14 Comparison
And here is a comparison of the performance of all groups.
knitr::kable(p_all)| Group | return | sd | rf | sharpe |
|---|---|---|---|---|
| 1 | -0.0195150 | 0.0220708 | 0.0025839 | -1.0012703 |
| 2 | -0.0058271 | 0.0175443 | 0.0025839 | -0.4794123 |
| 3 | 0.0350275 | 0.0280721 | 0.0025839 | 1.1557235 |
| 4 | -0.0292815 | 0.0213784 | 0.0025839 | -1.4905393 |
| 5 | -0.0213903 | 0.0200973 | 0.0025839 | -1.1929044 |
| 6 | -0.1382031 | 0.0207682 | 0.0025839 | -6.7789601 |
| 7 | -0.0000735 | 0.0213154 | 0.0025839 | -0.1246676 |
| 8 | 0.0349898 | 0.0237051 | 0.0025839 | 1.3670433 |
| 9 | -0.0092236 | 0.0364442 | 0.0025839 | -0.3239866 |
| 10 | 0.0463284 | 0.0276949 | 0.0025839 | 1.5795156 |
| 11 | -0.0216595 | 0.0229060 | 0.0025839 | -1.0583863 |
| 12 | 0.0783835 | 0.0240052 | 0.0025839 | 3.1576305 |
