|
2020: |
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| Equity | Beta | Cluster | Return | Equity | Beta | Cluster | Return | Equity | Beta | Cluster | Return | Equity | Beta | Cluster | Return | Equity | Beta | Cluster | Return |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| K | 0.77 | 1 | -0.39 | M | 0.9 | 2 | 3.75 | D | 1.0 | 3 | 4.29 | I | 1.05 | 4 | -14.33 | G | 1.24 | 5 | 8.26 |
| P | 0.64 | 1 | 12.79 | N | 0.91 | 2 | 36.63 | A | 0.98 | 3 | 67.96 | H | 1.07 | 4 | 18.78 | J | 1.27 | 5 | -5.32 |
| W | 0.45 | 1 | 27.48 | C | 0.91 | 2 | -6.26 | C | 0.98 | 3 | 26.0 | T | 1.03 | 4 | 2.48 | C | 1.36 | 5 | -22.79 |
| J | 0.63 | 1 | 8.37 | C | 0.9 | 2 | 22.11 | M | 0.98 | 3 | 34.52 | D | 1.03 | 4 | 25.53 | B | 1.78 | 5 | -33.57 |
| M | 0.64 | 1 | -7.23 | M | 0.81 | 2 | -0.03 | I | 0.94 | 3 | -4.22 | V | 1.06 | 4 | 7.51 | A | 1.48 | 5 | -6.75 |
| A | 0.71 | 1 | -2.16 | W | 0.8 | 2 | -23.47 | H | 1.01 | 3 | 17.24 | U | 1.08 | 4 | 19.43 | D | 1.29 | 5 | 10.69 |
| V | 0.49 | 1 | 0.93 | ||||||||||||||||
