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  1.  
  2. test a:
  3. r1997: 6.4516129032258
  4. r1998: 12.121212121212
  5. r1999: 5.4054054054054
  6. r2000: -10.25641025641
  7. r_avg: 3.0805168913175
  8. mean: 3.4304550433583
  9. stddev: 8.3049287183435
  10. ----
  11.  
  12. test b:
  13. r1997: 19.512195121951
  14. r1998: -8.1632653061224
  15. r1999: 17.777777777778
  16. r2000: -1.8867924528302
  17. r_avg: 6.1218645116614
  18. mean: 6.8099787851941
  19. stddev: 12.056852648931
  20. ----
  21.  
  22. test c:
  23. r1997: 30.434782608696
  24. r1998: -3.3333333333333
  25. r1999: 10.344827586207
  26. r2000: 15.625
  27. r_avg: 12.620764731425
  28. mean: 13.267819215392
  29. stddev: 12.087215140477
  30. ----
  31.  
  32. Covariances:
  33. cov_ab: 0.12234742181873
  34. cov_ac: -0.3261191422252
  35. cov_bc: 1.0351823636997
  36. ----
  37.  
  38. BetaFactors:
  39. A-A: 1
  40. A-B: 0.084164106163384
  41. A-C: -0.22321521136075
  42. B-A: 0.17738749613627
  43. B-B: 1
  44. B-C: 0.7085399787743
  45. C-A: -0.47282940025615
  46. C-B: 0.7121130716262
  47. C-C: 1
  48. ----
  49.  
  50. GetCorrelationCoefficient:
  51. coeff_ab: 0.12218698808331
  52. coeff_ac: -0.32487338228262
  53. coeff_bc: 0.71032427851998
  54.  
  55. GetdepotVolatility:
  56. depotA mean: 5.1202169142762
  57. depotA vol: 7.7267234514145
  58.  
  59. GetdepotVolatility:
  60. depotB 60/40 mean: 7.3654007121719
  61. depotB 60/40 vol: 5.7054594131913
  62.  
  63. GetdepotVolatility:
  64. depotB 10/90 mean: 12.284082798189
  65. depotB 10/90 vol: 10.637725199984
  66.  
  67. Simulation:
  68. depot 10/10/80 mean: 11.638298755169
  69. depot 10/10/80 vol: 14.24378750664
  70.  
  71. depot 10/20/70 mean: 10.992514712149
  72. depot 10/20/70 vol: 13.457207541649
  73.  
  74. depot 10/30/60 mean: 10.346730669129
  75. depot 10/30/60 vol: 12.916090595646
  76.  
  77. depot 10/40/50 mean: 9.7009466261096
  78. depot 10/40/50 vol: 12.651970870267
  79.  
  80. depot 10/50/40 mean: 9.0551625830898
  81. depot 10/50/40 vol: 12.682166482917
  82.  
  83. depot 10/60/30 mean: 8.40937854007
  84. depot 10/60/30 vol: 13.004627471403
  85.  
  86. depot 10/70/20 mean: 7.7635944970501
  87. depot 10/70/20 vol: 13.598578374622
  88.  
  89. depot 10/80/10 mean: 7.1178104540303
  90. depot 10/80/10 vol: 14.430535025519
  91.  
  92. depot 20/10/70 mean: 10.654562337966
  93. depot 20/10/70 vol: 12.548086007404
  94.  
  95. depot 20/20/60 mean: 10.008778294946
  96. depot 20/20/60 vol: 11.846350236621
  97.  
  98. depot 20/30/50 mean: 9.362994251926
  99. depot 20/30/50 vol: 11.433965829028
  100.  
  101. depot 20/40/40 mean: 8.7172102089062
  102. depot 20/40/40 vol: 11.342536947319
  103.  
  104. depot 20/50/30 mean: 8.0714261658864
  105. depot 20/50/30 vol: 11.579668535602
  106.  
  107. depot 20/60/20 mean: 7.4256421228666
  108. depot 20/60/20 vol: 12.126100426714
  109.  
  110. depot 20/70/10 mean: 6.7798580798467
  111. depot 20/70/10 vol: 12.942716441856
  112.  
  113. depot 30/10/60 mean: 9.6708259207623
  114. depot 30/10/60 vol: 11.042229094152
  115.  
  116. depot 30/20/50 mean: 9.0250418777425
  117. depot 30/20/50 vol: 10.463411204861
  118.  
  119. depot 30/30/40 mean: 8.3792578347226
  120. depot 30/30/40 vol: 10.225122683249
  121.  
  122. depot 30/40/30 mean: 7.7334737917028
  123. depot 30/40/30 vol: 10.350908313002
  124.  
  125. depot 30/50/20 mean: 7.087689748683
  126. depot 30/50/20 vol: 10.828087600868
  127.  
  128. depot 30/60/10 mean: 6.4419057056632
  129. depot 30/60/10 vol: 11.613426214997
  130.  
  131. depot 40/10/50 mean: 8.6870895035589
  132. depot 40/10/50 vol: 9.8139984353958
  133.  
  134. depot 40/20/40 mean: 8.041305460539
  135. depot 40/20/40 vol: 9.4094269304242
  136.  
  137. depot 40/30/30 mean: 7.3955214175192
  138. depot 40/30/30 vol: 9.3956412340639
  139.  
  140. depot 40/40/20 mean: 6.7497373744994
  141. depot 40/40/20 vol: 9.7742949827956
  142.  
  143. depot 40/50/10 mean: 6.1039533314796
  144. depot 40/50/10 vol: 10.503029077051
  145.  
  146. depot 50/10/40 mean: 7.7033530863555
  147. depot 50/10/40 vol: 8.9780670645644
  148.  
  149. depot 50/20/30 mean: 7.0575690433356
  150. depot 50/20/30 vol: 8.8033537518171
  151.  
  152. depot 50/30/20 mean: 6.4117850003158
  153. depot 50/30/20 vol: 9.050436205767
  154.  
  155. depot 50/40/10 mean: 5.766000957296
  156. depot 50/40/10 vol: 9.6870925938021
  157.  
  158. depot 60/10/30 mean: 6.7196166691521
  159. depot 60/10/30 vol: 8.6489416777626
  160.  
  161. depot 60/20/20 mean: 6.0738326261322
  162. depot 60/20/20 vol: 8.7388866798884
  163.  
  164. depot 60/30/10 mean: 5.4280485831124
  165. depot 60/30/10 vol: 9.2439222104977
  166.  
  167. depot 70/10/20 mean: 5.7358802519487
  168. depot 70/10/20 vol: 8.883134417452
  169.  
  170. depot 70/20/10 mean: 5.0900962089288
  171. depot 70/20/10 vol: 9.2273844903032
  172.  
  173. depot 80/10/10 mean: 4.7521438347453
  174. depot 80/10/10 vol: 9.6396754621388
  175.