Mercosur

MVP

5th portfolio

10th portfolio

Return (%)

9.06

9.27

17.42

SIM std. dev. (%)

9.80

10.19

113.12

Zero beta rate (%)

8.50

11.00

Modified Sharpe ratio

0.92

0.91

0.15

Sharpe ratio

0.076

0.057

Pacific Alliance

MVP

5th portfolio

10th portfolio

Return

11.00

11.49

520.7

SIM std. dev.

11.08

12.11

5105.39

Zero beta rate

8.50

11.00

Modified Sharpe ratio

0.99

0.95

0.10

Sharpe ratio

0.247

0.100

HISSK countries

MVP

5th portfolio

10th portfolio

Return

11.04

15.15

248.91

SIM std. dev.

9.70

15.69

714.39

Zero beta rate

8.50

11.00

Modified Sharpe ratio

1.14

0.97

0.35

Sharpe ratio

0.424

0.333