| 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 | 2,885,798 | 722 | 969 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.805 | 1 |
| 1 | True | 2,390,698 | 700,682 | 99 | 2,799 | -0.012 | 0.001 | 0.002 | 0.012 | 0.007 | 0.006 | 0.195 | 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 | 2,703,812 | 702 | 983 | -0.025 | -0.002 | -0.014 | 0.025 | 0.019 | 0.019 | 0.730 | 2 |
| 1 | True | 3,239,679 | 999,983 | 118 | 2,568 | -0.025 | -0.001 | -0.013 | 0.025 | 0.019 | 0.019 | 0.270 | 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 | 2,697,116 | 693 | 972 | -0.037 | -0.004 | -0.026 | 0.037 | 0.031 | 0.031 | 0.817 | 3 |
| 1 | True | 4,095,066 | 603,836 | 128 | 1,958 | -0.037 | -0.002 | -0.026 | 0.037 | 0.032 | 0.032 | 0.183 | 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 | 3,012,929 | 712 | 919 | -0.050 | -0.011 | -0.040 | 0.050 | 0.044 | 0.044 | 0.756 | 4 |
| 1 | True | 2,946,890 | 974,900 | 108 | 1,604 | -0.050 | 0.004 | 0.039 | 0.050 | 0.044 | 0.044 | 0.244 | 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 | 2,561,098 | 744 | 953 | -0.065 | -0.016 | -0.054 | 0.065 | 0.058 | 0.058 | 0.707 | 5 |
| 1 | True | 2,775,858 | 1,060,536 | 77 | 3,463 | -0.065 | -0.011 | -0.051 | 0.065 | 0.057 | 0.056 | 0.293 | 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 | 1,875,676 | 713 | 893 | -0.080 | -0.023 | -0.069 | 0.080 | 0.073 | 0.073 | 0.652 | 6 |
| 1 | True | 5,091,435 | 1,002,271 | 107 | 2,453 | -0.080 | 0.005 | 0.066 | 0.080 | 0.073 | 0.072 | 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 | 1,988,132 | 686 | 868 | -0.099 | -0.039 | -0.087 | 0.099 | 0.090 | 0.090 | 0.570 | 7 |
| 1 | True | 5,546,460 | 1,497,606 | 134 | 2,755 | -0.099 | 0.019 | 0.084 | 0.099 | 0.090 | 0.090 | 0.430 | 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 | 2,887,518 | 709 | 793 | -0.124 | -0.050 | -0.107 | 0.123 | 0.111 | 0.110 | 0.864 | 8 |
| 1 | True | 4,228,682 | 454,645 | 112 | 1,902 | -0.123 | 0.007 | 0.102 | 0.123 | 0.111 | 0.111 | 0.136 | 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 | 2,884,679 | 700 | 868 | -0.161 | -0.072 | -0.133 | 0.160 | 0.140 | 0.138 | 0.818 | 9 |
| 1 | True | 3,585,790 | 643,616 | 120 | 1,634 | -0.158 | 0.022 | 0.127 | 0.160 | 0.141 | 0.139 | 0.182 | 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 | 1,561,227 | 667 | 540 | -0.367 | -0.148 | -0.190 | 0.289 | 0.209 | 0.197 | 0.320 | 10 |
| 1 | True | 7,792,664 | 3,323,043 | 154 | 1,959 | -0.286 | 0.071 | 0.181 | 0.321 | 0.200 | 0.193 | 0.680 | 10 |