Portfolio | Average Return | Median | Standard Deviation |
SL | 0.724% | 0.334% | 3.415% |
SM | 0.218% | 0.250% | 4.642% |
SH | −0.070% | −0.119% | 4.571% |
BL | 0.652% | 0.871% | 5.313% |
BM | 0.167% | 0.211% | 6.373% |
BH | 0.013% | −0.548% | 7.216% |
Market | 0.493% | 0.782% | 8.383% |
Risk-Free | 0.381% | 0.322% | 0.183% |