| 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 | 2,982,454 | 718 | 974 | -0.014 | -0.000 | 0.000 | 0.014 | 0.007 | 0.007 | 0.850 | 1 |
| 1 | True | 2,497,619 | 525,179 | 92 | 1,985 | -0.014 | 0.001 | -0.000 | 0.014 | 0.007 | 0.007 | 0.150 | 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 | 3,516,007 | 710 | 1,051 | -0.028 | -0.001 | -0.015 | 0.028 | 0.021 | 0.021 | 0.825 | 2 |
| 1 | True | 3,190,452 | 747,089 | 99 | 2,068 | -0.028 | -0.001 | -0.015 | 0.027 | 0.020 | 0.020 | 0.175 | 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 | 2,873,436 | 714 | 983 | -0.041 | -0.004 | -0.029 | 0.041 | 0.034 | 0.034 | 0.853 | 3 |
| 1 | True | 3,425,796 | 496,297 | 95 | 2,270 | -0.042 | 0.001 | 0.028 | 0.042 | 0.035 | 0.035 | 0.147 | 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 | 2,748,767 | 709 | 953 | -0.055 | -0.003 | -0.042 | 0.055 | 0.048 | 0.049 | 0.823 | 4 |
| 1 | True | 3,262,704 | 591,009 | 100 | 2,560 | -0.055 | 0.004 | 0.043 | 0.055 | 0.048 | 0.047 | 0.177 | 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 | 2,446,126 | 727 | 934 | -0.071 | -0.014 | -0.059 | 0.071 | 0.063 | 0.063 | 0.880 | 5 |
| 1 | True | 2,878,206 | 333,497 | 83 | 1,935 | -0.070 | 0.003 | 0.056 | 0.071 | 0.063 | 0.063 | 0.120 | 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 | 2,903,507 | 699 | 1,078 | -0.088 | -0.022 | -0.075 | 0.088 | 0.079 | 0.080 | 0.728 | 6 |
| 1 | True | 3,927,060 | 1,083,007 | 110 | 2,042 | -0.088 | 0.015 | 0.074 | 0.088 | 0.080 | 0.080 | 0.272 | 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 | 2,779,970 | 700 | 971 | -0.107 | -0.025 | -0.091 | 0.107 | 0.097 | 0.097 | 0.709 | 7 |
| 1 | True | 4,049,778 | 1,142,063 | 109 | 2,489 | -0.107 | 0.033 | 0.092 | 0.107 | 0.098 | 0.098 | 0.291 | 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 | 2,310,882 | 680 | 904 | -0.132 | -0.037 | -0.113 | 0.132 | 0.119 | 0.119 | 0.675 | 8 |
| 1 | True | 5,935,333 | 1,114,997 | 129 | 2,145 | -0.131 | 0.044 | 0.112 | 0.131 | 0.118 | 0.117 | 0.325 | 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 | 1,710,266 | 696 | 904 | -0.171 | -0.055 | -0.140 | 0.170 | 0.150 | 0.149 | 0.665 | 9 |
| 1 | True | 5,165,472 | 861,255 | 113 | 2,058 | -0.170 | 0.007 | 0.134 | 0.170 | 0.152 | 0.152 | 0.335 | 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 | 1,361,016 | 656 | 890 | -0.439 | -0.121 | -0.193 | 0.385 | 0.214 | 0.202 | 0.366 | 10 |
| 1 | True | 7,704,646 | 2,357,895 | 154 | 1,900 | -0.397 | 0.027 | 0.184 | 0.381 | 0.230 | 0.215 | 0.634 | 10 |