Index name

sample size

mean

variance

w-value

p-value

Multi-strategy

333

0.0019

0.0094

0.0852

0.0150

Stock strategy

333

0.0021

0.0165

0.1052

0.0012

Bond strategy

333

0.0012

0.0038

0.1352

0.0000

Market Neutral Strategies

333

0.0017

0.0059

0.0538

0.2808

Commodity Trading Advisors

333

0.0025

0.0089

0.1102

0.0006

Macro hedge strategy

333

0.0029

0.0132

0.0967

0.0037

event-driven strategy

333

0.0019

0.0169

0.0925

0.0063

Arbitrage strategy

333

0.0010

0.0041

0.1118

0.0004