| 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 | 3,076,337 | 822 | 853 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.879 | 1 |
| 1 | True | 2,190,785 | 421,562 | 59 | 2,669 | -0.013 | 0.001 | 0.003 | 0.014 | 0.006 | 0.006 | 0.121 | 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 | 3,838,839 | 801 | 969 | -0.029 | -0.006 | -0.018 | 0.029 | 0.022 | 0.022 | 0.887 | 2 |
| 1 | True | 3,052,276 | 490,104 | 79 | 2,264 | -0.029 | -0.001 | 0.015 | 0.029 | 0.022 | 0.021 | 0.113 | 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 | 2,997,888 | 818 | 930 | -0.044 | -0.008 | -0.032 | 0.044 | 0.036 | 0.036 | 0.764 | 3 |
| 1 | True | 2,661,124 | 925,264 | 63 | 2,512 | -0.044 | -0.007 | -0.032 | 0.043 | 0.036 | 0.036 | 0.236 | 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 | 2,945,004 | 802 | 852 | -0.059 | -0.018 | -0.048 | 0.059 | 0.051 | 0.051 | 0.789 | 4 |
| 1 | True | 3,389,279 | 789,556 | 78 | 2,097 | -0.059 | 0.002 | 0.045 | 0.059 | 0.051 | 0.050 | 0.211 | 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 | 2,843,666 | 812 | 718 | -0.074 | -0.025 | -0.063 | 0.074 | 0.066 | 0.066 | 0.880 | 5 |
| 1 | True | 3,288,262 | 388,656 | 69 | 2,330 | -0.074 | 0.003 | 0.060 | 0.074 | 0.067 | 0.068 | 0.120 | 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 | 1,663,870 | 791 | 701 | -0.091 | -0.030 | -0.079 | 0.091 | 0.083 | 0.083 | 0.650 | 6 |
| 1 | True | 4,455,865 | 897,112 | 89 | 2,436 | -0.091 | 0.020 | 0.077 | 0.090 | 0.082 | 0.082 | 0.350 | 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 | 1,665,599 | 798 | 731 | -0.111 | -0.034 | -0.096 | 0.111 | 0.101 | 0.101 | 0.687 | 7 |
| 1 | True | 4,691,874 | 759,027 | 82 | 2,321 | -0.111 | 0.006 | 0.092 | 0.110 | 0.099 | 0.099 | 0.313 | 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 | 1,621,210 | 806 | 700 | -0.134 | -0.036 | -0.116 | 0.134 | 0.122 | 0.122 | 0.777 | 8 |
| 1 | True | 4,101,401 | 464,438 | 75 | 2,391 | -0.134 | 0.028 | 0.115 | 0.133 | 0.122 | 0.121 | 0.223 | 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 | 1,951,281 | 794 | 688 | -0.172 | -0.047 | -0.141 | 0.171 | 0.151 | 0.151 | 0.689 | 9 |
| 1 | True | 4,868,866 | 881,439 | 86 | 2,125 | -0.171 | 0.077 | 0.145 | 0.171 | 0.154 | 0.154 | 0.311 | 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 | 1,780,929 | 762 | 505 | -0.374 | -0.067 | -0.185 | 0.338 | 0.215 | 0.205 | 0.276 | 10 |
| 1 | True | 6,829,955 | 4,662,273 | 119 | 2,135 | -0.349 | 0.144 | 0.194 | 0.367 | 0.216 | 0.198 | 0.724 | 10 |