| Low PE | Market average | Differential | |||
| Year | Return | Sharpe ratio | Return | Sharpe ratio | |
| 2002 | 71.45% | 2.934 | 0.166% | −0.271 | 71.28% |
| 2003 | 202.95% | 6.862 | 106.569% | 4.023 | 96.39% |
| 2004 | −8.99% | −0.954 | 6.960% | 0.177 | −15.95% |
| 2005 | −3.79% | −0.656 | 4.517% | −0.017 | −8.31% |
| 2006 | 14.55% | 0.554 | −4.698% | −0.627 | 19.25% |
| 2007 | 11.60% | 0.470 | 29.908% | 1.198 | −18.31% |
| 2008 | −36.26% | −1.178 | −46.401% | −1.404 | 10.14% |
| 2009 | 131.70% | 5.584 | 75.025% | 3.155 | 56.67% |
| 2010 | 66.99% | 3.327 | 44.052% | 2.396 | 22.93% |
| 2011 | 50.85% | 2.024 | 22.958% | 0.828 | 27.89% |
| 2012 | 72.56% | 4.470 | 38.065% | 2.874 | 34.50% |
| G. mean | 32.317% | 18.647% | |||