Table A1

Comparison of performance indicators for tau variations

PortfolioReturnStandard deviationSharpe ratioBetaTreynor ratioOmega ratioTracking errorTurnover
τ = 0.1625 X τ = 0.025
Tang_Eq 8%
MinV_Eq 8%
VolT_Eq 8%
ParR_Eq 8%
Tang_BL 8%0.001−0.001
MinV_BL 8%−0.0010.001
VolT_BL 8%
ParR_BL 8%
NP 8%
Market 8%
Tang_Eq 15%−0.001−0.003−0.001−0.001
MinV_Eq 15%
VolT_Eq 15%
ParR_Eq 15%
Tang_BL 15%−0.004−0.013−0.003−0.0040.002
MinV_BL 15%0.0010.001
VolT_BL 15%0.0010.004
ParR_BL 15%0.002
NP 15%
Market 15%
Tang_Eq 20%−0.001−0.003−0.001
MinV_Eq 20%
VolT_Eq 20%
ParR_Eq 20%
Tang_BL 20%0.001
MinV_BL 20%0.0010.0010.001−0.001
VolT_BL 20%0.0010.0030.0010.001
ParR_BL 20%
NP 20%
Market 20%
τ = 0.3 X τ = 0.1625
Tang_Eq 8%
MinV_Eq 8%
VolT_Eq 8%
ParR_Eq 8%
Tang_BL 8%0.0010.001
MinV_BL 8%0.0010.0040.0010.001
VolT_BL 8%0.0010.0030.0010.001
ParR_BL 8%
NP 8%
Market 8%
Tang_Eq 15%0.0010.0010.001
MinV_Eq 15%
VolT_Eq 15%
ParR_Eq 15%
Tang_BL 15%0.001
MinV_BL 15%
VolT_BL 15%0.001
ParR_BL 15%−0.001
NP 15%
Market 15%
Tang_Eq 20%0.0010.0030.001
MinV_Eq 20%
VolT_Eq 20%
ParR_Eq 20%
Tang_BL 20%0.0010.001
MinV_BL 20%−0.001
VolT_BL 20%−0.001
ParR_BL 20%−0.001
NP 20%
Market 20%

Note(s): Eq: considers historical mean and sample covariance as inputs. BL: considers as inputs returns and covariances using views in the Black-Litterman model; Tang: tangent portfolio; MinV: minimum variance portfolio; ParR: portfolio with equal risk contribution; VolT: volatility timing portfolio; NP: naive weighted portfolio. Market is a portfolio consisting of Ibovespa, S&P500 and BTC. The percentages of 8%, 15% and 20% represent ex-ante market's risk levels. Data refer to the period from 11/18/2016 to 08/30/2022

Source(s): Elaborated by the authors

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