For each of portfolios 2-6 (high interest rate portfolios), the spread in average returns on a portfolio that goes long in the high interest rate portfolio and short in the low interest rate portfolio (portfolio 1) is reported below. Also reported are the volatilities and Sharpe ratios of these long-short portfolios.

Annualised 2-1 3-1 4-1 5-1 6-1

mean 0.01389 0.030689 0.047088 0.054227 0.076445

std 0.052521 0.051792 0.061044 0.064693 0.087918

sharpe ratio 0.264464 0.59253 0.771384 0.838216 0.869505

How do these statistics compare with those in the US stock market? (Note: You can compare the above numbers with those obtained in the stock market over a comparable sample period 1983--2015.)