Sample | CVaR’s maximum | CVaR’s minimum | CVaR’s mean | CVaR’s Std.DV | Ranking |
360001 | 0.0962 | 0.0122 | 0.0284 | 0.0161 | 2 |
110022 | 0.1027 | 0.0111 | 0.0295 | 0.0172 | 1 |
161812 | 5.22E−05 | 2.23E−05 | 3.22E−05 | 5.67906E−06 | 5 |
180003 | 0.0850 | 0.0086 | 0.0236 | 0.0116 | 3 |
217016 | 3.39E−04 | 4.24E−05 | 1.00E−04 | 4.83002E−05 | 4 |