| 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 | 2,979,470 | 742 | 901 | -0.013 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.766 | 1 |
| 1 | True | 2,472,882 | 909,116 | 109 | 2,591 | -0.013 | 0.001 | 0.002 | 0.013 | 0.007 | 0.007 | 0.234 | 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 | 3,220,014 | 756 | 956 | -0.026 | -0.002 | -0.014 | 0.026 | 0.019 | 0.019 | 0.734 | 2 |
| 1 | True | 2,437,424 | 1,168,484 | 95 | 2,460 | -0.026 | 0.003 | 0.015 | 0.025 | 0.019 | 0.019 | 0.266 | 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 | 2,831,287 | 750 | 862 | -0.039 | -0.008 | -0.028 | 0.039 | 0.032 | 0.032 | 0.781 | 3 |
| 1 | True | 2,569,025 | 792,081 | 100 | 2,693 | -0.038 | 0.001 | 0.027 | 0.038 | 0.032 | 0.032 | 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 | 2,430,582 | 763 | 905 | -0.052 | -0.016 | -0.042 | 0.052 | 0.045 | 0.045 | 0.779 | 4 |
| 1 | True | 2,628,665 | 691,179 | 88 | 1,923 | -0.052 | -0.010 | -0.042 | 0.052 | 0.045 | 0.044 | 0.221 | 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 | 2,422,217 | 740 | 835 | -0.066 | -0.024 | -0.056 | 0.066 | 0.059 | 0.059 | 0.730 | 5 |
| 1 | True | 4,244,206 | 895,046 | 110 | 2,546 | -0.066 | 0.001 | 0.052 | 0.066 | 0.059 | 0.059 | 0.270 | 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 | 1,939,808 | 733 | 817 | -0.081 | -0.033 | -0.070 | 0.081 | 0.074 | 0.074 | 0.698 | 6 |
| 1 | True | 4,438,678 | 837,420 | 118 | 1,850 | -0.081 | -0.011 | -0.069 | 0.081 | 0.074 | 0.073 | 0.302 | 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 | 1,733,386 | 734 | 753 | -0.099 | -0.039 | -0.086 | 0.099 | 0.090 | 0.090 | 0.597 | 7 |
| 1 | True | 4,284,188 | 1,169,658 | 116 | 2,567 | -0.099 | -0.017 | -0.084 | 0.098 | 0.090 | 0.089 | 0.403 | 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 | 1,489,656 | 746 | 725 | -0.121 | -0.043 | -0.105 | 0.121 | 0.109 | 0.109 | 0.671 | 8 |
| 1 | True | 4,112,192 | 729,358 | 105 | 2,546 | -0.120 | -0.009 | -0.100 | 0.121 | 0.109 | 0.109 | 0.329 | 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 | 1,479,107 | 722 | 664 | -0.158 | -0.057 | -0.130 | 0.158 | 0.138 | 0.137 | 0.764 | 9 |
| 1 | True | 5,578,249 | 456,662 | 128 | 1,540 | -0.158 | -0.006 | -0.122 | 0.157 | 0.137 | 0.135 | 0.236 | 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 | 3,283,012 | 691 | 474 | -0.364 | -0.131 | -0.184 | 0.316 | 0.203 | 0.190 | 0.426 | 10 |
| 1 | True | 7,715,545 | 4,424,602 | 160 | 1,837 | -0.283 | 0.060 | 0.172 | 0.307 | 0.196 | 0.186 | 0.574 | 10 |