| 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 | 2,581,949 | 722 | 965 | -0.013 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.752 | 1 |
| 1 | True | 1,990,991 | 852,332 | 101 | 2,766 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.248 | 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 | 3,085,166 | 729 | 905 | -0.026 | -0.003 | -0.014 | 0.026 | 0.019 | 0.019 | 0.864 | 2 |
| 1 | True | 2,326,188 | 487,323 | 94 | 1,833 | -0.025 | -0.000 | -0.013 | 0.026 | 0.019 | 0.020 | 0.136 | 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 | 2,619,707 | 713 | 849 | -0.039 | -0.006 | -0.028 | 0.039 | 0.032 | 0.032 | 0.761 | 3 |
| 1 | True | 3,559,097 | 822,236 | 110 | 1,868 | -0.038 | 0.001 | 0.026 | 0.038 | 0.031 | 0.031 | 0.239 | 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 | 2,950,196 | 717 | 918 | -0.052 | -0.012 | -0.042 | 0.052 | 0.045 | 0.045 | 0.779 | 4 |
| 1 | True | 3,489,224 | 836,613 | 106 | 2,612 | -0.052 | -0.002 | -0.039 | 0.052 | 0.045 | 0.045 | 0.221 | 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 | 1,930,752 | 730 | 822 | -0.066 | -0.014 | -0.054 | 0.066 | 0.059 | 0.059 | 0.595 | 5 |
| 1 | True | 3,781,631 | 1,315,061 | 93 | 1,784 | -0.065 | 0.003 | 0.053 | 0.066 | 0.059 | 0.059 | 0.405 | 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 | 2,192,782 | 708 | 791 | -0.081 | -0.027 | -0.070 | 0.081 | 0.073 | 0.073 | 0.726 | 6 |
| 1 | True | 4,844,242 | 827,419 | 114 | 2,085 | -0.081 | 0.002 | 0.066 | 0.081 | 0.073 | 0.074 | 0.274 | 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 | 1,788,006 | 708 | 878 | -0.099 | -0.031 | -0.086 | 0.099 | 0.090 | 0.090 | 0.655 | 7 |
| 1 | True | 4,078,338 | 941,748 | 115 | 2,146 | -0.099 | -0.003 | -0.082 | 0.099 | 0.090 | 0.090 | 0.345 | 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 | 1,531,475 | 713 | 788 | -0.121 | -0.039 | -0.104 | 0.120 | 0.109 | 0.109 | 0.727 | 8 |
| 1 | True | 3,230,338 | 574,041 | 110 | 1,827 | -0.120 | 0.007 | 0.100 | 0.120 | 0.109 | 0.108 | 0.273 | 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 | 2,116,278 | 693 | 804 | -0.156 | -0.049 | -0.128 | 0.156 | 0.136 | 0.135 | 0.693 | 9 |
| 1 | True | 5,933,991 | 935,851 | 130 | 1,676 | -0.155 | 0.023 | 0.123 | 0.155 | 0.137 | 0.138 | 0.307 | 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 | 2,712,054 | 667 | 526 | -0.362 | -0.127 | -0.179 | 0.271 | 0.199 | 0.187 | 0.418 | 10 |
| 1 | True | 7,697,898 | 3,772,560 | 156 | 1,788 | -0.275 | 0.053 | 0.167 | 0.289 | 0.190 | 0.185 | 0.582 | 10 |