RF | Return & Risk | AM | GM | HM | GDM | REG |
RF = 3% | Rp | 0.3403 | 0.3339 | 0.4253 | 0.5939 | 0.3321 |
v | 0.1874 | 0.1918 | 0.2782 | 0.2578 | 0.1787 | |
tanθ | 0.7169 | 0.6939 | 0.7494 | 1.1106 | 0.7146 | |
RF = 4% | Rp | 0.3422 | 0.3353 | 0.4349 | 0.6073 | 0.3334 |
v | 0.1898 | 0.1936 | 0.2922 | 0.2704 | 0.1804 | |
tanθ | 0.6938 | 0.6712 | 0.7307 | 1.0911 | 0.6910 | |
RF = 5% | Rp | 0.3435 | 0.3368 | 0.4457 | 0.6219 | 0.3349 |
v | 0.1914 | 0.1956 | 0.3085 | 0.2846 | 0.1822 | |
tanθ | 0.671 | 0.6485 | 0.7124 | 1.0721 | 0.6675 | |
RF = 6% | Rp | 0.3449 | 0.3384 | 0.4481 | 0.6379 | 0.3365 |
v | 0.1932 | 0.1978 | 0.3123 | 0.3008 | 0.1843 | |
tanθ | 0.6482 | 0.6259 | 0.6945 | 1.0536 | 0.6441 | |
RF = 7% | Rp | 0.3464 | 0.3402 | 0.4501 | 0.6554 | 0.3383 |
v | 0.1952 | 0.2004 | 0.3157 | 0.3195 | 0.1867 | |
tanθ | 0.6255 | 0.6035 | 0.6766 | 1.0356 | 0.6209 | |
RF = 10% | Rp | 0.3612 | 0.3465 | 0.4572 | 0.6928 | 0.3445 |
v | 0.2184 | 0.2104 | 0.328 | 0.3625 | 0.1961 | |
tanθ | 0.5589 | 0.5373 | 0.6237 | 0.9846 | 0.5522 |