Strategy | Electronic Components | Consumer Electronics | White Spirit II | Other Power Supply Equipment | Sharpe Ratio |
Equal-weights | 25% | 25% | 25% | 25% | 4.6097 |
Min-variance | 10.2% | 0 | 65.4% | 24.4% | 7.2991 |
Max-Sharpe | 0 | 0 | 69% | 31% | 7.5918 |