K

TE

MINTD

MAXTD

TTD

最大权重选股法

5

0.00780711

−0.01406375

0.03783026

0.05189401

10

0.00437987

−0.01039402

0.01508337

0.02547740

15

0.00314657

−0.00626647

0.01773076

0.02399723

最大市值选股法

5

0.00556586

−0.01925019

0.02352433

0.04277452

10

0.00479479

−0.01686538

0.02092448

0.03778986

15

0.00450067

−0.01610522

0.01527108

0.03137629

最大相关系数选股法

5

0.00293484

−0.00828190

0.00735896

0.01564085

10

0.00518272

−0.01633555

0.01848220

0.03481775

15

0.00654416

−0.01795243

0.02240873

0.04036116