| 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 | 1,919,371 | 694 | 890 | -0.013 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.693 | 1 |
| 1 | True | 4,062,610 | 850,692 | 120 | 1,761 | -0.013 | 0.000 | -0.000 | 0.013 | 0.007 | 0.008 | 0.307 | 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 | 1,838,275 | 715 | 863 | -0.025 | 0.000 | 0.013 | 0.025 | 0.019 | 0.019 | 0.721 | 2 |
| 1 | True | 2,722,027 | 711,138 | 98 | 2,524 | -0.024 | 0.005 | 0.015 | 0.025 | 0.019 | 0.019 | 0.279 | 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 | 2,026,021 | 711 | 902 | -0.037 | -0.004 | -0.027 | 0.037 | 0.031 | 0.031 | 0.830 | 3 |
| 1 | True | 4,177,978 | 414,246 | 102 | 2,028 | -0.037 | 0.003 | 0.027 | 0.037 | 0.031 | 0.031 | 0.170 | 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 | 2,269,394 | 700 | 927 | -0.050 | -0.006 | -0.039 | 0.050 | 0.044 | 0.044 | 0.693 | 4 |
| 1 | True | 3,825,527 | 1,005,014 | 113 | 1,913 | -0.050 | 0.014 | 0.041 | 0.050 | 0.044 | 0.044 | 0.307 | 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 | 2,277,533 | 705 | 942 | -0.066 | -0.010 | -0.053 | 0.066 | 0.058 | 0.057 | 0.724 | 5 |
| 1 | True | 3,479,985 | 866,936 | 109 | 2,891 | -0.065 | -0.002 | -0.051 | 0.066 | 0.058 | 0.059 | 0.276 | 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 | 2,076,323 | 690 | 892 | -0.082 | -0.014 | -0.068 | 0.082 | 0.073 | 0.073 | 0.690 | 6 |
| 1 | True | 4,649,635 | 931,578 | 123 | 2,349 | -0.082 | 0.013 | 0.067 | 0.082 | 0.073 | 0.073 | 0.310 | 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 | 4,394,365 | 698 | 914 | -0.100 | -0.024 | -0.085 | 0.100 | 0.091 | 0.090 | 0.787 | 7 |
| 1 | True | 4,135,779 | 1,186,947 | 115 | 2,728 | -0.099 | 0.025 | 0.087 | 0.100 | 0.091 | 0.091 | 0.213 | 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 | 2,263,059 | 694 | 860 | -0.125 | -0.048 | -0.107 | 0.125 | 0.112 | 0.111 | 0.619 | 8 |
| 1 | True | 3,699,763 | 1,394,724 | 119 | 2,282 | -0.125 | 0.046 | 0.107 | 0.125 | 0.112 | 0.112 | 0.381 | 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 | 2,400,559 | 682 | 993 | -0.160 | -0.080 | -0.136 | 0.160 | 0.141 | 0.140 | 0.491 | 9 |
| 1 | True | 6,314,935 | 2,489,390 | 131 | 2,027 | -0.159 | 0.064 | 0.132 | 0.160 | 0.141 | 0.140 | 0.509 | 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 | 1,289,695 | 702 | 614 | -0.489 | -0.172 | -0.191 | 0.307 | 0.212 | 0.195 | 0.689 | 10 |
| 1 | True | 6,753,071 | 581,948 | 112 | 1,770 | -0.335 | 0.038 | 0.171 | 0.356 | 0.206 | 0.194 | 0.311 | 10 |