| 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 | 2,879,364 | 715 | 892 | -0.013 | -0.000 | -0.001 | 0.013 | 0.007 | 0.007 | 0.746 | 1 |
| 1 | True | 2,512,455 | 980,739 | 108 | 3,120 | -0.013 | 0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.254 | 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 | 2,799,854 | 724 | 1,006 | -0.026 | -0.003 | -0.015 | 0.026 | 0.019 | 0.019 | 0.811 | 2 |
| 1 | True | 2,283,044 | 652,770 | 99 | 2,098 | -0.026 | -0.001 | -0.014 | 0.026 | 0.020 | 0.020 | 0.189 | 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 | 2,637,328 | 716 | 861 | -0.038 | -0.006 | -0.028 | 0.038 | 0.032 | 0.032 | 0.819 | 3 |
| 1 | True | 3,253,219 | 583,832 | 107 | 1,489 | -0.038 | 0.002 | 0.026 | 0.038 | 0.032 | 0.032 | 0.181 | 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 | 2,409,311 | 720 | 887 | -0.051 | -0.010 | -0.041 | 0.051 | 0.045 | 0.045 | 0.744 | 4 |
| 1 | True | 3,486,535 | 829,178 | 103 | 2,428 | -0.051 | -0.001 | -0.038 | 0.051 | 0.045 | 0.044 | 0.256 | 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 | 2,810,668 | 712 | 880 | -0.066 | -0.015 | -0.054 | 0.066 | 0.058 | 0.058 | 0.658 | 5 |
| 1 | True | 4,440,348 | 1,463,747 | 111 | 2,256 | -0.066 | -0.004 | -0.052 | 0.066 | 0.059 | 0.058 | 0.342 | 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 | 1,929,249 | 719 | 848 | -0.081 | -0.029 | -0.070 | 0.081 | 0.073 | 0.073 | 0.698 | 6 |
| 1 | True | 4,191,073 | 834,474 | 103 | 2,131 | -0.081 | 0.002 | 0.066 | 0.081 | 0.074 | 0.074 | 0.302 | 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 | 1,852,583 | 714 | 865 | -0.099 | -0.031 | -0.085 | 0.099 | 0.090 | 0.089 | 0.668 | 7 |
| 1 | True | 4,285,466 | 920,719 | 109 | 2,254 | -0.098 | 0.006 | 0.082 | 0.099 | 0.090 | 0.091 | 0.332 | 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 | 1,558,455 | 718 | 809 | -0.122 | -0.041 | -0.104 | 0.121 | 0.110 | 0.109 | 0.737 | 8 |
| 1 | True | 3,775,936 | 556,790 | 105 | 1,777 | -0.121 | 0.008 | 0.101 | 0.121 | 0.109 | 0.110 | 0.263 | 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 | 2,978,297 | 683 | 805 | -0.158 | -0.057 | -0.130 | 0.158 | 0.138 | 0.137 | 0.782 | 9 |
| 1 | True | 5,584,183 | 831,572 | 140 | 1,511 | -0.157 | 0.010 | 0.123 | 0.158 | 0.138 | 0.137 | 0.218 | 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 | 1,913,874 | 673 | 525 | -0.376 | -0.132 | -0.182 | 0.291 | 0.202 | 0.189 | 0.325 | 10 |
| 1 | True | 7,543,249 | 3,982,128 | 150 | 2,032 | -0.284 | 0.067 | 0.173 | 0.292 | 0.195 | 0.190 | 0.675 | 10 |