| 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 | 3,002,540 | 726 | 1,011 | -0.013 | -0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.790 | 1 |
| 1 | True | 2,161,670 | 798,765 | 95 | 3,027 | -0.012 | 0.001 | 0.001 | 0.013 | 0.006 | 0.006 | 0.210 | 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 | 2,812,179 | 694 | 978 | -0.025 | -0.002 | -0.014 | 0.025 | 0.019 | 0.019 | 0.742 | 2 |
| 1 | True | 3,135,120 | 975,690 | 126 | 2,588 | -0.025 | -0.002 | -0.014 | 0.025 | 0.019 | 0.019 | 0.258 | 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 | 2,650,553 | 698 | 889 | -0.037 | -0.006 | -0.027 | 0.037 | 0.031 | 0.031 | 0.812 | 3 |
| 1 | True | 3,445,960 | 613,349 | 122 | 1,820 | -0.037 | -0.000 | -0.025 | 0.037 | 0.032 | 0.032 | 0.188 | 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 | 3,304,852 | 719 | 961 | -0.050 | -0.010 | -0.040 | 0.050 | 0.044 | 0.044 | 0.763 | 4 |
| 1 | True | 3,470,506 | 1,029,045 | 101 | 1,986 | -0.050 | 0.001 | 0.037 | 0.050 | 0.043 | 0.043 | 0.237 | 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 | 2,471,775 | 729 | 1,016 | -0.064 | -0.017 | -0.053 | 0.064 | 0.057 | 0.057 | 0.694 | 5 |
| 1 | True | 4,209,998 | 1,091,058 | 92 | 2,548 | -0.064 | -0.003 | -0.051 | 0.064 | 0.058 | 0.058 | 0.306 | 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 | 2,008,565 | 715 | 880 | -0.081 | -0.025 | -0.068 | 0.081 | 0.072 | 0.072 | 0.609 | 6 |
| 1 | True | 4,297,246 | 1,288,688 | 105 | 2,132 | -0.081 | 0.001 | 0.064 | 0.081 | 0.073 | 0.073 | 0.391 | 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 | 1,801,221 | 702 | 806 | -0.099 | -0.041 | -0.086 | 0.099 | 0.090 | 0.090 | 0.709 | 7 |
| 1 | True | 4,826,200 | 738,689 | 118 | 2,432 | -0.099 | 0.005 | 0.082 | 0.099 | 0.089 | 0.090 | 0.291 | 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 | 1,576,872 | 706 | 807 | -0.123 | -0.051 | -0.107 | 0.123 | 0.111 | 0.111 | 0.717 | 8 |
| 1 | True | 4,524,794 | 622,366 | 114 | 1,733 | -0.122 | -0.005 | -0.100 | 0.122 | 0.110 | 0.110 | 0.283 | 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 | 3,957,756 | 697 | 820 | -0.162 | -0.064 | -0.133 | 0.162 | 0.140 | 0.139 | 0.897 | 9 |
| 1 | True | 4,159,710 | 456,917 | 123 | 1,537 | -0.162 | 0.022 | 0.128 | 0.162 | 0.141 | 0.140 | 0.103 | 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 | 1,816,684 | 662 | 533 | -0.399 | -0.143 | -0.188 | 0.298 | 0.209 | 0.195 | 0.335 | 10 |
| 1 | True | 7,692,802 | 3,613,461 | 159 | 1,904 | -0.282 | 0.074 | 0.180 | 0.313 | 0.201 | 0.194 | 0.665 | 10 |