| 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 | 2,393,133 | 690 | 1,070 | -0.013 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.680 | 1 |
| 1 | True | 3,586,570 | 1,124,410 | 123 | 2,529 | -0.013 | -0.001 | -0.001 | 0.013 | 0.006 | 0.007 | 0.320 | 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 | 2,449,610 | 713 | 903 | -0.026 | -0.002 | -0.014 | 0.026 | 0.019 | 0.019 | 0.829 | 2 |
| 1 | True | 2,781,719 | 504,356 | 99 | 1,726 | -0.025 | -0.001 | -0.014 | 0.026 | 0.019 | 0.019 | 0.171 | 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 | 2,167,353 | 684 | 958 | -0.039 | -0.009 | -0.029 | 0.039 | 0.032 | 0.032 | 0.649 | 3 |
| 1 | True | 3,965,802 | 1,172,917 | 129 | 2,094 | -0.038 | -0.001 | -0.026 | 0.039 | 0.032 | 0.032 | 0.351 | 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 | 2,466,723 | 708 | 942 | -0.053 | -0.013 | -0.042 | 0.053 | 0.046 | 0.046 | 0.770 | 4 |
| 1 | True | 4,673,435 | 734,898 | 104 | 1,935 | -0.053 | -0.004 | -0.040 | 0.052 | 0.046 | 0.046 | 0.230 | 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 | 2,829,693 | 667 | 931 | -0.068 | -0.016 | -0.056 | 0.068 | 0.060 | 0.060 | 0.677 | 5 |
| 1 | True | 5,212,423 | 1,351,459 | 146 | 2,584 | -0.068 | -0.002 | -0.054 | 0.068 | 0.060 | 0.060 | 0.323 | 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 | 2,058,158 | 725 | 885 | -0.086 | -0.030 | -0.073 | 0.086 | 0.077 | 0.077 | 0.733 | 6 |
| 1 | True | 3,289,839 | 750,951 | 87 | 2,984 | -0.085 | -0.004 | -0.069 | 0.085 | 0.077 | 0.077 | 0.267 | 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 | 1,910,813 | 705 | 855 | -0.106 | -0.036 | -0.091 | 0.106 | 0.096 | 0.095 | 0.661 | 7 |
| 1 | True | 4,147,596 | 981,138 | 107 | 2,152 | -0.106 | 0.012 | 0.088 | 0.105 | 0.095 | 0.095 | 0.339 | 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 | 2,598,531 | 694 | 785 | -0.132 | -0.050 | -0.114 | 0.132 | 0.119 | 0.118 | 0.744 | 8 |
| 1 | True | 4,222,701 | 895,066 | 119 | 2,839 | -0.131 | 0.026 | 0.111 | 0.132 | 0.120 | 0.120 | 0.256 | 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 | 1,619,952 | 694 | 761 | -0.172 | -0.069 | -0.143 | 0.171 | 0.151 | 0.150 | 0.729 | 9 |
| 1 | True | 4,733,740 | 600,764 | 118 | 1,838 | -0.171 | 0.014 | 0.137 | 0.171 | 0.151 | 0.151 | 0.271 | 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 | 1,188,258 | 672 | 604 | -0.488 | -0.160 | -0.201 | 0.354 | 0.222 | 0.208 | 0.354 | 10 |
| 1 | True | 7,495,257 | 2,169,428 | 141 | 1,671 | -0.359 | 0.081 | 0.187 | 0.400 | 0.220 | 0.208 | 0.646 | 10 |