Strategy Information | Equal Weights | Scaled Unconstrained Weights | Unit Weights |
M = 50 | 3.05 | 4.20 | 2.28 |
M = 150 | 3.82 | 5.14 | 3.96 |
M = 200 | 5.08 | 6.12 | 4.56 |
M = 250 | 5.15 | 7.73 | 4.72 |
M = 300 | 6.41 | 8.38 | 5.94 |