| 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 | 1,855,165 | 694 | 961 | -0.013 | 0.000 | 0.001 | 0.013 | 0.007 | 0.007 | 0.774 | 1 |
| 1 | True | 3,470,259 | 541,720 | 119 | 1,976 | -0.013 | 0.001 | 0.001 | 0.013 | 0.007 | 0.007 | 0.226 | 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 | 2,259,797 | 689 | 863 | -0.027 | -0.002 | -0.014 | 0.027 | 0.020 | 0.020 | 0.778 | 2 |
| 1 | True | 3,492,564 | 645,293 | 123 | 1,908 | -0.026 | 0.002 | 0.015 | 0.026 | 0.020 | 0.021 | 0.222 | 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 | 1,996,111 | 694 | 913 | -0.040 | -0.005 | -0.028 | 0.040 | 0.033 | 0.034 | 0.649 | 3 |
| 1 | True | 4,122,306 | 1,081,825 | 118 | 2,041 | -0.040 | -0.002 | -0.028 | 0.040 | 0.033 | 0.033 | 0.351 | 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 | 3,333,321 | 701 | 881 | -0.055 | -0.009 | -0.042 | 0.055 | 0.048 | 0.048 | 0.833 | 4 |
| 1 | True | 4,026,035 | 669,167 | 112 | 2,211 | -0.055 | 0.014 | 0.044 | 0.055 | 0.048 | 0.048 | 0.167 | 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 | 2,696,263 | 706 | 923 | -0.071 | -0.017 | -0.058 | 0.070 | 0.063 | 0.063 | 0.763 | 5 |
| 1 | True | 3,634,489 | 838,702 | 106 | 2,435 | -0.070 | 0.000 | 0.055 | 0.070 | 0.062 | 0.063 | 0.237 | 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 | 2,928,521 | 691 | 935 | -0.089 | -0.025 | -0.075 | 0.089 | 0.079 | 0.080 | 0.820 | 6 |
| 1 | True | 3,794,645 | 642,858 | 121 | 1,628 | -0.088 | 0.017 | 0.074 | 0.089 | 0.080 | 0.080 | 0.180 | 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 | 2,728,100 | 722 | 866 | -0.111 | -0.041 | -0.095 | 0.111 | 0.099 | 0.099 | 0.792 | 7 |
| 1 | True | 3,190,686 | 716,882 | 91 | 2,833 | -0.110 | 0.022 | 0.094 | 0.110 | 0.100 | 0.100 | 0.208 | 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 | 1,828,458 | 670 | 802 | -0.139 | -0.064 | -0.120 | 0.139 | 0.124 | 0.123 | 0.593 | 8 |
| 1 | True | 5,227,569 | 1,255,623 | 142 | 2,173 | -0.139 | 0.042 | 0.118 | 0.139 | 0.125 | 0.126 | 0.407 | 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 | 1,681,058 | 691 | 746 | -0.185 | -0.094 | -0.154 | 0.184 | 0.160 | 0.160 | 0.726 | 9 |
| 1 | True | 4,529,614 | 634,736 | 121 | 2,006 | -0.184 | 0.039 | 0.147 | 0.183 | 0.160 | 0.157 | 0.274 | 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 | 1,152,991 | 683 | 582 | -0.470 | -0.177 | -0.214 | 0.386 | 0.236 | 0.221 | 0.349 | 10 |
| 1 | True | 6,494,519 | 2,149,526 | 130 | 1,823 | -0.391 | 0.091 | 0.201 | 0.333 | 0.228 | 0.217 | 0.651 | 10 |