| 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 | 1,872,298 | 697 | 851 | -0.014 | -0.000 | -0.001 | 0.014 | 0.007 | 0.007 | 0.652 | 1 |
| 1 | True | 3,910,326 | 997,448 | 115 | 2,039 | -0.013 | 0.001 | 0.002 | 0.014 | 0.007 | 0.008 | 0.348 | 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 | 1,965,526 | 700 | 997 | -0.028 | -0.001 | -0.014 | 0.028 | 0.021 | 0.020 | 0.818 | 2 |
| 1 | True | 3,388,996 | 437,316 | 111 | 1,534 | -0.028 | -0.000 | -0.014 | 0.028 | 0.021 | 0.021 | 0.182 | 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 | 3,749,661 | 700 | 971 | -0.043 | -0.004 | -0.030 | 0.043 | 0.035 | 0.035 | 0.838 | 3 |
| 1 | True | 3,532,903 | 725,261 | 111 | 2,501 | -0.042 | 0.007 | 0.031 | 0.043 | 0.036 | 0.036 | 0.162 | 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 | 2,841,887 | 697 | 1,065 | -0.058 | -0.011 | -0.045 | 0.058 | 0.050 | 0.050 | 0.808 | 4 |
| 1 | True | 3,474,889 | 676,194 | 115 | 2,020 | -0.058 | 0.012 | 0.046 | 0.058 | 0.051 | 0.051 | 0.192 | 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 | 2,539,084 | 705 | 1,010 | -0.074 | -0.016 | -0.062 | 0.074 | 0.066 | 0.066 | 0.794 | 5 |
| 1 | True | 3,559,786 | 657,892 | 106 | 2,174 | -0.073 | 0.019 | 0.062 | 0.074 | 0.066 | 0.065 | 0.206 | 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 | 2,320,676 | 702 | 971 | -0.091 | -0.026 | -0.078 | 0.091 | 0.082 | 0.082 | 0.805 | 6 |
| 1 | True | 2,957,801 | 560,447 | 109 | 2,083 | -0.090 | 0.017 | 0.076 | 0.091 | 0.082 | 0.082 | 0.195 | 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 | 3,408,759 | 699 | 921 | -0.113 | -0.040 | -0.098 | 0.113 | 0.102 | 0.102 | 0.842 | 7 |
| 1 | True | 4,719,679 | 640,340 | 113 | 2,315 | -0.113 | 0.032 | 0.096 | 0.113 | 0.101 | 0.100 | 0.158 | 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 | 1,860,363 | 683 | 878 | -0.140 | -0.058 | -0.121 | 0.140 | 0.126 | 0.126 | 0.669 | 8 |
| 1 | True | 3,918,002 | 919,973 | 128 | 2,321 | -0.137 | 0.043 | 0.122 | 0.140 | 0.127 | 0.127 | 0.331 | 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 | 2,072,896 | 677 | 782 | -0.184 | -0.098 | -0.154 | 0.183 | 0.159 | 0.157 | 0.629 | 9 |
| 1 | True | 6,103,083 | 1,223,246 | 134 | 2,112 | -0.183 | 0.064 | 0.151 | 0.183 | 0.160 | 0.160 | 0.371 | 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 | 1,044,307 | 688 | 558 | -0.482 | -0.162 | -0.213 | 0.353 | 0.235 | 0.222 | 0.333 | 10 |
| 1 | True | 6,540,036 | 2,096,412 | 124 | 1,765 | -0.416 | 0.030 | 0.195 | 0.319 | 0.237 | 0.222 | 0.667 | 10 |