| 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 | 2,352,727 | 707 | 854 | -0.014 | -0.000 | -0.001 | 0.014 | 0.007 | 0.007 | 0.843 | 1 |
| 1 | True | 2,760,160 | 437,726 | 103 | 1,468 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.157 | 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 | 2,337,836 | 721 | 894 | -0.027 | -0.001 | -0.014 | 0.027 | 0.021 | 0.021 | 0.814 | 2 |
| 1 | True | 2,758,364 | 534,755 | 88 | 2,272 | -0.027 | 0.001 | 0.015 | 0.027 | 0.021 | 0.021 | 0.186 | 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 | 2,195,170 | 696 | 858 | -0.042 | -0.003 | -0.028 | 0.042 | 0.035 | 0.035 | 0.721 | 3 |
| 1 | True | 3,194,621 | 847,666 | 113 | 2,259 | -0.042 | 0.002 | 0.028 | 0.042 | 0.035 | 0.035 | 0.279 | 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 | 2,494,916 | 714 | 877 | -0.056 | -0.009 | -0.044 | 0.056 | 0.049 | 0.049 | 0.874 | 4 |
| 1 | True | 2,714,651 | 359,299 | 95 | 2,238 | -0.056 | 0.007 | 0.043 | 0.055 | 0.049 | 0.049 | 0.126 | 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 | 2,433,624 | 710 | 903 | -0.071 | -0.011 | -0.058 | 0.071 | 0.063 | 0.063 | 0.736 | 5 |
| 1 | True | 3,169,035 | 873,042 | 99 | 1,759 | -0.071 | 0.010 | 0.057 | 0.071 | 0.063 | 0.063 | 0.264 | 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 | 2,826,923 | 717 | 966 | -0.088 | -0.012 | -0.073 | 0.088 | 0.080 | 0.079 | 0.773 | 6 |
| 1 | True | 3,834,510 | 831,512 | 92 | 2,367 | -0.088 | 0.013 | 0.073 | 0.088 | 0.079 | 0.079 | 0.227 | 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 | 2,623,674 | 704 | 926 | -0.108 | -0.032 | -0.093 | 0.108 | 0.098 | 0.098 | 0.811 | 7 |
| 1 | True | 3,474,403 | 610,605 | 105 | 1,902 | -0.108 | 0.015 | 0.092 | 0.108 | 0.099 | 0.100 | 0.189 | 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 | 3,082,196 | 687 | 923 | -0.135 | -0.031 | -0.112 | 0.135 | 0.120 | 0.120 | 0.732 | 8 |
| 1 | True | 5,041,258 | 1,125,619 | 122 | 2,145 | -0.133 | 0.052 | 0.117 | 0.135 | 0.121 | 0.121 | 0.268 | 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 | 1,769,515 | 660 | 860 | -0.174 | -0.068 | -0.146 | 0.174 | 0.153 | 0.153 | 0.652 | 9 |
| 1 | True | 6,226,644 | 944,404 | 149 | 2,210 | -0.174 | 0.053 | 0.143 | 0.174 | 0.153 | 0.153 | 0.348 | 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 | 1,123,090 | 629 | 764 | -0.467 | -0.142 | -0.199 | 0.349 | 0.220 | 0.208 | 0.303 | 10 |
| 1 | True | 8,758,739 | 2,586,819 | 180 | 1,786 | -0.338 | 0.017 | 0.179 | 0.343 | 0.219 | 0.209 | 0.697 | 10 |