Portfolio

Mean Returns

Beta

Treynor Ratio

Mean

Variance

mean

Variance

Mean

Variance

Inc. TF

2.49

0.12

1.71

14.1

−0.41

0.94

Dec.TF

0.84

0.19

23.48

33.4

−0.13

-

Random allocation

3.78

2.01

−15.3

334.93

−0.16

0.04