| 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 | 1,989,116 | 697 | 872 | -0.012 | 0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.701 | 1 |
| 1 | True | 2,837,183 | 848,262 | 116 | 1,691 | -0.012 | 0.000 | -0.000 | 0.012 | 0.005 | 0.005 | 0.299 | 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 | 2,054,648 | 698 | 931 | -0.025 | -0.002 | -0.014 | 0.025 | 0.018 | 0.019 | 0.729 | 2 |
| 1 | True | 2,887,760 | 762,897 | 114 | 2,600 | -0.025 | 0.002 | 0.013 | 0.025 | 0.018 | 0.019 | 0.271 | 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 | 1,974,396 | 707 | 872 | -0.038 | -0.005 | -0.026 | 0.038 | 0.031 | 0.031 | 0.738 | 3 |
| 1 | True | 4,371,483 | 701,368 | 106 | 2,177 | -0.038 | -0.004 | -0.026 | 0.038 | 0.032 | 0.032 | 0.262 | 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 | 1,815,102 | 701 | 861 | -0.052 | -0.011 | -0.040 | 0.051 | 0.044 | 0.044 | 0.743 | 4 |
| 1 | True | 3,369,833 | 629,000 | 111 | 1,474 | -0.051 | -0.003 | -0.038 | 0.050 | 0.044 | 0.044 | 0.257 | 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 | 2,616,530 | 690 | 945 | -0.067 | -0.016 | -0.055 | 0.067 | 0.059 | 0.059 | 0.683 | 5 |
| 1 | True | 3,633,627 | 1,212,420 | 123 | 2,586 | -0.066 | 0.005 | 0.052 | 0.066 | 0.059 | 0.058 | 0.317 | 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 | 2,288,213 | 697 | 879 | -0.084 | -0.021 | -0.070 | 0.084 | 0.075 | 0.075 | 0.678 | 6 |
| 1 | True | 4,925,725 | 1,084,896 | 115 | 2,263 | -0.084 | -0.005 | -0.068 | 0.084 | 0.074 | 0.073 | 0.322 | 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 | 3,115,914 | 704 | 839 | -0.105 | -0.033 | -0.089 | 0.105 | 0.094 | 0.094 | 0.730 | 7 |
| 1 | True | 3,837,795 | 1,155,342 | 108 | 2,646 | -0.105 | 0.029 | 0.091 | 0.105 | 0.096 | 0.096 | 0.270 | 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 | 2,319,215 | 685 | 850 | -0.132 | -0.047 | -0.112 | 0.132 | 0.118 | 0.117 | 0.685 | 8 |
| 1 | True | 4,157,016 | 1,066,770 | 128 | 2,265 | -0.131 | 0.024 | 0.112 | 0.132 | 0.119 | 0.119 | 0.315 | 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 | 1,984,765 | 687 | 795 | -0.172 | -0.076 | -0.143 | 0.173 | 0.150 | 0.149 | 0.746 | 9 |
| 1 | True | 5,280,408 | 677,394 | 125 | 2,189 | -0.171 | 0.032 | 0.138 | 0.172 | 0.150 | 0.149 | 0.254 | 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 | 1,255,240 | 692 | 646 | -0.523 | -0.169 | -0.203 | 0.377 | 0.224 | 0.208 | 0.387 | 10 |
| 1 | True | 6,748,988 | 1,987,009 | 121 | 1,602 | -0.386 | 0.057 | 0.186 | 0.402 | 0.226 | 0.209 | 0.613 | 10 |