| 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 | 1,940,230 | 697 | 970 | -0.013 | 0.000 | 0.000 | 0.013 | 0.007 | 0.006 | 0.821 | 1 |
| 1 | True | 3,378,405 | 422,144 | 116 | 1,614 | -0.013 | 0.000 | -0.001 | 0.013 | 0.007 | 0.006 | 0.179 | 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 | 2,464,458 | 701 | 888 | -0.027 | -0.002 | -0.014 | 0.027 | 0.020 | 0.020 | 0.780 | 2 |
| 1 | True | 3,689,653 | 696,837 | 112 | 2,546 | -0.027 | 0.001 | 0.014 | 0.027 | 0.020 | 0.020 | 0.220 | 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 | 2,186,058 | 697 | 849 | -0.041 | -0.007 | -0.029 | 0.041 | 0.034 | 0.034 | 0.693 | 3 |
| 1 | True | 3,161,371 | 967,934 | 115 | 1,870 | -0.041 | 0.004 | 0.029 | 0.041 | 0.034 | 0.034 | 0.307 | 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 | 3,138,833 | 700 | 973 | -0.056 | -0.009 | -0.043 | 0.056 | 0.049 | 0.049 | 0.850 | 4 |
| 1 | True | 4,056,944 | 554,564 | 113 | 1,903 | -0.056 | 0.011 | 0.045 | 0.056 | 0.049 | 0.049 | 0.150 | 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 | 3,145,805 | 690 | 1,066 | -0.071 | -0.012 | -0.059 | 0.071 | 0.064 | 0.064 | 0.803 | 5 |
| 1 | True | 4,805,860 | 770,318 | 123 | 2,446 | -0.071 | 0.009 | 0.058 | 0.071 | 0.063 | 0.063 | 0.197 | 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 | 2,665,871 | 710 | 970 | -0.090 | -0.032 | -0.076 | 0.090 | 0.080 | 0.080 | 0.792 | 6 |
| 1 | True | 3,399,145 | 700,074 | 102 | 2,180 | -0.089 | 0.022 | 0.077 | 0.090 | 0.081 | 0.081 | 0.208 | 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 | 2,193,700 | 689 | 854 | -0.112 | -0.045 | -0.097 | 0.112 | 0.101 | 0.101 | 0.632 | 7 |
| 1 | True | 4,035,930 | 1,275,577 | 124 | 2,552 | -0.112 | 0.022 | 0.094 | 0.112 | 0.101 | 0.101 | 0.368 | 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 | 2,472,043 | 701 | 845 | -0.142 | -0.070 | -0.122 | 0.142 | 0.126 | 0.125 | 0.735 | 8 |
| 1 | True | 4,306,923 | 890,913 | 111 | 2,257 | -0.140 | 0.039 | 0.120 | 0.141 | 0.126 | 0.124 | 0.265 | 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 | 1,602,764 | 680 | 719 | -0.187 | -0.103 | -0.158 | 0.184 | 0.162 | 0.161 | 0.632 | 9 |
| 1 | True | 5,313,290 | 932,645 | 133 | 2,189 | -0.186 | 0.064 | 0.152 | 0.187 | 0.163 | 0.163 | 0.368 | 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 | 1,196,302 | 696 | 547 | -0.469 | -0.179 | -0.218 | 0.361 | 0.241 | 0.225 | 0.375 | 10 |
| 1 | True | 5,876,393 | 1,996,601 | 117 | 1,917 | -0.413 | 0.053 | 0.197 | 0.325 | 0.231 | 0.218 | 0.625 | 10 |