| 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 | 2,867,375 | 717 | 1,061 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.007 | 0.792 | 1 |
| 1 | True | 2,877,926 | 750,832 | 104 | 2,771 | -0.012 | 0.001 | 0.001 | 0.012 | 0.005 | 0.005 | 0.208 | 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 | 3,125,596 | 697 | 951 | -0.025 | -0.003 | -0.014 | 0.025 | 0.019 | 0.019 | 0.724 | 2 |
| 1 | True | 2,663,328 | 1,192,030 | 123 | 2,581 | -0.025 | -0.002 | -0.013 | 0.024 | 0.018 | 0.018 | 0.276 | 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 | 3,607,315 | 708 | 987 | -0.037 | -0.005 | -0.027 | 0.037 | 0.031 | 0.031 | 0.843 | 3 |
| 1 | True | 3,012,309 | 671,452 | 113 | 1,801 | -0.037 | 0.001 | 0.025 | 0.037 | 0.031 | 0.031 | 0.157 | 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 | 2,353,568 | 715 | 955 | -0.051 | -0.010 | -0.040 | 0.051 | 0.044 | 0.044 | 0.747 | 4 |
| 1 | True | 3,910,725 | 796,155 | 105 | 1,969 | -0.050 | -0.001 | -0.038 | 0.051 | 0.044 | 0.044 | 0.253 | 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 | 2,212,568 | 723 | 944 | -0.065 | -0.019 | -0.054 | 0.065 | 0.058 | 0.058 | 0.685 | 5 |
| 1 | True | 3,766,723 | 1,015,674 | 98 | 2,468 | -0.064 | -0.004 | -0.052 | 0.064 | 0.058 | 0.057 | 0.315 | 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 | 2,078,159 | 714 | 855 | -0.081 | -0.029 | -0.069 | 0.081 | 0.072 | 0.072 | 0.595 | 6 |
| 1 | True | 4,756,258 | 1,414,995 | 106 | 2,952 | -0.081 | 0.003 | 0.065 | 0.080 | 0.072 | 0.073 | 0.405 | 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 | 1,421,825 | 689 | 824 | -0.100 | -0.040 | -0.087 | 0.100 | 0.090 | 0.090 | 0.587 | 7 |
| 1 | True | 5,182,299 | 1,000,039 | 131 | 1,933 | -0.099 | 0.000 | -0.081 | 0.100 | 0.090 | 0.091 | 0.413 | 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 | 2,810,342 | 723 | 782 | -0.123 | -0.048 | -0.106 | 0.123 | 0.111 | 0.110 | 0.867 | 8 |
| 1 | True | 3,922,636 | 432,175 | 98 | 1,778 | -0.122 | 0.000 | 0.000 | 0.123 | 0.111 | 0.111 | 0.133 | 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 | 2,624,489 | 688 | 880 | -0.162 | -0.074 | -0.134 | 0.162 | 0.140 | 0.138 | 0.790 | 9 |
| 1 | True | 4,381,460 | 697,470 | 132 | 1,548 | -0.159 | 0.028 | 0.130 | 0.162 | 0.142 | 0.142 | 0.210 | 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 | 1,859,182 | 673 | 537 | -0.386 | -0.144 | -0.188 | 0.294 | 0.208 | 0.196 | 0.362 | 10 |
| 1 | True | 7,437,257 | 3,271,233 | 148 | 1,990 | -0.295 | 0.066 | 0.180 | 0.309 | 0.204 | 0.196 | 0.638 | 10 |