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Applied Network Science

Table 1 Spearman correlation between the centrality measures and the out of sample risk and Sharpe ratio

From: Partial correlation financial networks

Sharpe Ratio

Degree

Eigenvector

Correlation

0.156

0.148

Partial Correlation

0.129

0.131

Risk

  

Correlation

-0.189

-0.175

Partial Correlation

-0.145

-0.156

  1. In all situations there is a positive relationship between centrality and Sharpe ratio, and a negative relationship between centrality and out of sample risk. All relationships are statistically significant at p<0.05 but the correlation is relatively mild
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