| 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 | 2,982,734 | 756 | 970 | -0.013 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.767 | 1 |
| 1 | True | 1,783,137 | 908,125 | 95 | 2,963 | -0.012 | -0.000 | -0.001 | 0.013 | 0.006 | 0.006 | 0.233 | 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 | 3,304,888 | 747 | 1,052 | -0.026 | -0.003 | -0.015 | 0.026 | 0.020 | 0.020 | 0.740 | 2 |
| 1 | True | 3,508,875 | 1,159,371 | 104 | 2,475 | -0.025 | 0.003 | 0.015 | 0.026 | 0.019 | 0.019 | 0.260 | 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 | 2,914,917 | 755 | 945 | -0.039 | -0.009 | -0.029 | 0.039 | 0.033 | 0.033 | 0.843 | 3 |
| 1 | True | 2,180,583 | 542,967 | 95 | 2,113 | -0.039 | 0.003 | 0.027 | 0.039 | 0.032 | 0.032 | 0.157 | 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 | 2,641,887 | 754 | 884 | -0.052 | -0.016 | -0.042 | 0.052 | 0.046 | 0.045 | 0.755 | 4 |
| 1 | True | 2,868,349 | 856,292 | 97 | 1,933 | -0.052 | -0.009 | -0.041 | 0.051 | 0.045 | 0.044 | 0.245 | 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 | 2,774,986 | 747 | 816 | -0.067 | -0.027 | -0.057 | 0.067 | 0.059 | 0.059 | 0.767 | 5 |
| 1 | True | 4,212,868 | 841,860 | 103 | 2,480 | -0.067 | -0.008 | -0.055 | 0.067 | 0.059 | 0.060 | 0.233 | 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 | 1,540,323 | 731 | 783 | -0.081 | -0.036 | -0.071 | 0.081 | 0.074 | 0.074 | 0.618 | 6 |
| 1 | True | 4,632,435 | 953,944 | 120 | 2,029 | -0.081 | -0.012 | -0.069 | 0.081 | 0.074 | 0.074 | 0.382 | 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 | 1,866,658 | 730 | 752 | -0.099 | -0.037 | -0.086 | 0.099 | 0.090 | 0.090 | 0.623 | 7 |
| 1 | True | 4,122,448 | 1,129,338 | 120 | 2,187 | -0.099 | -0.017 | -0.084 | 0.099 | 0.090 | 0.090 | 0.377 | 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 | 1,396,583 | 753 | 729 | -0.123 | -0.043 | -0.105 | 0.123 | 0.110 | 0.110 | 0.685 | 8 |
| 1 | True | 3,755,635 | 643,113 | 98 | 2,433 | -0.122 | -0.004 | -0.100 | 0.123 | 0.110 | 0.111 | 0.315 | 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 | 2,608,181 | 709 | 664 | -0.159 | -0.064 | -0.133 | 0.159 | 0.140 | 0.139 | 0.610 | 9 |
| 1 | True | 5,912,389 | 1,664,716 | 141 | 1,800 | -0.159 | -0.009 | -0.125 | 0.158 | 0.139 | 0.137 | 0.390 | 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 | 1,983,986 | 694 | 461 | -0.378 | -0.136 | -0.186 | 0.312 | 0.205 | 0.192 | 0.371 | 10 |
| 1 | True | 7,656,517 | 3,364,995 | 157 | 1,804 | -0.360 | 0.067 | 0.175 | 0.302 | 0.198 | 0.189 | 0.629 | 10 |