| 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 | 2,112,263 | 701 | 934 | -0.013 | -0.000 | -0.001 | 0.013 | 0.006 | 0.006 | 0.813 | 1 |
| 1 | True | 3,212,079 | 486,598 | 112 | 1,849 | -0.013 | 0.001 | 0.003 | 0.013 | 0.007 | 0.007 | 0.187 | 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 | 2,154,278 | 684 | 956 | -0.025 | -0.003 | -0.015 | 0.025 | 0.019 | 0.019 | 0.686 | 2 |
| 1 | True | 2,917,962 | 985,374 | 128 | 3,302 | -0.025 | 0.003 | 0.016 | 0.025 | 0.019 | 0.019 | 0.314 | 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 | 2,131,310 | 700 | 912 | -0.038 | -0.004 | -0.027 | 0.038 | 0.032 | 0.032 | 0.683 | 3 |
| 1 | True | 3,940,881 | 989,434 | 112 | 1,947 | -0.038 | 0.001 | 0.025 | 0.038 | 0.031 | 0.031 | 0.317 | 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 | 2,358,936 | 694 | 986 | -0.052 | -0.009 | -0.040 | 0.052 | 0.045 | 0.045 | 0.787 | 4 |
| 1 | True | 4,702,994 | 638,107 | 118 | 1,993 | -0.052 | 0.006 | 0.040 | 0.052 | 0.045 | 0.045 | 0.213 | 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 | 2,842,662 | 698 | 843 | -0.069 | -0.015 | -0.055 | 0.069 | 0.061 | 0.061 | 0.827 | 5 |
| 1 | True | 3,915,885 | 595,393 | 115 | 2,262 | -0.069 | 0.002 | 0.053 | 0.069 | 0.060 | 0.060 | 0.173 | 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 | 2,896,251 | 694 | 904 | -0.086 | -0.035 | -0.075 | 0.086 | 0.078 | 0.078 | 0.688 | 6 |
| 1 | True | 3,789,906 | 1,312,345 | 118 | 2,161 | -0.086 | 0.017 | 0.072 | 0.086 | 0.078 | 0.078 | 0.312 | 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 | 2,772,387 | 695 | 855 | -0.109 | -0.043 | -0.093 | 0.109 | 0.097 | 0.097 | 0.787 | 7 |
| 1 | True | 3,849,483 | 751,668 | 117 | 2,702 | -0.108 | 0.003 | 0.088 | 0.106 | 0.097 | 0.096 | 0.213 | 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 | 2,350,740 | 699 | 791 | -0.137 | -0.058 | -0.118 | 0.137 | 0.123 | 0.122 | 0.730 | 8 |
| 1 | True | 5,375,498 | 870,451 | 113 | 1,949 | -0.137 | 0.030 | 0.114 | 0.137 | 0.124 | 0.124 | 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 | 1,560,981 | 683 | 831 | -0.182 | -0.091 | -0.152 | 0.182 | 0.158 | 0.158 | 0.423 | 9 |
| 1 | True | 4,287,564 | 2,127,342 | 129 | 1,693 | -0.178 | 0.034 | 0.145 | 0.181 | 0.157 | 0.156 | 0.577 | 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 | 1,229,925 | 696 | 578 | -0.500 | -0.178 | -0.214 | 0.360 | 0.234 | 0.219 | 0.674 | 10 |
| 1 | True | 6,137,773 | 595,345 | 117 | 1,776 | -0.385 | 0.117 | 0.202 | 0.344 | 0.232 | 0.223 | 0.326 | 10 |