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. 2020 Aug 25;22(9):932. doi: 10.3390/e22090932

Table 5.

Example 6.

ari Portfolio G Portfolio H Portfolio K
[%]
ar7=[5,7] as7=0.25 as7=0.3 as7=0.4
ar8=[3,10] as8=0.25 as8=0.4 as8=0.3
ar9=[1,2] as9=0.25 as9=0.1 as9=0.2
ar10=[0,4] as10=0.25 as10=0.2 as10=0.1
OPRmin_ 0.0 0.0 0.0
OPR_ 2.25 2.8 3.1
OPR¯ 5.75 7.1 6.6
OPRmax¯ 10.0 10.0 10.0
PARisk 0.225 0.28 0.31
OOPR 0.575 0.71 0.66