| 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 | 2,730,939 | 781 | 866 | -0.013 | -0.000 | -0.000 | 0.013 | 0.006 | 0.007 | 0.779 | 1 |
| 1 | True | 2,413,359 | 773,482 | 99 | 3,156 | -0.013 | -0.000 | -0.001 | 0.013 | 0.007 | 0.007 | 0.221 | 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 | 2,725,673 | 769 | 936 | -0.026 | -0.002 | -0.014 | 0.026 | 0.019 | 0.019 | 0.760 | 2 |
| 1 | True | 2,616,941 | 860,328 | 110 | 2,380 | -0.025 | 0.003 | 0.015 | 0.026 | 0.019 | 0.019 | 0.240 | 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 | 3,600,053 | 785 | 889 | -0.039 | -0.007 | -0.028 | 0.039 | 0.032 | 0.032 | 0.761 | 3 |
| 1 | True | 2,685,763 | 1,130,450 | 94 | 2,305 | -0.039 | -0.005 | -0.027 | 0.039 | 0.032 | 0.032 | 0.239 | 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 | 2,139,906 | 776 | 816 | -0.052 | -0.013 | -0.042 | 0.052 | 0.046 | 0.046 | 0.767 | 4 |
| 1 | True | 4,209,345 | 651,660 | 104 | 2,419 | -0.051 | 0.002 | 0.040 | 0.051 | 0.046 | 0.046 | 0.233 | 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 | 2,821,102 | 785 | 851 | -0.065 | -0.016 | -0.055 | 0.065 | 0.058 | 0.059 | 0.822 | 5 |
| 1 | True | 2,113,328 | 610,692 | 94 | 1,764 | -0.065 | -0.016 | -0.055 | 0.065 | 0.058 | 0.058 | 0.178 | 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 | 2,067,120 | 777 | 863 | -0.081 | -0.027 | -0.070 | 0.081 | 0.073 | 0.073 | 0.719 | 6 |
| 1 | True | 4,603,247 | 809,448 | 102 | 2,594 | -0.079 | -0.007 | -0.067 | 0.080 | 0.072 | 0.073 | 0.281 | 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 | 1,743,003 | 770 | 755 | -0.097 | -0.031 | -0.085 | 0.097 | 0.088 | 0.087 | 0.590 | 7 |
| 1 | True | 4,411,756 | 1,209,148 | 110 | 2,408 | -0.097 | -0.001 | -0.081 | 0.095 | 0.088 | 0.087 | 0.410 | 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 | 1,712,026 | 748 | 744 | -0.121 | -0.040 | -0.103 | 0.121 | 0.108 | 0.108 | 0.610 | 8 |
| 1 | True | 4,888,135 | 1,094,903 | 131 | 2,519 | -0.120 | -0.010 | -0.098 | 0.120 | 0.107 | 0.107 | 0.390 | 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 | 1,938,492 | 760 | 782 | -0.154 | -0.056 | -0.129 | 0.155 | 0.136 | 0.134 | 0.760 | 9 |
| 1 | True | 5,080,974 | 612,472 | 119 | 1,556 | -0.154 | 0.014 | 0.123 | 0.153 | 0.136 | 0.135 | 0.240 | 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 | 1,928,008 | 716 | 510 | -0.363 | -0.119 | -0.179 | 0.308 | 0.198 | 0.187 | 0.256 | 10 |
| 1 | True | 7,637,926 | 5,616,591 | 164 | 1,834 | -0.330 | 0.066 | 0.168 | 0.295 | 0.193 | 0.186 | 0.744 | 10 |