Portfolios
Size
Order of Increasing Frequency
Order of Decreasing Frequency
Random Mixing
P1
3S
3.07
−6.1
0.29
2.04
7.2
−0.24
2.31
3.11
−0.48
P2
4S
3.1
−5.31
0.55
0.87
23.05
−0.13
2.3
4.18
−0.36
P3
5S
3.11
−2.09
1.61
0.42
29.04
−0.12
2.24
5.3
−0.29
P4
6S
2.56
0.4
−3.09
0.29
30.72
−0.11
2.09
5.78
−0.3
P5
7S
2.48
1.52
−0.87
0.36
29.83
−0.12
2.21
4.87
−0.33
P6
8S
2.38
2.06
−0.69
0.42
28.33
−0.12
2.38
2.98
−0.48
P7
9S
2.39
2.55
−0.55
0.58
26.95
−0.12
2.98
−4.81
0.17
P8
10S
2.38
2.72
−0.52
0.69
25.52
−0.12
5.88
−42.7
−0.05
P9
11S
2.4
2.49
−0.56
0.8
24.07
−0.12
5.17
−33.4
−0.04
P10
12S
2.41
2.36
−0.59
0.88
22.97
−0.13
4.88
−30.1
−0.04
P11
13S
2.41
2.44
−0.57
0.93
22.34
−0.13
5.09
−32.2
−0.04
P12
14S
2.29
4.02
−0.38
0.98
21.66
−0.13
4.78
−28.2
−0.03
P13
15S
2.2
5.27
−0.3
1.03
20.99
−0.13
4.56
−25.6
−0.03
P14
16S
2.12
6.28
−0.27
1.09
20.18
−0.13
4.98
−30.1
−0.04
P15
17S
2.06
7.06
−0.25
1.15
19.4
−0.14
4.88
−28.6
−0.04