| 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 |