Table 4.
Comparison of REPO vs. MVPO portfolios over 20 weeks in 2011: number of portfolios that achieved greater returns.
REPO | MVPO | Total | % REPO > MVPO | |
---|---|---|---|---|
After 2 weeks | 2377 | 1792 | 4169 | 57% |
After 4 weeks | 3115 | 1054 | 4169 | 75% |
After 8 weeks | 2537 | 1632 | 4169 | 61% |
After 13 weeks | 2345 | 1824 | 4169 | 56% |
After 20 weeks | 1699 | 2470 | 4169 | 41% |