FUND CODE | SWIX | ALSI | PEER | |||||||
N | Mean | Std. Deviation | LSD | Mean | Std. Deviation | LSD | Mean | Std. Deviation | LSD | |
GENERAL | 83 | 0.84 | 0.07 | 0.12 | 0.76 | 0.05 | 0.11 | 0.99 | 0.02 | 0.12 |
MVLT | 4 | 0.75 | 0.11 | −0.09 | 0.64 | 0.09 | −0.12 | 0.86 | 0.08 | −0.13 |
VGEF | 5 | 0.88 | 0.13 | 0.04 | 0.68 | 0.22 | −0.08 | 0.92 | 0.28 | −0.07 |
TREF | 12 | 0.79 | 0.19 | −0.05 | 0.71 | 0.19 | −0.06 | 0.92 | 0.24 | −0.07 |
GAEU | 12 | 0.86 | 0.09 | 0.02 | 0.78 | 0.08 | 0.01 | 0.98 | 0.08 | −0.01 |
SMEFA | 6 | 0.63 | 0.26 | −0.20 | 0.63 | 0.19 | −0.14 | 0.80 | 0.11 | −0.19 |
STSEA | 7 | 0.70 | 0.31 | −0.13 | 0.61 | 0.19 | −0.15 | 0.88 | 0.20 | −0.11 |
GDBT | 12 | 0.96 | 0.10 | 0.12 | 0.88 | 0.12 | 0.11 | 1.08 | 0.14 | 0.10 |
STNA | 8 | 0.99 | 0.17 | 0.15 | 0.83 | 0.21 | 0.07 | 1.17 | 0.31 | 0.18 |
GDSE | 12 | 0.87 | 0.08 | 0.03 | 0.79 | 0.07 | 0.02 | 1.02 | 0.07 | 0.03 |
STMMAA | 8 | 0.73 | 0.24 | −0.10 | 0.69 | 0.17 | −0.08 | 0.93 | 0.12 | −0.06 |
STBI | 12 | 1.00 | 0.13 | 0.16 | 0.96 | 0.06 | 0.20 | 1.12 | 0.15 | 0.14 |
GDBK | 12 | 0.84 | 0.17 | 0.01 | 0.78 | 0.13 | 0.01 | 0.97 | 0.17 | −0.02 |
SAFF | 12 | 0.73 | 0.19 | −0.11 | 0.66 | 0.13 | −0.10 | 0.91 | 0.12 | −0.08 |
BAAF | 12 | 0.88 | 0.10 | 0.04 | 0.83 | 0.11 | 0.06 | 1.04 | 0.11 | 0.05 |
STCA1 | 9 | 0.90 | 0.15 | 0.07 | 0.83 | 0.13 | 0.06 | 1.06 | 0.13 | 0.07 |
SNTR | 12 | 0.89 | 0.09 | 0.05 | 0.80 | 0.06 | 0.04 | 1.04 | 0.05 | 0.05 |
MSTT | 8 | 0.79 | 0.15 | −0.05 | 0.70 | 0.18 | −0.06 | 0.98 | 0.28 | −0.01 |
MSSR | 7 | 0.87 | 0.15 | 0.03 | 0.79 | 0.10 | 0.03 | 1.03 | 0.19 | 0.04 |
RMSE | 9 | 1.00 | 0.11 | 0.17 | 0.96 | 0.04 | 0.20 | 1.12 | 0.16 | 0.13 |
RMEF | 12 | 0.90 | 0.12 | 0.06 | 0.78 | 0.14 | 0.02 | 1.04 | 0.14 | 0.05 |
PSGG | 12 | 0.80 | 0.21 | −0.03 | 0.75 | 0.15 | −0.02 | 0.95 | 0.18 | −0.04 |
PSTF | 12 | 0.72 | 0.17 | −0.11 | 0.65 | 0.11 | −0.11 | 0.92 | 0.09 | −0.07 |
PAWC | 8 | 0.70 | 0.18 | −0.14 | 0.65 | 0.11 | −0.11 | 0.89 | 0.08 | −0.10 |
PRUO | 12 | 0.87 | 0.14 | 0.03 | 0.78 | 0.12 | 0.02 | 1.00 | 0.12 | 0.01 |
PEQF | 6 | 1.10 | 0.13 | 0.27 | 1.04 | 0.04 | 0.28 | 1.28 | 0.09 | 0.29 |
PEAB4 | 6 | 0.96 | 0.05 | 0.13 | 0.85 | 0.14 | 0.09 | 1.09 | 0.14 | 0.10 |
27FA1 | 6 | 0.82 | 0.11 | −0.02 | 0.73 | 0.13 | −0.03 | 1.08 | 0.25 | 0.09 |
PRES | 5 | 0.93 | 0.08 | 0.09 | 0.83 | 0.11 | 0.07 | 1.11 | 0.13 | 0.12 |
PTSAE | 5 | 0.62 | 0.26 | −0.22 | 0.62 | 0.23 | −0.14 | 0.88 | 0.32 | −0.11 |
V31 | 7 | 1.06 | 0.15 | 0.22 | 0.97 | 0.10 | 0.20 | 1.22 | 0.10 | 0.23 |
OMTC | 12 | 0.89 | 0.14 | 0.05 | 0.80 | 0.10 | 0.03 | 1.04 | 0.13 | 0.05 |
OMTL | 12 | 0.93 | 0.07 | 0.10 | 0.84 | 0.10 | 0.08 | 1.07 | 0.09 | 0.08 |
OMHY | 12 | 0.80 | 0.14 | −0.04 | 0.67 | 0.13 | −0.09 | 0.97 | 0.17 | −0.02 |
OMGR | 12 | 0.88 | 0.15 | 0.04 | 0.78 | 0.11 | 0.02 | 1.03 | 0.13 | 0.04 |
STPF | 12 | 0.73 | 0.23 | −0.11 | 0.70 | 0.22 | −0.06 | 0.86 | 0.23 | −0.13 |
OMAA | 5 | 0.96 | 0.08 | 0.12 | 0.80 | 0.17 | 0.03 | 1.04 | 0.19 | 0.06 |
OGEN | 12 | 0.81 | 0.10 | −0.02 | 0.74 | 0.11 | −0.02 | 0.95 | 0.11 | −0.03 |
OCEF | 12 | 0.64 | 0.25 | −0.20 | 0.62 | 0.19 | −0.15 | 0.80 | 0.18 | −0.18 |
NFEA2 | 4 | 0.86 | 0.22 | 0.02 | 0.78 | 0.16 | 0.01 | 0.98 | 0.29 | −0.01 |