Table 4.

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 $L_1=N/20$ and considering $r_1$ engentriples for reconstruction as defined in Table 2.

Investment Fund	ARIMA	SSA	RLSSA	RHSSA
ADAM Strategy	0.0057	0.0024	0.0034	0.0034
Alaska Black	0.0402	0.0190	0.0244	0.0234
APEX Long Biased	0.0160	0.0107	0.0124	0.0116
Brasil Capital	0.0170	0.0124	0.0143	0.0133
Gavea Macro	0.6756	0.6508	0.7716	0.7432
SPX Nimitz	0.0063	0.0066	0.0078	0.0077