Factor

Value

GF

SF

BnB

m

2

3.13%

0.56%

0.04%

3

2.47%

0.71%

0.20%

5

1.32%

1.20%

0.61%

α

0.6

7.96%

1.49%

0.64%

0.8

3.55%

1.59%

0.56%

1.5

0.02%

0.69%

0.12%

2.0

0.01%

0.29%

0.07%

3.0

0.00%

0.07%

0.01%

a

[0.01, 0.1]

2.04%

0.39%

0.14%

[0.05, 0.1]

2.19%

0.53%

0.20%

[0.1, 0.2]

2.16%

0.88%

0.23%

[0.2, 0.5]

2.67%

1.25%

0.47%

[0.1, 0.5]

2.47%

1.07%

0.37%