| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 31 of 315 | 90% | 13 of 36 | 63% | 13 | 26 | 15 | 71 | 0 | 8 |
| Standard(Portfolio, double, double[][], double[]) | | 90% | | 71% | 4 | 8 | 6 | 22 | 0 | 1 |
| benchmarkMetrics(PortfolioMetrics) | | 89% | | 50% | 1 | 2 | 4 | 17 | 0 | 1 |
| ForwardReverseHoldingsAllocation(Portfolio, PortfolioMetrics, double, double[][], double[]) | | 86% | | 50% | 3 | 4 | 1 | 8 | 0 | 1 |
| Forward(String[], double[], double[][], double) | | 91% | | 62% | 3 | 5 | 2 | 11 | 0 | 1 |
| Reverse(Portfolio, double[][], double) | | 90% | | 66% | 2 | 4 | 2 | 10 | 0 | 1 |
| assetExcessReturnsCovarianceMatrix() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| riskAversion() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| expectedAssetExcessReturnsArray() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |