Annual returns for 16 countries in the portfolio. | ||||||
| Sample period 1989-2012 | Sample period 1989-1998 | Sample period 1999-2008 | |||
Country | Sharpe ratio | Treynor ratio | Sharpe ratio | Treynor ratio | Sharpe ratio | Treynor ratio |
China, P.R.: Mainland | 1.4066 | 0.1629 | 1.4934 | 0.1353 | 2.2668 | 0.2064 |
Japan | 0.4636 | 0.0555 | 0.6041 | 0.0700 | 0.8122 | 0.0696 |
Republic of Korea | 0.8592 | 0.0987 | 0.8412 | 0.0717 | 1.1464 | 0.0941 |
Germany | 0.5907 | 0.0711 | 0.5365 | 0.0436 | 1.2925 | 0.1351 |
Turkey | 1.0140 | 0.1317 | 1.3401 | 0.1231 | 1.5793 | 0.1874 |
Mexico | 0.9603 | 0.2028 | 1.3419 | 0.5569 | 1.1934 | 0.1807 |
Thailand | 1.0874 | 0.1427 | 1.1335 | 0.1289 | 1.5447 | 0.1208 |
Singapore | 0.8325 | 0.0986 | 0.9484 | 0.0893 | 1.0669 | 0.0879 |
United States | 0.8441 | 0.0986 | 1.7691 | 0.1621 | 0.9164 | 0.0808 |
Malaysia | 0.9538 | 0.1185 | 1.3168 | 0.1220 | 1.2991 | 0.1200 |
Vietnam | 0.8445 | 0.2578 | 0.6942 | 0.1628 | 2.5998 | 0.2328 |
India | 1.1798 | 0.1414 | 1.1601 | 0.0959 | 2.0796 | 0.1941 |
Portugal | 0.6235 | 0.0810 | 0.6400 | 0.0501 | 1.0921 | 0.1480 |
Poland | 0.8686 | 0.1195 | 0.6773 | 0.1007 | 1.8155 | 0.1823 |
France | 0.5840 | 0.0710 | 0.7109 | 0.0565 | 1.1511 | 0.1267 |
United Kingdom | 0.4931 | 0.0587 | 0.7713 | 0.0590 | 0.8492 | 0.0908 |
Portfolio | 0.8946 | 0.0918 | 1.1387 | 0.0790 | 1.4631 | 0.1111 |