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