Table 5.

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 $L_p$ (i.e., the length of the largest cycle) and considering $r_p$ engentriples for reconstruction as defined in Table 2.

Investment Fund	ARIMA	SSA	RLSSA	RHSSA
ADAM Strategy	0.0057	0.0038	0.0046	0.0045
Alaska Black	0.0402	0.0415	0.0482	0.0459
APEX Long Biased	0.0160	0.0185	0.0196	0.0190
Brasil Capital	0.0170	0.0123	0.0139	0.0132
Gavea Macro	0.6756	0.5049	0.5997	0.5986
SPX Nimitz	0.0063	0.0049	0.0058	0.0057