Advanced Statistics: ForexPipsnTips
Advanced Statistics module contributed by Jules Ellis, C2 Member. Jules has written a very helpful guide for these statistics. | |||||
| |||||
| ANALYSIS BASED ON MONTHLY VALUES, FULL HISTORY (Back) | |||||
| RATIO STATISTICS | |||||
| Ratio statistics of excess return rates | |||||
| Statistics related to Sharpe ratio | |||||
| Mean | 2452.479 | ||||
| SD | 6522.701 | ||||
| Sharpe ratio (Glass type estimate) | 0.376 | ||||
| Sharpe ratio (Hedges UMVUE) | 0.373 | ||||
| df | 84.000 | ||||
| t | 1.001 | ||||
| p | 0.160 | ||||
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.364 | ||||
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.113 | ||||
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation) | -0.366 | ||||
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation) | 1.111 | ||||
| Statistics related to Sortino ratio | |||||
| Sortino ratio | 2989.419 | ||||
| Upside Potential Ratio | 2991.185 | ||||
| Upside part of mean | 2453.928 | ||||
| Downside part of mean | -1.449 | ||||
| Upside SD | 6522.753 | ||||
| Downside SD | 0.820 | ||||
| N nonnegative terms | 39.000 | ||||
| N negative terms | 46.000 | ||||
| Statistics related to linear regression on benchmark | |||||
| N of observations | 85.000 | ||||
| Mean of predictor | 0.130 | ||||
| Mean of criterion | 2452.479 | ||||
| SD of predictor | 0.235 | ||||
| SD of criterion | 6522.701 | ||||
| Covariance | 106.171 | ||||
| r | 0.069 | ||||
| b (slope, estimate of beta) | 1927.177 | ||||
| a (intercept, estimate of alpha) | 2202.291 | ||||
| Mean Square Error | 42851146.535 | ||||
| DF error | 83.000 | ||||
| t(b) | 0.633 | ||||
| p(b) | 0.264 | ||||
| t(a) | 0.884 | ||||
| p(a) | 0.190 | ||||
| Lowerbound of 95% confidence interval for beta | -4125.204 | ||||
| Upperbound of 95% confidence interval for beta | 7979.559 | ||||
| Lowerbound of 95% confidence interval for alpha | -2752.428 | ||||
| Upperbound of 95% confidence interval for alpha | 7157.011 | ||||
| Treynor index (mean / b) | 1.273 | ||||
| Jensen alpha (a) | 2202.291 | ||||
| Ratio statistics of excess log return rates | |||||
| Statistics related to Sharpe ratio | |||||
| Mean | -1.726 | ||||
| SD | 6.809 | ||||
| Sharpe ratio (Glass type estimate) | -0.254 | ||||
| Sharpe ratio (Hedges UMVUE) | -0.251 | ||||
| df | 84.000 | ||||
| t | -0.675 | ||||
| p | 0.749 | ||||
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.990 | ||||
| Upperbound of 95% confidence interval for Sharpe Ratio | 0.485 | ||||
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation) | -0.989 | ||||
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation) | 0.486 | ||||
| Statistics related to Sortino ratio | |||||
| Sortino ratio | -0.309 | ||||
| Upside Potential Ratio | 0.476 | ||||
| Upside part of mean | 2.661 | ||||
| Downside part of mean | -4.387 | ||||
| Upside SD | 3.851 | ||||
| Downside SD | 5.590 | ||||
| N nonnegative terms | 39.000 | ||||
| N negative terms | 46.000 | ||||
| Statistics related to linear regression on benchmark | |||||
| N of observations | 85.000 | ||||
| Mean of predictor | 0.103 | ||||
| Mean of criterion | -1.726 | ||||
| SD of predictor | 0.229 | ||||
| SD of criterion | 6.809 | ||||
| Covariance | 0.187 | ||||
| r | 0.120 | ||||
| b (slope, estimate of beta) | 3.573 | ||||
| a (intercept, estimate of alpha) | -2.093 | ||||
| Mean Square Error | 46.252 | ||||
| DF error | 83.000 | ||||
| t(b) | 1.101 | ||||
| p(b) | 0.137 | ||||
| t(a) | -0.812 | ||||
| p(a) | 0.791 | ||||
| Lowerbound of 95% confidence interval for beta | -2.882 | ||||
| Upperbound of 95% confidence interval for beta | 10.029 | ||||
| Lowerbound of 95% confidence interval for alpha | -7.219 | ||||
| Upperbound of 95% confidence interval for alpha | 3.032 | ||||
| Treynor index (mean / b) | -0.483 | ||||
| Jensen alpha (a) | -2.093 | ||||
| Risk estimates for a one-period unit investment (parametric) | |||||
| assuming log normal returns and losses (using central moments from Sharpe statistics) | |||||
| VaR(95%) | 0.966 | ||||
| Expected Shortfall on VaR | 0.982 | ||||
| assuming Pareto losses only (using partial moments from Sortino statistics) | |||||
| VaR(95%) | 0.293 | ||||
| Expected Shortfall on VaR | 0.555 | ||||
| ORDER STATISTICS | |||||
| Quartiles of return rates | |||||
| Number of observations | 85.000 | ||||
| Minimum | 0.000 | ||||
| Quartile 1 | 0.833 | ||||
| Median | 0.984 | ||||
| Quartile 3 | 1.112 | ||||
| Maximum | 17361.000 | ||||
| Mean of quarter 1 | 0.615 | ||||
| Mean of quarter 2 | 0.923 | ||||
| Mean of quarter 3 | 1.041 | ||||
| Mean of quarter 4 | 828.679 | ||||
| Inter Quartile Range | 0.279 | ||||
| Number outliers low | 3.000 | ||||
| Percentage of outliers low | 0.035 | ||||
| Mean of outliers low | 0.103 | ||||
| Number of outliers high | 5.000 | ||||
| Percentage of outliers high | 0.059 | ||||
| Mean of outliers high | 3476.429 | ||||
| Risk estimates for a one-period unit investment (based on Extreme Value Theory) | |||||
| Extreme Value Index (moments method) | 0.304 | ||||
| VaR(95%) (moments method) | 0.411 | ||||
| Expected Shortfall (moments method) | 0.688 | ||||
| Extreme Value Index (regression method) | -1.190 | ||||
| VaR(95%) (regression method) | 0.440 | ||||
| Expected Shortfall (regression method) | 0.465 | ||||
| DRAW DOWN STATISTICS | |||||
| Quartiles of draw downs | |||||
| Number of observations | 6.000 | ||||
| Minimum | 0.032 | ||||
| Quartile 1 | 0.041 | ||||
| Median | 0.069 | ||||
| Quartile 3 | 0.236 | ||||
| Maximum | 1.000 | ||||
| Mean of quarter 1 | 0.035 | ||||
| Mean of quarter 2 | 0.047 | ||||
| Mean of quarter 3 | 0.092 | ||||
| Mean of quarter 4 | 0.642 | ||||
| Inter Quartile Range | 0.195 | ||||
| Number outliers low | 0.000 | ||||
| Percentage of outliers low | 0.000 | ||||
| Mean of outliers low | NA | ||||
| Number of outliers high | 1.000 | ||||
| Percentage of outliers high | 0.167 | ||||
| Mean of outliers high | 1.000 | ||||
| Risk estimates based on draw downs (based on Extreme Value Theory) | |||||
| Extreme Value Index (moments method) | NA | ||||
| VaR(95%) (moments method) | NA | ||||
| Expected Shortfall (moments method) | NA | ||||
| Extreme Value Index (regression method) | NA | ||||
| VaR(95%) (regression method) | NA | ||||
| Expected Shortfall (regression method) | NA | ||||
| COMBINED STATISTICS | |||||
| Annualized return (arithmetic extrapolation) | -0.141 | ||||
| Compounded annual return (geometric extrapolation) | -0.814 | ||||
| Calmar ratio (compounded annual return / max draw down) | -0.814 | ||||
| Compounded annual return / average of 25% largest draw downs | -1.268 | ||||
| Compounded annual return / Expected Shortfall lognormal | -0.829 | ||||
| ANALYSIS BASED ON DAILY VALUES, FULL HISTORY (Back) | |||||
| RATIO STATISTICS | |||||
| Ratio statistics of excess return rates | |||||
| Statistics related to Sharpe ratio | |||||
| Mean | 6400.705 | ||||
| SD | 12406.718 | ||||
| Sharpe ratio (Glass type estimate) | 0.516 | ||||
| Sharpe ratio (Hedges UMVUE) | 0.516 | ||||
| df | 1867.000 | ||||
| t | 1.378 | ||||
| p | 0.480 | ||||
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.218 | ||||
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.250 | ||||
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation) | -0.219 | ||||
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation) | 1.250 | ||||
| Statistics related to Sortino ratio | |||||
| Sortino ratio | 3874.253 | ||||
| Upside Potential Ratio | 3879.345 | ||||
| Upside part of mean | 6409.118 | ||||
| Downside part of mean | -8.413 | ||||
| Upside SD | 12409.699 | ||||
| Downside SD | 1.652 | ||||
| N nonnegative terms | 912.000 | ||||
| N negative terms | 956.000 | ||||
| Statistics related to linear regression on benchmark | |||||
| N of observations | 1868.000 | ||||
| Mean of predictor | 0.319 | ||||
| Mean of criterion | 6400.705 | ||||
| SD of predictor | 0.556 | ||||
| SD of criterion | 12406.718 | ||||
| Covariance | 476.194 | ||||
| r | 0.069 | ||||
| b (slope, estimate of beta) | 1542.096 | ||||
| a (intercept, estimate of alpha) | 5908.061 | ||||
| Mean Square Error | 153274413.864 | ||||
| DF error | 1866.000 | ||||
| t(b) | 2.991 | ||||
| p(b) | 0.465 | ||||
| t(a) | 1.273 | ||||
| p(a) | 0.485 | ||||
| Lowerbound of 95% confidence interval for beta | 530.852 | ||||
| Upperbound of 95% confidence interval for beta | 2553.341 | ||||
| Lowerbound of 95% confidence interval for alpha | -3191.090 | ||||
| Upperbound of 95% confidence interval for alpha | 15007.212 | ||||
| Treynor index (mean / b) | 4.151 | ||||
| Jensen alpha (a) | 5908.061 | ||||
| Ratio statistics of excess log return rates | |||||
| Statistics related to Sharpe ratio | |||||
| Mean | -0.258 | ||||
| SD | 12.482 | ||||
| Sharpe ratio (Glass type estimate) | -0.021 | ||||
| Sharpe ratio (Hedges UMVUE) | -0.021 | ||||
| df | 1867.000 | ||||
| t | -0.055 | ||||
| p | 0.501 | ||||
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.755 | ||||
| Upperbound of 95% confidence interval for Sharpe Ratio | 0.713 | ||||
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation) | -0.755 | ||||
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation) | 0.713 | ||||
| Statistics related to Sortino ratio | |||||
| Sortino ratio | -0.029 | ||||
| Upside Potential Ratio | 1.974 | ||||
| Upside part of mean | 17.770 | ||||
| Downside part of mean | -18.028 | ||||
| Upside SD | 8.640 | ||||
| Downside SD | 9.003 | ||||
| N nonnegative terms | 912.000 | ||||
| N negative terms | 956.000 | ||||
| Statistics related to linear regression on benchmark | |||||
| N of observations | 1868.000 | ||||
| Mean of predictor | 0.166 | ||||
| Mean of criterion | -0.258 | ||||
| SD of predictor | 0.554 | ||||
| SD of criterion | 12.482 | ||||
| Covariance | 1.272 | ||||
| r | 0.184 | ||||
| b (slope, estimate of beta) | 4.148 | ||||
| a (intercept, estimate of alpha) | -0.948 | ||||
| Mean Square Error | 150.603 | ||||
| DF error | 1866.000 | ||||
| t(b) | 8.087 | ||||
| p(b) | 0.408 | ||||
| t(a) | -0.206 | ||||
| p(a) | 0.502 | ||||
| Lowerbound of 95% confidence interval for beta | 3.142 | ||||
| Upperbound of 95% confidence interval for beta | 5.154 | ||||
| Lowerbound of 95% confidence interval for alpha | -9.963 | ||||
| Upperbound of 95% confidence interval for alpha | 8.067 | ||||
| Treynor index (mean / b) | -0.062 | ||||
| Jensen alpha (a) | -0.948 | ||||
| Risk estimates for a one-period unit investment (parametric) | |||||
| assuming log normal returns and losses (using central moments from Sharpe statistics) | |||||
| VaR(95%) | 0.719 | ||||
| Expected Shortfall on VaR | 0.789 | ||||
| assuming Pareto losses only (using partial moments from Sortino statistics) | |||||
| VaR(95%) | 0.073 | ||||
| Expected Shortfall on VaR | 0.163 | ||||
| ORDER STATISTICS | |||||
| Quartiles of return rates | |||||
| Number of observations | 1868.000 | ||||
| Minimum | 0.000 | ||||
| Quartile 1 | 0.976 | ||||
| Median | 1.000 | ||||
| Quartile 3 | 1.023 | ||||
| Maximum | 32499.000 | ||||
| Mean of quarter 1 | 0.882 | ||||
| Mean of quarter 2 | 0.990 | ||||
| Mean of quarter 3 | 1.010 | ||||
| Mean of quarter 4 | 98.840 | ||||
| Inter Quartile Range | 0.046 | ||||
| Number outliers low | 151.000 | ||||
| Percentage of outliers low | 0.081 | ||||
| Mean of outliers low | 0.734 | ||||
| Number of outliers high | 155.000 | ||||
| Percentage of outliers high | 0.083 | ||||
| Mean of outliers high | 295.687 | ||||
| Risk estimates for a one-period unit investment (based on Extreme Value Theory) | |||||
| Extreme Value Index (moments method) | 0.788 | ||||
| VaR(95%) (moments method) | 0.110 | ||||
| Expected Shortfall (moments method) | 0.555 | ||||
| Extreme Value Index (regression method) | 0.215 | ||||
| VaR(95%) (regression method) | 0.085 | ||||
| Expected Shortfall (regression method) | 0.142 | ||||
| DRAW DOWN STATISTICS | |||||
| Quartiles of draw downs | |||||
| Number of observations | 23.000 | ||||
| Minimum | 0.000 | ||||
| Quartile 1 | 0.005 | ||||
| Median | 0.060 | ||||
| Quartile 3 | 0.092 | ||||
| Maximum | 1.000 | ||||
| Mean of quarter 1 | 0.003 | ||||
| Mean of quarter 2 | 0.031 | ||||
| Mean of quarter 3 | 0.074 | ||||
| Mean of quarter 4 | 0.330 | ||||
| Inter Quartile Range | 0.088 | ||||
| Number outliers low | 0.000 | ||||
| Percentage of outliers low | 0.000 | ||||
| Mean of outliers low | NA | ||||
| Number of outliers high | 2.000 | ||||
| Percentage of outliers high | 0.087 | ||||
| Mean of outliers high | 0.690 | ||||
| Risk estimates based on draw downs (based on Extreme Value Theory) | |||||
| Extreme Value Index (moments method) | 0.503 | ||||
| VaR(95%) (moments method) | 0.315 | ||||
| Expected Shortfall (moments method) | 0.744 | ||||
| Extreme Value Index (regression method) | 1.031 | ||||
| VaR(95%) (regression method) | 0.431 | ||||
| Expected Shortfall (regression method) | NA | ||||
| COMBINED STATISTICS | |||||
| Annualized return (arithmetic extrapolation) | -0.110 | ||||
| Compounded annual return (geometric extrapolation) | -0.193 | ||||
| Calmar ratio (compounded annual return / max draw down) | -0.193 | ||||
| Compounded annual return / average of 25% largest draw downs | -0.585 | ||||
| Compounded annual return / Expected Shortfall lognormal | -0.244 | ||||
| ANALYSIS BASED ON DAILY VALUES, LAST 6 MONTHS (Back) | |||||
| RATIO STATISTICS | |||||
| Ratio statistics of excess return rates | |||||
| Statistics related to Sharpe ratio | |||||
| Mean | 80889.912 | ||||
| SD | 46479.999 | ||||
| Sharpe ratio (Glass type estimate) | 1.740 | ||||
| Sharpe ratio (Hedges UMVUE) | 1.730 | ||||
| df | 130.000 | ||||
| t | 1.231 | ||||
| p | 0.446 | ||||
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.043 | ||||
| Upperbound of 95% confidence interval for Sharpe Ratio | 4.517 | ||||
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation) | -1.050 | ||||
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation) | 4.510 | ||||
| Statistics related to Sortino ratio | |||||
| Sortino ratio | 19558.422 | ||||
| Upside Potential Ratio | 19565.476 | ||||
| Upside part of mean | 80919.088 | ||||
| Downside part of mean | -29.176 | ||||
| Upside SD | 46571.157 | ||||
| Downside SD | 4.136 | ||||
| N nonnegative terms | 61.000 | ||||
| N negative terms | 70.000 | ||||
| Statistics related to linear regression on benchmark | |||||
| N of observations | 131.000 | ||||
| Mean of predictor | 1.827 | ||||
| Mean of criterion | 80889.912 | ||||
| SD of predictor | 0.703 | ||||
| SD of criterion | 46479.999 | ||||
| Covariance | 6392.010 | ||||
| r | 0.196 | ||||
| b (slope, estimate of beta) | 12931.430 | ||||
| a (intercept, estimate of alpha) | 57259.136 | ||||
| Mean Square Error | 2093838901.811 | ||||
| DF error | 129.000 | ||||
| t(b) | 2.265 | ||||
| p(b) | 0.376 | ||||
| t(a) | 0.874 | ||||
| p(a) | 0.451 | ||||
| Lowerbound of 95% confidence interval for beta | 1637.477 | ||||
| Upperbound of 95% confidence interval for beta | 24225.383 | ||||
| Lowerbound of 95% confidence interval for alpha | -72428.419 | ||||
| Upperbound of 95% confidence interval for alpha | 186946.692 | ||||
| Treynor index (mean / b) | 6.255 | ||||
| Jensen alpha (a) | 57259.136 | ||||
| Ratio statistics of excess log return rates | |||||
| Statistics related to Sharpe ratio | |||||
| Mean | 0.223 | ||||
| SD | 38.207 | ||||
| Sharpe ratio (Glass type estimate) | 0.006 | ||||
| Sharpe ratio (Hedges UMVUE) | 0.006 | ||||
| df | 130.000 | ||||
| t | 0.004 | ||||
| p | 0.500 | ||||
| Lowerbound of 95% confidence interval for Sharpe Ratio | -2.766 | ||||
| Upperbound of 95% confidence interval for Sharpe Ratio | 2.778 | ||||
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation) | -2.766 | ||||
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation) | 2.778 | ||||
| Statistics related to Sortino ratio | |||||
| Sortino ratio | 0.008 | ||||
| Upside Potential Ratio | 4.039 | ||||
| Upside part of mean | 111.846 | ||||
| Downside part of mean | -111.624 | ||||
| Upside SD | 26.109 | ||||
| Downside SD | 27.693 | ||||
| N nonnegative terms | 61.000 | ||||
| N negative terms | 70.000 | ||||
| Statistics related to linear regression on benchmark | |||||
| N of observations | 131.000 | ||||
| Mean of predictor | 1.580 | ||||
| Mean of criterion | 0.223 | ||||
| SD of predictor | 0.696 | ||||
| SD of criterion | 38.207 | ||||
| Covariance | 12.474 | ||||
| r | 0.469 | ||||
| b (slope, estimate of beta) | 25.759 | ||||
| a (intercept, estimate of alpha) | -40.487 | ||||
| Mean Square Error | 1147.245 | ||||
| DF error | 129.000 | ||||
| t(b) | 6.034 | ||||
| p(b) | 0.213 | ||||
| t(a) | -0.837 | ||||
| p(a) | 0.547 | ||||
| Lowerbound of 95% confidence interval for beta | 17.313 | ||||
| Upperbound of 95% confidence interval for beta | 34.205 | ||||
| Lowerbound of 95% confidence interval for alpha | -136.195 | ||||
| Upperbound of 95% confidence interval for alpha | 55.221 | ||||
| Treynor index (mean / b) | 0.009 | ||||
| Jensen alpha (a) | -40.487 | ||||
| Risk estimates for a one-period unit investment (parametric) | |||||
| assuming log normal returns and losses (using central moments from Sharpe statistics) | |||||
| VaR(95%) | 0.979 | ||||
| Expected Shortfall on VaR | 0.990 | ||||
| assuming Pareto losses only (using partial moments from Sortino statistics) | |||||
| VaR(95%) | 0.265 | ||||
| Expected Shortfall on VaR | 0.541 | ||||
| ORDER STATISTICS | |||||
| Quartiles of return rates | |||||
| Number of observations | 131.000 | ||||
| Minimum | 0.000 | ||||
| Quartile 1 | 0.910 | ||||
| Median | 1.000 | ||||
| Quartile 3 | 1.095 | ||||
| Maximum | 32499.000 | ||||
| Mean of quarter 1 | 0.595 | ||||
| Mean of quarter 2 | 0.963 | ||||
| Mean of quarter 3 | 1.034 | ||||
| Mean of quarter 4 | 1227.014 | ||||
| Inter Quartile Range | 0.185 | ||||
| Number outliers low | 12.000 | ||||
| Percentage of outliers low | 0.092 | ||||
| Mean of outliers low | 0.246 | ||||
| Number of outliers high | 17.000 | ||||
| Percentage of outliers high | 0.130 | ||||
| Mean of outliers high | 2380.731 | ||||
| Risk estimates for a one-period unit investment (based on Extreme Value Theory) | |||||
| Extreme Value Index (moments method) | 0.283 | ||||
| VaR(95%) (moments method) | 0.318 | ||||
| Expected Shortfall (moments method) | 0.566 | ||||
| Extreme Value Index (regression method) | -1.940 | ||||
| VaR(95%) (regression method) | 0.343 | ||||
| Expected Shortfall (regression method) | 0.351 | ||||
| DRAW DOWN STATISTICS | |||||
| Quartiles of draw downs | |||||
| Number of observations | 7.000 | ||||
| Minimum | 0.027 | ||||
| Quartile 1 | 0.078 | ||||
| Median | 0.250 | ||||
| Quartile 3 | 0.667 | ||||
| Maximum | 1.000 | ||||
| Mean of quarter 1 | 0.030 | ||||
| Mean of quarter 2 | 0.187 | ||||
| Mean of quarter 3 | 0.335 | ||||
| Mean of quarter 4 | 1.000 | ||||
| Inter Quartile Range | 0.589 | ||||
| Number outliers low | 0.000 | ||||
| Percentage of outliers low | 0.000 | ||||
| Mean of outliers low | NA | ||||
| Number of outliers high | 0.000 | ||||
| Percentage of outliers high | 0.000 | ||||
| Mean of outliers high | NA | ||||
| Risk estimates based on draw downs (based on Extreme Value Theory) | |||||
| Extreme Value Index (moments method) | NA | ||||
| VaR(95%) (moments method) | NA | ||||
| Expected Shortfall (moments method) | NA | ||||
| Extreme Value Index (regression method) | NA | ||||
| VaR(95%) (regression method) | NA | ||||
| Expected Shortfall (regression method) | NA | ||||
| COMBINED STATISTICS | |||||
| Annualized return (arithmetic extrapolation) | 0.286 | ||||
| Compounded annual return (geometric extrapolation) | 0.306 | ||||
| Calmar ratio (compounded annual return / max draw down) | 0.306 | ||||
| Compounded annual return / average of 25% largest draw downs | 0.306 | ||||
| Compounded annual return / Expected Shortfall lognormal | 0.309 | ||||