| 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 | 2,519,789 | 687 | 910 | -0.013 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.738 | 1 |
| 1 | True | 3,121,225 | 894,261 | 126 | 1,745 | -0.013 | 0.001 | 0.000 | 0.013 | 0.006 | 0.006 | 0.262 | 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 | 1,700,611 | 695 | 938 | -0.027 | -0.003 | -0.015 | 0.027 | 0.020 | 0.020 | 0.707 | 2 |
| 1 | True | 3,589,887 | 703,551 | 117 | 2,554 | -0.027 | 0.005 | 0.016 | 0.027 | 0.020 | 0.021 | 0.293 | 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 | 1,829,503 | 688 | 914 | -0.040 | -0.005 | -0.028 | 0.040 | 0.034 | 0.034 | 0.696 | 3 |
| 1 | True | 4,471,933 | 798,952 | 124 | 1,953 | -0.040 | -0.002 | -0.028 | 0.040 | 0.033 | 0.033 | 0.304 | 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 | 2,813,143 | 702 | 1,009 | -0.054 | -0.008 | -0.042 | 0.054 | 0.047 | 0.047 | 0.812 | 4 |
| 1 | True | 3,924,932 | 649,873 | 111 | 1,857 | -0.054 | 0.005 | 0.042 | 0.054 | 0.047 | 0.047 | 0.188 | 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 | 3,389,686 | 718 | 927 | -0.070 | -0.016 | -0.058 | 0.070 | 0.062 | 0.062 | 0.866 | 5 |
| 1 | True | 3,611,336 | 523,465 | 94 | 2,007 | -0.070 | 0.004 | 0.057 | 0.069 | 0.062 | 0.062 | 0.134 | 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 | 2,794,055 | 687 | 936 | -0.088 | -0.029 | -0.075 | 0.088 | 0.078 | 0.078 | 0.731 | 6 |
| 1 | True | 4,020,882 | 1,026,311 | 125 | 2,315 | -0.087 | 0.017 | 0.072 | 0.088 | 0.078 | 0.078 | 0.269 | 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 | 2,808,734 | 704 | 923 | -0.110 | -0.041 | -0.095 | 0.110 | 0.099 | 0.099 | 0.769 | 7 |
| 1 | True | 3,589,409 | 846,027 | 109 | 2,119 | -0.109 | 0.018 | 0.090 | 0.110 | 0.099 | 0.100 | 0.231 | 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 | 2,199,674 | 698 | 829 | -0.138 | -0.059 | -0.117 | 0.138 | 0.123 | 0.123 | 0.679 | 8 |
| 1 | True | 4,799,752 | 1,038,438 | 114 | 2,464 | -0.138 | 0.036 | 0.115 | 0.138 | 0.124 | 0.125 | 0.321 | 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 | 1,591,408 | 674 | 739 | -0.182 | -0.091 | -0.153 | 0.182 | 0.158 | 0.159 | 0.689 | 9 |
| 1 | True | 5,414,480 | 719,937 | 138 | 2,011 | -0.182 | 0.042 | 0.144 | 0.182 | 0.157 | 0.154 | 0.311 | 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 | 1,223,791 | 700 | 586 | -0.523 | -0.185 | -0.215 | 0.353 | 0.234 | 0.220 | 0.369 | 10 |
| 1 | True | 5,734,340 | 2,089,410 | 113 | 1,785 | -0.398 | 0.100 | 0.199 | 0.347 | 0.228 | 0.217 | 0.631 | 10 |