Strategy Information

Equal Weights

Scaled Unconstrained Weights

Unit Weights

M = 50

2.45

3.49

1.36

M = 150

3.20

6.86

3.78

M = 200

4.32

7.32

5.01

M = 250

5.05

7.98

5.79

M = 300

6.09

8.49

6.84