| 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 | 1,790,310 | 702 | 842 | -0.013 | -0.000 | 0.000 | 0.013 | 0.007 | 0.007 | 0.755 | 1 |
| 1 | True | 3,523,539 | 582,143 | 113 | 1,751 | -0.012 | 0.001 | 0.002 | 0.012 | 0.006 | 0.006 | 0.245 | 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 | 2,226,945 | 697 | 805 | -0.025 | -0.002 | -0.014 | 0.025 | 0.019 | 0.018 | 0.676 | 2 |
| 1 | True | 3,337,421 | 1,069,218 | 117 | 1,689 | -0.025 | 0.003 | 0.014 | 0.025 | 0.019 | 0.019 | 0.324 | 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 | 2,148,439 | 709 | 897 | -0.037 | -0.002 | -0.025 | 0.037 | 0.031 | 0.031 | 0.696 | 3 |
| 1 | True | 3,135,917 | 938,847 | 105 | 2,456 | -0.037 | -0.005 | -0.027 | 0.036 | 0.031 | 0.031 | 0.304 | 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 | 2,218,049 | 698 | 861 | -0.050 | -0.006 | -0.039 | 0.050 | 0.044 | 0.043 | 0.794 | 4 |
| 1 | True | 3,461,331 | 575,667 | 116 | 1,884 | -0.050 | -0.006 | -0.039 | 0.049 | 0.043 | 0.043 | 0.206 | 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 | 1,982,545 | 713 | 866 | -0.066 | -0.008 | -0.052 | 0.066 | 0.058 | 0.058 | 0.712 | 5 |
| 1 | True | 3,914,224 | 801,749 | 102 | 2,190 | -0.065 | 0.009 | 0.052 | 0.066 | 0.058 | 0.060 | 0.288 | 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 | 2,285,519 | 702 | 944 | -0.082 | -0.019 | -0.069 | 0.082 | 0.073 | 0.073 | 0.634 | 6 |
| 1 | True | 4,504,381 | 1,318,017 | 112 | 2,724 | -0.080 | 0.014 | 0.069 | 0.081 | 0.074 | 0.074 | 0.366 | 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 | 3,124,949 | 693 | 852 | -0.102 | -0.036 | -0.087 | 0.102 | 0.092 | 0.091 | 0.721 | 7 |
| 1 | True | 4,652,312 | 1,208,345 | 121 | 2,652 | -0.101 | 0.024 | 0.086 | 0.101 | 0.092 | 0.092 | 0.279 | 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 | 2,380,913 | 693 | 840 | -0.126 | -0.047 | -0.108 | 0.126 | 0.113 | 0.113 | 0.775 | 8 |
| 1 | True | 4,381,781 | 690,680 | 121 | 2,177 | -0.125 | 0.019 | 0.105 | 0.125 | 0.113 | 0.113 | 0.225 | 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 | 1,837,296 | 687 | 712 | -0.167 | -0.079 | -0.138 | 0.167 | 0.145 | 0.144 | 0.691 | 9 |
| 1 | True | 6,041,105 | 822,027 | 127 | 1,916 | -0.166 | 0.024 | 0.131 | 0.166 | 0.144 | 0.143 | 0.309 | 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 | 1,378,093 | 680 | 674 | -0.493 | -0.142 | -0.195 | 0.447 | 0.218 | 0.203 | 0.391 | 10 |
| 1 | True | 6,603,819 | 2,143,618 | 135 | 1,725 | -0.340 | 0.037 | 0.174 | 0.444 | 0.219 | 0.204 | 0.609 | 10 |