| 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 | 2,620,896 | 710 | 935 | -0.013 | -0.000 | -0.000 | 0.013 | 0.007 | 0.006 | 0.763 | 1 |
| 1 | True | 2,883,127 | 812,115 | 111 | 2,949 | -0.013 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.237 | 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 | 2,768,817 | 705 | 899 | -0.026 | -0.001 | -0.014 | 0.026 | 0.020 | 0.020 | 0.745 | 2 |
| 1 | True | 3,294,807 | 945,721 | 115 | 2,128 | -0.026 | -0.001 | -0.014 | 0.026 | 0.020 | 0.020 | 0.255 | 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 | 2,416,840 | 693 | 900 | -0.038 | -0.006 | -0.028 | 0.038 | 0.032 | 0.032 | 0.748 | 3 |
| 1 | True | 3,469,046 | 813,177 | 127 | 1,911 | -0.038 | 0.000 | 0.027 | 0.038 | 0.033 | 0.033 | 0.252 | 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 | 3,078,372 | 705 | 1,022 | -0.051 | -0.009 | -0.041 | 0.051 | 0.045 | 0.045 | 0.830 | 4 |
| 1 | True | 3,557,482 | 629,267 | 115 | 1,606 | -0.051 | 0.002 | 0.039 | 0.051 | 0.045 | 0.044 | 0.170 | 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 | 2,356,548 | 753 | 934 | -0.066 | -0.013 | -0.054 | 0.066 | 0.059 | 0.059 | 0.663 | 5 |
| 1 | True | 2,376,865 | 1,195,751 | 68 | 3,703 | -0.066 | -0.000 | 0.000 | 0.066 | 0.058 | 0.058 | 0.337 | 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 | 2,228,393 | 713 | 937 | -0.082 | -0.022 | -0.069 | 0.082 | 0.074 | 0.074 | 0.638 | 6 |
| 1 | True | 5,566,106 | 1,262,024 | 107 | 1,928 | -0.081 | 0.003 | 0.066 | 0.082 | 0.074 | 0.074 | 0.362 | 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 | 1,959,123 | 692 | 865 | -0.100 | -0.037 | -0.088 | 0.100 | 0.091 | 0.091 | 0.642 | 7 |
| 1 | True | 4,593,870 | 1,094,183 | 128 | 2,918 | -0.100 | 0.007 | 0.083 | 0.100 | 0.091 | 0.091 | 0.358 | 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 | 3,171,719 | 709 | 805 | -0.123 | -0.045 | -0.106 | 0.123 | 0.111 | 0.111 | 0.845 | 8 |
| 1 | True | 4,068,299 | 582,036 | 111 | 1,612 | -0.123 | 0.017 | 0.103 | 0.123 | 0.111 | 0.111 | 0.155 | 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 | 2,578,353 | 693 | 879 | -0.161 | -0.070 | -0.134 | 0.161 | 0.140 | 0.139 | 0.825 | 9 |
| 1 | True | 4,283,692 | 546,512 | 127 | 1,681 | -0.161 | 0.028 | 0.129 | 0.161 | 0.140 | 0.139 | 0.175 | 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 | 1,864,054 | 666 | 538 | -0.388 | -0.154 | -0.190 | 0.283 | 0.208 | 0.196 | 0.344 | 10 |
| 1 | True | 7,890,731 | 3,551,651 | 155 | 2,131 | -0.285 | 0.067 | 0.178 | 0.308 | 0.197 | 0.190 | 0.656 | 10 |