| 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 | 3,331,101 | 724 | 900 | -0.012 | -0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.790 | 1 |
| 1 | True | 2,623,852 | 886,725 | 101 | 2,717 | -0.012 | 0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.210 | 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 | 3,235,983 | 720 | 910 | -0.025 | -0.002 | -0.014 | 0.025 | 0.018 | 0.019 | 0.730 | 2 |
| 1 | True | 2,365,228 | 1,194,618 | 104 | 2,331 | -0.024 | -0.001 | -0.013 | 0.024 | 0.018 | 0.018 | 0.270 | 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 | 2,706,900 | 733 | 989 | -0.038 | -0.008 | -0.028 | 0.038 | 0.031 | 0.031 | 0.827 | 3 |
| 1 | True | 2,706,792 | 567,172 | 91 | 2,552 | -0.037 | 0.004 | 0.026 | 0.037 | 0.031 | 0.031 | 0.173 | 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 | 2,463,625 | 730 | 891 | -0.051 | -0.012 | -0.040 | 0.051 | 0.044 | 0.044 | 0.763 | 4 |
| 1 | True | 3,174,268 | 764,432 | 95 | 1,878 | -0.051 | 0.002 | 0.038 | 0.051 | 0.044 | 0.044 | 0.237 | 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 | 1,993,754 | 710 | 899 | -0.064 | -0.024 | -0.055 | 0.064 | 0.058 | 0.058 | 0.685 | 5 |
| 1 | True | 4,845,032 | 917,017 | 114 | 2,213 | -0.064 | 0.000 | -0.000 | 0.064 | 0.057 | 0.057 | 0.315 | 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 | 2,607,431 | 715 | 988 | -0.080 | -0.028 | -0.068 | 0.079 | 0.072 | 0.072 | 0.697 | 6 |
| 1 | True | 3,293,467 | 1,135,891 | 109 | 2,608 | -0.080 | -0.017 | -0.067 | 0.078 | 0.071 | 0.071 | 0.303 | 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 | 1,790,415 | 714 | 803 | -0.097 | -0.038 | -0.085 | 0.097 | 0.089 | 0.089 | 0.721 | 7 |
| 1 | True | 4,554,975 | 693,120 | 111 | 1,956 | -0.097 | -0.010 | -0.082 | 0.097 | 0.088 | 0.088 | 0.279 | 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 | 1,407,484 | 713 | 866 | -0.120 | -0.043 | -0.103 | 0.120 | 0.108 | 0.107 | 0.417 | 8 |
| 1 | True | 4,640,379 | 1,968,369 | 111 | 2,781 | -0.120 | -0.019 | -0.102 | 0.120 | 0.108 | 0.107 | 0.583 | 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 | 3,030,315 | 681 | 727 | -0.157 | -0.059 | -0.129 | 0.157 | 0.137 | 0.136 | 0.822 | 9 |
| 1 | True | 5,653,127 | 657,007 | 143 | 1,923 | -0.156 | 0.011 | 0.122 | 0.157 | 0.137 | 0.135 | 0.178 | 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 | 1,953,014 | 663 | 494 | -0.402 | -0.131 | -0.182 | 0.304 | 0.201 | 0.189 | 0.360 | 10 |
| 1 | True | 7,670,194 | 3,479,112 | 162 | 1,733 | -0.289 | 0.052 | 0.169 | 0.309 | 0.199 | 0.192 | 0.640 | 10 |