| 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 | 2,978,966 | 703 | 890 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.780 | 1 |
| 1 | True | 2,856,579 | 839,088 | 115 | 3,205 | -0.012 | -0.001 | -0.002 | 0.011 | 0.006 | 0.005 | 0.220 | 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 | 2,928,941 | 701 | 983 | -0.025 | -0.001 | -0.013 | 0.025 | 0.019 | 0.019 | 0.740 | 2 |
| 1 | True | 2,699,423 | 1,027,178 | 117 | 1,991 | -0.025 | 0.001 | 0.013 | 0.025 | 0.019 | 0.019 | 0.260 | 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 | 2,291,931 | 701 | 904 | -0.038 | -0.006 | -0.027 | 0.038 | 0.032 | 0.032 | 0.734 | 3 |
| 1 | True | 3,458,474 | 828,959 | 117 | 1,966 | -0.038 | 0.002 | 0.026 | 0.038 | 0.031 | 0.031 | 0.266 | 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 | 2,392,247 | 714 | 910 | -0.051 | -0.008 | -0.040 | 0.051 | 0.045 | 0.045 | 0.650 | 4 |
| 1 | True | 3,549,879 | 1,285,436 | 103 | 2,105 | -0.050 | 0.003 | 0.039 | 0.051 | 0.045 | 0.045 | 0.350 | 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 | 1,947,989 | 705 | 932 | -0.067 | -0.018 | -0.056 | 0.067 | 0.059 | 0.059 | 0.709 | 5 |
| 1 | True | 3,965,423 | 799,310 | 113 | 2,038 | -0.067 | -0.003 | -0.052 | 0.066 | 0.059 | 0.058 | 0.291 | 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 | 1,943,776 | 709 | 928 | -0.083 | -0.025 | -0.070 | 0.082 | 0.075 | 0.075 | 0.595 | 6 |
| 1 | True | 4,535,839 | 1,325,702 | 109 | 2,975 | -0.083 | 0.005 | 0.068 | 0.082 | 0.075 | 0.075 | 0.405 | 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 | 2,080,064 | 704 | 908 | -0.100 | -0.031 | -0.087 | 0.100 | 0.091 | 0.091 | 0.691 | 7 |
| 1 | True | 4,098,661 | 930,329 | 113 | 1,907 | -0.100 | 0.001 | 0.083 | 0.100 | 0.091 | 0.091 | 0.309 | 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 | 1,759,626 | 704 | 923 | -0.123 | -0.047 | -0.106 | 0.123 | 0.111 | 0.110 | 0.738 | 8 |
| 1 | True | 4,781,298 | 625,537 | 114 | 2,165 | -0.123 | -0.004 | -0.100 | 0.123 | 0.111 | 0.110 | 0.262 | 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 | 2,784,730 | 690 | 882 | -0.159 | -0.065 | -0.132 | 0.159 | 0.139 | 0.138 | 0.823 | 9 |
| 1 | True | 4,057,599 | 596,896 | 128 | 1,701 | -0.159 | 0.027 | 0.128 | 0.159 | 0.140 | 0.139 | 0.177 | 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 | 2,578,060 | 662 | 596 | -0.380 | -0.144 | -0.185 | 0.292 | 0.203 | 0.191 | 0.468 | 10 |
| 1 | True | 7,932,421 | 2,929,735 | 156 | 2,082 | -0.315 | 0.035 | 0.168 | 0.305 | 0.201 | 0.194 | 0.532 | 10 |