| 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 | 2,426,874 | 706 | 922 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.826 | 1 |
| 1 | True | 3,610,775 | 509,912 | 105 | 1,623 | -0.014 | -0.000 | 0.000 | 0.014 | 0.007 | 0.006 | 0.174 | 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 | 2,344,162 | 702 | 937 | -0.028 | -0.004 | -0.016 | 0.028 | 0.021 | 0.021 | 0.755 | 2 |
| 1 | True | 3,609,841 | 760,517 | 109 | 2,514 | -0.028 | -0.004 | -0.016 | 0.028 | 0.021 | 0.021 | 0.245 | 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 | 1,938,817 | 697 | 900 | -0.043 | -0.006 | -0.030 | 0.043 | 0.035 | 0.035 | 0.735 | 3 |
| 1 | True | 3,134,504 | 697,655 | 114 | 2,038 | -0.042 | -0.003 | -0.029 | 0.043 | 0.035 | 0.035 | 0.265 | 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 | 2,889,557 | 709 | 971 | -0.058 | -0.009 | -0.045 | 0.058 | 0.050 | 0.051 | 0.846 | 4 |
| 1 | True | 3,081,940 | 527,732 | 102 | 2,018 | -0.057 | 0.009 | 0.045 | 0.057 | 0.050 | 0.050 | 0.154 | 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 | 2,691,671 | 708 | 860 | -0.073 | -0.019 | -0.062 | 0.073 | 0.065 | 0.065 | 0.778 | 5 |
| 1 | True | 3,916,085 | 768,235 | 103 | 1,984 | -0.073 | 0.019 | 0.062 | 0.073 | 0.066 | 0.066 | 0.222 | 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 | 3,881,817 | 713 | 962 | -0.091 | -0.020 | -0.076 | 0.091 | 0.082 | 0.082 | 0.889 | 6 |
| 1 | True | 5,312,050 | 484,454 | 98 | 1,904 | -0.091 | 0.015 | 0.075 | 0.091 | 0.081 | 0.081 | 0.111 | 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 | 2,736,998 | 709 | 893 | -0.110 | -0.025 | -0.094 | 0.110 | 0.100 | 0.100 | 0.795 | 7 |
| 1 | True | 3,859,849 | 704,719 | 102 | 2,799 | -0.110 | 0.022 | 0.094 | 0.110 | 0.101 | 0.101 | 0.205 | 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 | 2,223,217 | 693 | 960 | -0.136 | -0.040 | -0.116 | 0.136 | 0.123 | 0.122 | 0.735 | 8 |
| 1 | True | 4,007,273 | 803,066 | 118 | 1,931 | -0.135 | 0.037 | 0.115 | 0.135 | 0.123 | 0.123 | 0.265 | 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 | 1,710,001 | 660 | 889 | -0.173 | -0.072 | -0.148 | 0.173 | 0.154 | 0.153 | 0.574 | 9 |
| 1 | True | 6,610,626 | 1,269,304 | 151 | 2,395 | -0.171 | 0.040 | 0.144 | 0.173 | 0.153 | 0.152 | 0.426 | 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 | 1,281,288 | 643 | 768 | -0.391 | -0.142 | -0.200 | 0.372 | 0.218 | 0.206 | 0.356 | 10 |
| 1 | True | 8,308,656 | 2,313,192 | 168 | 1,953 | -0.323 | 0.044 | 0.182 | 0.338 | 0.214 | 0.203 | 0.644 | 10 |