Training data

Benchmark annual yield (%)

Combined annual yield (%)

Standard deviation of combined yield (%)

Test data

Benchmark annual yield (%)

Combined annual yield (%)

Standard deviation of combined yield (%)

2003

14.22

56.26

37.49

2004-2014

50.98

78.57

185.28

2003-2004

5.49

47.80

42.80

2005-2014

56.40

154.39

210.46

2003-2005

3.86

49.88

21.90

2006-2014

62.59

163.75

189.67

2003-2006

38.96

232.88

137.68

2007-2014

52.39

101.52

164.02

2003-2007

77.75

284.04

164.74

2008-2014

26.60

89.77

95.48

2003-2008

55.51

241.23

175.00

2009-2014

40.32

37.89

49.21

2003-2009

67.69

302.73

143.32

2010-2014

20.21

11.28

44.32

2003-2010

61.54

214.18

161.31

2011-2014

20.64

53.44

90.56

2003-2011

51.94

201.60

184.42

2012-2014

30.29

49.50

82.70

2003-2012

48.31

202.01

184.33

2013-2014

45.89

68.91

80.23

2003-2013

46.37

226.97

170.30

2014

64.83

89.48

38.20