Training data

Benchmark annual yield (%)

Combined annual yield (%)

Standard deviation of combined yield (%)

Test data

Benchmark annual yield (%)

Combined annual yield (%)

Standard deviation of combined yield (%)

2003

14.22

50.23

93.39

2004-2014

50.98

135.41

97.89

2003-2004

5.49

46.27

104.24

2005-2014

56.40

117.97

98.41

2003-2005

3.86

46.88

62.48

2006-2014

62.59

131.18

77.18

2003-2006

38.96

197.39

87.04

2007-2014

52.39

58.60

85.31

2003-2007

77.75

269.35

94.99

2008-2014

26.60

38.42

83.74

2003-2008

55.51

215.63

102.35

2009-2014

40.32

58.89

66.37

2003-2009

67.69

210.03

88.77

2010-2014

20.21

28.47

59.49

2003-2010

61.54

205.80

76.61

2011-2014

20.64

16.60

54.88

2003-2011

51.94

186.02

75.56

2012-2014

30.29

34.11

63.60

2003-2012

48.31

188.91

122.52

2013-2014

45.89

61.36

53.53

2003-2013

46.37

196.64

159.11

2014

64.83

78.90

49.16