Period | S.E. | MPR | CRU | COC | GLD |
1 | 0.571725 | 1.459442 | 98.54056 | 0.000000 | 0.000000 |
2 | 0.806827 | 0.934554 | 98.51166 | 0.553054 | 0.000732 |
3 | 1.107392 | 0.779125 | 98.21123 | 1.005330 | 0.004313 |
4 | 1.344962 | 1.045300 | 97.46710 | 1.424476 | 0.063122 |
5 | 1.578790 | 1.941270 | 95.83777 | 1.805594 | 0.415363 |
6 | 1.786211 | 3.939335 | 92.74226 | 2.045710 | 1.272690 |
7 | 1.983634 | 7.294854 | 87.92825 | 2.096390 | 2.680509 |
8 | 2.167493 | 11.85247 | 81.70122 | 1.996426 | 4.449884 |
9 | 2.342990 | 17.02571 | 74.86974 | 1.829584 | 6.274967 |
10 | 2.509698 | 22.20254 | 68.21356 | 1.665906 | 7.917994 |
11 | 2.669259 | 26.97605 | 62.20504 | 1.537011 | 9.281898 |
12 | 2.821762 | 31.18674 | 56.99575 | 1.445123 | 10.37238 |