| 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 | 2,232,632 | 706 | 891 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.705 | 1 |
| 1 | True | 3,824,756 | 933,714 | 109 | 2,206 | -0.012 | 0.001 | 0.001 | 0.012 | 0.007 | 0.007 | 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 | 3,296,393 | 710 | 951 | -0.025 | -0.002 | -0.013 | 0.025 | 0.018 | 0.018 | 0.791 | 2 |
| 1 | True | 3,964,402 | 872,906 | 104 | 1,975 | -0.024 | -0.000 | 0.000 | 0.025 | 0.019 | 0.018 | 0.209 | 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 | 2,208,099 | 719 | 1,031 | -0.038 | -0.004 | -0.026 | 0.038 | 0.031 | 0.031 | 0.816 | 3 |
| 1 | True | 3,051,206 | 496,500 | 95 | 2,194 | -0.038 | 0.000 | 0.025 | 0.038 | 0.031 | 0.031 | 0.184 | 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 | 2,143,835 | 704 | 1,010 | -0.052 | -0.005 | -0.039 | 0.052 | 0.045 | 0.045 | 0.734 | 4 |
| 1 | True | 3,092,663 | 774,954 | 110 | 2,143 | -0.052 | 0.007 | 0.041 | 0.052 | 0.045 | 0.045 | 0.266 | 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 | 2,480,567 | 728 | 995 | -0.067 | -0.014 | -0.055 | 0.067 | 0.059 | 0.059 | 0.786 | 5 |
| 1 | True | 2,533,131 | 676,136 | 87 | 2,380 | -0.067 | 0.008 | 0.053 | 0.066 | 0.059 | 0.059 | 0.214 | 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 | 2,418,412 | 702 | 951 | -0.082 | -0.021 | -0.070 | 0.082 | 0.074 | 0.074 | 0.816 | 6 |
| 1 | True | 4,224,038 | 543,631 | 112 | 1,855 | -0.082 | 0.004 | 0.067 | 0.082 | 0.074 | 0.074 | 0.184 | 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 | 2,652,788 | 690 | 928 | -0.100 | -0.034 | -0.087 | 0.100 | 0.091 | 0.090 | 0.599 | 7 |
| 1 | True | 5,497,694 | 1,779,526 | 124 | 2,018 | -0.099 | 0.028 | 0.086 | 0.100 | 0.091 | 0.092 | 0.401 | 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 | 2,582,371 | 679 | 900 | -0.123 | -0.050 | -0.106 | 0.123 | 0.111 | 0.111 | 0.690 | 8 |
| 1 | True | 5,215,495 | 1,162,169 | 135 | 2,418 | -0.123 | 0.039 | 0.108 | 0.124 | 0.112 | 0.112 | 0.310 | 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 | 2,039,665 | 671 | 847 | -0.159 | -0.084 | -0.134 | 0.159 | 0.139 | 0.138 | 0.601 | 9 |
| 1 | True | 6,189,096 | 1,354,127 | 143 | 2,453 | -0.159 | 0.035 | 0.130 | 0.159 | 0.139 | 0.137 | 0.399 | 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 | 1,532,249 | 699 | 657 | -0.459 | -0.165 | -0.189 | 0.285 | 0.205 | 0.193 | 0.365 | 10 |
| 1 | True | 5,984,891 | 2,665,958 | 116 | 1,900 | -0.331 | 0.017 | 0.165 | 0.308 | 0.197 | 0.187 | 0.635 | 10 |