Time | 2018 | 2019 | 2020 | 2021 |
Pearson correlation coefficient | 0.7566 | 0.7984 | 0.6967 | 0.6614 |
Minimum variance (ideal) | 0.6409 | 1.0627 | 0.5821 | 0.6267 |
Minimum VaR (real) | 0.8211 | 0.8828 | 0.3045 | 0.3244 |