| 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 | 2,627,908 | 707 | 953 | -0.015 | -0.000 | -0.000 | 0.015 | 0.008 | 0.008 | 0.779 | 1 |
| 1 | True | 3,584,154 | 747,636 | 105 | 1,538 | -0.014 | 0.002 | 0.003 | 0.015 | 0.007 | 0.007 | 0.221 | 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 | 2,400,923 | 698 | 895 | -0.028 | 0.000 | 0.015 | 0.028 | 0.021 | 0.021 | 0.839 | 2 |
| 1 | True | 3,231,033 | 461,271 | 113 | 1,854 | -0.028 | 0.001 | 0.015 | 0.028 | 0.022 | 0.021 | 0.161 | 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 | 3,079,192 | 694 | 1,023 | -0.042 | -0.006 | -0.031 | 0.042 | 0.035 | 0.035 | 0.825 | 3 |
| 1 | True | 2,931,351 | 654,466 | 117 | 2,163 | -0.042 | 0.003 | 0.029 | 0.042 | 0.035 | 0.035 | 0.175 | 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 | 2,134,254 | 704 | 992 | -0.057 | -0.012 | -0.045 | 0.057 | 0.050 | 0.050 | 0.723 | 4 |
| 1 | True | 3,612,185 | 818,356 | 107 | 2,011 | -0.057 | 0.013 | 0.045 | 0.057 | 0.049 | 0.049 | 0.277 | 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 | 2,921,299 | 692 | 1,001 | -0.073 | -0.014 | -0.060 | 0.073 | 0.065 | 0.065 | 0.788 | 5 |
| 1 | True | 3,812,916 | 788,266 | 120 | 2,278 | -0.073 | 0.010 | 0.059 | 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 | 2,173,524 | 702 | 955 | -0.091 | -0.029 | -0.078 | 0.091 | 0.082 | 0.082 | 0.805 | 6 |
| 1 | True | 3,986,576 | 525,921 | 109 | 1,967 | -0.091 | 0.034 | 0.079 | 0.091 | 0.083 | 0.083 | 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 | 2,584,468 | 700 | 915 | -0.112 | -0.041 | -0.097 | 0.112 | 0.101 | 0.101 | 0.762 | 7 |
| 1 | True | 4,503,707 | 807,742 | 111 | 2,708 | -0.111 | 0.024 | 0.093 | 0.112 | 0.100 | 0.100 | 0.238 | 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 | 3,044,195 | 697 | 861 | -0.139 | -0.062 | -0.121 | 0.139 | 0.125 | 0.125 | 0.730 | 8 |
| 1 | True | 4,292,174 | 1,126,342 | 114 | 2,564 | -0.139 | 0.052 | 0.119 | 0.139 | 0.124 | 0.123 | 0.270 | 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 | 1,277,321 | 667 | 752 | -0.181 | -0.101 | -0.153 | 0.181 | 0.158 | 0.157 | 0.614 | 9 |
| 1 | True | 5,922,894 | 802,741 | 144 | 2,046 | -0.181 | 0.053 | 0.148 | 0.181 | 0.158 | 0.156 | 0.386 | 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 | 1,204,776 | 687 | 593 | -0.441 | -0.161 | -0.211 | 0.363 | 0.233 | 0.221 | 0.365 | 10 |
| 1 | True | 6,180,911 | 2,092,744 | 125 | 1,756 | -0.369 | 0.036 | 0.189 | 0.332 | 0.233 | 0.227 | 0.635 | 10 |