| 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 | 2,266,941 | 699 | 989 | -0.012 | 0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.724 | 1 |
| 1 | True | 3,758,437 | 865,744 | 116 | 2,683 | -0.012 | 0.000 | 0.000 | 0.011 | 0.005 | 0.005 | 0.276 | 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 | 2,726,555 | 716 | 953 | -0.024 | -0.001 | -0.012 | 0.024 | 0.018 | 0.018 | 0.741 | 2 |
| 1 | True | 2,819,118 | 954,348 | 99 | 1,937 | -0.024 | -0.001 | -0.012 | 0.024 | 0.018 | 0.018 | 0.259 | 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 | 3,232,833 | 703 | 1,055 | -0.036 | -0.001 | -0.024 | 0.036 | 0.030 | 0.030 | 0.826 | 3 |
| 1 | True | 3,372,371 | 681,042 | 112 | 2,650 | -0.036 | 0.003 | 0.024 | 0.036 | 0.030 | 0.030 | 0.174 | 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 | 2,081,680 | 702 | 948 | -0.050 | -0.009 | -0.039 | 0.050 | 0.043 | 0.043 | 0.748 | 4 |
| 1 | True | 4,011,413 | 699,627 | 112 | 2,155 | -0.050 | 0.001 | 0.037 | 0.050 | 0.044 | 0.045 | 0.252 | 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 | 1,927,284 | 713 | 975 | -0.066 | -0.014 | -0.053 | 0.066 | 0.058 | 0.058 | 0.794 | 5 |
| 1 | True | 2,970,316 | 500,052 | 102 | 1,913 | -0.065 | 0.002 | 0.051 | 0.065 | 0.058 | 0.058 | 0.206 | 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 | 2,927,861 | 701 | 951 | -0.082 | -0.031 | -0.071 | 0.082 | 0.073 | 0.073 | 0.666 | 6 |
| 1 | True | 4,249,880 | 1,468,189 | 114 | 2,365 | -0.081 | 0.025 | 0.069 | 0.081 | 0.074 | 0.073 | 0.334 | 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 | 2,425,061 | 701 | 935 | -0.102 | -0.043 | -0.088 | 0.102 | 0.091 | 0.091 | 0.716 | 7 |
| 1 | True | 4,661,609 | 961,921 | 113 | 2,048 | -0.099 | 0.013 | 0.083 | 0.101 | 0.091 | 0.091 | 0.284 | 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 | 2,274,320 | 680 | 843 | -0.125 | -0.057 | -0.109 | 0.125 | 0.113 | 0.113 | 0.620 | 8 |
| 1 | True | 4,673,051 | 1,395,354 | 135 | 2,249 | -0.125 | 0.043 | 0.106 | 0.125 | 0.112 | 0.111 | 0.380 | 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 | 2,387,764 | 679 | 806 | -0.166 | -0.086 | -0.137 | 0.165 | 0.143 | 0.142 | 0.688 | 9 |
| 1 | True | 5,406,420 | 1,080,311 | 136 | 2,033 | -0.165 | 0.028 | 0.132 | 0.165 | 0.143 | 0.142 | 0.312 | 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 | 1,064,812 | 698 | 558 | -0.488 | -0.186 | -0.201 | 0.305 | 0.217 | 0.204 | 0.301 | 10 |
| 1 | True | 6,278,193 | 2,477,180 | 117 | 1,733 | -0.343 | 0.058 | 0.181 | 0.331 | 0.207 | 0.197 | 0.699 | 10 |