| 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 | 1,421,295 | 703 | 840 | -0.013 | -0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.655 | 1 |
| 1 | True | 3,636,627 | 749,154 | 111 | 1,779 | -0.013 | 0.000 | -0.001 | 0.013 | 0.007 | 0.006 | 0.345 | 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 | 2,089,475 | 724 | 870 | -0.025 | -0.000 | -0.013 | 0.025 | 0.019 | 0.019 | 0.742 | 2 |
| 1 | True | 3,453,962 | 725,162 | 89 | 2,171 | -0.024 | 0.002 | 0.014 | 0.025 | 0.019 | 0.019 | 0.258 | 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 | 2,060,498 | 693 | 976 | -0.037 | -0.002 | -0.026 | 0.037 | 0.031 | 0.031 | 0.796 | 3 |
| 1 | True | 3,930,134 | 526,968 | 120 | 1,963 | -0.037 | 0.001 | 0.026 | 0.037 | 0.032 | 0.031 | 0.204 | 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 | 2,263,451 | 714 | 969 | -0.050 | -0.006 | -0.039 | 0.050 | 0.044 | 0.044 | 0.787 | 4 |
| 1 | True | 3,123,742 | 614,198 | 99 | 1,894 | -0.050 | 0.008 | 0.039 | 0.050 | 0.044 | 0.044 | 0.213 | 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 | 2,386,082 | 707 | 884 | -0.065 | -0.009 | -0.052 | 0.065 | 0.058 | 0.058 | 0.635 | 5 |
| 1 | True | 2,959,113 | 1,370,566 | 107 | 3,224 | -0.065 | 0.016 | 0.052 | 0.065 | 0.057 | 0.057 | 0.365 | 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 | 3,019,915 | 694 | 911 | -0.082 | -0.015 | -0.068 | 0.082 | 0.073 | 0.073 | 0.772 | 6 |
| 1 | True | 4,049,285 | 891,478 | 119 | 2,387 | -0.081 | 0.005 | 0.066 | 0.081 | 0.073 | 0.072 | 0.228 | 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 | 3,863,582 | 690 | 897 | -0.100 | -0.026 | -0.085 | 0.100 | 0.091 | 0.091 | 0.808 | 7 |
| 1 | True | 4,548,631 | 917,460 | 123 | 2,470 | -0.099 | 0.027 | 0.085 | 0.100 | 0.090 | 0.089 | 0.192 | 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 | 1,909,595 | 672 | 867 | -0.124 | -0.043 | -0.107 | 0.124 | 0.112 | 0.111 | 0.544 | 8 |
| 1 | True | 4,726,498 | 1,603,782 | 141 | 2,279 | -0.122 | 0.047 | 0.106 | 0.124 | 0.112 | 0.111 | 0.456 | 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 | 2,403,065 | 690 | 907 | -0.162 | -0.073 | -0.135 | 0.162 | 0.141 | 0.141 | 0.480 | 9 |
| 1 | True | 5,168,563 | 2,606,955 | 123 | 2,122 | -0.161 | 0.060 | 0.135 | 0.161 | 0.141 | 0.141 | 0.520 | 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 | 1,383,975 | 709 | 667 | -0.517 | -0.172 | -0.194 | 0.329 | 0.215 | 0.198 | 0.746 | 10 |
| 1 | True | 6,605,784 | 472,160 | 105 | 1,711 | -0.307 | 0.043 | 0.170 | 0.365 | 0.208 | 0.199 | 0.254 | 10 |