Table A.7 Descriptive statistics of excess returns and performance ratios of fossil-free FTSE 100 portfolios (1996-2016). Portfolio N Mean Median StDev DR Sharpe Sortino Source ΔVar ΔSharpe label Market 251 FTSE 100 0.59% 0.96% 3.73% 3.77% 0.1589 0.1572 - portfolio Fossil-free portfolios
Table A.7 Descriptive statistics of excess returns and performance ratios of fossil-free FTSE 100 portfolios (1996-2016). Source Portfolio label N Mean Median StDev DR Sharpe Sortino ΔVar ΔSharpe FTSE 100 Market portfolio 251 0.59% 0.96% 3.73% 3.77% 0.1589 0.1572 - Fossil-free portfolios
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