| 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 | 1,877,184 | 691 | 955 | -0.012 | 0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.642 | 1 |
| 1 | True | 4,692,752 | 1,046,235 | 123 | 2,016 | -0.012 | 0.001 | 0.001 | 0.013 | 0.006 | 0.007 | 0.358 | 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 | 2,140,906 | 713 | 877 | -0.025 | -0.002 | -0.014 | 0.025 | 0.019 | 0.019 | 0.748 | 2 |
| 1 | True | 3,492,142 | 719,500 | 100 | 1,645 | -0.024 | 0.005 | 0.015 | 0.024 | 0.019 | 0.019 | 0.252 | 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 | 2,396,807 | 717 | 984 | -0.037 | -0.005 | -0.027 | 0.037 | 0.031 | 0.031 | 0.758 | 3 |
| 1 | True | 2,602,433 | 764,699 | 96 | 2,017 | -0.037 | -0.003 | -0.026 | 0.037 | 0.031 | 0.031 | 0.242 | 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 | 2,970,733 | 704 | 991 | -0.051 | -0.008 | -0.039 | 0.051 | 0.044 | 0.044 | 0.807 | 4 |
| 1 | True | 3,254,727 | 712,521 | 109 | 2,201 | -0.051 | 0.008 | 0.040 | 0.051 | 0.044 | 0.044 | 0.193 | 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 | 2,045,920 | 709 | 920 | -0.065 | -0.011 | -0.053 | 0.065 | 0.058 | 0.058 | 0.782 | 5 |
| 1 | True | 4,081,285 | 571,942 | 104 | 2,706 | -0.065 | 0.010 | 0.054 | 0.065 | 0.058 | 0.058 | 0.218 | 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 | 3,495,685 | 697 | 857 | -0.082 | -0.019 | -0.068 | 0.082 | 0.073 | 0.073 | 0.706 | 6 |
| 1 | True | 4,357,781 | 1,457,780 | 116 | 3,200 | -0.081 | 0.010 | 0.067 | 0.082 | 0.074 | 0.075 | 0.294 | 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 | 2,496,382 | 671 | 873 | -0.101 | -0.030 | -0.086 | 0.101 | 0.091 | 0.091 | 0.641 | 7 |
| 1 | True | 4,887,434 | 1,396,910 | 142 | 2,448 | -0.100 | 0.022 | 0.087 | 0.101 | 0.092 | 0.091 | 0.359 | 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 | 2,234,283 | 685 | 938 | -0.126 | -0.047 | -0.107 | 0.126 | 0.112 | 0.112 | 0.691 | 8 |
| 1 | True | 4,229,813 | 1,000,587 | 128 | 2,109 | -0.125 | 0.053 | 0.108 | 0.126 | 0.113 | 0.111 | 0.309 | 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 | 2,124,880 | 693 | 916 | -0.167 | -0.083 | -0.138 | 0.166 | 0.144 | 0.143 | 0.451 | 9 |
| 1 | True | 5,797,791 | 2,582,759 | 120 | 2,281 | -0.165 | 0.046 | 0.134 | 0.166 | 0.145 | 0.145 | 0.549 | 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 | 1,342,424 | 720 | 618 | -0.483 | -0.181 | -0.201 | 0.311 | 0.221 | 0.206 | 0.733 | 10 |
| 1 | True | 6,490,996 | 488,903 | 93 | 1,773 | -0.272 | 0.083 | 0.192 | 0.387 | 0.213 | 0.202 | 0.267 | 10 |