| 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 | 2,502,951 | 782 | 856 | -0.015 | -0.001 | -0.001 | 0.015 | 0.007 | 0.007 | 0.776 | 1 |
| 1 | True | 2,577,900 | 722,260 | 99 | 2,682 | -0.015 | 0.001 | 0.001 | 0.014 | 0.008 | 0.008 | 0.224 | 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 | 2,948,125 | 768 | 986 | -0.028 | -0.003 | -0.017 | 0.028 | 0.021 | 0.021 | 0.772 | 2 |
| 1 | True | 3,361,548 | 872,884 | 112 | 2,823 | -0.028 | -0.003 | -0.017 | 0.028 | 0.021 | 0.022 | 0.228 | 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 | 3,711,152 | 769 | 897 | -0.042 | -0.009 | -0.031 | 0.042 | 0.035 | 0.035 | 0.742 | 3 |
| 1 | True | 3,383,806 | 1,289,542 | 111 | 1,773 | -0.042 | 0.001 | 0.028 | 0.042 | 0.035 | 0.035 | 0.258 | 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 | 3,041,161 | 768 | 816 | -0.057 | -0.015 | -0.046 | 0.057 | 0.050 | 0.050 | 0.799 | 4 |
| 1 | True | 3,096,970 | 766,075 | 112 | 2,049 | -0.057 | -0.012 | -0.046 | 0.057 | 0.050 | 0.051 | 0.201 | 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 | 1,887,787 | 768 | 782 | -0.073 | -0.021 | -0.061 | 0.073 | 0.065 | 0.065 | 0.740 | 5 |
| 1 | True | 3,243,714 | 663,461 | 112 | 2,361 | -0.073 | -0.010 | -0.059 | 0.073 | 0.064 | 0.064 | 0.260 | 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 | 2,030,762 | 782 | 727 | -0.089 | -0.027 | -0.077 | 0.089 | 0.081 | 0.081 | 0.669 | 6 |
| 1 | True | 3,916,688 | 1,005,886 | 98 | 2,513 | -0.089 | 0.010 | 0.075 | 0.089 | 0.081 | 0.082 | 0.331 | 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 | 1,888,270 | 776 | 750 | -0.107 | -0.032 | -0.094 | 0.107 | 0.098 | 0.098 | 0.738 | 7 |
| 1 | True | 4,230,206 | 671,075 | 104 | 2,359 | -0.107 | -0.006 | -0.090 | 0.106 | 0.097 | 0.097 | 0.262 | 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 | 1,364,611 | 752 | 714 | -0.130 | -0.035 | -0.111 | 0.131 | 0.118 | 0.117 | 0.656 | 8 |
| 1 | True | 4,879,222 | 714,504 | 128 | 1,923 | -0.130 | 0.002 | 0.107 | 0.130 | 0.118 | 0.117 | 0.344 | 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 | 1,881,790 | 768 | 639 | -0.166 | -0.044 | -0.137 | 0.166 | 0.147 | 0.146 | 0.654 | 9 |
| 1 | True | 4,421,372 | 997,738 | 112 | 2,045 | -0.166 | 0.017 | 0.133 | 0.165 | 0.146 | 0.146 | 0.346 | 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 | 1,732,625 | 737 | 510 | -0.369 | -0.079 | -0.182 | 0.309 | 0.210 | 0.200 | 0.270 | 10 |
| 1 | True | 7,008,474 | 4,693,681 | 144 | 1,666 | -0.358 | 0.077 | 0.176 | 0.363 | 0.205 | 0.190 | 0.730 | 10 |