Summary

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Actual total return for 492 days Average daily return STD of the return Final accumulated Asset (accumulated daily)

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Portfolio Optimization Summary

Transcript of Summary

Back test summaryInitial Budget=B=$10,0000.02Actual total return for 492 days1,766.51 Average daily return3.59ST of t!e return 29.23"inal accu#ulated Asset $accu#ulated daily%11,766.51 Back test summaryInitial Budget=B=$10,0000.02& 0.0' 0.0'& 0.04 0.0& 1,976.49 2,297.98 2,529.50 2,874.31 3,731.33 4.02 4.67 5.14 5.8421 7.5830.04 32.5 36.02 41.1 55.28 11,976.49 12,297.98 12,529.50 12,874.31 13,731.33 Back test summaryInitial Budget=B=$10,0000.0( 0.09 )** +,-ected return $entered in .-ti#i/ation Solver% 5,712.41 8,230.57 11.6106 16.728893.0393 142.7821 15,712.41 18,230.57 )** +,-ected return $entered in .-ti#i/ation Solver%