| 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 | 2,605,309 | 720 | 935 | -0.013 | -0.001 | -0.001 | 0.013 | 0.006 | 0.006 | 0.756 | 1 |
| 1 | True | 2,034,763 | 840,726 | 103 | 2,954 | -0.012 | 0.001 | 0.002 | 0.013 | 0.007 | 0.006 | 0.244 | 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 | 2,824,552 | 731 | 914 | -0.025 | -0.003 | -0.015 | 0.025 | 0.019 | 0.019 | 0.848 | 2 |
| 1 | True | 2,719,488 | 507,494 | 92 | 1,826 | -0.024 | -0.002 | -0.014 | 0.025 | 0.019 | 0.019 | 0.152 | 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 | 2,819,620 | 708 | 915 | -0.039 | -0.005 | -0.027 | 0.039 | 0.032 | 0.032 | 0.781 | 3 |
| 1 | True | 3,622,049 | 791,732 | 115 | 1,968 | -0.038 | -0.001 | -0.025 | 0.038 | 0.032 | 0.032 | 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 | 2,960,088 | 727 | 890 | -0.051 | -0.013 | -0.041 | 0.051 | 0.045 | 0.045 | 0.762 | 4 |
| 1 | True | 3,004,879 | 922,336 | 96 | 2,155 | -0.051 | -0.002 | -0.039 | 0.051 | 0.045 | 0.045 | 0.238 | 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 | 2,120,862 | 727 | 802 | -0.066 | -0.015 | -0.054 | 0.066 | 0.058 | 0.058 | 0.725 | 5 |
| 1 | True | 4,122,636 | 805,619 | 96 | 1,978 | -0.066 | -0.001 | -0.051 | 0.066 | 0.059 | 0.059 | 0.275 | 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 | 2,070,926 | 712 | 792 | -0.081 | -0.028 | -0.070 | 0.081 | 0.073 | 0.073 | 0.688 | 6 |
| 1 | True | 4,133,027 | 937,672 | 110 | 2,250 | -0.081 | 0.005 | 0.067 | 0.080 | 0.074 | 0.074 | 0.312 | 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 | 1,733,295 | 707 | 790 | -0.099 | -0.029 | -0.085 | 0.099 | 0.090 | 0.089 | 0.664 | 7 |
| 1 | True | 4,391,186 | 876,498 | 116 | 2,104 | -0.098 | 0.005 | 0.083 | 0.099 | 0.090 | 0.089 | 0.336 | 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 | 1,699,729 | 704 | 912 | -0.120 | -0.041 | -0.105 | 0.120 | 0.110 | 0.110 | 0.657 | 8 |
| 1 | True | 3,758,462 | 888,066 | 119 | 1,731 | -0.120 | -0.005 | -0.101 | 0.120 | 0.109 | 0.109 | 0.343 | 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 | 3,001,977 | 694 | 757 | -0.156 | -0.053 | -0.129 | 0.156 | 0.136 | 0.135 | 0.638 | 9 |
| 1 | True | 5,884,837 | 1,703,814 | 129 | 1,788 | -0.156 | 0.018 | 0.123 | 0.156 | 0.139 | 0.138 | 0.362 | 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 | 1,581,232 | 673 | 516 | -0.375 | -0.131 | -0.180 | 0.279 | 0.199 | 0.186 | 0.342 | 10 |
| 1 | True | 8,011,572 | 3,045,780 | 150 | 2,042 | -0.277 | 0.067 | 0.172 | 0.288 | 0.191 | 0.187 | 0.658 | 10 |