| 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 | 2,485,114 | 698 | 1,031 | -0.013 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.676 | 1 |
| 1 | True | 3,204,240 | 1,192,707 | 116 | 2,061 | -0.013 | 0.000 | 0.002 | 0.013 | 0.007 | 0.007 | 0.324 | 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 | 2,397,797 | 707 | 850 | -0.027 | -0.001 | -0.014 | 0.027 | 0.020 | 0.020 | 0.795 | 2 |
| 1 | True | 3,668,801 | 616,430 | 106 | 1,900 | -0.027 | -0.002 | -0.014 | 0.026 | 0.020 | 0.020 | 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 | 2,641,971 | 718 | 965 | -0.039 | -0.003 | -0.028 | 0.039 | 0.033 | 0.033 | 0.808 | 3 |
| 1 | True | 3,282,267 | 629,073 | 95 | 1,887 | -0.038 | 0.001 | 0.027 | 0.038 | 0.033 | 0.033 | 0.192 | 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 | 2,119,317 | 698 | 894 | -0.052 | -0.007 | -0.041 | 0.052 | 0.046 | 0.046 | 0.746 | 4 |
| 1 | True | 3,282,379 | 720,785 | 115 | 2,236 | -0.052 | 0.009 | 0.041 | 0.052 | 0.046 | 0.045 | 0.254 | 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 | 2,657,259 | 716 | 951 | -0.068 | -0.012 | -0.055 | 0.068 | 0.060 | 0.060 | 0.819 | 5 |
| 1 | True | 4,288,200 | 587,642 | 98 | 2,342 | -0.067 | 0.010 | 0.054 | 0.067 | 0.059 | 0.059 | 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 | 2,712,004 | 709 | 922 | -0.083 | -0.020 | -0.071 | 0.083 | 0.075 | 0.075 | 0.675 | 6 |
| 1 | True | 3,773,514 | 1,307,892 | 104 | 2,616 | -0.081 | 0.011 | 0.070 | 0.083 | 0.076 | 0.076 | 0.325 | 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 | 2,174,774 | 684 | 1,037 | -0.102 | -0.031 | -0.088 | 0.102 | 0.092 | 0.092 | 0.698 | 7 |
| 1 | True | 3,832,060 | 942,739 | 129 | 2,114 | -0.102 | 0.038 | 0.089 | 0.102 | 0.093 | 0.093 | 0.302 | 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 | 2,455,712 | 668 | 886 | -0.125 | -0.056 | -0.109 | 0.125 | 0.113 | 0.113 | 0.593 | 8 |
| 1 | True | 5,038,855 | 1,682,543 | 145 | 2,001 | -0.124 | 0.033 | 0.107 | 0.125 | 0.113 | 0.113 | 0.407 | 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 | 2,280,793 | 673 | 833 | -0.164 | -0.092 | -0.139 | 0.164 | 0.142 | 0.141 | 0.691 | 9 |
| 1 | True | 6,984,485 | 1,018,039 | 140 | 2,360 | -0.162 | 0.047 | 0.130 | 0.162 | 0.140 | 0.137 | 0.309 | 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 | 1,214,884 | 708 | 649 | -0.473 | -0.184 | -0.200 | 0.304 | 0.216 | 0.202 | 0.343 | 10 |
| 1 | True | 6,530,245 | 2,328,269 | 106 | 1,831 | -0.287 | 0.061 | 0.180 | 0.313 | 0.206 | 0.202 | 0.657 | 10 |