| 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 | 3,594,623 | 699 | 1,053 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.005 | 0.755 | 1 |
| 1 | True | 2,860,576 | 1,164,072 | 117 | 3,318 | -0.011 | 0.001 | 0.001 | 0.011 | 0.005 | 0.005 | 0.245 | 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 | 3,004,430 | 720 | 1,053 | -0.025 | -0.003 | -0.013 | 0.025 | 0.018 | 0.018 | 0.829 | 2 |
| 1 | True | 2,691,309 | 620,096 | 95 | 2,386 | -0.024 | 0.000 | -0.012 | 0.024 | 0.019 | 0.019 | 0.171 | 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 | 2,409,217 | 714 | 1,066 | -0.037 | -0.007 | -0.027 | 0.037 | 0.031 | 0.031 | 0.659 | 3 |
| 1 | True | 2,857,388 | 1,244,827 | 101 | 2,039 | -0.037 | -0.001 | -0.025 | 0.037 | 0.031 | 0.031 | 0.341 | 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 | 2,238,065 | 693 | 910 | -0.051 | -0.012 | -0.041 | 0.051 | 0.044 | 0.044 | 0.677 | 4 |
| 1 | True | 3,668,744 | 1,065,751 | 122 | 2,284 | -0.051 | 0.002 | 0.038 | 0.051 | 0.044 | 0.044 | 0.323 | 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 | 2,017,941 | 713 | 922 | -0.065 | -0.019 | -0.054 | 0.065 | 0.058 | 0.058 | 0.616 | 5 |
| 1 | True | 4,087,865 | 1,256,764 | 102 | 2,205 | -0.064 | 0.004 | 0.051 | 0.065 | 0.058 | 0.058 | 0.384 | 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 | 2,340,790 | 697 | 951 | -0.081 | -0.028 | -0.070 | 0.081 | 0.073 | 0.073 | 0.714 | 6 |
| 1 | True | 4,175,764 | 939,311 | 118 | 2,457 | -0.081 | -0.001 | -0.065 | 0.081 | 0.073 | 0.073 | 0.286 | 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 | 2,681,728 | 711 | 909 | -0.101 | -0.040 | -0.087 | 0.101 | 0.090 | 0.090 | 0.794 | 7 |
| 1 | True | 4,453,747 | 694,207 | 104 | 1,903 | -0.101 | -0.003 | -0.082 | 0.100 | 0.090 | 0.089 | 0.206 | 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 | 2,301,554 | 700 | 882 | -0.125 | -0.052 | -0.108 | 0.125 | 0.112 | 0.111 | 0.701 | 8 |
| 1 | True | 5,519,567 | 981,571 | 115 | 2,070 | -0.123 | 0.012 | 0.103 | 0.125 | 0.112 | 0.112 | 0.299 | 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 | 2,025,490 | 689 | 821 | -0.161 | -0.068 | -0.133 | 0.161 | 0.141 | 0.139 | 0.759 | 9 |
| 1 | True | 4,451,713 | 644,523 | 126 | 1,957 | -0.161 | 0.023 | 0.129 | 0.161 | 0.141 | 0.141 | 0.241 | 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 | 1,775,818 | 659 | 627 | -0.423 | -0.151 | -0.192 | 0.316 | 0.209 | 0.198 | 0.369 | 10 |
| 1 | True | 7,184,927 | 3,030,946 | 156 | 1,973 | -0.338 | 0.040 | 0.170 | 0.307 | 0.202 | 0.193 | 0.631 | 10 |