Table 3 Portfolio performance by number...

Table 3

Portfolio performance by number of intervals (J)

J	Mean SR	Std. Dev. of SR	Approval rate	Mean τ*
5	0.0831	0.0077	0.2526	0.0700
10	0.0835	0.0066	0.2530	0.0700
15	0.0836	0.0065	0.2538	0.0700
20	0.0827	0.0064	0.2528	0.0700

Note(s): * Reported values are the mean and standard deviation computed over five repetitions for each J