| 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 | 2,836,380 | 715 | 862 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.757 | 1 |
| 1 | True | 3,026,215 | 911,712 | 100 | 2,170 | -0.011 | 0.001 | 0.001 | 0.012 | 0.005 | 0.005 | 0.243 | 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 | 2,560,265 | 705 | 1,011 | -0.024 | -0.001 | -0.013 | 0.024 | 0.018 | 0.018 | 0.727 | 2 |
| 1 | True | 4,604,393 | 959,271 | 109 | 2,011 | -0.024 | -0.001 | -0.013 | 0.023 | 0.018 | 0.018 | 0.273 | 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 | 2,075,391 | 715 | 904 | -0.037 | -0.004 | -0.025 | 0.036 | 0.030 | 0.030 | 0.815 | 3 |
| 1 | True | 2,658,747 | 469,832 | 99 | 2,166 | -0.037 | -0.003 | -0.025 | 0.037 | 0.030 | 0.030 | 0.185 | 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 | 2,509,316 | 713 | 994 | -0.050 | -0.006 | -0.038 | 0.050 | 0.043 | 0.043 | 0.779 | 4 |
| 1 | True | 2,949,197 | 712,341 | 101 | 2,132 | -0.050 | 0.010 | 0.039 | 0.050 | 0.043 | 0.042 | 0.221 | 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 | 2,480,939 | 714 | 930 | -0.065 | -0.012 | -0.052 | 0.065 | 0.057 | 0.057 | 0.858 | 5 |
| 1 | True | 3,617,356 | 411,918 | 101 | 2,607 | -0.065 | -0.001 | -0.050 | 0.065 | 0.057 | 0.056 | 0.142 | 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 | 2,369,456 | 711 | 983 | -0.079 | -0.019 | -0.068 | 0.079 | 0.072 | 0.072 | 0.727 | 6 |
| 1 | True | 4,445,786 | 890,463 | 103 | 1,821 | -0.079 | 0.012 | 0.066 | 0.079 | 0.073 | 0.074 | 0.273 | 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 | 1,785,686 | 693 | 932 | -0.098 | -0.031 | -0.084 | 0.098 | 0.088 | 0.088 | 0.506 | 7 |
| 1 | True | 4,809,249 | 1,742,008 | 121 | 2,202 | -0.096 | 0.018 | 0.083 | 0.098 | 0.088 | 0.088 | 0.494 | 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 | 2,622,345 | 679 | 918 | -0.121 | -0.047 | -0.104 | 0.121 | 0.109 | 0.109 | 0.704 | 8 |
| 1 | True | 5,050,241 | 1,102,678 | 135 | 2,490 | -0.121 | 0.031 | 0.103 | 0.121 | 0.109 | 0.107 | 0.296 | 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 | 2,524,856 | 672 | 814 | -0.155 | -0.079 | -0.132 | 0.155 | 0.136 | 0.136 | 0.648 | 9 |
| 1 | True | 5,903,521 | 1,369,994 | 142 | 2,308 | -0.155 | 0.033 | 0.127 | 0.153 | 0.135 | 0.134 | 0.352 | 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 | 1,559,887 | 691 | 698 | -0.437 | -0.156 | -0.184 | 0.274 | 0.200 | 0.188 | 0.380 | 10 |
| 1 | True | 6,460,120 | 2,548,864 | 124 | 1,897 | -0.330 | 0.010 | 0.158 | 0.293 | 0.192 | 0.180 | 0.620 | 10 |