| 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 | 2,292,742 | 705 | 993 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.689 | 1 |
| 1 | True | 4,914,193 | 1,033,215 | 109 | 3,020 | -0.012 | 0.002 | 0.002 | 0.012 | 0.006 | 0.007 | 0.311 | 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 | 1,717,796 | 698 | 867 | -0.024 | -0.001 | -0.012 | 0.024 | 0.018 | 0.018 | 0.730 | 2 |
| 1 | True | 3,283,674 | 634,063 | 115 | 1,696 | -0.024 | 0.001 | 0.013 | 0.024 | 0.018 | 0.018 | 0.270 | 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 | 2,644,289 | 712 | 1,079 | -0.036 | -0.005 | -0.026 | 0.036 | 0.030 | 0.030 | 0.732 | 3 |
| 1 | True | 2,625,227 | 967,079 | 101 | 1,987 | -0.036 | 0.008 | 0.027 | 0.036 | 0.031 | 0.031 | 0.268 | 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 | 2,276,823 | 703 | 943 | -0.050 | -0.005 | -0.037 | 0.050 | 0.043 | 0.043 | 0.702 | 4 |
| 1 | True | 3,531,011 | 967,194 | 110 | 2,463 | -0.050 | 0.001 | 0.000 | 0.050 | 0.043 | 0.043 | 0.298 | 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 | 3,789,321 | 718 | 977 | -0.065 | -0.010 | -0.052 | 0.065 | 0.057 | 0.057 | 0.832 | 5 |
| 1 | True | 3,592,248 | 765,907 | 95 | 2,062 | -0.065 | 0.009 | 0.052 | 0.065 | 0.058 | 0.058 | 0.168 | 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 | 2,704,501 | 678 | 920 | -0.081 | -0.019 | -0.068 | 0.081 | 0.073 | 0.073 | 0.714 | 6 |
| 1 | True | 5,390,520 | 1,084,906 | 135 | 2,527 | -0.081 | 0.014 | 0.068 | 0.081 | 0.073 | 0.073 | 0.286 | 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 | 2,718,619 | 687 | 896 | -0.100 | -0.028 | -0.086 | 0.100 | 0.090 | 0.090 | 0.652 | 7 |
| 1 | True | 4,783,690 | 1,452,982 | 126 | 2,823 | -0.100 | 0.033 | 0.086 | 0.100 | 0.090 | 0.090 | 0.348 | 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 | 1,868,812 | 689 | 874 | -0.127 | -0.050 | -0.108 | 0.127 | 0.113 | 0.113 | 0.632 | 8 |
| 1 | True | 3,800,153 | 1,087,419 | 124 | 2,462 | -0.126 | 0.044 | 0.108 | 0.127 | 0.114 | 0.115 | 0.368 | 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 | 2,030,781 | 699 | 960 | -0.169 | -0.091 | -0.141 | 0.168 | 0.146 | 0.145 | 0.470 | 9 |
| 1 | True | 5,159,153 | 2,292,381 | 114 | 1,853 | -0.162 | 0.055 | 0.135 | 0.168 | 0.144 | 0.142 | 0.530 | 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 | 1,322,540 | 714 | 608 | -0.487 | -0.184 | -0.205 | 0.320 | 0.223 | 0.207 | 0.693 | 10 |
| 1 | True | 6,948,955 | 584,551 | 99 | 1,885 | -0.308 | 0.066 | 0.186 | 0.397 | 0.211 | 0.200 | 0.307 | 10 |