| 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 | 3,297,505 | 699 | 1,134 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.764 | 1 |
| 1 | True | 3,199,925 | 1,016,216 | 120 | 2,715 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.236 | 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 | 2,414,716 | 717 | 964 | -0.025 | -0.003 | -0.014 | 0.025 | 0.018 | 0.018 | 0.794 | 2 |
| 1 | True | 2,388,885 | 627,043 | 102 | 1,914 | -0.024 | 0.000 | 0.012 | 0.025 | 0.018 | 0.019 | 0.206 | 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 | 3,383,254 | 708 | 1,004 | -0.038 | -0.006 | -0.027 | 0.038 | 0.031 | 0.031 | 0.766 | 3 |
| 1 | True | 2,887,685 | 1,032,000 | 111 | 2,436 | -0.037 | -0.002 | -0.026 | 0.037 | 0.031 | 0.032 | 0.234 | 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 | 2,566,335 | 711 | 934 | -0.051 | -0.011 | -0.040 | 0.051 | 0.044 | 0.044 | 0.772 | 4 |
| 1 | True | 3,688,708 | 756,359 | 108 | 2,414 | -0.051 | 0.003 | 0.038 | 0.050 | 0.044 | 0.043 | 0.228 | 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 | 2,051,005 | 701 | 955 | -0.065 | -0.018 | -0.054 | 0.065 | 0.058 | 0.058 | 0.572 | 5 |
| 1 | True | 4,369,650 | 1,534,965 | 118 | 2,614 | -0.065 | -0.001 | -0.051 | 0.065 | 0.058 | 0.058 | 0.428 | 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 | 2,275,716 | 714 | 861 | -0.081 | -0.029 | -0.070 | 0.081 | 0.073 | 0.073 | 0.670 | 6 |
| 1 | True | 4,117,315 | 1,119,897 | 105 | 2,323 | -0.081 | -0.005 | -0.066 | 0.081 | 0.073 | 0.074 | 0.330 | 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 | 1,343,091 | 705 | 821 | -0.101 | -0.045 | -0.087 | 0.101 | 0.091 | 0.091 | 0.610 | 7 |
| 1 | True | 4,680,003 | 859,365 | 114 | 1,867 | -0.101 | 0.006 | 0.082 | 0.100 | 0.090 | 0.090 | 0.390 | 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 | 3,771,186 | 709 | 890 | -0.125 | -0.049 | -0.107 | 0.125 | 0.112 | 0.112 | 0.869 | 8 |
| 1 | True | 5,084,187 | 570,025 | 110 | 2,381 | -0.125 | 0.011 | 0.104 | 0.125 | 0.113 | 0.112 | 0.131 | 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 | 1,958,889 | 693 | 823 | -0.164 | -0.082 | -0.136 | 0.163 | 0.142 | 0.141 | 0.701 | 9 |
| 1 | True | 4,083,475 | 836,629 | 126 | 1,551 | -0.164 | 0.017 | 0.131 | 0.163 | 0.145 | 0.145 | 0.299 | 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 | 1,614,526 | 675 | 521 | -0.412 | -0.157 | -0.196 | 0.314 | 0.215 | 0.203 | 0.347 | 10 |
| 1 | True | 7,494,745 | 3,035,661 | 144 | 1,908 | -0.333 | 0.069 | 0.184 | 0.321 | 0.204 | 0.193 | 0.653 | 10 |