| 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 | 3,064,939 | 690 | 1,008 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.758 | 1 |
| 1 | True | 3,208,707 | 976,142 | 129 | 2,972 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.242 | 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 | 3,463,947 | 718 | 1,052 | -0.025 | -0.002 | -0.013 | 0.025 | 0.019 | 0.019 | 0.837 | 2 |
| 1 | True | 2,200,653 | 674,329 | 101 | 1,660 | -0.024 | 0.002 | 0.013 | 0.024 | 0.019 | 0.018 | 0.163 | 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 | 3,029,510 | 715 | 1,063 | -0.037 | -0.005 | -0.026 | 0.037 | 0.031 | 0.031 | 0.724 | 3 |
| 1 | True | 3,391,140 | 1,155,791 | 103 | 2,704 | -0.037 | 0.002 | 0.025 | 0.037 | 0.031 | 0.032 | 0.276 | 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 | 2,330,117 | 718 | 962 | -0.051 | -0.014 | -0.041 | 0.051 | 0.044 | 0.044 | 0.746 | 4 |
| 1 | True | 3,468,382 | 791,714 | 101 | 2,301 | -0.051 | -0.002 | -0.038 | 0.051 | 0.043 | 0.043 | 0.254 | 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 | 1,970,608 | 709 | 931 | -0.066 | -0.019 | -0.054 | 0.066 | 0.058 | 0.058 | 0.651 | 5 |
| 1 | True | 4,411,941 | 1,054,521 | 109 | 2,512 | -0.065 | -0.001 | -0.051 | 0.066 | 0.058 | 0.057 | 0.349 | 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 | 2,101,736 | 709 | 895 | -0.081 | -0.032 | -0.070 | 0.081 | 0.074 | 0.074 | 0.583 | 6 |
| 1 | True | 3,856,199 | 1,500,727 | 110 | 2,315 | -0.081 | -0.001 | -0.000 | 0.081 | 0.073 | 0.072 | 0.417 | 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 | 1,554,839 | 700 | 825 | -0.100 | -0.039 | -0.087 | 0.100 | 0.090 | 0.090 | 0.688 | 7 |
| 1 | True | 5,933,385 | 704,513 | 118 | 2,024 | -0.100 | 0.009 | 0.083 | 0.100 | 0.091 | 0.091 | 0.312 | 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 | 2,745,828 | 716 | 895 | -0.125 | -0.057 | -0.109 | 0.124 | 0.112 | 0.112 | 0.850 | 8 |
| 1 | True | 5,128,060 | 483,803 | 103 | 1,950 | -0.124 | -0.020 | -0.102 | 0.124 | 0.111 | 0.110 | 0.150 | 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 | 2,277,259 | 689 | 813 | -0.164 | -0.072 | -0.136 | 0.163 | 0.142 | 0.142 | 0.806 | 9 |
| 1 | True | 4,123,174 | 548,592 | 129 | 1,605 | -0.163 | 0.030 | 0.130 | 0.162 | 0.144 | 0.144 | 0.194 | 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 | 2,157,890 | 673 | 532 | -0.420 | -0.155 | -0.195 | 0.309 | 0.214 | 0.201 | 0.417 | 10 |
| 1 | True | 8,109,678 | 3,020,544 | 146 | 2,101 | -0.326 | 0.066 | 0.177 | 0.314 | 0.202 | 0.195 | 0.583 | 10 |