| 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 | 2,644,738 | 687 | 921 | -0.015 | -0.000 | -0.000 | 0.015 | 0.007 | 0.007 | 0.761 | 1 |
| 1 | True | 4,785,791 | 829,402 | 125 | 1,611 | -0.015 | 0.000 | -0.000 | 0.014 | 0.007 | 0.008 | 0.239 | 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 | 2,673,149 | 696 | 932 | -0.028 | -0.000 | -0.015 | 0.028 | 0.021 | 0.021 | 0.833 | 2 |
| 1 | True | 3,798,097 | 535,713 | 115 | 2,066 | -0.028 | 0.000 | -0.015 | 0.028 | 0.022 | 0.022 | 0.167 | 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 | 2,821,376 | 721 | 1,037 | -0.042 | -0.005 | -0.029 | 0.042 | 0.035 | 0.035 | 0.843 | 3 |
| 1 | True | 2,609,756 | 525,390 | 90 | 2,179 | -0.042 | 0.004 | 0.030 | 0.041 | 0.035 | 0.035 | 0.157 | 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 | 3,107,849 | 703 | 1,053 | -0.057 | -0.010 | -0.044 | 0.057 | 0.049 | 0.049 | 0.771 | 4 |
| 1 | True | 3,825,301 | 922,845 | 109 | 2,560 | -0.057 | 0.008 | 0.045 | 0.057 | 0.050 | 0.050 | 0.229 | 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 | 2,360,805 | 692 | 996 | -0.073 | -0.017 | -0.060 | 0.073 | 0.065 | 0.065 | 0.788 | 5 |
| 1 | True | 3,530,286 | 634,200 | 119 | 2,141 | -0.073 | 0.017 | 0.061 | 0.073 | 0.065 | 0.065 | 0.212 | 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 | 2,614,675 | 698 | 1,012 | -0.091 | -0.028 | -0.078 | 0.091 | 0.082 | 0.082 | 0.753 | 6 |
| 1 | True | 4,380,743 | 857,477 | 113 | 1,856 | -0.090 | 0.017 | 0.075 | 0.091 | 0.082 | 0.082 | 0.247 | 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 | 2,661,840 | 691 | 891 | -0.113 | -0.041 | -0.097 | 0.113 | 0.102 | 0.101 | 0.758 | 7 |
| 1 | True | 5,712,979 | 851,633 | 121 | 2,791 | -0.112 | 0.035 | 0.096 | 0.113 | 0.102 | 0.101 | 0.242 | 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 | 2,759,118 | 702 | 902 | -0.141 | -0.066 | -0.122 | 0.141 | 0.127 | 0.126 | 0.775 | 8 |
| 1 | True | 4,702,047 | 802,927 | 109 | 2,083 | -0.141 | 0.050 | 0.121 | 0.139 | 0.126 | 0.126 | 0.225 | 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 | 1,246,837 | 675 | 787 | -0.185 | -0.097 | -0.156 | 0.183 | 0.161 | 0.160 | 0.564 | 9 |
| 1 | True | 5,682,176 | 963,981 | 136 | 2,292 | -0.183 | 0.049 | 0.149 | 0.183 | 0.160 | 0.158 | 0.436 | 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 | 1,192,138 | 698 | 553 | -0.462 | -0.156 | -0.215 | 0.374 | 0.238 | 0.225 | 0.358 | 10 |
| 1 | True | 6,510,090 | 2,135,580 | 114 | 1,783 | -0.371 | 0.048 | 0.196 | 0.359 | 0.232 | 0.218 | 0.642 | 10 |