | 8 |
| 1 | True | 3,679,431 | 1,032,227 | 104 | 2,139 | -0.134 | 0.019 | 0.111 | 0.134 | 0.119 | 0.119 | 0.293 | 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 | 1,587,914 | 671 | 885 | -0.171 | -0.075 | -0.144 | 0.170 | 0.151 | 0.150 | 0.522 | 9 |
| 1 | True | 5,602,211 | 1,452,068 | 132 | 2,157 | -0.171 | 0.034 | 0.141 | 0.171 | 0.150 | 0.150 | 0.478 | 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 | 1,419,829 | 651 | 688 | -0.482 | -0.136 | -0.197 | 0.343 | 0.221 | 0.204 | 0.357 | 10 |
| 1 | True | 8,551,447 | 2,554,562 | 152 | 1,910 | -0.352 | 0.066 | 0.181 | 0.425 | 0.219 | 0.201 | 0.643 | 10 |