| 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 | 2,211,110 | 695 | 849 | -0.013 | 0.000 | 0.001 | 0.013 | 0.007 | 0.007 | 0.717 | 1 |
| 1 | True | 4,356,832 | 871,749 | 119 | 2,043 | -0.013 | 0.001 | 0.002 | 0.013 | 0.006 | 0.007 | 0.283 | 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 | 1,862,212 | 717 | 880 | -0.025 | -0.001 | -0.014 | 0.025 | 0.019 | 0.019 | 0.714 | 2 |
| 1 | True | 3,162,105 | 745,191 | 96 | 2,030 | -0.025 | 0.004 | 0.015 | 0.025 | 0.019 | 0.019 | 0.286 | 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 | 2,172,399 | 723 | 948 | -0.038 | -0.003 | -0.026 | 0.038 | 0.032 | 0.031 | 0.737 | 3 |
| 1 | True | 2,632,263 | 774,651 | 90 | 1,993 | -0.038 | 0.004 | 0.027 | 0.038 | 0.031 | 0.031 | 0.263 | 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 | 2,711,021 | 690 | 961 | -0.051 | -0.009 | -0.041 | 0.051 | 0.045 | 0.045 | 0.743 | 4 |
| 1 | True | 4,001,807 | 938,321 | 123 | 1,798 | -0.051 | 0.007 | 0.040 | 0.051 | 0.044 | 0.044 | 0.257 | 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 | 1,960,674 | 709 | 964 | -0.066 | -0.009 | -0.053 | 0.066 | 0.058 | 0.058 | 0.770 | 5 |
| 1 | True | 3,478,107 | 585,162 | 104 | 2,288 | -0.066 | 0.008 | 0.053 | 0.066 | 0.059 | 0.059 | 0.230 | 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 | 2,171,413 | 694 | 930 | -0.082 | -0.019 | -0.068 | 0.082 | 0.073 | 0.073 | 0.671 | 6 |
| 1 | True | 4,365,667 | 1,064,676 | 119 | 3,000 | -0.081 | 0.020 | 0.070 | 0.082 | 0.074 | 0.074 | 0.329 | 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 | 3,628,657 | 694 | 892 | -0.100 | -0.028 | -0.086 | 0.100 | 0.091 | 0.091 | 0.820 | 7 |
| 1 | True | 3,822,196 | 799,176 | 119 | 2,423 | -0.100 | 0.010 | 0.083 | 0.099 | 0.091 | 0.091 | 0.180 | 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 | 2,970,128 | 673 | 902 | -0.124 | -0.046 | -0.107 | 0.124 | 0.112 | 0.111 | 0.628 | 8 |
| 1 | True | 4,516,114 | 1,761,651 | 140 | 2,194 | -0.124 | 0.047 | 0.108 | 0.124 | 0.112 | 0.111 | 0.372 | 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 | 1,960,433 | 690 | 890 | -0.163 | -0.081 | -0.136 | 0.163 | 0.142 | 0.141 | 0.435 | 9 |
| 1 | True | 6,155,198 | 2,548,728 | 123 | 2,200 | -0.162 | 0.048 | 0.134 | 0.162 | 0.144 | 0.143 | 0.565 | 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 | 1,346,982 | 715 | 625 | -0.479 | -0.178 | -0.198 | 0.300 | 0.217 | 0.202 | 0.726 | 10 |
| 1 | True | 5,673,939 | 509,039 | 98 | 1,763 | -0.298 | 0.065 | 0.182 | 0.341 | 0.210 | 0.202 | 0.274 | 10 |