Table 2.

Window length $L_1$, $L_2$, and $L_p$, and number of eigentriples r considered for model fit and model forecast for each of the mutual investment funds.

Investment Fund	n	${\mathit{L}}_1$	${\mathit{r}}_1$	${\mathit{L}}_2$	${\mathit{r}}_2$	${\mathit{L}}_{\mathit{p}}$	${\mathit{r}}_{\mathit{p}}$
ADAM Strategy	838	41	17	419	18	60	13
Alaska Black	666	33	12	333	11	125	8
APEX Long Biased	1604	80	14	802	11	250	11
Brasil Capital	1760	88	12	880	12	80	13
Gavea Macro	2809	140	12	1404	12	80	12
SPX Nimitz	2199	109	8	1099	8	80	11