| 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 | 3,703,519 | 707 | 1,002 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.847 | 1 |
| 1 | True | 2,375,779 | 670,971 | 111 | 2,980 | -0.012 | -0.001 | -0.000 | 0.012 | 0.006 | 0.005 | 0.153 | 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 | 2,310,631 | 698 | 948 | -0.025 | -0.003 | -0.014 | 0.025 | 0.019 | 0.019 | 0.629 | 2 |
| 1 | True | 4,183,537 | 1,361,709 | 120 | 2,149 | -0.025 | -0.002 | -0.014 | 0.025 | 0.018 | 0.019 | 0.371 | 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 | 2,419,981 | 708 | 890 | -0.038 | -0.007 | -0.028 | 0.038 | 0.032 | 0.032 | 0.742 | 3 |
| 1 | True | 3,011,761 | 840,205 | 110 | 2,113 | -0.038 | 0.006 | 0.027 | 0.038 | 0.031 | 0.031 | 0.258 | 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 | 2,451,874 | 705 | 1,035 | -0.052 | -0.013 | -0.042 | 0.052 | 0.046 | 0.046 | 0.634 | 4 |
| 1 | True | 3,693,945 | 1,414,605 | 113 | 2,092 | -0.052 | -0.001 | -0.038 | 0.052 | 0.045 | 0.045 | 0.366 | 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 | 2,136,261 | 723 | 924 | -0.066 | -0.019 | -0.056 | 0.066 | 0.059 | 0.059 | 0.760 | 5 |
| 1 | True | 3,696,277 | 673,887 | 95 | 1,955 | -0.066 | -0.006 | -0.054 | 0.066 | 0.059 | 0.059 | 0.240 | 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 | 2,148,263 | 704 | 981 | -0.082 | -0.027 | -0.070 | 0.081 | 0.074 | 0.074 | 0.711 | 6 |
| 1 | True | 3,410,026 | 873,241 | 114 | 2,568 | -0.082 | 0.007 | 0.067 | 0.081 | 0.074 | 0.074 | 0.289 | 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 | 1,546,959 | 700 | 892 | -0.100 | -0.038 | -0.087 | 0.100 | 0.091 | 0.090 | 0.543 | 7 |
| 1 | True | 4,678,883 | 1,301,185 | 118 | 2,117 | -0.099 | 0.002 | 0.082 | 0.100 | 0.090 | 0.090 | 0.457 | 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 | 2,765,533 | 708 | 854 | -0.123 | -0.052 | -0.107 | 0.123 | 0.112 | 0.112 | 0.808 | 8 |
| 1 | True | 4,621,551 | 655,743 | 110 | 2,241 | -0.123 | -0.012 | -0.102 | 0.120 | 0.110 | 0.109 | 0.192 | 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 | 2,625,433 | 692 | 863 | -0.161 | -0.071 | -0.134 | 0.160 | 0.140 | 0.139 | 0.803 | 9 |
| 1 | True | 4,250,868 | 642,408 | 126 | 1,641 | -0.160 | 0.035 | 0.132 | 0.160 | 0.142 | 0.143 | 0.197 | 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 | 1,732,193 | 658 | 584 | -0.400 | -0.152 | -0.192 | 0.310 | 0.207 | 0.197 | 0.373 | 10 |
| 1 | True | 8,005,929 | 2,908,097 | 160 | 2,034 | -0.323 | 0.039 | 0.167 | 0.306 | 0.203 | 0.198 | 0.627 | 10 |