| 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 | 2,770,863 | 784 | 973 | -0.015 | -0.001 | -0.002 | 0.015 | 0.007 | 0.008 | 0.795 | 1 |
| 1 | True | 2,489,630 | 714,512 | 96 | 2,435 | -0.015 | 0.000 | 0.000 | 0.015 | 0.008 | 0.008 | 0.205 | 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 | 2,748,519 | 766 | 882 | -0.028 | -0.004 | -0.016 | 0.028 | 0.021 | 0.021 | 0.781 | 2 |
| 1 | True | 3,227,458 | 770,478 | 114 | 2,567 | -0.028 | -0.003 | -0.017 | 0.028 | 0.022 | 0.022 | 0.219 | 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 | 3,638,424 | 769 | 951 | -0.042 | -0.007 | -0.030 | 0.042 | 0.035 | 0.035 | 0.789 | 3 |
| 1 | True | 3,729,267 | 974,464 | 111 | 2,611 | -0.042 | -0.005 | -0.030 | 0.042 | 0.036 | 0.036 | 0.211 | 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 | 2,884,283 | 779 | 819 | -0.057 | -0.016 | -0.046 | 0.057 | 0.050 | 0.050 | 0.713 | 4 |
| 1 | True | 2,652,934 | 1,159,589 | 101 | 2,092 | -0.057 | -0.008 | -0.044 | 0.057 | 0.049 | 0.050 | 0.287 | 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 | 2,185,010 | 753 | 798 | -0.073 | -0.022 | -0.061 | 0.073 | 0.065 | 0.065 | 0.758 | 5 |
| 1 | True | 3,507,308 | 696,341 | 127 | 2,022 | -0.073 | -0.012 | -0.060 | 0.073 | 0.065 | 0.065 | 0.242 | 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 | 2,015,745 | 776 | 713 | -0.090 | -0.027 | -0.077 | 0.090 | 0.082 | 0.082 | 0.718 | 6 |
| 1 | True | 3,809,295 | 790,158 | 104 | 2,313 | -0.090 | 0.011 | 0.075 | 0.090 | 0.082 | 0.082 | 0.282 | 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 | 1,832,376 | 765 | 747 | -0.109 | -0.030 | -0.094 | 0.109 | 0.099 | 0.099 | 0.672 | 7 |
| 1 | True | 5,184,774 | 895,221 | 115 | 2,691 | -0.109 | -0.006 | -0.091 | 0.108 | 0.100 | 0.100 | 0.328 | 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 | 1,852,627 | 792 | 694 | -0.132 | -0.033 | -0.113 | 0.132 | 0.120 | 0.120 | 0.676 | 8 |
| 1 | True | 3,724,954 | 886,444 | 88 | 2,826 | -0.132 | 0.008 | 0.111 | 0.132 | 0.121 | 0.120 | 0.324 | 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 | 1,538,253 | 758 | 668 | -0.168 | -0.043 | -0.139 | 0.168 | 0.148 | 0.147 | 0.671 | 9 |
| 1 | True | 5,147,261 | 753,139 | 122 | 1,737 | -0.168 | 0.010 | 0.134 | 0.167 | 0.148 | 0.147 | 0.329 | 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 | 1,685,401 | 742 | 513 | -0.382 | -0.068 | -0.183 | 0.324 | 0.212 | 0.201 | 0.263 | 10 |
| 1 | True | 7,079,457 | 4,711,352 | 138 | 1,696 | -0.336 | 0.087 | 0.185 | 0.358 | 0.212 | 0.196 | 0.737 | 10 |