Portfolio Weights | |||||
Stocks | Mean-CVaR (7) (%) | MAD (6) (%) | MV (1) (%) | SMV (2.4.1) (%) | ACE (2.4.2) (%) |
UCL | 0.00 | 2.03 | 5.07 | 15.48 | 0.48 |
BATU | 24.27 | 9.69 | 1.53 | 00.00 | 2.47 |
BOBU | 0.39 | 3.39 | 3.00 | 4.11 | 0.49 |
UGA | 74.83 | - | - | 21.63 | 81.32 |
NVL | 0.00 | 42.58 | 55.82 | 28.83 | 7.93 |
UMEM | 0.15 | 6.19 | 5.71 | - | - |
NIC | 0.02 | 1.67 | 1.39 | 1.80 | 00.52 |
SBU | 0.34 | 9.65 | 6.45 | 8.07 | 00.17 |
DFCU | 0.00 | 24.80 | 21.03 | 20.09 | 6.62 |