| 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 | 2,850,993 | 795 | 946 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.818 | 1 |
| 1 | True | 2,183,857 | 632,220 | 85 | 2,782 | -0.013 | 0.002 | 0.003 | 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 | 3,139,712 | 760 | 955 | -0.027 | -0.004 | -0.016 | 0.027 | 0.020 | 0.020 | 0.766 | 2 |
| 1 | True | 3,376,961 | 960,213 | 120 | 2,520 | -0.027 | 0.002 | 0.014 | 0.027 | 0.020 | 0.021 | 0.234 | 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 | 3,123,713 | 774 | 839 | -0.041 | -0.008 | -0.029 | 0.041 | 0.034 | 0.034 | 0.722 | 3 |
| 1 | True | 3,354,192 | 1,199,953 | 105 | 2,416 | -0.041 | -0.004 | -0.029 | 0.041 | 0.034 | 0.034 | 0.278 | 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 | 3,075,607 | 784 | 866 | -0.055 | -0.014 | -0.044 | 0.055 | 0.048 | 0.048 | 0.837 | 4 |
| 1 | True | 2,753,257 | 600,498 | 96 | 2,090 | -0.055 | -0.003 | -0.041 | 0.055 | 0.048 | 0.048 | 0.163 | 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 | 2,111,224 | 769 | 765 | -0.069 | -0.018 | -0.058 | 0.069 | 0.062 | 0.062 | 0.781 | 5 |
| 1 | True | 3,238,363 | 592,710 | 110 | 2,104 | -0.069 | -0.010 | -0.057 | 0.069 | 0.063 | 0.063 | 0.219 | 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 | 1,527,373 | 771 | 667 | -0.086 | -0.025 | -0.073 | 0.086 | 0.077 | 0.077 | 0.590 | 6 |
| 1 | True | 4,434,086 | 1,062,988 | 109 | 2,477 | -0.086 | -0.011 | -0.071 | 0.086 | 0.077 | 0.076 | 0.410 | 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 | 2,012,029 | 779 | 751 | -0.104 | -0.028 | -0.089 | 0.103 | 0.095 | 0.094 | 0.706 | 7 |
| 1 | True | 3,552,789 | 837,568 | 100 | 2,326 | -0.104 | -0.012 | -0.088 | 0.103 | 0.095 | 0.095 | 0.294 | 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 | 1,979,845 | 749 | 771 | -0.126 | -0.032 | -0.107 | 0.126 | 0.114 | 0.114 | 0.645 | 8 |
| 1 | True | 4,825,209 | 1,090,408 | 131 | 2,212 | -0.126 | -0.003 | -0.105 | 0.125 | 0.114 | 0.113 | 0.355 | 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 | 1,477,076 | 765 | 676 | -0.162 | -0.038 | -0.131 | 0.162 | 0.141 | 0.140 | 0.665 | 9 |
| 1 | True | 5,427,026 | 742,639 | 114 | 2,009 | -0.161 | 0.024 | 0.129 | 0.161 | 0.142 | 0.141 | 0.335 | 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 | 1,839,215 | 733 | 507 | -0.367 | -0.065 | -0.174 | 0.317 | 0.204 | 0.195 | 0.275 | 10 |
| 1 | True | 6,904,859 | 4,851,390 | 147 | 1,737 | -0.319 | 0.053 | 0.170 | 0.320 | 0.196 | 0.183 | 0.725 | 10 |