fundData: Mutual Fund Returns
In NMOF: Numerical Methods and Optimization in Finance
Description
Usage
Format
Details
Source
References
Examples
Description
A matrix of 500 rows (return scenarios) and 200 columns (mutual
funds). The elements in the matrix are weekly returns.
Usage
1
Format
A plain numeric matrix.
Details
The scenarios were created with a bootstrapping technique. The data set
is only meant to provide example data on which to test algorithms.
Source
Schumann, E. (2010) Essays on Practical Financial Optimisation,
(chapter 4), PhD thesis, University of Geneva.
References
Gilli, M., Maringer, D. and Schumann, E. (2011) Numerical Methods
and Optimization in Finance. Elsevier.
http://www.elsevierdirect.com/product.jsp?isbn=9780123756626
Examples
1
Example output
[,1] [,2] [,3] [,4] [,5]
Min. -0.0392660219 -0.1162009046 -0.124429970 -0.0343275809 -0.0927324261
1st Qu. -0.0065886433 -0.0191340343 -0.030293918 -0.0063279930 -0.0237121109
Median 0.0025985551 -0.0006894755 -0.004609430 0.0001856579 -0.0004813634
Mean 0.0002647973 -0.0018622806 -0.003678236 -0.0005444055 -0.0026740647
3rd Qu. 0.0090804451 0.0187882564 0.022825736 0.0060641698 0.0196027588
Max. 0.0319428395 0.0926512518 0.106751920 0.0260233742 0.0713438271
[,6] [,7] [,8] [,9] [,10]
Min. -0.137752138 -0.1445991951 -0.1231408355 -0.087425345 -0.0536883113
1st Qu. -0.028354365 -0.0309644305 -0.0286711471 -0.023947561 -0.0117231376
Median -0.001023471 -0.0002265445 0.0018626365 0.001356948 0.0017641561
Mean -0.002335787 -0.0024703780 -0.0009044008 -0.002132743 0.0003300397
3rd Qu. 0.028383085 0.0285253154 0.0301880015 0.023234086 0.0126668940
Max. 0.086691100 0.0950682873 0.1087951989 0.072675500 0.0506962383
[,11] [,12] [,13] [,14] [,15]
Min. -0.1045828942 -0.100618548 -0.0734519620 -0.042871981 -0.0889552169
1st Qu. -0.0203679792 -0.021786609 -0.0124803239 -0.011406782 -0.0181214845
Median -0.0009592323 -0.002816104 -0.0006639968 -0.001815910 -0.0005523674
Mean -0.0014398289 -0.003136372 -0.0004277352 -0.001226205 -0.0009397100
3rd Qu. 0.0182577837 0.017928174 0.0122364150 0.010218773 0.0176472855
Max. 0.0723425077 0.073245023 0.0476959342 0.038270179 0.0800245579
[,16] [,17] [,18] [,19] [,20]
Min. -0.0642077577 -4.215891e-02 -0.125337974 -0.059397455 -0.128944636
1st Qu. -0.0148626295 -1.086671e-02 -0.026412036 -0.016178268 -0.023741771
Median 0.0005548938 -2.146585e-04 0.001423993 0.001020983 0.002690671
Mean -0.0012836124 3.996395e-05 -0.001373026 -0.000285874 0.001077537
3rd Qu. 0.0138019283 1.170518e-02 0.025696580 0.015863764 0.030846321
Max. 0.0500212008 3.250220e-02 0.096765990 0.075000417 0.108070522
[,21] [,22] [,23] [,24] [,25]
Min. -0.0842820156 -0.081092997 -0.10963635 -0.1207551764 -0.0445513511
1st Qu. -0.0181757824 -0.020966041 -0.02681291 -0.0282033972 -0.0102138394
Median -0.0006268136 -0.000139569 -0.00492663 -0.0008128588 -0.0008145824
Mean -0.0019772897 -0.001825183 -0.00331428 -0.0024740948 -0.0010812351
3rd Qu. 0.0164878868 0.019404635 0.01928537 0.0259205269 0.0094780913
Max. 0.0642436306 0.068380854 0.10056663 0.1279680965 0.0335957925
[,26] [,27] [,28] [,29] [,30]
Min. -0.122748052 -0.120551444 -0.120864866 -0.1035271364 -0.0364800113
1st Qu. -0.025003218 -0.024476734 -0.024169966 -0.0217870434 -0.0085962652
Median -0.001171309 0.001762351 0.000611913 0.0004472158 -0.0001020965
Mean -0.003891942 -0.002423590 -0.001877553 -0.0011710998 -0.0008246801
3rd Qu. 0.021219083 0.022944798 0.023637395 0.0210658247 0.0069747591
Max. 0.065659021 0.075226455 0.104574952 0.0827683277 0.0265575449
[,31] [,32] [,33] [,34] [,35]
Min. -0.0698156736 -0.0579724634 -0.0804483866 -5.806300e-02 -0.0725905135
1st Qu. -0.0164755565 -0.0144207384 -0.0137141690 -9.515344e-03 -0.0163536844
Median 0.0005380319 0.0020007947 -0.0003644383 1.220974e-03 -0.0008596639
Mean -0.0006105169 -0.0005007695 -0.0010547038 -4.730411e-05 -0.0020420014
3rd Qu. 0.0161131429 0.0146856423 0.0129270569 1.051369e-02 0.0120263891
Max. 0.0524027658 0.0410786812 0.0682807370 3.906185e-02 0.0505165033
[,36] [,37] [,38] [,39] [,40]
Min. -0.083578961 -0.0404655140 -0.075451821 -0.0817296490 -0.0434808684
1st Qu. -0.018577339 -0.0098121329 -0.020344375 -0.0214668320 -0.0072240924
Median 0.000041760 0.0003199143 -0.000405182 -0.0002743008 0.0010553749
Mean -0.002018802 -0.0003676756 -0.001699042 -0.0021487545 -0.0006330161
3rd Qu. 0.017238044 0.0094860716 0.018147296 0.0212769135 0.0077044050
Max. 0.054680680 0.0318703117 0.064786456 0.0811106950 0.0307718969
[,41] [,42] [,43] [,44] [,45]
Min. -0.0475683328 -0.0924878875 -0.0750517299 -0.0547972688 -0.1334036518
1st Qu. -0.0124921566 -0.0252550061 -0.0167655296 -0.0133757874 -0.0284216307
Median -0.0008552036 0.0001569595 -0.0005198283 -0.0003003004 0.0006182832
Mean -0.0008498844 -0.0019042532 -0.0012836993 -0.0011643731 -0.0026289681
3rd Qu. 0.0123868959 0.0229989305 0.0168521401 0.0115556697 0.0245522555
Max. 0.0392761462 0.0984260857 0.0632964822 0.0464567009 0.0868601411
[,46] [,47] [,48] [,49] [,50]
Min. -0.113451099 -0.094137619 -0.0967335793 -0.130810215 -0.0393064702
1st Qu. -0.029798904 -0.023406863 -0.0245739734 -0.024469729 -0.0105361618
Median -0.001029587 -0.001425830 0.0003660711 -0.001765334 0.0004917374
Mean -0.003212425 -0.003625973 -0.0014137241 -0.002501098 0.0001654364
3rd Qu. 0.025466135 0.018591623 0.0228218689 0.021371159 0.0121055825
Max. 0.095986518 0.071305545 0.0795177163 0.104634281 0.0395403828
[,51] [,52] [,53] [,54] [,55]
Min. -0.0293287501 -0.0589415002 -0.123094861 -0.069079988 -0.0787124685
1st Qu. -0.0062188508 -0.0135206515 -0.029094820 -0.018966710 -0.0186950221
Median 0.0005299372 0.0008046710 0.000583139 -0.001335700 -0.0008540964
Mean 0.0006575144 -0.0004476355 -0.003162365 -0.001976941 -0.0024440115
3rd Qu. 0.0080572372 0.0128566571 0.024952168 0.016460931 0.0148021660
Max. 0.0261101295 0.0524351242 0.085153053 0.056491632 0.0579242313
[,56] [,57] [,58] [,59] [,60]
Min. -0.0939839810 -0.122495178 -1.076895e-01 -0.106480002 -0.093651867
1st Qu. -0.0207186578 -0.031379635 -2.989771e-02 -0.025867007 -0.021250867
Median -0.0006487314 -0.002409138 -2.653527e-05 -0.001498931 -0.001270389
Mean -0.0023323819 -0.004067466 -3.374471e-03 -0.002532204 -0.001657396
3rd Qu. 0.0194239070 0.027881718 2.497823e-02 0.024494734 0.018711866
Max. 0.0583081914 0.098031041 9.761162e-02 0.098057057 0.063953523
[,61] [,62] [,63] [,64] [,65]
Min. -3.216083e-02 -0.058316787 -0.0383791357 -0.033841294 -0.0413450173
1st Qu. -8.251884e-03 -0.014639963 -0.0108276986 -0.003527732 -0.0075208330
Median 3.765084e-04 -0.001589650 -0.0003176004 0.002001241 0.0003947915
Mean -1.899354e-05 -0.001889081 -0.0001320656 0.001601245 -0.0000445978
3rd Qu. 8.458287e-03 0.011291932 0.0099187276 0.008012548 0.0084380033
Max. 3.094432e-02 0.054608045 0.0449404890 0.025760719 0.0344530785
[,66] [,67] [,68] [,69] [,70]
Min. -0.0871454645 -0.0517096268 -0.126515098 -0.0302448665 -0.06162441
1st Qu. -0.0143025165 -0.0140741378 -0.026103153 -0.0078869578 -0.01421183
Median -0.0008786902 0.0017333509 -0.001456845 0.0006838139 0.00186084
Mean -0.0006656835 0.0004192824 -0.003299936 -0.0003384741 -0.00058292
3rd Qu. 0.0153322796 0.0158177484 0.021420548 0.0075274854 0.01343802
Max. 0.0567879996 0.0405060047 0.089367694 0.0257999694 0.04516734
[,71] [,72] [,73] [,74] [,75]
Min. -4.215192e-02 -0.0873150957 -7.794985e-02 -0.1411557926 -0.0638527654
1st Qu. -7.820804e-03 -0.0149776398 -1.893567e-02 -0.0300109799 -0.0157244070
Median 4.472532e-05 -0.0002084315 4.884483e-05 -0.0006918394 0.0016156986
Mean -1.150202e-04 -0.0008489009 -1.071977e-03 -0.0034513228 -0.0007736117
3rd Qu. 9.306530e-03 0.0150201477 1.956709e-02 0.0265177896 0.0146681313
Max. 3.046582e-02 0.0622718427 6.511171e-02 0.0945372906 0.0656830144
[,76] [,77] [,78] [,79] [,80]
Min. -0.072709023 -0.087332406 -0.0883454035 -0.1348512245 -0.0928068956
1st Qu. -0.019025909 -0.017886369 -0.0167948441 -0.0211665377 -0.0254274908
Median -0.002252456 -0.001196579 -0.0007743921 0.0009304704 0.0004146799
Mean -0.002341457 -0.002170824 -0.0026683133 -0.0018138820 -0.0027280672
3rd Qu. 0.015827453 0.016340776 0.0141460862 0.0197451507 0.0227162938
Max. 0.063934747 0.090561227 0.0643724279 0.0934485073 0.0779371958
[,81] [,82] [,83] [,84] [,85]
Min. -0.061766572 -0.082498265 -0.098825477 -0.0838231967 -0.0425214946
1st Qu. -0.015575169 -0.018896069 -0.022045150 -0.0216514414 -0.0112560538
Median 0.001293262 0.001010916 0.001946622 0.0001434721 0.0001014044
Mean -0.001316321 -0.001354281 -0.001275470 -0.0019240451 -0.0011326885
3rd Qu. 0.013767995 0.019419256 0.022075771 0.0211916240 0.0092930028
Max. 0.048896752 0.067969352 0.074176792 0.0769440264 0.0292494215
[,86] [,87] [,88] [,89] [,90]
Min. -0.0832010161 -0.0330496085 -0.0447230470 -0.073815482 -0.0277081560
1st Qu. -0.0181842416 -0.0082117393 -0.0086206814 -0.016907649 -0.0067977500
Median 0.0000358579 0.0004564518 -0.0012067591 -0.001535905 0.0005058576
Mean -0.0012075526 0.0003584354 -0.0007980699 -0.001002139 0.0003116644
3rd Qu. 0.0173210723 0.0095668753 0.0083995751 0.014162228 0.0070633903
Max. 0.0609287462 0.0281979901 0.0341239247 0.067474657 0.0352980241
[,91] [,92] [,93] [,94] [,95]
Min. -0.128594508 -1.119341e-01 -0.0929790769 -0.129287543 -0.0919064947
1st Qu. -0.033299713 -2.421283e-02 -0.0286874523 -0.035473480 -0.0258971840
Median -0.002280041 2.060818e-05 0.0004136279 -0.002754651 -0.0007945518
Mean -0.004329321 -2.562502e-03 -0.0029836178 -0.002987284 -0.0027065094
3rd Qu. 0.024255132 2.188137e-02 0.0247735351 0.031381228 0.0230142026
Max. 0.152644590 7.924718e-02 0.0647632376 0.129094712 0.0737954474
[,96] [,97] [,98] [,99] [,100]
Min. -0.1000894479 -0.040938451 -0.228873324 -0.0623400458 -0.130324042
1st Qu. -0.0269801568 -0.008151458 -0.044584010 -0.0140351714 -0.031315753
Median 0.0003809515 -0.001080441 -0.002397848 -0.0005352194 0.001048965
Mean -0.0017900144 -0.001357898 -0.005578388 0.0004297076 -0.001556185
3rd Qu. 0.0251036486 0.006031093 0.038705735 0.0149097149 0.028671422
Max. 0.0835098781 0.027742947 0.154334064 0.0614236902 0.136012180
[,101] [,102] [,103] [,104] [,105]
Min. -0.0845970387 -0.213702335 -0.0800130890 -0.1152229161 -0.059767910
1st Qu. -0.0209436114 -0.046510072 -0.0145603502 -0.0307343896 -0.019105170
Median 0.0002779262 -0.004284216 0.0005573768 -0.0005449058 -0.001381698
Mean -0.0004780908 -0.008529652 0.0001973723 -0.0016321822 -0.001982342
3rd Qu. 0.0218142706 0.037500470 0.0168119267 0.0282903479 0.015018504
Max. 0.0669154901 0.138012662 0.0788939939 0.1140995498 0.053071431
[,106] [,107] [,108] [,109] [,110]
Min. -0.172919742 -0.0862624921 -0.0765639045 -0.086202478 -0.0877269008
1st Qu. -0.046321466 -0.0207547315 -0.0206805363 -0.025816626 -0.0216664730
Median -0.002088412 -0.0008776631 -0.0007365816 -0.002409664 -0.0008460438
Mean -0.002975567 -0.0014751434 -0.0019772336 -0.003234955 -0.0027561908
3rd Qu. 0.039786012 0.0197454556 0.0189269604 0.018492554 0.0175811088
Max. 0.129474147 0.0715750992 0.0626032261 0.077390845 0.0792058813
[,111] [,112] [,113] [,114] [,115]
Min. -0.062539939 -0.192100339 -0.235327714 -0.103959191 -0.1168623887
1st Qu. -0.014049241 -0.046602952 -0.058921470 -0.025045451 -0.0336647323
Median 0.001760409 -0.007302916 -0.006594888 0.002121416 0.0004520978
Mean 0.001097183 -0.007085758 -0.007716622 -0.001140967 -0.0016799579
3rd Qu. 0.016930094 0.037353891 0.046628196 0.024730713 0.0348164418
Max. 0.061612145 0.164927500 0.188146700 0.088281345 0.1130995421
[,116] [,117] [,118] [,119] [,120]
Min. -0.1174958557 -0.105756255 -0.1290798528 -0.0653634723 -0.1174668695
1st Qu. -0.0252770715 -0.028176781 -0.0289374793 -0.0148602337 -0.0326439808
Median 0.0015733573 -0.002688907 -0.0004336992 0.0002467499 -0.0008887164
Mean -0.0001433342 -0.003165418 -0.0025109701 0.0002703173 -0.0027698151
3rd Qu. 0.0275274300 0.023186669 0.0302329723 0.0146939748 0.0307753764
Max. 0.0949603552 0.123389599 0.1176212044 0.0671068320 0.0955171623
[,121] [,122] [,123] [,124] [,125]
Min. -0.0539393149 -0.043122481 -0.1087987726 -4.486447e-02 -0.0441431916
1st Qu. -0.0127943861 -0.008586831 -0.0207933622 -9.236307e-03 -0.0085713055
Median 0.0002310419 0.002346876 -0.0007384608 1.063722e-03 -0.0002544959
Mean -0.0007732794 0.002452940 -0.0016359824 -2.013013e-05 -0.0006206243
3rd Qu. 0.0128542586 0.012209547 0.0200539180 9.723645e-03 0.0090063980
Max. 0.0401432803 0.046058370 0.0849156847 3.434028e-02 0.0296221189
[,126] [,127] [,128] [,129] [,130]
Min. -0.0538160909 -0.0547849090 -0.0473046644 -7.262936e-02 -0.0821951266
1st Qu. -0.0111866973 -0.0109139962 -0.0085375283 -1.185216e-02 -0.0164785364
Median 0.0021487402 0.0003578362 0.0018867822 7.441042e-04 0.0004264036
Mean 0.0003310287 0.0006805182 0.0002633783 -8.543911e-05 -0.0005515957
3rd Qu. 0.0135148354 0.0140812050 0.0096004808 1.399688e-02 0.0160146989
Max. 0.0403766844 0.0498994655 0.0325600726 5.284948e-02 0.0584359217
[,131] [,132] [,133] [,134] [,135]
Min. -0.093317850 -0.0402794338 -0.200769096 -0.193580651 -0.109340139
1st Qu. -0.020443585 -0.0095198851 -0.036992528 -0.033806075 -0.025345206
Median -0.002709677 -0.0016846163 -0.003732622 -0.001046795 -0.000619439
Mean -0.003545559 -0.0005293258 -0.006725286 -0.004055442 -0.002407108
3rd Qu. 0.016417595 0.0088826466 0.027924202 0.027244402 0.023068104
Max. 0.064775166 0.0372461408 0.113202909 0.149207146 0.081677587
[,136] [,137] [,138] [,139] [,140]
Min. -0.1030652660 -0.119647336 -0.0444612356 -0.0782063771 -0.123988541
1st Qu. -0.0265851302 -0.026796138 -0.0094060496 -0.0222646590 -0.030866127
Median -0.0005158628 -0.001737941 0.0004925054 0.0018708817 -0.004896480
Mean -0.0027285769 -0.002415946 -0.0002671668 -0.0006936169 -0.003516234
3rd Qu. 0.0241548677 0.023094385 0.0092139293 0.0200877961 0.021900779
Max. 0.0915894174 0.083265505 0.0507109077 0.0699771097 0.092894152
[,141] [,142] [,143] [,144] [,145]
Min. -0.0839354978 -0.0474898132 -0.0314607022 -0.073184780 -0.0387547361
1st Qu. -0.0137465348 -0.0092546084 -0.0079220409 -0.022450315 -0.0095117722
Median 0.0010370802 -0.0001760070 -0.0005787882 -0.002678243 0.0002432570
Mean -0.0001943953 -0.0006383638 -0.0004508926 -0.002062403 -0.0007121486
3rd Qu. 0.0140253301 0.0077926381 0.0069006422 0.019736041 0.0087122695
Max. 0.0572729119 0.0270502757 0.0303284568 0.067194212 0.0326861403
[,146] [,147] [,148] [,149] [,150]
Min. -0.0745651272 -0.0849137671 -5.712398e-02 -0.087417740 -4.878144e-02
1st Qu. -0.0227421455 -0.0165910482 -1.091332e-02 -0.024025030 -1.181646e-02
Median -0.0004151681 0.0012898704 1.059690e-03 -0.001129511 2.287746e-05
Mean -0.0022603798 -0.0008476228 -7.909577e-05 -0.003045845 -9.537615e-04
3rd Qu. 0.0219380987 0.0160873585 1.189720e-02 0.019505458 1.109876e-02
Max. 0.0712052092 0.0555585086 3.381809e-02 0.077898843 3.814492e-02
[,151] [,152] [,153] [,154] [,155]
Min. -0.1136654954 -0.109718745 -0.0852500852 -2.033755e-01 -0.119446678
1st Qu. -0.0269632982 -0.024761695 -0.0234979384 -3.953522e-02 -0.021291192
Median -0.0008754064 -0.002716398 0.0005931849 8.632142e-05 -0.000704378
Mean -0.0021513817 -0.003178992 -0.0020170521 -4.003283e-03 -0.002686070
3rd Qu. 0.0267376836 0.020947640 0.0214562198 3.296381e-02 0.020386458
Max. 0.1003665303 0.070726747 0.0802691683 1.198138e-01 0.082443353
[,156] [,157] [,158] [,159] [,160]
Min. -1.095747e-01 -0.042423763 -0.037873265 -0.1758923483 -0.085608755
1st Qu. -2.523733e-02 -0.006326483 -0.004899996 -0.0466963704 -0.027476418
Median -7.112954e-05 0.002826511 0.002210056 -0.0009852114 -0.004042796
Mean -3.218577e-03 0.002593837 0.001769340 -0.0041935574 -0.003634318
3rd Qu. 2.269052e-02 0.011689669 0.008678797 0.0436779619 0.017713126
Max. 8.091872e-02 0.038606885 0.037738950 0.1510322696 0.082535109
[,161] [,162] [,163] [,164] [,165]
Min. -0.1079307888 -0.158771541 -0.101576878 -0.045378109 -0.043865982
1st Qu. -0.0201331443 -0.029076554 -0.024832576 -0.004340601 -0.006516560
Median -0.0004498072 -0.001288025 -0.001039364 0.003219961 0.002575367
Mean -0.0014457478 -0.003076414 -0.003104219 0.002712685 0.001838134
3rd Qu. 0.0198242575 0.027109874 0.021969883 0.011058776 0.010850826
Max. 0.0958867626 0.089025627 0.076037818 0.038973312 0.034349721
[,166] [,167] [,168] [,169] [,170]
Min. -0.092574006 -0.0900604841 -0.134159883 -0.1223535309 -0.0924086874
1st Qu. -0.026524276 -0.0188232358 -0.030899521 -0.0217684867 -0.0218178499
Median 0.002199457 0.0005380709 0.002130694 0.0002923409 -0.0001430338
Mean -0.001899707 -0.0008575086 -0.001896725 -0.0007482191 -0.0020264972
3rd Qu. 0.025151881 0.0188519776 0.029564506 0.0199739224 0.0195666351
Max. 0.088021381 0.0740151374 0.102934538 0.0789403503 0.0771055690
[,171] [,172] [,173] [,174] [,175]
Min. -0.1122939026 -0.093083372 -0.109855691 -0.116118652 -0.095364228
1st Qu. -0.0293662334 -0.019410942 -0.027969782 -0.030780621 -0.030567921
Median -0.0004238121 -0.001756062 -0.001873930 -0.002392755 -0.001607034
Mean -0.0029873803 -0.003071399 -0.004062526 -0.003864385 -0.002569438
3rd Qu. 0.0261283527 0.014857080 0.023441900 0.027646295 0.028387899
Max. 0.0960037581 0.065131410 0.101925549 0.083885931 0.115330509
[,176] [,177] [,178] [,179] [,180]
Min. -0.099416660 -8.225471e-02 -0.039976672 -0.111568690 -0.180540063
1st Qu. -0.029392581 -1.999122e-02 -0.006072045 -0.029200622 -0.040626677
Median -0.002160626 -1.153645e-05 0.001894571 0.001033370 -0.001617051
Mean -0.002569397 -1.256170e-03 0.002135316 -0.002065248 -0.003424444
3rd Qu. 0.022528771 1.822080e-02 0.010726034 0.027220000 0.038292226
Max. 0.090404730 7.741703e-02 0.036642302 0.097621512 0.156023493
[,181] [,182] [,183] [,184] [,185]
Min. -0.139044082 -9.531054e-02 -0.1184976262 -0.052429698 -0.0860968537
1st Qu. -0.037235398 -1.989743e-02 -0.0305939237 -0.012377066 -0.0170565160
Median -0.001446759 4.578066e-04 0.0006294361 -0.001113196 0.0005697986
Mean -0.003969701 5.721717e-05 -0.0032870653 -0.001505783 -0.0002732367
3rd Qu. 0.030028211 2.109972e-02 0.0249991114 0.010932095 0.0152056123
Max. 0.107488510 8.778840e-02 0.1010353325 0.038107918 0.0847821882
[,186] [,187] [,188] [,189] [,190]
Min. -0.0384826151 -0.1303402629 -0.0564501742 -0.034307544 -0.0896524923
1st Qu. -0.0109083253 -0.0301938572 -0.0100517564 -0.005185056 -0.0249037654
Median -0.0001461444 -0.0004828972 -0.0004618158 0.001812324 -0.0008389238
Mean -0.0006054977 -0.0026179693 -0.0011035878 0.001748808 -0.0019317477
3rd Qu. 0.0101778555 0.0300669181 0.0086138515 0.008691777 0.0231243853
Max. 0.0377497828 0.0959124096 0.0465240603 0.031188084 0.0715926923
[,191] [,192] [,193] [,194] [,195]
Min. -0.1260079609 -0.121016674 -0.040987047 -0.113749951 -0.101100791
1st Qu. -0.0280019563 -0.025362162 -0.003741796 -0.022382131 -0.026388310
Median 0.0008319892 -0.002248745 0.002013161 -0.001890711 0.000944512
Mean -0.0029069930 -0.002954946 0.002395724 -0.002505081 -0.001256751
3rd Qu. 0.0253426116 0.021831924 0.008857147 0.018890253 0.026757419
Max. 0.1012032500 0.083617792 0.034793664 0.066513546 0.094101395
[,196] [,197] [,198] [,199] [,200]
Min. -0.1155217064 -0.076035470 -8.621723e-02 -0.047425645 -0.1247961088
1st Qu. -0.0266317335 -0.024065216 -1.978143e-02 -0.008476505 -0.0274898448
Median -0.0001866628 -0.001457651 2.667926e-04 0.001796468 -0.0001936748
Mean -0.0025700889 -0.003024278 1.936401e-05 0.001411628 -0.0019643686
3rd Qu. 0.0234362120 0.019701787 1.939545e-02 0.011716474 0.0291572820
Max. 0.0784877643 0.079948715 9.501870e-02 0.038317391 0.0996829742
NMOF documentation built on May 2, 2019, 6:39 p.m.
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Description Usage Format Details Source References Examples
Description
A matrix of 500 rows (return scenarios) and 200 columns (mutual funds). The elements in the matrix are weekly returns.
Usage
1 |
Format
A plain numeric matrix.
Details
The scenarios were created with a bootstrapping technique. The data set is only meant to provide example data on which to test algorithms.
Source
Schumann, E. (2010) Essays on Practical Financial Optimisation, (chapter 4), PhD thesis, University of Geneva.
References
Gilli, M., Maringer, D. and Schumann, E. (2011) Numerical Methods and Optimization in Finance. Elsevier. http://www.elsevierdirect.com/product.jsp?isbn=9780123756626
Examples
1 |
Example output
[,1] [,2] [,3] [,4] [,5]
Min. -0.0392660219 -0.1162009046 -0.124429970 -0.0343275809 -0.0927324261
1st Qu. -0.0065886433 -0.0191340343 -0.030293918 -0.0063279930 -0.0237121109
Median 0.0025985551 -0.0006894755 -0.004609430 0.0001856579 -0.0004813634
Mean 0.0002647973 -0.0018622806 -0.003678236 -0.0005444055 -0.0026740647
3rd Qu. 0.0090804451 0.0187882564 0.022825736 0.0060641698 0.0196027588
Max. 0.0319428395 0.0926512518 0.106751920 0.0260233742 0.0713438271
[,6] [,7] [,8] [,9] [,10]
Min. -0.137752138 -0.1445991951 -0.1231408355 -0.087425345 -0.0536883113
1st Qu. -0.028354365 -0.0309644305 -0.0286711471 -0.023947561 -0.0117231376
Median -0.001023471 -0.0002265445 0.0018626365 0.001356948 0.0017641561
Mean -0.002335787 -0.0024703780 -0.0009044008 -0.002132743 0.0003300397
3rd Qu. 0.028383085 0.0285253154 0.0301880015 0.023234086 0.0126668940
Max. 0.086691100 0.0950682873 0.1087951989 0.072675500 0.0506962383
[,11] [,12] [,13] [,14] [,15]
Min. -0.1045828942 -0.100618548 -0.0734519620 -0.042871981 -0.0889552169
1st Qu. -0.0203679792 -0.021786609 -0.0124803239 -0.011406782 -0.0181214845
Median -0.0009592323 -0.002816104 -0.0006639968 -0.001815910 -0.0005523674
Mean -0.0014398289 -0.003136372 -0.0004277352 -0.001226205 -0.0009397100
3rd Qu. 0.0182577837 0.017928174 0.0122364150 0.010218773 0.0176472855
Max. 0.0723425077 0.073245023 0.0476959342 0.038270179 0.0800245579
[,16] [,17] [,18] [,19] [,20]
Min. -0.0642077577 -4.215891e-02 -0.125337974 -0.059397455 -0.128944636
1st Qu. -0.0148626295 -1.086671e-02 -0.026412036 -0.016178268 -0.023741771
Median 0.0005548938 -2.146585e-04 0.001423993 0.001020983 0.002690671
Mean -0.0012836124 3.996395e-05 -0.001373026 -0.000285874 0.001077537
3rd Qu. 0.0138019283 1.170518e-02 0.025696580 0.015863764 0.030846321
Max. 0.0500212008 3.250220e-02 0.096765990 0.075000417 0.108070522
[,21] [,22] [,23] [,24] [,25]
Min. -0.0842820156 -0.081092997 -0.10963635 -0.1207551764 -0.0445513511
1st Qu. -0.0181757824 -0.020966041 -0.02681291 -0.0282033972 -0.0102138394
Median -0.0006268136 -0.000139569 -0.00492663 -0.0008128588 -0.0008145824
Mean -0.0019772897 -0.001825183 -0.00331428 -0.0024740948 -0.0010812351
3rd Qu. 0.0164878868 0.019404635 0.01928537 0.0259205269 0.0094780913
Max. 0.0642436306 0.068380854 0.10056663 0.1279680965 0.0335957925
[,26] [,27] [,28] [,29] [,30]
Min. -0.122748052 -0.120551444 -0.120864866 -0.1035271364 -0.0364800113
1st Qu. -0.025003218 -0.024476734 -0.024169966 -0.0217870434 -0.0085962652
Median -0.001171309 0.001762351 0.000611913 0.0004472158 -0.0001020965
Mean -0.003891942 -0.002423590 -0.001877553 -0.0011710998 -0.0008246801
3rd Qu. 0.021219083 0.022944798 0.023637395 0.0210658247 0.0069747591
Max. 0.065659021 0.075226455 0.104574952 0.0827683277 0.0265575449
[,31] [,32] [,33] [,34] [,35]
Min. -0.0698156736 -0.0579724634 -0.0804483866 -5.806300e-02 -0.0725905135
1st Qu. -0.0164755565 -0.0144207384 -0.0137141690 -9.515344e-03 -0.0163536844
Median 0.0005380319 0.0020007947 -0.0003644383 1.220974e-03 -0.0008596639
Mean -0.0006105169 -0.0005007695 -0.0010547038 -4.730411e-05 -0.0020420014
3rd Qu. 0.0161131429 0.0146856423 0.0129270569 1.051369e-02 0.0120263891
Max. 0.0524027658 0.0410786812 0.0682807370 3.906185e-02 0.0505165033
[,36] [,37] [,38] [,39] [,40]
Min. -0.083578961 -0.0404655140 -0.075451821 -0.0817296490 -0.0434808684
1st Qu. -0.018577339 -0.0098121329 -0.020344375 -0.0214668320 -0.0072240924
Median 0.000041760 0.0003199143 -0.000405182 -0.0002743008 0.0010553749
Mean -0.002018802 -0.0003676756 -0.001699042 -0.0021487545 -0.0006330161
3rd Qu. 0.017238044 0.0094860716 0.018147296 0.0212769135 0.0077044050
Max. 0.054680680 0.0318703117 0.064786456 0.0811106950 0.0307718969
[,41] [,42] [,43] [,44] [,45]
Min. -0.0475683328 -0.0924878875 -0.0750517299 -0.0547972688 -0.1334036518
1st Qu. -0.0124921566 -0.0252550061 -0.0167655296 -0.0133757874 -0.0284216307
Median -0.0008552036 0.0001569595 -0.0005198283 -0.0003003004 0.0006182832
Mean -0.0008498844 -0.0019042532 -0.0012836993 -0.0011643731 -0.0026289681
3rd Qu. 0.0123868959 0.0229989305 0.0168521401 0.0115556697 0.0245522555
Max. 0.0392761462 0.0984260857 0.0632964822 0.0464567009 0.0868601411
[,46] [,47] [,48] [,49] [,50]
Min. -0.113451099 -0.094137619 -0.0967335793 -0.130810215 -0.0393064702
1st Qu. -0.029798904 -0.023406863 -0.0245739734 -0.024469729 -0.0105361618
Median -0.001029587 -0.001425830 0.0003660711 -0.001765334 0.0004917374
Mean -0.003212425 -0.003625973 -0.0014137241 -0.002501098 0.0001654364
3rd Qu. 0.025466135 0.018591623 0.0228218689 0.021371159 0.0121055825
Max. 0.095986518 0.071305545 0.0795177163 0.104634281 0.0395403828
[,51] [,52] [,53] [,54] [,55]
Min. -0.0293287501 -0.0589415002 -0.123094861 -0.069079988 -0.0787124685
1st Qu. -0.0062188508 -0.0135206515 -0.029094820 -0.018966710 -0.0186950221
Median 0.0005299372 0.0008046710 0.000583139 -0.001335700 -0.0008540964
Mean 0.0006575144 -0.0004476355 -0.003162365 -0.001976941 -0.0024440115
3rd Qu. 0.0080572372 0.0128566571 0.024952168 0.016460931 0.0148021660
Max. 0.0261101295 0.0524351242 0.085153053 0.056491632 0.0579242313
[,56] [,57] [,58] [,59] [,60]
Min. -0.0939839810 -0.122495178 -1.076895e-01 -0.106480002 -0.093651867
1st Qu. -0.0207186578 -0.031379635 -2.989771e-02 -0.025867007 -0.021250867
Median -0.0006487314 -0.002409138 -2.653527e-05 -0.001498931 -0.001270389
Mean -0.0023323819 -0.004067466 -3.374471e-03 -0.002532204 -0.001657396
3rd Qu. 0.0194239070 0.027881718 2.497823e-02 0.024494734 0.018711866
Max. 0.0583081914 0.098031041 9.761162e-02 0.098057057 0.063953523
[,61] [,62] [,63] [,64] [,65]
Min. -3.216083e-02 -0.058316787 -0.0383791357 -0.033841294 -0.0413450173
1st Qu. -8.251884e-03 -0.014639963 -0.0108276986 -0.003527732 -0.0075208330
Median 3.765084e-04 -0.001589650 -0.0003176004 0.002001241 0.0003947915
Mean -1.899354e-05 -0.001889081 -0.0001320656 0.001601245 -0.0000445978
3rd Qu. 8.458287e-03 0.011291932 0.0099187276 0.008012548 0.0084380033
Max. 3.094432e-02 0.054608045 0.0449404890 0.025760719 0.0344530785
[,66] [,67] [,68] [,69] [,70]
Min. -0.0871454645 -0.0517096268 -0.126515098 -0.0302448665 -0.06162441
1st Qu. -0.0143025165 -0.0140741378 -0.026103153 -0.0078869578 -0.01421183
Median -0.0008786902 0.0017333509 -0.001456845 0.0006838139 0.00186084
Mean -0.0006656835 0.0004192824 -0.003299936 -0.0003384741 -0.00058292
3rd Qu. 0.0153322796 0.0158177484 0.021420548 0.0075274854 0.01343802
Max. 0.0567879996 0.0405060047 0.089367694 0.0257999694 0.04516734
[,71] [,72] [,73] [,74] [,75]
Min. -4.215192e-02 -0.0873150957 -7.794985e-02 -0.1411557926 -0.0638527654
1st Qu. -7.820804e-03 -0.0149776398 -1.893567e-02 -0.0300109799 -0.0157244070
Median 4.472532e-05 -0.0002084315 4.884483e-05 -0.0006918394 0.0016156986
Mean -1.150202e-04 -0.0008489009 -1.071977e-03 -0.0034513228 -0.0007736117
3rd Qu. 9.306530e-03 0.0150201477 1.956709e-02 0.0265177896 0.0146681313
Max. 3.046582e-02 0.0622718427 6.511171e-02 0.0945372906 0.0656830144
[,76] [,77] [,78] [,79] [,80]
Min. -0.072709023 -0.087332406 -0.0883454035 -0.1348512245 -0.0928068956
1st Qu. -0.019025909 -0.017886369 -0.0167948441 -0.0211665377 -0.0254274908
Median -0.002252456 -0.001196579 -0.0007743921 0.0009304704 0.0004146799
Mean -0.002341457 -0.002170824 -0.0026683133 -0.0018138820 -0.0027280672
3rd Qu. 0.015827453 0.016340776 0.0141460862 0.0197451507 0.0227162938
Max. 0.063934747 0.090561227 0.0643724279 0.0934485073 0.0779371958
[,81] [,82] [,83] [,84] [,85]
Min. -0.061766572 -0.082498265 -0.098825477 -0.0838231967 -0.0425214946
1st Qu. -0.015575169 -0.018896069 -0.022045150 -0.0216514414 -0.0112560538
Median 0.001293262 0.001010916 0.001946622 0.0001434721 0.0001014044
Mean -0.001316321 -0.001354281 -0.001275470 -0.0019240451 -0.0011326885
3rd Qu. 0.013767995 0.019419256 0.022075771 0.0211916240 0.0092930028
Max. 0.048896752 0.067969352 0.074176792 0.0769440264 0.0292494215
[,86] [,87] [,88] [,89] [,90]
Min. -0.0832010161 -0.0330496085 -0.0447230470 -0.073815482 -0.0277081560
1st Qu. -0.0181842416 -0.0082117393 -0.0086206814 -0.016907649 -0.0067977500
Median 0.0000358579 0.0004564518 -0.0012067591 -0.001535905 0.0005058576
Mean -0.0012075526 0.0003584354 -0.0007980699 -0.001002139 0.0003116644
3rd Qu. 0.0173210723 0.0095668753 0.0083995751 0.014162228 0.0070633903
Max. 0.0609287462 0.0281979901 0.0341239247 0.067474657 0.0352980241
[,91] [,92] [,93] [,94] [,95]
Min. -0.128594508 -1.119341e-01 -0.0929790769 -0.129287543 -0.0919064947
1st Qu. -0.033299713 -2.421283e-02 -0.0286874523 -0.035473480 -0.0258971840
Median -0.002280041 2.060818e-05 0.0004136279 -0.002754651 -0.0007945518
Mean -0.004329321 -2.562502e-03 -0.0029836178 -0.002987284 -0.0027065094
3rd Qu. 0.024255132 2.188137e-02 0.0247735351 0.031381228 0.0230142026
Max. 0.152644590 7.924718e-02 0.0647632376 0.129094712 0.0737954474
[,96] [,97] [,98] [,99] [,100]
Min. -0.1000894479 -0.040938451 -0.228873324 -0.0623400458 -0.130324042
1st Qu. -0.0269801568 -0.008151458 -0.044584010 -0.0140351714 -0.031315753
Median 0.0003809515 -0.001080441 -0.002397848 -0.0005352194 0.001048965
Mean -0.0017900144 -0.001357898 -0.005578388 0.0004297076 -0.001556185
3rd Qu. 0.0251036486 0.006031093 0.038705735 0.0149097149 0.028671422
Max. 0.0835098781 0.027742947 0.154334064 0.0614236902 0.136012180
[,101] [,102] [,103] [,104] [,105]
Min. -0.0845970387 -0.213702335 -0.0800130890 -0.1152229161 -0.059767910
1st Qu. -0.0209436114 -0.046510072 -0.0145603502 -0.0307343896 -0.019105170
Median 0.0002779262 -0.004284216 0.0005573768 -0.0005449058 -0.001381698
Mean -0.0004780908 -0.008529652 0.0001973723 -0.0016321822 -0.001982342
3rd Qu. 0.0218142706 0.037500470 0.0168119267 0.0282903479 0.015018504
Max. 0.0669154901 0.138012662 0.0788939939 0.1140995498 0.053071431
[,106] [,107] [,108] [,109] [,110]
Min. -0.172919742 -0.0862624921 -0.0765639045 -0.086202478 -0.0877269008
1st Qu. -0.046321466 -0.0207547315 -0.0206805363 -0.025816626 -0.0216664730
Median -0.002088412 -0.0008776631 -0.0007365816 -0.002409664 -0.0008460438
Mean -0.002975567 -0.0014751434 -0.0019772336 -0.003234955 -0.0027561908
3rd Qu. 0.039786012 0.0197454556 0.0189269604 0.018492554 0.0175811088
Max. 0.129474147 0.0715750992 0.0626032261 0.077390845 0.0792058813
[,111] [,112] [,113] [,114] [,115]
Min. -0.062539939 -0.192100339 -0.235327714 -0.103959191 -0.1168623887
1st Qu. -0.014049241 -0.046602952 -0.058921470 -0.025045451 -0.0336647323
Median 0.001760409 -0.007302916 -0.006594888 0.002121416 0.0004520978
Mean 0.001097183 -0.007085758 -0.007716622 -0.001140967 -0.0016799579
3rd Qu. 0.016930094 0.037353891 0.046628196 0.024730713 0.0348164418
Max. 0.061612145 0.164927500 0.188146700 0.088281345 0.1130995421
[,116] [,117] [,118] [,119] [,120]
Min. -0.1174958557 -0.105756255 -0.1290798528 -0.0653634723 -0.1174668695
1st Qu. -0.0252770715 -0.028176781 -0.0289374793 -0.0148602337 -0.0326439808
Median 0.0015733573 -0.002688907 -0.0004336992 0.0002467499 -0.0008887164
Mean -0.0001433342 -0.003165418 -0.0025109701 0.0002703173 -0.0027698151
3rd Qu. 0.0275274300 0.023186669 0.0302329723 0.0146939748 0.0307753764
Max. 0.0949603552 0.123389599 0.1176212044 0.0671068320 0.0955171623
[,121] [,122] [,123] [,124] [,125]
Min. -0.0539393149 -0.043122481 -0.1087987726 -4.486447e-02 -0.0441431916
1st Qu. -0.0127943861 -0.008586831 -0.0207933622 -9.236307e-03 -0.0085713055
Median 0.0002310419 0.002346876 -0.0007384608 1.063722e-03 -0.0002544959
Mean -0.0007732794 0.002452940 -0.0016359824 -2.013013e-05 -0.0006206243
3rd Qu. 0.0128542586 0.012209547 0.0200539180 9.723645e-03 0.0090063980
Max. 0.0401432803 0.046058370 0.0849156847 3.434028e-02 0.0296221189
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Min. -0.0538160909 -0.0547849090 -0.0473046644 -7.262936e-02 -0.0821951266
1st Qu. -0.0111866973 -0.0109139962 -0.0085375283 -1.185216e-02 -0.0164785364
Median 0.0021487402 0.0003578362 0.0018867822 7.441042e-04 0.0004264036
Mean 0.0003310287 0.0006805182 0.0002633783 -8.543911e-05 -0.0005515957
3rd Qu. 0.0135148354 0.0140812050 0.0096004808 1.399688e-02 0.0160146989
Max. 0.0403766844 0.0498994655 0.0325600726 5.284948e-02 0.0584359217
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Min. -0.093317850 -0.0402794338 -0.200769096 -0.193580651 -0.109340139
1st Qu. -0.020443585 -0.0095198851 -0.036992528 -0.033806075 -0.025345206
Median -0.002709677 -0.0016846163 -0.003732622 -0.001046795 -0.000619439
Mean -0.003545559 -0.0005293258 -0.006725286 -0.004055442 -0.002407108
3rd Qu. 0.016417595 0.0088826466 0.027924202 0.027244402 0.023068104
Max. 0.064775166 0.0372461408 0.113202909 0.149207146 0.081677587
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Min. -0.1030652660 -0.119647336 -0.0444612356 -0.0782063771 -0.123988541
1st Qu. -0.0265851302 -0.026796138 -0.0094060496 -0.0222646590 -0.030866127
Median -0.0005158628 -0.001737941 0.0004925054 0.0018708817 -0.004896480
Mean -0.0027285769 -0.002415946 -0.0002671668 -0.0006936169 -0.003516234
3rd Qu. 0.0241548677 0.023094385 0.0092139293 0.0200877961 0.021900779
Max. 0.0915894174 0.083265505 0.0507109077 0.0699771097 0.092894152
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Min. -0.0839354978 -0.0474898132 -0.0314607022 -0.073184780 -0.0387547361
1st Qu. -0.0137465348 -0.0092546084 -0.0079220409 -0.022450315 -0.0095117722
Median 0.0010370802 -0.0001760070 -0.0005787882 -0.002678243 0.0002432570
Mean -0.0001943953 -0.0006383638 -0.0004508926 -0.002062403 -0.0007121486
3rd Qu. 0.0140253301 0.0077926381 0.0069006422 0.019736041 0.0087122695
Max. 0.0572729119 0.0270502757 0.0303284568 0.067194212 0.0326861403
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Min. -0.0745651272 -0.0849137671 -5.712398e-02 -0.087417740 -4.878144e-02
1st Qu. -0.0227421455 -0.0165910482 -1.091332e-02 -0.024025030 -1.181646e-02
Median -0.0004151681 0.0012898704 1.059690e-03 -0.001129511 2.287746e-05
Mean -0.0022603798 -0.0008476228 -7.909577e-05 -0.003045845 -9.537615e-04
3rd Qu. 0.0219380987 0.0160873585 1.189720e-02 0.019505458 1.109876e-02
Max. 0.0712052092 0.0555585086 3.381809e-02 0.077898843 3.814492e-02
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Min. -0.1136654954 -0.109718745 -0.0852500852 -2.033755e-01 -0.119446678
1st Qu. -0.0269632982 -0.024761695 -0.0234979384 -3.953522e-02 -0.021291192
Median -0.0008754064 -0.002716398 0.0005931849 8.632142e-05 -0.000704378
Mean -0.0021513817 -0.003178992 -0.0020170521 -4.003283e-03 -0.002686070
3rd Qu. 0.0267376836 0.020947640 0.0214562198 3.296381e-02 0.020386458
Max. 0.1003665303 0.070726747 0.0802691683 1.198138e-01 0.082443353
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Min. -1.095747e-01 -0.042423763 -0.037873265 -0.1758923483 -0.085608755
1st Qu. -2.523733e-02 -0.006326483 -0.004899996 -0.0466963704 -0.027476418
Median -7.112954e-05 0.002826511 0.002210056 -0.0009852114 -0.004042796
Mean -3.218577e-03 0.002593837 0.001769340 -0.0041935574 -0.003634318
3rd Qu. 2.269052e-02 0.011689669 0.008678797 0.0436779619 0.017713126
Max. 8.091872e-02 0.038606885 0.037738950 0.1510322696 0.082535109
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Min. -0.1079307888 -0.158771541 -0.101576878 -0.045378109 -0.043865982
1st Qu. -0.0201331443 -0.029076554 -0.024832576 -0.004340601 -0.006516560
Median -0.0004498072 -0.001288025 -0.001039364 0.003219961 0.002575367
Mean -0.0014457478 -0.003076414 -0.003104219 0.002712685 0.001838134
3rd Qu. 0.0198242575 0.027109874 0.021969883 0.011058776 0.010850826
Max. 0.0958867626 0.089025627 0.076037818 0.038973312 0.034349721
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Min. -0.092574006 -0.0900604841 -0.134159883 -0.1223535309 -0.0924086874
1st Qu. -0.026524276 -0.0188232358 -0.030899521 -0.0217684867 -0.0218178499
Median 0.002199457 0.0005380709 0.002130694 0.0002923409 -0.0001430338
Mean -0.001899707 -0.0008575086 -0.001896725 -0.0007482191 -0.0020264972
3rd Qu. 0.025151881 0.0188519776 0.029564506 0.0199739224 0.0195666351
Max. 0.088021381 0.0740151374 0.102934538 0.0789403503 0.0771055690
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Min. -0.1122939026 -0.093083372 -0.109855691 -0.116118652 -0.095364228
1st Qu. -0.0293662334 -0.019410942 -0.027969782 -0.030780621 -0.030567921
Median -0.0004238121 -0.001756062 -0.001873930 -0.002392755 -0.001607034
Mean -0.0029873803 -0.003071399 -0.004062526 -0.003864385 -0.002569438
3rd Qu. 0.0261283527 0.014857080 0.023441900 0.027646295 0.028387899
Max. 0.0960037581 0.065131410 0.101925549 0.083885931 0.115330509
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Min. -0.099416660 -8.225471e-02 -0.039976672 -0.111568690 -0.180540063
1st Qu. -0.029392581 -1.999122e-02 -0.006072045 -0.029200622 -0.040626677
Median -0.002160626 -1.153645e-05 0.001894571 0.001033370 -0.001617051
Mean -0.002569397 -1.256170e-03 0.002135316 -0.002065248 -0.003424444
3rd Qu. 0.022528771 1.822080e-02 0.010726034 0.027220000 0.038292226
Max. 0.090404730 7.741703e-02 0.036642302 0.097621512 0.156023493
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Min. -0.139044082 -9.531054e-02 -0.1184976262 -0.052429698 -0.0860968537
1st Qu. -0.037235398 -1.989743e-02 -0.0305939237 -0.012377066 -0.0170565160
Median -0.001446759 4.578066e-04 0.0006294361 -0.001113196 0.0005697986
Mean -0.003969701 5.721717e-05 -0.0032870653 -0.001505783 -0.0002732367
3rd Qu. 0.030028211 2.109972e-02 0.0249991114 0.010932095 0.0152056123
Max. 0.107488510 8.778840e-02 0.1010353325 0.038107918 0.0847821882
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Min. -0.0384826151 -0.1303402629 -0.0564501742 -0.034307544 -0.0896524923
1st Qu. -0.0109083253 -0.0301938572 -0.0100517564 -0.005185056 -0.0249037654
Median -0.0001461444 -0.0004828972 -0.0004618158 0.001812324 -0.0008389238
Mean -0.0006054977 -0.0026179693 -0.0011035878 0.001748808 -0.0019317477
3rd Qu. 0.0101778555 0.0300669181 0.0086138515 0.008691777 0.0231243853
Max. 0.0377497828 0.0959124096 0.0465240603 0.031188084 0.0715926923
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Min. -0.1260079609 -0.121016674 -0.040987047 -0.113749951 -0.101100791
1st Qu. -0.0280019563 -0.025362162 -0.003741796 -0.022382131 -0.026388310
Median 0.0008319892 -0.002248745 0.002013161 -0.001890711 0.000944512
Mean -0.0029069930 -0.002954946 0.002395724 -0.002505081 -0.001256751
3rd Qu. 0.0253426116 0.021831924 0.008857147 0.018890253 0.026757419
Max. 0.1012032500 0.083617792 0.034793664 0.066513546 0.094101395
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Min. -0.1155217064 -0.076035470 -8.621723e-02 -0.047425645 -0.1247961088
1st Qu. -0.0266317335 -0.024065216 -1.978143e-02 -0.008476505 -0.0274898448
Median -0.0001866628 -0.001457651 2.667926e-04 0.001796468 -0.0001936748
Mean -0.0025700889 -0.003024278 1.936401e-05 0.001411628 -0.0019643686
3rd Qu. 0.0234362120 0.019701787 1.939545e-02 0.011716474 0.0291572820
Max. 0.0784877643 0.079948715 9.501870e-02 0.038317391 0.0996829742
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