| 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 | 1,918,392 | 708 | 844 | -0.013 | -0.000 | -0.001 | 0.013 | 0.006 | 0.006 | 0.785 | 1 |
| 1 | True | 2,710,886 | 523,937 | 107 | 1,961 | -0.012 | 0.001 | 0.001 | 0.013 | 0.006 | 0.005 | 0.215 | 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 | 2,048,414 | 695 | 840 | -0.024 | -0.002 | -0.013 | 0.024 | 0.018 | 0.018 | 0.654 | 2 |
| 1 | True | 4,143,375 | 1,085,223 | 119 | 2,063 | -0.024 | 0.001 | 0.013 | 0.024 | 0.018 | 0.018 | 0.346 | 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 | 1,986,189 | 686 | 872 | -0.037 | -0.005 | -0.026 | 0.037 | 0.030 | 0.030 | 0.651 | 3 |
| 1 | True | 2,977,441 | 1,065,349 | 128 | 1,816 | -0.037 | -0.002 | -0.026 | 0.036 | 0.031 | 0.031 | 0.349 | 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 | 2,183,169 | 711 | 951 | -0.050 | -0.004 | -0.038 | 0.050 | 0.043 | 0.043 | 0.806 | 4 |
| 1 | True | 2,439,701 | 525,364 | 103 | 1,982 | -0.049 | -0.003 | -0.038 | 0.050 | 0.043 | 0.043 | 0.194 | 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 | 1,947,729 | 713 | 818 | -0.064 | -0.010 | -0.052 | 0.064 | 0.057 | 0.057 | 0.702 | 5 |
| 1 | True | 3,948,287 | 826,126 | 102 | 2,175 | -0.064 | 0.008 | 0.052 | 0.064 | 0.057 | 0.057 | 0.298 | 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 | 2,690,363 | 702 | 843 | -0.080 | -0.018 | -0.067 | 0.080 | 0.072 | 0.072 | 0.708 | 6 |
| 1 | True | 4,429,151 | 1,111,722 | 112 | 2,468 | -0.079 | 0.011 | 0.067 | 0.080 | 0.072 | 0.072 | 0.292 | 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 | 3,250,143 | 697 | 882 | -0.101 | -0.030 | -0.085 | 0.101 | 0.090 | 0.090 | 0.729 | 7 |
| 1 | True | 4,590,438 | 1,207,839 | 117 | 3,541 | -0.101 | 0.027 | 0.084 | 0.101 | 0.091 | 0.090 | 0.271 | 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 | 2,354,901 | 688 | 815 | -0.126 | -0.043 | -0.107 | 0.126 | 0.113 | 0.112 | 0.723 | 8 |
| 1 | True | 4,634,840 | 902,777 | 126 | 2,020 | -0.126 | 0.025 | 0.105 | 0.126 | 0.113 | 0.113 | 0.277 | 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 | 1,584,716 | 690 | 717 | -0.166 | -0.080 | -0.139 | 0.166 | 0.145 | 0.144 | 0.668 | 9 |
| 1 | True | 5,913,988 | 786,841 | 124 | 2,057 | -0.166 | 0.027 | 0.132 | 0.164 | 0.143 | 0.142 | 0.332 | 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 | 1,487,883 | 686 | 700 | -0.504 | -0.151 | -0.196 | 0.431 | 0.220 | 0.205 | 0.413 | 10 |
| 1 | True | 6,235,056 | 2,111,037 | 129 | 1,622 | -0.328 | 0.036 | 0.175 | 0.425 | 0.219 | 0.206 | 0.587 | 10 |