| 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 | 3,109,345 | 720 | 1,018 | -0.013 | -0.000 | -0.001 | 0.013 | 0.007 | 0.007 | 0.810 | 1 |
| 1 | True | 2,523,049 | 730,888 | 101 | 2,956 | -0.012 | 0.001 | 0.001 | 0.012 | 0.006 | 0.006 | 0.190 | 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 | 2,937,163 | 718 | 962 | -0.025 | -0.001 | -0.014 | 0.025 | 0.019 | 0.019 | 0.753 | 2 |
| 1 | True | 2,572,205 | 962,549 | 102 | 2,562 | -0.024 | -0.002 | -0.013 | 0.025 | 0.018 | 0.018 | 0.247 | 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 | 2,443,297 | 690 | 954 | -0.038 | -0.006 | -0.027 | 0.038 | 0.031 | 0.031 | 0.781 | 3 |
| 1 | True | 3,657,607 | 686,648 | 130 | 1,977 | -0.038 | -0.002 | -0.026 | 0.037 | 0.031 | 0.031 | 0.219 | 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 | 2,704,617 | 726 | 878 | -0.051 | -0.012 | -0.040 | 0.051 | 0.044 | 0.044 | 0.788 | 4 |
| 1 | True | 3,147,221 | 725,655 | 94 | 2,037 | -0.051 | -0.002 | -0.038 | 0.051 | 0.044 | 0.044 | 0.212 | 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 | 2,855,863 | 715 | 901 | -0.065 | -0.019 | -0.054 | 0.065 | 0.058 | 0.058 | 0.680 | 5 |
| 1 | True | 5,027,349 | 1,342,649 | 106 | 2,028 | -0.065 | 0.001 | 0.052 | 0.065 | 0.058 | 0.057 | 0.320 | 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 | 1,837,601 | 709 | 877 | -0.081 | -0.028 | -0.070 | 0.081 | 0.073 | 0.072 | 0.563 | 6 |
| 1 | True | 3,961,212 | 1,428,347 | 111 | 3,054 | -0.081 | -0.002 | -0.066 | 0.081 | 0.073 | 0.073 | 0.437 | 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 | 1,779,462 | 707 | 838 | -0.099 | -0.035 | -0.085 | 0.099 | 0.089 | 0.089 | 0.704 | 7 |
| 1 | True | 4,324,948 | 749,409 | 113 | 2,199 | -0.099 | 0.009 | 0.083 | 0.099 | 0.090 | 0.091 | 0.296 | 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 | 1,531,167 | 709 | 781 | -0.123 | -0.047 | -0.105 | 0.123 | 0.110 | 0.110 | 0.743 | 8 |
| 1 | True | 5,754,068 | 529,641 | 111 | 1,688 | -0.122 | 0.011 | 0.100 | 0.123 | 0.110 | 0.110 | 0.257 | 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 | 3,989,161 | 695 | 850 | -0.161 | -0.064 | -0.131 | 0.161 | 0.140 | 0.139 | 0.892 | 9 |
| 1 | True | 4,681,893 | 484,761 | 125 | 1,586 | -0.161 | 0.020 | 0.127 | 0.161 | 0.141 | 0.140 | 0.108 | 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 | 1,836,311 | 664 | 519 | -0.403 | -0.138 | -0.187 | 0.300 | 0.209 | 0.196 | 0.343 | 10 |
| 1 | True | 7,910,440 | 3,517,031 | 157 | 1,894 | -0.305 | 0.070 | 0.179 | 0.305 | 0.201 | 0.193 | 0.657 | 10 |