| 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 | 2,021,336 | 705 | 902 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.758 | 1 |
| 1 | True | 2,802,862 | 647,056 | 107 | 1,497 | -0.014 | 0.001 | 0.000 | 0.014 | 0.007 | 0.008 | 0.242 | 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 | 2,782,630 | 697 | 1,019 | -0.028 | -0.001 | -0.015 | 0.028 | 0.021 | 0.021 | 0.715 | 2 |
| 1 | True | 4,160,756 | 1,109,489 | 114 | 2,071 | -0.028 | 0.003 | 0.016 | 0.028 | 0.021 | 0.021 | 0.285 | 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 | 2,257,205 | 706 | 937 | -0.043 | -0.006 | -0.031 | 0.043 | 0.036 | 0.036 | 0.813 | 3 |
| 1 | True | 3,454,237 | 519,820 | 106 | 1,887 | -0.043 | 0.002 | 0.030 | 0.043 | 0.036 | 0.036 | 0.187 | 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 | 2,408,997 | 696 | 1,000 | -0.059 | -0.007 | -0.045 | 0.059 | 0.051 | 0.051 | 0.823 | 4 |
| 1 | True | 2,823,648 | 518,898 | 115 | 2,387 | -0.059 | 0.014 | 0.047 | 0.059 | 0.051 | 0.051 | 0.177 | 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 | 2,648,872 | 711 | 884 | -0.075 | -0.020 | -0.063 | 0.075 | 0.067 | 0.067 | 0.838 | 5 |
| 1 | True | 4,063,264 | 512,501 | 101 | 2,187 | -0.075 | 0.004 | 0.059 | 0.075 | 0.067 | 0.066 | 0.162 | 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 | 3,147,049 | 706 | 965 | -0.092 | -0.019 | -0.078 | 0.092 | 0.084 | 0.084 | 0.832 | 6 |
| 1 | True | 3,427,332 | 633,647 | 105 | 1,757 | -0.092 | 0.022 | 0.077 | 0.092 | 0.083 | 0.083 | 0.168 | 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 | 2,411,665 | 710 | 951 | -0.111 | -0.041 | -0.097 | 0.111 | 0.101 | 0.101 | 0.821 | 7 |
| 1 | True | 3,683,466 | 524,556 | 101 | 2,013 | -0.111 | 0.034 | 0.096 | 0.111 | 0.101 | 0.101 | 0.179 | 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 | 2,824,777 | 693 | 876 | -0.136 | -0.056 | -0.118 | 0.136 | 0.123 | 0.123 | 0.771 | 8 |
| 1 | True | 4,011,924 | 840,595 | 119 | 2,106 | -0.136 | 0.029 | 0.115 | 0.136 | 0.123 | 0.123 | 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 | 1,780,816 | 662 | 795 | -0.173 | -0.079 | -0.147 | 0.173 | 0.153 | 0.151 | 0.569 | 9 |
| 1 | True | 5,832,250 | 1,350,997 | 149 | 2,771 | -0.173 | 0.067 | 0.148 | 0.173 | 0.155 | 0.156 | 0.431 | 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 | 1,312,804 | 658 | 713 | -0.412 | -0.141 | -0.200 | 0.391 | 0.221 | 0.211 | 0.371 | 10 |
| 1 | True | 7,773,626 | 2,225,039 | 154 | 1,684 | -0.350 | 0.030 | 0.180 | 0.335 | 0.217 | 0.207 | 0.629 | 10 |