| 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 | 3,019,437 | 736 | 1,009 | -0.014 | -0.001 | -0.001 | 0.013 | 0.007 | 0.006 | 0.757 | 1 |
| 1 | True | 1,904,711 | 968,840 | 115 | 2,288 | -0.013 | 0.001 | 0.001 | 0.013 | 0.007 | 0.006 | 0.243 | 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 | 2,674,463 | 756 | 817 | -0.026 | -0.002 | -0.015 | 0.026 | 0.020 | 0.020 | 0.753 | 2 |
| 1 | True | 3,162,898 | 878,306 | 94 | 3,117 | -0.026 | 0.001 | 0.015 | 0.026 | 0.020 | 0.020 | 0.247 | 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 | 2,864,273 | 743 | 968 | -0.039 | -0.007 | -0.029 | 0.039 | 0.032 | 0.032 | 0.769 | 3 |
| 1 | True | 3,109,888 | 858,518 | 107 | 1,937 | -0.039 | 0.000 | -0.026 | 0.039 | 0.033 | 0.033 | 0.231 | 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 | 2,598,758 | 757 | 869 | -0.052 | -0.016 | -0.042 | 0.053 | 0.046 | 0.046 | 0.781 | 4 |
| 1 | True | 2,650,440 | 729,565 | 93 | 1,806 | -0.053 | -0.003 | -0.040 | 0.052 | 0.046 | 0.046 | 0.219 | 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 | 3,006,333 | 751 | 861 | -0.066 | -0.021 | -0.057 | 0.066 | 0.060 | 0.060 | 0.810 | 5 |
| 1 | True | 3,877,433 | 706,908 | 99 | 1,914 | -0.066 | -0.017 | -0.057 | 0.066 | 0.060 | 0.060 | 0.190 | 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 | 1,824,774 | 743 | 826 | -0.081 | -0.031 | -0.071 | 0.081 | 0.074 | 0.074 | 0.626 | 6 |
| 1 | True | 4,743,557 | 1,088,682 | 107 | 2,014 | -0.081 | 0.002 | 0.067 | 0.081 | 0.074 | 0.073 | 0.374 | 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 | 1,745,923 | 733 | 834 | -0.098 | -0.038 | -0.085 | 0.098 | 0.089 | 0.089 | 0.581 | 7 |
| 1 | True | 4,179,477 | 1,260,864 | 117 | 2,878 | -0.098 | -0.012 | -0.084 | 0.098 | 0.090 | 0.090 | 0.419 | 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 | 1,671,882 | 735 | 799 | -0.121 | -0.047 | -0.104 | 0.120 | 0.109 | 0.108 | 0.686 | 8 |
| 1 | True | 4,358,731 | 766,705 | 115 | 2,492 | -0.120 | -0.002 | -0.098 | 0.120 | 0.108 | 0.108 | 0.314 | 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 | 2,873,594 | 724 | 757 | -0.155 | -0.067 | -0.130 | 0.155 | 0.136 | 0.135 | 0.837 | 9 |
| 1 | True | 5,251,059 | 560,374 | 126 | 1,567 | -0.154 | 0.017 | 0.127 | 0.154 | 0.136 | 0.135 | 0.163 | 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 | 1,936,835 | 685 | 494 | -0.369 | -0.124 | -0.178 | 0.308 | 0.197 | 0.186 | 0.306 | 10 |
| 1 | True | 7,457,009 | 4,384,898 | 165 | 1,797 | -0.286 | 0.047 | 0.169 | 0.297 | 0.195 | 0.186 | 0.694 | 10 |