Fund Name | Ranking by α | Stock Selectivity (α) | P-Value of α | Sharpe Index | Ranking by Sharpe Index | ||
Prudential Financial OTC Fund | 1 | 0.1232 | 0.8904 | 0.0564 | 2 | ||
SinoPac Small and Medium Fund | 2 | 0.1063 | 0.8778 | 0.0665 | 1 | ||
Prudential Financial Small Capital Fund | 3 | 0.0931 | 0.9042 | 0.0458 | 17 | ||
Jih Sun Small Cap Fund | 4 | 0.0859 | 0.9142 | 0.0428 | 27 | ||
Prudential Financial High Growth Fund | 5 | 0.0855 | 0.8977 | 0.0488 | 10 | ||