| 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 | 2,367,322 | 712 | 864 | -0.013 | -0.000 | -0.000 | 0.013 | 0.007 | 0.007 | 0.852 | 1 |
| 1 | True | 3,101,686 | 412,541 | 98 | 1,838 | -0.013 | 0.001 | 0.001 | 0.013 | 0.006 | 0.005 | 0.148 | 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 | 2,017,393 | 721 | 879 | -0.027 | -0.001 | -0.014 | 0.027 | 0.020 | 0.020 | 0.789 | 2 |
| 1 | True | 2,735,490 | 538,204 | 88 | 1,846 | -0.027 | -0.001 | -0.014 | 0.027 | 0.020 | 0.020 | 0.211 | 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 | 2,229,178 | 697 | 932 | -0.041 | -0.001 | -0.028 | 0.041 | 0.034 | 0.034 | 0.814 | 3 |
| 1 | True | 3,880,041 | 507,808 | 112 | 1,883 | -0.041 | 0.001 | 0.028 | 0.041 | 0.034 | 0.034 | 0.186 | 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 | 3,053,102 | 709 | 986 | -0.055 | -0.006 | -0.043 | 0.055 | 0.048 | 0.048 | 0.807 | 4 |
| 1 | True | 2,298,467 | 728,251 | 100 | 2,586 | -0.055 | -0.002 | -0.042 | 0.055 | 0.048 | 0.048 | 0.193 | 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 | 2,423,987 | 729 | 948 | -0.071 | -0.013 | -0.058 | 0.071 | 0.063 | 0.062 | 0.686 | 5 |
| 1 | True | 3,039,818 | 1,108,244 | 80 | 3,121 | -0.069 | 0.004 | 0.056 | 0.071 | 0.062 | 0.062 | 0.314 | 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 | 2,808,716 | 706 | 907 | -0.088 | -0.013 | -0.073 | 0.088 | 0.079 | 0.079 | 0.819 | 6 |
| 1 | True | 3,096,487 | 620,214 | 103 | 1,677 | -0.088 | 0.016 | 0.073 | 0.088 | 0.079 | 0.080 | 0.181 | 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 | 3,636,564 | 708 | 943 | -0.108 | -0.030 | -0.092 | 0.108 | 0.097 | 0.097 | 0.801 | 7 |
| 1 | True | 3,415,675 | 904,568 | 101 | 2,220 | -0.107 | 0.019 | 0.091 | 0.108 | 0.097 | 0.097 | 0.199 | 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 | 2,390,597 | 669 | 931 | -0.133 | -0.040 | -0.114 | 0.133 | 0.119 | 0.118 | 0.705 | 8 |
| 1 | True | 6,000,694 | 1,001,480 | 140 | 2,078 | -0.132 | 0.059 | 0.117 | 0.133 | 0.121 | 0.120 | 0.295 | 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 | 2,182,994 | 671 | 926 | -0.173 | -0.064 | -0.143 | 0.173 | 0.151 | 0.149 | 0.663 | 9 |
| 1 | True | 6,515,279 | 1,108,925 | 138 | 2,192 | -0.172 | 0.036 | 0.142 | 0.173 | 0.153 | 0.152 | 0.337 | 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 | 1,162,099 | 647 | 822 | -0.440 | -0.148 | -0.200 | 0.305 | 0.219 | 0.207 | 0.330 | 10 |
| 1 | True | 7,733,000 | 2,354,155 | 162 | 1,827 | -0.425 | 0.017 | 0.176 | 0.343 | 0.224 | 0.208 | 0.670 | 10 |