PDCO MRCY CGNX BAND OLLI VCYT EXEL TTWO IDXX

Date
2019 01 22.29 58.63 44.31 46.1 78.17 18.19 23.57 105.55 212.78
2019 02 22.55 63.52 52 55.72 88.22 20.21 22.39 87.26 211.03
2019 03 21.85 64.08 49.53 66.96 85.33 25.02 23.8 94.37 223.6
2019 04 21.84 73.02 49.11 75.42 95.64 22.87 19.66 96.83 232
2019 05 21.02 68.76 39.54 72.57 98.72 22.66 19.59 108.15 249.77
2019 06 22.9 70.35 46.72 75.02 87.11 28.51 21.37 113.53 275.33
2019 07 19.8 81.52 42.86 74.5 84.69 28.37 21.27 122.52 282.05
2019 08 16.72 85.63 43.9 87.19 55.45 26.5 19.85 131.97 289.74
2019 09 17.82 81.17 47.84 65.11 58.64 24 17.68 125.34 271.93
2019 10 17.13 73.66 50.14 56.15 63.88 22.93 15.45 120.35 285.01
2019 11 19.46 73.25 48.86 55.93 65.4 28.72 16.63 121.35 251.58
2019 12 20.48 69.11 54.57 64.05 65.31 27.92 17.62 122.43 261.13
2020 01 22.01 76.75 49.63 70.96 53.04 26.25 17.2 124.64 271.01
2020 02 23.79 73.46 43.37 62.89 50.87 24.69 18.59 107.48 254.51
2020 03 15.29 71.34 41.11 67.29 46.34 24.31 17.22 118.61 242.24
2020 04 18.28 89.16 53.79 81.56 67.91 26.97 24.69 121.05 277.6
2020 05 19.69 89.35 55.25 110.85 91.45 24.94 24.71 136.17 308.88
2020 06 22 78.66 58.15 127 97.65 25.9 23.74 139.57 330.16
2020 07 26.56 77.43 65.12 144.78 105.1 35.67 23.09 164.02 397.75
2020 08 29.01 75.74 67.38 157.48 95.54 33.31 22.22 171.19 391.06
2020 09 24.1 77.46 63.39 174.57 87.35 32.49 24.45 165.22 393.11
2020 10 24.88 68.88 64.17 160.35 87.09 34.66 20.48 154.92 424.82
2020 11 27.76 71.22 73.17 151.78 88.06 54.51 19.16 180.51 460.98
2020 12 29.63 88.06 80.29 153.67 81.77 48.94 20.07 207.79 499.87
2021 01 31.68 71.06 82.13 178.14 94.73 56.7 22.21 200.45 478.68
2021 02 31.06 65.36 82.59 158.36 82.68 58.06 21.66 184.46 520.17
2021 03 31.95 70.65 82.99 126.74 87 53.75 22.59 176.7 489.31
2021 04 32.14 75.24 86.12 132.2 92.27 49.75 24.62 175.38 548.99
2021 05 32.54 65.45 79.39 118.29 86.44 39.05 22.55 185.56 558.11
2021 06 30.39 66.28 84.05 137.92 84.13 39.98 18.22 177.02 631.55
2021 07 31.13 66 90.41 129.66 93.1 44.56 16.85 173.42 678.53
2021 08 30.64 50.38 88.62 102.9 72.38 48.11 19.17 161.22 673.76
2021 09 30.14 47.42 80.22 90.28 60.28 46.45 21.14 154.07 621.9
2021 10 31.26 51.54 87.59 85.28 67.66 47.88 21.51 181 666.14
2021 11 31.47 48.95 77.25 71.66 61.89 41.48 16.79 165.88 608.07
2021 12 29.35 55.06 77.76 71.76 51.19 41.2 18.28 177.72 658.46
2022 01 28.69 56.92 66.46 62.61 47.94 30.41 18.1 163.34 507.3
2022 02 29.9 60.22 67.56 30.55 43.18 27.8 20.53 162 532.35
2022 03 32.37 64.45 77.15 32.39 42.96 27.57 22.67 153.74 547.06
2022 04 30.77 55.79 67.63 22.12 48.05 20.47 22.34 119.51 430.48
2022 05 31.59 59.81 48.42 21.04 46.97 17.58 18.33 124.53 391.62
2022 06 30.3 64.33 42.52 18.82 58.75 19.9 20.82 122.53 350.73
2022 07 31.06 59.01 50.98 16.63 58.95 26.34 20.92 132.73 399.18
2022 08 27.89 48.13 42.11 15.5 55.31 20.4 17.74 122.56 347.62
2022 09 24.02 40.6 41.45 11.9 51.6 16.6 15.68 109 325.8
2022 10 25.97 48.4 46.23 11.87 56 20.11 16.58 118.48 359.68
2022 11 28.44 50.82 49.78 22.86 60.9 27.74 17.08 105.69 425.87
2022 12 28.03 44.74 47.11 22.95 46.84 23.73 16.04 104.13 407.96
2023 01 30.19 49.99 54.74 24.88 54.76 25.13 17.62 113.23 480.5
2023 02 26.52 52.34 47.42 15.9 57.54 24.61 17.08 109.55 473.24
2023 03 26.77 51.12 49.55 15.2 57.94 22.3 19.41 119.3 500.08
2023 04 27.11 47.67 47.69 12.17 65.25 22.64 18.3 124.29 492.16
2023 05 26.19 40.59 54.96 11.9 55.12 25.88 19.28 137.73 464.77
2023 06 33.26 34.59 56.02 13.68 57.93 25.47 19.11 147.16 502.23
2023 07 32.89 37.98 54.62 15.15 72.88 27.45 19.71 152.94 554.73
2023 08 30.04 39.25 47.08 14.37 77.08 26.4 22.39 142.2 511.41
2023 09 29.64 37.09 42.44 11.27 77.18 22.33 21.85 140.39 437.27
2023 10 30.46 35.98 35.99 10.61 77.24 20.72 20.59 133.75 399.47
2023 11 25.41 34.29 37.7 10.98 73.27 25.6 21.81 158.2 465.82
2023 12 28.45 36.57 41.74 14.47 75.89 27.51 23.99 160.95 555.05
INGN PDCO MRCY CGNX BAND OLLI VCYT EXEL

151.21 1.17% 8.34% 17.35% 20.87% 12.86% 11.11% -5.01%

107.46 -3.10% 0.88% -4.75% 20.17% -3.28% 23.80% 6.30%
95.37 -0.05% 13.95% -0.85% 12.63% 12.08% -8.59% -17.39%
87.3 -3.75% -5.83% -19.49% -3.78% 3.22% -0.92% -0.36%
64.47 8.94% 2.31% 18.16% 3.38% -11.76% 25.82% 9.09%
66.76 -13.54% 15.88% -8.26% -0.69% -2.78% -0.49% -0.47%
61.5 -15.56% 5.04% 2.43% 17.03% -34.53% -6.59% -6.68%
46.37 6.58% -5.21% 8.97% -25.32% 5.75% -9.43% -10.93%
47.91 -3.87% -9.25% 4.81% -13.76% 8.94% -4.46% -12.61%
54.44 13.60% -0.56% -2.55% -0.39% 2.38% 25.25% 7.64%
73.61 5.24% -5.65% 11.69% 14.52% -0.14% -2.79% 5.95%
68.33 7.47% 11.05% -9.05% 10.79% -18.79% -5.98% -2.38%
44.27 8.09% -4.29% -12.61% -11.37% -4.09% -5.94% 8.08%
45.78 -35.73% -2.89% -5.21% 7.00% -8.91% -1.54% -7.37%
51.66 19.56% 24.98% 30.84% 21.21% 46.55% 10.94% 43.38%
50 7.71% 0.21% 2.71% 35.91% 34.66% -7.53% 0.08%
38 11.73% -11.96% 5.25% 14.57% 6.78% 3.85% -3.93%
35.52 20.73% -1.56% 11.99% 14.00% 7.63% 37.72% -2.74%
30.7 9.22% -2.18% 3.47% 8.77% -9.10% -6.62% -3.77%
30.23 -16.93% 2.27% -5.92% 10.85% -8.57% -2.46% 10.04%
29 3.24% -11.08% 1.23% -8.15% -0.30% 6.68% -16.24%
29.21 11.58% 3.40% 14.03% -5.34% 1.11% 57.27% -6.45%
35.07 6.74% 23.65% 9.73% 1.25% -7.14% -10.22% 4.75%
44.68 6.92% -19.31% 2.29% 15.92% 15.85% 15.86% 10.66%
48.93 -1.96% -8.02% 0.56% -11.10% -12.72% 2.40% -2.48%
52.49 2.87% 8.09% 0.48% -19.97% 5.22% -7.42% 4.29%
52.52 0.59% 6.50% 3.77% 4.31% 6.06% -7.44% 8.99%
65.39 1.24% -13.01% -7.81% -10.52% -6.32% -21.51% -8.41%
61.81 -6.61% 1.27% 5.87% 16.59% -2.67% 2.38% -19.20%
65.17 2.44% -0.42% 7.57% -5.99% 10.66% 11.46% -7.52%
79.77 -1.57% -23.67% -1.98% -20.64% -22.26% 7.97% 13.77%
59.19 -1.63% -5.88% -9.48% -12.26% -16.72% -3.45% 10.28%
43.09 3.72% 8.69% 9.19% -5.54% 12.24% 3.08% 1.75%
39.65 0.67% -5.03% -11.81% -15.97% -8.53% -13.37% -21.94%
30.55 -6.74% 12.48% 0.66% 0.14% -17.29% -0.68% 8.87%
34 -2.25% 3.38% -14.53% -12.75% -6.35% -26.19% -0.98%
29.73 4.22% 5.80% 1.66% -51.21% -9.93% -8.58% 13.43%
34.89 8.26% 7.02% 14.19% 6.02% -0.51% -0.83% 10.42%
32.42 -4.94% -13.44% -12.34% -31.71% 11.85% -25.75% -1.46%
25.28 2.66% 7.21% -28.40% -4.88% -2.25% -14.12% -17.95%
25.68 -4.08% 7.56% -12.19% -10.55% 25.08% 13.20% 13.58%
24.18 2.51% -8.27% 19.90% -11.64% 0.34% 32.36% 0.48%
27.82 -10.21% -18.44% -17.40% -6.79% -6.17% -22.55% -15.20%
28.63 -13.88% -15.65% -1.57% -23.23% -6.71% -18.63% -11.61%
24.28 8.12% 19.21% 11.53% -0.25% 8.53% 21.14% 5.74%
22.66 9.51% 5.00% 7.68% 92.59% 8.75% 37.94% 3.02%
22.32 -1.44% -11.96% -5.36% 0.39% -23.09% -14.46% -6.09%
19.71 7.71% 11.73% 16.20% 8.41% 16.91% 5.90% 9.85%
23.33 -12.16% 4.70% -13.37% -36.09% 5.08% -2.07% -3.06%
15.67 0.94% -2.33% 4.49% -4.40% 0.70% -9.39% 13.64%
12.48 1.27% -6.75% -3.75% -19.93% 12.62% 1.52% -5.72%
13.31 -3.39% -14.85% 15.24% -2.22% -15.52% 14.31% 5.36%
10.53 27.00% -14.78% 1.93% 14.96% 5.10% -1.58% -0.88%
11.55 -1.11% 9.80% -2.50% 10.75% 25.81% 7.77% 3.14%
8.17 -8.67% 3.34% -13.80% -5.15% 5.76% -3.83% 13.60%
6.21 -1.33% -5.50% -9.86% -21.57% 0.13% -15.42% -2.41%
5.22 2.77% -2.99% -15.20% -5.86% 0.08% -7.21% -5.77%
4.47 -16.58% -4.70% 4.75% 3.49% -5.14% 23.55% 5.93%
5.82 11.96% 6.65% 10.72% 31.79% 3.58% 7.46% 10.00%
5.49
TTWO IDXX INGN PDCO MRCY

-17.33% -0.82% -28.93%

8.15% 5.96% -11.25% Average Monthly Return 0.95% -0.26%
2.61% 3.76% -8.46% Average Monthly Variance 0.01008 0.01076
11.69% 7.66% -26.15% Annual Return 11.37% -3.06%
4.97% 10.23% 3.55% Annual Variance 0.120957 0.129125
7.92% 2.44% -7.88% Annual ST Daviation 34.78% 35.93%
7.71% 2.73% -24.60%
-5.02% -6.15% 3.32%
-3.98% 4.81% 13.63% US Treasury Bill rate 1.88%
0.83% -11.73% 35.21%
0.89% 3.80% -7.17%
1.81% 3.78% -35.21%
-13.77% -6.09% 3.41%
10.36% -4.82% 12.84%
2.06% 14.60% -3.21%
12.49% 11.27% -24.00%
2.50% 6.89% -6.53%
17.52% 20.47% -13.57%
4.37% -1.68% -1.53%
-3.49% 0.52% -4.07%
-6.23% 8.07% 0.72%
16.52% 8.51% 20.06%
15.11% 8.44% 27.40%
-3.53% -4.24% 9.51%
-7.98% 8.67% 7.28%
-4.21% -5.93% 0.06%
-0.75% 12.20% 24.50%
5.80% 1.66% -5.47%
-4.60% 13.16% 5.44%
-2.03% 7.44% 22.40%
-7.03% -0.70% -25.80%
-4.43% -7.70% -27.20%
17.48% 7.11% -7.98%
-8.35% -8.72% -22.95%
7.14% 8.29% 11.29%
-8.09% -22.96% -12.56%
-0.82% 4.94% 17.36%
-5.10% 2.76% -7.08%
-22.26% -21.31% -22.02%
4.20% -9.03% 1.58%
 -1.61% -10.44% -5.84%
8.32% 13.81% 15.05%
-7.66% -12.92% 2.91%
-11.06% -6.28% -15.19%
8.70% 10.40% -6.67%
-10.80% 18.40% -1.50%
-1.48% -4.21% -11.69%
8.74% 17.78% 18.37%
-3.25% -1.51% -32.83%
8.90% 5.67% -20.36%
4.18% -1.58% 6.65%
10.81% -5.57% -20.89%
6.85% 8.06% 9.69%
3.93% 10.45% -29.26%
-7.02% -7.81% -23.99%
-1.27% -14.50% -15.94%
-4.73% -8.64% -14.37%
18.28% 16.61% 30.20%
1.74% 19.16% -5.67%
CGNX BAND OLLI VCYT EXEL TTWO IDXX INGN

0.53% -0.01% 0.86% 1.91% 0.59% 1.10% 2.12% -3.99%

0.012518 0.040864 0.018585 0.026302 0.011627 0.00754 0.009564 0.028305
6.36% -0.15% 10.32% 22.93% 7.14% 13.15% 25.46% -47.88%
0.150219 0.490363 0.223023 0.315626 0.139523 0.090479 0.114772 0.339666
38.76% 70.03% 47.23% 56.18% 37.35% 30.08% 33.88% 58.28%
 Average Acess Return
PDCO MRCY CGNX BAND OLLI VCYT EXEL TTWO IDXX INGN

0.22% 8.60% 16.82% 20.88% 12.00% 9.19% -5.60% -18.42% -2.94% -24.94%
-4.05% 1.14% -5.28% 20.18% -4.14% 21.89% 5.70% 7.05% 3.83% -7.26%
-0.99% 14.21% -1.38% 12.65% 11.22% -10.50% -17.99% 1.51% 1.64% -4.47%
-4.70% -5.58% -20.02% -3.77% 2.36% -2.83% -0.95% 10.59% 5.54% -22.16%
8.00% 2.57% 17.63% 3.39% -12.62% 23.91% 8.49% 3.88% 8.11% 7.54%
-14.48% 16.13% -8.79% -0.68% -3.64% -2.40% -1.06% 6.82% 0.32% -3.89%
-16.50% 5.30% 1.90% 17.05% -35.39% -8.50% -7.27% 6.62% 0.60% -20.61%
5.63% -4.95% 8.44% -25.31% 4.89% -11.34% -11.53% -6.12% -8.27% 7.31%
-4.82% -9.00% 4.28% -13.75% 8.08% -6.37% -13.21% -5.08% 2.69% 17.62%
12.65% -0.30% -3.08% -0.38% 1.52% 23.34% 7.04% -0.27% -13.85% 39.20%
4.29% -5.40% 11.16% 14.53% -1.00% -4.70% 5.36% -0.21% 1.67% -3.18%
6.52% 11.31% -9.58% 10.80% -19.65% -7.89% -2.98% 0.71% 1.66% -31.22%
7.14% -4.03% -13.14% -11.36% -4.95% -7.85% 7.49% -14.86% -8.21% 7.40%
-36.68% -2.63% -5.74% 7.01% -9.77% -3.45% -7.96% 9.26% -6.94% 16.83%
18.61% 25.23% 30.31% 21.22% 45.69% 9.03% 42.79% 0.96% 12.48% 0.78%
6.77% 0.47% 2.18% 35.92% 33.80% -9.44% -0.51% 11.39% 9.15% -20.01%
10.78% -11.71% 4.72% 14.58% 5.92% 1.94% -4.52% 1.40% 4.77% -2.54%
19.78% -1.31% 11.46% 14.01% 6.77% 35.81% -3.33% 16.42% 18.35% -9.58%
8.28% -1.93% 2.94% 8.78% -9.96% -8.53% -4.36% 3.28% -3.80% 2.46%
-17.87% 2.53% -6.45% 10.86% -9.43% -4.37% 9.44% -4.58% -1.60% -0.08%
2.29% -10.82% 0.70% -8.13% -1.16% 4.77% -16.83% -7.33% 5.94% 4.71%
10.63% 3.65% 13.49% -5.33% 0.25% 55.36% -7.04% 15.42% 6.39% 24.05%
5.79% 23.90% 9.20% 1.26% -8.00% -12.13% 4.15% 14.02% 6.31% 31.39%
5.97% -19.05% 1.76% 15.94% 14.99% 13.95% 10.07% -4.63% -6.36% 13.50%
-2.90% -7.77% 0.03% -11.09% -13.58% 0.49% -3.07% -9.07% 6.55% 11.27%
1.92% 8.35% -0.05% -19.95% 4.36% -9.33% 3.70% -5.30% -8.05% 4.05%
-0.35% 6.75% 3.24% 4.32% 5.20% -9.35% 8.39% -1.84% 10.08% 28.49%
0.30% -12.76% -8.34% -10.51% -7.18% -23.42% -9.00% 4.71% -0.46% -1.48%
-7.55% 1.52% 5.34% 16.61% -3.53% 0.47% -19.80% -5.70% 11.04% 9.43%
1.49% -0.17% 7.04% -5.98% 9.80% 9.55% -8.11% -3.13% 5.32% 26.39%
-2.52% -23.41% -2.51% -20.63% -23.12% 6.06% 13.17% -8.13% -2.82% -21.81%
-2.58% -5.62% -10.01% -12.25% -17.58% -5.36% 9.68% -5.53% -9.82% -23.21%
2.77% 8.94% 8.66% -5.53% 11.38% 1.17% 1.16% 16.38% 4.99% -3.99%
-0.28% -4.77% -12.34% -15.96% -9.39% -15.28% -22.54% -9.45% -10.84% -18.96%
-7.68% 12.74% 0.13% 0.15% -18.15% -2.59% 8.28% 6.04% 6.17% 15.28%
-3.20% 3.63% -15.06% -12.74% -7.21% -28.10% -1.58% -9.19% -25.08% -8.57%
3.27% 6.05% 1.12% -51.19% -10.79% -10.49% 12.83% -1.92% 2.82% 21.35%
7.31% 7.28% 13.66% 6.04% -1.37% -2.74% 9.83% -6.19% 0.64% -3.09%
-5.89% -13.18% -12.87% -31.69% 10.99% -27.66% -2.05% -23.36% -23.43% -18.03%
 1.72% 7.46% -28.93% -4.87% -3.11% -16.03% -18.54% 3.10% -11.15% 5.57%
-5.03% 7.81% -12.72% -10.54% 24.22% 11.29% 12.99% -2.70% -12.56% -1.85%
1.56% -8.01% 19.37% -11.62% -0.52% 30.45% -0.11% 7.23% 11.69% 19.04%
-11.15% -18.18% -17.93% -6.78% -7.03% -24.46% -15.80% -8.76% -15.04% 6.90%
-14.82% -15.39% -2.10% -23.21% -7.57% -20.54% -12.21% -12.16% -8.40% -11.20%
7.17% 19.47% 11.00% -0.24% 7.67% 19.23% 5.15% 7.60% 8.28% -2.68%
8.56% 5.26% 7.15% 92.60% 7.89% 36.03% 2.42% -11.89% 16.28% 2.49%
-2.39% -11.71% -5.89% 0.41% -23.95% -16.37% -6.68% -2.57% -6.33% -7.70%
6.76% 11.99% 15.67% 8.42% 16.05% 3.99% 9.26% 7.64% 15.66% 22.36%
-13.10% 4.96% -13.90% -36.08% 4.22% -3.98% -3.66% -4.35% -3.63% -28.84%
0.00% -2.08% 3.96% -4.39% -0.17% -11.30% 13.05% 7.80% 3.55% -16.37%
0.32% -6.49% -4.28% -19.92% 11.76% -0.39% -6.31% 3.09% -3.71% 10.64%
-4.34% -14.60% 14.71% -2.21% -16.39% 12.40% 4.76% 9.72% -7.69% -16.90%
26.05% -14.53% 1.40% 14.97% 4.24% -3.49% -1.48% 5.75% 5.94% 13.68%
-2.06% 10.06% -3.03% 10.76% 24.95% 5.86% 2.54% 2.83% 8.33% -25.27%
-9.61% 3.60% -14.33% -5.14% 4.90% -5.74% 13.00% -8.12% -9.93% -20.00%
-2.28% -5.25% -10.39% -21.56% -0.73% -17.33% -3.01% -2.37% -16.62% -11.95%
1.82% -2.74% -15.73% -5.84% -0.78% -9.12% -6.36% -5.83% -10.77% -10.38%
-17.53% -4.44% 4.22% 3.50% -6.00% 21.64% 5.33% 17.18% 14.49% 34.19%
 Variance Covariance Matrix
PDCO MRCY CGNX BAND OLLI

PDCO 0.118488641 0.0128409 0.05408 0.052262 0.058987

MRCY 0.012840867 0.1281558 0.032211 0.056666 0.048661
CGNX 0.054079668 0.0322108 0.148109 0.085453 0.046448
BAND 0.052262403 0.0566664 0.085453 0.469798 0.071232
OLLI 0.058987253 0.0486612 0.046448 0.071232 0.222873
VCYT 0.058505219 0.0260184 0.116294 0.151595 0.050499
EXEL 0.028534222 0.0408476 0.049373 0.028305 0.045578
TTWO 0.009896887 0.0292828 0.033509 0.035885 0.002987
IDXX 0.033415568 0.0371159 0.080345 0.110567 0.032893
INGN 0.027485523 0.0150621 0.067768 -0.002966 0.014673

US Treasury Bill rate 1.88%

Annual Return

PDCO 0.113683674
MRCY -0.03061544
CGNX 0.06363417
BAND -0.00150537
OLLI 0.103222626
VCYT 0.229260794
EXEL 0.071370451
TTWO 0.131534963
IDXX 0.254593378
INGN -0.47878882

Equal Weight 1 2 3 4 5
PDCO 0.1
MRCY 0.1
CGNX 0.1
BAND 0.1
OLLI 0.1
VCYT 0.1
EXEL 0.1
TTWO 0.1
IDXX 0.1
INGN 0.1
Total Weight
Expected Return 0.05
ST Daviation 0.252329128
Sharpe Ratio 0.11

Optimal Weight
PDCO 0.228161857
MRCY 0.145350897
CGNX 0
BAND 0
OLLI 0.052147917
VCYT 0
EXEL 0.159995636
TTWO 0.328450632
IDXX 0.037940101
INGN 0.047952961
Total Weight 1

Expected Return #NAME?

ST Daviation 0.205861265
Sharpe Ratio 0.239932463
VCYT EXEL TTWO IDXX INGN

0.058505 0.028534 0.009897 0.033416 0.027486

0.026018 0.040848 0.029283 0.037116 0.015062
0.116294 0.049373 0.033509 0.080345 0.067768
0.151595 0.028305 0.035885 0.110567 -0.002966
0.050499 0.045578 0.002987 0.032893 0.014673
0.314999 0.052241 0.063952 0.102828 0.092038
0.052241 0.137726 0.012734 0.023307 0.009429
0.063952 0.012734 0.090471 0.052703 0.040803
0.102828 0.023307 0.052703 0.10887 0.051606
0.092038 0.009429 0.040803 0.051606 0.339608

6 7 8 9 10 11 12 13 14 15
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