Sortino | Coefficient | Robust Standard Error | P-Value |
Fixed Income Comp. | 0.077*** | 0.024 | 0.001 |
Variable Income Comp. | −0.041 | 0.088 | 0.641 |
Manager Exp. | −0.001 | 0.002 | 0.440 |
Numb. Managed Funds | 0.004*** | 0.001 | 0.009 |
Administration Fee | −1.093*** | 0.241 | 0.000 |
Performance Fee | 0.913*** | 0.337 | 0.007 |
Size (Net Equity) | 0.001*** | 0.001 | 0.000 |
Constant | −0.812 | 0.667 | 0.223 |