Size

Mean Return

Volatility

Sharpe Ratio

ONC

N

W

N^th

ONC

N

W

N^th

ONC

N

W

N^th

ONC

N

W

N^th

CLA

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

ESS

3

16

0.4

16

5

11

0.2

10

5

12

0.3

7

5

15

0.5

9

SDS

3

16

0.5

17

5

11

0.2

10

4

13

0.3

8

5

15

0.5

9

IVP

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

EW

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

VS

3

16

0.4

17

5

12

0.2

10

4

12

0.3

7

5

15

0.5

10

EWS

3

16

0.4

17

5

11

0.2

10

4

13

0.3

6

5

15

0.5

10

SSE

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

ESW

3

16

0.5

16

6

15

0.8

8

6

15

0.8

11

6

14

0.8

8

CDRS

3

16

0.4

16

5

11

0.2

8

4

13

0.3

9

4

15

0.4

9

SDW

3

16

0.5

16

6

15

0.8

8

6

15

0.8

11

6

15

0.8

8

EWW

3

16

0.5

16

6

15

0.8

8

6

15

0.8

11

6

15

0.7

8

ESC

3

17

0.6

17

4

15

0.5

8

4

16

0.6

8

4

12

0.3

10

VW

3

16

0.5

16

6

15

0.8

8

6

15

0.8

11

6

15

0.8

8

SDC

3

17

0.6

17

4

16

0.5

8

4

16

0.6

8

4

12

0.2

10

SDRC

3

17

0.5

17

4

15

0.4

8

4

16

0.4

8

4

12

0.2

8

CDRW

3

16

0.4

16

6

15

0.5

8

6

15

0.5

11

6

15

0.5

8

EWC

3

17

0.6

17

4

15

0.5

8

4

16

0.6

8

4

12

0.2

10

VC

3

17

0.6

17

4

15

0.5

8

4

16

0.6

8

4

12

0.2

10

CDRA

5

16

0.5

16

4

14

0.3

9

4

15

0.3

8

4

14

0.3

8

SDA

5

16

0.8

16

4

13

0.3

10

4

15

0.4

7

4

14

0.3

9

EWA

5

16

0.8

16

4

13

0.3

10

4

15

0.4

6

4

14

0.3

10

ESA

5

16

0.7

16

4

13

0.3

9

4

15

0.4

7

4

13

0.3

9

VA

5

16

0.8

16

4

13

0.3

10

4

15

0.4

7

4

14

0.3

10