| 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 | 2,820,186 | 710 | 894 | -0.013 | 0.000 | 0.000 | 0.013 | 0.007 | 0.007 | 0.741 | 1 |
| 1 | True | 2,955,106 | 986,071 | 106 | 2,587 | -0.013 | 0.000 | 0.000 | 0.013 | 0.007 | 0.008 | 0.259 | 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 | 2,313,826 | 703 | 989 | -0.026 | -0.000 | -0.013 | 0.026 | 0.020 | 0.020 | 0.758 | 2 |
| 1 | True | 3,428,493 | 738,049 | 112 | 1,976 | -0.026 | -0.000 | -0.014 | 0.026 | 0.020 | 0.020 | 0.242 | 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 | 2,492,026 | 709 | 945 | -0.039 | -0.003 | -0.027 | 0.039 | 0.032 | 0.033 | 0.833 | 3 |
| 1 | True | 3,754,302 | 497,881 | 106 | 1,650 | -0.039 | 0.001 | 0.026 | 0.039 | 0.032 | 0.033 | 0.167 | 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 | 1,860,995 | 697 | 895 | -0.052 | -0.007 | -0.041 | 0.052 | 0.046 | 0.046 | 0.696 | 4 |
| 1 | True | 3,897,675 | 811,999 | 118 | 2,700 | -0.052 | 0.004 | 0.040 | 0.052 | 0.046 | 0.046 | 0.304 | 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 | 2,221,054 | 719 | 1,049 | -0.068 | -0.011 | -0.054 | 0.068 | 0.060 | 0.060 | 0.732 | 5 |
| 1 | True | 3,230,260 | 814,102 | 96 | 2,442 | -0.067 | 0.016 | 0.056 | 0.067 | 0.060 | 0.061 | 0.268 | 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 | 2,032,040 | 718 | 936 | -0.084 | -0.025 | -0.071 | 0.084 | 0.075 | 0.075 | 0.646 | 6 |
| 1 | True | 2,502,929 | 1,114,346 | 97 | 2,024 | -0.083 | 0.010 | 0.069 | 0.083 | 0.076 | 0.077 | 0.354 | 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 | 2,678,399 | 688 | 916 | -0.101 | -0.032 | -0.089 | 0.101 | 0.092 | 0.092 | 0.759 | 7 |
| 1 | True | 4,365,187 | 848,584 | 127 | 1,995 | -0.101 | 0.033 | 0.090 | 0.101 | 0.094 | 0.094 | 0.241 | 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 | 3,349,901 | 673 | 935 | -0.124 | -0.049 | -0.107 | 0.124 | 0.112 | 0.112 | 0.619 | 8 |
| 1 | True | 5,550,784 | 2,065,192 | 142 | 2,498 | -0.124 | 0.056 | 0.109 | 0.124 | 0.113 | 0.113 | 0.381 | 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 | 2,268,419 | 676 | 831 | -0.164 | -0.093 | -0.138 | 0.164 | 0.142 | 0.141 | 0.469 | 9 |
| 1 | True | 6,083,648 | 2,569,752 | 139 | 1,981 | -0.164 | 0.040 | 0.129 | 0.164 | 0.140 | 0.140 | 0.531 | 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 | 1,097,440 | 705 | 600 | -0.437 | -0.182 | -0.199 | 0.293 | 0.215 | 0.202 | 0.636 | 10 |
| 1 | True | 6,302,564 | 628,795 | 110 | 1,941 | -0.302 | 0.050 | 0.174 | 0.328 | 0.201 | 0.194 | 0.364 | 10 |