| 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 | 2,079,296 | 723 | 867 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.816 | 1 |
| 1 | True | 3,132,753 | 470,146 | 87 | 1,792 | -0.014 | -0.000 | -0.001 | 0.014 | 0.006 | 0.006 | 0.184 | 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 | 2,409,171 | 701 | 924 | -0.028 | -0.002 | -0.015 | 0.028 | 0.021 | 0.021 | 0.843 | 2 |
| 1 | True | 2,815,568 | 449,110 | 108 | 1,823 | -0.027 | -0.001 | -0.016 | 0.028 | 0.021 | 0.021 | 0.157 | 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 | 2,323,081 | 706 | 859 | -0.042 | -0.004 | -0.029 | 0.042 | 0.034 | 0.034 | 0.736 | 3 |
| 1 | True | 2,799,248 | 832,526 | 103 | 2,403 | -0.041 | 0.000 | 0.028 | 0.041 | 0.035 | 0.035 | 0.264 | 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 | 2,469,450 | 698 | 954 | -0.056 | -0.004 | -0.043 | 0.056 | 0.049 | 0.049 | 0.798 | 4 |
| 1 | True | 2,477,348 | 624,153 | 111 | 2,091 | -0.056 | 0.006 | 0.043 | 0.056 | 0.049 | 0.048 | 0.202 | 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 | 2,858,649 | 728 | 1,013 | -0.072 | -0.010 | -0.059 | 0.072 | 0.065 | 0.065 | 0.864 | 5 |
| 1 | True | 3,564,300 | 449,305 | 81 | 2,333 | -0.072 | 0.015 | 0.060 | 0.072 | 0.065 | 0.065 | 0.136 | 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 | 3,067,428 | 716 | 933 | -0.090 | -0.016 | -0.075 | 0.090 | 0.081 | 0.081 | 0.839 | 6 |
| 1 | True | 3,311,978 | 588,470 | 93 | 2,271 | -0.088 | 0.023 | 0.077 | 0.090 | 0.081 | 0.081 | 0.161 | 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 | 3,175,827 | 692 | 940 | -0.110 | -0.031 | -0.094 | 0.110 | 0.100 | 0.100 | 0.810 | 7 |
| 1 | True | 4,333,550 | 744,326 | 117 | 1,777 | -0.109 | 0.024 | 0.093 | 0.109 | 0.099 | 0.099 | 0.190 | 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 | 2,844,107 | 663 | 918 | -0.136 | -0.040 | -0.115 | 0.136 | 0.122 | 0.122 | 0.696 | 8 |
| 1 | True | 4,816,296 | 1,239,594 | 146 | 2,010 | -0.135 | 0.025 | 0.114 | 0.136 | 0.123 | 0.122 | 0.304 | 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 | 1,874,491 | 668 | 866 | -0.174 | -0.074 | -0.147 | 0.174 | 0.154 | 0.153 | 0.635 | 9 |
| 1 | True | 6,716,323 | 1,078,643 | 141 | 2,274 | -0.174 | 0.062 | 0.147 | 0.174 | 0.154 | 0.154 | 0.365 | 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 | 1,015,117 | 649 | 762 | -0.478 | -0.151 | -0.202 | 0.374 | 0.221 | 0.207 | 0.289 | 10 |
| 1 | True | 8,101,475 | 2,493,855 | 160 | 1,980 | -0.389 | 0.030 | 0.182 | 0.355 | 0.223 | 0.211 | 0.711 | 10 |