平均对数收益率

累计收益

VaR_0.95

标准差

夏普比率

MV model

−0.30 × 10⁻³

−0.142

−0.045

0.0241

−0.0120

Normal-Copula-WCVaR

−0.11 × 10⁻³

−0.055

−0.046

0.0246

−0.0046

GARCH-EVT-Copula-WCVaR

0.06 × 10⁻³

0.030

−0.041

0.0237

0.0026