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

52.06

31.90

2004-2014

50.98

93.39

28.40

2003-2004

5.49

38.78

37.47

2005-2014

56.40

116.68

39.81

2003-2005

3.86

43.87

26.61

2006-2014

62.59

110.69

17.48

2003-2006

38.96

157.80

39.24

2007-2014

52.39

75.73

46.49

2003-2007

77.75

260.32

80.78

2008-2014

26.60

41.94

28.78

2003-2008

55.51

194.23

79.53

2009-2014

40.32

27.79

32.85

2003-2009

67.69

196.87

150.40

2010-2014

20.21

8.27

21.18

2003-2010

61.54

173.68

33.35

2011-2014

20.64

16.63

15.93

2003-2011

51.94

184.34

19.41

2012-2014

30.29

49.22

18.82

2003-2012

48.31

176.75

9.83

2013-2014

45.89

46.94

11.91

2003-2013

46.37

180.21

22.72

2014

64.83

69.84

31.64