| 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 | 2,978,477 | 698 | 1,047 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.785 | 1 |
| 1 | True | 2,964,031 | 817,510 | 120 | 2,703 | -0.012 | -0.001 | -0.002 | 0.012 | 0.006 | 0.006 | 0.215 | 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 | 4,091,154 | 702 | 962 | -0.024 | -0.003 | -0.014 | 0.024 | 0.018 | 0.019 | 0.833 | 2 |
| 1 | True | 2,440,115 | 821,484 | 116 | 2,118 | -0.024 | -0.000 | -0.012 | 0.024 | 0.018 | 0.018 | 0.167 | 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 | 2,591,486 | 722 | 1,066 | -0.038 | -0.007 | -0.027 | 0.038 | 0.031 | 0.031 | 0.716 | 3 |
| 1 | True | 2,957,914 | 1,028,561 | 96 | 2,211 | -0.038 | 0.003 | 0.026 | 0.037 | 0.031 | 0.031 | 0.284 | 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 | 2,201,876 | 696 | 954 | -0.052 | -0.012 | -0.041 | 0.052 | 0.045 | 0.045 | 0.691 | 4 |
| 1 | True | 4,231,580 | 985,509 | 121 | 2,177 | -0.052 | -0.003 | -0.040 | 0.052 | 0.044 | 0.044 | 0.309 | 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 | 1,836,099 | 719 | 935 | -0.067 | -0.022 | -0.055 | 0.066 | 0.059 | 0.059 | 0.720 | 5 |
| 1 | True | 3,650,655 | 713,868 | 99 | 2,671 | -0.066 | 0.001 | 0.052 | 0.067 | 0.059 | 0.059 | 0.280 | 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 | 1,963,064 | 703 | 823 | -0.082 | -0.032 | -0.071 | 0.082 | 0.074 | 0.074 | 0.546 | 6 |
| 1 | True | 4,131,100 | 1,635,001 | 115 | 2,356 | -0.082 | 0.002 | 0.067 | 0.082 | 0.074 | 0.074 | 0.454 | 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 | 2,844,558 | 702 | 896 | -0.100 | -0.043 | -0.087 | 0.100 | 0.091 | 0.091 | 0.794 | 7 |
| 1 | True | 5,329,621 | 737,998 | 115 | 1,921 | -0.100 | -0.001 | -0.082 | 0.100 | 0.091 | 0.091 | 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 | 2,211,734 | 710 | 834 | -0.124 | -0.054 | -0.108 | 0.124 | 0.112 | 0.111 | 0.791 | 8 |
| 1 | True | 4,748,739 | 585,417 | 108 | 1,961 | -0.123 | -0.011 | -0.102 | 0.124 | 0.112 | 0.111 | 0.209 | 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 | 1,638,646 | 697 | 810 | -0.163 | -0.077 | -0.135 | 0.163 | 0.142 | 0.141 | 0.740 | 9 |
| 1 | True | 3,439,785 | 576,556 | 121 | 1,710 | -0.163 | 0.022 | 0.131 | 0.162 | 0.145 | 0.144 | 0.260 | 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 | 1,989,252 | 663 | 524 | -0.402 | -0.150 | -0.194 | 0.315 | 0.212 | 0.200 | 0.401 | 10 |
| 1 | True | 8,123,582 | 2,975,034 | 155 | 1,918 | -0.325 | 0.063 | 0.176 | 0.318 | 0.204 | 0.194 | 0.599 | 10 |