| 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 | 2,679,010 | 790 | 898 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.814 | 1 |
| 1 | True | 2,273,089 | 614,058 | 91 | 2,850 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.186 | 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 | 2,938,683 | 759 | 1,010 | -0.027 | -0.003 | -0.016 | 0.027 | 0.021 | 0.021 | 0.709 | 2 |
| 1 | True | 3,765,980 | 1,203,676 | 121 | 1,979 | -0.027 | -0.001 | -0.015 | 0.027 | 0.021 | 0.021 | 0.291 | 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 | 2,959,482 | 768 | 859 | -0.042 | -0.009 | -0.031 | 0.042 | 0.035 | 0.034 | 0.751 | 3 |
| 1 | True | 3,391,179 | 980,436 | 112 | 2,672 | -0.042 | -0.000 | 0.000 | 0.041 | 0.035 | 0.035 | 0.249 | 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 | 3,147,304 | 773 | 879 | -0.057 | -0.015 | -0.046 | 0.057 | 0.050 | 0.050 | 0.730 | 4 |
| 1 | True | 3,207,198 | 1,165,524 | 107 | 1,791 | -0.057 | -0.016 | -0.045 | 0.057 | 0.049 | 0.050 | 0.270 | 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 | 2,208,890 | 781 | 804 | -0.072 | -0.021 | -0.061 | 0.072 | 0.064 | 0.064 | 0.783 | 5 |
| 1 | True | 3,282,915 | 610,718 | 99 | 2,462 | -0.072 | -0.002 | -0.057 | 0.072 | 0.064 | 0.064 | 0.217 | 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 | 2,011,388 | 778 | 709 | -0.088 | -0.025 | -0.076 | 0.088 | 0.080 | 0.080 | 0.685 | 6 |
| 1 | True | 3,362,851 | 925,141 | 102 | 2,525 | -0.088 | 0.004 | 0.073 | 0.088 | 0.080 | 0.080 | 0.315 | 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 | 1,884,910 | 762 | 779 | -0.106 | -0.034 | -0.092 | 0.106 | 0.096 | 0.096 | 0.718 | 7 |
| 1 | True | 4,046,967 | 740,377 | 118 | 2,393 | -0.105 | -0.010 | -0.089 | 0.105 | 0.096 | 0.095 | 0.282 | 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 | 1,713,280 | 761 | 727 | -0.129 | -0.031 | -0.110 | 0.129 | 0.117 | 0.117 | 0.619 | 8 |
| 1 | True | 4,160,749 | 1,053,667 | 119 | 1,536 | -0.129 | 0.002 | 0.106 | 0.128 | 0.117 | 0.117 | 0.381 | 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 | 1,769,903 | 768 | 668 | -0.164 | -0.039 | -0.135 | 0.164 | 0.145 | 0.144 | 0.706 | 9 |
| 1 | True | 5,900,538 | 736,698 | 112 | 3,003 | -0.164 | 0.027 | 0.133 | 0.165 | 0.144 | 0.143 | 0.294 | 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 | 1,769,835 | 733 | 548 | -0.371 | -0.091 | -0.181 | 0.278 | 0.206 | 0.196 | 0.263 | 10 |
| 1 | True | 6,843,252 | 4,959,224 | 148 | 1,742 | -0.343 | 0.074 | 0.179 | 0.341 | 0.203 | 0.190 | 0.737 | 10 |