Asset class

Gaussian

Skewed t

Equities

1.662 percent

3.683 percent

Equities

5.385 percent

8.077 percent

Currencies

19.88 percent

26.989 percent

Currencies

9.953 percent

14.086 percent

Commodities

1.975 percent

3.039 percent

Commodities

2.582 percent

3.624 percent