| 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 | 1,994,557 | 699 | 871 | -0.013 | -0.000 | -0.000 | 0.013 | 0.006 | 0.007 | 0.671 | 1 |
| 1 | True | 2,749,771 | 978,583 | 115 | 1,935 | -0.012 | -0.001 | -0.002 | 0.013 | 0.007 | 0.007 | 0.329 | 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 | 3,105,334 | 711 | 885 | -0.025 | -0.001 | -0.014 | 0.025 | 0.019 | 0.019 | 0.795 | 2 |
| 1 | True | 4,627,591 | 801,997 | 102 | 2,060 | -0.025 | 0.001 | 0.013 | 0.025 | 0.019 | 0.018 | 0.205 | 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 | 1,941,609 | 706 | 936 | -0.038 | -0.004 | -0.027 | 0.038 | 0.032 | 0.031 | 0.740 | 3 |
| 1 | True | 3,095,342 | 680,677 | 107 | 2,405 | -0.038 | 0.003 | 0.028 | 0.038 | 0.033 | 0.033 | 0.260 | 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 | 2,296,828 | 700 | 997 | -0.052 | -0.007 | -0.041 | 0.052 | 0.045 | 0.045 | 0.719 | 4 |
| 1 | True | 3,617,133 | 896,409 | 113 | 2,124 | -0.052 | 0.008 | 0.040 | 0.051 | 0.045 | 0.044 | 0.281 | 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 | 2,276,736 | 717 | 963 | -0.066 | -0.012 | -0.054 | 0.066 | 0.059 | 0.059 | 0.828 | 5 |
| 1 | True | 4,000,795 | 472,909 | 97 | 2,173 | -0.066 | 0.012 | 0.054 | 0.066 | 0.059 | 0.058 | 0.172 | 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 | 1,773,694 | 706 | 941 | -0.082 | -0.018 | -0.070 | 0.082 | 0.074 | 0.074 | 0.591 | 6 |
| 1 | True | 4,342,853 | 1,229,882 | 107 | 2,727 | -0.082 | 0.016 | 0.069 | 0.082 | 0.074 | 0.075 | 0.409 | 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 | 3,884,706 | 698 | 966 | -0.101 | -0.027 | -0.086 | 0.101 | 0.091 | 0.091 | 0.802 | 7 |
| 1 | True | 3,573,590 | 960,119 | 115 | 2,117 | -0.100 | 0.033 | 0.085 | 0.101 | 0.090 | 0.089 | 0.198 | 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 | 2,752,996 | 667 | 955 | -0.124 | -0.048 | -0.107 | 0.124 | 0.112 | 0.111 | 0.634 | 8 |
| 1 | True | 5,070,951 | 1,590,140 | 146 | 2,387 | -0.123 | 0.034 | 0.107 | 0.124 | 0.113 | 0.114 | 0.366 | 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 | 2,142,749 | 677 | 956 | -0.162 | -0.088 | -0.137 | 0.162 | 0.141 | 0.140 | 0.681 | 9 |
| 1 | True | 5,945,386 | 1,005,393 | 136 | 2,286 | -0.161 | 0.036 | 0.130 | 0.161 | 0.141 | 0.141 | 0.319 | 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 | 1,290,746 | 707 | 697 | -0.502 | -0.174 | -0.193 | 0.296 | 0.211 | 0.197 | 0.359 | 10 |
| 1 | True | 6,903,581 | 2,309,168 | 107 | 2,014 | -0.280 | 0.081 | 0.178 | 0.340 | 0.202 | 0.194 | 0.641 | 10 |