| 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 | 2,546,066 | 722 | 950 | -0.013 | -0.000 | -0.000 | 0.013 | 0.007 | 0.007 | 0.768 | 1 |
| 1 | True | 2,123,062 | 768,451 | 103 | 2,556 | -0.013 | -0.001 | -0.002 | 0.013 | 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 | 2,786,160 | 727 | 893 | -0.026 | -0.003 | -0.015 | 0.026 | 0.019 | 0.020 | 0.784 | 2 |
| 1 | True | 2,826,061 | 769,657 | 97 | 2,104 | -0.026 | 0.002 | 0.015 | 0.026 | 0.020 | 0.020 | 0.216 | 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 | 2,405,168 | 723 | 910 | -0.039 | -0.006 | -0.028 | 0.039 | 0.032 | 0.032 | 0.844 | 3 |
| 1 | True | 2,510,755 | 444,650 | 101 | 2,044 | -0.038 | -0.005 | -0.027 | 0.039 | 0.032 | 0.032 | 0.156 | 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 | 3,422,802 | 717 | 970 | -0.052 | -0.013 | -0.042 | 0.052 | 0.046 | 0.046 | 0.820 | 4 |
| 1 | True | 4,153,048 | 749,433 | 107 | 1,734 | -0.053 | -0.005 | -0.040 | 0.051 | 0.045 | 0.045 | 0.180 | 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 | 2,108,724 | 736 | 843 | -0.066 | -0.014 | -0.055 | 0.066 | 0.060 | 0.060 | 0.622 | 5 |
| 1 | True | 3,320,671 | 1,284,056 | 88 | 2,118 | -0.065 | 0.011 | 0.054 | 0.066 | 0.059 | 0.059 | 0.378 | 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 | 2,245,779 | 709 | 784 | -0.082 | -0.028 | -0.070 | 0.082 | 0.074 | 0.074 | 0.700 | 6 |
| 1 | True | 4,441,280 | 961,238 | 115 | 2,146 | -0.082 | 0.001 | 0.066 | 0.082 | 0.074 | 0.074 | 0.300 | 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 | 1,999,930 | 704 | 888 | -0.100 | -0.034 | -0.087 | 0.100 | 0.090 | 0.090 | 0.700 | 7 |
| 1 | True | 4,602,761 | 856,112 | 120 | 2,526 | -0.100 | 0.005 | 0.082 | 0.100 | 0.091 | 0.091 | 0.300 | 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 | 2,828,880 | 706 | 828 | -0.123 | -0.045 | -0.106 | 0.123 | 0.111 | 0.110 | 0.766 | 8 |
| 1 | True | 4,158,641 | 863,534 | 118 | 1,629 | -0.122 | 0.007 | 0.100 | 0.122 | 0.111 | 0.110 | 0.234 | 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 | 1,733,909 | 693 | 800 | -0.159 | -0.063 | -0.132 | 0.159 | 0.139 | 0.138 | 0.489 | 9 |
| 1 | True | 5,028,893 | 1,809,743 | 131 | 2,032 | -0.158 | 0.018 | 0.126 | 0.158 | 0.140 | 0.141 | 0.511 | 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 | 1,854,279 | 683 | 491 | -0.385 | -0.148 | -0.186 | 0.278 | 0.205 | 0.190 | 0.378 | 10 |
| 1 | True | 7,791,662 | 3,052,057 | 142 | 2,068 | -0.286 | 0.074 | 0.175 | 0.286 | 0.194 | 0.192 | 0.622 | 10 |