| Asset class | Gaussian | Skewed t |
| Equities | 1.662 percent | 3.683 percent |
| Equities | 5.385 percent | 8.077 percent |
| Currencies | 19.88 percent | 26.989 percent |
| Currencies | 9.953 percent | 14.086 percent |
| Commodities | 1.975 percent | 3.039 percent |
| Commodities | 2.582 percent | 3.624 percent |