| 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% |