| 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 | 1,806,965 | 714 | 847 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.674 | 1 |
| 1 | True | 3,417,962 | 872,271 | 101 | 2,105 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.326 | 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 | 1,802,949 | 692 | 968 | -0.024 | -0.001 | -0.013 | 0.024 | 0.018 | 0.018 | 0.712 | 2 |
| 1 | True | 4,343,458 | 728,993 | 122 | 1,984 | -0.024 | -0.001 | -0.012 | 0.024 | 0.018 | 0.018 | 0.288 | 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 | 2,116,688 | 710 | 884 | -0.036 | -0.004 | -0.025 | 0.036 | 0.030 | 0.029 | 0.760 | 3 |
| 1 | True | 2,466,087 | 669,881 | 104 | 2,176 | -0.036 | 0.005 | 0.025 | 0.036 | 0.030 | 0.030 | 0.240 | 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 | 2,571,713 | 703 | 980 | -0.050 | -0.005 | -0.038 | 0.050 | 0.043 | 0.043 | 0.827 | 4 |
| 1 | True | 3,764,535 | 538,267 | 111 | 1,753 | -0.050 | 0.003 | 0.037 | 0.049 | 0.043 | 0.043 | 0.173 | 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 | 2,176,433 | 712 | 860 | -0.064 | -0.009 | -0.052 | 0.064 | 0.057 | 0.057 | 0.641 | 5 |
| 1 | True | 3,658,876 | 1,220,827 | 103 | 2,265 | -0.064 | 0.007 | 0.051 | 0.064 | 0.057 | 0.058 | 0.359 | 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 | 2,953,919 | 708 | 931 | -0.080 | -0.017 | -0.067 | 0.080 | 0.072 | 0.072 | 0.805 | 6 |
| 1 | True | 3,241,707 | 717,738 | 106 | 3,043 | -0.080 | 0.017 | 0.067 | 0.080 | 0.072 | 0.072 | 0.195 | 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 | 2,452,661 | 686 | 884 | -0.099 | -0.033 | -0.085 | 0.099 | 0.090 | 0.089 | 0.660 | 7 |
| 1 | True | 4,808,792 | 1,266,210 | 128 | 2,506 | -0.099 | 0.025 | 0.086 | 0.099 | 0.090 | 0.089 | 0.340 | 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 | 3,050,553 | 684 | 857 | -0.124 | -0.042 | -0.105 | 0.124 | 0.111 | 0.110 | 0.686 | 8 |
| 1 | True | 5,655,690 | 1,398,251 | 130 | 2,461 | -0.124 | 0.027 | 0.105 | 0.124 | 0.111 | 0.111 | 0.314 | 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 | 2,207,817 | 681 | 868 | -0.164 | -0.075 | -0.135 | 0.164 | 0.141 | 0.140 | 0.687 | 9 |
| 1 | True | 5,846,373 | 1,006,332 | 133 | 2,164 | -0.163 | 0.041 | 0.132 | 0.161 | 0.141 | 0.139 | 0.313 | 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 | 1,370,700 | 704 | 698 | -0.490 | -0.162 | -0.194 | 0.349 | 0.215 | 0.200 | 0.392 | 10 |
| 1 | True | 6,825,159 | 2,125,276 | 111 | 1,729 | -0.323 | 0.046 | 0.177 | 0.405 | 0.210 | 0.200 | 0.608 | 10 |