| 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 | 3,146,911 | 709 | 977 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.735 | 1 |
| 1 | True | 2,443,926 | 1,133,273 | 107 | 3,181 | -0.012 | 0.001 | 0.000 | 0.011 | 0.005 | 0.005 | 0.265 | 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 | 2,957,536 | 715 | 1,026 | -0.023 | -0.002 | -0.013 | 0.024 | 0.018 | 0.018 | 0.786 | 2 |
| 1 | True | 3,197,081 | 804,600 | 100 | 2,340 | -0.023 | -0.001 | -0.012 | 0.023 | 0.018 | 0.018 | 0.214 | 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 | 2,758,431 | 709 | 1,025 | -0.036 | -0.004 | -0.025 | 0.036 | 0.030 | 0.030 | 0.749 | 3 |
| 1 | True | 3,061,177 | 926,606 | 106 | 1,942 | -0.036 | -0.002 | -0.025 | 0.036 | 0.031 | 0.031 | 0.251 | 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 | 2,223,360 | 698 | 919 | -0.050 | -0.008 | -0.039 | 0.050 | 0.043 | 0.043 | 0.651 | 4 |
| 1 | True | 3,973,864 | 1,192,673 | 117 | 2,433 | -0.050 | 0.003 | 0.037 | 0.050 | 0.043 | 0.043 | 0.349 | 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 | 2,434,771 | 710 | 958 | -0.065 | -0.017 | -0.054 | 0.064 | 0.057 | 0.057 | 0.642 | 5 |
| 1 | True | 4,438,113 | 1,357,750 | 105 | 2,599 | -0.065 | 0.005 | 0.052 | 0.064 | 0.057 | 0.057 | 0.358 | 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 | 1,970,478 | 712 | 884 | -0.080 | -0.028 | -0.069 | 0.080 | 0.073 | 0.072 | 0.694 | 6 |
| 1 | True | 4,497,327 | 869,128 | 103 | 2,287 | -0.080 | 0.005 | 0.065 | 0.080 | 0.073 | 0.073 | 0.306 | 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 | 1,575,272 | 689 | 977 | -0.099 | -0.031 | -0.084 | 0.099 | 0.090 | 0.090 | 0.656 | 7 |
| 1 | True | 5,291,022 | 825,112 | 126 | 2,114 | -0.099 | -0.008 | -0.082 | 0.099 | 0.090 | 0.090 | 0.344 | 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 | 3,465,659 | 698 | 943 | -0.123 | -0.048 | -0.106 | 0.123 | 0.111 | 0.110 | 0.844 | 8 |
| 1 | True | 4,224,422 | 638,453 | 117 | 2,040 | -0.123 | -0.004 | -0.100 | 0.123 | 0.111 | 0.110 | 0.156 | 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 | 2,168,184 | 688 | 855 | -0.160 | -0.065 | -0.133 | 0.160 | 0.140 | 0.139 | 0.686 | 9 |
| 1 | True | 5,351,933 | 990,956 | 127 | 2,107 | -0.159 | 0.029 | 0.128 | 0.158 | 0.141 | 0.141 | 0.314 | 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 | 1,726,563 | 664 | 688 | -0.399 | -0.142 | -0.185 | 0.303 | 0.203 | 0.192 | 0.367 | 10 |
| 1 | True | 7,300,557 | 2,979,780 | 151 | 1,864 | -0.345 | 0.032 | 0.169 | 0.296 | 0.200 | 0.191 | 0.633 | 10 |