| 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 | 2,609,838 | 687 | 809 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.795 | 1 |
| 1 | True | 3,907,961 | 671,251 | 126 | 2,060 | -0.014 | 0.001 | 0.000 | 0.014 | 0.007 | 0.006 | 0.205 | 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 | 1,613,170 | 713 | 847 | -0.027 | -0.001 | -0.014 | 0.027 | 0.020 | 0.020 | 0.643 | 2 |
| 1 | True | 2,308,119 | 897,123 | 100 | 1,840 | -0.027 | 0.005 | 0.016 | 0.027 | 0.020 | 0.020 | 0.357 | 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 | 1,864,572 | 684 | 896 | -0.041 | -0.003 | -0.028 | 0.041 | 0.034 | 0.034 | 0.645 | 3 |
| 1 | True | 4,111,932 | 1,024,359 | 129 | 1,950 | -0.041 | 0.001 | 0.028 | 0.041 | 0.034 | 0.034 | 0.355 | 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 | 2,798,750 | 687 | 897 | -0.055 | -0.013 | -0.044 | 0.055 | 0.048 | 0.048 | 0.834 | 4 |
| 1 | True | 4,195,031 | 557,703 | 125 | 1,947 | -0.055 | 0.009 | 0.043 | 0.055 | 0.048 | 0.048 | 0.166 | 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 | 2,195,556 | 707 | 916 | -0.071 | -0.015 | -0.058 | 0.070 | 0.063 | 0.062 | 0.736 | 5 |
| 1 | True | 3,260,562 | 785,892 | 106 | 2,034 | -0.071 | 0.003 | 0.057 | 0.070 | 0.063 | 0.063 | 0.264 | 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 | 2,149,195 | 711 | 910 | -0.089 | -0.019 | -0.074 | 0.089 | 0.080 | 0.080 | 0.781 | 6 |
| 1 | True | 3,239,412 | 601,434 | 102 | 1,927 | -0.089 | 0.016 | 0.076 | 0.089 | 0.080 | 0.081 | 0.219 | 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 | 2,179,997 | 697 | 869 | -0.108 | -0.042 | -0.094 | 0.108 | 0.098 | 0.098 | 0.610 | 7 |
| 1 | True | 4,170,391 | 1,395,456 | 115 | 2,245 | -0.107 | 0.026 | 0.093 | 0.108 | 0.098 | 0.099 | 0.390 | 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 | 2,810,458 | 697 | 857 | -0.133 | -0.046 | -0.114 | 0.133 | 0.119 | 0.119 | 0.687 | 8 |
| 1 | True | 4,614,506 | 1,282,486 | 116 | 2,869 | -0.132 | 0.056 | 0.115 | 0.133 | 0.119 | 0.119 | 0.313 | 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 | 1,628,806 | 671 | 806 | -0.171 | -0.075 | -0.143 | 0.171 | 0.150 | 0.148 | 0.638 | 9 |
| 1 | True | 5,104,437 | 924,318 | 142 | 2,420 | -0.169 | 0.057 | 0.142 | 0.171 | 0.150 | 0.149 | 0.362 | 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 | 1,299,229 | 691 | 636 | -0.508 | -0.168 | -0.202 | 0.328 | 0.220 | 0.207 | 0.404 | 10 |
| 1 | True | 6,553,725 | 1,913,765 | 122 | 1,703 | -0.380 | 0.060 | 0.184 | 0.403 | 0.214 | 0.200 | 0.596 | 10 |