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 |