| 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 | 2,840,626 | 787 | 959 | -0.013 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.820 | 1 |
| 1 | True | 2,470,489 | 624,940 | 93 | 2,811 | -0.013 | 0.001 | 0.002 | 0.013 | 0.007 | 0.007 | 0.180 | 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 | 3,745,680 | 777 | 1,006 | -0.028 | -0.004 | -0.016 | 0.028 | 0.020 | 0.021 | 0.791 | 2 |
| 1 | True | 2,707,446 | 990,418 | 103 | 2,788 | -0.028 | -0.001 | -0.014 | 0.027 | 0.021 | 0.022 | 0.209 | 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 | 3,562,604 | 771 | 875 | -0.041 | -0.008 | -0.030 | 0.041 | 0.034 | 0.034 | 0.807 | 3 |
| 1 | True | 3,034,529 | 853,011 | 108 | 2,549 | -0.041 | -0.000 | -0.000 | 0.041 | 0.034 | 0.034 | 0.193 | 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 | 2,624,622 | 790 | 869 | -0.055 | -0.015 | -0.044 | 0.055 | 0.048 | 0.048 | 0.801 | 4 |
| 1 | True | 3,238,798 | 653,028 | 90 | 2,084 | -0.055 | -0.008 | -0.043 | 0.053 | 0.048 | 0.048 | 0.199 | 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 | 1,674,199 | 765 | 728 | -0.070 | -0.022 | -0.059 | 0.070 | 0.062 | 0.062 | 0.611 | 5 |
| 1 | True | 3,547,748 | 1,065,879 | 114 | 2,842 | -0.070 | -0.014 | -0.057 | 0.069 | 0.062 | 0.062 | 0.389 | 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 | 1,655,584 | 765 | 769 | -0.084 | -0.024 | -0.073 | 0.085 | 0.077 | 0.077 | 0.677 | 6 |
| 1 | True | 3,901,488 | 788,658 | 115 | 1,808 | -0.084 | -0.015 | -0.072 | 0.084 | 0.076 | 0.077 | 0.323 | 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 | 1,831,388 | 767 | 722 | -0.103 | -0.030 | -0.089 | 0.103 | 0.094 | 0.094 | 0.617 | 7 |
| 1 | True | 4,711,787 | 1,135,691 | 112 | 2,303 | -0.103 | 0.010 | 0.088 | 0.103 | 0.094 | 0.095 | 0.383 | 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 | 1,575,991 | 765 | 705 | -0.125 | -0.034 | -0.107 | 0.125 | 0.113 | 0.113 | 0.725 | 8 |
| 1 | True | 4,306,105 | 596,794 | 115 | 2,906 | -0.125 | -0.018 | -0.105 | 0.125 | 0.113 | 0.113 | 0.275 | 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 | 1,842,542 | 759 | 690 | -0.160 | -0.034 | -0.130 | 0.160 | 0.140 | 0.139 | 0.641 | 9 |
| 1 | True | 5,747,939 | 1,030,392 | 120 | 1,720 | -0.160 | 0.032 | 0.128 | 0.159 | 0.141 | 0.141 | 0.359 | 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 | 1,919,938 | 730 | 523 | -0.369 | -0.081 | -0.175 | 0.290 | 0.201 | 0.190 | 0.279 | 10 |
| 1 | True | 7,023,382 | 4,950,606 | 150 | 1,843 | -0.342 | 0.046 | 0.170 | 0.302 | 0.197 | 0.186 | 0.721 | 10 |