Type-2 Fuzzy Expert System Approach for Decision-Making of Financial Assets and Investing under Different Uncertainty

Table 3

Point scores of input variables by continent.

Continent	Europe	USA	Asia-Pacific	Emerging markets
Return above benchmark	37	18	18	16
Return above risk-free rate	24	66	24	10
Standard deviation	28	25	38	35
Systematic risk	54	54	64	69
Specific risk	14	5	22	15
Tracking error	14	5	22	15
Information ratio	22	46	10	11
Treynor ratio	41	36	46	48
Jensen alpha	10	6	20	8
Appraisal ratio	13	7	21	9