Table 1 Risk-adjusted performance EWP... | Emerald Publishing

Table 1

Risk-adjusted performance

	EWP	MVP	MCoP_negN	MCOP_negT	MCOP_posT	MCOP_posN	MCoP_allN	MCoP_allT
Mean	0.0438%	0.0367%	0.0487%	0.0459%	0.0424%	0.0422%	0.0449%	0.0457%
SD	0.0111	0.0080	0.0112	0.0113	0.0110	0.0110	0.0111	0.0111
Sharpe	0.0393	0.0457	0.0434	0.0405	0.0385	0.0384	0.0406	0.0413

	EWP	MVP	MCoP_negN	MCOP_negT	MCOP_posT	MCOP_posN	MCoP_allN	MCoP_allT
Mean	0.0438%	0.0367%	0.0487%	0.0459%	0.0424%	0.0422%	0.0449%	0.0457%
SD	0.0111	0.0080	0.0112	0.0113	0.0110	0.0110	0.0111	0.0111
Sharpe	0.0393	0.0457	0.0434	0.0405	0.0385	0.0384	0.0406	0.0413

Source(s): Authors’ own work