K

TE

MINTD

MAXTD

TTD

最大权重选股法

5

0.00773147

−0.01372090

0.02856605

0.04228695

10

0.00564651

−0.01088297

0.02317750

0.03406047

15

0.00553598

−0.01088118

0.02199408

0.03287526

最大市值选股法

5

0.00489974

−0.01725042

0.01977915

0.03702958

10

0.00554149

−0.01805036

0.02410933

0.04215970

15

0.00593996

−0.01837904

0.02304957

0.04142861

最大相关系数选股法

5

0.00397381

−0.00762100

0.01752080

0.02514181

10

0.00363960

−0.00839328

0.01742451

0.02581780

15

0.00386855

−0.00843413

0.01709347

0.02552760