Sharpe | Coefficient | Robust Standard Error | P-Value |
Fixed-Income Comp. | 0.040*** | 0.012 | 0.000 |
Variable Income Comp. | 0.004 | 0.058 | 0.940 |
Manager Exp. | −0.002*** | 0.002 | 0.000 |
Numb. Managed Funds | 0.011*** | 0.003 | 0.000 |
Administration Fee | −1.144 | 0.207 | 0.385 |
Performance Fee | 1.205*** | 0.400 | 0.000 |
Size (Net Equity) | 0.001*** | 0.001 | 0.003 |
Constant | −2.789*** | 0.718 | 0.000 |