Average return (asset) | Actual variance | Optimal variance | Optimal return | energy | S & P 500 | Agriculture | metals |
-0.002101 (COM) -0.000255 (COMA) -0.0000993 (MEAN) Zero 0.000919 (MIN VAR) 0.0013030 (DLSP)
0.001450 (COMM)
| 0.002153 0.000645 0.000565 0.000463 0.000387 0.000561 0.000561 0.000903 0.000903 | 0.002153 0.000645 0.000565 0.000463 0.0003871 0.00040 0.000561 0.000412 0.000903 | 0.00537 0.00262 0.00230 0.00180 0.000919 0.001303 0.00231 0.00145 0.00333 | −0.880170 −0.367521 −0.313605 −0.222283 −0.050623 −0.121644 −0.309880 −0.149600 −0.499970 | 1.264023 0.793081 0.743418 0.695052 0.373651 0.567029 0.739999 0.592717 0.914670 | −0.57497 0.011114 0.072920 0.177350 0.175202 0.292436 0.077181 0.26046 −0.140200 | 1.191120 0.563457 0.497267 0.385428 0.501770 0.262178 0.492702 0.296414 0.725508 |