Group | Indices and ETFs | Type | Yield | Period (mm/dd/yyyy) | Mean | Std. Dev. | Skewness | Kurtosis | Jarque-Bera | Obs |
High Yield | Wisdom Tree Japan Hedged Real Estate ETF (DXJR) | ETF | 82.54% | 04/28/2014- 12/29/2017 | −0.049 | 2.587 | −18.082 | 459.825 | 7831138*** | 895 |
NYSE Composite (NYA) | Indices |
| 0.019 | 0.780 | −0.489 | 6.029 | 377.811*** | 895 | ||
Global X Gold Explorers ETF (GOEX) | ETF | 36.04% | 01/03/2012- 12/29/2017 | −0.087 | 2.895 | −0.862 | 12.410 | 5753.824*** | 1509 | |
NYSE Composite (NYA) | Indices |
| 0.036 | 0.777 | −0.399 | 5.252 | 358.730*** | 1509 | ||
Infra Cap MLP ETF (AMZA) | ETF | 24.44% | 10/02/2014- 12/29/2017 | −0.131 | 2.524 | −0.239 | 8.548 | 1056.996*** | 818 | |
NYSE Composite(NYA) | Indices |
| 0.024 | 0.796 | −0.489 | 6.004 | 340.118*** | 818 | ||
Low Yield | SPDR® Portfolio Large Cap ETF (SPLG) | ETF | 5.50% | 01/03/2012- 12/29/2017 | 0.049 | 0.752 | −0.611 | 6.855 | 1028.518*** | 1509 |
NYSE Composite (NYA) | Indices |
| 0.036 | 0.777 | −0.399 | 5.252 | 358.730*** | 1509 | ||
Power Shares Global Short Term High Yield Bond Portfolio (PGHY) | ETF | 5.51% | 06/21/2013- 12/29/2017 | −0.002 | 0.370 | −0.292 | 6.397 | 564.671*** | 1141 | |
NYSE Composite (NYA) | Indices |
| 0.031 | 0.754 | −0.490 | 5.917 | 450.279*** | 1141 | ||
iShares 0 - 5 Year High Yield Corporate Bond ETF (SHYG) | ETF | 5.53% | 10/17/2013- 12/29/2017 | −0.005 | 0.272 | −0.184 | 7.033 | 723.608*** | 1059 | |
NYSE Composite (NYA) | Indices |
| 0.025 | 0.759 | −0.521 | 6.033 | 453.924*** | 1059 |