| 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 | 1,776,153 | 701 | 885 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.747 | 1 |
| 1 | True | 4,436,207 | 602,282 | 113 | 1,793 | -0.012 | 0.002 | 0.004 | 0.012 | 0.007 | 0.007 | 0.253 | 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 | 2,653,693 | 697 | 1,008 | -0.025 | 0.000 | 0.012 | 0.025 | 0.019 | 0.019 | 0.731 | 2 |
| 1 | True | 2,643,213 | 974,369 | 117 | 2,037 | -0.024 | -0.001 | -0.013 | 0.025 | 0.019 | 0.020 | 0.269 | 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 | 1,979,502 | 706 | 965 | -0.038 | -0.003 | -0.027 | 0.038 | 0.032 | 0.032 | 0.652 | 3 |
| 1 | True | 4,453,635 | 1,056,629 | 108 | 2,125 | -0.038 | 0.004 | 0.027 | 0.038 | 0.032 | 0.032 | 0.348 | 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 | 2,283,422 | 698 | 835 | -0.052 | -0.009 | -0.040 | 0.052 | 0.045 | 0.044 | 0.680 | 4 |
| 1 | True | 3,718,167 | 1,075,362 | 115 | 2,288 | -0.051 | 0.002 | 0.039 | 0.052 | 0.045 | 0.044 | 0.320 | 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 | 2,811,619 | 709 | 902 | -0.066 | -0.010 | -0.053 | 0.066 | 0.059 | 0.059 | 0.819 | 5 |
| 1 | True | 3,821,749 | 621,074 | 105 | 2,411 | -0.066 | 0.008 | 0.054 | 0.066 | 0.059 | 0.058 | 0.181 | 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 | 2,060,406 | 717 | 986 | -0.081 | -0.021 | -0.069 | 0.081 | 0.074 | 0.074 | 0.682 | 6 |
| 1 | True | 4,107,640 | 960,452 | 97 | 2,315 | -0.081 | 0.023 | 0.070 | 0.081 | 0.073 | 0.074 | 0.318 | 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 | 3,950,589 | 687 | 977 | -0.101 | -0.025 | -0.086 | 0.101 | 0.091 | 0.091 | 0.801 | 7 |
| 1 | True | 4,289,184 | 981,656 | 126 | 2,552 | -0.100 | 0.034 | 0.086 | 0.101 | 0.092 | 0.092 | 0.199 | 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 | 2,769,457 | 682 | 887 | -0.125 | -0.058 | -0.109 | 0.125 | 0.112 | 0.112 | 0.676 | 8 |
| 1 | True | 4,005,129 | 1,329,528 | 132 | 2,452 | -0.124 | 0.048 | 0.108 | 0.125 | 0.113 | 0.113 | 0.324 | 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 | 1,790,705 | 693 | 967 | -0.160 | -0.083 | -0.136 | 0.157 | 0.141 | 0.140 | 0.649 | 9 |
| 1 | True | 5,598,837 | 968,622 | 121 | 2,017 | -0.159 | 0.033 | 0.130 | 0.160 | 0.142 | 0.140 | 0.351 | 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 | 1,439,485 | 706 | 707 | -0.402 | -0.169 | -0.190 | 0.338 | 0.208 | 0.194 | 0.387 | 10 |
| 1 | True | 6,909,116 | 2,279,722 | 108 | 1,859 | -0.303 | 0.088 | 0.181 | 0.368 | 0.204 | 0.196 | 0.613 | 10 |