| 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 | 2,964,722 | 711 | 942 | -0.013 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.768 | 1 |
| 1 | True | 2,542,986 | 897,766 | 112 | 3,003 | -0.013 | -0.001 | -0.001 | 0.012 | 0.007 | 0.007 | 0.232 | 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 | 2,473,449 | 720 | 949 | -0.026 | -0.003 | -0.015 | 0.026 | 0.019 | 0.019 | 0.797 | 2 |
| 1 | True | 2,154,292 | 629,103 | 103 | 2,094 | -0.026 | -0.001 | -0.013 | 0.026 | 0.020 | 0.021 | 0.203 | 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 | 2,929,090 | 714 | 874 | -0.038 | -0.005 | -0.027 | 0.038 | 0.032 | 0.032 | 0.745 | 3 |
| 1 | True | 3,354,567 | 1,001,407 | 109 | 1,819 | -0.038 | -0.002 | -0.027 | 0.038 | 0.032 | 0.033 | 0.255 | 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 | 2,923,971 | 719 | 884 | -0.052 | -0.013 | -0.041 | 0.052 | 0.045 | 0.045 | 0.878 | 4 |
| 1 | True | 3,412,017 | 406,513 | 104 | 2,223 | -0.052 | -0.001 | -0.039 | 0.052 | 0.045 | 0.044 | 0.122 | 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 | 2,113,738 | 712 | 887 | -0.066 | -0.017 | -0.056 | 0.066 | 0.059 | 0.059 | 0.603 | 5 |
| 1 | True | 4,542,097 | 1,390,584 | 111 | 2,043 | -0.066 | 0.003 | 0.052 | 0.066 | 0.059 | 0.059 | 0.397 | 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 | 1,927,076 | 718 | 836 | -0.082 | -0.030 | -0.071 | 0.082 | 0.074 | 0.074 | 0.605 | 6 |
| 1 | True | 4,200,941 | 1,258,601 | 104 | 2,695 | -0.082 | -0.001 | -0.067 | 0.082 | 0.074 | 0.074 | 0.395 | 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 | 1,763,576 | 715 | 838 | -0.099 | -0.030 | -0.086 | 0.100 | 0.090 | 0.090 | 0.727 | 7 |
| 1 | True | 3,824,517 | 663,349 | 108 | 2,033 | -0.100 | 0.003 | 0.083 | 0.099 | 0.091 | 0.092 | 0.273 | 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 | 1,663,123 | 705 | 811 | -0.123 | -0.044 | -0.106 | 0.122 | 0.111 | 0.110 | 0.754 | 8 |
| 1 | True | 5,090,270 | 543,427 | 118 | 1,691 | -0.122 | 0.007 | 0.100 | 0.123 | 0.110 | 0.108 | 0.246 | 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 | 2,134,328 | 702 | 782 | -0.159 | -0.058 | -0.132 | 0.159 | 0.140 | 0.139 | 0.718 | 9 |
| 1 | True | 4,600,936 | 837,263 | 121 | 1,614 | -0.158 | 0.013 | 0.125 | 0.157 | 0.139 | 0.138 | 0.282 | 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 | 2,368,615 | 675 | 503 | -0.383 | -0.125 | -0.184 | 0.316 | 0.204 | 0.192 | 0.387 | 10 |
| 1 | True | 7,377,633 | 3,750,951 | 148 | 1,884 | -0.286 | 0.061 | 0.175 | 0.301 | 0.199 | 0.191 | 0.613 | 10 |