IND | BASE | ARV | THEIL U | ||||
ARMA | TECH | MACRO | ARMA | TECH | MACRO | ||
MKT | 24 | 0.0505 | 0.0490 | 0.0503 | 1.0459 | 1.0136 | 1.0362 |
MKT | 30 | 0.0537 | 0.0572 | 0.0569 | 0.8016 | 1.0485 | 1.0455 |
MKT | 36 | 0.0558 | 0.0593 | 0.0621 | 0.8340 | 1.0337 | 1.0492 |
MKT | 42 | 0.0572 | 0.0611 | 0.0641 | 0.7862 | 1.0488 | 1.0534 |
MKT | 48 | 0.0618 | 0.0716 | 0.0670 | 0.8130 | 1.0795 | 1.0653 |
ELEC | 24 | 0.0569 | 0.0533 | 0.0504 | 0.6466 | 0.9762 | 0.9668 |
ELEC | 30 | 0.0619 | 0.0498 | 0.0541 | 0.8304 | 0.9249 | 0.9543 |
ELEC | 36 | 0.0624 | 0.0516 | 0.0528 | 0.8477 | 0.9232 | 0.9275 |
ELEC | 42 | 0.0632 | 0.0519 | 0.0485 | 0.7908 | 0.9088 | 0.8924 |
ELEC | 48 | 0.0679 | 0.0524 | 0.0539 | 0.8010 | 0.8914 | 0.9058 |
FINA | 24 | 0.2438 | 0.1050 | 0.1060 | 1.2783 | 0.9881 | 0.9816 |
FINA | 30 | 0.1110 | 0.1041 | 0.1010 | 0.8897 | 0.9779 | 0.9739 |
FINA | 36 | 0.1134 | 0.1010 | 0.0990 | 0.9542 | 0.9587 | 0.9530 |
FINA | 42 | 0.1077 | 0.0915 | 0.0913 | 0.9302 | 0.9375 | 0.9326 |
FINA | 48 | 0.1081 | 0.0906 | 0.0912 | 0.9693 | 0.9359 | 0.9326 |
AVG | 0.0850 | 0.0700 | 0.0699 | 0.8812 | 0.9765 | 0.9781 |