| 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 | 2,573,769 | 770 | 935 | -0.015 | -0.001 | -0.001 | 0.015 | 0.008 | 0.008 | 0.810 | 1 |
| 1 | True | 2,833,399 | 602,627 | 110 | 2,171 | -0.015 | -0.000 | -0.001 | 0.015 | 0.008 | 0.008 | 0.190 | 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 | 2,555,640 | 770 | 843 | -0.029 | -0.003 | -0.017 | 0.029 | 0.022 | 0.022 | 0.760 | 2 |
| 1 | True | 3,654,334 | 806,098 | 110 | 2,559 | -0.029 | -0.004 | -0.017 | 0.029 | 0.022 | 0.022 | 0.240 | 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 | 4,128,789 | 767 | 899 | -0.044 | -0.010 | -0.032 | 0.044 | 0.037 | 0.037 | 0.771 | 3 |
| 1 | True | 3,289,475 | 1,223,203 | 112 | 2,046 | -0.044 | -0.003 | -0.031 | 0.044 | 0.037 | 0.037 | 0.229 | 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 | 2,135,391 | 775 | 770 | -0.059 | -0.016 | -0.048 | 0.059 | 0.052 | 0.052 | 0.732 | 4 |
| 1 | True | 2,231,624 | 780,501 | 105 | 2,062 | -0.058 | -0.007 | -0.046 | 0.059 | 0.052 | 0.052 | 0.268 | 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 | 2,328,364 | 768 | 733 | -0.075 | -0.023 | -0.063 | 0.075 | 0.067 | 0.067 | 0.715 | 5 |
| 1 | True | 3,804,028 | 927,504 | 111 | 2,210 | -0.074 | -0.006 | -0.060 | 0.075 | 0.067 | 0.068 | 0.285 | 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 | 2,016,639 | 780 | 744 | -0.092 | -0.029 | -0.079 | 0.092 | 0.083 | 0.083 | 0.770 | 6 |
| 1 | True | 3,351,412 | 602,526 | 100 | 2,207 | -0.092 | -0.007 | -0.077 | 0.092 | 0.084 | 0.084 | 0.230 | 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 | 1,631,110 | 765 | 715 | -0.111 | -0.034 | -0.097 | 0.111 | 0.101 | 0.101 | 0.642 | 7 |
| 1 | True | 4,683,562 | 907,939 | 114 | 1,914 | -0.111 | 0.004 | 0.093 | 0.111 | 0.102 | 0.103 | 0.358 | 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 | 2,055,851 | 781 | 688 | -0.136 | -0.038 | -0.117 | 0.136 | 0.123 | 0.123 | 0.705 | 8 |
| 1 | True | 3,805,161 | 859,802 | 99 | 2,186 | -0.136 | -0.003 | -0.111 | 0.136 | 0.123 | 0.123 | 0.295 | 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 | 1,339,123 | 766 | 620 | -0.169 | -0.038 | -0.141 | 0.169 | 0.151 | 0.150 | 0.645 | 9 |
| 1 | True | 5,188,644 | 738,473 | 113 | 1,753 | -0.169 | 0.042 | 0.142 | 0.169 | 0.151 | 0.149 | 0.355 | 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 | 1,700,620 | 739 | 496 | -0.373 | -0.089 | -0.188 | 0.295 | 0.210 | 0.201 | 0.275 | 10 |
| 1 | True | 6,588,772 | 4,487,921 | 141 | 1,755 | -0.339 | 0.077 | 0.187 | 0.330 | 0.213 | 0.207 | 0.725 | 10 |