| 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 | 2,691,588 | 703 | 921 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.812 | 1 |
| 1 | True | 2,513,116 | 625,134 | 110 | 2,367 | -0.012 | -0.001 | -0.002 | 0.011 | 0.006 | 0.006 | 0.188 | 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 | 2,947,320 | 713 | 1,001 | -0.024 | -0.001 | -0.012 | 0.024 | 0.018 | 0.018 | 0.689 | 2 |
| 1 | True | 3,890,378 | 1,330,663 | 100 | 3,501 | -0.024 | -0.001 | -0.012 | 0.024 | 0.019 | 0.019 | 0.311 | 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 | 2,220,373 | 705 | 1,020 | -0.037 | -0.003 | -0.025 | 0.037 | 0.030 | 0.031 | 0.768 | 3 |
| 1 | True | 3,793,199 | 670,058 | 108 | 2,028 | -0.036 | 0.002 | 0.024 | 0.037 | 0.030 | 0.030 | 0.232 | 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 | 2,563,775 | 717 | 917 | -0.051 | -0.005 | -0.038 | 0.051 | 0.044 | 0.044 | 0.757 | 4 |
| 1 | True | 2,740,800 | 821,707 | 95 | 2,388 | -0.050 | 0.004 | 0.038 | 0.051 | 0.043 | 0.043 | 0.243 | 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 | 2,238,258 | 705 | 1,035 | -0.065 | -0.013 | -0.054 | 0.065 | 0.058 | 0.058 | 0.798 | 5 |
| 1 | True | 3,294,876 | 565,225 | 108 | 1,908 | -0.065 | 0.010 | 0.052 | 0.065 | 0.058 | 0.058 | 0.202 | 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 | 2,431,098 | 702 | 952 | -0.082 | -0.020 | -0.069 | 0.082 | 0.073 | 0.073 | 0.678 | 6 |
| 1 | True | 4,837,869 | 1,154,255 | 111 | 2,197 | -0.082 | 0.006 | 0.067 | 0.081 | 0.073 | 0.073 | 0.322 | 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 | 2,698,622 | 685 | 912 | -0.100 | -0.033 | -0.086 | 0.100 | 0.091 | 0.091 | 0.646 | 7 |
| 1 | True | 4,760,914 | 1,480,628 | 127 | 2,288 | -0.100 | 0.018 | 0.087 | 0.100 | 0.092 | 0.092 | 0.354 | 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 | 2,826,063 | 690 | 1,001 | -0.123 | -0.051 | -0.106 | 0.123 | 0.111 | 0.110 | 0.716 | 8 |
| 1 | True | 4,899,160 | 1,121,529 | 123 | 2,102 | -0.122 | 0.017 | 0.103 | 0.122 | 0.110 | 0.109 | 0.284 | 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 | 2,214,487 | 687 | 882 | -0.157 | -0.079 | -0.134 | 0.157 | 0.139 | 0.138 | 0.664 | 9 |
| 1 | True | 5,385,150 | 1,119,766 | 126 | 2,075 | -0.157 | 0.033 | 0.128 | 0.157 | 0.140 | 0.139 | 0.336 | 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 | 1,512,885 | 674 | 738 | -0.406 | -0.151 | -0.185 | 0.312 | 0.202 | 0.188 | 0.344 | 10 |
| 1 | True | 6,049,272 | 2,878,681 | 139 | 2,207 | -0.303 | 0.048 | 0.168 | 0.300 | 0.195 | 0.186 | 0.656 | 10 |