Name | Sharpe Ratio | Period of Rebalancing |
---|---|---|
0.84 | Weekly | |
0.78 | Quarterly | |
0.78 | Quarterly | |
0.78 | Quarterly | |
0.7 | Monthly | |
0.7 | Monthly | |
0.7 | Monthly | |
0.7 | Monthly | |
0.7 | Monthly | |
0.65 | Monthly | |
6 Months | ||
Yearly | ||
Yearly |
Name | Sharpe Ratio | Period of Rebalancing |
---|---|---|
0.84 | Weekly | |
0.78 | Quarterly | |
0.78 | Quarterly | |
0.78 | Quarterly | |
0.7 | Monthly | |
0.7 | Monthly | |
0.7 | Monthly | |
0.7 | Monthly | |
0.7 | Monthly | |
0.65 | Monthly | |
6 Months | ||
Yearly | ||
Yearly |