| 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 | 2,283,165 | 707 | 981 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.761 | 1 |
| 1 | True | 3,681,781 | 718,316 | 107 | 1,670 | -0.012 | 0.002 | 0.003 | 0.012 | 0.006 | 0.006 | 0.239 | 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 | 2,159,791 | 697 | 933 | -0.024 | -0.001 | -0.013 | 0.024 | 0.018 | 0.018 | 0.762 | 2 |
| 1 | True | 3,507,149 | 673,820 | 116 | 2,114 | -0.024 | 0.002 | 0.014 | 0.024 | 0.019 | 0.018 | 0.238 | 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 | 2,237,389 | 694 | 957 | -0.037 | -0.004 | -0.026 | 0.037 | 0.031 | 0.031 | 0.590 | 3 |
| 1 | True | 4,095,201 | 1,552,452 | 120 | 2,092 | -0.037 | 0.000 | 0.000 | 0.037 | 0.031 | 0.031 | 0.410 | 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 | 2,041,923 | 705 | 859 | -0.051 | -0.005 | -0.038 | 0.051 | 0.044 | 0.044 | 0.771 | 4 |
| 1 | True | 3,647,877 | 605,570 | 108 | 2,057 | -0.050 | 0.005 | 0.038 | 0.051 | 0.043 | 0.043 | 0.229 | 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 | 3,538,899 | 717 | 985 | -0.065 | -0.013 | -0.054 | 0.065 | 0.058 | 0.058 | 0.808 | 5 |
| 1 | True | 3,267,298 | 842,705 | 97 | 2,325 | -0.065 | 0.012 | 0.053 | 0.065 | 0.059 | 0.060 | 0.192 | 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 | 2,122,769 | 697 | 916 | -0.082 | -0.020 | -0.069 | 0.082 | 0.073 | 0.073 | 0.773 | 6 |
| 1 | True | 4,061,756 | 622,084 | 116 | 2,846 | -0.082 | 0.013 | 0.068 | 0.081 | 0.074 | 0.074 | 0.227 | 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 | 3,140,900 | 692 | 981 | -0.102 | -0.027 | -0.086 | 0.101 | 0.091 | 0.091 | 0.711 | 7 |
| 1 | True | 4,039,887 | 1,276,068 | 121 | 2,622 | -0.101 | 0.021 | 0.085 | 0.101 | 0.092 | 0.093 | 0.289 | 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 | 2,542,287 | 685 | 901 | -0.125 | -0.052 | -0.108 | 0.125 | 0.113 | 0.112 | 0.625 | 8 |
| 1 | True | 4,001,827 | 1,526,778 | 129 | 2,207 | -0.125 | 0.057 | 0.111 | 0.125 | 0.114 | 0.114 | 0.375 | 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 | 1,922,242 | 698 | 941 | -0.163 | -0.086 | -0.138 | 0.163 | 0.143 | 0.142 | 0.756 | 9 |
| 1 | True | 4,950,970 | 620,588 | 115 | 2,011 | -0.161 | 0.042 | 0.131 | 0.162 | 0.143 | 0.142 | 0.244 | 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 | 1,426,234 | 707 | 623 | -0.429 | -0.179 | -0.198 | 0.339 | 0.215 | 0.201 | 0.379 | 10 |
| 1 | True | 6,800,135 | 2,336,859 | 107 | 2,006 | -0.301 | 0.075 | 0.175 | 0.361 | 0.203 | 0.194 | 0.621 | 10 |