Mean 20% Saigm 30% Initil Inv 100 Cutof 80 PB
Mean 20% Saigm 30% Initil Inv 100 Cutof 80 PB
20%
Saigm
30%
INITIl inv
100
cutof
80
pb
0.0912112197
0
10
20
30
40
50
60
70
80
90
100
110
120
130
140
150
160
170
180
190
200
210
220
230
240
250
0.0000
0.0000
0.0001
0.0001
0.0004
0.0009
0.0018
0.0033
0.0055
0.0081
0.0106
0.0126
0.0133
0.0126
0.0106
0.0081
0.0055
0.0033
0.0018
0.0009
0.0004
0.0001
0.0001
0.0000
0.0000
0.0000
0.0140
0.0120
0.0100
0.0080
0.0060
0.0040
0.0020
0.0000
0
0.0140
0.0120
0.0100
0.0080
Column B
0.0060
0.0040
0.0020
0.0000
0
50
100
150
200
250
300
mean
20%
Saigm
30%
INITIl inv
100
CutOf
50.208787537
pb
0.01000
mean
20%
Saigm
30%
INITIl inv
100
CutOf
50.20956
pb
0.01000
VAR
49.79044
mean
Saigm
INITIl inv
cutof
pb
20%
30%
100
80
0.0912
0
10
20
30
40
50
60
70
80
90
100
110
120
130
140
150
160
170
180
190
200
210
220
230
240
250
0.0000
0.0000
0.0001
0.0001
0.0004
0.0009
0.0018
0.0033
0.0055
0.0081
0.0106
0.0126
0.0133
0.0126
0.0106
0.0081
0.0055
0.0033
0.0018
0.0009
0.0004
0.0001
0.0001
0.0000
0.0000
0.0000
0.0140
0.0120
0.0100
0.0080
0.0060
0.0040
0.0020
0.0000
0
50
100
Column B
50
100
150
200
250
300
mean
Saigm
INITIl inv
CutOf
pb
20%
30%
100
INITIl inv
Mean
Sigma
Time period
Mean
sigma
cutof
var
100
10%
30%
1
466.01701859880900%
0.3
52.576319764
47.42