| 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 | 2,554,666 | 706 | 957 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.005 | 0.714 | 1 |
| 1 | True | 2,523,805 | 1,021,604 | 110 | 2,535 | -0.011 | -0.001 | -0.001 | 0.011 | 0.006 | 0.005 | 0.286 | 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 | 3,232,644 | 704 | 1,017 | -0.024 | -0.001 | -0.012 | 0.024 | 0.018 | 0.018 | 0.808 | 2 |
| 1 | True | 3,590,661 | 768,645 | 111 | 2,600 | -0.024 | -0.003 | -0.013 | 0.024 | 0.018 | 0.017 | 0.192 | 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 | 2,509,695 | 709 | 959 | -0.037 | -0.003 | -0.025 | 0.037 | 0.031 | 0.031 | 0.769 | 3 |
| 1 | True | 3,098,933 | 752,750 | 106 | 1,997 | -0.037 | -0.001 | -0.025 | 0.037 | 0.031 | 0.031 | 0.231 | 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 | 2,663,966 | 710 | 973 | -0.050 | -0.005 | -0.039 | 0.050 | 0.044 | 0.044 | 0.857 | 4 |
| 1 | True | 4,062,295 | 442,933 | 105 | 2,065 | -0.050 | 0.000 | 0.038 | 0.050 | 0.044 | 0.044 | 0.143 | 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 | 2,054,181 | 704 | 984 | -0.065 | -0.015 | -0.053 | 0.065 | 0.058 | 0.057 | 0.607 | 5 |
| 1 | True | 3,395,453 | 1,327,765 | 112 | 2,988 | -0.065 | 0.013 | 0.053 | 0.064 | 0.057 | 0.057 | 0.393 | 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 | 2,285,358 | 703 | 966 | -0.082 | -0.028 | -0.070 | 0.082 | 0.073 | 0.073 | 0.643 | 6 |
| 1 | True | 4,932,594 | 1,270,779 | 112 | 1,891 | -0.081 | 0.005 | 0.066 | 0.081 | 0.073 | 0.072 | 0.357 | 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 | 3,507,898 | 697 | 990 | -0.099 | -0.037 | -0.087 | 0.099 | 0.091 | 0.091 | 0.725 | 7 |
| 1 | True | 4,922,131 | 1,331,682 | 118 | 2,110 | -0.099 | 0.015 | 0.083 | 0.099 | 0.090 | 0.089 | 0.275 | 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 | 1,704,215 | 702 | 879 | -0.124 | -0.048 | -0.106 | 0.123 | 0.111 | 0.110 | 0.682 | 8 |
| 1 | True | 4,011,829 | 795,210 | 113 | 2,322 | -0.123 | 0.013 | 0.102 | 0.123 | 0.111 | 0.110 | 0.318 | 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 | 2,505,556 | 688 | 896 | -0.157 | -0.071 | -0.134 | 0.157 | 0.139 | 0.138 | 0.699 | 9 |
| 1 | True | 4,693,990 | 1,081,104 | 127 | 2,140 | -0.156 | 0.008 | 0.128 | 0.157 | 0.141 | 0.142 | 0.301 | 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 | 1,518,166 | 667 | 744 | -0.383 | -0.145 | -0.185 | 0.303 | 0.202 | 0.190 | 0.344 | 10 |
| 1 | True | 6,832,923 | 2,896,203 | 149 | 2,037 | -0.380 | 0.037 | 0.165 | 0.305 | 0.201 | 0.189 | 0.656 | 10 |