| 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 | 2,526,219 | 705 | 915 | -0.013 | -0.000 | -0.001 | 0.013 | 0.006 | 0.006 | 0.826 | 1 |
| 1 | True | 3,166,136 | 532,536 | 109 | 1,968 | -0.013 | 0.001 | 0.001 | 0.013 | 0.006 | 0.006 | 0.174 | 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 | 1,805,937 | 685 | 952 | -0.026 | -0.002 | -0.014 | 0.026 | 0.019 | 0.019 | 0.640 | 2 |
| 1 | True | 3,892,753 | 1,015,636 | 128 | 1,911 | -0.025 | -0.000 | -0.013 | 0.026 | 0.019 | 0.019 | 0.360 | 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 | 3,101,381 | 693 | 882 | -0.039 | -0.007 | -0.028 | 0.039 | 0.032 | 0.033 | 0.826 | 3 |
| 1 | True | 4,207,858 | 653,528 | 120 | 2,008 | -0.039 | 0.002 | 0.027 | 0.039 | 0.033 | 0.034 | 0.174 | 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 | 2,448,493 | 714 | 955 | -0.053 | -0.008 | -0.042 | 0.053 | 0.046 | 0.046 | 0.788 | 4 |
| 1 | True | 3,288,246 | 659,621 | 99 | 1,939 | -0.053 | 0.008 | 0.041 | 0.053 | 0.047 | 0.046 | 0.212 | 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 | 2,084,820 | 702 | 903 | -0.070 | -0.012 | -0.056 | 0.070 | 0.061 | 0.061 | 0.695 | 5 |
| 1 | True | 3,871,457 | 913,143 | 111 | 2,250 | -0.069 | 0.008 | 0.055 | 0.069 | 0.062 | 0.062 | 0.305 | 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 | 3,105,866 | 703 | 920 | -0.088 | -0.027 | -0.074 | 0.088 | 0.079 | 0.079 | 0.829 | 6 |
| 1 | True | 3,250,384 | 641,086 | 110 | 2,735 | -0.088 | 0.006 | 0.071 | 0.088 | 0.078 | 0.078 | 0.171 | 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 | 1,939,651 | 702 | 877 | -0.110 | -0.041 | -0.094 | 0.109 | 0.099 | 0.099 | 0.616 | 7 |
| 1 | True | 4,237,932 | 1,208,131 | 111 | 2,243 | -0.108 | 0.023 | 0.092 | 0.109 | 0.098 | 0.097 | 0.384 | 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 | 2,879,963 | 692 | 846 | -0.136 | -0.059 | -0.118 | 0.136 | 0.122 | 0.122 | 0.799 | 8 |
| 1 | True | 4,379,438 | 726,265 | 121 | 2,058 | -0.136 | 0.029 | 0.113 | 0.136 | 0.122 | 0.121 | 0.201 | 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 | 1,411,244 | 680 | 739 | -0.180 | -0.089 | -0.151 | 0.179 | 0.156 | 0.155 | 0.647 | 9 |
| 1 | True | 5,574,812 | 768,553 | 133 | 2,166 | -0.179 | 0.062 | 0.145 | 0.179 | 0.156 | 0.154 | 0.353 | 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 | 1,192,805 | 695 | 581 | -0.560 | -0.182 | -0.213 | 0.393 | 0.234 | 0.218 | 0.368 | 10 |
| 1 | True | 6,459,026 | 2,047,894 | 118 | 1,644 | -0.381 | 0.101 | 0.196 | 0.442 | 0.223 | 0.205 | 0.632 | 10 |