Portfolio of top five illiquid stocks

Portfolio of top five liquid stocks

RCT—5 most illiquid stocks

ILLIQ—five most illiquid stocks

RCT—five most liquid stocks

ILLIQ—five most liquid stocks

KOEI

VLEN

KRAS

ARNT

MAIS

INGR

ADPL

ADPL

ATGR

DLKV

INGR

KRAS

ZABA

ATPL

DDJH

PODR

VLEN

MAIS

ERNT

ATGR

Expected portfolio return

0.00064

0.00019

−0.00079

0.00008

Standard deviation of portfolio return

0.01147

0.01456

0.01217

0.00808