Table 3.

Root mean square error for each of the six mutual investment funds, considering each of the four models, ARIMA, SSA, robust SSA based on the $L_1$ norm (RLSSA), and robust SSA based on the Huber function (RHSSA), for the window length $L_2=N/2$ and considering $r_2$ engentriples for reconstruction as defined in Table 2.

Investment Fund	ARIMA	SSA	RLSSA	RHSSA
ADAM Strategy	0.0057	0.0075	0.0088	0.0076
Alaska Black	0.0402	0.0450	0.0508	0.0476
APEX Long Biased	0.0160	0.0294	0.0318	0.0320
Brasil Capital	0.0170	0.0338	0.0429	0.0346
Gavea Macro	0.6756	1.9758	2.1486	2.0016
SPX Nimitz	0.0063	0.0197	0.0239	0.0207