| 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 | 2,303,910 | 716 | 979 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.710 | 1 |
| 1 | True | 3,719,903 | 940,989 | 99 | 2,936 | -0.012 | -0.001 | -0.001 | 0.011 | 0.006 | 0.006 | 0.290 | 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 | 2,454,704 | 709 | 981 | -0.024 | -0.000 | -0.012 | 0.024 | 0.018 | 0.018 | 0.764 | 2 |
| 1 | True | 3,164,417 | 760,195 | 105 | 2,002 | -0.024 | -0.002 | -0.013 | 0.024 | 0.018 | 0.019 | 0.236 | 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 | 2,943,467 | 714 | 1,004 | -0.038 | -0.002 | -0.025 | 0.038 | 0.031 | 0.031 | 0.841 | 3 |
| 1 | True | 2,943,620 | 556,656 | 101 | 1,893 | -0.037 | 0.002 | 0.025 | 0.037 | 0.030 | 0.031 | 0.159 | 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 | 2,503,470 | 695 | 973 | -0.052 | -0.007 | -0.039 | 0.052 | 0.045 | 0.044 | 0.805 | 4 |
| 1 | True | 4,074,017 | 606,309 | 119 | 2,223 | -0.051 | 0.000 | 0.038 | 0.051 | 0.044 | 0.045 | 0.195 | 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 | 1,945,776 | 715 | 980 | -0.067 | -0.014 | -0.055 | 0.067 | 0.059 | 0.059 | 0.690 | 5 |
| 1 | True | 3,061,512 | 873,273 | 100 | 1,869 | -0.066 | 0.012 | 0.055 | 0.066 | 0.059 | 0.059 | 0.310 | 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 | 2,725,314 | 704 | 970 | -0.082 | -0.025 | -0.070 | 0.082 | 0.074 | 0.074 | 0.708 | 6 |
| 1 | True | 4,424,017 | 1,124,059 | 110 | 2,256 | -0.082 | 0.007 | 0.069 | 0.082 | 0.074 | 0.074 | 0.292 | 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 | 2,533,235 | 694 | 937 | -0.101 | -0.039 | -0.087 | 0.101 | 0.091 | 0.091 | 0.648 | 7 |
| 1 | True | 5,449,647 | 1,377,600 | 120 | 1,953 | -0.101 | 0.029 | 0.087 | 0.100 | 0.091 | 0.092 | 0.352 | 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 | 2,407,466 | 687 | 871 | -0.125 | -0.061 | -0.109 | 0.125 | 0.112 | 0.112 | 0.699 | 8 |
| 1 | True | 5,450,487 | 1,034,570 | 128 | 2,368 | -0.125 | 0.042 | 0.107 | 0.125 | 0.112 | 0.112 | 0.301 | 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 | 2,445,881 | 680 | 835 | -0.164 | -0.083 | -0.136 | 0.164 | 0.142 | 0.141 | 0.645 | 9 |
| 1 | True | 4,833,017 | 1,343,836 | 134 | 2,554 | -0.164 | 0.027 | 0.128 | 0.164 | 0.142 | 0.139 | 0.355 | 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 | 1,145,690 | 696 | 574 | -0.484 | -0.184 | -0.199 | 0.326 | 0.215 | 0.201 | 0.313 | 10 |
| 1 | True | 6,823,262 | 2,512,539 | 119 | 1,837 | -0.342 | 0.055 | 0.175 | 0.339 | 0.201 | 0.193 | 0.687 | 10 |