| 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 | 3,121,200 | 718 | 976 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.840 | 1 |
| 1 | True | 3,190,663 | 595,532 | 95 | 2,063 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.007 | 0.160 | 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 | 2,441,463 | 692 | 875 | -0.025 | -0.000 | -0.012 | 0.025 | 0.018 | 0.018 | 0.709 | 2 |
| 1 | True | 3,565,637 | 1,000,001 | 121 | 2,563 | -0.024 | 0.001 | 0.013 | 0.025 | 0.018 | 0.018 | 0.291 | 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 | 2,164,699 | 728 | 961 | -0.038 | -0.002 | -0.026 | 0.038 | 0.031 | 0.031 | 0.746 | 3 |
| 1 | True | 3,296,715 | 738,737 | 85 | 2,278 | -0.038 | 0.000 | 0.026 | 0.037 | 0.031 | 0.031 | 0.254 | 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 | 2,254,608 | 699 | 1,042 | -0.052 | -0.007 | -0.040 | 0.052 | 0.045 | 0.045 | 0.735 | 4 |
| 1 | True | 3,752,365 | 812,313 | 114 | 2,190 | -0.052 | 0.002 | 0.038 | 0.052 | 0.045 | 0.045 | 0.265 | 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 | 2,085,373 | 719 | 961 | -0.066 | -0.013 | -0.054 | 0.066 | 0.059 | 0.059 | 0.760 | 5 |
| 1 | True | 2,838,205 | 656,830 | 94 | 2,064 | -0.066 | 0.011 | 0.055 | 0.066 | 0.059 | 0.059 | 0.240 | 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 | 3,407,338 | 681 | 1,032 | -0.082 | -0.018 | -0.069 | 0.082 | 0.074 | 0.074 | 0.829 | 6 |
| 1 | True | 5,479,483 | 702,992 | 131 | 2,024 | -0.082 | 0.013 | 0.068 | 0.081 | 0.074 | 0.074 | 0.171 | 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 | 2,875,691 | 705 | 942 | -0.100 | -0.031 | -0.086 | 0.100 | 0.090 | 0.090 | 0.701 | 7 |
| 1 | True | 3,736,034 | 1,228,218 | 108 | 1,945 | -0.099 | 0.019 | 0.085 | 0.099 | 0.091 | 0.091 | 0.299 | 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 | 1,943,447 | 690 | 913 | -0.122 | -0.054 | -0.107 | 0.123 | 0.110 | 0.110 | 0.555 | 8 |
| 1 | True | 4,880,042 | 1,557,367 | 123 | 2,773 | -0.122 | 0.027 | 0.105 | 0.122 | 0.111 | 0.112 | 0.445 | 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 | 2,214,064 | 658 | 871 | -0.158 | -0.081 | -0.133 | 0.158 | 0.138 | 0.137 | 0.613 | 9 |
| 1 | True | 6,734,225 | 1,400,246 | 155 | 2,670 | -0.158 | 0.060 | 0.132 | 0.157 | 0.139 | 0.138 | 0.387 | 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 | 1,397,147 | 685 | 649 | -0.450 | -0.158 | -0.187 | 0.297 | 0.202 | 0.189 | 0.336 | 10 |
| 1 | True | 6,316,218 | 2,761,499 | 128 | 1,808 | -0.305 | 0.017 | 0.162 | 0.296 | 0.193 | 0.185 | 0.664 | 10 |