θ è | 0.1 | 0.2 | 0.3 | 0.4 | 0.5 | 0.6 | 0.7 | 0.8 | 0.9 |
Sharpe Ratio Rank | 0.9307 | 0.8990 | 0.8628 | 0.8386 | 0.8275 | 0.8269 | 0.8306 | 0.8376 | 0.8460 |
Alpha Rank | 0.7272 | 0.6037 | 0.5267 | 0.4851 | 0.4673 | 0.4649 | 0.4682 | 0.4770 | 0.4883 |
Treynor’s Rank | 0.6716 | 0.6097 | 0.5646 | 0.5379 | 0.5262 | 0.5260 | 0.5297 | 0.5369 | 0.5449 |