| 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 | 3,451,055 | 685 | 1,201 | -0.013 | -0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.725 | 1 |
| 1 | True | 3,308,281 | 1,311,633 | 134 | 2,685 | -0.013 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.275 | 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 | 2,935,074 | 708 | 917 | -0.025 | -0.002 | -0.014 | 0.025 | 0.019 | 0.019 | 0.828 | 2 |
| 1 | True | 2,997,859 | 611,392 | 111 | 1,933 | -0.025 | -0.002 | -0.014 | 0.025 | 0.019 | 0.019 | 0.172 | 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 | 3,082,005 | 722 | 919 | -0.038 | -0.007 | -0.027 | 0.038 | 0.032 | 0.032 | 0.802 | 3 |
| 1 | True | 2,683,750 | 758,802 | 97 | 2,662 | -0.038 | 0.003 | 0.026 | 0.038 | 0.033 | 0.034 | 0.198 | 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 | 2,234,563 | 706 | 951 | -0.052 | -0.010 | -0.041 | 0.052 | 0.045 | 0.045 | 0.705 | 4 |
| 1 | True | 3,441,376 | 934,743 | 112 | 2,643 | -0.052 | -0.002 | -0.040 | 0.052 | 0.045 | 0.045 | 0.295 | 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 | 2,053,370 | 718 | 955 | -0.066 | -0.022 | -0.056 | 0.066 | 0.059 | 0.059 | 0.627 | 5 |
| 1 | True | 3,886,108 | 1,223,606 | 101 | 2,241 | -0.066 | 0.000 | 0.052 | 0.066 | 0.059 | 0.059 | 0.373 | 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 | 2,167,862 | 699 | 838 | -0.082 | -0.029 | -0.071 | 0.082 | 0.074 | 0.073 | 0.652 | 6 |
| 1 | True | 4,647,338 | 1,155,045 | 120 | 2,224 | -0.081 | -0.001 | -0.067 | 0.082 | 0.073 | 0.073 | 0.348 | 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 | 1,427,125 | 705 | 841 | -0.101 | -0.041 | -0.088 | 0.101 | 0.092 | 0.091 | 0.625 | 7 |
| 1 | True | 4,579,790 | 856,427 | 113 | 1,901 | -0.100 | -0.002 | -0.083 | 0.100 | 0.091 | 0.091 | 0.375 | 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 | 2,854,922 | 718 | 853 | -0.125 | -0.052 | -0.108 | 0.125 | 0.112 | 0.112 | 0.848 | 8 |
| 1 | True | 4,238,802 | 509,936 | 101 | 1,985 | -0.125 | -0.002 | -0.102 | 0.125 | 0.111 | 0.111 | 0.152 | 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 | 2,800,951 | 680 | 869 | -0.163 | -0.076 | -0.136 | 0.162 | 0.142 | 0.141 | 0.792 | 9 |
| 1 | True | 4,701,888 | 734,108 | 139 | 1,498 | -0.163 | 0.034 | 0.132 | 0.162 | 0.143 | 0.143 | 0.208 | 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 | 1,672,883 | 682 | 533 | -0.405 | -0.157 | -0.193 | 0.304 | 0.212 | 0.200 | 0.346 | 10 |
| 1 | True | 7,279,722 | 3,159,109 | 137 | 2,287 | -0.333 | 0.069 | 0.184 | 0.306 | 0.205 | 0.198 | 0.654 | 10 |