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Comparisons of the risks of portfolios using POET and SFM: The first number is proportion of the time POET outperforms and the second number is percentage of average risk improvements. C represents the constant in the threshold.
| C | K̂ = 1 | K̂ = 2 | K̂ = 3 |
|---|---|---|---|
| 0.25 | 0.58/29.6% | 0.68/38% | 0.71/33% |
| 0.5 | 0.66/31.7% | 0.70/38.2% | 0.75/33.5% |
| 0.75 | 0.68/29.3% | 0.70/29.6% | 0.71/25.1% |
| 1 | 0.66/20.7% | 0.62/19.4% | 0.69/18% |
