| 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 | 3,079,759 | 751 | 992 | -0.013 | -0.000 | -0.001 | 0.013 | 0.006 | 0.006 | 0.813 | 1 |
| 1 | True | 1,802,385 | 708,947 | 100 | 2,466 | -0.013 | 0.001 | 0.001 | 0.013 | 0.006 | 0.006 | 0.187 | 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 | 3,470,938 | 736 | 893 | -0.026 | -0.002 | -0.015 | 0.026 | 0.020 | 0.020 | 0.711 | 2 |
| 1 | True | 3,733,541 | 1,412,595 | 114 | 3,160 | -0.026 | 0.003 | 0.014 | 0.026 | 0.019 | 0.018 | 0.289 | 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 | 2,879,061 | 753 | 924 | -0.038 | -0.006 | -0.028 | 0.038 | 0.032 | 0.032 | 0.823 | 3 |
| 1 | True | 2,364,760 | 621,256 | 97 | 1,609 | -0.038 | -0.002 | -0.027 | 0.038 | 0.032 | 0.032 | 0.177 | 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 | 2,732,517 | 766 | 921 | -0.051 | -0.016 | -0.042 | 0.051 | 0.045 | 0.045 | 0.717 | 4 |
| 1 | True | 2,817,601 | 1,076,043 | 84 | 2,652 | -0.051 | 0.007 | 0.041 | 0.051 | 0.045 | 0.045 | 0.283 | 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 | 2,617,034 | 741 | 907 | -0.065 | -0.023 | -0.055 | 0.065 | 0.059 | 0.059 | 0.756 | 5 |
| 1 | True | 4,216,244 | 844,708 | 110 | 2,025 | -0.065 | -0.006 | -0.053 | 0.065 | 0.059 | 0.059 | 0.244 | 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 | 1,802,172 | 740 | 826 | -0.080 | -0.034 | -0.070 | 0.080 | 0.073 | 0.073 | 0.726 | 6 |
| 1 | True | 4,915,821 | 681,718 | 110 | 1,829 | -0.080 | -0.019 | -0.070 | 0.080 | 0.073 | 0.073 | 0.274 | 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 | 1,832,535 | 743 | 779 | -0.098 | -0.044 | -0.086 | 0.098 | 0.089 | 0.089 | 0.641 | 7 |
| 1 | True | 3,868,303 | 1,024,805 | 107 | 2,913 | -0.098 | -0.007 | -0.082 | 0.098 | 0.089 | 0.089 | 0.359 | 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 | 1,456,273 | 737 | 839 | -0.121 | -0.051 | -0.104 | 0.120 | 0.108 | 0.108 | 0.610 | 8 |
| 1 | True | 4,917,529 | 929,745 | 113 | 2,795 | -0.120 | -0.018 | -0.101 | 0.120 | 0.109 | 0.108 | 0.390 | 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 | 3,137,751 | 711 | 770 | -0.156 | -0.071 | -0.130 | 0.156 | 0.137 | 0.135 | 0.649 | 9 |
| 1 | True | 5,816,962 | 1,697,226 | 139 | 1,653 | -0.156 | 0.018 | 0.127 | 0.156 | 0.137 | 0.137 | 0.351 | 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 | 1,933,889 | 692 | 489 | -0.391 | -0.126 | -0.180 | 0.311 | 0.200 | 0.187 | 0.353 | 10 |
| 1 | True | 7,445,564 | 3,542,842 | 159 | 1,781 | -0.286 | 0.052 | 0.171 | 0.301 | 0.199 | 0.192 | 0.647 | 10 |