| 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 | 2,271,899 | 778 | 906 | -0.013 | -0.000 | -0.001 | 0.013 | 0.006 | 0.006 | 0.736 | 1 |
| 1 | True | 2,048,675 | 814,852 | 102 | 2,908 | -0.012 | 0.000 | -0.000 | 0.013 | 0.006 | 0.006 | 0.264 | 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 | 3,087,771 | 777 | 847 | -0.026 | -0.003 | -0.014 | 0.026 | 0.020 | 0.020 | 0.751 | 2 |
| 1 | True | 3,039,055 | 1,022,565 | 102 | 2,907 | -0.026 | 0.000 | 0.014 | 0.026 | 0.020 | 0.021 | 0.249 | 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 | 3,393,045 | 786 | 958 | -0.039 | -0.006 | -0.029 | 0.039 | 0.033 | 0.033 | 0.812 | 3 |
| 1 | True | 2,820,559 | 786,390 | 93 | 2,040 | -0.039 | 0.003 | 0.027 | 0.039 | 0.032 | 0.032 | 0.188 | 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 | 2,881,953 | 782 | 855 | -0.052 | -0.013 | -0.042 | 0.052 | 0.045 | 0.046 | 0.792 | 4 |
| 1 | True | 2,649,952 | 754,955 | 98 | 1,596 | -0.052 | -0.005 | -0.041 | 0.052 | 0.046 | 0.046 | 0.208 | 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 | 2,460,241 | 773 | 785 | -0.066 | -0.022 | -0.056 | 0.066 | 0.059 | 0.059 | 0.747 | 5 |
| 1 | True | 3,928,911 | 832,114 | 106 | 1,918 | -0.065 | -0.008 | -0.053 | 0.066 | 0.059 | 0.059 | 0.253 | 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 | 2,009,228 | 771 | 770 | -0.080 | -0.026 | -0.070 | 0.080 | 0.073 | 0.073 | 0.673 | 6 |
| 1 | True | 3,998,124 | 977,791 | 108 | 2,418 | -0.080 | -0.018 | -0.070 | 0.080 | 0.073 | 0.072 | 0.327 | 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 | 1,733,816 | 762 | 740 | -0.097 | -0.030 | -0.083 | 0.097 | 0.088 | 0.088 | 0.599 | 7 |
| 1 | True | 4,514,371 | 1,158,688 | 118 | 2,469 | -0.096 | -0.011 | -0.081 | 0.097 | 0.088 | 0.088 | 0.401 | 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 | 1,633,827 | 759 | 740 | -0.119 | -0.036 | -0.102 | 0.119 | 0.108 | 0.107 | 0.685 | 8 |
| 1 | True | 4,438,347 | 750,721 | 120 | 2,549 | -0.119 | 0.002 | 0.097 | 0.119 | 0.108 | 0.108 | 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 | 1,834,012 | 758 | 732 | -0.154 | -0.043 | -0.126 | 0.154 | 0.135 | 0.134 | 0.670 | 9 |
| 1 | True | 4,814,106 | 901,837 | 121 | 1,826 | -0.154 | -0.001 | -0.119 | 0.154 | 0.136 | 0.135 | 0.330 | 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 | 1,974,786 | 711 | 490 | -0.357 | -0.111 | -0.176 | 0.302 | 0.196 | 0.186 | 0.266 | 10 |
| 1 | True | 8,237,411 | 5,447,984 | 169 | 1,811 | -0.347 | 0.056 | 0.167 | 0.299 | 0.190 | 0.182 | 0.734 | 10 |