| 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 | 1,767,413 | 697 | 855 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.755 | 1 |
| 1 | True | 3,382,570 | 574,810 | 118 | 1,881 | -0.012 | -0.000 | 0.001 | 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 | 2,012,135 | 723 | 959 | -0.024 | -0.001 | -0.013 | 0.024 | 0.018 | 0.018 | 0.696 | 2 |
| 1 | True | 2,960,542 | 880,500 | 91 | 1,841 | -0.024 | 0.002 | 0.013 | 0.024 | 0.018 | 0.018 | 0.304 | 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 | 2,139,754 | 699 | 881 | -0.037 | -0.002 | -0.025 | 0.037 | 0.031 | 0.030 | 0.764 | 3 |
| 1 | True | 4,448,903 | 662,506 | 115 | 1,936 | -0.037 | 0.006 | 0.027 | 0.037 | 0.031 | 0.030 | 0.236 | 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 | 1,703,894 | 712 | 883 | -0.050 | -0.005 | -0.039 | 0.050 | 0.044 | 0.044 | 0.725 | 4 |
| 1 | True | 2,716,548 | 647,322 | 102 | 2,666 | -0.050 | 0.009 | 0.039 | 0.050 | 0.043 | 0.043 | 0.275 | 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 | 3,028,915 | 708 | 866 | -0.064 | -0.007 | -0.051 | 0.064 | 0.057 | 0.057 | 0.694 | 5 |
| 1 | True | 4,304,520 | 1,334,576 | 107 | 2,842 | -0.063 | 0.007 | 0.051 | 0.064 | 0.056 | 0.057 | 0.306 | 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 | 2,312,393 | 700 | 847 | -0.080 | -0.015 | -0.067 | 0.080 | 0.072 | 0.072 | 0.692 | 6 |
| 1 | True | 3,379,287 | 1,030,686 | 114 | 2,277 | -0.080 | 0.020 | 0.068 | 0.080 | 0.072 | 0.073 | 0.308 | 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 | 3,114,755 | 699 | 924 | -0.100 | -0.025 | -0.084 | 0.100 | 0.089 | 0.089 | 0.772 | 7 |
| 1 | True | 4,496,676 | 920,539 | 115 | 2,549 | -0.100 | 0.013 | 0.082 | 0.100 | 0.090 | 0.089 | 0.228 | 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 | 2,702,140 | 670 | 862 | -0.123 | -0.037 | -0.104 | 0.123 | 0.110 | 0.110 | 0.662 | 8 |
| 1 | True | 5,601,502 | 1,382,572 | 144 | 2,249 | -0.122 | 0.035 | 0.104 | 0.122 | 0.110 | 0.110 | 0.338 | 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 | 2,166,850 | 686 | 908 | -0.161 | -0.078 | -0.135 | 0.160 | 0.140 | 0.140 | 0.681 | 9 |
| 1 | True | 5,934,968 | 1,013,862 | 128 | 2,130 | -0.161 | 0.040 | 0.129 | 0.161 | 0.140 | 0.139 | 0.319 | 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 | 1,544,431 | 706 | 692 | -0.492 | -0.157 | -0.191 | 0.362 | 0.213 | 0.196 | 0.422 | 10 |
| 1 | True | 6,736,270 | 2,115,743 | 109 | 1,693 | -0.355 | 0.053 | 0.173 | 0.394 | 0.207 | 0.198 | 0.578 | 10 |