| 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 | 2,725,656 | 696 | 950 | -0.013 | 0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.705 | 1 |
| 1 | True | 3,115,310 | 1,141,929 | 120 | 2,288 | -0.013 | 0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.295 | 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 | 2,206,895 | 713 | 892 | -0.026 | -0.001 | -0.014 | 0.026 | 0.019 | 0.019 | 0.768 | 2 |
| 1 | True | 4,303,266 | 665,780 | 102 | 2,138 | -0.026 | -0.001 | -0.014 | 0.026 | 0.020 | 0.020 | 0.232 | 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 | 2,404,494 | 704 | 1,036 | -0.038 | -0.003 | -0.027 | 0.038 | 0.032 | 0.031 | 0.789 | 3 |
| 1 | True | 3,088,802 | 643,461 | 111 | 1,944 | -0.038 | 0.004 | 0.027 | 0.038 | 0.032 | 0.032 | 0.211 | 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 | 2,171,655 | 716 | 967 | -0.052 | -0.005 | -0.040 | 0.052 | 0.045 | 0.046 | 0.797 | 4 |
| 1 | True | 3,532,195 | 551,942 | 99 | 1,618 | -0.052 | -0.002 | -0.039 | 0.052 | 0.045 | 0.045 | 0.203 | 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 | 2,471,346 | 715 | 982 | -0.067 | -0.013 | -0.056 | 0.067 | 0.060 | 0.060 | 0.844 | 5 |
| 1 | True | 3,033,453 | 456,863 | 100 | 2,160 | -0.067 | 0.006 | 0.053 | 0.067 | 0.060 | 0.060 | 0.156 | 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 | 2,832,540 | 690 | 928 | -0.083 | -0.021 | -0.071 | 0.083 | 0.075 | 0.075 | 0.738 | 6 |
| 1 | True | 4,852,879 | 1,004,253 | 125 | 2,401 | -0.083 | 0.010 | 0.069 | 0.083 | 0.075 | 0.075 | 0.262 | 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 | 2,482,115 | 699 | 1,026 | -0.102 | -0.032 | -0.088 | 0.102 | 0.092 | 0.092 | 0.583 | 7 |
| 1 | True | 4,129,252 | 1,777,414 | 116 | 1,876 | -0.101 | 0.040 | 0.087 | 0.102 | 0.093 | 0.093 | 0.417 | 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 | 2,798,120 | 676 | 895 | -0.126 | -0.054 | -0.108 | 0.126 | 0.113 | 0.112 | 0.655 | 8 |
| 1 | True | 5,085,425 | 1,473,197 | 139 | 2,728 | -0.125 | 0.049 | 0.108 | 0.125 | 0.113 | 0.113 | 0.345 | 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 | 2,210,353 | 683 | 751 | -0.166 | -0.088 | -0.139 | 0.165 | 0.144 | 0.142 | 0.440 | 9 |
| 1 | True | 6,458,976 | 2,815,918 | 132 | 2,051 | -0.164 | 0.042 | 0.133 | 0.164 | 0.144 | 0.142 | 0.560 | 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 | 1,033,217 | 707 | 602 | -0.475 | -0.194 | -0.203 | 0.300 | 0.218 | 0.205 | 0.647 | 10 |
| 1 | True | 6,172,482 | 563,405 | 108 | 1,733 | -0.318 | 0.061 | 0.176 | 0.322 | 0.202 | 0.194 | 0.353 | 10 |