| 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 | 3,106,325 | 785 | 1,019 | -0.013 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.818 | 1 |
| 1 | True | 2,603,107 | 688,895 | 95 | 3,119 | -0.013 | 0.001 | 0.002 | 0.013 | 0.007 | 0.007 | 0.182 | 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 | 3,334,015 | 781 | 954 | -0.027 | -0.004 | -0.016 | 0.027 | 0.020 | 0.021 | 0.789 | 2 |
| 1 | True | 2,286,876 | 890,692 | 99 | 1,945 | -0.026 | 0.001 | 0.014 | 0.026 | 0.019 | 0.019 | 0.211 | 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 | 3,596,754 | 777 | 949 | -0.041 | -0.009 | -0.030 | 0.041 | 0.034 | 0.034 | 0.802 | 3 |
| 1 | True | 3,213,071 | 886,561 | 102 | 2,554 | -0.039 | -0.002 | -0.028 | 0.040 | 0.033 | 0.033 | 0.198 | 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 | 2,591,686 | 781 | 834 | -0.054 | -0.012 | -0.044 | 0.054 | 0.048 | 0.048 | 0.780 | 4 |
| 1 | True | 3,293,143 | 732,164 | 99 | 2,429 | -0.054 | -0.011 | -0.043 | 0.054 | 0.047 | 0.047 | 0.220 | 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 | 2,044,525 | 776 | 822 | -0.068 | -0.020 | -0.058 | 0.068 | 0.061 | 0.061 | 0.755 | 5 |
| 1 | True | 3,134,637 | 663,875 | 103 | 2,246 | -0.068 | -0.007 | -0.055 | 0.068 | 0.060 | 0.060 | 0.245 | 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 | 1,548,969 | 754 | 720 | -0.084 | -0.022 | -0.071 | 0.084 | 0.076 | 0.075 | 0.570 | 6 |
| 1 | True | 4,982,435 | 1,169,768 | 126 | 2,071 | -0.083 | -0.011 | -0.070 | 0.084 | 0.076 | 0.076 | 0.430 | 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 | 2,064,937 | 775 | 796 | -0.101 | -0.028 | -0.088 | 0.101 | 0.092 | 0.092 | 0.689 | 7 |
| 1 | True | 3,840,680 | 932,137 | 104 | 2,127 | -0.101 | -0.011 | -0.085 | 0.101 | 0.092 | 0.093 | 0.311 | 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 | 1,469,870 | 755 | 743 | -0.124 | -0.036 | -0.106 | 0.124 | 0.112 | 0.112 | 0.623 | 8 |
| 1 | True | 4,951,070 | 889,057 | 125 | 3,088 | -0.124 | 0.002 | 0.102 | 0.124 | 0.111 | 0.111 | 0.377 | 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 | 2,057,451 | 767 | 763 | -0.159 | -0.037 | -0.129 | 0.159 | 0.139 | 0.138 | 0.677 | 9 |
| 1 | True | 5,602,217 | 981,648 | 112 | 1,982 | -0.159 | 0.035 | 0.131 | 0.159 | 0.140 | 0.139 | 0.323 | 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 | 1,898,612 | 732 | 519 | -0.364 | -0.084 | -0.175 | 0.293 | 0.201 | 0.191 | 0.270 | 10 |
| 1 | True | 7,040,161 | 5,124,376 | 148 | 1,810 | -0.345 | 0.043 | 0.169 | 0.311 | 0.195 | 0.183 | 0.730 | 10 |