| 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 | 2,651,638 | 778 | 984 | -0.015 | -0.001 | -0.002 | 0.015 | 0.007 | 0.007 | 0.767 | 1 |
| 1 | True | 2,418,249 | 806,900 | 103 | 2,853 | -0.014 | 0.000 | -0.000 | 0.015 | 0.006 | 0.006 | 0.233 | 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 | 3,648,157 | 780 | 969 | -0.028 | -0.004 | -0.017 | 0.028 | 0.021 | 0.021 | 0.820 | 2 |
| 1 | True | 2,743,051 | 801,669 | 100 | 2,697 | -0.028 | -0.002 | -0.016 | 0.027 | 0.022 | 0.022 | 0.180 | 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 | 3,428,055 | 770 | 950 | -0.042 | -0.008 | -0.031 | 0.042 | 0.035 | 0.035 | 0.718 | 3 |
| 1 | True | 3,871,291 | 1,344,468 | 110 | 1,814 | -0.042 | -0.003 | -0.028 | 0.041 | 0.034 | 0.034 | 0.282 | 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 | 2,774,336 | 758 | 829 | -0.056 | -0.016 | -0.045 | 0.056 | 0.049 | 0.050 | 0.833 | 4 |
| 1 | True | 3,420,414 | 555,128 | 122 | 2,173 | -0.056 | -0.012 | -0.046 | 0.056 | 0.050 | 0.050 | 0.167 | 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 | 2,246,769 | 760 | 790 | -0.072 | -0.024 | -0.061 | 0.072 | 0.064 | 0.064 | 0.704 | 5 |
| 1 | True | 3,499,309 | 942,840 | 120 | 2,644 | -0.072 | -0.007 | -0.058 | 0.072 | 0.064 | 0.064 | 0.296 | 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 | 1,722,337 | 783 | 684 | -0.089 | -0.030 | -0.077 | 0.089 | 0.081 | 0.081 | 0.639 | 6 |
| 1 | True | 3,672,503 | 973,574 | 97 | 2,231 | -0.089 | 0.009 | 0.074 | 0.088 | 0.080 | 0.080 | 0.361 | 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 | 1,729,413 | 770 | 721 | -0.107 | -0.032 | -0.094 | 0.107 | 0.098 | 0.098 | 0.730 | 7 |
| 1 | True | 4,582,726 | 639,599 | 110 | 2,358 | -0.107 | -0.012 | -0.091 | 0.107 | 0.098 | 0.098 | 0.270 | 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 | 1,790,798 | 768 | 680 | -0.131 | -0.034 | -0.112 | 0.131 | 0.119 | 0.119 | 0.656 | 8 |
| 1 | True | 4,636,448 | 940,076 | 112 | 2,346 | -0.130 | 0.005 | 0.108 | 0.131 | 0.119 | 0.118 | 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 | 1,410,026 | 766 | 670 | -0.168 | -0.034 | -0.137 | 0.168 | 0.147 | 0.147 | 0.655 | 9 |
| 1 | True | 5,277,653 | 744,103 | 114 | 1,934 | -0.167 | 0.024 | 0.135 | 0.167 | 0.147 | 0.146 | 0.345 | 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 | 1,712,762 | 741 | 497 | -0.372 | -0.067 | -0.182 | 0.315 | 0.210 | 0.201 | 0.269 | 10 |
| 1 | True | 6,317,316 | 4,656,687 | 140 | 1,638 | -0.361 | 0.065 | 0.181 | 0.355 | 0.212 | 0.200 | 0.731 | 10 |