| Investment | Daily Average Rate of Return (%) | CVaR (100 million yuan) | RAROC |
| Bank Deposit | 5.40 × 10−2 | 13.75 | 3.93 × 10−3 |
| Bond Investment | 5.49 × 10−4 | 28.08 | 1.96 × 10−5 |
| Stock Investment | −7.48 × 10−2 | 252.67 | −2.96 × 10−4 |
| Fund Investment | −2.81 × 10−2 | 119.38 | −2.35 × 10−4 |