| 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 | 2,882,605 | 785 | 916 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.789 | 1 |
| 1 | True | 2,513,381 | 769,258 | 95 | 2,682 | -0.014 | 0.001 | 0.000 | 0.014 | 0.007 | 0.008 | 0.211 | 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 | 3,357,023 | 774 | 993 | -0.028 | -0.004 | -0.016 | 0.028 | 0.021 | 0.021 | 0.789 | 2 |
| 1 | True | 2,464,648 | 899,983 | 106 | 2,633 | -0.028 | -0.002 | -0.016 | 0.028 | 0.021 | 0.021 | 0.211 | 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 | 3,011,392 | 766 | 966 | -0.042 | -0.009 | -0.031 | 0.042 | 0.035 | 0.035 | 0.678 | 3 |
| 1 | True | 3,953,762 | 1,430,816 | 114 | 2,532 | -0.042 | -0.006 | -0.031 | 0.041 | 0.035 | 0.036 | 0.322 | 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 | 3,058,178 | 777 | 809 | -0.057 | -0.016 | -0.045 | 0.057 | 0.049 | 0.049 | 0.809 | 4 |
| 1 | True | 3,108,083 | 720,874 | 103 | 2,520 | -0.057 | -0.011 | -0.044 | 0.056 | 0.049 | 0.050 | 0.191 | 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 | 2,155,085 | 757 | 765 | -0.072 | -0.025 | -0.061 | 0.072 | 0.064 | 0.065 | 0.659 | 5 |
| 1 | True | 3,458,590 | 1,115,049 | 123 | 2,056 | -0.072 | -0.008 | -0.059 | 0.072 | 0.064 | 0.064 | 0.341 | 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 | 1,797,247 | 768 | 734 | -0.090 | -0.027 | -0.076 | 0.090 | 0.081 | 0.080 | 0.701 | 6 |
| 1 | True | 4,403,217 | 765,130 | 112 | 1,952 | -0.088 | 0.006 | 0.073 | 0.089 | 0.081 | 0.081 | 0.299 | 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 | 1,734,956 | 765 | 713 | -0.108 | -0.031 | -0.094 | 0.108 | 0.099 | 0.099 | 0.676 | 7 |
| 1 | True | 4,629,854 | 833,057 | 115 | 2,652 | -0.108 | -0.022 | -0.092 | 0.108 | 0.099 | 0.100 | 0.324 | 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 | 1,853,328 | 787 | 723 | -0.132 | -0.035 | -0.113 | 0.131 | 0.119 | 0.119 | 0.803 | 8 |
| 1 | True | 3,621,345 | 453,253 | 93 | 1,880 | -0.131 | 0.006 | 0.109 | 0.131 | 0.121 | 0.120 | 0.197 | 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 | 1,531,921 | 766 | 665 | -0.168 | -0.039 | -0.137 | 0.168 | 0.147 | 0.146 | 0.582 | 9 |
| 1 | True | 4,965,992 | 1,098,686 | 114 | 2,752 | -0.167 | 0.025 | 0.136 | 0.167 | 0.149 | 0.149 | 0.418 | 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 | 1,675,112 | 733 | 519 | -0.376 | -0.079 | -0.184 | 0.316 | 0.210 | 0.201 | 0.254 | 10 |
| 1 | True | 7,177,778 | 4,913,713 | 147 | 1,682 | -0.362 | 0.075 | 0.184 | 0.350 | 0.211 | 0.198 | 0.746 | 10 |