| 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 | 1,771,274 | 700 | 870 | -0.011 | -0.000 | -0.000 | 0.011 | 0.006 | 0.006 | 0.670 | 1 |
| 1 | True | 3,174,752 | 872,763 | 115 | 1,809 | -0.011 | 0.000 | 0.001 | 0.011 | 0.006 | 0.006 | 0.330 | 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 | 1,960,782 | 696 | 889 | -0.024 | -0.001 | -0.012 | 0.024 | 0.018 | 0.018 | 0.730 | 2 |
| 1 | True | 3,242,852 | 724,789 | 118 | 1,768 | -0.024 | 0.001 | 0.012 | 0.024 | 0.018 | 0.019 | 0.270 | 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 | 1,987,711 | 705 | 877 | -0.037 | -0.005 | -0.025 | 0.037 | 0.030 | 0.030 | 0.755 | 3 |
| 1 | True | 3,693,593 | 644,437 | 109 | 2,123 | -0.036 | -0.001 | -0.024 | 0.037 | 0.030 | 0.029 | 0.245 | 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 | 2,263,272 | 711 | 941 | -0.050 | -0.008 | -0.039 | 0.050 | 0.043 | 0.043 | 0.666 | 4 |
| 1 | True | 3,728,715 | 1,135,808 | 103 | 2,081 | -0.049 | 0.006 | 0.038 | 0.049 | 0.043 | 0.043 | 0.334 | 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 | 1,850,220 | 724 | 851 | -0.065 | -0.010 | -0.052 | 0.064 | 0.057 | 0.057 | 0.794 | 5 |
| 1 | True | 3,450,520 | 480,933 | 91 | 2,478 | -0.064 | -0.003 | -0.051 | 0.064 | 0.056 | 0.057 | 0.206 | 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 | 2,990,899 | 693 | 914 | -0.081 | -0.017 | -0.067 | 0.081 | 0.072 | 0.072 | 0.676 | 6 |
| 1 | True | 4,450,783 | 1,436,270 | 121 | 2,739 | -0.080 | 0.021 | 0.067 | 0.080 | 0.072 | 0.073 | 0.324 | 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 | 2,798,885 | 689 | 817 | -0.100 | -0.028 | -0.085 | 0.100 | 0.090 | 0.089 | 0.725 | 7 |
| 1 | True | 4,840,523 | 1,060,564 | 125 | 2,732 | -0.100 | 0.017 | 0.083 | 0.100 | 0.089 | 0.089 | 0.275 | 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 | 2,700,340 | 693 | 784 | -0.125 | -0.044 | -0.107 | 0.125 | 0.112 | 0.112 | 0.734 | 8 |
| 1 | True | 4,153,665 | 979,250 | 121 | 2,192 | -0.125 | 0.013 | 0.103 | 0.125 | 0.112 | 0.111 | 0.266 | 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 | 1,869,804 | 684 | 840 | -0.164 | -0.079 | -0.138 | 0.164 | 0.143 | 0.142 | 0.707 | 9 |
| 1 | True | 5,564,724 | 776,692 | 130 | 1,788 | -0.163 | 0.025 | 0.128 | 0.162 | 0.142 | 0.141 | 0.293 | 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 | 1,353,544 | 687 | 681 | -0.463 | -0.152 | -0.194 | 0.411 | 0.215 | 0.202 | 0.392 | 10 |
| 1 | True | 7,476,644 | 2,098,146 | 128 | 1,656 | -0.295 | 0.062 | 0.179 | 0.410 | 0.214 | 0.204 | 0.608 | 10 |