| 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 | 2,814,873 | 751 | 1,036 | -0.013 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.791 | 1 |
| 1 | True | 1,670,553 | 744,610 | 100 | 2,487 | -0.013 | 0.001 | 0.002 | 0.013 | 0.006 | 0.007 | 0.209 | 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 | 3,790,809 | 739 | 846 | -0.026 | -0.002 | -0.014 | 0.026 | 0.020 | 0.020 | 0.724 | 2 |
| 1 | True | 3,348,877 | 1,448,193 | 111 | 3,233 | -0.026 | 0.001 | 0.014 | 0.026 | 0.019 | 0.019 | 0.276 | 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 | 2,563,899 | 765 | 955 | -0.039 | -0.007 | -0.028 | 0.039 | 0.032 | 0.032 | 0.792 | 3 |
| 1 | True | 2,932,984 | 671,834 | 85 | 2,687 | -0.039 | 0.001 | 0.027 | 0.038 | 0.032 | 0.032 | 0.208 | 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 | 2,650,106 | 759 | 887 | -0.052 | -0.016 | -0.042 | 0.052 | 0.045 | 0.045 | 0.794 | 4 |
| 1 | True | 1,883,571 | 685,684 | 91 | 1,940 | -0.051 | -0.001 | -0.039 | 0.052 | 0.044 | 0.043 | 0.206 | 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 | 2,715,135 | 745 | 860 | -0.065 | -0.025 | -0.056 | 0.066 | 0.058 | 0.058 | 0.798 | 5 |
| 1 | True | 4,319,167 | 687,717 | 105 | 1,891 | -0.065 | -0.009 | -0.052 | 0.065 | 0.058 | 0.059 | 0.202 | 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 | 1,678,584 | 734 | 801 | -0.080 | -0.035 | -0.070 | 0.080 | 0.073 | 0.073 | 0.537 | 6 |
| 1 | True | 4,705,750 | 1,448,657 | 116 | 2,522 | -0.080 | -0.005 | -0.066 | 0.080 | 0.072 | 0.071 | 0.463 | 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 | 1,747,604 | 733 | 816 | -0.097 | -0.037 | -0.085 | 0.097 | 0.089 | 0.088 | 0.663 | 7 |
| 1 | True | 4,240,257 | 887,012 | 117 | 2,425 | -0.097 | -0.008 | -0.082 | 0.097 | 0.089 | 0.089 | 0.337 | 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 | 1,489,622 | 737 | 745 | -0.119 | -0.049 | -0.103 | 0.119 | 0.107 | 0.107 | 0.688 | 8 |
| 1 | True | 4,437,614 | 675,382 | 113 | 2,475 | -0.118 | -0.013 | -0.100 | 0.119 | 0.108 | 0.107 | 0.312 | 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 | 2,900,254 | 720 | 680 | -0.156 | -0.065 | -0.129 | 0.156 | 0.136 | 0.135 | 0.636 | 9 |
| 1 | True | 5,515,373 | 1,658,434 | 130 | 1,795 | -0.156 | 0.002 | 0.000 | 0.154 | 0.136 | 0.136 | 0.364 | 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 | 2,023,463 | 685 | 470 | -0.369 | -0.127 | -0.179 | 0.319 | 0.200 | 0.188 | 0.370 | 10 |
| 1 | True | 7,639,461 | 3,438,036 | 165 | 1,773 | -0.290 | 0.055 | 0.175 | 0.309 | 0.197 | 0.186 | 0.630 | 10 |