| 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 | 3,317,080 | 709 | 947 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.803 | 1 |
| 1 | True | 3,186,814 | 811,998 | 109 | 2,949 | -0.012 | 0.000 | 0.000 | 0.012 | 0.007 | 0.007 | 0.197 | 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 | 2,550,741 | 695 | 990 | -0.025 | -0.004 | -0.014 | 0.025 | 0.018 | 0.018 | 0.645 | 2 |
| 1 | True | 3,400,328 | 1,402,526 | 123 | 2,668 | -0.025 | -0.002 | -0.013 | 0.025 | 0.019 | 0.019 | 0.355 | 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 | 2,809,826 | 717 | 1,024 | -0.038 | -0.006 | -0.027 | 0.038 | 0.031 | 0.031 | 0.722 | 3 |
| 1 | True | 3,351,369 | 1,083,731 | 101 | 2,190 | -0.038 | 0.006 | 0.028 | 0.038 | 0.032 | 0.032 | 0.278 | 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 | 2,201,590 | 708 | 961 | -0.052 | -0.015 | -0.042 | 0.052 | 0.045 | 0.045 | 0.635 | 4 |
| 1 | True | 3,671,906 | 1,264,653 | 110 | 2,141 | -0.052 | -0.005 | -0.040 | 0.052 | 0.046 | 0.046 | 0.365 | 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 | 2,482,723 | 712 | 984 | -0.066 | -0.019 | -0.055 | 0.066 | 0.059 | 0.059 | 0.786 | 5 |
| 1 | True | 4,191,431 | 677,372 | 106 | 2,456 | -0.066 | 0.001 | 0.052 | 0.066 | 0.060 | 0.060 | 0.214 | 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 | 1,855,257 | 702 | 915 | -0.081 | -0.029 | -0.070 | 0.081 | 0.074 | 0.073 | 0.639 | 6 |
| 1 | True | 4,311,523 | 1,046,518 | 116 | 1,948 | -0.081 | -0.013 | -0.068 | 0.081 | 0.074 | 0.075 | 0.361 | 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 | 1,536,562 | 716 | 877 | -0.100 | -0.041 | -0.087 | 0.100 | 0.090 | 0.090 | 0.659 | 7 |
| 1 | True | 4,892,823 | 795,232 | 102 | 2,710 | -0.100 | 0.010 | 0.083 | 0.100 | 0.091 | 0.091 | 0.341 | 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 | 1,586,104 | 706 | 881 | -0.124 | -0.051 | -0.107 | 0.124 | 0.111 | 0.111 | 0.631 | 8 |
| 1 | True | 4,645,318 | 925,935 | 112 | 2,287 | -0.124 | -0.006 | -0.101 | 0.124 | 0.111 | 0.110 | 0.369 | 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 | 3,661,540 | 686 | 836 | -0.160 | -0.067 | -0.133 | 0.160 | 0.140 | 0.139 | 0.846 | 9 |
| 1 | True | 4,746,011 | 666,308 | 132 | 1,673 | -0.158 | 0.022 | 0.130 | 0.160 | 0.142 | 0.144 | 0.154 | 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 | 1,745,043 | 661 | 614 | -0.420 | -0.147 | -0.189 | 0.312 | 0.207 | 0.196 | 0.372 | 10 |
| 1 | True | 8,282,906 | 2,948,998 | 157 | 2,055 | -0.328 | 0.048 | 0.171 | 0.314 | 0.203 | 0.195 | 0.628 | 10 |