| 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 | 3,634,867 | 706 | 1,034 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.811 | 1 |
| 1 | True | 2,795,391 | 847,781 | 112 | 3,268 | -0.012 | -0.001 | -0.002 | 0.012 | 0.006 | 0.005 | 0.189 | 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 | 2,661,990 | 708 | 933 | -0.025 | -0.003 | -0.014 | 0.025 | 0.019 | 0.019 | 0.701 | 2 |
| 1 | True | 3,755,683 | 1,137,797 | 110 | 2,240 | -0.025 | -0.003 | -0.013 | 0.025 | 0.019 | 0.019 | 0.299 | 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 | 2,110,321 | 691 | 888 | -0.038 | -0.005 | -0.027 | 0.038 | 0.032 | 0.031 | 0.682 | 3 |
| 1 | True | 3,532,781 | 986,188 | 127 | 1,948 | -0.038 | 0.004 | 0.026 | 0.038 | 0.031 | 0.031 | 0.318 | 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 | 2,264,926 | 718 | 912 | -0.052 | -0.010 | -0.040 | 0.052 | 0.045 | 0.045 | 0.646 | 4 |
| 1 | True | 4,002,646 | 1,239,629 | 99 | 2,158 | -0.051 | 0.000 | 0.038 | 0.051 | 0.045 | 0.044 | 0.354 | 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 | 2,358,178 | 729 | 978 | -0.066 | -0.022 | -0.056 | 0.066 | 0.059 | 0.059 | 0.805 | 5 |
| 1 | True | 2,708,692 | 569,781 | 89 | 1,883 | -0.066 | -0.002 | -0.053 | 0.066 | 0.060 | 0.059 | 0.195 | 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 | 2,059,409 | 697 | 979 | -0.082 | -0.025 | -0.070 | 0.082 | 0.074 | 0.074 | 0.613 | 6 |
| 1 | True | 4,487,547 | 1,302,059 | 121 | 2,967 | -0.082 | 0.003 | 0.068 | 0.082 | 0.074 | 0.075 | 0.387 | 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 | 1,829,688 | 703 | 867 | -0.100 | -0.035 | -0.087 | 0.100 | 0.091 | 0.091 | 0.644 | 7 |
| 1 | True | 6,149,007 | 1,009,828 | 114 | 2,149 | -0.099 | -0.002 | -0.082 | 0.100 | 0.090 | 0.089 | 0.356 | 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 | 2,695,173 | 702 | 916 | -0.123 | -0.047 | -0.106 | 0.123 | 0.111 | 0.111 | 0.827 | 8 |
| 1 | True | 4,826,469 | 563,830 | 116 | 1,979 | -0.123 | -0.009 | -0.101 | 0.123 | 0.111 | 0.111 | 0.173 | 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 | 1,791,407 | 699 | 856 | -0.158 | -0.067 | -0.132 | 0.158 | 0.139 | 0.138 | 0.758 | 9 |
| 1 | True | 3,917,543 | 570,451 | 119 | 1,672 | -0.155 | 0.037 | 0.129 | 0.158 | 0.139 | 0.140 | 0.242 | 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 | 2,575,460 | 655 | 602 | -0.397 | -0.141 | -0.187 | 0.292 | 0.203 | 0.192 | 0.463 | 10 |
| 1 | True | 8,242,530 | 2,987,511 | 163 | 1,941 | -0.318 | 0.026 | 0.164 | 0.301 | 0.201 | 0.194 | 0.537 | 10 |