| 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 | 2,028,755 | 700 | 915 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.731 | 1 |
| 1 | True | 3,683,988 | 745,598 | 115 | 2,206 | -0.012 | 0.001 | 0.001 | 0.012 | 0.006 | 0.007 | 0.269 | 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 | 3,191,659 | 716 | 938 | -0.025 | -0.002 | -0.013 | 0.025 | 0.019 | 0.019 | 0.746 | 2 |
| 1 | True | 3,575,497 | 1,085,077 | 98 | 2,281 | -0.025 | -0.004 | -0.015 | 0.025 | 0.019 | 0.018 | 0.254 | 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 | 2,315,690 | 721 | 1,034 | -0.038 | -0.004 | -0.026 | 0.038 | 0.031 | 0.031 | 0.779 | 3 |
| 1 | True | 2,093,722 | 658,278 | 93 | 2,098 | -0.038 | 0.004 | 0.026 | 0.037 | 0.032 | 0.032 | 0.221 | 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 | 2,189,335 | 705 | 993 | -0.051 | -0.006 | -0.039 | 0.051 | 0.044 | 0.044 | 0.721 | 4 |
| 1 | True | 3,666,897 | 846,301 | 109 | 2,213 | -0.051 | 0.006 | 0.040 | 0.051 | 0.045 | 0.044 | 0.279 | 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 | 2,711,946 | 723 | 1,030 | -0.066 | -0.014 | -0.054 | 0.066 | 0.059 | 0.059 | 0.856 | 5 |
| 1 | True | 2,317,374 | 457,705 | 92 | 2,478 | -0.065 | 0.013 | 0.056 | 0.066 | 0.059 | 0.058 | 0.144 | 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 | 3,441,293 | 699 | 988 | -0.081 | -0.022 | -0.070 | 0.081 | 0.074 | 0.074 | 0.855 | 6 |
| 1 | True | 4,758,336 | 582,827 | 115 | 1,994 | -0.081 | 0.005 | 0.066 | 0.081 | 0.073 | 0.072 | 0.145 | 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 | 1,747,104 | 690 | 907 | -0.100 | -0.039 | -0.087 | 0.100 | 0.090 | 0.091 | 0.503 | 7 |
| 1 | True | 5,076,385 | 1,729,554 | 124 | 2,083 | -0.100 | 0.020 | 0.086 | 0.100 | 0.091 | 0.090 | 0.497 | 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 | 2,310,623 | 675 | 930 | -0.124 | -0.051 | -0.107 | 0.124 | 0.111 | 0.111 | 0.665 | 8 |
| 1 | True | 4,655,062 | 1,166,530 | 139 | 2,332 | -0.123 | 0.031 | 0.105 | 0.124 | 0.112 | 0.111 | 0.335 | 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 | 2,153,017 | 688 | 809 | -0.159 | -0.081 | -0.134 | 0.159 | 0.139 | 0.138 | 0.603 | 9 |
| 1 | True | 6,542,994 | 1,419,915 | 126 | 2,622 | -0.155 | 0.054 | 0.133 | 0.159 | 0.140 | 0.139 | 0.397 | 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 | 1,433,355 | 677 | 636 | -0.423 | -0.163 | -0.188 | 0.299 | 0.206 | 0.192 | 0.356 | 10 |
| 1 | True | 5,765,406 | 2,589,455 | 138 | 1,801 | -0.323 | 0.018 | 0.166 | 0.291 | 0.194 | 0.187 | 0.644 | 10 |