大型基金

小型基金

百分位

实际t值

模拟t值均值

模拟 < 实际%

实际t值

模拟t值均值

模拟 < 实际%

1%

−1.48

−3.08

99.5%

−2.49

−2.98

71.5%

5%

−0.92

−2.06

99.2%

−1.97

−2.01

49.4%

10%

−0.72

−1.68

98.4%

−1.52

−1.61

52.7%

20%

0.02

−1.20

100.0%

−0.79

−1.13

78.0%

30%

0.45

−0.86

100.0%

−0.43

−0.79

81.8%

40%

0.87

−0.59

100.0%

−0.05

−0.51

88.0%

50%

1.22

−0.34

100.0%

0.16

−0.26

86.2%

60%

1.48

−0.09

100.0%

0.41

0.00

85.0%

70%

1.83

0.17

100.0%

0.84

0.28

90.2%

80%

2.46

0.50

100.0%

1.55

0.61

97.6%

90%

3.27

0.94

100.0%

2.40

1.08

98.9%

95%

3.84

1.28

100.0%

4.05

1.53

99.8%

99%

4.97

1.92

100.0%

4.90

2.29

99.4%