| 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 | 3,197,446 | 710 | 990 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.753 | 1 |
| 1 | True | 2,580,764 | 1,051,646 | 114 | 3,065 | -0.012 | -0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.247 | 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 | 2,830,961 | 743 | 930 | -0.026 | -0.002 | -0.014 | 0.026 | 0.019 | 0.019 | 0.876 | 2 |
| 1 | True | 1,962,428 | 399,317 | 81 | 1,787 | -0.025 | -0.002 | -0.013 | 0.026 | 0.019 | 0.018 | 0.124 | 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 | 2,894,679 | 728 | 979 | -0.038 | -0.007 | -0.028 | 0.038 | 0.032 | 0.032 | 0.733 | 3 |
| 1 | True | 3,122,800 | 1,053,450 | 96 | 2,636 | -0.038 | 0.004 | 0.027 | 0.037 | 0.031 | 0.031 | 0.267 | 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 | 2,326,438 | 704 | 910 | -0.051 | -0.014 | -0.041 | 0.051 | 0.045 | 0.044 | 0.795 | 4 |
| 1 | True | 3,907,990 | 599,697 | 120 | 1,797 | -0.051 | -0.004 | -0.039 | 0.051 | 0.044 | 0.045 | 0.205 | 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 | 2,761,258 | 730 | 859 | -0.065 | -0.022 | -0.055 | 0.064 | 0.058 | 0.058 | 0.714 | 5 |
| 1 | True | 4,107,609 | 1,108,690 | 94 | 2,657 | -0.065 | 0.001 | 0.000 | 0.065 | 0.058 | 0.058 | 0.286 | 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 | 2,142,164 | 704 | 834 | -0.080 | -0.025 | -0.069 | 0.080 | 0.072 | 0.072 | 0.638 | 6 |
| 1 | True | 4,263,866 | 1,217,518 | 120 | 1,762 | -0.080 | 0.002 | 0.065 | 0.080 | 0.073 | 0.073 | 0.362 | 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 | 1,902,431 | 724 | 898 | -0.098 | -0.034 | -0.084 | 0.097 | 0.089 | 0.088 | 0.690 | 7 |
| 1 | True | 3,729,194 | 852,848 | 100 | 2,918 | -0.097 | -0.010 | -0.081 | 0.097 | 0.088 | 0.089 | 0.310 | 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 | 2,626,780 | 712 | 866 | -0.121 | -0.047 | -0.105 | 0.121 | 0.109 | 0.109 | 0.740 | 8 |
| 1 | True | 4,811,855 | 921,312 | 112 | 2,526 | -0.121 | -0.014 | -0.099 | 0.121 | 0.109 | 0.108 | 0.260 | 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 | 1,690,122 | 677 | 734 | -0.157 | -0.059 | -0.131 | 0.157 | 0.138 | 0.138 | 0.500 | 9 |
| 1 | True | 5,655,545 | 1,691,584 | 147 | 2,160 | -0.157 | 0.016 | 0.124 | 0.157 | 0.137 | 0.135 | 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 | 2,046,251 | 668 | 500 | -0.388 | -0.134 | -0.185 | 0.305 | 0.204 | 0.190 | 0.372 | 10 |
| 1 | True | 7,903,812 | 3,453,120 | 156 | 1,791 | -0.323 | 0.051 | 0.170 | 0.289 | 0.201 | 0.194 | 0.628 | 10 |