|
| Portfolioof top ten illiquidstocks | Portfolioof top ten liquidstocks | ||
| RCT—10 most illiquidstocks | ILLIQ—ten most illiquidstocks | RCT—ten most liquidstocks | ILLIQ—ten most liquidstocks | |
| KOEI | VLEN | KRAS | ARNT | |
| MAIS | INGR | ADPL | ADPL | |
| ATGR | DLKV | INGR | KRAS | |
| ZABA | ATPL | DDJH | PODR | |
| VLEN | MAIS | ERNT | ATGR | |
| ADRS2 | KOEI | HT | ERNT | |
| ARNT | ZABA | ATPL | ADRS2 | |
| PODR | DDJH | DLKV | RIVP | |
| KRAS | ARNT | RIVP | OPTE | |
| ADPL | ADPL | OPTE | HT | |
| Expected portfolio return | 0.00019 | −0.00026 | −0.00082 | −0.00038 |
| Standard deviation of portfolio return | 0.00750 | 0.00944 | 0.00879 | 0.00643 |