| 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 | 3,163,669 | 696 | 1,080 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.836 | 1 |
| 1 | True | 3,516,175 | 622,277 | 108 | 2,009 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.164 | 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 | 3,012,432 | 708 | 1,039 | -0.028 | -0.002 | -0.015 | 0.028 | 0.021 | 0.021 | 0.765 | 2 |
| 1 | True | 2,389,679 | 925,243 | 95 | 2,269 | -0.027 | -0.000 | -0.014 | 0.029 | 0.021 | 0.019 | 0.235 | 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 | 2,920,126 | 698 | 1,031 | -0.042 | -0.004 | -0.030 | 0.042 | 0.035 | 0.035 | 0.823 | 3 |
| 1 | True | 3,815,817 | 628,532 | 105 | 2,060 | -0.042 | 0.002 | 0.030 | 0.042 | 0.035 | 0.035 | 0.177 | 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 | 2,388,018 | 701 | 950 | -0.058 | -0.011 | -0.045 | 0.058 | 0.050 | 0.049 | 0.779 | 4 |
| 1 | True | 3,434,471 | 677,712 | 102 | 2,555 | -0.058 | 0.007 | 0.046 | 0.058 | 0.051 | 0.051 | 0.221 | 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 | 2,198,123 | 704 | 980 | -0.074 | -0.011 | -0.060 | 0.074 | 0.066 | 0.066 | 0.703 | 5 |
| 1 | True | 3,473,277 | 929,938 | 100 | 2,279 | -0.071 | 0.011 | 0.060 | 0.073 | 0.065 | 0.065 | 0.297 | 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 | 2,281,712 | 709 | 1,019 | -0.091 | -0.026 | -0.078 | 0.090 | 0.082 | 0.082 | 0.784 | 6 |
| 1 | True | 3,461,019 | 629,066 | 94 | 1,901 | -0.090 | 0.026 | 0.077 | 0.090 | 0.082 | 0.082 | 0.216 | 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 | 3,068,968 | 706 | 1,017 | -0.109 | -0.029 | -0.094 | 0.109 | 0.100 | 0.099 | 0.763 | 7 |
| 1 | True | 4,519,692 | 955,386 | 97 | 1,912 | -0.109 | 0.011 | 0.092 | 0.109 | 0.100 | 0.099 | 0.237 | 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 | 2,027,014 | 685 | 846 | -0.136 | -0.040 | -0.116 | 0.136 | 0.122 | 0.121 | 0.674 | 8 |
| 1 | True | 4,568,406 | 979,181 | 118 | 2,246 | -0.136 | 0.024 | 0.114 | 0.136 | 0.121 | 0.121 | 0.326 | 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 | 2,482,511 | 686 | 1,007 | -0.174 | -0.072 | -0.145 | 0.174 | 0.152 | 0.151 | 0.510 | 9 |
| 1 | True | 4,287,918 | 2,385,491 | 117 | 1,885 | -0.173 | 0.043 | 0.143 | 0.173 | 0.154 | 0.154 | 0.490 | 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 | 1,235,176 | 657 | 718 | -0.424 | -0.152 | -0.201 | 0.419 | 0.222 | 0.209 | 0.535 | 10 |
| 1 | True | 8,828,913 | 1,074,068 | 147 | 1,966 | -0.383 | 0.046 | 0.185 | 0.399 | 0.230 | 0.213 | 0.465 | 10 |