| 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 | 2,415,530 | 710 | 1,018 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.008 | 0.847 | 1 |
| 1 | True | 3,474,828 | 436,207 | 102 | 1,663 | -0.014 | 0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.153 | 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 | 2,531,699 | 686 | 987 | -0.029 | -0.002 | -0.015 | 0.029 | 0.022 | 0.022 | 0.675 | 2 |
| 1 | True | 3,862,469 | 1,221,066 | 125 | 1,926 | -0.029 | 0.002 | 0.015 | 0.029 | 0.022 | 0.022 | 0.325 | 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 | 2,119,982 | 713 | 908 | -0.044 | -0.004 | -0.031 | 0.044 | 0.037 | 0.036 | 0.779 | 3 |
| 1 | True | 2,611,746 | 602,452 | 99 | 2,177 | -0.044 | -0.003 | -0.030 | 0.044 | 0.036 | 0.036 | 0.221 | 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 | 2,503,971 | 706 | 929 | -0.059 | -0.009 | -0.046 | 0.059 | 0.051 | 0.051 | 0.819 | 4 |
| 1 | True | 3,064,093 | 553,330 | 105 | 1,868 | -0.058 | 0.010 | 0.047 | 0.058 | 0.052 | 0.051 | 0.181 | 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 | 2,829,097 | 706 | 958 | -0.074 | -0.018 | -0.062 | 0.074 | 0.066 | 0.066 | 0.852 | 5 |
| 1 | True | 3,744,428 | 491,849 | 106 | 2,086 | -0.072 | 0.024 | 0.064 | 0.074 | 0.066 | 0.066 | 0.148 | 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 | 2,111,152 | 694 | 905 | -0.091 | -0.027 | -0.078 | 0.091 | 0.082 | 0.082 | 0.744 | 6 |
| 1 | True | 4,287,040 | 727,541 | 117 | 2,389 | -0.091 | 0.017 | 0.076 | 0.090 | 0.082 | 0.083 | 0.256 | 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 | 3,787,755 | 721 | 943 | -0.111 | -0.038 | -0.096 | 0.111 | 0.101 | 0.100 | 0.912 | 7 |
| 1 | True | 2,799,304 | 367,631 | 90 | 1,947 | -0.110 | 0.016 | 0.093 | 0.111 | 0.101 | 0.102 | 0.088 | 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 | 2,645,709 | 676 | 880 | -0.137 | -0.056 | -0.119 | 0.137 | 0.124 | 0.123 | 0.753 | 8 |
| 1 | True | 5,174,641 | 868,230 | 136 | 2,283 | -0.137 | 0.009 | 0.112 | 0.137 | 0.123 | 0.122 | 0.247 | 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 | 1,678,126 | 658 | 782 | -0.178 | -0.085 | -0.149 | 0.178 | 0.156 | 0.154 | 0.551 | 9 |
| 1 | True | 5,878,646 | 1,365,674 | 153 | 2,086 | -0.178 | 0.055 | 0.147 | 0.177 | 0.157 | 0.156 | 0.449 | 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 | 1,012,021 | 669 | 697 | -0.432 | -0.140 | -0.201 | 0.393 | 0.224 | 0.212 | 0.318 | 10 |
| 1 | True | 7,162,322 | 2,173,594 | 143 | 1,859 | -0.346 | 0.044 | 0.190 | 0.317 | 0.224 | 0.217 | 0.682 | 10 |