| 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 | 3,252,699 | 704 | 1,161 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.770 | 1 |
| 1 | True | 2,813,333 | 971,659 | 115 | 2,995 | -0.012 | 0.000 | -0.000 | 0.012 | 0.006 | 0.007 | 0.230 | 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 | 2,842,036 | 723 | 1,011 | -0.025 | -0.002 | -0.014 | 0.025 | 0.018 | 0.018 | 0.789 | 2 |
| 1 | True | 2,474,739 | 757,989 | 96 | 2,132 | -0.024 | 0.003 | 0.013 | 0.025 | 0.018 | 0.017 | 0.211 | 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 | 3,113,502 | 693 | 1,067 | -0.038 | -0.006 | -0.027 | 0.038 | 0.031 | 0.031 | 0.722 | 3 |
| 1 | True | 3,883,761 | 1,197,851 | 126 | 2,756 | -0.038 | -0.002 | -0.025 | 0.037 | 0.031 | 0.031 | 0.278 | 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 | 2,573,766 | 708 | 1,016 | -0.051 | -0.012 | -0.041 | 0.051 | 0.045 | 0.045 | 0.785 | 4 |
| 1 | True | 3,669,666 | 703,056 | 111 | 1,843 | -0.051 | 0.003 | 0.039 | 0.051 | 0.044 | 0.044 | 0.215 | 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 | 2,341,410 | 706 | 922 | -0.065 | -0.020 | -0.055 | 0.065 | 0.058 | 0.058 | 0.695 | 5 |
| 1 | True | 4,692,396 | 1,029,331 | 113 | 2,440 | -0.065 | -0.003 | -0.052 | 0.065 | 0.058 | 0.058 | 0.305 | 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 | 2,054,354 | 714 | 871 | -0.082 | -0.032 | -0.071 | 0.082 | 0.074 | 0.074 | 0.593 | 6 |
| 1 | True | 3,708,104 | 1,408,022 | 105 | 2,235 | -0.082 | -0.005 | -0.067 | 0.082 | 0.074 | 0.074 | 0.407 | 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 | 2,480,536 | 703 | 769 | -0.101 | -0.044 | -0.087 | 0.101 | 0.091 | 0.091 | 0.718 | 7 |
| 1 | True | 5,390,182 | 975,806 | 116 | 1,939 | -0.101 | 0.006 | 0.083 | 0.101 | 0.090 | 0.089 | 0.282 | 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 | 2,445,264 | 711 | 938 | -0.127 | -0.051 | -0.108 | 0.127 | 0.114 | 0.113 | 0.839 | 8 |
| 1 | True | 5,348,181 | 467,941 | 108 | 1,949 | -0.127 | 0.004 | 0.101 | 0.126 | 0.113 | 0.112 | 0.161 | 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 | 1,775,389 | 688 | 780 | -0.165 | -0.084 | -0.138 | 0.165 | 0.144 | 0.143 | 0.689 | 9 |
| 1 | True | 4,547,121 | 802,314 | 131 | 1,748 | -0.164 | 0.020 | 0.131 | 0.163 | 0.145 | 0.145 | 0.311 | 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 | 1,847,308 | 681 | 520 | -0.411 | -0.162 | -0.199 | 0.317 | 0.218 | 0.203 | 0.373 | 10 |
| 1 | True | 7,421,565 | 3,111,300 | 138 | 2,117 | -0.339 | 0.074 | 0.184 | 0.320 | 0.205 | 0.196 | 0.627 | 10 |