| 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 | 3,340,899 | 817 | 891 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.008 | 0.903 | 1 |
| 1 | True | 2,278,673 | 360,583 | 64 | 2,756 | -0.014 | 0.001 | 0.002 | 0.014 | 0.008 | 0.008 | 0.097 | 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 | 2,845,868 | 804 | 938 | -0.029 | -0.004 | -0.017 | 0.029 | 0.022 | 0.022 | 0.846 | 2 |
| 1 | True | 3,148,412 | 518,110 | 76 | 2,686 | -0.028 | -0.001 | -0.015 | 0.027 | 0.022 | 0.022 | 0.154 | 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 | 4,555,104 | 808 | 892 | -0.044 | -0.009 | -0.032 | 0.044 | 0.036 | 0.037 | 0.900 | 3 |
| 1 | True | 3,041,380 | 504,551 | 72 | 1,784 | -0.044 | -0.006 | -0.032 | 0.043 | 0.037 | 0.037 | 0.100 | 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 | 2,787,265 | 807 | 874 | -0.059 | -0.017 | -0.048 | 0.059 | 0.052 | 0.052 | 0.791 | 4 |
| 1 | True | 3,175,108 | 736,969 | 74 | 2,129 | -0.059 | 0.004 | 0.047 | 0.059 | 0.052 | 0.053 | 0.209 | 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 | 2,392,465 | 806 | 791 | -0.075 | -0.027 | -0.064 | 0.075 | 0.067 | 0.067 | 0.866 | 5 |
| 1 | True | 3,391,372 | 371,293 | 74 | 2,263 | -0.075 | 0.003 | 0.060 | 0.074 | 0.067 | 0.067 | 0.134 | 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 | 1,933,182 | 790 | 715 | -0.092 | -0.029 | -0.079 | 0.092 | 0.083 | 0.084 | 0.687 | 6 |
| 1 | True | 4,725,530 | 881,241 | 90 | 2,166 | -0.091 | 0.014 | 0.078 | 0.091 | 0.084 | 0.084 | 0.313 | 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 | 1,980,526 | 804 | 722 | -0.112 | -0.035 | -0.096 | 0.112 | 0.101 | 0.101 | 0.742 | 7 |
| 1 | True | 4,246,406 | 689,904 | 77 | 2,353 | -0.111 | 0.031 | 0.099 | 0.112 | 0.102 | 0.102 | 0.258 | 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 | 1,924,828 | 805 | 695 | -0.135 | -0.042 | -0.118 | 0.135 | 0.123 | 0.123 | 0.691 | 8 |
| 1 | True | 3,873,516 | 859,134 | 75 | 2,943 | -0.134 | 0.048 | 0.117 | 0.135 | 0.122 | 0.122 | 0.309 | 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 | 1,476,742 | 792 | 657 | -0.172 | -0.043 | -0.142 | 0.172 | 0.152 | 0.151 | 0.692 | 9 |
| 1 | True | 5,887,199 | 656,957 | 88 | 2,779 | -0.169 | 0.074 | 0.145 | 0.170 | 0.152 | 0.150 | 0.308 | 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 | 1,921,604 | 781 | 510 | -0.378 | -0.066 | -0.185 | 0.332 | 0.215 | 0.205 | 0.305 | 10 |
| 1 | True | 5,603,681 | 4,382,505 | 100 | 1,869 | -0.341 | 0.154 | 0.203 | 0.364 | 0.223 | 0.208 | 0.695 | 10 |