| 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 | 2,257,630 | 718 | 839 | -0.013 | -0.000 | -0.000 | 0.013 | 0.006 | 0.006 | 0.815 | 1 |
| 1 | True | 2,884,633 | 511,148 | 92 | 1,694 | -0.012 | 0.001 | -0.001 | 0.013 | 0.006 | 0.007 | 0.185 | 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 | 2,436,307 | 718 | 920 | -0.027 | -0.001 | -0.014 | 0.027 | 0.020 | 0.021 | 0.830 | 2 |
| 1 | True | 2,594,921 | 500,764 | 91 | 2,126 | -0.027 | 0.002 | 0.015 | 0.027 | 0.020 | 0.020 | 0.170 | 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 | 3,621,117 | 716 | 1,080 | -0.041 | -0.003 | -0.028 | 0.041 | 0.034 | 0.034 | 0.839 | 3 |
| 1 | True | 3,262,736 | 692,989 | 93 | 2,098 | -0.041 | 0.006 | 0.029 | 0.041 | 0.034 | 0.033 | 0.161 | 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 | 2,845,378 | 703 | 962 | -0.055 | -0.006 | -0.043 | 0.055 | 0.048 | 0.048 | 0.833 | 4 |
| 1 | True | 3,466,093 | 571,471 | 106 | 2,625 | -0.055 | -0.004 | -0.042 | 0.055 | 0.048 | 0.048 | 0.167 | 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 | 3,047,473 | 720 | 996 | -0.070 | -0.008 | -0.057 | 0.070 | 0.063 | 0.063 | 0.753 | 5 |
| 1 | True | 2,713,104 | 997,274 | 90 | 2,159 | -0.069 | 0.009 | 0.056 | 0.070 | 0.061 | 0.061 | 0.247 | 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 | 2,617,870 | 710 | 925 | -0.088 | -0.021 | -0.074 | 0.088 | 0.079 | 0.079 | 0.852 | 6 |
| 1 | True | 3,287,850 | 454,763 | 99 | 1,875 | -0.087 | 0.025 | 0.076 | 0.088 | 0.079 | 0.079 | 0.148 | 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 | 2,191,857 | 700 | 931 | -0.108 | -0.023 | -0.092 | 0.108 | 0.098 | 0.098 | 0.687 | 7 |
| 1 | True | 4,446,366 | 999,876 | 109 | 2,064 | -0.108 | 0.015 | 0.091 | 0.108 | 0.097 | 0.097 | 0.313 | 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 | 2,849,478 | 684 | 968 | -0.133 | -0.034 | -0.113 | 0.133 | 0.119 | 0.119 | 0.691 | 8 |
| 1 | True | 5,581,628 | 1,271,954 | 125 | 2,321 | -0.133 | 0.042 | 0.114 | 0.133 | 0.120 | 0.120 | 0.309 | 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 | 1,961,043 | 677 | 929 | -0.172 | -0.063 | -0.144 | 0.172 | 0.151 | 0.150 | 0.670 | 9 |
| 1 | True | 6,041,397 | 965,783 | 132 | 1,888 | -0.172 | 0.035 | 0.139 | 0.171 | 0.151 | 0.150 | 0.330 | 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 | 1,341,730 | 652 | 871 | -0.448 | -0.124 | -0.195 | 0.336 | 0.215 | 0.203 | 0.353 | 10 |
| 1 | True | 7,702,770 | 2,459,153 | 158 | 1,963 | -0.420 | -0.003 | 0.173 | 0.347 | 0.227 | 0.216 | 0.647 | 10 |