| 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 | 3,513,490 | 813 | 923 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.901 | 1 |
| 1 | True | 2,417,289 | 388,201 | 68 | 2,872 | -0.014 | 0.000 | 0.000 | 0.014 | 0.007 | 0.006 | 0.099 | 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 | 3,497,430 | 821 | 974 | -0.030 | -0.005 | -0.018 | 0.030 | 0.022 | 0.022 | 0.918 | 2 |
| 1 | True | 2,504,200 | 310,723 | 60 | 2,017 | -0.030 | 0.004 | 0.016 | 0.030 | 0.022 | 0.023 | 0.082 | 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 | 2,911,330 | 820 | 881 | -0.045 | -0.010 | -0.033 | 0.045 | 0.037 | 0.037 | 0.774 | 3 |
| 1 | True | 2,452,339 | 851,938 | 60 | 2,158 | -0.043 | 0.002 | 0.030 | 0.045 | 0.037 | 0.036 | 0.226 | 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 | 3,141,149 | 807 | 854 | -0.060 | -0.020 | -0.049 | 0.060 | 0.052 | 0.053 | 0.793 | 4 |
| 1 | True | 3,602,047 | 820,303 | 74 | 2,433 | -0.060 | -0.012 | -0.048 | 0.058 | 0.052 | 0.051 | 0.207 | 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 | 2,858,020 | 798 | 717 | -0.076 | -0.026 | -0.064 | 0.076 | 0.068 | 0.068 | 0.882 | 5 |
| 1 | True | 3,841,331 | 381,413 | 82 | 2,370 | -0.076 | 0.002 | 0.060 | 0.075 | 0.067 | 0.067 | 0.118 | 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 | 1,677,121 | 794 | 744 | -0.093 | -0.033 | -0.081 | 0.093 | 0.085 | 0.085 | 0.710 | 6 |
| 1 | True | 4,412,822 | 685,485 | 87 | 1,628 | -0.093 | 0.004 | 0.076 | 0.093 | 0.083 | 0.084 | 0.290 | 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 | 1,608,834 | 794 | 658 | -0.114 | -0.040 | -0.098 | 0.114 | 0.103 | 0.102 | 0.635 | 7 |
| 1 | True | 5,090,506 | 922,919 | 86 | 2,704 | -0.113 | 0.022 | 0.094 | 0.113 | 0.103 | 0.104 | 0.365 | 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 | 1,939,586 | 815 | 690 | -0.137 | -0.038 | -0.119 | 0.137 | 0.125 | 0.125 | 0.711 | 8 |
| 1 | True | 4,052,814 | 787,884 | 66 | 2,592 | -0.136 | 0.046 | 0.119 | 0.137 | 0.125 | 0.125 | 0.289 | 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 | 1,468,546 | 807 | 622 | -0.174 | -0.040 | -0.143 | 0.174 | 0.153 | 0.153 | 0.742 | 9 |
| 1 | True | 4,080,954 | 510,684 | 73 | 2,357 | -0.171 | 0.075 | 0.149 | 0.173 | 0.157 | 0.157 | 0.258 | 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 | 1,849,241 | 756 | 506 | -0.381 | -0.077 | -0.188 | 0.314 | 0.215 | 0.204 | 0.292 | 10 |
| 1 | True | 7,003,630 | 4,474,575 | 125 | 2,131 | -0.348 | 0.139 | 0.205 | 0.340 | 0.221 | 0.211 | 0.708 | 10 |