| 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 | 3,089,710 | 736 | 975 | -0.013 | -0.000 | 0.000 | 0.013 | 0.007 | 0.006 | 0.760 | 1 |
| 1 | True | 2,087,626 | 975,419 | 115 | 3,099 | -0.013 | 0.001 | 0.001 | 0.013 | 0.007 | 0.007 | 0.240 | 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 | 2,359,193 | 749 | 888 | -0.026 | -0.002 | -0.015 | 0.026 | 0.020 | 0.020 | 0.720 | 2 |
| 1 | True | 3,106,760 | 918,347 | 101 | 2,441 | -0.025 | 0.000 | -0.013 | 0.025 | 0.019 | 0.019 | 0.280 | 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 | 3,124,531 | 749 | 922 | -0.039 | -0.006 | -0.028 | 0.039 | 0.032 | 0.033 | 0.781 | 3 |
| 1 | True | 3,052,809 | 878,526 | 101 | 1,850 | -0.038 | 0.005 | 0.028 | 0.038 | 0.033 | 0.034 | 0.219 | 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 | 3,506,683 | 763 | 951 | -0.052 | -0.015 | -0.042 | 0.052 | 0.045 | 0.045 | 0.829 | 4 |
| 1 | True | 2,583,485 | 722,830 | 87 | 2,529 | -0.052 | -0.001 | -0.039 | 0.052 | 0.045 | 0.044 | 0.171 | 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 | 2,477,456 | 751 | 870 | -0.066 | -0.020 | -0.056 | 0.066 | 0.059 | 0.059 | 0.731 | 5 |
| 1 | True | 4,174,849 | 909,681 | 99 | 2,012 | -0.066 | -0.014 | -0.055 | 0.066 | 0.059 | 0.060 | 0.269 | 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 | 1,651,230 | 737 | 821 | -0.081 | -0.034 | -0.071 | 0.081 | 0.074 | 0.074 | 0.670 | 6 |
| 1 | True | 4,774,451 | 813,179 | 113 | 2,159 | -0.081 | -0.003 | -0.067 | 0.080 | 0.073 | 0.073 | 0.330 | 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 | 1,688,048 | 741 | 786 | -0.098 | -0.038 | -0.086 | 0.098 | 0.089 | 0.089 | 0.624 | 7 |
| 1 | True | 3,816,566 | 1,019,311 | 109 | 2,725 | -0.097 | -0.016 | -0.084 | 0.097 | 0.089 | 0.090 | 0.376 | 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 | 1,611,854 | 729 | 791 | -0.120 | -0.050 | -0.104 | 0.120 | 0.108 | 0.108 | 0.630 | 8 |
| 1 | True | 5,091,503 | 947,976 | 121 | 2,168 | -0.119 | -0.003 | -0.099 | 0.119 | 0.108 | 0.107 | 0.370 | 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 | 1,664,005 | 720 | 760 | -0.154 | -0.069 | -0.129 | 0.154 | 0.135 | 0.134 | 0.536 | 9 |
| 1 | True | 5,521,961 | 1,442,343 | 130 | 1,672 | -0.154 | 0.011 | 0.123 | 0.154 | 0.136 | 0.136 | 0.464 | 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 | 3,092,025 | 692 | 510 | -0.378 | -0.121 | -0.177 | 0.311 | 0.196 | 0.184 | 0.468 | 10 |
| 1 | True | 7,325,914 | 3,514,201 | 158 | 1,762 | -0.278 | 0.051 | 0.167 | 0.298 | 0.197 | 0.189 | 0.532 | 10 |