| 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 | 2,694,920 | 716 | 1,025 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.819 | 1 |
| 1 | True | 3,317,387 | 594,830 | 95 | 2,009 | -0.014 | -0.001 | -0.002 | 0.014 | 0.007 | 0.007 | 0.181 | 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 | 2,294,572 | 701 | 910 | -0.028 | -0.004 | -0.016 | 0.028 | 0.021 | 0.021 | 0.802 | 2 |
| 1 | True | 3,839,488 | 564,980 | 110 | 1,831 | -0.028 | -0.001 | -0.015 | 0.028 | 0.022 | 0.021 | 0.198 | 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 | 2,204,469 | 693 | 887 | -0.042 | -0.005 | -0.030 | 0.042 | 0.035 | 0.035 | 0.702 | 3 |
| 1 | True | 3,095,090 | 937,340 | 118 | 1,975 | -0.042 | -0.002 | -0.029 | 0.042 | 0.034 | 0.034 | 0.298 | 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 | 2,847,812 | 696 | 924 | -0.057 | -0.009 | -0.044 | 0.057 | 0.049 | 0.049 | 0.789 | 4 |
| 1 | True | 3,429,830 | 759,609 | 115 | 1,934 | -0.057 | 0.012 | 0.045 | 0.057 | 0.050 | 0.050 | 0.211 | 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 | 2,368,558 | 720 | 919 | -0.073 | -0.018 | -0.061 | 0.073 | 0.065 | 0.065 | 0.850 | 5 |
| 1 | True | 3,585,463 | 418,450 | 91 | 2,533 | -0.073 | 0.009 | 0.059 | 0.073 | 0.065 | 0.066 | 0.150 | 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 | 3,803,674 | 705 | 919 | -0.091 | -0.022 | -0.077 | 0.091 | 0.082 | 0.082 | 0.893 | 6 |
| 1 | True | 4,435,884 | 457,704 | 106 | 1,972 | -0.091 | 0.010 | 0.075 | 0.090 | 0.082 | 0.082 | 0.107 | 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 | 2,812,935 | 706 | 967 | -0.111 | -0.039 | -0.096 | 0.110 | 0.100 | 0.100 | 0.778 | 7 |
| 1 | True | 5,284,284 | 800,603 | 105 | 2,849 | -0.110 | 0.034 | 0.097 | 0.110 | 0.101 | 0.101 | 0.222 | 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 | 2,288,797 | 704 | 945 | -0.136 | -0.034 | -0.116 | 0.136 | 0.123 | 0.122 | 0.759 | 8 |
| 1 | True | 4,169,620 | 727,062 | 107 | 2,120 | -0.136 | 0.045 | 0.117 | 0.136 | 0.125 | 0.125 | 0.241 | 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 | 1,817,589 | 654 | 838 | -0.175 | -0.071 | -0.148 | 0.176 | 0.154 | 0.153 | 0.601 | 9 |
| 1 | True | 6,194,419 | 1,204,677 | 157 | 2,062 | -0.173 | 0.030 | 0.143 | 0.175 | 0.153 | 0.153 | 0.399 | 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 | 1,191,951 | 646 | 795 | -0.463 | -0.133 | -0.202 | 0.364 | 0.221 | 0.210 | 0.326 | 10 |
| 1 | True | 8,201,845 | 2,461,469 | 165 | 1,923 | -0.348 | 0.038 | 0.184 | 0.351 | 0.219 | 0.211 | 0.674 | 10 |