| 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 | 2,762,820 | 690 | 1,071 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.743 | 1 |
| 1 | True | 2,794,458 | 954,771 | 129 | 2,726 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.257 | 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 | 3,351,709 | 718 | 1,065 | -0.024 | -0.002 | -0.013 | 0.025 | 0.018 | 0.018 | 0.831 | 2 |
| 1 | True | 2,722,128 | 682,582 | 101 | 2,140 | -0.024 | 0.003 | 0.015 | 0.024 | 0.019 | 0.019 | 0.169 | 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 | 3,144,770 | 714 | 1,053 | -0.038 | -0.006 | -0.026 | 0.038 | 0.031 | 0.031 | 0.720 | 3 |
| 1 | True | 3,357,056 | 1,220,883 | 104 | 2,947 | -0.037 | -0.000 | -0.025 | 0.037 | 0.031 | 0.031 | 0.280 | 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 | 2,498,984 | 705 | 1,011 | -0.050 | -0.015 | -0.041 | 0.050 | 0.044 | 0.044 | 0.788 | 4 |
| 1 | True | 3,883,602 | 672,566 | 114 | 2,011 | -0.050 | -0.004 | -0.038 | 0.050 | 0.044 | 0.044 | 0.212 | 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 | 2,250,358 | 711 | 935 | -0.065 | -0.018 | -0.054 | 0.065 | 0.058 | 0.057 | 0.663 | 5 |
| 1 | True | 4,022,923 | 1,143,201 | 107 | 2,358 | -0.065 | -0.002 | -0.051 | 0.065 | 0.058 | 0.058 | 0.337 | 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 | 2,198,609 | 721 | 899 | -0.080 | -0.033 | -0.070 | 0.080 | 0.073 | 0.073 | 0.586 | 6 |
| 1 | True | 3,553,431 | 1,556,387 | 98 | 2,434 | -0.080 | -0.001 | -0.000 | 0.080 | 0.073 | 0.072 | 0.414 | 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 | 1,445,909 | 687 | 813 | -0.100 | -0.044 | -0.087 | 0.100 | 0.090 | 0.090 | 0.663 | 7 |
| 1 | True | 5,368,964 | 733,581 | 131 | 1,902 | -0.099 | 0.003 | 0.081 | 0.100 | 0.090 | 0.090 | 0.337 | 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 | 2,947,745 | 723 | 921 | -0.125 | -0.050 | -0.107 | 0.125 | 0.112 | 0.112 | 0.854 | 8 |
| 1 | True | 4,836,003 | 505,670 | 96 | 2,104 | -0.125 | 0.002 | 0.001 | 0.124 | 0.112 | 0.111 | 0.146 | 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 | 2,242,940 | 680 | 796 | -0.164 | -0.079 | -0.136 | 0.164 | 0.142 | 0.141 | 0.754 | 9 |
| 1 | True | 4,112,666 | 733,639 | 138 | 1,569 | -0.163 | 0.024 | 0.132 | 0.164 | 0.145 | 0.144 | 0.246 | 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 | 2,130,797 | 682 | 524 | -0.442 | -0.159 | -0.196 | 0.315 | 0.215 | 0.201 | 0.426 | 10 |
| 1 | True | 7,430,170 | 2,865,945 | 137 | 2,126 | -0.325 | 0.068 | 0.181 | 0.309 | 0.205 | 0.197 | 0.574 | 10 |