AB Bank

1,139.75
1,149.50
1,144.25
1,141.25
1,135.75
1,122.25
1,131.25
1,125.50
1,105.75
1,112.25
1,117.00
1,108.50
1,109.50
1,138.75
1,143.25
1,148.25
1,142.50
1,141.50
1,154.25
1,153.00
1,177.50
1,202.25
1,248.25
1,204.00
1,202.75
1,219.00
1,222.00
1,220.50
1,230.25
1,277.00
1,355.75
1,318.75
1,276.25
1,252.50
1,284.25
1,276.75
1,238.50
1,222.25
1,220.50
1,166.00
1,142.75
1,142.75
1,175.25
1,164.50
1,144.25
1,137.50

Daily HPR Bex Pha

0.86%
-0.46%
-0.26%
-0.48%
-1.19%
0.80%
-0.51%
-1.75%
0.59%
0.43%
-0.76%
0.09%
2.64%
0.40%
0.44%
-0.50%
-0.09%
1.12%
-0.11%
2.12%
2.10%
3.83%
-3.54%
-0.10%
1.35%
0.25%
-0.12%
0.80%
3.80%
6.17%
-2.73%
-3.22%
-1.86%
2.53%
-0.58%
-3.00%
-1.31%
-0.14%
-4.47%
-1.99%
0.00%
2.84%
-0.91%
-1.74%
-0.59%

160.20
158.90
162.00
164.90
164.00
166.60
163.80
163.00
159.70
164.00
163.90
164.00
171.40
174.10
173.50
179.20
181.90
185.40
184.40
183.40
179.80
183.80
174.70
170.40
169.40
169.70
168.10
171.50
174.50
171.30
170.30
170.50
169.10
168.40
168.90
170.80
172.50
171.50
169.20
166.50
166.20
166.20
166.00
169.20
170.20
168.80

Daily HPR British

-0.81%
1.95%
1.79%
-0.55%
1.59%
-1.68%
-0.49%
-2.02%
2.69%
-0.06%
0.06%
4.51%
1.58%
-0.34%
3.29%
1.51%
1.92%
-0.54%
-0.54%
-1.96%
2.22%
-4.95%
-2.46%
-0.59%
0.18%
-0.94%
2.02%
1.75%
-1.83%
-0.58%
0.12%
-0.82%
-0.41%
0.30%
1.12%
1.00%
-0.58%
-1.34%
-1.60%
-0.18%
0.00%
-0.12%
1.93%
0.59%
-0.82%

432.10
424.60
430.40
440.50
448.30
459.20
450.80
457.00
446.50
455.50
452.20
449.10
447.40
456.90
466.70
467.80
471.80
474.90
487.20
494.80
486.40
487.60
514.40
503.00
515.40
537.00
533.70
562.50
566.30
568.30
570.00
569.70
561.20
545.40
553.10
542.60
533.50
536.70
533.50
521.40
520.60
531.60
534.70
532.50
527.70
521.60

Daily HPR
-1.74%
1.37%
2.35%
1.77%
2.43%
-1.83%
1.38%
-2.30%
2.02%
-0.72%
-0.69%
-0.38%
2.12%
2.14%
0.24%
0.86%
0.66%
2.59%
1.56%
-1.70%
0.25%
5.50%
-2.22%
2.47%
4.19%
-0.61%
5.40%
0.68%
0.35%
0.30%
-0.05%
-1.49%
-2.82%
1.41%
-1.90%
-1.68%
0.60%
-0.60%
-2.27%
-0.15%
2.11%
0.58%
-0.41%
-0.90%
-1.16%

1,122.50
1,154.00
1,140.25
1,119.75
1,113.00
1,131.50
1,129.00
1,124.00
1,135.75
1,126.00
1,126.50
1,113.75
1,093.25
1,070.00
1,061.25
1,094.50
1,083.50
1,065.25
1,053.00
1,035.00
1,032.75
1,042.75
1,035.50
1,025.25
1,027.25
1,014.25
1,018.75
1,042.75
1,054.25
1,033.25
1,033.75
1,080.25
1,061.50
1,052.75
1,059.50
1,070.25
1,091.25
1,107.25
1,092.25
1,120.50
1,124.50
1,167.25
1,201.75
1,248.75
1,276.25
1,234.00
1,279.50

-1.32%
2.81%
-1.19%
-1.80%
-0.60%
1.66%
-0.22%
-0.44%
1.05%
-0.86%
0.04%
-1.13%
-1.84%
-2.13%
-0.82%
3.13%
-1.01%
-1.68%
-1.15%
-1.71%
-0.22%
0.97%
-0.70%
-0.99%
0.20%
-1.27%
0.44%
2.36%
1.10%
-1.99%
0.05%
4.50%
-1.74%
-0.82%
0.64%
1.01%
1.96%
1.47%
-1.35%
2.59%
0.36%
3.80%
2.96%
3.91%
2.20%
-3.31%
3.69%

167.20
168.50
167.80
168.80
167.20
169.10
172.80
179.60
178.80
175.10
182.40
187.70
191.30
187.00
185.50
182.40
185.10
183.80
181.90
182.00
181.20
182.20
187.60
188.10
188.60
190.70
187.60
189.50
190.90
190.00
191.10
188.00
190.60
190.90
188.30
185.70
166.00
170.90
167.70
166.60
168.00
171.00
166.50
166.60
165.90
170.50
167.40

-0.95%
0.78%
-0.42%
0.60%
-0.95%
1.14%
2.19%
3.94%
-0.45%
-2.07%
4.17%
2.91%
1.92%
-2.25%
-0.80%
-1.67%
1.48%
-0.70%
-1.03%
0.05%
-0.44%
0.55%
2.96%
0.27%
0.27%
1.11%
-1.63%
1.01%
0.74%
-0.47%
0.58%
-1.62%
1.38%
0.16%
-1.36%
-1.38%
-10.61%
2.95%
-1.87%
-0.66%
0.84%
1.79%
-2.63%
0.06%
-0.42%
2.77%
-1.82%

517.10
527.00
515.50
513.40
524.40
546.90
539.90
533.50
533.50
533.80
542.90
540.70
493.80
491.80
487.70
488.30
485.30
477.30
461.10
470.70
481.10
468.20
463.10
469.60
466.90
465.60
465.60
465.40
473.10
477.10
474.30
466.40
467.00
473.30
467.40
462.90
467.20
484.70
493.20
488.10
495.00
484.80
506.10
494.60
493.30
512.00
519.80

-0.86%
1.91%
-2.18%
-0.41%
2.14%
4.29%
-1.28%
-1.19%
0.00%
0.06%
1.70%
-0.41%
-8.67%
-0.41%
-0.83%
0.12%
-0.61%
-1.65%
-3.39%
2.08%
2.21%
-2.68%
-1.09%
1.40%
-0.57%
-0.28%
0.00%
-0.04%
1.65%
0.85%
-0.59%
-1.67%
0.13%
1.35%
-1.25%
-0.96%
0.93%
3.75%
1.75%
-1.03%
1.41%
-2.06%
4.39%
-2.27%
-0.26%
3.79%
1.52%

1,298.00
1,278.75
1,262.75
1,073.00
1,036.25
1,030.25
1,050.75
1,115.75
1,123.50
1,106.00
1,095.25
1,093.75
1,070.50
1,043.00
1,093.25
1,100.50
1,135.25
1,198.50
1,198.50
1,257.50
1,282.00
1,317.75
1,303.75
1,289.75
1,345.50
1,338.50
1,353.00
1,388.25
1,370.25
1,355.00
1,393.50
1,428.50
1,455.75
1,440.25
1,442.50
1,438.00
1,386.25
1,375.75
1,417.75
1,396.00
1,386.00
1,329.75
1,365.00
1,343.25
1,335.50
1,302.00
1,216.75

1.45%
-1.48%
-1.25%
-15.03%
-3.42%
-0.58%
1.99%
6.19%
0.69%
-1.56%
-0.97%
-0.14%
-2.13%
-2.57%
4.82%
0.66%
3.16%
5.57%
0.00%
4.92%
1.95%
2.79%
-1.06%
-1.07%
4.32%
-0.52%
1.08%
2.61%
-1.30%
-1.11%
2.84%
2.51%
1.91%
-1.06%
0.16%
-0.31%
-3.60%
-0.76%
3.05%
-1.53%
-0.72%
-4.06%
2.65%
-1.59%
-0.58%
-2.51%
-6.55%

167.60
170.10
151.50
151.40
149.50
148.30
147.80
146.50
146.30
150.80
154.90
155.50
154.20
150.20
150.60
150.00
150.00
153.10
153.80
154.20
149.10
149.10
148.50
145.90
146.60
146.60
146.10
144.10
143.20
142.90
146.30
145.10
147.70
146.40
145.40
144.30
142.60
145.10
147.90
146.20
146.80
149.10
151.30
156.20
155.70
154.50
149.90

0.12%
1.49%
-10.93%
-0.07%
-1.25%
-0.80%
-0.34%
-0.88%
-0.14%
3.08%
2.72%
0.39%
-0.84%
-2.59%
0.27%
-0.40%
0.00%
2.07%
0.46%
0.26%
-3.31%
0.00%
-0.40%
-1.75%
0.48%
0.00%
-0.34%
-1.37%
-0.62%
-0.21%
2.38%
-0.82%
1.79%
-0.88%
-0.68%
-0.76%
-1.18%
1.75%
1.93%
-1.15%
0.41%
1.57%
1.48%
3.24%
-0.32%
-0.77%
-2.98%

542.30
546.70
560.90
542.90
532.30
525.50
524.10
521.90
515.70
522.60
520.10
519.80
524.30
516.70
520.10
517.80
513.70
520.00
521.40
534.30
532.00
538.20
527.10
519.50
523.10
521.90
524.70
522.20
521.50
527.60
526.00
527.70
563.50
563.50
597.80
620.20
630.40
632.80
631.20
620.90
615.00
624.00
641.60
669.00
659.60
655.90
647.60

4.33%
0.81%
2.60%
-3.21%
-1.95%
-1.28%
-0.27%
-0.42%
-1.19%
1.34%
-0.48%
-0.06%
0.87%
-1.45%
0.66%
-0.44%
-0.79%
1.23%
0.27%
2.47%
-0.43%
1.17%
-2.06%
-1.44%
0.69%
-0.23%
0.54%
-0.48%
-0.13%
1.17%
-0.30%
0.32%
6.78%
0.00%
6.09%
3.75%
1.64%
0.38%
-0.25%
-1.63%
-0.95%
1.46%
2.82%
4.27%
-1.41%
-0.56%
-1.27%

1,241.50
1,202.00
1,226.25
1,267.75
1,250.75
1,241.25
1,254.25
1,286.50
1,281.00
1,268.00
1,258.00
1,264.75
1,265.75
1,238.00
1,230.75
1,249.50
1,243.00
1,233.50
1,222.75
1,213.25
1,206.25
1,213.50
1,205.00
1,183.00
1,198.25
1,211.75
1,236.25
1,227.00
1,247.50
1,252.00
1,232.50
1,227.50
1,215.75
1,209.50
1,212.50
1,216.75
1,207.25
1,205.50
1,202.50
1,196.25
1,197.25
1,223.75
1,211.50
1,213.75
1,230.50
1,252.50
1,246.75

2.03%
-3.18%
2.02%
3.38%
-1.34%
-0.76%
1.05%
2.57%
-0.43%
-1.01%
-0.79%
0.54%
0.08%
-2.19%
-0.59%
1.52%
-0.52%
-0.76%
-0.87%
-0.78%
-0.58%
0.60%
-0.70%
-1.83%
1.29%
1.13%
2.02%
-0.75%
1.67%
0.36%
-1.56%
-0.41%
-0.96%
-0.51%
0.25%
0.35%
-0.78%
-0.14%
-0.25%
-0.52%
0.08%
2.21%
-1.00%
0.19%
1.38%
1.79%
-0.46%

151.40
150.00
150.50
149.20
147.80
148.30
148.70
147.80
146.80
147.80
148.20
151.10
150.70
148.20
147.50
147.40
147.70
149.20
151.80
155.90
151.90
151.40
152.60
156.50
154.60
152.90
154.90
152.80
150.00
152.10
151.90
150.80
149.80
150.50
151.10
150.80
153.40
152.10
153.60
152.40
150.20
149.30
149.50
148.50
149.70
149.20
149.50

1.00%
-0.92%
0.33%
-0.86%
-0.94%
0.34%
0.27%
-0.61%
-0.68%
0.68%
0.27%
1.96%
-0.26%
-1.66%
-0.47%
-0.07%
0.20%
1.02%
1.74%
2.70%
-2.57%
-0.33%
0.79%
2.56%
-1.21%
-1.10%
1.31%
-1.36%
-1.83%
1.40%
-0.13%
-0.72%
-0.66%
0.47%
0.40%
-0.20%
1.72%
-0.85%
0.99%
-0.78%
-1.44%
-0.60%
0.13%
-0.67%
0.81%
-0.33%
0.20%

662.90
671.90
667.40
656.50
654.80
656.60
661.90
657.20
651.60
654.80
677.40
685.30
691.40
684.60
684.70
715.80
720.40
724.90
718.80
711.10
683.00
681.10
691.60
684.20
679.10
684.30
691.40
686.40
681.10
678.80
687.10
682.90
680.50
681.60
703.50
711.40
696.60
687.90
688.90
712.60
700.50
699.10
697.40
707.70
719.80
755.30
803.90

2.36%
1.36%
-0.67%
-1.63%
-0.26%
0.27%
0.81%
-0.71%
-0.85%
0.49%
3.45%
1.17%
0.89%
-0.98%
0.01%
4.54%
0.64%
0.62%
-0.84%
-1.07%
-3.95%
-0.28%
1.54%
-1.07%
-0.75%
0.77%
1.04%
-0.72%
-0.77%
-0.34%
1.22%
-0.61%
-0.35%
0.16%
3.21%
1.12%
-2.08%
-1.25%
0.15%
3.44%
-1.70%
-0.20%
-0.24%
1.48%
1.71%
4.93%
6.43%

1,281.00
1,255.00
1,255.25
1,249.00
1,261.50
1,256.00
1,236.25
1,221.00
1,226.00
1,232.50
1,229.00
1,233.75
1,270.25
1,305.00
1,337.50
1,391.25
1,375.00
1,384.50
1,357.00
1,355.75
1,355.25
1,375.50
1,390.25
1,435.50
1,416.75
1,444.75
1,469.50
1,471.25
1,436.00
1,426.25
1,450.25
1,465.75
1,489.25
1,461.75
1,453.00
1,467.00
1,628.75
1,786.50
1,708.75
1,631.50
1,605.25
1,618.50
1,519.25
1,515.50
1,522.50
1,485.00
1,384.00

2.75%
-2.03%
0.02%
-0.50%
1.00%
-0.44%
-1.57%
-1.23%
0.41%
0.53%
-0.28%
0.39%
2.96%
2.74%
2.49%
4.02%
-1.17%
0.69%
-1.99%
-0.09%
-0.04%
1.49%
1.07%
3.25%
-1.31%
1.98%
1.71%
0.12%
-2.40%
-0.68%
1.68%
1.07%
1.60%
-1.85%
-0.60%
0.96%
11.03%
9.69%
-4.35%
-4.52%
-1.61%
0.83%
-6.13%
-0.25%
0.46%
-2.46%
-6.80%

149.90
147.20
149.20
148.10
147.80
148.00
150.80
148.50
148.10
149.90
148.30
149.20
152.10
149.80
151.80
150.40
149.20
148.10
147.70
147.90
147.30
146.70
146.70
146.50
146.50
147.90
148.80
150.70
150.80
148.80
147.40
146.80
145.80
146.10
145.30
145.70
143.80
144.20
146.00
142.70
142.40
143.10
141.70
140.10
141.90
140.90
135.20

0.27%
-1.80%
1.36%
-0.74%
-0.20%
0.14%
1.89%
-1.53%
-0.27%
1.22%
-1.07%
0.61%
1.94%
-1.51%
1.34%
-0.92%
-0.80%
-0.74%
-0.27%
0.14%
-0.41%
-0.41%
0.00%
-0.14%
0.00%
0.96%
0.61%
1.28%
0.07%
-1.33%
-0.94%
-0.41%
-0.68%
0.21%
-0.55%
0.28%
-1.30%
0.28%
1.25%
-2.26%
-0.21%
0.49%
-0.98%
-1.13%
1.28%
-0.70%
-4.05%

796.10
765.20
774.90
778.40
774.80
768.90
753.40
752.00
752.60
746.80
747.50
760.50
759.60
752.10
758.40
751.50
746.30
768.10
763.60
754.60
753.00
748.60
748.30
750.50
784.80
767.60
777.10
774.50
760.50
772.30
770.20
763.80
753.30
754.10
753.20
756.10
748.90
749.80
745.40
741.30
728.00
736.50
724.50
709.50
711.90
703.90
702.30

-0.97%
-3.88%
1.27%
0.45%
-0.46%
-0.76%
-2.02%
-0.19%
0.08%
-0.77%
0.09%
1.74%
-0.12%
-0.99%
0.84%
-0.91%
-0.69%
2.92%
-0.59%
-1.18%
-0.21%
-0.58%
-0.04%
0.29%
4.57%
-2.19%
1.24%
-0.33%
-1.81%
1.55%
-0.27%
-0.83%
-1.37%
0.11%
-0.12%
0.39%
-0.95%
0.12%
-0.59%
-0.55%
-1.79%
1.17%
-1.63%
-2.07%
0.34%
-1.12%
-0.23%

1,456.00
1,503.25
1,490.75
1,486.00
1,505.50
1,541.75
1,541.50
1,557.00
1,580.50

Average HPR
SD

5.20%
3.25%
-0.83%
-0.32%
1.31%
2.41%
-0.02%
1.01%
1.51%
0.17%
2.48%

138.50
141.10
139.80
136.20
135.10
136.40
135.20
134.20
135.10

2.44%
1.88%
-0.92%
-2.58%
-0.81%
0.96%
-0.88%
-0.74%
0.67%
-0.06%
1.74%

693.30
718.40
707.90
697.70
694.80
685.70
697.40
715.50
716.50

-1.28%
3.62%
-1.46%
-1.44%
-0.42%
-1.31%
1.71%
2.60%
0.14%
0.23%
1.93%

Risk-Return Characteristics of Securities

Daily HPR
Daily SD

AB Bank
Bex Phar British
0.17%
-0.06%
0.23%
2.48%
1.74%
1.93%

Annualized Return
Annualized SD

81.72%
47.06%

Crrelation AB,British
Crrelation AB,Bex
Correlation British,Bex

0.1804
0.0539
0.0811

-17.97%
32.97%

126.67%
36.58%