Period | S.E. | MPR | CRU | COC | GLD |
1 | 0.571725 | 100.0000 | 0.000000 | 0.000000 | 0.000000 |
2 | 0.806827 | 99.12225 | 0.043003 | 0.720361 | 0.114388 |
3 | 1.107392 | 98.49629 | 0.052023 | 1.193458 | 0.258227 |
4 | 1.344962 | 97.92072 | 0.083035 | 1.673326 | 0.322922 |
5 | 1.578790 | 97.51963 | 0.128447 | 1.993337 | 0.358589 |
6 | 1.786211 | 97.14887 | 0.208383 | 2.249880 | 0.392872 |
7 | 1.983634 | 96.83086 | 0.316522 | 2.424497 | 0.428117 |
8 | 2.167493 | 96.51641 | 0.453538 | 2.563957 | 0.466093 |
9 | 2.342990 | 96.21571 | 0.606445 | 2.673578 | 0.504268 |
10 | 2.509698 | 95.92652 | 0.765081 | 2.767542 | 0.540857 |
11 | 2.669259 | 95.65990 | 0.917869 | 2.848168 | 0.574064 |
12 | 2.821762 | 95.41940 | 1.058110 | 2.919294 | 0.603196 |