| 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% |