| 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 | 2,725,665 | 711 | 1,032 | -0.011 | -0.000 | -0.001 | 0.011 | 0.006 | 0.006 | 0.721 | 1 |
| 1 | True | 2,987,652 | 1,053,199 | 105 | 2,680 | -0.011 | 0.000 | 0.000 | 0.011 | 0.005 | 0.004 | 0.279 | 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 | 3,067,668 | 719 | 986 | -0.024 | 0.000 | 0.012 | 0.024 | 0.018 | 0.018 | 0.815 | 2 |
| 1 | True | 3,005,212 | 694,702 | 96 | 2,930 | -0.024 | 0.001 | 0.012 | 0.024 | 0.018 | 0.017 | 0.185 | 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 | 2,775,268 | 705 | 962 | -0.037 | -0.004 | -0.025 | 0.037 | 0.030 | 0.030 | 0.781 | 3 |
| 1 | True | 3,246,181 | 777,097 | 110 | 2,257 | -0.036 | -0.008 | -0.026 | 0.036 | 0.029 | 0.029 | 0.219 | 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 | 2,598,488 | 694 | 1,004 | -0.050 | -0.006 | -0.038 | 0.050 | 0.043 | 0.043 | 0.666 | 4 |
| 1 | True | 3,836,588 | 1,301,834 | 121 | 2,198 | -0.049 | 0.008 | 0.038 | 0.050 | 0.043 | 0.042 | 0.334 | 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 | 2,277,632 | 711 | 984 | -0.064 | -0.013 | -0.053 | 0.064 | 0.057 | 0.057 | 0.732 | 5 |
| 1 | True | 4,504,253 | 834,133 | 104 | 2,091 | -0.063 | 0.013 | 0.052 | 0.064 | 0.057 | 0.057 | 0.268 | 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 | 1,861,144 | 704 | 828 | -0.081 | -0.029 | -0.069 | 0.081 | 0.072 | 0.072 | 0.594 | 6 |
| 1 | True | 4,058,889 | 1,274,321 | 111 | 2,165 | -0.081 | 0.010 | 0.065 | 0.080 | 0.072 | 0.071 | 0.406 | 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 | 2,605,236 | 686 | 937 | -0.100 | -0.035 | -0.086 | 0.100 | 0.090 | 0.090 | 0.673 | 7 |
| 1 | True | 6,405,256 | 1,268,041 | 129 | 2,079 | -0.099 | -0.005 | -0.082 | 0.099 | 0.089 | 0.089 | 0.327 | 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 | 2,429,082 | 714 | 949 | -0.123 | -0.046 | -0.106 | 0.123 | 0.111 | 0.111 | 0.810 | 8 |
| 1 | True | 3,621,664 | 569,734 | 101 | 2,350 | -0.123 | 0.012 | 0.103 | 0.123 | 0.111 | 0.110 | 0.190 | 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 | 2,204,404 | 692 | 848 | -0.158 | -0.070 | -0.133 | 0.158 | 0.138 | 0.137 | 0.703 | 9 |
| 1 | True | 5,011,629 | 932,177 | 123 | 2,098 | -0.157 | 0.007 | 0.124 | 0.156 | 0.140 | 0.141 | 0.297 | 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 | 1,738,892 | 660 | 745 | -0.388 | -0.145 | -0.187 | 0.299 | 0.204 | 0.191 | 0.366 | 10 |
| 1 | True | 7,078,147 | 3,012,546 | 156 | 1,829 | -0.363 | 0.033 | 0.167 | 0.319 | 0.201 | 0.190 | 0.634 | 10 |