| 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 | 3,250,847 | 720 | 1,029 | -0.013 | -0.000 | -0.001 | 0.013 | 0.006 | 0.006 | 0.809 | 1 |
| 1 | True | 1,967,378 | 769,863 | 105 | 2,685 | -0.012 | 0.001 | 0.002 | 0.012 | 0.006 | 0.006 | 0.191 | 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 | 2,872,778 | 721 | 976 | -0.025 | -0.003 | -0.015 | 0.025 | 0.019 | 0.019 | 0.765 | 2 |
| 1 | True | 2,912,920 | 881,464 | 103 | 2,911 | -0.025 | -0.002 | -0.014 | 0.025 | 0.019 | 0.019 | 0.235 | 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 | 2,648,897 | 733 | 938 | -0.038 | -0.006 | -0.027 | 0.038 | 0.031 | 0.031 | 0.767 | 3 |
| 1 | True | 2,885,942 | 804,034 | 91 | 2,157 | -0.038 | 0.004 | 0.026 | 0.038 | 0.031 | 0.032 | 0.233 | 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 | 2,402,133 | 722 | 885 | -0.051 | -0.013 | -0.041 | 0.051 | 0.045 | 0.045 | 0.744 | 4 |
| 1 | True | 3,255,253 | 826,006 | 102 | 2,050 | -0.051 | -0.007 | -0.040 | 0.051 | 0.045 | 0.045 | 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 | 3,223,086 | 725 | 875 | -0.065 | -0.020 | -0.055 | 0.066 | 0.058 | 0.058 | 0.738 | 5 |
| 1 | True | 4,746,904 | 1,143,645 | 99 | 2,487 | -0.065 | -0.001 | -0.051 | 0.064 | 0.058 | 0.058 | 0.262 | 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 | 1,852,218 | 708 | 874 | -0.080 | -0.031 | -0.069 | 0.080 | 0.073 | 0.072 | 0.660 | 6 |
| 1 | True | 3,996,929 | 952,963 | 116 | 2,101 | -0.080 | -0.001 | -0.066 | 0.080 | 0.072 | 0.072 | 0.340 | 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 | 1,630,888 | 706 | 804 | -0.098 | -0.034 | -0.086 | 0.098 | 0.089 | 0.089 | 0.653 | 7 |
| 1 | True | 4,950,586 | 868,342 | 118 | 2,484 | -0.098 | -0.003 | -0.081 | 0.098 | 0.089 | 0.088 | 0.347 | 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 | 2,709,357 | 714 | 834 | -0.122 | -0.047 | -0.106 | 0.122 | 0.110 | 0.110 | 0.754 | 8 |
| 1 | True | 4,098,112 | 886,234 | 110 | 1,919 | -0.121 | -0.017 | -0.102 | 0.121 | 0.109 | 0.109 | 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 | 1,545,757 | 674 | 741 | -0.160 | -0.061 | -0.133 | 0.160 | 0.140 | 0.139 | 0.500 | 9 |
| 1 | True | 6,098,532 | 1,547,568 | 150 | 1,879 | -0.160 | 0.019 | 0.127 | 0.160 | 0.140 | 0.139 | 0.500 | 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 | 2,156,239 | 682 | 485 | -0.388 | -0.136 | -0.186 | 0.298 | 0.206 | 0.192 | 0.387 | 10 |
| 1 | True | 7,465,260 | 3,419,210 | 143 | 2,047 | -0.330 | 0.070 | 0.179 | 0.282 | 0.202 | 0.195 | 0.613 | 10 |