| Low PERG-SD | Market average | Differential | |||
| Year | Return | Sharpe ratio | Return | Sharpe ratio | |
| 2002 | 6.81% | 0.114 | 0.166% | −0.271 | 6.64% |
| 2003 | 88.71% | 5.436 | 106.569% | 4.023 | −18% |
| 2004 | 13.42% | 0.951 | 6.960% | 0.177 | 6.46% |
| 2005 | 6.79% | 0.171 | 4.517% | −0.017 | 2.27% |
| 2006 | 23.98% | 1.017 | −4.698% | −0.627 | 28.68% |
| 2007 | 20.35% | 0.951 | 29.908% | 1.198 | −9.56% |
| 2008 | −25.39% | −1.036 | −46.401% | −1.404 | 21.01% |
| 2009 | 85.96% | 4.425 | 75.025% | 3.155 | 10.94% |
| 2010 | 44.26% | 2.991 | 44.052% | 2.396 | 0.21% |
| 2011 | 20.02% | 0.696 | 22.958% | 0.828 | −2.93% |
| 2012 | 100.60% | 4.787 | 38.065% | 2.874 | 62.53% |
| G. mean | 28.980% | 18.647% | |||