Markowitz Mantra - Sent Ot Students

7/23/2019 Markowitz Mantra - Sent Ot Students

1/20

Day RIL

1

2 0.28%

3 -0.32%

4 0.60%5 -0.88%

6 0.11%

7 -0.40%

8 1.83%

9 3.32%

10 1.90%

11 -1.32%

12 0.22%

13 1.30%

14 1.12%15 -0.64%

16 -0.97%

17 0.66%

18 0.08%

19 0.85%

20 -1.15%

21 0.82%

22 -0.19%

23 0.89%

24 0.13%

25 0.41%

26 0.15%

27 -0.38%

28 -2.36%

29 0.52%

30 0.81%

31 2.17%

32 0.98%

33 -0.43%

34 -0.55%

35 0.38%

36 0.08%

37 -0.47%

38 -0.08%

39 -3.77%

40 1.13%

41 -3.77%

42 -4.32%


2/20

43 3.06%

44 -0.71%

45 3.64%

46 -1.30%

47 -0.19%

48 0.84%

49 -3.12%50 -0.15%

51 1.31%

52 1.03%

53 0.72%

54 1.29%

55 2.63%

56 0.06%

57 -0.84%

58 -1.07%

59 0.53%

60 0.97%

61 -4.11%

62 2.04%

63 1.68%

64 -0.32%

65 1.87%

66 0.01%

67 0.16%

68 0.06%

69 1.76%

70 3.24%

71 1.24%

72 0.65%

73 0.47%

74 3.29%

75 0.83%

76 1.84%

77 0.98%

78 -0.10%

79 -3.61%

80 1.42%

81 4.17%

82 -2.64%

83 1.47%

84 -0.83%

85 0.32%

86 -1.05%

87 0.49%


3/20

88 1.96%

89 -1.34%

90 2.26%

91 3.09%

92 0.78%

93 3.68%

94 1.04%95 -1.30%

96 -1.65%

97 0.05%

98 -0.24%

99 1.91%

100 -0.23%

101 0.34%

102 -0.43%

103 -0.53%

104 0.20%

105 -3.10%

106 -1.31%

107 -0.72%

108 0.55%

109 1.97%

110 -1.38%

111 1.23%

112 -0.83%

113 -0.61%

114 3.29%

115 0.37%

116 0.08%

117 -1.69%

118 0.24%

119 -0.35%

120 -0.28%

121 -0.39%

122 0.51%

Average 0.25%

Variance 0.03%

SD 1.62%

Beta 0.95

RSQ 0.69

SysRisk Beta 1.35%

SysRisk RSQ 1.35%

!nsys Risk 0.2"%

Ann#a$ie& Ret#rn '5.55%

Ann#a$ie& Risk 25.6"%


4/20

S(ar)e Rati* + 10% R, 2.9-

/)ecte& Ret#rn A + 10%4 19.19%

A$)(a + 10% R, 66.36%

eig(t #a$ 20%

eig(t a/. S(ar)e Rati* 9'%

eig(t a/. Ret#rn 100%

eig(t in Risk -0%

eig(t Beta 7 1 21%

eig(t a/. Beta 0%

eig(t in. Beta 0%

eig(t n(ance& A$)(a 100%

eig(t a/. S(ar)e Rati* it( S(*rting 109"9225356%

eig(t arket 8e#tra$ 52'20-9216%


5/20

AA SBI In,*sys Bi*c*n

0.94% 0.90% 1.70% -1.45%

0.94% -1.73% -1.13% 0.05%

-1.02% 0.09% -0.45% 0.73%-0.95% -2.44% -3.05% -0.49%

-1.87% -3.20% -0.70% -2.66%

-0.29% -3.28% -1.17% -2.13%

1.09% 0.97% 0.86% 1.76%

2.49% 6.80% 1.85% -0.70%

0.78% -0.26% 0.88% 0.25%

0.95% -1.02% -0.93% -0.07%

0.75% 1.05% -0.75% 2.54%

-1.07% 0.53% 0.85% 10.51%

-0.39% -0.71% -0.98% 2.44%1.33% 0.35% 2.35% 1.09%

-1.33% -4.12% -0.84% -3.00%

-3.62% -0.13% -0.05% -0.65%

1.27% 0.33% 0.31% 1.46%

-3.04% -1.73% 0.15% -1.54%

-2.35% -1.36% 0.13% -1.75%

3.19% 5.48% 0.96% 2.23%

0.39% -1.82% -0.15% 2.17%

1.01% 1.35% 0.17% 2.93%

0.11% -0.05% 0.16% 7.62%

-1.93% -0.12% 3.70% 0.89%

-0.61% 0.85% 0.71% -1.78%

0.92% -0.46% -0.52% -3.13%

-3.31% -1.33% -0.42% -5.33%

-0.95% -0.87% -2.00% -2.20%

-1.91% -6.06% -0.85% 0.19%

2.25% 1.84% 4.30% 6.00%

0.06% 0.85% -0.29% 5.36%

-1.59% -2.15% -0.68% 8.32%

0.33% -0.17% -2.08% -3.46%

-2.80% -2.52% -1.01% -5.82%

-2.13% -1.84% -2.18% 1.48%

2.76% 2.85% -0.87% -0.40%

-1.93% -1.77% -1.40% 1.48%

-4.95% -2.55% -5.00% -2.13%

0.82% 1.32% 3.93% -2.50%

-1.73% -4.81% -3.04% -4.89%

-4.58% -4.21% -4.12% 0.13%


6/20

-1.80% 2.65% 5.35% -1.71%

1.65% -2.39% -1.38% 2.91%

3.82% 3.62% 2.42% 1.01%

-1.26% -1.67% -0.69% 3.07%

1.00% -0.86% -0.27% 2.17%

1.10% 0.64% -0.48% 0.85%

-3.81% -3.30% -4.04% 0.94%-2.38% -2.73% 2.94% 4.15%

3.07% -0.92% -1.54% -3.08%

3.13% 1.41% 1.94% 0.52%

-0.32% 2.79% -1.50% -1.20%

0.85% 3.21% 1.85% -0.19%

3.78% 4.73% 1.20% 0.08%

-1.93% -0.31% -1.25% 1.71%

-4.69% -1.22% -1.65% 1.35%

-4.38% -3.95% -3.21% -2.75%

-0.44% 1.23% -0.07% 0.45%

1.64% 0.89% 1.40% 3.66%

-7.87% -6.43% -4.74% -4.42%

1.57% -0.40% 2.17% 0.67%

0.21% 0.99% 1.51% 0.72%

0.48% 1.34% -0.10% -0.05%

2.57% 4.26% 2.77% 3.85%

2.54% 0.23% -2.38% -1.67%

0.17% -0.99% -0.13% -0.02%

-1.44% -1.37% 2.48% 1.85%

1.95% 3.09% 2.01% 4.72%

3.30% 1.56% 2.00% 2.00%

-2.62% -0.33% -2.16% -2.00%

-1.11% 2.36% -0.31% 1.96%

-1.30% 1.86% -1.75% -2.63%

1.37% 1.97% 0.75% -0.84%

-0.66% -1.27% 0.69% -3.08%

3.27% 6.88% -0.55% 0.45%

2.35% 0.58% -1.91% -1.28%

0.99% 0.47% 0.02% -0.25%

-2.25% -3.81% -0.68% -1.47%

0.32% 0.02% 2.28% 0.86%

-2.48% 1.96% 1.50% -1.37%

-0.22% 0.43% -0.47% -1.59%

-0.44% -0.77% -1.45% 0.54%

-0.44% -3.39% -1.94% 0.13%

-0.26% 3.81% -1.08% -0.76%

-1.16% 0.04% -0.32% -0.65%

0.17% 2.64% 1.34% -0.64%


7/20

-0.13% 4.58% 0.06% -0.75%

-0.12% 1.80% -1.42% 2.84%

2.84% 4.62% -1.10% 0.67%

2.17% 3.35% 1.63% -1.20%

-1.17% 0.02% -0.08% -1.40%

-2.20% 1.60% -1.08% 2.51%

0.21% -1.68% -0.70% -0.33%-2.61% -1.30% -1.08% 2.69%

0.66% -1.73% 0.58% -0.96%

2.00% 0.98% 2.50% -0.93%

0.80% 0.76% -0.70% 1.07%

1.11% 1.07% -0.91% 0.05%

0.17% 0.34% -2.43% 0.11%

1.83% 2.01% 0.91% -4.05%

-1.03% 1.87% 0.78% 0.75%

-4.96% 1.99% -1.15% 0.46%

-0.05% 2.14% 1.40% 0.30%

-3.17% -3.27% -0.25% -2.80%

-1.48% -2.08% 0.97% -3.64%

-3.78% -0.30% -0.32% 0.50%

0.15% -1.24% 1.48% 0.35%

-1.84% -0.56% 0.49% 1.40%

0.62% -3.14% -0.04% -0.51%

-0.46% 1.82% 1.53% 2.82%

1.27% 0.78% -0.49% -0.87%

-0.84% -0.42% -0.99% 1.40%

2.88% 4.04% -1.65% 0.77%

3.45% 3.78% -0.12% -0.58%

0.16% 1.60% 0.22% -0.26%

-0.47% 0.60% -0.39% -0.04%

-0.90% -0.38% -0.73% -1.09%

0.95% 0.52% -0.75% -0.05%

-1.88% -0.73% 0.69% -0.91%

-1.09% 1.69% -0.53% -1.17%

0.87% 3.72% 0.21% -1.09%

0.25% 0.19% 0.12% 0.15%

0.05% 0.06% 0.03% 0.06%

2.12% 2.-6% 1."-% 2.5-%

1.06 1.30 0.'6 0.51

0.50 0.56 0.-9 0.0'

1.50% 1.'-% 1.22% 0."3%

1.50% 1.'-% 1.22% 0."3%

0.62% 0.62% 0.52% 1.'1%

-6.16% 61."0% 25.9'% -6.69%

33.5'% 3'.'3% 2".5'% -0.09%


8/20

1.6" 1.33 1.30 0.92

20.2-% 22.51% 1'.32% 1-.95%

66.-0% 39.1'% --.30% 31."-%

20% 20% 20% 20%

0% 0% 0% 2%

0% 0% 0% 0%

12% 0% 31% 16%

22% 26% 1'% 12%

0% 100% 0% 0%

0% 0% 0% 100%

0% 0% 0% 0%

536'"09100% 59'-21"66% 39903'5-05% 1021"0'9'5%

0% 536'"09120% 0% 2"''392'69%


9/20

8i,ty Beta 7 1

0.42% 0.48% 0.26% 0.28% 0.52% 0.65%

-0.88% -0.43% -0.31% -0.32% -0.35% -0.52%

-0.14% -0.01% 0.60% 0.60% 0.09% -0.07%-1.26% -1.56% -0.87% -0.88% -1.50% -1.66%

-0.56% -1.66% 0.07% 0.11% -0.84% -1.68%

-1.56% -1.46% -0.43% -0.40% -0.91% -1.48%

2.39% 1.30% 1.83% 1.83% 1.43% 1.25%

2.80% 2.75% 3.25% 3.32% 2.10% 3.31%

0.64% 0.71% 1.87% 1.90% 1.17% 0.70%

0.05% -0.48% -1.30% -1.32% -0.71% -0.52%

-0.10% 0.76% 0.25% 0.22% 0.36% 0.65%

0.80% 2.42% 1.45% 1.30% 2.38% 1.58%

-0.46% 0.30% 1.14% 1.12% 0.50% 0.08%0.30% 0.89% -0.62% -0.64% 0.81% 0.81%

-0.89% -2.05% -1.00% -0.97% -1.31% -2.10%

0.59% -0.76% 0.64% 0.66% -0.31% -0.78%

1.41% 0.69% 0.10% 0.08% 0.53% 0.61%

-0.56% -1.06% 0.81% 0.85% -0.24% -1.10%

-1.01% -1.29% -1.16% -1.15% -1.00% -1.31%

1.33% 2.54% 0.84% 0.82% 1.39% 2.77%

1.12% 0.08% -0.15% -0.19% 0.28% -0.21%

0.76% 1.27% 0.93% 0.89% 1.02% 1.15%

-0.46% 1.60% 0.26% 0.13% 1.37% 0.97%

0.68% 0.59% 0.42% 0.41% 1.22% 0.41%

-0.02% -0.13% 0.12% 0.15% -0.09% 0.04%

-0.85% -0.72% -0.42% -0.38% -0.71% -0.47%

-3.08% -2.55% -2.41% -2.36% -2.36% -2.30%

-0.34% -1.10% 0.47% 0.52% -0.89% -0.95%

0.06% -1.56% 0.80% 0.81% -0.14% -1.98%

2.45% 3.31% 2.23% 2.17% 3.47% 2.94%

0.44% 1.39% 1.05% 0.98% 1.19% 1.03%

-1.38% 0.69% -0.29% -0.43% 0.78% -0.15%

-0.26% -1.19% -0.60% -0.55% -1.40% -0.88%

-1.37% -2.35% 0.28% 0.38% -1.47% -2.08%

-2.50% -0.92% 0.11% 0.08% -0.66% -1.16%

0.08% 0.77% -0.47% -0.47% -0.18% 1.05%

-1.22% -0.74% -0.05% -0.08% -0.47% -0.99%

-3.82% -3.68% -3.74% -3.77% -4.03% -3.74%

1.76% 0.94% 1.07% 1.13% 1.37% 1.20%

-2.22% -3.65% -3.79% -3.77% -3.47% -3.59%

-4.03% -3.42% -4.25% -4.32% -3.56% -3.79%

#a$eig(t

a/. S(ar)eRati*

a/.Ret#rn

in.Risk


10/20

2.21% 1.51% 2.98% 3.06% 2.39% 1.74%

-0.79% 0.02% -0.65% -0.71% -0.03% -0.33%

3.72% 2.90% 3.60% 3.64% 2.85% 3.14%

-1.16% -0.37% -1.23% -1.30% -0.39% -0.76%

0.45% 0.37% -0.15% -0.19% 0.32% 0.16%

0.96% 0.59% 0.84% 0.84% 0.46% 0.60%

-3.43% -2.67% -3.05% -3.12% -2.83% -3.01%0.07% 0.37% -0.08% -0.15% 1.24% -0.25%

-0.96% -0.23% 1.23% 1.31% -0.08% 0.07%

1.95% 1.61% 1.02% 1.03% 1.49% 1.70%

0.51% 0.10% 0.68% 0.72% -0.42% 0.40%

1.81% 1.40% 1.26% 1.29% 1.17% 1.63%

2.96% 2.48% 2.59% 2.63% 1.91% 2.87%

-0.38% -0.35% 0.08% 0.06% -0.32% -0.52%

-1.06% -1.41% -0.80% -0.84% -1.21% -1.68%

-1.54% -3.07% -1.09% -1.07% -2.42% -3.15%

0.98% 0.34% 0.53% 0.53% 0.21% 0.38%

0.62% 1.71% 1.01% 0.97% 1.63% 1.49%

-4.92% -5.51% -4.12% -4.11% -4.82% -5.70%

1.57% 1.21% 2.02% 2.04% 1.80% 1.15%

1.15% 1.02% 1.66% 1.68% 1.29% 1.03%

0.50% 0.27% -0.32% -0.32% -0.11% 0.37%

2.44% 3.07% 1.91% 1.87% 2.56% 3.06%

0.12% -0.25% -0.02% 0.01% -0.70% -0.01%

0.38% -0.16% 0.16% 0.16% 0.04% -0.22%

-0.85% 0.32% 0.09% 0.06% 0.92% 0.01%

2.28% 2.71% 1.81% 1.76% 2.35% 2.55%

2.45% 2.42% 3.22% 3.24% 2.66% 2.44%

-0.71% -1.17% 1.19% 1.24% -0.83% -1.03%

0.67% 0.71% 0.67% 0.65% 0.35% 0.69%

-0.35% -0.67% 0.42% 0.47% -0.95% -0.33%

2.15% 1.31% 3.22% 3.29% 1.58% 1.56%

0.04% -0.70% 0.77% 0.83% -0.04% -0.54%

1.39% 2.38% 1.82% 1.84% 1.05% 2.88%

0.62% 0.14% 0.94% 0.98% -0.12% 0.38%

0.25% 0.23% -0.10% -0.10% 0.05% 0.30%

-2.26% -2.36% -3.58% -3.61% -2.18% -2.57%

0.11% 0.98% 1.41% 1.42% 1.46% 0.90%

1.54% 0.75% 4.08% 4.17% 1.61% 0.97%

-0.81% -0.90% -2.63% -2.64% -1.49% -0.77%

-0.15% -0.13% 1.46% 1.47% 0.17% -0.19%

-0.83% -1.30% -0.82% -0.83% -0.97% -1.51%

0.06% 0.41% 0.30% 0.32% -0.36% 0.73%

-0.31% -0.63% -1.05% -1.05% -0.77% -0.61%

0.24% 0.80% 0.47% 0.49% 0.53% 1.01%


11/20

1.41% 1.14% 1.92% 1.96% 0.67% 1.52%

-0.34% 0.35% -1.27% -1.34% -0.53% 0.24%

1.23% 1.86% 2.24% 2.26% 1.03% 2.21%

1.17% 1.81% 3.02% 3.09% 1.82% 2.18%

-0.12% -0.37% 0.75% 0.78% -0.09% -0.27%

1.10% 0.90% 3.66% 3.68% 1.28% 0.82%

0.40% -0.29% 1.02% 1.04% 0.17% -0.34%-0.75% -0.72% -1.23% -1.30% -0.74% -1.08%

-0.97% -0.62% -1.64% -1.65% -0.55% -0.67%

1.03% 0.92% 0.03% 0.05% 0.89% 1.06%

0.20% 0.34% -0.22% -0.24% -0.04% 0.32%

0.86% 0.65% 1.88% 1.91% 0.63% 0.78%

-1.02% -0.41% -0.22% -0.23% -0.81% -0.36%

1.09% 0.21% 0.27% 0.34% -0.02% 0.69%

0.03% 0.39% -0.41% -0.43% 0.07% 0.41%

-0.70% -0.84% -0.51% -0.53% -1.11% -0.84%

0.41% 0.80% 0.20% 0.20% 0.56% 0.89%

-2.02% -2.52% -3.09% -3.10% -2.17% -2.60%

-0.45% -1.51% -1.35% -1.31% -1.00% -1.41%

-0.83% -0.93% -0.70% -0.72% -0.78% -1.07%

0.01% 0.26% 0.55% 0.55% 0.76% 0.14%

0.23% 0.29% 1.96% 1.97% 0.94% 0.13%

-1.01% -0.89% -1.37% -1.38% -0.57% -1.06%

1.38% 1.39% 1.26% 1.23% 1.38% 1.26%

0.03% -0.03% -0.83% -0.83% -0.47% 0.11%

-0.58% -0.29% -0.58% -0.61% -0.43% -0.44%

1.62% 1.87% 3.25% 3.29% 1.29% 2.19%

0.82% 1.38% 0.36% 0.37% 0.44% 1.75%

0.44% 0.36% 0.08% 0.08% 0.08% 0.48%

-0.36% -0.40% -1.66% -1.69% -0.86% -0.38%

0.17% -0.57% 0.22% 0.24% -0.42% -0.51%

0.62% 0.07% -0.34% -0.35% -0.26% 0.13%

-0.51% -0.62% -0.29% -0.28% -0.28% -0.65%

0.42% -0.30% -0.40% -0.39% -0.65% -0.11%

0.85% 0.84% 0.48% 0.51% 0.20% 1.19%

0.0"% 0.05% 0.25% 0.25% 0.06% 0.05%

0.02% 0.02% 0.03% 0.03% 0.02% 0.02%

1.-2% 1.50% 1.61% 1.62% 1.39% 1.56%

1.00 0.9- 0.95 0.95 0.'" 1.00

1.00 0."' 0.69 0.69 0."' 0.'2

1.-2% 1.33% 1.3-% 1.35% 1.23% 1.-2%

1.-2% 1.33% 1.3-% 1.35% 1.23% 1.-2%

0.00% 0.1"% 0.2"% 0.2"% 0.16% 0.1-%

19.6-% 11.9-% '-.'-% '5.55% 15.12% 12.02%

22.3"% 23."1% 25.-2% 25.6"% 21.93% 2-.66%


12/20

0.-3 0.0' 2.9- 2.9- 0.23 0.0'

19.6-% 19.0-% 19.12% 19.19% 1'.36% 19.6-%

0.00% ".10% 65."2% 66.36% 3.2-% ".62%

100%

100%

100%

100%

100%

100%

100%

100%

100%

13-39151105% 100%


13/20

a/. Beta in. Beta it( S(*rting

0.90% -1.45% 0.28% -77810382.67%

-1.73% 0.05% -0.32% -30490527.98%

0.09% 0.73% 0.60% 130447119.93%-2.44% -0.49% -0.88% 96103703.22%

-3.20% -2.66% 0.11% 187452485.45%

-3.28% -2.13% -0.40% 59524354.92%

0.97% 1.76% 1.83% 84848665.03%

6.80% -0.70% 3.32% 123185565.10%

-0.26% 0.25% 1.90% 130893683.09%

-1.02% -0.07% -1.32% -152294978.90%

1.05% 2.54% 0.22% -18910575.99%

0.53% 10.51% 1.30% 55647067.92%

-0.71% 2.44% 1.12% 162798302.87%0.35% 1.09% -0.64% -248666557.98%

-4.12% -3.00% -0.97% 54025876.68%

-0.13% -0.65% 0.66% 275954692.84%

0.33% 1.46% 0.08% -88536352.30%

-1.73% -1.54% 0.85% 276934200.77%

-1.36% -1.75% -1.15% 21172405.30%

5.48% 2.23% 0.82% -175878397.37%

-1.82% 2.17% -0.19% -46281290.06%

1.35% 2.93% 0.89% -715994.56%

-0.05% 7.62% 0.13% -75237219.86%

-0.12% 0.89% 0.41% -7411988.45%

0.85% -1.78% 0.15% 34531063.80%

-0.46% -3.13% -0.38% -34909015.98%

-1.33% -5.33% -2.36% -1862619.77%

-0.87% -2.20% 0.52% 215417841.42%

-6.06% 0.19% 0.81% 259465743.37%

1.84% 6.00% 2.17% -126226469.43%

0.85% 5.36% 0.98% 56204839.39%

-2.15% 8.32% -0.43% -7386004.15%

-0.17% -3.46% -0.55% 40510895.41%

-2.52% -5.82% 0.38% 306633330.35%

-1.84% 1.48% 0.08% 206558665.90%

2.85% -0.40% -0.47% -178360056.46%

-1.77% 1.48% -0.08% 146543310.51%

-2.55% -2.13% -3.77% 88810154.07%

1.32% -2.50% 1.13% -59530239.54%

-4.81% -4.89% -3.77% -120878438.87%

-4.21% 0.13% -4.32% -39940940.17%

n(ance&A$)(a


14/20

2.65% -1.71% 3.06% 220422686.26%

-2.39% 2.91% -0.71% -126992953.97%

3.62% 1.01% 3.64% 65798135.22%

-1.67% 3.07% -1.30% -68415422.05%

-0.86% 2.17% -0.19% -80742484.65%

0.64% 0.85% 0.84% 40042589.70%

-3.30% 0.94% -3.12% 33270164.54%-2.73% 4.15% -0.15% -32257600.33%

-0.92% -3.08% 1.31% 76627682.25%

1.41% 0.52% 1.03% -146445899.53%

2.79% -1.20% 0.72% 151082394.37%

3.21% -0.19% 1.29% 4676317.28%

4.73% 0.08% 2.63% 9177097.40%

-0.31% 1.71% 0.06% 144310345.77%

-1.22% 1.35% -0.84% 219041754.07%

-3.95% -2.75% -1.07% 297855014.98%

1.23% 0.45% 0.53% 72790982.92%

0.89% 3.66% 0.97% -80800478.16%

-6.43% -4.42% -4.11% 243795642.08%

-0.40% 0.67% 2.04% 48976984.47%

0.99% 0.72% 1.68% 99772152.22%

1.34% -0.05% -0.32% -64864170.61%

4.26% 3.85% 1.87% -107650891.82%

0.23% -1.67% 0.01% -24844800.66%

-0.99% -0.02% 0.16% 19466372.57%

-1.37% 1.85% 0.06% -25515401.66%

3.09% 4.72% 1.76% -58057997.36%

1.56% 2.00% 3.24% 69399499.59%

-0.33% -2.00% 1.24% 385085968.97%

2.36% 1.96% 0.65% 108766870.73%

1.86% -2.63% 0.47% 207314869.69%

1.97% -0.84% 3.29% 254585979.16%

-1.27% -3.08% 0.83% 138419108.75%

6.88% 0.45% 1.84% 3161838.22%

0.58% -1.28% 0.98% 66849893.24%

0.47% -0.25% -0.10% -65046003.49%

-3.81% -1.47% -3.61% -210687350.86%

0.02% 0.86% 1.42% 38792510.19%

1.96% -1.37% 4.17% 533449374.07%

0.43% -1.59% -2.64% -246228868.80%

-0.77% 0.54% 1.47% 242407695.07%

-3.39% 0.13% -0.83% 28745111.37%

3.81% -0.76% 0.32% 76892281.26%

0.04% -0.65% -1.05% -34031950.26%

2.64% -0.64% 0.49% -18604132.53%


15/20

4.58% -0.75% 1.96% 199654822.30%

1.80% 2.84% -1.34% -124034587.19%

4.62% 0.67% 2.26% 105556536.28%

3.35% -1.20% 3.09% 150105545.51%

0.02% -1.40% 0.78% 166348272.05%

1.60% 2.51% 3.68% 530458940.67%

-1.68% -0.33% 1.04% 144185494.27%-1.30% 2.69% -1.30% 20795722.29%

-1.73% -0.96% -1.65% -219754511.35%

0.98% -0.93% 0.05% -198218230.73%

0.76% 1.07% -0.24% -56609232.38%

1.07% 0.05% 1.91% 180016986.63%

0.34% 0.11% -0.23% 59566532.67%

2.01% -4.05% 0.34% -68058779.25%

1.87% 0.75% -0.43% -42110374.57%

1.99% 0.46% -0.53% 237126390.19%

2.14% 0.30% 0.20% -47502784.45%

-3.27% -2.80% -3.10% -112128428.44%

-2.08% -3.64% -1.31% -53654085.55%

-0.30% 0.50% -0.72% 133055688.11%

-1.24% 0.35% 0.55% -3318817.80%

-0.56% 1.40% 1.97% 283871562.48%

-3.14% -0.51% -1.38% -159790129.10%

1.82% 2.82% 1.23% 59119331.51%

0.78% -0.87% -0.83% -136106727.97%

-0.42% 1.40% -0.61% 5566128.33%

4.04% 0.77% 3.29% 240325592.65%

3.78% -0.58% 0.37% -156396137.54%

1.60% -0.26% 0.08% -15316191.61%

0.60% -0.04% -1.69% -147724160.19%

-0.38% -1.09% 0.24% 116641991.82%

0.52% -0.05% -0.35% -61662148.51%

-0.73% -0.91% -0.28% 57162952.60%

1.69% -1.17% -0.39% 39038106.77%

3.72% -1.09% 0.51% -10800408.85%

0.19% 0.15% 0.25% -25-1633."9%

0.06% 0.06% 0.03% 21'205122-60309.00%

2.-6% 2.5-% 1.62% 1-""1"6"".50%

1.30 0.51 0.95 15"39"."3

0.56 0.0' 0.69 0.00

1.'-% 0."3% 1.35% 222"26.9-%

1.'-% 0."3% 1.35% 222"26.9-%

0.62% 1.'1% 0.2"% 1-"-9-950.56%

61."0% -6.69% '5.55% :8!;

3'.'3% -0.09% 25.6"% 233562155".'5%


16/20

1.33 0.92 2.9- :8!;

22.51% 1-.95% 19.19% 151"125.66%

39.1'% 31."-% 66.36% :8!;


17/20

arket 8e#tra$

-32748288.48%

9817046.33%

74965623.32%-22499100.02%

-164702001.98%

-46762856.74%

-122768676.73%

144932263.88%

7220770.74%

-133185546.91%

152117579.75%

282703014.19%

151039703.17%-25207460.27%

-237101770.34%

-69035918.87%

-126982134.49%

-15155232.18%

-46154021.06%

220229802.90%

-197753271.03%

99343958.35%

279167295.64%

-50758770.35%

7056278.68%

-17651243.84%

69656266.16%

-35128780.34%

-285655914.23%

51769984.08%

187328547.26%

279603578.39%

-99645214.95%

-93174772.95%

283092358.74%

106612996.16%

106073923.86%

117410138.09%

-175606505.22%

-295711758.19%

91036232.56%


18/20

-41314250.12%

21095023.75%

-84735478.09%

83347475.60%

-55705100.71%

-27037627.46%

145468678.60%-48221559.61%

62966279.96%

-117206547.62%

85900279.32%

-8138531.92%

-2762500.69%

85464410.11%

70925250.90%

-137792066.20%

-25329167.09%

117893553.88%

-24800437.09%

-106303553.86%

6492253.14%

-14033067.42%

107628577.93%

-49859414.76%

-95905708.24%

95859305.31%

83677674.13%

-18349581.33%

87049463.05%

125723878.09%

97953436.55%

-33037163.34%

-115233585.54%

293001981.59%

-35681030.78%

-20611735.75%

-132731747.02%

85704783.37%

80040765.94%

-52432994.50%

71923605.62%

-110902167.87%

192994701.10%

-30838447.78%

117354563.05%


19/20

138203807.29%

150291320.33%

221114418.32%

153194768.85%

19573632.56%

202072909.67%

-98677285.14%36542652.35%

-76108868.58%

-108957285.44%

31366685.06%

44133740.32%

145567681.92%

-133184409.73%

94447156.79%

185766451.92%

78306216.82%

-146502477.14%

-222171281.78%

70672630.85%

-29800912.29%

81993509.78%

-119900960.20%

55128236.89%

-31204249.76%

62792637.04%

194376148.19%

96916182.98%

23487641.83%

-9849763.17%

-61291062.06%

-74601929.04%

-11058417.74%

-19016896.91%

82014607.70%

1'0-0"25.93%

1-59-5-3-"129'3.00%

120'0"'"'.35%

0.00

0.00

0.00%

0.00%

120'0"'"'.35%

:8!;

19101-02"-.3'%


20/20

:8!;

10.00%

:8!;

Markowitz Mantra - Sent Ot Students

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