| 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 | 2,116,578 | 708 | 875 | -0.012 | 0.000 | 0.001 | 0.012 | 0.006 | 0.006 | 0.684 | 1 |
| 1 | True | 2,608,744 | 978,593 | 106 | 2,145 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.007 | 0.316 | 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 | 1,964,988 | 694 | 876 | -0.025 | -0.001 | -0.013 | 0.025 | 0.019 | 0.019 | 0.725 | 2 |
| 1 | True | 3,784,454 | 744,249 | 119 | 1,838 | -0.025 | -0.002 | -0.014 | 0.025 | 0.019 | 0.019 | 0.275 | 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 | 2,641,673 | 698 | 917 | -0.039 | -0.002 | -0.026 | 0.039 | 0.032 | 0.032 | 0.736 | 3 |
| 1 | True | 4,390,341 | 949,772 | 115 | 1,826 | -0.038 | -0.001 | -0.026 | 0.038 | 0.031 | 0.032 | 0.264 | 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 | 2,180,551 | 710 | 969 | -0.052 | -0.006 | -0.040 | 0.052 | 0.045 | 0.045 | 0.671 | 4 |
| 1 | True | 3,485,182 | 1,068,441 | 104 | 3,120 | -0.052 | 0.006 | 0.040 | 0.052 | 0.045 | 0.045 | 0.329 | 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 | 2,099,731 | 708 | 977 | -0.067 | -0.012 | -0.055 | 0.067 | 0.059 | 0.059 | 0.760 | 5 |
| 1 | True | 3,826,345 | 664,710 | 105 | 1,955 | -0.067 | 0.005 | 0.054 | 0.067 | 0.059 | 0.058 | 0.240 | 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 | 3,831,912 | 719 | 1,058 | -0.082 | -0.019 | -0.069 | 0.082 | 0.074 | 0.074 | 0.816 | 6 |
| 1 | True | 3,153,763 | 864,989 | 94 | 2,759 | -0.080 | 0.029 | 0.071 | 0.082 | 0.074 | 0.073 | 0.184 | 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 | 2,282,697 | 690 | 980 | -0.102 | -0.029 | -0.086 | 0.102 | 0.091 | 0.091 | 0.750 | 7 |
| 1 | True | 4,294,805 | 760,539 | 124 | 2,446 | -0.102 | 0.025 | 0.085 | 0.102 | 0.092 | 0.091 | 0.250 | 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 | 2,946,627 | 667 | 958 | -0.125 | -0.049 | -0.109 | 0.125 | 0.113 | 0.113 | 0.685 | 8 |
| 1 | True | 3,950,731 | 1,356,467 | 146 | 2,101 | -0.125 | 0.044 | 0.108 | 0.125 | 0.114 | 0.113 | 0.315 | 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 | 2,248,426 | 696 | 888 | -0.164 | -0.093 | -0.140 | 0.162 | 0.144 | 0.143 | 0.629 | 9 |
| 1 | True | 6,090,025 | 1,326,756 | 117 | 2,317 | -0.162 | 0.059 | 0.133 | 0.164 | 0.142 | 0.140 | 0.371 | 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 | 1,198,730 | 704 | 648 | -0.421 | -0.180 | -0.196 | 0.306 | 0.213 | 0.198 | 0.348 | 10 |
| 1 | True | 6,630,910 | 2,250,550 | 110 | 1,828 | -0.312 | 0.067 | 0.173 | 0.357 | 0.203 | 0.193 | 0.652 | 10 |