| 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 | 1,762,819 | 707 | 876 | -0.013 | -0.000 | -0.000 | 0.013 | 0.007 | 0.007 | 0.821 | 1 |
| 1 | True | 3,307,801 | 384,068 | 106 | 1,547 | -0.013 | 0.002 | 0.003 | 0.013 | 0.007 | 0.008 | 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 | 1,999,469 | 691 | 841 | -0.026 | -0.002 | -0.014 | 0.026 | 0.020 | 0.020 | 0.771 | 2 |
| 1 | True | 3,706,685 | 592,289 | 122 | 1,940 | -0.026 | 0.002 | 0.014 | 0.026 | 0.020 | 0.019 | 0.229 | 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 | 2,968,714 | 706 | 887 | -0.040 | -0.004 | -0.028 | 0.040 | 0.033 | 0.033 | 0.797 | 3 |
| 1 | True | 3,007,748 | 757,597 | 106 | 2,342 | -0.040 | 0.003 | 0.027 | 0.040 | 0.032 | 0.032 | 0.203 | 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 | 2,653,877 | 699 | 895 | -0.055 | -0.012 | -0.043 | 0.055 | 0.047 | 0.047 | 0.759 | 4 |
| 1 | True | 4,861,546 | 843,824 | 114 | 2,889 | -0.055 | 0.010 | 0.042 | 0.055 | 0.048 | 0.049 | 0.241 | 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 | 2,144,090 | 698 | 974 | -0.072 | -0.020 | -0.059 | 0.072 | 0.063 | 0.063 | 0.742 | 5 |
| 1 | True | 3,700,706 | 744,301 | 115 | 1,970 | -0.071 | 0.003 | 0.056 | 0.072 | 0.063 | 0.063 | 0.258 | 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 | 2,720,813 | 709 | 882 | -0.089 | -0.027 | -0.076 | 0.089 | 0.080 | 0.080 | 0.742 | 6 |
| 1 | True | 3,005,509 | 948,110 | 103 | 1,867 | -0.089 | 0.021 | 0.076 | 0.089 | 0.081 | 0.081 | 0.258 | 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 | 2,424,446 | 705 | 857 | -0.111 | -0.044 | -0.096 | 0.111 | 0.100 | 0.100 | 0.763 | 7 |
| 1 | True | 3,523,895 | 751,770 | 108 | 1,966 | -0.110 | 0.022 | 0.094 | 0.111 | 0.101 | 0.100 | 0.237 | 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 | 2,604,706 | 680 | 801 | -0.139 | -0.058 | -0.119 | 0.139 | 0.124 | 0.124 | 0.735 | 8 |
| 1 | True | 4,591,182 | 937,706 | 132 | 2,144 | -0.139 | 0.027 | 0.116 | 0.139 | 0.125 | 0.125 | 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 | 1,679,370 | 673 | 666 | -0.182 | -0.093 | -0.154 | 0.182 | 0.159 | 0.159 | 0.422 | 9 |
| 1 | True | 5,574,521 | 2,299,007 | 140 | 2,001 | -0.182 | 0.057 | 0.149 | 0.182 | 0.160 | 0.160 | 0.578 | 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 | 1,162,334 | 688 | 581 | -0.458 | -0.174 | -0.211 | 0.325 | 0.234 | 0.220 | 0.642 | 10 |
| 1 | True | 6,716,725 | 649,111 | 125 | 1,864 | -0.428 | 0.077 | 0.197 | 0.309 | 0.229 | 0.216 | 0.358 | 10 |