| 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 | 2,478,566 | 718 | 912 | -0.015 | -0.000 | -0.000 | 0.014 | 0.007 | 0.008 | 0.836 | 1 |
| 1 | True | 2,965,099 | 486,720 | 93 | 1,861 | -0.014 | -0.001 | -0.001 | 0.014 | 0.008 | 0.008 | 0.164 | 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 | 2,211,690 | 687 | 935 | -0.028 | -0.003 | -0.016 | 0.028 | 0.021 | 0.021 | 0.780 | 2 |
| 1 | True | 3,319,190 | 622,382 | 124 | 1,508 | -0.028 | -0.001 | -0.015 | 0.028 | 0.021 | 0.020 | 0.220 | 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 | 2,427,992 | 699 | 1,032 | -0.044 | -0.004 | -0.030 | 0.043 | 0.036 | 0.036 | 0.738 | 3 |
| 1 | True | 3,077,848 | 860,670 | 112 | 2,072 | -0.043 | 0.004 | 0.030 | 0.043 | 0.035 | 0.035 | 0.262 | 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 | 3,030,124 | 732 | 1,008 | -0.058 | -0.012 | -0.046 | 0.058 | 0.051 | 0.051 | 0.879 | 4 |
| 1 | True | 2,446,494 | 418,048 | 79 | 2,175 | -0.058 | 0.009 | 0.046 | 0.057 | 0.050 | 0.050 | 0.121 | 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 | 3,192,955 | 712 | 960 | -0.074 | -0.015 | -0.061 | 0.074 | 0.066 | 0.066 | 0.789 | 5 |
| 1 | True | 3,625,426 | 853,780 | 99 | 2,538 | -0.074 | 0.020 | 0.062 | 0.074 | 0.066 | 0.066 | 0.211 | 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 | 3,162,645 | 700 | 967 | -0.091 | -0.014 | -0.076 | 0.091 | 0.082 | 0.082 | 0.834 | 6 |
| 1 | True | 4,255,907 | 630,166 | 111 | 2,241 | -0.091 | 0.021 | 0.077 | 0.091 | 0.083 | 0.083 | 0.166 | 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 | 2,615,760 | 713 | 900 | -0.111 | -0.030 | -0.095 | 0.111 | 0.101 | 0.101 | 0.804 | 7 |
| 1 | True | 3,647,266 | 638,748 | 98 | 2,202 | -0.111 | 0.019 | 0.093 | 0.111 | 0.101 | 0.101 | 0.196 | 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 | 2,394,099 | 693 | 869 | -0.137 | -0.045 | -0.117 | 0.137 | 0.123 | 0.123 | 0.771 | 8 |
| 1 | True | 4,139,716 | 712,918 | 118 | 2,004 | -0.136 | 0.027 | 0.119 | 0.137 | 0.126 | 0.127 | 0.229 | 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 | 1,678,766 | 675 | 842 | -0.177 | -0.073 | -0.148 | 0.175 | 0.155 | 0.154 | 0.579 | 9 |
| 1 | True | 6,126,984 | 1,219,246 | 136 | 2,366 | -0.175 | 0.067 | 0.147 | 0.177 | 0.156 | 0.154 | 0.421 | 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 | 1,149,349 | 649 | 713 | -0.472 | -0.142 | -0.202 | 0.395 | 0.223 | 0.210 | 0.332 | 10 |
| 1 | True | 8,730,873 | 2,312,527 | 162 | 1,921 | -0.331 | 0.034 | 0.182 | 0.334 | 0.221 | 0.210 | 0.668 | 10 |