| 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 | 3,077,201 | 813 | 896 | -0.015 | -0.000 | -0.001 | 0.014 | 0.007 | 0.007 | 0.889 | 1 |
| 1 | True | 2,641,925 | 384,699 | 68 | 2,679 | -0.014 | 0.002 | 0.001 | 0.014 | 0.008 | 0.008 | 0.111 | 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 | 3,605,123 | 815 | 973 | -0.029 | -0.004 | -0.017 | 0.029 | 0.022 | 0.022 | 0.902 | 2 |
| 1 | True | 2,645,281 | 391,138 | 65 | 2,590 | -0.029 | 0.000 | 0.015 | 0.028 | 0.022 | 0.022 | 0.098 | 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 | 3,143,997 | 818 | 921 | -0.044 | -0.011 | -0.033 | 0.044 | 0.037 | 0.037 | 0.784 | 3 |
| 1 | True | 3,118,397 | 866,119 | 63 | 1,996 | -0.044 | -0.009 | -0.032 | 0.044 | 0.037 | 0.037 | 0.216 | 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 | 2,849,808 | 807 | 844 | -0.059 | -0.015 | -0.048 | 0.059 | 0.052 | 0.051 | 0.768 | 4 |
| 1 | True | 3,196,197 | 859,412 | 73 | 2,153 | -0.059 | 0.000 | 0.045 | 0.059 | 0.052 | 0.052 | 0.232 | 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 | 2,624,594 | 815 | 734 | -0.075 | -0.026 | -0.063 | 0.075 | 0.067 | 0.067 | 0.861 | 5 |
| 1 | True | 2,889,629 | 423,730 | 66 | 2,306 | -0.075 | -0.005 | -0.060 | 0.074 | 0.067 | 0.067 | 0.139 | 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 | 2,052,614 | 796 | 653 | -0.091 | -0.023 | -0.079 | 0.091 | 0.083 | 0.083 | 0.801 | 6 |
| 1 | True | 4,230,909 | 508,975 | 84 | 2,048 | -0.091 | 0.010 | 0.075 | 0.091 | 0.084 | 0.084 | 0.199 | 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 | 1,751,171 | 791 | 744 | -0.112 | -0.038 | -0.096 | 0.112 | 0.101 | 0.101 | 0.604 | 7 |
| 1 | True | 5,062,953 | 1,149,907 | 89 | 2,508 | -0.112 | 0.017 | 0.094 | 0.112 | 0.100 | 0.100 | 0.396 | 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 | 1,835,608 | 815 | 751 | -0.135 | -0.034 | -0.116 | 0.135 | 0.123 | 0.122 | 0.839 | 8 |
| 1 | True | 3,856,980 | 352,866 | 66 | 2,757 | -0.132 | 0.049 | 0.119 | 0.134 | 0.122 | 0.122 | 0.161 | 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 | 1,968,917 | 807 | 663 | -0.171 | -0.043 | -0.141 | 0.171 | 0.151 | 0.151 | 0.687 | 9 |
| 1 | True | 4,029,444 | 895,643 | 73 | 2,907 | -0.171 | 0.080 | 0.145 | 0.171 | 0.152 | 0.151 | 0.313 | 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 | 1,684,787 | 747 | 519 | -0.379 | -0.089 | -0.189 | 0.297 | 0.213 | 0.202 | 0.258 | 10 |
| 1 | True | 8,096,194 | 4,833,361 | 134 | 2,146 | -0.338 | 0.143 | 0.198 | 0.337 | 0.213 | 0.205 | 0.742 | 10 |