| 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 | 2,328,318 | 710 | 814 | -0.013 | 0.000 | -0.000 | 0.013 | 0.007 | 0.007 | 0.829 | 1 |
| 1 | True | 3,290,547 | 479,154 | 103 | 1,666 | -0.013 | -0.000 | 0.000 | 0.012 | 0.007 | 0.007 | 0.171 | 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 | 1,940,994 | 681 | 748 | -0.027 | -0.000 | -0.014 | 0.027 | 0.020 | 0.020 | 0.693 | 2 |
| 1 | True | 3,656,618 | 860,960 | 131 | 1,685 | -0.026 | 0.001 | 0.014 | 0.027 | 0.020 | 0.021 | 0.307 | 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 | 1,456,795 | 696 | 815 | -0.040 | -0.003 | -0.028 | 0.041 | 0.034 | 0.034 | 0.594 | 3 |
| 1 | True | 3,364,512 | 994,426 | 117 | 2,083 | -0.041 | 0.004 | 0.029 | 0.040 | 0.034 | 0.033 | 0.406 | 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 | 2,177,296 | 682 | 891 | -0.055 | -0.005 | -0.042 | 0.055 | 0.048 | 0.047 | 0.714 | 4 |
| 1 | True | 4,760,790 | 873,791 | 130 | 2,253 | -0.055 | 0.006 | 0.042 | 0.055 | 0.047 | 0.046 | 0.286 | 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 | 2,027,081 | 718 | 873 | -0.070 | -0.016 | -0.058 | 0.070 | 0.062 | 0.062 | 0.780 | 5 |
| 1 | True | 3,197,496 | 572,388 | 95 | 1,961 | -0.070 | -0.000 | -0.055 | 0.070 | 0.062 | 0.061 | 0.220 | 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 | 1,949,420 | 713 | 887 | -0.086 | -0.023 | -0.073 | 0.086 | 0.078 | 0.078 | 0.665 | 6 |
| 1 | True | 2,837,854 | 980,950 | 99 | 2,254 | -0.085 | 0.012 | 0.072 | 0.085 | 0.077 | 0.076 | 0.335 | 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 | 2,613,970 | 692 | 915 | -0.105 | -0.030 | -0.091 | 0.105 | 0.096 | 0.096 | 0.687 | 7 |
| 1 | True | 4,201,226 | 1,191,965 | 120 | 2,143 | -0.105 | 0.023 | 0.090 | 0.105 | 0.095 | 0.095 | 0.313 | 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 | 2,732,335 | 697 | 816 | -0.130 | -0.044 | -0.112 | 0.130 | 0.117 | 0.117 | 0.722 | 8 |
| 1 | True | 4,495,323 | 1,051,343 | 116 | 2,558 | -0.130 | 0.045 | 0.111 | 0.130 | 0.118 | 0.118 | 0.278 | 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 | 2,061,801 | 678 | 842 | -0.169 | -0.067 | -0.141 | 0.169 | 0.148 | 0.147 | 0.658 | 9 |
| 1 | True | 4,840,892 | 1,072,694 | 134 | 2,650 | -0.169 | 0.046 | 0.139 | 0.169 | 0.149 | 0.149 | 0.342 | 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 | 1,478,633 | 676 | 677 | -0.445 | -0.151 | -0.195 | 0.316 | 0.214 | 0.202 | 0.427 | 10 |
| 1 | True | 7,402,686 | 1,982,086 | 137 | 1,676 | -0.339 | 0.063 | 0.180 | 0.350 | 0.209 | 0.198 | 0.573 | 10 |