| 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 | 3,101,367 | 690 | 1,113 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.006 | 0.803 | 1 |
| 1 | True | 3,419,174 | 762,072 | 114 | 1,973 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.006 | 0.197 | 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 | 3,093,709 | 691 | 976 | -0.028 | -0.003 | -0.015 | 0.028 | 0.021 | 0.021 | 0.832 | 2 |
| 1 | True | 3,904,605 | 624,491 | 112 | 1,935 | -0.027 | -0.002 | -0.016 | 0.027 | 0.021 | 0.022 | 0.168 | 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 | 2,680,544 | 699 | 1,053 | -0.042 | -0.005 | -0.029 | 0.042 | 0.035 | 0.034 | 0.766 | 3 |
| 1 | True | 3,125,075 | 819,256 | 104 | 2,621 | -0.042 | -0.001 | -0.028 | 0.042 | 0.035 | 0.035 | 0.234 | 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 | 2,401,715 | 695 | 940 | -0.057 | -0.010 | -0.045 | 0.057 | 0.050 | 0.050 | 0.794 | 4 |
| 1 | True | 2,981,830 | 623,343 | 108 | 2,364 | -0.057 | 0.001 | 0.042 | 0.056 | 0.049 | 0.049 | 0.206 | 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 | 2,590,777 | 717 | 1,088 | -0.073 | -0.010 | -0.059 | 0.073 | 0.065 | 0.065 | 0.752 | 5 |
| 1 | True | 2,574,861 | 856,531 | 87 | 1,998 | -0.073 | 0.010 | 0.059 | 0.073 | 0.064 | 0.063 | 0.248 | 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 | 1,655,723 | 714 | 973 | -0.089 | -0.025 | -0.077 | 0.089 | 0.081 | 0.081 | 0.683 | 6 |
| 1 | True | 3,758,956 | 769,063 | 89 | 3,262 | -0.089 | 0.027 | 0.078 | 0.088 | 0.081 | 0.081 | 0.317 | 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 | 3,368,523 | 705 | 985 | -0.108 | -0.025 | -0.093 | 0.108 | 0.099 | 0.099 | 0.827 | 7 |
| 1 | True | 4,535,801 | 705,810 | 98 | 2,190 | -0.108 | 0.022 | 0.092 | 0.108 | 0.099 | 0.100 | 0.173 | 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 | 2,186,179 | 687 | 879 | -0.133 | -0.045 | -0.114 | 0.133 | 0.120 | 0.119 | 0.614 | 8 |
| 1 | True | 4,983,662 | 1,375,889 | 116 | 2,081 | -0.133 | 0.040 | 0.113 | 0.132 | 0.120 | 0.119 | 0.386 | 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 | 1,748,834 | 684 | 857 | -0.172 | -0.072 | -0.143 | 0.172 | 0.150 | 0.149 | 0.658 | 9 |
| 1 | True | 4,465,655 | 907,097 | 119 | 2,341 | -0.171 | 0.047 | 0.140 | 0.171 | 0.151 | 0.149 | 0.342 | 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 | 1,618,298 | 668 | 701 | -0.437 | -0.133 | -0.199 | 0.327 | 0.219 | 0.207 | 0.403 | 10 |
| 1 | True | 8,450,035 | 2,395,983 | 136 | 1,698 | -0.340 | 0.050 | 0.189 | 0.394 | 0.229 | 0.217 | 0.597 | 10 |