Data

Daily Price Daily Return

Date
A B C D E A B
3/8/2023 30,300 49,800 37,600 47,600 69,500 3.06% 1.63%
3/7/2023 29,400 49,000 34,400 46,750 67,600 -2.97% -1.11%
3/6/2023 30,300 49,550 33,100 48,000 68,800 0.66% 0.30%
3/3/2023 30,100 49,400 33,300 48,800 70,000 -1.31% -1.20%
3/2/2023 30,500 50,000 32,800 48,600 69,900 6.27% 1.21%
3/1/2023 28,700 49,400 32,100 48,000 67,200 -1.03% 4.22%
2/28/2023 29,000 47,400 32,400 48,500 67,000 1.40% -4.72%
2/27/2023 28,600 49,750 31,700 48,300 67,400 0.35% 0.71%
2/24/2023 28,500 49,400 32,400 45,600 68,100 -1.04% -0.20%
2/23/2023 28,800 49,500 33,000 44,950 68,500 -1.37% -1.20%
2/22/2023 29,200 50,100 33,800 45,500 66,400 -1.02% -1.18%
2/21/2023 29,500 50,700 34,700 45,750 64,700 2.79% 0.60%
2/20/2023 28,700 50,400 34,000 45,150 67,200 0.00% 1.51%
2/17/2023 28,700 49,650 33,000 44,000 68,000 -0.35% -0.70%
2/16/2023 28,800 50,000 32,600 42,900 68,000 -1.37% -0.99%
2/15/2023 29,200 50,500 32,800 43,150 67,500 2.46% 0.60%
2/14/2023 28,500 50,200 33,000 43,450 68,100 0.35% -1.38%
2/13/2023 28,400 50,900 33,200 43,750 69,500 0.00% -1.93%
2/10/2023 28,400 51,900 33,200 44,400 70,800 -1.39% 4.22%
2/9/2023 28,800 49,800 33,000 42,850 70,500 0.35% -0.40%
2/8/2023 28,700 50,000 33,300 42,650 69,100 2.50% 0.20%
2/7/2023 28,000 49,900 31,600 42,050 69,600 -2.44% -0.20%
2/6/2023 28,700 50,000 32,100 42,300 68,800 1.41% 1.01%
2/3/2023 28,300 49,500 32,200 42,300 66,400 1.43% -0.20%
2/2/2023 27,900 49,600 32,200 42,350 66,500 -1.41% 0.20%
2/1/2023 28,300 49,500 32,900 42,800 65,600 8.02% 5.32%
1/31/2023 26,200 47,000 32,100 42,700 64,200 -5.07% -0.84%
1/30/2023 27,600 47,400 32,800 43,400 67,500 -0.72% -1.25%
1/27/2023 27,800 48,000 32,800 44,000 68,800 -1.42% 0.00%
1/19/2023 28,200 48,000 32,900 43,500 70,600 0.36% 1.05%
1/18/2023 28,100 47,500 32,700 42,800 69,000 4.07% -0.32%
1/17/2023 27,000 47,650 33,200 43,300 69,600 -4.26% -0.94%
1/16/2023 28,200 48,100 33,800 43,950 71,800 0.00% 0.84%
1/13/2023 28,200 47,700 33,300 43,850 70,300 -0.70% 0.63%
1/12/2023 28,400 47,400 33,100 43,300 71,000 6.37% 0.53%
1/11/2023 26,700 47,150 32,700 44,300 69,500 -0.74% 0.53%
1/10/2023 26,900 46,900 33,600 45,000 65,000 5.49% 0.21%
1/9/2023 25,500 46,800 34,200 45,500 65,200 -1.92% 4.00%
1/6/2023 26,000 45,000 34,600 46,100 65,000 3.18% 1.12%
1/5/2023 25,200 44,500 34,100 45,550 63,700 -1.56% 0.00%
1/4/2023 25,600 44,500 35,200 46,900 63,400 -3.76% -1.87%
 1/3/2023 26,600 45,350 35,200 47,000 65,900 1.92% -1.41%
12/30/2022 26,100 46,000 34,200 47,800 66,300 0.77% 1.10%
12/29/2022 25,900 45,500 33,600 48,000 64,600 2.78% -0.22%
12/28/2022 25,200 45,600 34,400 47,100 64,200 2.02% 6.92%
12/27/2022 24,700 42,650 33,400 47,000 60,000 2.07% 1.91%
12/26/2022 24,200 41,850 32,500 47,000 58,400 -2.42% 0.12%
12/23/2022 24,800 41,800 33,500 47,550 56,500 2.91% 1.46%
12/22/2022 24,100 41,200 33,100 47,450 56,000 2.55% 3.00%
12/21/2022 23,500 40,000 36,300 47,500 57,500 -6.00% -3.38%
12/20/2022 25,000 41,400 33,300 49,300 61,600 -6.72% -5.48%
12/19/2022 26,800 43,800 33,000 51,000 62,300 -1.83% 0.11%
12/16/2022 27,300 43,750 32,400 51,200 60,300 1.87% 1.98%
12/15/2022 26,800 42,900 32,000 52,500 71,000 2.68% -0.92%
12/14/2022 26,100 43,300 32,500 52,500 72,500 -0.38% 4.34%
12/13/2022 26,200 41,500 30,300 49,900 70,000 -1.13% 6.96%
12/12/2022 26,500 38,800 29,600 50,600 70,000 -0.75% 0.52%
12/9/2022 26,700 38,600 29,700 50,000 69,200 -1.84% -1.78%
12/8/2022 27,200 39,300 29,900 51,400 70,000 7.51% -0.25%
12/7/2022 25,300 39,400 30,000 52,000 70,000 0.00% 0.51%
12/6/2022 25,300 39,200 28,900 52,100 68,000 -0.39% 0.77%
12/5/2022 25,400 38,900 29,600 52,700 68,600 0.00% 0.26%
12/2/2022 25,400 38,800 28,800 53,800 68,000 2.01% 4.87%
12/1/2022 24,900 37,000 28,600 54,100 67,800 0.00% 0.54%
11/30/2022 24,900 36,800 28,100 54,700 67,100 0.40% 1.38%
11/29/2022 24,800 36,300 28,400 53,500 65,000 -0.80% -1.22%
11/28/2022 25,000 36,750 28,000 55,400 65,000 3.73% 0.00%
11/25/2022 24,100 36,750 27,100 56,000 64,900 -0.82% 0.00%
11/24/2022 24,300 36,750 27,500 54,100 66,500 2.97% 0.82%
11/23/2022 23,600 36,450 27,000 50,600 65,100 1.72% 3.26%
11/22/2022 23,200 35,300 26,500 50,600 64,500 -3.33% 0.00%
11/21/2022 24,000 35,300 27,200 51,100 62,000 5.73% 2.92%
11/18/2022 22,700 34,300 26,500 50,700 58,300 -0.44% 1.48%
11/17/2022 22,800 33,800 26,900 50,400 58,600 1.33% 3.05%
11/16/2022 22,500 32,800 25,000 50,300 56,500 -9.27% -1.65%
11/15/2022 24,800 33,350 27,100 50,600 56,500 -1.98% 0.45%
11/14/2022 25,300 33,200 27,800 50,700 57,100 0.00% 1.07%
11/11/2022 25,300 32,850 26,500 50,400 55,500 -1.56% 0.31%
11/10/2022 25,700 32,750 27,300 50,500 56,900 5.76% 3.31%
11/9/2022 24,300 31,700 24,900 50,400 55,600 3.85% -6.77%
11/8/2022 23,400 34,000 27,500 51,200 59,700 -5.65% -2.30%
11/7/2022 24,800 34,800 30,400 51,400 61,500 -0.40% -3.47%
11/4/2022 24,900 36,050 30,500 51,200 61,400 -0.40% -0.41%
11/3/2022 25,000 36,200 29,600 50,600 62,000 -7.41% -1.23%
11/2/2022 27,000 36,650 32,800 51,500 64,800 -3.91% -1.74%
11/1/2022 28,100 37,300 34,000 51,600 64,600 -0.71% 1.36%
10/31/2022 28,300 36,800 33,100 51,800 61,600 -1.74% 0.27%
10/28/2022 28,800 36,700 30,100 51,200 59,600 -3.36% -1.08%
10/27/2022 29,800 37,100 30,700 51,000 59,200 -2.30% 0.54%
10/26/2022 30,500 36,900 31,100 50,900 58,400 0.66% 0.27%
10/25/2022 30,300 36,800 30,500 50,300 58,200 2.71% -0.54%
10/24/2022 29,500 37,000 28,600 50,100 58,700 -1.34% -2.38%
10/21/2022 29,900 37,900 28,900 49,900 59,000 -1.97% 1.61%
10/20/2022 30,500 37,300 28,500 50,000 60,200 0.33% -2.36%
10/19/2022 30,400 38,200 28,500 50,500 59,700 1.67% -2.05%
10/18/2022 29,900 39,000 28,300 50,800 60,300 -0.33% 0.00%
10/17/2022 30,000 39,000 28,100 50,500 60,300 2.39% 3.45%
10/14/2022 29,300 37,700 28,200 50,500 59,000 2.09% 2.45%
10/13/2022 28,700 36,800 28,800 51,200 60,800 -2.05% 0.55%
10/12/2022 29,300 36,600 29,300 51,100 60,000 3.90% -0.27%
10/11/2022 28,200 36,700 28,200 51,000 60,700 4.83% 0.27%
10/10/2022 26,900 36,600 27,300 50,300 57,900 -5.28% 6.86%
10/7/2022 28,400 34,250 27,700 49,600 58,000 5.19% 0.15%
10/6/2022 27,000 34,200 25,300 49,800 57,300 -10.00% -3.12%
10/5/2022 30,000 35,300 27,900 49,800 57,600 1.01% 2.02%
10/4/2022 29,700 34,600 30,900 49,100 57,900 10.00% 4.53%
10/3/2022 27,000 33,100 31,900 48,000 58,800 -1.46% 3.44%
9/30/2022 27,400 32,000 30,700 47,950 56,700 3.79% -1.23%
9/29/2022 26,400 32,400 29,600 48,200 53,000 2.33% -1.22%
9/28/2022 25,800 32,800 28,600 48,600 55,900 9.79% -1.94%
9/27/2022 23,500 33,450 26,000 48,450 59,500 6.82% 0.00%
9/26/2022 22,000 33,450 23,700 48,700 58,500 -2.66% 0.00%
9/23/2022 22,600 33,450 24,400 49,000 60,400 -0.44% -0.15%
9/22/2022 22,700 33,500 24,200 48,700 62,500 3.65% -0.89%
9/21/2022 21,900 33,800 22,800 48,500 62,300 3.79% 0.60%
9/20/2022 21,100 33,600 22,600 47,600 58,300 1.44% 4.67%
9/19/2022 20,800 32,100 22,700 47,500 62,600 -2.35% -0.93%
9/16/2022 21,300 32,400 21,400 47,200 66,700 -2.29% 0.00%
9/15/2022 21,800 32,400 20,900 46,800 71,600 3.81% 0.00%
9/14/2022 21,000 32,400 21,400 47,000 74,000 -2.33% 1.09%
9/13/2022 21,500 32,050 21,600 47,200 78,600 -0.92% 0.16%
9/12/2022 21,700 32,000 21,800 47,500 80,000 -2.25% 0.00%
9/9/2022 22,200 32,000 22,100 47,100 79,800 3.26% 2.56%
9/8/2022 21,500 31,200 21,700 46,400 75,900 1.42% 0.32%
9/7/2022 21,200 31,100 21,600 45,550 76,000 2.91% 0.00%
9/6/2022 20,600 31,100 20,600 45,650 75,500 -2.37% -1.11%
9/5/2022 21,100 31,450 21,100 45,650 76,300 -2.32% 0.00%
8/31/2022 21,600 31,450 21,200 45,600 78,000 9.65% 0.96%
8/30/2022 19,700 31,150 20,400 44,950 79,100 -1.99% -1.42%
8/29/2022 20,100 31,600 20,800 44,400 74,000 1.01% 1.93%
8/26/2022 19,900 31,000 20,700 44,600 72,000 2.58% 2.31%
8/25/2022 19,400 30,300 20,000 44,400 71,900 0.00% -1.94%
8/24/2022 19,400 30,900 20,300 44,000 70,500 -8.49% -3.44%
8/23/2022 21,200 32,000 21,400 44,800 72,500 1.44% 0.00%
8/22/2022 20,900 32,000 21,000 44,500 71,100 -9.91% -4.19%
8/19/2022 23,200 33,400 22,500 43,800 72,000 -0.43% 0.75%
8/18/2022 23,300 33,150 23,200 43,300 74,000 -0.43% -1.05%
8/17/2022 23,400 33,500 22,700 43,050 71,400 -0.85% -1.90%
8/16/2022 23,600 34,150 23,400 43,150 72,000 0.00% -1.01%
8/15/2022 23,600 34,500 24,300 42,500 73,200 2.17% 0.00%
8/12/2022 23,100 34,500 24,300 41,750 71,600 -2.12% -1.43%
8/11/2022 23,600 35,000 25,500 41,800 73,500 -0.84% -0.99%
8/10/2022 23,800 35,350 25,400 41,800 74,300 -0.83% -0.42%
8/9/2022 24,000 35,500 25,300 42,150 74,400 0.00% 0.71%
8/8/2022 24,000 35,250 25,000 41,650 74,400 -1.23% 0.14%
8/5/2022 24,300 35,200 24,300 41,700 72,500 3.85% 0.00%
8/4/2022 23,400 35,200 24,700 41,900 73,400 -0.85% -3.56%
8/3/2022 23,600 36,500 24,400 42,150 74,200 -0.42% -0.41%
8/2/2022 23,700 36,650 24,300 42,450 73,000 3.04% 3.68%
8/1/2022 23,000 35,350 22,400 42,150 71,800 0.88% -0.42%
7/29/2022 22,800 35,500 22,400 41,300 72,100 1.33% -0.28%
7/28/2022 22,500 35,600 22,200 40,200 72,600 -0.88% 1.43%
7/27/2022 22,700 35,100 22,000 40,100 69,000 2.25% 1.59%
7/26/2022 22,200 34,550 21,400 40,400 69,000 -2.20% 0.44%
7/25/2022 22,700 34,400 21,500 40,200 68,300 -2.99% -4.97%
7/22/2022 23,400 36,200 22,300 40,400 68,800 -1.68% 0.42%
7/21/2022 23,800 36,050 22,900 40,100 69,300 -0.42% -0.96%
7/20/2022 23,900 36,400 23,200 38,900 70,100 -1.24% -1.62%
7/19/2022 24,200 37,000 23,400 39,000 71,400 -1.63% -0.94%
7/18/2022 24,600 37,350 22,900 38,900 72,200 3.80% -0.40%
7/15/2022 23,700 37,500 22,500 38,900 70,900 -1.66% 1.08%
7/14/2022 24,100 37,100 23,200 38,300 71,500 -0.41% 6.61%
7/13/2022 24,200 34,800 23,400 39,050 71,100 -0.82% 2.66%
7/12/2022 24,400 33,900 23,700 39,000 71,800 2.52% 1.19%
7/11/2022 23,800 33,500 23,500 39,000 69,400 -0.83% 0.90%
7/8/2022 24,000 33,200 23,200 38,000 68,000 -4.76% -1.19%
7/7/2022 25,200 33,600 23,900 38,000 65,500 1.21% 0.90%
7/6/2022 24,900 33,300 22,700 37,000 65,500 1.22% 0.30%
7/5/2022 24,600 33,200 21,300 37,000 65,900 8.37% -2.92%
7/4/2022 22,700 34,200 21,700 38,000 67,600 -0.44% 1.18%
7/1/2022 22,800 33,800 21,900 38,300 66,800 -2.15% 0.00%
6/30/2022 23,300 33,800 22,200 38,100 68,900 3.56% 4.81%
6/29/2022 22,500 32,250 21,500 36,000 69,500 0.00% -1.07%
6/28/2022 22,500 32,600 21,800 35,950 65,900 3.21% -0.31%
6/27/2022 21,800 32,700 21,300 35,950 61,600 -3.54% -0.91%
6/24/2022 22,600 33,000 21,000 36,200 61,000 4.15% 0.15%
6/23/2022 21,700 32,950 20,400 36,200 61,200 2.84% 1.07%
6/22/2022 21,100 32,600 20,200 36,150 60,800 -3.21% 1.24%
6/21/2022 21,800 32,200 20,500 36,500 60,900 5.83% 3.21%
6/20/2022 20,600 31,200 21,100 35,800 60,600 9.57% 4.17%
6/17/2022 18,800 29,950 20,000 34,400 59,000 3.30% 1.53%
6/16/2022 18,200 29,500 19,600 34,350 57,600 -1.09% -3.60%
6/15/2022 18,400 30,600 20,200 35,300 53,900 0.55% 0.99%
6/14/2022 18,300 30,300 18,400 35,700 50,400 1.67% 2.02%
6/13/2022 18,000 29,700 16,800 35,900 50,000 9.76% 2.95%
6/10/2022 16,400 28,850 15,300 35,000 48,400 5.13% 1.76%
6/9/2022 15,600 28,350 14,800 35,300 47,100 -6.02% -2.91%
6/8/2022 16,600 29,200 16,400 35,350 46,000 8.50% 1.57%
6/7/2022 15,300 28,750 15,900 34,350 45,050 -10.00% -6.96%
6/6/2022 17,000 30,900 17,600 36,900 48,400 -8.60% -3.14%
6/3/2022 18,600 31,900 19,500 36,900 51,800 -5.58% -3.33%
6/2/2022 19,700 33,000 21,600 36,800 50,800 -1.01% 0.00%
6/1/2022 19,900 33,000 22,300 36,000 47,500 -1.97% -0.90%
5/31/2022 20,300 33,300 23,400 34,600 47,100 3.05% 1.68%
5/30/2022 19,700 32,750 23,700 33,000 45,600 4.23% 0.61%
5/27/2022 18,900 32,550 22,100 32,000 45,600 -9.57% -6.73%
5/26/2022 20,900 34,900 24,500 33,550 49,000 -3.24% -6.93%
5/25/2022 21,600 37,500 25,100 32,900 48,200 3.85% -1.83%
5/24/2022 20,800 38,200 24,700 33,100 46,200 1.46% 2.69%
5/23/2022 20,500 37,200 22,800 32,550 46,700 -1.91% 0.00%
5/20/2022 20,900 37,200 23,400 30,450 45,900 -0.48% 0.27%
5/19/2022 21,000 37,100 23,600 30,850 43,100 2.44% -2.37%
5/18/2022 20,500 38,000 23,700 29,850 43,350 1.99% -1.17%
5/17/2022 20,100 38,450 24,400 29,950 43,850 5.24% 2.81%
5/16/2022 19,100 37,400 23,800 29,450 42,500 2.14% 2.19%
5/13/2022 18,700 36,600 22,100 29,200 41,700 -0.53% 0.00%
5/12/2022 18,800 36,600 20,100 29,100 42,900 5.62% 1.95%
5/11/2022 17,800 35,900 18,300 28,700 42,000 0.57% 1.84%
5/10/2022 17,700 35,250 16,700 28,250 41,400 -0.56% 0.28%
5/9/2022 17,800 35,150 16,000 28,550 41,600 0.00% -0.43%
5/6/2022 17,800 35,300 15,400 28,800 42,000 9.88% -0.28%
5/5/2022 16,200 35,400 15,000 29,250 42,800 1.25% 1.58%
5/4/2022 16,000 34,850 14,500 28,200 42,200 -0.62% -2.52%
4/29/2022 16,100 35,750 14,600 29,500 43,700 -1.23% 1.56%
4/28/2022 16,300 35,200 15,200 29,500 44,600 -0.61% -0.57%
4/27/2022 16,400 35,400 14,800 30,200 42,700 1.86% 0.14%
4/26/2022 16,100 35,350 14,200 31,050 44,000 0.63% -1.53%
4/25/2022 16,000 35,900 13,400 30,900 44,900 0.00% -1.78%
4/22/2022 16,000 36,550 13,800 31,200 46,450 1.91% 0.00%
4/21/2022 15,700 36,550 14,000 29,800 46,200 -1.26% 2.38%
4/20/2022 15,900 35,700 14,100 29,600 45,000 3.25% 0.00%
4/19/2022 15,400 35,700 13,400 29,500 44,500 2.67% 2.00%
4/18/2022 15,000 35,000 12,800 29,650 41,900 -2.60% -3.45%
4/15/2022 15,400 36,250 13,200 30,400 42,400 0.65% -0.96%
4/14/2022 15,300 36,600 12,800 30,300 41,000 -1.29% 2.81%
4/13/2022 15,500 35,600 12,000 30,600 41,250 0.65% -1.52%
4/12/2022 15,400 36,150 11,300 30,350 40,900 0.00% -3.73%
4/8/2022 15,400 37,550 11,400 30,800 41,700 4.76% 0.67%
4/7/2022 14,700 37,300 11,400 30,800 39,450 -1.34% -1.58%
4/6/2022 14,900 37,900 10,900 30,450 39,300 1.36% 4.84%
4/5/2022 14,700 36,150 11,000 30,300 38,900 -2.00% -0.14%
4/4/2022 15,000 36,200 11,100 29,700 39,200 -0.66% -0.27%
4/1/2022 15,100 36,300 11,100 29,100 38,900 -0.66% 6.92%
3/31/2022 15,200 33,950 11,100 28,600 39,750 2.01% 0.30%
3/30/2022 14,900 33,850 11,100 28,600 39,900 0.68% -0.88%
3/29/2022 14,800 34,150 11,100 28,700 39,650 0.00% -1.01%
3/28/2022 14,800 34,500 11,200 28,600 38,200 -5.73% 3.92%
3/25/2022 15,700 33,200 11,200 28,500 37,150 0.00% 0.00%
3/24/2022 15,700 33,200 11,200 28,800 37,400 0.64% 0.00%
3/23/2022 15,600 33,200 10,900 29,000 37,800 5.41% 1.22%
3/22/2022 14,800 32,800 10,800 28,800 36,900 -1.99% -1.94%
3/21/2022 15,100 33,450 10,800 29,100 38,000 1.34% 0.75%
3/18/2022 14,900 33,200 10,900 29,100 37,400 -0.67% -0.30%
3/17/2022 15,000 33,300 10,900 29,300 36,900 4.90% 1.84%
3/16/2022 14,300 32,700 10,800 29,500 36,000 4.38% -2.10%
3/15/2022 13,700 33,400 10,600 29,600 36,600 1.48% 4.54%
3/14/2022 13,500 31,950 10,500 29,200 34,250 0.00% 1.11%
3/11/2022 13,500 31,600 10,500 29,400 32,050 -0.74% 0.64%
3/10/2022 13,600 31,400 10,500 29,450 31,550 1.49% 3.12%
3/9/2022 13,400 30,450 10,500 29,300 30,500 1.52% 0.50%
3/8/2022 13,200 30,300 10,500 28,250 30,450 1.54% 0.33%
3/7/2022 13,000 30,200 10,000 28,100 30,750 0.00% 0.84%
3/4/2022 13,000 29,950 10,100 28,000 30,300 -0.76% -0.33%
3/3/2022 13,100 30,050 10,300 28,200 28,950 -2.24% -3.84%
3/2/2022 13,400 31,250 10,400 28,700 29,700 -0.74% -2.04%
3/1/2022 13,500 31,900 10,600 29,000 29,550 -2.88% 1.92%
2/28/2022 13,900 31,300 10,800 29,300 27,650 -0.71% 0.97%
2/25/2022 14,000 31,000 10,600 29,300 27,700 0.72% -0.96%
2/24/2022 13,900 31,300 10,900 29,200 27,700 -2.11% -0.64%
2/23/2022 14,200 31,500 11,100 29,200 28,000 2.16% 3.28%
2/22/2022 13,900 30,500 11,200 29,300 27,100 0.00% -1.61%
2/21/2022 13,900 31,000 11,300 29,500 26,750 0.73% -1.59%
2/18/2022 13,800 31,500 11,400 29,900 26,900 0.73% -2.63%
2/17/2022 13,700 32,350 11,500 30,000 27,000 0.00% -2.85%
2/16/2022 13,700 33,300 12,600 30,200 28,200 0.00% 1.68%
2/15/2022 13,700 32,750 12,700 30,000 28,850 -3.52% -2.39%
2/14/2022 14,200 33,550 12,600 30,350 28,900 0.00% -0.15%
2/11/2022 14,200 33,600 12,700 30,350 28,050 1.43% -1.75%
2/10/2022 14,000 34,200 12,700 30,250 28,150 -1.41% 0.00%
2/9/2022 14,200 34,200 12,700 30,450 27,950 0.00% 0.59%
2/8/2022 14,200 34,000 12,500 30,350 27,600 4.41% 1.19%
2/7/2022 13,600 33,600 12,400 30,050 25,800 -2.16% -1.61%
1/28/2022 13,900 34,150 12,500 30,700 25,700 2.21% 0.00%
1/27/2022 13,600 34,150 12,200 29,450 25,550 0.74% -0.15%
1/26/2022 13,500 34,200 12,100 29,500 25,600 -2.88% -2.84%
1/25/2022 13,900 35,200 11,700 29,700 26,400 2.21% 2.92%
1/24/2022 13,600 34,200 11,400 29,750 26,450 0.74% -0.29%
1/21/2022 13,500 34,300 11,300 29,600 25,950 -0.74% -1.15%
1/20/2022 13,600 34,700 11,400 29,800 25,350 0.74% -0.86%
1/19/2022 13,500 35,000 11,300 29,550 25,250 4.65% 6.71%
1/18/2022 12,900 32,800 11,400 29,500 24,900 0.00% -0.30%
1/17/2022 12,900 32,900 11,100 29,500 25,550 0.78% 0.15%
1/14/2022 12,800 32,850 11,100 29,250 25,700 -0.78% -1.79%
1/13/2022 12,900 33,450 11,100 29,650 26,000 3.20% -1.62%
1/12/2022 12,500 34,000 10,800 29,800 25,900 0.81% -0.44%
1/11/2022 12,400 34,150 10,700 30,050 25,400 0.81% 3.17%
1/10/2022 12,300 33,100 10,600 29,600 25,300 -0.81% 3.44%
1/7/2022 12,400 32,000 10,800 29,750 25,050 0.00% -2.74%
1/6/2022 12,400 32,900 10,700 29,500 24,600 -0.80% 0.92%
1/5/2022 12,500 32,600 10,700 28,650 23,000 1.63% 2.52%
1/4/2022 12,300 31,800 10,800 28,400 23,000 -2.38% -1.85%
12/31/2021 12,600 32,400 10,900 28,250 23,000 -0.79% 2.37%
12/30/2021 12,700 31,650 10,900 28,050 23,450 -0.78% 2.26%
12/29/2021 12,800 30,950 10,800 28,450 23,400 1.59% 6.72%
12/28/2021 12,600 29,000 10,900 27,850 22,800 -0.79% -0.69%
12/27/2021 12,700 29,200 10,800 28,150 23,400 -0.78% -1.35%
12/24/2021 12,800 29,600 10,500 27,150 23,750 -0.78% 4.59%
12/23/2021 12,900 28,300 10,300 28,300 23,750 4.03% -0.18%
12/22/2021 12,400 28,350 10,100 28,250 23,750 0.00% -1.90%
12/21/2021 12,400 28,900 10,100 28,450 23,650 1.64% 2.48%
12/20/2021 12,200 28,200 9,900 28,300 24,400 1.67% 0.71%
12/17/2021 12,000 28,000 9,900 28,050 24,500 -1.64% -1.93%
12/16/2021 12,200 28,550 9,900 28,200 23,400 0.83% -0.18%
12/15/2021 12,100 28,600 9,800 28,500 23,250 -0.82% 3.25%
12/14/2021 12,200 27,700 9,800 28,400 24,450 0.83% 2.59%
12/13/2021 12,100 27,000 9,800 28,500 24,500 -1.63% -1.28%
12/10/2021 12,300 27,350 9,800 28,600 23,900 -0.81% 1.30%
12/9/2021 12,400 27,000 9,800 28,100 23,500 1.64% -1.10%
12/8/2021 12,200 27,300 9,600 27,400 23,900 0.83% -0.18%
12/7/2021 12,100 27,350 9,400 26,500 24,200 0.83% 1.30%
12/6/2021 12,000 27,000 9,400 26,850 23,600 0.84% 1.50%
12/3/2021 11,900 26,600 9,400 26,800 23,750 1.71% 0.76%
12/2/2021 11,700 26,400 9,400 26,700 22,250 2.63% 0.76%
12/1/2021 11,400 26,200 9,500 26,500 20,800 0.89% 3.97%
11/30/2021 11,300 25,200 9,100 26,500 20,850 5.61% 2.86%
11/29/2021 10,700 24,500 9,000 26,400 20,150 -1.84% -1.21%
11/26/2021 10,900 24,800 9,100 26,300 19,650 0.93% 3.33%
11/25/2021 10,800 24,000 9,200 26,800 18,800 -4.43% -5.70%
11/24/2021 11,300 25,450 9,400 26,300 19,200 4.63% 5.60%
11/23/2021 10,800 24,100 9,000 26,000 18,900 -8.48% -6.95%
11/22/2021 11,800 25,900 9,500 26,500 17,700 -5.60% -4.43%
11/19/2021 12,500 27,100 10,000 26,900 18,050 1.63% -1.10%
11/18/2021 12,300 27,400 10,000 26,800 18,050 0.00% -0.36%
11/17/2021 12,300 27,500 10,100 26,650 18,050 0.00% 0.73%
11/16/2021 12,300 27,300 10,300 26,500 18,050 -1.60% -3.70%
11/15/2021 12,500 28,350 10,200 26,600 18,150 -0.79% 3.09%
11/12/2021 12,600 27,500 10,000 26,700 18,200 1.61% -0.36%
11/11/2021 12,400 27,600 10,100 26,600 18,250 0.00% 1.47%
11/10/2021 12,400 27,200 10,100 26,400 18,050 0.00% -0.73%
11/9/2021 12,400 27,400 9,900 26,400 18,050 0.00% -0.18%
11/8/2021 12,400 27,450 9,800 26,500 18,250 -0.80% 0.00%
11/5/2021 12,500 27,450 9,900 26,700 18,250 1.63% 1.48%
11/4/2021 12,300 27,050 9,700 26,500 18,050 -0.81% -0.55%
11/3/2021 12,400 27,200 9,700 26,600 18,100 0.00% 1.87%
11/2/2021 12,400 26,700 9,700 27,000 18,000 2.48% 1.52%
11/1/2021 12,100 26,300 9,700 26,900 17,600 0.00% -0.19%
10/29/2021 12,100 26,350 9,600 27,200 17,600 -0.82% 0.57%
10/28/2021 12,200 26,200 9,500 27,300 17,550 2.52% 1.55%
10/27/2021 11,900 25,800 9,700 27,200 17,200 -0.83% -5.50%
10/26/2021 12,000 27,300 9,900 27,200 17,200 -3.23% -5.37%
10/25/2021 12,400 28,850 10,100 27,800 18,250 0.00% -2.20%
10/22/2021 12,400 29,500 10,200 27,800 18,250 -0.80% -1.67%
10/21/2021 12,500 30,000 10,100 28,100 18,500 -2.34% -1.80%
10/20/2021 12,800 30,550 10,400 27,450 18,800 0.79% -0.81%
10/19/2021 12,700 30,800 10,100 27,400 18,700 0.00% 1.65%
10/18/2021 12,700 30,300 10,000 27,400 18,700 3.25% 5.21%
10/15/2021 12,300 28,800 9,800 27,100 18,300 -0.81% 0.00%
10/14/2021 12,400 28,800 9,800 27,100 18,200 0.81% 4.73%
10/13/2021 12,300 27,500 9,800 27,100 18,300 3.36% 4.96%
10/12/2021 11,900 26,200 9,500 26,900 18,000 -4.80% -2.06%
10/11/2021 12,500 26,750 10,100 27,100 19,000 0.00% -0.74%
10/8/2021 12,500 26,950 10,000 27,100 19,750 -8.09% -6.91%
10/7/2021 13,600 28,950 11,000 27,300 21,200 -0.73% -1.86%
10/6/2021 13,700 29,500 11,000 27,300 20,350 -2.14% -1.50%
10/5/2021 14,000 29,950 11,200 27,500 19,600 4.48% 4.54%
10/4/2021 13,400 28,650 11,000 27,200 19,600 1.52% 6.90%
10/1/2021 13,200 26,800 10,400 27,100 19,300 -1.49% 0.38%
9/30/2021 13,400 26,700 9,500 27,100 19,500 2.29% 0.00%
9/29/2021 13,100 26,700 9,500 27,100 19,500 2.34% 0.76%
9/28/2021 12,800 26,500 9,500 27,200 19,750 1.59% -0.75%
9/27/2021 12,600 26,700 9,400 27,200 19,150 0.00% -1.11%
9/24/2021 12,600 27,000 9,400 27,250 19,100 -1.56% -0.92%
9/23/2021 12,800 27,250 9,400 27,100 19,200 -1.54% 0.55%
9/22/2021 13,000 27,100 9,100 27,300 19,300 3.18% 1.12%
9/21/2021 12,600 26,800 8,900 27,200 18,800 1.61% 1.52%
9/20/2021 12,400 26,400 8,900 27,200 18,600 -3.88% -0.38%
9/17/2021 12,900 26,500 8,900 27,500 18,800 0.00% -0.75%
9/16/2021 12,900 26,700 9,000 27,400 18,950 -1.53% 1.14%
9/15/2021 13,100 26,400 9,000 27,400 18,700 0.77% 3.33%
9/14/2021 13,000 25,550 8,800 27,350 18,900 1.56% -1.35%
9/13/2021 12,800 25,900 8,800 27,350 18,650 0.00% -1.33%
9/10/2021 12,800 26,250 8,900 27,300 19,500 -1.54% -1.87%
9/9/2021 13,000 26,750 8,900 27,300 19,950 0.78% 2.10%
9/8/2021 12,900 26,200 9,000 27,400 19,000 1.58% 4.38%
9/7/2021 12,700 25,100 9,000 27,400 17,950 4.96% 2.03%
9/6/2021 12,100 24,600 8,700 27,150 17,800 0.83% 1.44%
9/1/2021 12,000 24,250 8,600 27,100 18,100 -0.83% 1.25%
8/31/2021 12,100 23,950 8,700 27,100 17,200 2.54% 1.92%
8/30/2021 11,800 23,500 8,600 27,300 17,600 2.61% 0.00%
8/27/2021 11,500 23,500 8,700 27,300 17,000 -0.86% 2.84%
8/26/2021 11,600 22,850 8,700 27,800 17,700 2.66% 0.66%
8/25/2021 11,300 22,700 8,700 26,350 18,300 -2.59% 1.34%
8/24/2021 11,600 22,400 8,700 26,500 17,800 -0.86% 1.82%
8/23/2021 11,700 22,000 8,900 26,700 18,700 -0.85% 0.00%
8/20/2021 11,800 22,000 8,900 27,200 17,500 2.61% 1.38%
8/19/2021 11,500 21,700 8,800 27,400 16,400 -1.71% 2.60%
8/18/2021 11,700 21,150 8,800 27,600 16,300 -9.30% -6.83%
8/17/2021 12,900 22,700 8,900 28,050 17,200 5.74% 3.65%
8/16/2021 12,200 21,900 8,900 28,200 16,450 2.52% 3.30%
8/13/2021 11,900 21,200 9,000 27,900 16,200 0.85% -0.47%
8/12/2021 11,800 21,300 9,000 28,800 16,350 -3.28% 4.93%
8/11/2021 12,200 20,300 8,900 29,000 15,900 -0.81% 1.75%
8/10/2021 12,300 19,950 9,000 29,500 16,000 0.82% 0.00%
8/9/2021 12,200 19,950 8,900 28,300 16,000 -0.81% -2.68%
8/6/2021 12,300 20,500 8,900 28,500 16,100 3.36% -0.49%
8/5/2021 11,900 20,600 8,800 28,650 16,150 0.85% 3.00%
8/4/2021 11,800 20,000 8,900 28,400 16,350 4.43% 6.95%
8/3/2021 11,300 18,700 9,000 28,200 16,650 9.71% 6.86%
8/2/2021 10,300 17,500 8,600 28,000 16,050 9.57% 6.71%
7/30/2021 9,400 16,400 8,100 26,500 15,300 4.44% 2.82%
7/29/2021 9,000 15,950 7,900 26,300 14,750 -3.23% -1.54%
7/28/2021 9,300 16,200 8,300 26,350 15,400 -8.82% -6.63%
7/27/2021 10,200 17,350 8,500 26,850 16,400 0.00% -3.07%
7/26/2021 10,200 17,900 8,400 27,200 16,700 -3.77% -2.72%
7/23/2021 10,600 18,400 8,600 27,200 16,900 3.92% 5.14%
7/22/2021 10,200 17,500 8,200 26,500 16,400 0.99% -3.05%
7/21/2021 10,100 18,050 8,400 26,100 15,950 -9.82% -6.96%
7/20/2021 11,200 19,400 8,800 26,450 16,800 7.69% 0.00%
7/19/2021 10,400 19,400 8,900 26,100 16,950 -1.89% -4.67%
7/16/2021 10,600 20,350 8,900 26,200 17,200 -4.51% 2.26%
7/15/2021 11,100 19,900 8,800 26,250 16,500 2.78% 0.51%
7/14/2021 10,800 19,800 8,500 26,600 15,800 -1.82% 4.21%
7/13/2021 11,000 19,000 8,600 26,600 15,800 1.85% -4.28%
7/12/2021 10,800 19,850 8,600 26,500 15,600 -10.00% -6.81%
7/9/2021 12,000 21,300 9,000 26,550 16,750 -6.98% -3.18%
7/8/2021 12,900 22,000 9,100 27,100 18,000 -5.15% 1.38%
7/7/2021 13,600 21,700 9,100 27,050 18,000 -9.93% -6.87%
7/6/2021 15,100 23,300 9,500 27,800 19,350 -0.66% 0.43%
7/5/2021 15,200 23,200 9,500 27,850 18,600 -1.30% 0.43%
7/2/2021 15,400 23,100 9,400 28,000 18,550 1.32% 0.22%
7/1/2021 15,200 23,050 9,400 27,950 18,850 1.33% 0.22%
6/30/2021 15,000 23,000 9,300 27,700 18,400 0.67% -0.43%
6/29/2021 14,900 23,100 9,400 27,450 18,350 -3.25% -2.53%
6/28/2021 15,400 23,700 9,500 28,350 19,400 0.00% -0.42%
6/25/2021 15,400 23,800 9,500 28,550 19,150 -1.91% -1.65%
6/24/2021 15,700 24,200 9,600 28,750 19,200 1.95% 0.42%
6/23/2021 15,400 24,100 9,700 28,700 18,900 -6.10% -2.82%
6/22/2021 16,400 24,800 9,900 28,800 20,300 0.00% -1.20%
6/21/2021 16,400 25,100 9,900 28,800 20,500 0.00% 1.21%
6/18/2021 16,400 24,800 9,900 28,900 19,950 1.23% 0.40%
6/17/2021 16,200 24,700 10,000 28,850 20,100 -0.61% -1.20%
6/16/2021 16,300 25,000 10,100 29,000 20,100 0.00% -0.79%
6/15/2021 16,300 25,200 10,200 28,850 21,600 -0.61% -0.40%
6/14/2021 16,400 25,300 10,300 28,950 21,850 -0.61% 2.22%
6/11/2021 16,500 24,750 10,300 29,050 20,450 1.85% 0.20%
6/10/2021 16,200 24,700 10,300 29,300 19,150 0.62% -0.20%
6/9/2021 16,100 24,750 10,200 29,550 18,550 -1.83% -0.60%
6/8/2021 16,400 24,900 10,300 29,450 18,400 -2.96% -0.20%
6/7/2021 16,900 24,950 10,300 29,650 18,000 4.97% -0.20%
6/4/2021 16,100 25,000 10,200 29,600 17,650 2.55% 0.81%
6/3/2021 15,700 24,800 10,200 29,700 17,800 0.64% 0.00%
6/2/2021 15,600 24,800 10,300 29,500 17,950 -4.29% -2.74%
6/1/2021 16,300 25,500 10,400 29,750 18,900 -5.78% -1.54%
5/31/2021 17,300 25,900 10,400 30,200 18,700 -5.46% -0.77%
5/28/2021 18,300 26,100 10,900 30,100 17,500 0.00% 0.39%
5/27/2021 18,300 26,000 10,000 29,800 16,400 2.81% 1.56%
5/26/2021 17,800 25,600 9,800 29,650 16,300 -0.56% -0.19%
5/25/2021 17,900 25,650 9,800 29,700 16,400 -0.56% 0.00%
5/24/2021 18,000 25,650 9,800 29,850 16,300 1.12% 0.00%
5/21/2021 17,800 25,650 10,000 29,650 16,500 -1.11% -0.19%
5/20/2021 18,000 25,700 10,000 29,500 16,750 0.00% -0.77%
5/19/2021 18,000 25,900 10,000 30,150 16,600 -2.17% -0.19%
5/18/2021 18,400 25,950 10,000 30,400 16,600 -0.54% 0.58%
Daily Return 1. Data Information
C D E Mean Weights
9.30% 1.82% 2.81% A 20.000%
3.93% -2.60% -1.74% B 20.000%
-0.60% -1.64% -1.71% C 20.000%
1.52% 0.41% 0.14% D 20.000%
2.18% 1.25% 4.02% E 20.000%
-0.93% -1.03% 0.30% Sum of weights 100.00%
2.21% 0.41% -0.59%
-2.16% 5.92% -1.03%
-1.82% 1.45% -0.58% A
-2.37% -1.21% 3.16% B
-2.59% -0.55% 2.63% C
2.06% 1.33% -3.72% D
3.03% 2.61% -1.18% E
1.23% 2.56% 0.00%
-0.61% -0.58% 0.74% Portfolio Var
-0.61% -0.69% -0.88% Portfolio SD
-0.60% -0.69% -2.01% Portfolio Return 0.050% 0.100%
0.00% -1.46% -1.84% Sharpe ratio
0.61% 3.62% 0.43%
-0.90% 0.47% 2.03%
5.38% 1.43% -0.72% 6. Optimal portfolio
-1.56% -0.59% 1.16% Portfolio Var
-0.31% 0.00% 3.61% Portfolio SD
0.00% -0.12% -0.15% Portfolio Return
-2.13% -1.05% 1.37% Sharpe ratio
2.49% 0.23% 2.18%
-2.13% -1.61% -4.89%
0.00% -1.36% -1.89%
-0.30% 1.15% -2.55% 9. Capital allocation line
0.61% 1.64% 2.32% Weight of RF asset
-1.51% -1.16% -0.86% 0.00% 0.00%
-1.78% -1.48% -3.06% 100%
1.50% 0.23% 2.13% 90%
0.60% 1.27% -0.99% 80%
1.22% -2.26% 2.16% 70%
-2.68% -1.56% 6.92% 60%
-1.75% -1.10% -0.31% 50%
-1.16% -1.30% 0.31% 40%
1.47% 1.21% 2.04% 30%
-3.13% -2.88% 0.47% 20%
0.00% -0.21% -3.79% 10%
 2.92% -1.67% -0.60% 0%
1.79% -0.42% 2.63% -10%
-2.33% 1.91% 0.62% -20%
2.99% 0.21% 7.00% -30%
2.77% 0.00% 2.74% -40%
-2.99% -1.16% 3.36% -50%
1.21% 0.21% 0.89% -60%
-8.82% -0.11% -2.61% -70%
9.01% -3.65% -6.66% -80%
0.91% -3.33% -1.12% -90%
1.85% -0.39% 3.32% -100%
1.25% -2.48% -15.07% Risk Return
-1.54% 0.00% -2.07%
7.26% 5.21% 3.57%
2.37% -1.38% 0.00%
-0.34% 1.20% 1.16%
-0.67% -2.72% -1.14%
-0.33% -1.15% 0.00%
3.81% -0.19% 2.94%
-2.37% -1.14% -0.88%
2.78% -2.05% 0.88%
0.70% -0.56% 0.30%
1.78% -1.10% 1.04%
-1.06% 2.24% 3.23%
1.43% -3.43% 0.00%
3.32% -1.07% 0.15%
-1.46% 3.51% -2.41%
1.85% 6.92% 2.15%
1.89% 0.00% 0.93%
-2.57% -0.98% 4.03%
2.64% 0.79% 6.35%
-1.49% 0.60% -0.51%
7.60% 0.20% 3.72%
-7.75% -0.59% 0.00%
-2.52% -0.20% -1.05%
4.91% 0.60% 2.88%
-2.93% -0.20% -2.46%
9.64% 0.20% 2.34%
-9.46% -1.56% -6.87%
-9.54% -0.39% -2.93%
-0.33% 0.39% 0.16%
3.04% 1.19% -0.97%
-9.76% -1.75% -4.32%
-3.53% -0.19% 0.31%
2.72% -0.39% 4.87%
 9.97% 1.17% 3.36%
-1.95% 0.39% 0.68%
-1.29% 0.20% 1.37%
1.97% 1.19% 0.34%
6.64% 0.40% -0.85%
-1.04% 0.40% -0.51%
1.40% -0.20% -1.99%
0.00% -0.99% 0.84%
0.71% -0.59% -1.00%
0.71% 0.59% 0.00%
-0.36% 0.00% 2.20%
-2.08% -1.37% -2.96%
-1.71% 0.20% 1.33%
3.90% 0.20% -1.15%
3.30% 1.39% 4.84%
-1.44% 1.41% -0.17%
9.49% -0.40% 1.22%
-9.32% 0.00% -0.52%
-9.71% 1.43% -0.52%
-3.14% 2.29% -1.53%
3.91% 0.10% 3.70%
3.72% -0.52% 6.98%
3.50% -0.82% -5.19%
10.00% 0.31% -6.05%
9.71% -0.51% 1.71%
-2.87% -0.61% -3.15%
0.83% 0.62% -3.36%
6.14% 0.41% 0.32%
0.89% 1.89% 6.86%
-0.44% 0.21% -6.87%
6.08% 0.64% -6.15%
2.39% 0.86% -6.84%
-2.34% -0.43% -3.24%
-0.93% -0.42% -5.85%
-0.92% -0.63% -1.75%
-1.36% 0.85% 0.25%
1.84% 1.51% 5.14%
0.46% 1.87% -0.13%
4.85% -0.22% 0.66%
-2.37% 0.00% -1.05%
-0.47% 0.11% -2.18%
3.92% 1.45% -1.39%
-1.92% 1.24% 6.89%
0.48% -0.45% 2.78%
3.50% 0.45% 0.14%
-1.48% 0.91% 1.99%
-5.14% -1.79% -2.76%
1.91% 0.67% 1.97%
-6.67% 1.60% -1.25%
-3.02% 1.16% -2.70%
2.20% 0.58% 3.64%
-2.99% -0.23% -0.83%
-3.70% 1.53% -1.64%
0.00% 1.80% 2.24%
-4.71% -0.12% -2.59%
0.39% 0.00% -1.08%
0.40% -0.83% -0.13%
1.20% 1.20% 0.00%
2.88% -0.12% 2.62%
-1.62% -0.48% -1.23%
1.23% -0.59% -1.08%
0.41% -0.71% 1.64%
8.48% 0.71% 1.67%
0.00% 2.06% -0.42%
0.90% 2.74% -0.69%
0.91% 0.25% 5.22%
2.80% -0.74% 0.00%
-0.46% 0.50% 1.03%
-3.59% -0.50% -0.73%
-2.62% 0.75% -0.72%
-1.29% 3.09% -1.14%
-0.86% -0.26% -1.82%
2.18% 0.26% -1.11%
1.78% 0.00% 1.83%
-3.02% 1.57% -0.84%
-0.86% -1.92% 0.56%
-1.27% 0.13% -0.98%
0.85% 0.00% 3.46%
1.29% 2.63% 2.06%
-2.93% 0.00% 3.82%
5.29% 2.70% 0.00%
6.57% 0.00% -0.61%
-1.84% -2.63% -2.51%
-0.91% -0.78% 1.20%
-1.35% 0.53% -3.05%
3.26% 5.83% -0.86%
-1.38% 0.14% 5.46%
2.35% 0.00% 6.98%
1.43% -0.69% 0.98%
2.94% 0.00% -0.33%
 0.99% 0.14% 0.66%
-1.46% -0.96% -0.16%
-2.84% 1.96% 0.50%
5.50% 4.07% 2.71%
2.04% 0.15% 2.43%
-2.97% -2.69% 6.87%
9.78% -1.12% 6.94%
9.52% -0.56% 0.80%
9.80% 2.57% 3.31%
3.38% -0.85% 2.76%
-9.76% -0.14% 2.39%
3.15% 2.91% 2.11%
-9.66% -6.91% -6.92%
-9.74% 0.00% -6.56%
-9.72% 0.27% 1.97%
-3.14% 2.22% 6.95%
-4.70% 4.05% 0.85%
-1.27% 4.85% 3.29%
7.24% 3.13% 0.00%
-9.80% -4.62% -6.94%
-2.39% 1.98% 1.66%
1.62% -0.60% 4.33%
8.33% 1.69% -1.07%
-2.56% 6.90% 1.74%
-0.85% -1.30% 6.50%
-0.42% 3.35% -0.58%
-2.87% -0.33% -1.14%
2.52% 1.70% 3.18%
7.69% 0.86% 1.92%
9.95% 0.34% -2.80%
9.84% 1.39% 2.14%
9.58% 1.59% 1.45%
4.38% -1.05% -0.48%
3.90% -0.87% -0.95%
2.67% -1.54% -1.87%
3.45% 3.72% 1.42%
-0.69% -4.41% -3.43%
-3.95% 0.00% -2.02%
2.70% -2.32% 4.45%
4.23% -2.74% -2.96%
5.97% 0.49% -2.00%
-2.90% -0.96% -3.34%
-1.43% 4.70% 0.54%
-0.71% 0.68% 2.67%
5.22% 0.34% 1.12%
 4.69% -0.51% 6.21%
-3.03% -2.47% -1.18%
3.13% 0.33% 3.42%
6.67% -0.98% -0.61%
6.19% 0.82% 0.86%
-0.88% -1.46% -1.92%
0.00% 0.00% 5.70%
4.59% 1.15% 0.38%
-0.91% 0.50% 1.03%
-0.90% 2.02% -0.77%
0.00% 2.06% 0.77%
0.00% 1.75% -2.14%
0.00% 0.00% -0.38%
0.00% -0.35% 0.63%
-0.89% 0.35% 3.80%
0.00% 0.35% 2.83%
0.00% -1.04% -0.67%
2.75% -0.69% -1.06%
0.93% 0.69% 2.44%
0.00% -1.03% -2.90%
-0.92% 0.00% 1.60%
0.00% -0.68% 1.36%
0.93% -0.68% 2.50%
1.89% -0.34% -1.64%
0.95% 1.37% 6.86%
0.00% -0.68% 6.86%
0.00% -0.17% 1.59%
0.00% 0.51% 3.44%
0.00% 3.72% 0.16%
5.00% 0.53% -0.98%
-0.99% 0.36% 1.49%
-1.94% -0.71% 4.66%
-0.96% -1.74% -2.53%
-1.89% -1.03% 0.51%
-1.85% -1.02% 6.87%
1.89% 0.00% -0.18%
-2.75% 0.34% 0.00%
-1.80% 0.00% -1.07%
-0.89% -0.34% 3.32%
-0.89% -0.68% 1.31%
-0.88% -1.34% -0.56%
-0.87% -0.33% -0.37%
-8.73% -0.66% -4.26%
-0.79% 0.67% -2.25%
0.79% -1.15% -0.17%
-0.79% 0.00% 3.03%
0.00% 0.33% -0.36%
0.00% -0.66% 0.72%
1.60% 0.33% 1.27%
0.81% 1.00% 6.98%
-0.80% -2.12% 0.39%
2.46% 4.24% 0.59%
0.83% -0.17% -0.19%
3.42% -0.67% -3.03%
2.63% -0.17% -0.19%
0.89% 0.51% 1.93%
-0.88% -0.67% 2.37%
0.89% 0.85% 0.40%
-0.88% 0.17% 1.41%
2.70% 0.00% -2.54%
0.00% 0.86% -0.58%
0.00% -1.35% -1.15%
2.78% -0.50% 0.39%
0.94% -0.83% 1.97%
0.94% 1.52% 0.40%
-1.85% -0.50% 1.00%
0.94% 0.85% 1.83%
0.00% 2.97% 6.96%
-0.93% 0.88% 0.00%
-0.92% 0.53% 0.00%
0.00% 0.71% -1.92%
0.93% -1.41% 0.21%
-0.92% 2.15% 2.63%
0.93% -1.07% -2.56%
2.86% 3.68% -1.47%
1.94% -4.06% 0.00%
1.98% 0.18% 0.00%
0.00% -0.70% 0.42%
2.02% 0.53% -3.07%
0.00% 0.89% -0.41%
0.00% -0.53% 4.70%
1.02% -1.05% 0.65%
0.00% 0.35% -4.91%
0.00% -0.35% -0.20%
0.00% -0.35% 2.51%
0.00% 1.78% 1.70%
2.08% 2.56% -1.67%
2.13% 3.40% -1.24%
0.00% -1.30% 2.54%
0.00% 0.19% -0.63%
 0.00% 0.38% 6.74%
-1.05% 0.76% 6.97%
4.40% 0.00% -0.24%
1.11% 0.38% 3.47%
-1.10% 0.38% 2.55%
-1.09% -1.87% 4.52%
-2.13% 1.90% -2.08%
4.44% 1.15% 1.59%
-5.26% -1.89% 6.78%
-5.00% -1.49% -1.94%
0.00% 0.37% 0.00%
-0.99% 0.56% 0.00%
-1.94% 0.57% 0.00%
0.98% -0.38% -0.55%
2.00% -0.38% -0.27%
-0.99% 0.38% -0.27%
0.00% 0.76% 1.11%
2.02% 0.00% 0.00%
1.02% -0.38% -1.10%
-1.01% -0.75% 0.00%
2.06% 0.76% 1.11%
0.00% -0.38% -0.28%
0.00% -1.48% 0.56%
0.00% 0.37% 2.27%
1.04% -1.10% 0.00%
1.05% -0.37% 0.29%
-2.06% 0.37% 2.04%
-2.02% 0.00% 0.00%
-1.98% -2.16% -5.75%
-0.98% 0.00% 0.00%
0.99% -1.07% -1.35%
-2.89% 2.37% -1.60%
2.97% 0.18% 0.53%
1.00% 0.00% 0.00%
2.04% 1.11% 2.19%
0.00% 0.00% 0.55%
0.00% 0.00% -0.55%
3.16% 0.74% 1.67%
-5.94% -0.74% -5.26%
1.00% 0.00% -3.80%
-9.09% -0.73% -6.84%
0.00% 0.00% 4.18%
-1.79% -0.73% 3.83%
1.82% 1.10% 0.00%
5.77% 0.37% 1.55%
 9.47% 0.00% -1.03%
0.00% 0.00% 0.00%
0.00% -0.37% -1.27%
1.06% 0.00% 3.13%
0.00% -0.18% 0.26%
0.00% 0.55% -0.52%
3.30% -0.73% -0.52%
2.25% 0.37% 2.66%
0.00% 0.00% 1.08%
0.00% -1.09% -1.06%
-1.11% 0.37% -0.79%
0.00% 0.00% 1.34%
2.27% 0.18% -1.06%
0.00% 0.00% 1.34%
-1.12% 0.18% -4.36%
0.00% 0.00% -2.26%
-1.11% -0.37% 5.00%
0.00% 0.00% 5.85%
3.45% 0.92% 0.84%
1.16% 0.19% -1.66%
-1.15% 0.00% 5.23%
1.16% -0.73% -2.27%
-1.15% 0.00% 3.53%
0.00% -1.80% -3.96%
0.00% 5.50% -3.28%
0.00% -0.57% 2.81%
-2.25% -0.75% -4.81%
0.00% -1.84% 6.86%
1.14% -0.73% 6.71%
0.00% -0.73% 0.61%
-1.12% -1.60% -5.23%
0.00% -0.53% 4.56%
-1.11% 1.08% 1.54%
0.00% -3.13% -0.92%
1.12% -0.69% 2.83%
-1.11% -1.70% -0.63%
1.12% 4.24% 0.00%
0.00% -0.70% -0.62%
1.14% -0.52% -0.31%
-1.12% 0.88% -1.22%
-1.11% 0.71% -1.80%
4.65% 0.71% 3.74%
6.17% 5.66% 4.90%
2.53% 0.76% 3.73%
-4.82% -0.19% -4.22%
-2.35% -1.86% -6.10%
1.19% -1.29% -1.80%
-2.33% 0.00% -1.18%
4.88% 2.64% 3.05%
-2.38% 1.53% 2.82%
-4.55% -1.32% -5.06%
-1.12% 1.34% -0.89%
0.00% -0.38% -1.45%
1.14% -0.19% 4.24%
3.53% -1.32% 4.43%
-1.16% 0.00% 0.00%
0.00% 0.38% 1.28%
-4.44% -0.19% -6.87%
-1.10% -2.03% -6.94%
0.00% 0.19% 0.00%
-4.21% -2.70% -6.98%
0.00% -0.18% 4.03%
1.06% -0.54% 0.27%
0.00% 0.18% -1.59%
1.08% 0.90% 2.45%
-1.06% 0.91% 0.27%
-1.05% -3.18% -5.41%
0.00% -0.70% 1.31%
-1.04% -0.70% -0.26%
-1.03% 0.17% 1.59%
-2.02% -0.35% -6.90%
0.00% 0.00% -0.98%
0.00% -0.35% 2.76%
-1.00% 0.17% -0.75%
-0.99% -0.52% 0.00%
-0.98% 0.52% -6.94%
-0.97% -0.35% -1.14%
0.00% -0.34% 6.85%
0.00% -0.85% 6.79%
0.98% -0.85% 3.24%
-0.97% 0.34% 0.82%
0.00% -0.68% 2.22%
0.98% 0.17% 1.98%
0.00% -0.34% -0.84%
-0.97% 0.68% -0.84%
-0.96% -0.84% -5.03%
0.00% -1.49% 1.07%
-4.59% 0.33% 6.86%
9.00% 1.01% 6.71%
2.04% 0.51% 0.61%
 0.00% -0.17% -0.61%
0.00% -0.50% 0.61%
-2.00% 0.68% -1.21%
0.00% 0.51% -1.49%
0.00% -2.16% 0.90%
0.00% -0.82% 0.00%
1.01% 1.33% -0.60%
1. Data Information
2. Variance-covariance
Var Std.Dev Return
A
A
B
C
D
0.0000% E

5. Dữ liệu từ Solver

0.150% 0.200% 0.250% 0.300% 0.350%

Weight 7. Minimum var portfolio

A Portfolio Var
B Portfolio SD
C Portfolio Return
D Sharpe ratio
E
Sum 0

8. Combination of Tangent portfolio and RF

Weight in RF
Portfolio Return with Rf
Portfolio Standard Deviation with Rf
Return/ Daily
Annual Return

Efficient Frontier and CAL

0.60%

0.50%
 Efficient Frontier and CAL
0.60%

0.50%

0.40%

0.30%

0.20%

0.10%

0.00%
-0.50% 0.00% 0.50% 1.00% 1.50% 2.00% 2.50%

-0.10%
 2. Variance-covariance matrix 3. Wa x Wb x Cov

B C D E A
A
B ?
C ?
D ?
E ?

0.400% 0.450% 0.500% 0.550% 0.600%

ar portfolio Weight 4. Portfolio Statistics

A Return
B Variance
C Std Deviation
D
E
Sum 0

of Tangent portfolio and RF

0.5

on with Rf

4.561%

ient Frontier and CAL

ient Frontier and CAL

2.00% 2.50% 3.00% 3.50% 4.00% 4.50%

3. Wa x Wb x Cov

B C D E

?
? ?
? ? ?