|
| Min-Risk MV | shrinked-MV | MVE-MV | OGK-MV | MCD-MV |
| Total Return | 0.22 | 0.24 | 0.22 | 0.20 | 0.21 |
| Mean Return | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| StdDev Return | 0.03 | 0.03 | 0.03 | 0.03 | 0.03 |
| Max. Loss | −0.22 | −0.02 | −0.21 | −0.22 | −0.22 |
| Sharpe Ratio | 7.33 | 8.00 | 7.33 | 6.66 | 7.00 |