K | TE | MINTD | MAXTD | TTD | |
最大权重选股法 | 5 | 0.00771768 | −0.01363604 | 0.02864417 | 0.04228021 |
10 | 0.00553070 | −0.01088305 | 0.02299540 | 0.03387845 | |
15 | 0.00548098 | −0.01086067 | 0.02174927 | 0.03260994 | |
最大市值选股法 | 5 | 0.00490047 | −0.01724971 | 0.01977285 | 0.03702255 |
10 | 0.00534804 | −0.01815251 | 0.02378444 | 0.04193696 | |
15 | 0.00583722 | −0.01843911 | 0.02298435 | 0.04142345 | |
最大相关系数选股法 | 5 | 0.00397358 | −0.00762612 | 0.01748475 | 0.02511087 |
10 | 0.00364280 | −0.00865190 | 0.01731564 | 0.02596754 | |
15 | 0.00386472 | −0.00857005 | 0.01705887 | 0.02562891 |