| 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 | 2,469,905 | 717 | 911 | -0.015 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.833 | 1 |
| 1 | True | 3,670,729 | 495,380 | 94 | 1,885 | -0.014 | -0.001 | -0.001 | 0.014 | 0.008 | 0.008 | 0.167 | 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 | 2,204,155 | 683 | 933 | -0.028 | -0.003 | -0.016 | 0.028 | 0.021 | 0.021 | 0.778 | 2 |
| 1 | True | 3,524,198 | 629,917 | 128 | 1,508 | -0.028 | -0.002 | -0.015 | 0.028 | 0.021 | 0.021 | 0.222 | 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 | 2,412,445 | 697 | 1,032 | -0.044 | -0.004 | -0.030 | 0.043 | 0.036 | 0.036 | 0.734 | 3 |
| 1 | True | 3,266,559 | 876,217 | 114 | 2,072 | -0.043 | 0.005 | 0.030 | 0.043 | 0.035 | 0.035 | 0.266 | 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 | 2,990,849 | 729 | 1,007 | -0.058 | -0.012 | -0.046 | 0.058 | 0.051 | 0.051 | 0.867 | 4 |
| 1 | True | 3,974,324 | 457,323 | 82 | 2,166 | -0.058 | 0.008 | 0.046 | 0.057 | 0.050 | 0.050 | 0.133 | 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 | 3,182,310 | 709 | 951 | -0.074 | -0.015 | -0.061 | 0.074 | 0.066 | 0.066 | 0.786 | 5 |
| 1 | True | 3,881,329 | 864,425 | 102 | 2,551 | -0.074 | 0.018 | 0.061 | 0.074 | 0.066 | 0.066 | 0.214 | 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 | 4,544,143 | 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 | 2,612,832 | 710 | 902 | -0.111 | -0.030 | -0.095 | 0.111 | 0.101 | 0.101 | 0.803 | 7 |
| 1 | True | 4,129,664 | 641,675 | 101 | 2,043 | -0.111 | 0.019 | 0.093 | 0.111 | 0.101 | 0.101 | 0.197 | 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 | 4,449,468 | 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 | 1,659,798 | 672 | 839 | -0.177 | -0.073 | -0.148 | 0.175 | 0.155 | 0.154 | 0.573 | 9 |
| 1 | True | 6,901,998 | 1,238,215 | 139 | 2,384 | -0.175 | 0.062 | 0.147 | 0.177 | 0.155 | 0.154 | 0.427 | 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 | 1,144,930 | 647 | 709 | -0.472 | -0.141 | -0.202 | 0.395 | 0.223 | 0.210 | 0.331 | 10 |
| 1 | True | 9,731,470 | 2,316,947 | 164 | 1,921 | -0.331 | 0.031 | 0.182 | 0.334 | 0.220 | 0.210 | 0.669 | 10 |