| 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 | 2,532,117 | 786 | 887 | -0.014 | -0.000 | -0.001 | 0.014 | 0.007 | 0.006 | 0.777 | 1 |
| 1 | True | 2,441,228 | 725,842 | 94 | 3,047 | -0.014 | 0.002 | 0.003 | 0.014 | 0.008 | 0.008 | 0.223 | 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 | 3,441,114 | 760 | 989 | -0.027 | -0.004 | -0.016 | 0.027 | 0.020 | 0.020 | 0.754 | 2 |
| 1 | True | 3,846,631 | 1,122,876 | 120 | 1,771 | -0.027 | -0.002 | -0.015 | 0.027 | 0.020 | 0.020 | 0.246 | 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 | 3,603,977 | 780 | 865 | -0.042 | -0.007 | -0.029 | 0.042 | 0.034 | 0.034 | 0.815 | 3 |
| 1 | True | 2,925,184 | 817,525 | 99 | 2,151 | -0.042 | -0.005 | -0.029 | 0.041 | 0.035 | 0.035 | 0.185 | 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 | 2,770,061 | 783 | 829 | -0.056 | -0.014 | -0.045 | 0.056 | 0.049 | 0.049 | 0.792 | 4 |
| 1 | True | 2,422,754 | 727,761 | 97 | 2,540 | -0.056 | -0.009 | -0.044 | 0.055 | 0.048 | 0.048 | 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 | 2,255,470 | 759 | 805 | -0.071 | -0.020 | -0.060 | 0.071 | 0.063 | 0.063 | 0.741 | 5 |
| 1 | True | 3,832,840 | 790,004 | 120 | 2,027 | -0.071 | -0.013 | -0.059 | 0.071 | 0.064 | 0.064 | 0.259 | 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 | 1,281,154 | 779 | 694 | -0.087 | -0.025 | -0.074 | 0.087 | 0.079 | 0.079 | 0.559 | 6 |
| 1 | True | 3,573,919 | 1,008,773 | 101 | 2,622 | -0.087 | 0.005 | 0.072 | 0.087 | 0.079 | 0.079 | 0.441 | 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 | 2,059,393 | 767 | 759 | -0.105 | -0.028 | -0.091 | 0.105 | 0.096 | 0.096 | 0.714 | 7 |
| 1 | True | 3,976,501 | 824,772 | 112 | 2,365 | -0.105 | -0.017 | -0.090 | 0.105 | 0.096 | 0.095 | 0.286 | 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 | 1,916,100 | 759 | 731 | -0.127 | -0.037 | -0.110 | 0.127 | 0.115 | 0.115 | 0.637 | 8 |
| 1 | True | 4,604,615 | 1,093,564 | 121 | 2,169 | -0.127 | 0.005 | 0.107 | 0.127 | 0.115 | 0.114 | 0.363 | 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 | 1,509,168 | 758 | 657 | -0.162 | -0.033 | -0.132 | 0.162 | 0.143 | 0.142 | 0.656 | 9 |
| 1 | True | 6,103,559 | 789,844 | 121 | 2,041 | -0.162 | 0.030 | 0.130 | 0.162 | 0.143 | 0.143 | 0.344 | 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 | 1,872,857 | 740 | 523 | -0.366 | -0.066 | -0.176 | 0.309 | 0.204 | 0.194 | 0.281 | 10 |
| 1 | True | 6,418,299 | 4,791,132 | 140 | 1,799 | -0.326 | 0.055 | 0.175 | 0.339 | 0.201 | 0.187 | 0.719 | 10 |