Quantitative Risk Project

CMG
Date
25.00%
Plus 100%
SKX
20.00%
Plus 100%
29.29
GILD
18.00%
1/4/2010
91.89
22.27
1/11/2010
98.06
6.71%
106.71%
30.84
5.29%
105.29%
22.76
2.20%
1/19/2010
97.77
-0.30%
99.70%
29.35
-4.83%
95.17%
23.04
1.23%
1/25/2010
96.46
-1.34%
98.66%
28.06
-4.40%
95.60%
24.14
4.77%
2/1/2010
95.2
-1.31%
98.69%
27.61
-1.60%
98.40%
23.19
-3.94%
2/8/2010
104.87
10.16%
110.16%
28.16
1.99%
101.99%
23.5
1.34%
2/16/2010
104.99
0.11%
100.11%
30.21
7.28%
107.28%
24.42
3.91%
2/22/2010
104.71
-0.27%
99.73%
30.73
1.72%
101.72%
23.81
-2.50%
3/1/2010
110.63
5.65%
105.65%
30.88
0.49%
100.49%
23.81
0.00%
3/8/2010
114.98
3.93%
103.93%
33.19
7.48%
107.48%
23.71
-0.42%
3/15/2010
113.63
-1.17%
98.83%
33.01
-0.54%
99.46%
23.93
0.93%
3/22/2010
114.02
0.34%
100.34%
37.4
13.30%
113.30%
22.67
-5.27%
3/29/2010
114.48
0.40%
100.40%
37.02
-1.02%
98.98%
22.82
0.66%
4/5/2010
122.52
7.02%
107.02%
38.76
4.70%
104.70%
22.9
0.35%
4/12/2010
124.05
1.25%
101.25%
38.73
-0.08%
99.92%
22.85
-0.22%
4/19/2010
142.98
15.26%
115.26%
41.5
7.15%
107.15%
20.83
-8.84%
4/26/2010
134.91
-5.64%
94.36%
38.35
-7.59%
92.41%
19.85
-4.70%
5/3/2010
128.83
-4.51%
95.49%
34.09
-11.11%
88.89%
19.18
-3.38%
5/10/2010
138.61
7.59%
107.59%
36.89
8.21%
108.21%
18.89
-1.51%
5/17/2010
135.77
-2.05%
97.95%
35.84
-2.85%
97.15%
18.28
-3.23%
5/24/2010
142.28
4.79%
104.79%
37.68
5.13%
105.13%
17.96
-1.75%
6/1/2010
143.81
1.08%
101.08%
35.28
-6.37%
93.63%
17.35
-3.40%
6/7/2010
149.48
3.94%
103.94%
40.71
15.39%
115.39%
17.26
-0.52%
6/14/2010
152.74
2.18%
102.18%
43.85
7.71%
107.71%
18.01
4.35%
6/21/2010
146.84
-3.86%
96.14%
40.05
-8.67%
91.33%
18.17
0.89%
6/28/2010
137.24
-6.54%
93.46%
38.04
-5.02%
94.98%
17.43
-4.07%
7/6/2010
140.41
2.31%
102.31%
37.7
-0.89%
99.11%
17.37
-0.34%
7/12/2010
136.82
-2.56%
97.44%
32.09
-14.88%
85.12%
15.97
-8.06%
7/19/2010
145.5
6.34%
106.34%
33.61
4.74%
104.74%
16.72
4.70%
7/26/2010
147.9
1.65%
101.65%
37.09
10.35%
110.35%
16.66
-0.36%
8/2/2010
151.6
2.50%
102.50%
33.11
-10.73%
89.27%
17.91
7.50%
8/9/2010
142.63
-5.92%
94.08%
27.39
-17.28%
82.72%
17.16
-4.19%
8/16/2010
149.84
5.06%
105.06%
28.32
3.40%
103.40%
16.32
-4.90%
8/23/2010
153.03
2.13%
102.13%
26.36
-6.92%
93.08%
16.26
-0.37%
8/30/2010
163.51
6.85%
106.85%
27.5
4.32%
104.32%
17.01
4.61%
9/7/2010
166.01
1.53%
101.53%
22.84
-16.95%
83.05%
17.19
1.06%
9/13/2010
168.31
1.39%
101.39%
23.75
3.98%
103.98%
17.28
0.52%
9/20/2010
173.19
2.90%
102.90%
22.11
-6.91%
93.09%
18.27
5.73%
9/27/2010
174.5
0.76%
100.76%
22.56
2.04%
102.04%
17.88
-2.13%
10/4/2010
176.56
1.18%
101.18%
25.42
12.68%
112.68%
18.17
1.62%
10/11/2010
181.87
3.01%
103.01%
24.78
-2.52%
97.48%
18.86
3.80%
10/18/2010
205.77
13.14%
113.14%
23.79
-4.00%
96.00%
19.56
3.71%
10/25/2010
210.21
2.16%
102.16%
19.44
-18.28%
81.72%
19.83
1.38%
11/1/2010
230.56
9.68%
109.68%
20.78
6.89%
106.89%
19.48
-1.77%
11/8/2010
234.02
1.50%
101.50%
20.27
-2.45%
97.55%
18.9
-2.98%
11/15/2010
232.27
-0.75%
99.25%
21.54
6.27%
106.27%
19.04
0.74%
11/22/2010
255.65
10.07%
110.07%
22.68
5.29%
105.29%
18.55
-2.57%
11/29/2010
235.95
-7.71%
92.29%
22.38
-1.32%
98.68%
18.62
0.38%
12/6/2010
238.22
0.96%
100.96%
22.03
-1.56%
98.44%
18.81
1.02%
12/13/2010
238.02
-0.08%
99.92%
21.34
-3.13%
96.87%
18.59
-1.17%
12/20/2010
228.29
-4.09%
95.91%
19.88
-6.84%
93.16%
18.13
-2.47%
12/27/2010
212.66
-6.85%
93.15%
20
0.60%
100.60%
18.12
-0.06%
1/3/2011
224.26
5.45%
105.45%
20.19
0.95%
100.95%
18.75
3.48%
1/10/2011
234.89
4.74%
104.74%
21.91
8.52%
108.52%
19.11
1.92%
1/18/2011
223.63
-4.79%
95.21%
21.29
-2.83%
97.17%
19.09
-0.10%
1/24/2011
219.43
-1.88%
98.12%
21
-1.36%
98.64%
19.1
0.05%
1/31/2011
246.31
12.25%
112.25%
22.81
8.62%
108.62%
19.4
1.57%
2/7/2011
268.73
9.10%
109.10%
22.42
-1.71%
98.29%
19.19
-1.08%
2/14/2011
260.15
-3.19%
96.81%
21.63
-3.52%
96.48%
19.65
2.40%
2/22/2011
248.36
-4.53%
95.47%
20.97
-3.05%
96.95%
19.5
-0.76%
2/28/2011
255
2.67%
102.67%
19.92
-5.01%
94.99%
20.35
4.36%
3/7/2011
252.76
-0.88%
99.12%
19.65
-1.36%
98.64%
20.42
0.34%
3/14/2011
246.81
-2.35%
97.65%
18.46
-6.06%
93.94%
20.08
-1.67%
3/21/2011
256.74
4.02%
104.02%
18.8
1.84%
101.84%
21.04
4.78%
3/28/2011
274
6.72%
106.72%
20.22
7.55%
107.55%
21.33
1.38%
4/4/2011
269.24
-1.74%
98.26%
20.64
2.08%
102.08%
20.62
-3.33%
4/11/2011
285.13
5.90%
105.90%
20.38
-1.26%
98.74%
20.85
1.12%
4/18/2011
277.3
-2.75%
97.25%
20.53
0.74%
100.74%
19.53
-6.33%
4/25/2011
266.79
-3.79%
96.21%
19.05
-7.21%
92.79%
19.42
-0.56%
5/2/2011
268.1
0.49%
100.49%
18.41
-3.36%
96.64%
20.5
5.56%
5/9/2011
280.4
4.59%
104.59%
18.31
-0.54%
99.46%
20.6
0.49%
5/16/2011
279.89
-0.18%
99.82%
18.13
-0.98%
99.02%
20.49
-0.53%
5/23/2011
292.94
4.66%
104.66%
17.65
-2.65%
97.35%
20.59
0.49%
5/31/2011
286.51
-2.19%
97.81%
16
-9.35%
90.65%
20.52
-0.34%
6/6/2011
271.87
-5.11%
94.89%
13.75
-14.06%
85.94%
20.11
-2.00%
6/13/2011
268.97
-1.07%
98.93%
14.24
3.56%
103.56%
19.77
-1.69%
6/20/2011
293.25
9.03%
109.03%
13.65
-4.14%
95.86%
19.85
0.40%
6/27/2011
315.72
7.66%
107.66%
14.69
7.62%
107.62%
20.98
5.69%
7/5/2011
325.3
3.03%
103.03%
14.8
0.75%
100.75%
21.22
1.14%
7/11/2011
324.6
-0.22%
99.78%
14.12
-4.59%
95.41%
20.5
-3.39%
7/18/2011
335.52
3.36%
103.36%
14.48
2.55%
102.55%
21.6
5.37%
7/25/2011
324.58
-3.26%
96.74%
16.65
14.99%
114.99%
21.18
-1.94%
8/1/2011
311.52
-4.02%
95.98%
14.54
-12.67%
87.33%
18.88
-10.86%
8/8/2011
317.7
1.98%
101.98%
15.46
6.33%
106.33%
18.72
-0.85%
8/15/2011
279.37
-12.06%
87.94%
14.44
-6.60%
93.40%
18.6
-0.64%
8/22/2011
298.88
6.98%
106.98%
16.02
10.94%
110.94%
19.36
4.09%
8/29/2011
305.5
2.21%
102.21%
14.73
-8.05%
91.95%
19.41
0.26%
9/6/2011
305.17
-0.11%
99.89%
14.98
1.70%
101.70%
18.91
-2.58%
9/12/2011
318.06
4.22%
104.22%
17.14
14.42%
114.42%
20.2
6.82%
9/19/2011
320.5
0.77%
100.77%
15.35
-10.44%
89.56%
19.22
-4.85%
9/26/2011
302.95
-5.48%
94.52%
14.03
-8.60%
91.40%
19.4
0.94%
10/3/2011
294.59
-2.76%
97.24%
14.23
1.43%
101.43%
19.66
1.34%
10/10/2011
320.8
8.90%
108.90%
14.27
0.28%
100.28%
20.22
2.85%
10/17/2011
333.49
3.96%
103.96%
14.15
-0.84%
99.16%
20.74
2.57%
10/24/2011
341.4
2.37%
102.37%
13.86
-2.05%
97.95%
21.4
3.18%
10/31/2011
338.97
-0.71%
99.29%
14.26
2.89%
102.89%
20.36
-4.86%
11/7/2011
332.02
-2.05%
97.95%
13.9
-2.52%
97.48%
20.54
0.88%
11/14/2011
311.06
-6.31%
93.69%
12.32
-11.37%
88.63%
19.94
-2.92%
11/21/2011
300.75
-3.31%
96.69%
12.18
-1.14%
98.86%
19.64
-1.50%
11/28/2011
330.49
9.89%
109.89%
12.8
5.09%
105.09%
19.7
0.31%
12/5/2011
338.6
2.45%
102.45%
12.73
-0.55%
99.45%
19.5
-1.02%
12/12/2011
318.4
-5.97%
94.03%
12.23
-3.93%
96.07%
18.58
-4.72%
12/19/2011
335.32
5.31%
105.31%
12.74
4.17%
104.17%
19.65
5.76%
12/27/2011
337.74
0.72%
100.72%
12.12
-4.87%
95.13%
20.47
4.17%
1/3/2012
348.95
3.32%
103.32%
11.7
-3.47%
96.53%
21.39
4.49%
1/9/2012
354.62
1.62%
101.62%
13.31
13.76%
113.76%
22.44
4.91%
1/17/2012
356.39
0.50%
100.50%
12.1
-9.09%
90.91%
23.72
5.70%
1/23/2012
366.76
2.91%
102.91%
12.43
2.73%
102.73%
24.36
2.70%
1/30/2012
372.19
1.48%
101.48%
13.08
5.23%
105.23%
27.35
12.27%
2/6/2012
376.45
1.14%
101.14%
13.98
6.88%
106.88%
26.88
-1.72%
2/13/2012
384.7
2.19%
102.19%
13.04
-6.72%
93.28%
23.5
-12.57%
2/21/2012
387.42
0.71%
100.71%
12.69
-2.68%
97.32%
22.63
-3.70%
2/27/2012
394.39
1.80%
101.80%
12.53
-1.26%
98.74%
23.5
3.84%
3/5/2012
398.12
0.95%
100.95%
12.62
0.72%
100.72%
23.05
-1.91%
3/12/2012
410.91
3.21%
103.21%
13.54
7.29%
107.29%
23.36
1.34%
3/19/2012
415.51
1.12%
101.12%
13.98
3.25%
103.25%
23.42
0.26%
3/26/2012
418
0.60%
100.60%
12.72
-9.01%
90.99%
24.43
4.31%
4/2/2012
424.98
1.67%
101.67%
12.66
-0.47%
99.53%
23.88
-2.25%
4/9/2012
440.4
3.63%
103.63%
13.18
4.11%
104.11%
22.75
-4.73%
4/16/2012
419.26
-4.80%
95.20%
14.76
11.99%
111.99%
25.5
12.09%
4/23/2012
419.41
0.04%
100.04%
17.97
21.75%
121.75%
26.08
2.27%
4/30/2012
407.88
-2.75%
97.25%
18.07
0.56%
100.56%
25.14
-3.60%
5/7/2012
408.25
0.09%
100.09%
18.19
0.66%
100.66%
25.92
3.10%
5/14/2012
392.13
-3.95%
96.05%
16.61
-8.69%
91.31%
24.97
-3.67%
5/21/2012
400.42
2.11%
102.11%
17.45
5.06%
105.06%
25.25
1.12%
5/29/2012
397.14
-0.82%
99.18%
16.25
-6.88%
93.12%
24.33
-3.64%
6/4/2012
407.34
2.57%
102.57%
19.29
18.71%
118.71%
24.82
2.01%
6/11/2012
402.45
-1.20%
98.80%
20.72
7.41%
107.41%
25.15
1.33%
6/18/2012
415.48
3.24%
103.24%
20.97
1.21%
101.21%
25.26
0.44%
6/25/2012
379.95
-8.55%
91.45%
20.37
-2.86%
97.14%
25.64
1.50%
7/2/2012
383.49
0.93%
100.93%
20.22
-0.74%
99.26%
25.48
-0.62%
7/9/2012
392.37
2.32%
102.32%
19.37
-4.20%
95.80%
25.58
0.39%
7/16/2012
316.98
-19.21%
80.79%
19.41
0.21%
100.21%
26.54
3.75%
7/23/2012
296.08
-6.59%
93.41%
20.32
4.69%
104.69%
27.75
4.56%
7/30/2012
297.65
0.53%
100.53%
19.21
-5.46%
94.54%
28.43
2.45%
8/6/2012
295.39
-0.76%
99.24%
19.75
2.81%
102.81%
28.39
-0.14%
8/13/2012
299.1
1.26%
101.26%
20.01
1.32%
101.32%
28.38
-0.04%
8/20/2012
295
-1.37%
98.63%
22.25
11.19%
111.19%
28.65
0.95%
8/27/2012
288.64
-2.16%
97.84%
21.67
-2.61%
97.39%
28.84
0.66%
9/4/2012
326.35
13.06%
113.06%
21.03
-2.95%
97.05%
29.63
2.74%
9/10/2012
336.45
3.09%
103.09%
21.42
1.85%
101.85%
31.01
4.66%
9/17/2012
336.4
-0.01%
99.99%
21.1
-1.49%
98.51%
33.88
9.26%
9/24/2012
317.54
-5.61%
94.39%
20.4
-3.32%
96.68%
33.17
-2.10%
10/1/2012
280.93
-11.53%
88.47%
17.22
-15.59%
84.41%
34.72
4.67%
10/8/2012
290.47
3.40%
103.40%
17.64
2.44%
102.44%
33.97
-2.16%
10/15/2012
243
-16.34%
83.66%
17.33
-1.76%
98.24%
33.29
-2.00%
10/22/2012
251.52
3.51%
103.51%
16.15
-6.81%
93.19%
33.53
0.72%
10/31/2012
262.32
4.29%
104.29%
17.28
7.00%
107.00%
33.51
-0.06%
11/5/2012
259.52
-1.07%
98.93%
15.84
-8.33%
91.67%
32.51
-2.98%
11/12/2012
262.76
1.25%
101.25%
15.98
0.88%
100.88%
37.2
14.43%
11/19/2012
274.34
4.41%
104.41%
18.91
18.34%
118.34%
38.06
2.31%
11/26/2012
263.78
-3.85%
96.15%
19.46
2.91%
102.91%
37.5
-1.47%
12/3/2012
268.61
1.83%
101.83%
19.36
-0.51%
99.49%
36.96
-1.44%
12/10/2012
277.25
3.22%
103.22%
18.07
-6.66%
93.34%
37.12
0.43%
12/17/2012
292.52
5.51%
105.51%
18.69
3.43%
103.43%
36.39
-1.97%
12/24/2012
290.53
-0.68%
99.32%
18.15
-2.89%
97.11%
36.19
-0.55%
12/31/2012
300.18
3.32%
103.32%
18.91
4.19%
104.19%
37.86
4.61%
1/7/2013
300
-0.06%
99.94%
18.62
-1.53%
98.47%
39.04
3.12%
1/14/2013
295.02
-1.66%
98.34%
18.5
-0.64%
99.36%
39.14
0.26%
1/22/2013
303.48
2.87%
102.87%
18.16
-1.84%
98.16%
39.68
1.38%
1/28/2013
312.71
3.04%
103.04%
18.84
3.74%
103.74%
40.56
2.22%
2/4/2013
320.72
2.56%
102.56%
19.72
4.67%
104.67%
40.9
0.84%
2/11/2013
314.19
-2.04%
97.96%
21.76
10.34%
110.34%
41.6
1.71%
2/19/2013
315.51
0.42%
100.42%
20.52
-5.70%
94.30%
42.45
2.04%
2/25/2013
319.74
1.34%
101.34%
20.64
0.58%
100.58%
43.45
2.36%
3/4/2013
321.84
0.66%
100.66%
21.73
5.28%
105.28%
45.43
4.56%
3/11/2013
321.35
-0.15%
99.85%
21.66
-0.32%
99.68%
45.17
-0.57%
3/18/2013
318.23
-0.97%
99.03%
20.87
-3.65%
96.35%
45.51
0.75%
3/25/2013
325.87
2.40%
102.40%
21.15
1.34%
101.34%
48.94
7.54%
4/1/2013
328
0.65%
100.65%
20.59
-2.65%
97.35%
47.37
-3.21%
4/8/2013
341.91
4.24%
104.24%
22.36
8.60%
108.60%
51.93
9.63%
4/15/2013
366.25
7.12%
107.12%
21.63
-3.26%
96.74%
53.17
2.39%
4/22/2013
361.73
-1.23%
98.77%
20.87
-3.51%
96.49%
51.38
-3.37%
4/29/2013
367.35
1.55%
101.55%
21.26
1.87%
101.87%
55.15
7.34%
5/6/2013
370.01
0.72%
100.72%
21.93
3.15%
103.15%
52.88
-4.12%
5/13/2013
375.16
1.39%
101.39%
21.26
-3.06%
96.94%
56.3
6.47%
5/20/2013
368.27
-1.84%
98.16%
20.37
-4.19%
95.81%
55.81
-0.87%
5/28/2013
361
-1.97%
98.03%
22.5
10.46%
110.46%
54.48
-2.38%
6/3/2013
365.8
1.33%
101.33%
22.23
-1.20%
98.80%
52.89
-2.92%
6/10/2013
368.12
0.63%
100.63%
22.6
1.66%
101.66%
52.23
-1.25%
6/17/2013
361.64
-1.76%
98.24%
21.87
-3.23%
96.77%
48.83
-6.51%
6/24/2013
364.35
0.75%
100.75%
24.01
9.79%
109.79%
51.27
5.00%
7/1/2013
386.33
6.03%
106.03%
24.73
3.00%
103.00%
53.32
4.00%
7/8/2013
386.27
-0.02%
99.98%
26.29
6.31%
106.31%
57.34
7.54%
7/15/2013
408.97
5.88%
105.88%
26.74
1.71%
101.71%
60.1
4.81%
7/22/2013
405.87
-0.76%
99.24%
27.4
2.47%
102.47%
62.57
4.11%
7/29/2013
412.09
1.53%
101.53%
27.68
1.02%
101.02%
61.75
-1.31%
8/5/2013
405.74
-1.54%
98.46%
28.02
1.23%
101.23%
59.21
-4.11%
8/12/2013
401.94
-0.94%
99.06%
28.98
3.43%
103.43%
56.91
-3.88%
8/19/2013
402.79
0.21%
100.21%
30.77
6.18%
106.18%
59.64
4.80%
8/26/2013
408.17
1.34%
101.34%
30.73
-0.13%
99.87%
60.27
1.06%
9/3/2013
408.52
0.09%
100.09%
31.29
1.82%
101.82%
61.12
1.41%
9/9/2013
425.34
4.12%
104.12%
30.57
-2.30%
97.70%
63.53
3.94%
9/16/2013
415.08
-2.41%
97.59%
29.36
-3.96%
96.04%
63.86
0.52%
9/23/2013
419
0.94%
100.94%
30.45
3.71%
103.71%
63.54
-0.50%
9/30/2013
434.12
3.61%
103.61%
29.17
-4.20%
95.80%
63.04
-0.79%
10/7/2013
443.61
2.19%
102.19%
29.1
-0.24%
99.76%
62.69
-0.56%
10/14/2013
509.74
14.91%
114.91%
29.76
2.27%
102.27%
68.21
8.81%
10/21/2013
527.5
3.48%
103.48%
28.06
-5.71%
94.29%
69.68
2.16%
10/28/2013
527.6
0.02%
100.02%
29.14
3.85%
103.85%
70.97
1.85%
199
199
199
Median
0.96%
-0.13%
0.49%
Mean
0.99%
0.22%
0.66%
Geomean
0.88%
0.00%
0.58%
SD
4.71%
6.65%
3.84%
RFR
0.08%
0.08%
0.08%
19.35%
2.03%
14.97%
SE
0.33%
0.47%
0.27%
Prob(mean<0)
0.15%
32.24%
0.79%
121
121
121
Median
1.18%
-0.55%
0.26%
Mean
1.34%
-0.14%
0.18%
Geomean
1.24%
-0.40%
0.10%
SD
4.65%
7.26%
3.88%
RFR
0.09%
0.09%
0.09%
Sharpe Ratio
1st time period

N
Sharpe Ratio
27.03%
-3.08%
2.25%
SE
0.42%
0.66%
0.35%
Prob(mean<0)
0.07%
58.15%
30.98%
78
78
78
Median
0.69%
0.77%
1.00%
Mean
0.45%
0.77%
1.40%
Geomean
0.33%
0.61%
1.34%
SD
4.77%
5.59%
3.67%
RFR
0.07%
0.07%
0.07%
Sharpe Ratio
7.84%
12.38%
36.25%
SE
0.54%
0.63%
0.42%
20.38%
11.33%
0.04%
2nd time period

N
Prob(mean<0)
Plus 100%
WWE
15.00% Plus 100%
12.51
10.00%
Plus 100%
11
102.20%
12.27
-1.92%
101.23%
12.06
-1.71%
104.77%
12.28
1.82%
96.06%
12.36
0.65%
101.34%
12.34
103.91%
12.62
97.50%
13.09
100.00%
99.58%
PG
7.00%
Plus 100%
52.46
10.92
-0.73%
98.29%
9.9
101.82%
10.2
100.65%
-0.16%
2.27%
3.72%
13.78
13.53
100.93%
13.46
94.73%
13.78
100.66%
BAC
5.00%
16.51
99.27%
52.79
0.63%
100.63%
16
-3.09%
-9.34%
90.66%
52.73
3.03%
103.03%
53.81
-0.11%
99.89%
14.66
-8.38%
2.05%
102.05%
14.94
1.91%
10.27
0.69%
100.69%
53.59
-0.41%
99.59%
14.76
-1.20%
99.84%
10.47
1.95%
102.27%
10.63
1.53%
101.95%
53.99
0.75%
100.75%
14.22
-3.66%
101.53%
55.47
2.74%
102.74%
15.63
9.92%
103.72%
11.05
3.95%
103.95%
55.32
-0.27%
99.73%
16.39
4.86%
5.27%
105.27%
-1.81%
98.19%
12.24
10.77%
110.77%
55.68
0.65%
100.65%
16.44
0.31%
12.56
2.61%
102.61%
55.36
-0.57%
99.43%
16.59
0.91%
-0.52%
2.38%
99.48%
12.51
-0.40%
99.60%
55.81
0.81%
100.81%
16.56
-0.18%
102.38%
13.05
4.32%
104.32%
55.68
-0.23%
99.77%
17.62
6.40%
13.33
-3.27%
96.73%
11.89
-8.89%
91.11%
55.39
-0.52%
99.48%
17.76
0.79%
100.35%
13.47
99.78%
13.77
1.05%
101.05%
11.97
0.67%
100.67%
54.84
-0.99%
99.01%
18.3
3.04%
2.23%
102.23%
12.63
5.51%
105.51%
54.95
0.20%
100.20%
18.13
-0.93%
91.16%
14.62
6.17%
106.17%
13.38
5.94%
105.94%
55.55
1.09%
101.09%
18.15
0.11%
95.30%
96.62%
14.29
-2.26%
97.74%
12.26
-8.37%
91.63%
54.76
-1.42%
98.58%
17.55
-3.31%
12.85
-10.08%
89.92%
10.83
-11.66%
88.34%
53.13
-2.98%
97.02%
15.93
-9.23%
98.49%
96.77%
13.14
2.26%
102.26%
11.4
5.26%
105.26%
55.1
3.71%
103.71%
16.09
1.00%
12.81
-2.51%
97.49%
10.6
-7.02%
92.98%
54.49
-1.11%
98.89%
15.74
-2.18%
98.25%
12.98
1.33%
101.33%
11.04
4.15%
104.15%
53.82
-1.23%
98.77%
15.5
-1.52%
96.60%
12.76
-1.69%
98.31%
10.82
-1.99%
98.01%
53.56
-0.48%
99.52%
15.12
-2.45%
99.48%
13.2
3.45%
103.45%
10.73
-0.83%
99.17%
53.75
0.35%
100.35%
15.37
1.65%
104.35%
13.2
0.00%
100.00%
10.79
0.56%
100.56%
54
0.47%
100.47%
15.59
1.43%
100.89%
13.02
-1.36%
98.64%
10.12
-6.21%
93.79%
52.67
-2.46%
97.54%
15.19
-2.57%
95.93%
12.26
-5.84%
94.16%
9.68
-4.35%
95.65%
52.31
-0.68%
99.32%
13.64
-10.20%
99.66%
12.84
4.73%
104.73%
10.21
5.48%
105.48%
54.4
4.00%
104.00%
14.89
9.16%
91.94%
12.58
-2.02%
97.98%
10.67
4.51%
104.51%
54.61
0.39%
100.39%
13.77
-7.52%
104.70%
13.04
3.66%
103.66%
11.97
12.18%
112.18%
54.97
0.66%
100.66%
13.54
-1.67%
98.08%
99.64%
12.84
-1.53%
98.47%
12.02
0.42%
100.42%
54.3
-1.22%
98.78%
13.83
2.14%
107.50%
12.31
-4.13%
95.87%
12.27
2.08%
102.08%
53.29
-1.86%
98.14%
13.75
-0.58%
95.81%
11.31
-8.12%
91.88%
11.44
-6.76%
93.24%
53.11
-0.34%
99.66%
13.03
-5.24%
95.10%
11.25
-0.53%
99.47%
11.08
-3.15%
96.85%
53.26
0.28%
100.28%
12.68
-2.69%
99.63%
11.37
1.07%
101.07%
10.88
-1.81%
98.19%
53.1
-0.30%
99.70%
12.45
-1.81%
104.61%
11.39
0.18%
100.18%
11.36
4.41%
104.41%
53.53
0.81%
100.81%
13.31
6.91%
101.06%
11.65
2.28%
102.28%
11.1
-2.29%
97.71%
53.63
0.19%
100.19%
13.36
0.38%
100.52%
11.44
-1.80%
98.20%
11.76
5.95%
105.95%
54.13
0.93%
100.93%
13.21
-1.12%
105.73%
11.35
-0.79%
99.21%
11.82
0.51%
100.51%
54.73
1.11%
101.11%
13.41
1.51%
97.87%
11.47
1.06%
101.06%
11.54
-2.37%
97.63%
53.42
-2.39%
97.61%
13.11
-2.24%
101.62%
11.27
-1.74%
98.26%
12.86
11.44%
111.44%
54.92
2.81%
102.81%
13
-0.84%
103.80%
11.42
1.33%
101.33%
12.99
1.01%
101.01%
55.72
1.46%
101.46%
11.81
-9.15%
103.71%
11.5
0.70%
100.70%
13.13
1.08%
101.08%
56.72
1.79%
101.79%
11.28
-4.49%
101.38%
11.36
-1.22%
98.78%
13.3
1.29%
101.29%
56.88
0.28%
100.28%
11.29
0.09%
98.23%
11.55
1.67%
101.67%
15.26
14.74%
114.74%
58.16
2.25%
102.25%
12.19
7.97%
97.02%
11.18
-3.20%
96.80%
15.34
0.52%
100.52%
57.56
-1.03%
98.97%
11.95
-1.97%
100.74%
11.36
1.61%
101.61%
15.32
-0.13%
99.87%
57.31
-0.43%
99.57%
11.5
-3.77%
97.43%
11.51
1.32%
101.32%
15.15
-1.11%
98.89%
55.59
-3.00%
97.00%
10.96
-4.70%
100.38%
11.49
-0.17%
99.83%
15.81
4.36%
104.36%
55.77
0.32%
100.32%
11.7
6.75%
101.02%
12.18
6.01%
106.01%
15.75
-0.38%
99.62%
56.55
1.40%
101.40%
12.63
7.95%
98.83%
12.01
-1.40%
98.60%
15.81
0.38%
100.38%
57.99
2.55%
102.55%
12.41
-1.74%
97.53%
12.08
0.58%
100.58%
15.8
-0.06%
99.94%
58.37
0.66%
100.66%
12.89
3.87%
99.94%
11.98
-0.83%
99.17%
15.8
0.00%
100.00%
57.56
-1.39%
98.61%
13.17
2.17%
103.48%
11.95
-0.25%
99.75%
17.2
8.86%
108.86%
57.71
0.26%
100.26%
14.06
6.76%
101.92%
11.8
-1.26%
98.74%
17.56
2.09%
102.09%
58.63
1.59%
101.59%
15.05
7.04%
99.90%
11.36
-3.73%
96.27%
16.9
-3.76%
96.24%
59.41
1.33%
101.33%
14.06
-6.58%
100.05%
10.07
-11.36%
88.64%
15.31
-9.41%
90.59%
57.87
-2.59%
97.41%
13.42
-4.55%
101.57%
10.11
0.40%
100.40%
14.8
-3.33%
96.67%
57.33
-0.93%
99.07%
14.1
5.07%
98.92%
10.17
0.59%
100.59%
15.42
4.19%
104.19%
58.34
1.76%
101.76%
14.58
3.40%
102.40%
10.37
1.97%
101.97%
14.84
-3.76%
96.24%
57.96
-0.65%
99.35%
14.56
-0.14%
99.24%
10.68
2.99%
102.99%
14.19
-4.38%
95.62%
56.64
-2.28%
97.72%
14.01
-3.78%
104.36%
11.09
3.84%
103.84%
13.57
-4.37%
95.63%
55.91
-1.29%
98.71%
13.94
-0.50%
100.34%
10.95
-1.26%
98.74%
13.52
-0.37%
99.63%
55.42
-0.88%
99.12%
14.2
1.87%
98.33%
10.38
-5.21%
94.79%
13.64
0.89%
100.89%
54.62
-1.44%
98.56%
13.87
-2.32%
104.78%
10.84
4.43%
104.43%
14.13
3.59%
103.59%
54.87
0.46%
100.46%
13.17
-5.05%
101.38%
10.82
-0.18%
99.82%
14.27
0.99%
100.99%
55.96
1.99%
101.99%
13.2
0.23%
96.67%
10.8
-0.18%
99.82%
14.43
1.12%
101.12%
55.79
-0.30%
99.70%
13.31
0.83%
101.12%
9.73
-9.91%
90.09%
13.85
-4.02%
95.98%
57.85
3.69%
103.69%
12.66
-4.88%
93.67%
9.78
0.51%
100.51%
14.52
4.84%
104.84%
57.03
-1.42%
98.58%
12.16
-3.95%
99.44%
9.08
-7.16%
92.84%
14.56
0.28%
100.28%
58.98
3.42%
103.42%
12.13
-0.25%
105.56%
9.26
1.98%
101.98%
14.22
-2.34%
97.66%
59.32
0.58%
100.58%
12.16
0.25%
100.49%
8.9
-3.89%
96.11%
14.19
-0.21%
99.79%
60.76
2.43%
102.43%
11.78
-3.13%
99.47%
8.92
0.22%
100.22%
14.12
-0.49%
99.51%
61.22
0.76%
100.76%
11.44
-2.89%
100.49%
8.97
0.56%
100.56%
13.74
-2.69%
97.31%
60.16
-1.73%
98.27%
11.54
0.87%
99.66%
8.78
-2.12%
97.88%
13.19
-4.00%
96.00%
59.46
-1.16%
98.84%
11.15
-3.38%
98.00%
8.11
-7.63%
92.37%
12.57
-4.70%
95.30%
58.8
-1.11%
98.89%
10.68
-4.22%
98.31%
8.38
3.33%
103.33%
12.02
-4.38%
95.62%
58.79
-0.02%
99.98%
10.56
-1.12%
100.40%
8.44
0.72%
100.72%
12.46
3.66%
103.66%
56.88
-3.25%
96.75%
10.4
-1.52%
105.69%
8.58
1.66%
101.66%
13.2
5.94%
105.94%
58.41
2.69%
102.69%
10.96
5.38%
101.14%
8.61
0.35%
100.35%
13.07
-0.98%
99.02%
59.01
1.03%
101.03%
10.58
-3.47%
96.61%
8.62
0.12%
100.12%
12.32
-5.74%
94.26%
58.92
-0.15%
99.85%
9.88
-6.62%
105.37%
8.98
4.18%
104.18%
12.53
1.70%
101.70%
58.87
-0.08%
99.92%
10.01
1.32%
98.06%
8.81
-1.89%
98.11%
11.49
-8.30%
91.70%
56.34
-4.30%
95.70%
9.6
-4.10%
89.14%
8.44
-4.20%
95.80%
10.2
-11.23%
88.77%
55.52
-1.46%
98.54%
8.08
-15.83%
99.15%
8.26
-2.13%
97.87%
10.41
2.06%
102.06%
56.02
0.90%
100.90%
7.11
-12.00%
99.36%
7.72
-6.54%
93.46%
9.4
-9.70%
90.30%
55.86
-0.29%
99.71%
6.89
-3.09%
104.09%
7.93
2.72%
102.72%
9.79
4.15%
104.15%
57.33
2.63%
102.63%
7.67
11.32%
100.26%
7.91
-0.25%
99.75%
9.81
0.20%
100.20%
57.31
-0.03%
99.97%
7.17
-6.52%
97.42%
7.96
0.63%
100.63%
9.46
-3.57%
96.43%
56.66
-1.13%
98.87%
6.91
-3.63%
106.82%
8.26
3.77%
103.77%
10
5.71%
105.71%
58.94
4.02%
104.02%
7.16
3.62%
95.15%
8.07
-2.30%
97.70%
9.28
-7.20%
92.80%
56.12
-4.78%
95.22%
6.24
-12.85%
100.94%
7.9
-2.11%
97.89%
9.1
-1.94%
98.06%
57.89
3.15%
103.15%
6.06
-2.88%
101.34%
8.26
4.56%
104.56%
10.06
10.55%
110.55%
58.56
1.16%
101.16%
5.84
-3.63%
102.85%
8.8
6.54%
106.54%
10.88
8.15%
108.15%
59.46
1.54%
101.54%
6.13
4.97%
102.57%
9.42
7.05%
107.05%
11.54
6.07%
106.07%
61.21
2.94%
102.94%
6.39
4.24%
103.18%
9.23
-2.02%
97.98%
11.3
-2.08%
97.92%
59.79
-2.32%
97.68%
7.27
13.77%
95.14%
9.39
1.73%
101.73%
10.61
-6.11%
93.89%
58.22
-2.63%
97.37%
6.42
-11.69%
100.88%
9.07
-3.41%
96.59%
10.49
-1.13%
98.87%
59.02
1.37%
101.37%
6.15
-4.21%
97.08%
8.51
-6.17%
93.83%
9.51
-9.34%
90.66%
58.42
-1.02%
98.98%
5.72
-6.99%
98.50%
8.11
-4.70%
95.30%
9.18
-3.47%
96.53%
56.35
-3.54%
96.46%
5.12
-10.49%
100.31%
8.76
8.01%
108.01%
10.26
11.76%
111.76%
59.73
6.00%
106.00%
5.59
9.18%
98.98%
9.29
6.05%
106.05%
10.38
1.17%
101.17%
60.01
0.47%
100.47%
5.67
1.43%
95.28%
8.57
-7.75%
92.25%
9.65
-7.03%
92.97%
60.17
0.27%
100.27%
5.16
-8.99%
105.76%
8.47
-1.17%
98.83%
10.31
6.84%
106.84%
61.59
2.36%
102.36%
5.55
7.56%
104.17%
8.37
-1.18%
98.82%
10.13
-1.75%
98.25%
61.62
0.05%
100.05%
5.51
-0.72%
104.49%
8.65
3.35%
103.35%
11.02
8.79%
108.79%
61.3
-0.52%
99.48%
6.13
11.25%
104.91%
8.54
-1.27%
98.73%
11.33
2.81%
102.81%
60.79
-0.83%
99.17%
6.55
6.85%
105.70%
8.64
1.17%
101.17%
11.85
4.59%
104.59%
61.67
1.45%
101.45%
7.01
7.02%
102.70%
8.72
0.93%
100.93%
11.54
-2.62%
97.38%
59.87
-2.92%
97.08%
7.23
3.14%
112.27%
8.9
2.06%
102.06%
12.09
4.77%
104.77%
58.45
-2.37%
97.63%
7.77
7.47%
98.28%
8.72
-2.02%
97.98%
11.76
-2.73%
97.27%
59.48
1.76%
101.76%
2.96%
87.43%
8.7
-0.23%
99.77%
12.05
2.47%
102.47%
60.44
1.61%
101.61%
7.95
-0.62%
96.30%
8.21
-5.63%
94.37%
11.56
-4.07%
95.93%
62.11
2.76%
102.76%
7.81
-1.76%
103.84%
8.12
-1.10%
98.90%
12.02
3.98%
103.98%
62.08
-0.05%
99.95%
8.07
3.33%
98.09%
8.1
-0.25%
99.75%
11.89
-1.08%
98.92%
62.32
0.39%
100.39%
7.99
-0.99%
101.34%
8.01
-1.11%
98.89%
11.82
-0.59%
99.41%
62.62
0.48%
100.48%
9.73
21.78%
100.26%
-0.12%
99.88%
11.64
-1.52%
98.48%
62.78
0.26%
100.26%
9.78
0.51%
104.31%
8.07
0.88%
100.88%
11.79
1.29%
101.29%
62.58
-0.32%
99.68%
9.5
-2.86%
97.75%
7.58
-6.07%
93.93%
11.78
-0.08%
99.92%
62.67
0.14%
100.14%
9.16
-3.58%
95.27%
7.38
-2.64%
97.36%
11.26
-4.41%
95.59%
61.28
-2.22%
97.78%
8.62
-5.90%
112.09%
7.27
-1.49%
98.51%
10.78
-4.26%
95.74%
62.86
2.58%
102.58%
8.3
-3.71%
102.27%
7.21
-0.83%
99.17%
10.96
1.67%
101.67%
60.51
-3.74%
96.26%
8.19
-1.33%
96.40%
7.96
10.40%
110.40%
10.13
-7.57%
92.43%
60.36
-0.25%
99.75%
7.68
-6.23%
103.10%
0.50%
100.50%
10.04
-0.89%
99.11%
59.79
-0.94%
99.06%
7.5
-2.34%
96.33%
7.5
-6.25%
93.75%
9.5
-5.38%
94.62%
59.64
-0.25%
99.75%
6.97
-7.07%
101.12%
7.26
-3.20%
96.80%
10.06
5.89%
105.89%
58.68
-1.61%
98.39%
7.1
1.87%
96.36%
6.95
-4.27%
95.73%
9.6
-4.57%
95.43%
57.79
-1.52%
98.48%
6.98
-1.69%
102.01%
7.2
3.60%
103.60%
10.12
5.42%
105.42%
58.92
1.96%
101.96%
7.52
7.74%
101.33%
6.92
-3.89%
96.11%
9.82
-2.96%
97.04%
59.04
0.20%
100.20%
7.85
4.39%
100.44%
6.98
0.87%
100.87%
9.67
-1.53%
98.47%
56.18
-4.84%
95.16%
7.89
0.51%
101.50%
7.23
3.58%
103.58%
9.1
-5.89%
94.11%
57.51
2.37%
102.37%
8.13
3.04%
99.38%
7.22
-0.14%
99.86%
9.02
-0.88%
99.12%
57.54
0.05%
100.05%
7.62
-6.27%
100.39%
7.22
0.00%
100.00%
8.8
-2.44%
97.56%
61.12
6.22%
106.22%
7.77
1.97%
103.75%
7.16
-0.83%
99.17%
8.74
-0.68%
99.32%
61.31
0.31%
100.31%
7.03
-9.52%
104.56%
7.26
1.40%
101.40%
8.54
-2.29%
97.71%
61.65
0.55%
100.55%
7.27
3.41%
102.45%
7.41
2.07%
102.07%
8.67
1.52%
101.52%
62.04
0.63%
100.63%
7.39
1.65%
99.86%
7.72
4.18%
104.18%
8.92
2.88%
102.88%
63.24
1.93%
101.93%
7.69
4.06%
99.96%
7.91
2.46%
102.46%
9.19
3.03%
103.03%
63.46
0.35%
100.35%
7.95
3.38%
100.95%
7.43
-6.07%
93.93%
9.06
-1.41%
98.59%
63.48
0.03%
100.03%
8.11
2.01%
100.66%
8.21
10.50%
110.50%
8.91
-1.66%
98.34%
63.64
0.25%
100.25%
7.94
-2.10%
102.74%
8.18
-0.37%
99.63%
9.68
8.64%
108.64%
64.9
1.98%
101.98%
8.76
10.33%
104.66%
8.34
1.96%
101.96%
10.05
3.82%
103.82%
65.5
0.92%
100.92%
9.51
8.56%
109.26%
8.06
-3.36%
96.64%
9.92
-1.29%
98.71%
65.75
0.38%
100.38%
9.07
-4.63%
97.90%
7.54
-6.45%
93.55%
9.41
-5.14%
94.86%
65.69
-0.09%
99.91%
8.79
-3.09%
104.67%
7.73
2.52%
102.52%
9.7
3.08%
103.08%
65.95
0.40%
100.40%
9.28
5.57%
97.84%
7.7
-0.39%
99.61%
9.66
-0.41%
99.59%
64.35
-2.43%
97.57%
9.08
-2.16%
98.00%
7.55
-1.95%
98.05%
9.71
0.52%
100.52%
65.48
1.76%
101.76%
9.4
3.52%
100.72%
7.64
1.19%
101.19%
9.89
1.85%
101.85%
66.31
1.27%
101.27%
9.08
-3.40%
99.94%
7.73
1.18%
101.18%
10.71
8.29%
108.29%
66.07
-0.36%
99.64%
9.8
7.93%
97.02%
7.51
-2.85%
97.15%
10.48
-2.15%
97.85%
63.99
-3.15%
96.85%
9.39
-4.18%
114.43%
7.22
-3.86%
96.14%
10.07
-3.91%
96.09%
63.81
-0.28%
99.72%
9.08
-3.30%
102.31%
7.47
3.46%
103.46%
10.64
5.66%
105.66%
66.45
4.14%
104.14%
9.85
8.48%
98.53%
7.56
1.20%
101.20%
10.98
3.20%
103.20%
66.68
0.35%
100.35%
9.81
-0.41%
98.56%
7.51
-0.66%
99.34%
11.01
0.27%
100.27%
67.12
0.66%
100.66%
10.6
8.05%
100.43%
7.64
1.73%
101.73%
10.64
-3.36%
96.64%
66.78
-0.51%
99.49%
10.54
-0.57%
98.03%
7.59
-0.65%
99.35%
11.37
6.86%
106.86%
65.62
-1.74%
98.26%
11.25
6.74%
99.45%
7.34
-3.29%
96.71%
12.34
8.53%
108.53%
64.12
-2.29%
97.71%
11.32
0.62%
104.61%
7.69
4.77%
104.77%
13.01
5.43%
105.43%
65.97
2.89%
102.89%
12.07
6.63%
103.12%
7.64
-0.65%
99.35%
13.42
3.15%
103.15%
66.1
0.20%
100.20%
11.59
-3.98%
100.26%
7.85
2.75%
102.75%
13.53
0.82%
100.82%
67.33
1.86%
101.86%
11.1
-4.23%
101.38%
7.94
1.15%
101.15%
13.12
-3.03%
96.97%
70.51
4.72%
104.72%
11.58
4.32%
102.22%
8.15
2.64%
102.64%
12.58
-4.12%
95.88%
73.08
3.64%
103.64%
11.67
0.78%
100.84%
8.07
-0.98%
99.02%
12.65
0.56%
100.56%
72.92
-0.22%
99.78%
11.72
0.43%
101.71%
8.24
2.11%
102.11%
12.58
-0.55%
99.45%
73.68
1.04%
101.04%
11.99
2.30%
102.04%
8.17
-0.85%
99.15%
12.05
-4.21%
95.79%
74.11
0.58%
100.58%
11.4
-4.92%
102.36%
8.16
-0.12%
99.88%
12.18
1.08%
101.08%
73.63
-0.65%
99.35%
11.31
-0.79%
104.56%
8.34
2.21%
102.21%
12.54
2.96%
102.96%
74.3
0.91%
100.91%
12.04
6.45%
99.43%
8.25
-1.08%
98.92%
12.99
3.59%
103.59%
73.49
-1.09%
98.91%
12.54
4.15%
100.75%
8.39
1.70%
101.70%
12.81
-1.39%
98.61%
74.38
1.21%
101.21%
12.53
-0.08%
107.54%
8.51
1.43%
101.43%
12.7
-0.86%
99.14%
74.18
-0.27%
99.73%
12.15
-3.03%
96.79%
8.46
-0.59%
99.41%
12.02
-5.35%
94.65%
75.31
1.52%
101.52%
11.94
-1.73%
109.63%
8.78
3.78%
103.78%
13.07
8.74%
108.74%
77.09
2.36%
102.36%
12.14
1.68%
102.39%
8.36
-4.78%
95.22%
12.49
-4.44%
95.56%
78.39
1.69%
101.69%
11.63
-4.20%
96.63%
8.84
5.74%
105.74%
13.2
5.68%
105.68%
74.77
-4.62%
95.38%
12.39
6.53%
107.34%
8.97
1.47%
101.47%
13.46
1.97%
101.97%
75.82
1.40%
101.40%
12.21
-1.45%
95.88%
9.06
1.00%
101.00%
13.73
2.01%
102.01%
76.38
0.74%
100.74%
12.98
6.31%
106.47%
8.92
-1.55%
98.45%
14.67
6.85%
106.85%
77.6
1.60%
101.60%
13.39
3.16%
99.13%
8.95
0.34%
100.34%
14.39
-1.91%
98.09%
79.4
2.32%
102.32%
13.2
-1.42%
97.62%
9.39
4.92%
104.92%
15.26
6.05%
106.05%
74.44
-6.25%
93.75%
13.62
3.18%
97.08%
9.48
0.96%
100.96%
15.31
0.33%
100.33%
75.4
1.29%
101.29%
13.35
-1.98%
98.75%
9.68
2.11%
102.11%
14.96
-2.29%
97.71%
75.67
0.36%
100.36%
13.04
-2.32%
93.49%
9.61
-0.72%
99.28%
14.6
-2.41%
97.59%
75.09
-0.77%
99.23%
12.67
-2.84%
105.00%
10.07
4.79%
104.79%
15.05
3.08%
103.08%
74.66
-0.57%
99.43%
12.84
1.34%
104.00%
10.36
2.88%
102.88%
16.25
7.97%
107.97%
75.97
1.75%
101.75%
13.03
1.48%
107.54%
10.75
3.76%
103.76%
16.65
2.46%
102.46%
79.08
4.09%
104.09%
13.75
5.53%
104.81%
10.9
1.40%
101.40%
16.31
-2.04%
97.96%
79.5
0.53%
100.53%
14.72
7.05%
104.11%
10.58
-2.94%
97.06%
16.56
1.53%
101.53%
78.54
-1.21%
98.79%
14.7
-0.14%
98.69%
10.15
-4.06%
95.94%
17.13
3.44%
103.44%
79.42
1.12%
101.12%
14.81
0.75%
95.89%
9.96
-1.87%
98.13%
16.66
-2.74%
97.26%
79.76
0.43%
100.43%
14.42
-2.63%
96.12%
9.68
-2.81%
97.19%
15.95
-4.26%
95.74%
78.06
-2.13%
97.87%
14.39
-0.21%
104.80%
9.84
1.65%
101.65%
16.1
0.94%
100.94%
78.17
0.14%
100.14%
14.54
1.04%
101.06%
9.54
-3.05%
96.95%
15.85
-1.55%
98.45%
76.1
-2.65%
97.35%
14.09
-3.09%
101.41%
9.96
4.40%
104.40%
16.64
4.98%
104.98%
75.37
-0.96%
99.04%
14.34
1.77%
103.94%
10.04
0.80%
100.80%
16.98
2.04%
102.04%
77.23
2.47%
102.47%
14.47
0.91%
100.52%
9.58
-4.58%
95.42%
17.02
0.24%
100.24%
77.56
0.43%
100.43%
14.42
-0.35%
99.50%
9.95
3.86%
103.86%
16.69
-1.94%
98.06%
75.43
-2.75%
97.25%
13.88
-3.74%
99.21%
10.78
8.34%
108.34%
16.73
0.24%
100.24%
74.27
-1.54%
98.46%
14.03
1.08%
99.44%
10.95
1.58%
101.58%
16.75
0.12%
100.12%
76.67
3.23%
103.23%
14.17
1.00%
108.81%
11.39
4.02%
104.02%
17.16
2.45%
102.45%
78.19
1.98%
101.98%
14.61
3.11%
102.16%
11.76
3.25%
103.25%
17.23
0.41%
100.41%
78.77
0.74%
100.74%
14.24
-2.53%
101.85%
13.1
11.39%
111.39%
16.63
-3.48%
96.52%
79.9
1.43%
101.43%
14
-1.69%
199
199
199
199
0.18%
0.24%
0.28%
-0.25%
0.09%
0.32%
0.23%
0.05%
0.02%
0.21%
0.21%
-0.08%
3.62%
4.69%
1.95%
5.19%
0.08%
0.08%
0.08%
0.08%
0.18%
5.00%
7.60%
-0.61%
0.26%
0.33%
0.14%
0.37%
36.50%
17.04%
4.80%
44.54%
121
121
121
121
-0.18%
0.00%
0.19%
-0.99%
-0.30%
0.07%
0.13%
-0.47%
-0.37%
-0.07%
0.12%
-0.63%
3.69%
5.20%
1.88%
5.74%
0.09%
0.09%
0.09%
0.09%
-10.63%
-0.43%
2.43%
-9.70%
0.34%
0.47%
0.17%
0.52%
81.80%
44.50%
21.74%
81.54%
78
78
78
78
1.07%
0.30%
0.41%
0.76%
0.70%
0.71%
0.38%
0.86%
0.64%
0.64%
0.36%
0.77%
3.44%
3.78%
2.07%
4.12%
0.07%
0.07%
0.07%
0.07%
18.16%
16.76%
14.92%
18.99%
0.39%
0.43%
0.23%
0.47%
3.66%
4.94%
5.15%
3.33%
Plus 100%
Port
Plus 100%
S&P
Plus 100%
RFR
Port-RFR S&P-RFR
Port Moving S&P Moving

Avg
Avg
1144.98
96.91%
2.66%
102.66%
1136.03
-0.78%
99.22%
0.10%
2.56%
-0.88%
91.63%
-2.44%
97.56%
1091.76
-3.90%
96.10%
0.10%
-2.54%
-4.00%
101.91%
0.46%
100.46%
1073.87
-1.64%
98.36%
0.10%
0.36%
-1.74%
98.80%
-1.28%
98.72%
1066.19
-0.72%
99.28%
0.10%
-1.38%
-0.81%
96.34%
3.22%
103.22%
1075.51
0.87%
100.87%
0.10%
3.12%
0.78%
109.92%
3.37%
103.37%
1109.17
3.13%
103.13%
0.10%
3.27%
3.03%
104.86%
1.01%
101.01%
1104.49
-0.42%
99.58%
0.10%
0.91%
-0.52%
100.31%
3.44%
103.44%
1138.7
3.10%
103.10%
0.10%
3.34%
3.00%
100.91%
2.40%
102.40%
1149.99
0.99%
100.99%
0.10%
2.30%
0.89%
99.82%
-0.30%
99.70%
1159.9
0.86%
100.86%
0.10%
-0.40%
0.76%
106.40%
2.89%
102.89%
1166.59
0.58%
100.58%
0.10%
2.79%
0.48%
100.79%
-1.36%
98.64%
1178.1
0.99%
100.99%
0.10%
-1.46%
0.89%
1.17%
0.26%
103.04%
3.07%
103.07%
1194.37
1.38%
101.38%
0.10%
2.97%
1.28%
1.21%
0.44%
99.07%
1.11%
101.11%
1192.13
-0.19%
99.81%
0.10%
1.01%
-0.29%
1.50%
0.74%
100.11%
5.26%
105.26%
1217.28
2.11%
102.11%
0.10%
5.16%
2.01%
1.90%
1.06%
96.69%
-5.22%
94.78%
1186.69
-2.51%
97.49%
0.10%
-5.32%
-2.61%
1.57%
0.91%
90.77%
-7.30%
92.70%
1110.88
-6.39%
93.61%
0.10%
-7.40%
-6.49%
0.70%
0.30%
101.00%
4.44%
104.44%
1135.68
2.23%
102.23%
0.10%
4.35%
2.13%
0.79%
0.23%
97.82%
-2.93%
97.07%
1087.69
-4.23%
95.77%
0.09%
-3.02%
-4.32%
0.46%
-0.09%
98.48%
2.36%
102.36%
1089.41
0.16%
100.16%
0.10%
2.27%
0.06%
0.37%
-0.33%
97.55%
-2.23%
97.77%
1064.88
-2.25%
97.75%
0.09%
-2.32%
-2.34%
-0.02%
-0.60%
101.65%
4.51%
104.51%
1091.6
2.51%
102.51%
0.09%
4.42%
2.42%
0.38%
-0.47%
101.43%
3.03%
103.03%
1117.51
2.37%
102.37%
0.09%
2.94%
2.28%
0.40%
-0.32%
97.43%
-3.67%
96.33%
1076.76
-3.65%
96.35%
0.09%
-3.76%
-3.74%
0.20%
-0.70%
89.80%
-5.24%
94.76%
1022.58
-5.03%
94.97%
0.09%
-5.33%
-5.12%
-0.49%
-1.24%
109.16%
2.33%
102.33%
1077.96
5.42%
105.42%
0.09%
2.24%
5.32%
-0.39%
-0.77%
92.48%
-5.27%
94.73%
1064.88
-1.21%
98.79%
0.09%
-5.36%
-1.30%
-1.26%
-1.05%
98.33%
5.11%
105.11%
1102.66
3.55%
103.55%
0.09%
5.02%
3.46%
-0.40%
-0.54%
102.14%
2.25%
102.25%
1101.6
-0.10%
99.90%
0.09%
2.16%
-0.19%
0.39%
-0.02%
99.42%
-0.74%
99.26%
1121.64
1.82%
101.82%
0.09%
-0.83%
1.73%
-0.04%
-0.05%
94.76%
-7.87%
92.13%
1079.25
-3.78%
96.22%
0.09%
-7.96%
-3.87%
-0.45%
-0.02%
97.31%
0.55%
100.55%
1071.69
-0.70%
99.30%
0.09%
0.46%
-0.79%
-0.60%
-0.09%
98.19%
-1.05%
98.95%
1064.59
-0.66%
99.34%
0.09%
-1.14%
-0.75%
-0.50%
0.04%
106.91%
4.28%
104.28%
1104.51
3.75%
103.75%
0.08%
4.19%
3.67%
-0.52%
0.15%
100.38%
-2.67%
97.33%
1109.55
0.46%
100.46%
0.08%
-2.75%
0.38%
-1.00%
-0.01%
98.88%
1.57%
101.57%
1125.59
1.45%
101.45%
0.08%
1.49%
1.36%
-0.56%
0.41%
101.51%
0.46%
100.46%
1148.67
2.05%
102.05%
0.08%
0.38%
1.97%
-0.09%
1.00%
97.76%
-0.15%
99.85%
1146.24
-0.21%
99.79%
0.09%
-0.23%
-0.30%
-0.29%
0.53%
99.16%
4.16%
104.16%
1165.15
1.65%
101.65%
0.09%
4.07%
1.56%
0.49%
0.77%
90.85%
0.88%
100.88%
1176.19
0.95%
100.95%
0.09%
0.79%
0.86%
0.14%
0.56%
95.51%
3.27%
103.27%
1183.08
0.59%
100.59%
0.09%
3.18%
0.50%
0.22%
0.61%
100.09%
-2.90%
97.10%
1183.26
0.02%
100.02%
0.09%
-2.99%
-0.07%
0.04%
0.46%
107.97%
5.76%
105.76%
1225.85
3.60%
103.60%
0.09%
5.67%
3.51%
1.18%
1.08%
98.03%
-1.25%
98.75%
1199.21
-2.17%
97.83%
0.09%
-1.34%
-2.26%
1.03%
0.95%
96.23%
1.21%
101.21%
1199.73
0.04%
100.04%
0.09%
1.12%
-0.05%
1.22%
1.01%
95.30%
2.75%
102.75%
1189.4
-0.86%
99.14%
0.09%
2.66%
-0.95%
1.09%
0.63%
106.75%
-1.35%
98.65%
1224.71
2.97%
102.97%
0.09%
-1.45%
2.88%
1.20%
0.84%
107.95%
1.47%
101.47%
1240.4
1.28%
101.28%
0.09%
1.38%
1.19%
1.19%
0.82%
98.26%
-0.94%
99.06%
1243.91
0.28%
100.28%
0.09%
-1.03%
0.19%
1.08%
0.68%
103.87%
-2.52%
97.48%
1256.77
1.03%
101.03%
0.09%
-2.61%
0.94%
0.88%
0.78%
102.17%
-1.71%
98.29%
1257.64
0.07%
100.07%
0.10%
-1.81%
-0.03%
0.39%
0.65%
106.76%
3.38%
103.38%
1271.5
1.10%
101.10%
0.09%
3.29%
1.01%
0.60%
0.66%
107.04%
3.72%
103.72%
1293.24
1.71%
101.71%
0.09%
3.63%
1.62%
0.64%
0.76%
93.42%
-2.95%
97.05%
1283.35
-0.76%
99.24%
0.09%
-3.05%
-0.86%
0.63%
0.69%
95.45%
-3.79%
96.21%
1276.34
-0.55%
99.45%
0.09%
-3.88%
-0.64%
-0.16%
0.35%
105.07%
4.98%
104.98%
1310.87
2.71%
102.71%
0.10%
4.89%
2.61%
0.35%
0.75%
103.40%
2.54%
102.54%
1329.15
1.39%
101.39%
0.09%
2.45%
1.30%
0.47%
0.86%
99.86%
-1.21%
98.79%
1343.01
1.04%
101.04%
0.10%
-1.30%
0.95%
0.14%
1.02%
96.22%
-2.22%
97.78%
1319.88
-1.72%
98.28%
0.10%
-2.32%
-1.82%
0.06%
0.63%
99.50%
0.48%
100.48%
1321.15
0.10%
100.10%
0.10%
0.38%
0.00%
-0.02%
0.53%
101.87%
-0.62%
99.38%
1304.28
-1.28%
98.72%
0.10%
-0.72%
-1.37%
0.01%
0.40%
97.68%
-3.01%
96.99%
1279.21
-1.92%
98.08%
0.10%
-3.11%
-2.02%
-0.03%
0.16%
94.95%
3.04%
103.04%
1313.8
2.70%
102.70%
0.10%
2.94%
2.61%
0.36%
0.38%
100.23%
3.66%
103.66%
1332.41
1.42%
101.42%
0.10%
3.57%
1.32%
0.39%
0.40%
100.83%
-0.51%
99.49%
1328.17
-0.32%
99.68%
0.10%
-0.61%
-0.41%
0.03%
0.23%
95.12%
-0.45%
99.55%
1319.68
-0.64%
99.36%
0.10%
-0.55%
-0.74%
0.24%
0.24%
96.05%
-1.41%
98.59%
1337.38
1.34%
101.34%
0.10%
-1.51%
1.24%
0.44%
0.40%
99.75%
-3.31%
96.69%
1363.61
1.96%
101.96%
0.10%
-3.41%
1.86%
-0.25%
0.34%
100.25%
0.57%
100.57%
1340.2
-1.72%
98.28%
0.10%
0.47%
-1.81%
-0.42%
0.08%
96.88%
0.54%
100.54%
1337.77
-0.18%
99.82%
0.10%
0.44%
-0.28%
-0.27%
-0.02%
97.11%
-0.45%
99.55%
1333.27
-0.34%
99.66%
0.09%
-0.54%
-0.43%
-0.12%
0.09%
100.87%
0.46%
100.46%
1331.1
-0.16%
99.84%
0.09%
0.37%
-0.26%
-0.12%
0.07%
96.62%
-3.45%
96.55%
1300.16
-2.32%
97.68%
0.09%
-3.54%
-2.42%
-0.36%
-0.01%
95.78%
-6.35%
93.65%
1270.98
-2.24%
97.76%
0.09%
-6.45%
-2.34%
-0.64%
-0.04%
98.88%
0.15%
100.15%
1271.5
0.04%
100.04% 0.09%
0.05%
-0.05%
-0.88%
-0.26%
98.48%
1.67%
101.67%
1268.45
-0.24%
99.76% 0.09%
1.58%
-0.33%
-1.05%
-0.40%
105.38%
5.76%
105.76%
1339.67
5.61%
105.61% 0.09%
5.67%
5.52%
-0.52%
0.09%
96.53%
0.97%
100.97%
1343.8
0.31%
100.31% 0.09%
0.87%
0.22%
-0.40%
0.17%
93.38%
-2.48%
97.52%
1316.14
-2.06%
97.94% 0.10%
-2.58%
-2.15%
-0.49%
-0.11%
101.32%
3.17%
103.17%
1345.02
2.19%
102.19% 0.10%
3.08%
2.10%
0.05%
-0.09%
95.90%
0.21%
100.21%
1292.28
-3.92%
96.08% 0.09%
0.12%
-4.01%
0.02%
-0.28%
84.17%
-8.14%
91.86%
1199.38
-7.19%
92.81% 0.09%
-8.23%
-7.28%
-0.71%
-0.86%
88.00%
0.96%
100.96%
1178.81
-1.72%
98.28% 0.09%
0.87%
-1.81%
-0.59%
-0.97%
96.91%
-6.58%
93.42%
1123.53
-4.69%
95.31% 0.08%
-6.66%
-4.77%
-1.18%
-1.35%
111.32%
6.24%
106.24%
1176.8
4.74%
104.74% 0.08%
6.16%
4.66%
-0.37%
-0.76%
93.48%
-1.36%
98.64%
1173.97
-0.24%
99.76% 0.08%
-1.44%
-0.32%
0.05%
-0.60%
96.37%
-0.67%
99.33%
1154.23
-1.68%
98.32% 0.08%
-0.76%
-1.76%
-0.02%
-0.74%
103.62%
6.77%
106.77%
1216.01
5.35%
105.35% 0.08%
6.68%
5.27%
0.40%
-0.27%
87.15%
-4.81%
95.19%
1136.43
-6.54%
93.46% 0.08%
-4.89%
-6.62%
-0.48%
-1.29%
97.12%
-3.35%
96.65%
1131.42
-0.44%
99.56% 0.08%
-3.43%
-0.52%
-0.84%
-1.35%
96.37%
1.47%
101.47%
1155.46
2.12%
102.12% 0.08%
1.40%
2.05%
-0.51%
-1.00%
104.97%
4.94%
104.94%
1224.58
5.98%
105.98% 0.08%
4.87%
5.91%
-0.36%
-0.69%
104.24%
3.37%
103.37%
1238.25
1.12%
101.12% 0.07%
3.29%
1.04%
-0.10%
-0.27%
113.77%
0.77%
100.77%
1285.09
3.78%
103.78% 0.08%
0.69%
3.71%
0.65%
0.65%
88.31%
-1.59%
98.41%
1253.23
-2.48%
97.52% 0.08%
-1.67%
-2.55%
0.43%
0.59%
95.79%
-1.60%
98.40%
1263.85
0.85%
100.85% 0.07%
-1.67%
0.77%
0.85%
1.05%
93.01%
-6.66%
93.34%
1215.65
-3.81%
96.19% 0.07%
-6.73%
-3.89%
-0.23%
0.33%
89.51%
-3.15%
96.85%
1158.67
-4.69%
95.31% 0.07%
-3.22%
-4.76%
-0.38%
-0.04%
109.18%
6.80%
106.80%
1244.28
7.39%
107.39% 0.07%
6.73%
7.32%
0.25%
0.72%
101.43%
1.45%
101.45%
1255.19
0.88%
100.88% 0.07%
1.38%
0.80%
-0.20%
0.35%
91.01%
-5.42%
94.58%
1219.66
-2.83%
97.17% 0.08%
-5.50%
-2.91%
-0.25%
0.66%
107.56%
4.25%
104.25%
1265.33
3.74%
103.74% 0.08%
4.18%
3.67%
0.39%
1.00%
99.28%
-0.43%
99.57%
1257.6
-0.61%
99.39% 0.07%
-0.50%
-0.68%
0.23%
0.78%
111.25%
2.85%
102.85%
1277.81
1.61%
101.61% 0.07%
2.78%
1.53%
0.05%
0.41%
106.85%
4.42%
104.42%
1289.09
0.88%
100.88% 0.07%
4.34%
0.81%
0.14%
0.39%
107.02%
0.42%
100.42%
1315.38
2.04%
102.04% 0.07%
0.35%
1.97%
0.11%
0.25%
103.14%
1.59%
101.59%
1316.33
0.07%
100.07% 0.07%
1.52%
0.00%
0.38%
0.46%
107.47%
4.62%
104.62%
1344.9
2.17%
102.17% 0.07%
4.55%
2.10%
0.90%
0.57%
102.96%
1.05%
101.05%
1342.64
-0.17%
99.83% 0.07%
0.97%
-0.24%
1.54%
0.87%
99.38%
-2.77%
97.23%
1361.23
1.38%
101.38% 0.07%
-2.84%
1.31%
1.57%
1.38%
98.24%
-2.17%
97.83%
1365.74
0.33%
100.33% 0.07%
-2.25%
0.26%
0.82%
0.79%
103.33%
1.29%
101.29%
1369.63
0.28%
100.28% 0.07%
1.21%
0.21%
0.81%
0.74%
99.01%
-0.13%
99.87%
1370.87
0.09%
100.09% 0.07%
-0.20%
0.02%
1.25%
0.99%
121.78%
3.40%
103.40%
1404.17
2.43%
102.43% 0.07%
3.33%
2.36%
1.18%
0.88%
100.51%
0.85%
100.85%
1397.11
-0.50%
99.50% 0.07%
0.78%
-0.58%
1.28%
0.89%
97.14%
-0.78%
99.22%
1408.47
0.81%
100.81% 0.08%
-0.86%
0.74%
0.98%
0.82%
96.42%
-1.17%
98.83%
1398.08
-0.74%
99.26% 0.08%
-1.25%
-0.81%
0.52%
0.68%
94.10%
-0.41%
99.59%
1370.26
-1.99%
98.01% 0.08%
-0.49%
-2.07%
0.45%
0.35%
96.29%
2.72%
102.72%
1378.53
0.60%
100.60% 0.08%
2.64%
0.53%
0.54%
0.39%
98.67%
4.48%
104.48%
1403.36
1.80%
101.80% 0.07%
4.41%
1.73%
0.53%
0.36%
93.77%
-0.75%
99.25%
1369.1
-2.44%
97.56% 0.07%
-0.82%
-2.52%
0.38%
0.17%
97.66%
0.52%
100.52%
1353.39
-1.15%
98.85% 0.07%
0.44%
-1.22%
0.65%
-0.04%
92.93%
-5.23%
94.77%
1295.22
-4.30%
95.70% 0.07%
-5.30%
-4.37%
0.40%
-0.42%
101.87%
1.83%
101.83%
1317.82
1.74%
101.74% 0.07%
1.76%
1.67%
0.44%
-0.30%
98.31%
-3.52%
96.48%
1278.04
-3.02%
96.98% 0.07%
-3.59%
-3.09%
0.16%
-0.56%
107.74%
6.35%
106.35%
1325.66
3.73%
103.73% 0.07%
6.28%
3.66%
0.41%
-0.45%
104.39%
0.78%
100.78%
1342.84
1.30%
101.30% 0.07%
0.71%
1.23%
0.40%
-0.30%
100.51%
0.79%
100.79%
1335.02
-0.58%
99.42% 0.07%
0.72%
-0.65%
0.53%
-0.42%
103.04%
-2.17%
97.83%
1362.16
2.03%
102.03% 0.07%
-2.24%
1.96%
0.45%
-0.19%
93.73%
-0.45%
99.55%
1354.68
-0.55%
99.45% 0.07%
-0.51%
-0.62%
0.45%
-0.07%
101.97%
0.10%
100.10%
1356.78
0.16%
100.16% 0.07%
0.03%
0.09%
0.23%
-0.11%
90.48%
-4.73%
95.27%
1362.66
0.43%
100.43% 0.07%
-4.80%
0.37%
-0.54%
-0.22%
103.41%
0.30%
100.30%
1385.97
1.71%
101.71% 0.07%
0.24%
1.65%
-0.45%
0.13%
101.65%
0.07%
100.07%
1390.99
0.36%
100.36% 0.06%
0.01%
0.30%
-0.49%
0.25%
104.06%
1.60%
101.60%
1405.87
1.07%
101.07% 0.06%
1.54%
1.01%
0.08%
0.70%
103.38%
1.44%
101.44%
1418.16
0.87%
100.87% 0.06%
1.37%
0.81%
0.05%
0.63%
102.01%
1.12%
101.12%
1411.13
-0.50%
99.50% 0.07%
1.05%
-0.56%
0.43%
0.84%
97.90%
0.38%
100.38%
1406.58
-0.32%
99.68% 0.07%
0.31%
-0.39%
-0.06%
0.50%
110.33%
4.63%
104.63%
1437.92
2.23%
102.23% 0.07%
4.57%
2.16%
0.26%
0.58%
108.56%
3.15%
103.15%
1465.77
1.94%
101.94% 0.06%
3.09%
1.87%
0.45%
0.79%
95.37%
0.53%
100.53%
1460.15
-0.38%
99.62% 0.06%
0.46%
-0.45%
0.68%
0.58%
96.91%
-4.08%
95.92%
1440.67
-1.33%
98.67% 0.07%
-4.15%
-1.40%
0.37%
0.52%
105.57%
-4.17%
95.83%
1460.93
1.41%
101.41% 0.07%
-4.23%
1.34%
0.02%
0.62%
97.84%
0.57%
100.57%
1428.59
-2.21%
97.79% 0.06%
0.51%
-2.28%
0.46%
0.40%
103.52%
-4.74%
95.26%
1433.19
0.32%
100.32% 0.07%
-4.80%
0.26%
0.04%
0.29%
96.60%
-0.07%
99.93%
1411.94
-1.48%
98.52% 0.07%
-0.14%
-1.55%
0.03%
0.13%
107.93%
3.84%
103.84%
1414.2
0.16%
100.16% 0.07%
3.77%
0.09%
0.22%
0.06%
95.82%
-3.54%
96.46%
1379.85
-2.43%
97.57% 0.07%
-3.61%
-2.50%
-0.20%
-0.22%
96.70%
1.93%
101.93%
1359.88
-1.45%
98.55% 0.07%
1.87%
-1.51%
-0.13%
-0.30%
108.48%
6.98%
106.98%
1409.15
3.62%
103.62% 0.06%
6.92%
3.56%
0.42%
0.03%
99.59%
-0.14%
99.86%
1416.18
0.50%
100.50% 0.07%
-0.21%
0.43%
0.02%
-0.11%
108.05%
0.47%
100.47%
1418.07
0.13%
100.13% 0.07%
0.41%
0.07%
-0.20%
-0.26%
99.43%
-0.59%
99.41%
1413.58
-0.32%
99.68% 0.07%
-0.66%
-0.38%
-0.29%
-0.26%
106.74%
2.51%
102.51%
1430.15
1.17%
101.17% 0.07%
2.44%
1.10%
0.25%
-0.05%
100.62%
-0.62%
99.38%
1402.43
-1.94%
98.06% 0.07%
-0.69%
-2.01%
0.55%
-0.33%
106.63%
4.29%
104.29%
1466.47
4.57%
104.57% 0.07%
4.22%
4.50%
0.86%
0.24%
96.02%
0.27%
100.27%
1472.05
0.38%
100.38% 0.07%
0.20%
0.31%
1.28%
0.24%
95.77%
-0.08%
99.92%
1485.98
0.95%
100.95% 0.07%
-0.16%
0.88%
1.28%
0.45%
104.32%
1.01%
101.01%
1502.96
1.14%
101.14% 0.07%
0.94%
1.07%
1.04%
0.53%
100.78%
2.19%
102.19%
1513.17
0.68%
100.68% 0.07%
2.12%
0.61%
1.52%
0.79%
100.43%
1.64%
101.64%
1517.93
0.31%
100.31% 0.07%
1.57%
0.24%
1.49%
0.93%
102.30%
2.32%
102.32%
1519.79
0.12%
100.12% 0.07%
2.24%
0.05%
1.11%
0.64%
95.08%
-1.42%
98.58%
1515.6
-0.28%
99.72% 0.07%
-1.49%
-0.35%
1.00%
0.58%
99.21%
0.88%
100.88%
1518.2
0.17%
100.17% 0.07%
0.81%
0.10%
1.03%
0.58%
106.45%
3.05%
103.05%
1551.18
2.17%
102.17% 0.07%
2.98%
2.10%
1.34%
0.79%
104.15%
0.12%
100.12%
1560.7
0.61%
100.61% 0.07%
0.05%
0.54%
1.14%
0.74%
99.92%
-0.64%
99.36%
1556.89
-0.24%
99.76% 0.07%
-0.71%
-0.32%
1.14%
0.88%
96.97%
2.18%
102.18%
1569.19
0.79%
100.79% 0.08%
2.11%
0.71%
0.96%
0.57%
98.27%
-1.55%
98.45%
1553.28
-1.01%
98.99% 0.07%
-1.62%
-1.09%
0.81%
0.45%
101.68%
6.20%
106.20%
1588.85
2.29%
102.29% 0.07%
6.13%
2.22%
1.33%
0.56%
95.80%
0.30%
100.30%
1555.25
-2.11%
97.89% 0.07%
0.23%
-2.19%
1.27%
0.29%
106.53%
-0.18%
99.82%
1582.24
1.74%
101.74% 0.07%
-0.25%
1.66%
1.08%
0.38%
98.55%
2.53%
102.53%
1614.42
2.03%
102.03% 0.07%
2.46%
1.96%
1.15%
0.52%
106.31%
0.79%
100.79%
1633.7
1.19%
101.19% 0.07%
0.72%
1.12%
1.02%
0.61%
103.16%
1.62%
101.62%
1667.47
2.07%
102.07% 0.07%
1.55%
2.00%
1.28%
0.81%
98.58%
-1.50%
98.50%
1649.6
-1.07%
98.93% 0.07%
-1.57%
-1.14%
1.08%
0.70%
103.18%
2.23%
102.23%
1630.74
-1.14%
98.86% 0.07%
2.16%
-1.22%
1.01%
0.43%
98.02%
-0.27%
99.73%
1643.38
0.78%
100.78% 0.07%
-0.34%
0.70%
0.98%
0.44%
97.68%
0.26%
100.26%
1626.73
-1.01%
98.99% 0.08%
0.19%
-1.09%
1.05%
0.38%
97.16%
-2.80%
97.20%
1592.43
-2.11%
97.89% 0.08%
-2.88%
-2.19%
0.64%
0.14%
101.34%
4.10%
104.10%
1606.28
0.87%
100.87% 0.08%
4.02%
0.79%
1.11%
0.29%
101.48%
4.25%
104.25%
1631.89
1.59%
101.59% 0.08%
4.17%
1.51%
0.94%
0.23%
105.53%
3.99%
103.99%
1680.19
2.96%
102.96% 0.08%
3.91%
2.88%
1.25%
0.66%
107.05%
3.07%
103.07%
1692.09
0.71%
100.71% 0.08%
2.99%
0.63%
1.52%
0.57%
99.86%
0.67%
100.67%
1691.65
-0.03%
99.97% 0.08%
0.58%
-0.11%
1.37%
0.40%
100.75%
0.20%
100.20%
1709.67
1.07%
101.07% 0.08%
0.12%
0.98%
1.32%
0.39%
97.37%
-1.54%
98.46%
1691.42
-1.07%
98.93% 0.08%
-1.62%
-1.15%
1.06%
0.13%
99.79%
-1.26%
98.74%
1655.83
-2.10%
97.90% 0.08%
-1.34%
-2.19%
1.08%
0.04%
101.04%
2.56%
102.56%
1663.5
0.46%
100.46% 0.08%
2.47%
0.38%
1.10%
0.18%
96.91%
-0.45%
99.55%
1632.97
-1.84%
98.16% 0.09%
-0.54%
-1.92%
1.09%
-0.04%
101.77%
1.82%
101.82%
1655.17
1.36%
101.36% 0.09%
1.73%
1.27%
1.22%
0.16%
100.91%
1.82%
101.82%
1687.99
1.98%
101.98% 0.09%
1.74%
1.90%
1.60%
0.50%
99.65%
-1.95%
98.05%
1709.91
1.30%
101.30% 0.09%
-2.04%
1.21%
1.10%
0.53%
96.26%
0.89%
100.89%
1691.75
-1.06%
98.94% 0.09%
0.81%
-1.15%
0.82%
0.31%
101.08%
1.14%
101.14%
1690.5
-0.07%
99.93% 0.09%
1.05%
-0.16%
0.58%
0.06%
101.00%
0.92%
100.92%
1703.2
0.75%
100.75% 0.09%
0.84%
0.67%
0.40%
0.06%
103.11%
6.91%
106.91%
1744.5
2.42%
102.42% 0.09%
6.82%
2.34%
0.92%
0.27%
97.47%
0.57%
100.57%
1759.77
0.88%
100.88% 0.09%
0.48%
0.79%
0.95%
0.25%
98.31%
2.48%
102.48%
1761.64
0.11%
100.11% 0.09%
2.40%
0.02%
1.29%
0.35%
199
199
0.54%
0.31%
0.47%
0.24%
0.43%
0.22%
3.03%
2.22%
0.08%
0.08%
12.90%
7.16%
0.22%
0.16%
1.38%
6.28%
121
121
0.46%
0.16%
0.29%
0.18%
0.23%
0.15%
3.30%
2.55%
0.09%
0.09%
6.04%
3.62%
0.30%
0.23%
16.93%
21.86%
78
78
0.62%
0.41%
0.76%
0.34%
0.73%
0.32%
2.56%
1.60%
0.07%
0.07%
26.97%
16.50%
0.29%
0.18%
0.42%
3.13%
0.08%
0.09%
0.07%
CMG
Date
25.00%
Plus 100%
SKX
20.00%
Plus 100%
30.5
GILD
18.00%
Plus 100%
11/4/2013
535.2
67.37
11/11/2013
546.97
2.20%
102.20%
31.99
4.89%
104.89%
69.89
3.74%
103.74%
11/18/2013
537.48
-1.74%
98.26%
32.81
2.56%
102.56%
74.27
6.27%
106.27%
11/25/2013
523.86
-2.53%
97.47%
33.62
2.47%
102.47%
74.81
0.73%
100.73%
12/2/2013
525.81
0.37%
100.37%
33.82
0.59%
100.59%
73.99
-1.10%
98.90%
12/9/2013
512.85
-2.46%
97.54%
33.1
-2.13%
97.87%
71.4
-3.50%
96.50%
12/16/2013
533.14
3.96%
103.96%
33.25
0.45%
100.45%
74.66
4.57%
104.57%
12/23/2013
530.75
-0.45%
99.55%
33.07
-0.54%
99.46%
74.45
-0.28%
99.72%
12/30/2013
531.31
0.11%
100.11%
34.04
2.93%
102.93%
74.32
-0.17%
99.83%
1/6/2014
538.57
1.37%
101.37%
32.34
-4.99%
95.01%
74.87
0.74%
100.74%
1/13/2014
527.61
-2.04%
97.96%
29.26
-9.52%
90.48%
78.4
4.71%
104.71%
1/21/2014
492.48
-6.66%
93.34%
27.26
-6.84%
93.16%
80.62
2.83%
102.83%
1/27/2014
551.96
12.08%
112.08%
28.89
5.98%
105.98%
80.65
0.04%
100.04%
2/3/2014
549.29
-0.48%
99.52%
28.99
0.35%
100.35%
78.75
-2.36%
97.64%
2/10/2014
554.11
0.88%
100.88%
35.47
22.35%
122.35%
81.21
3.12%
103.12%
2/18/2014
549.49
-0.83%
99.17%
34.22
-3.52%
96.48%
82.59
1.70%
101.70%
2/24/2014
565.21
2.86%
102.86%
33.73
-1.43%
98.57%
82.79
0.24%
100.24%
3/3/2014
593.41
4.99%
104.99%
35.55
5.40%
105.40%
79.58
-3.88%
96.12%
3/10/2014
575.96
-2.94%
97.06%
34.71
-2.36%
97.64%
75.05
-5.69%
94.31%
3/17/2014
611.12
6.10%
106.10%
34.75
0.12%
100.12%
72.07
-3.97%
96.03%
3/24/2014
567.17
-7.19%
92.81%
35.01
0.75%
100.75%
68.55
-4.88%
95.12%
3/31/2014
555.16
-2.12%
97.88%
35.73
2.06%
102.06%
72.2
5.32%
105.32%
4/7/2014
534.87
-3.65%
96.35%
33.21
-7.05%
92.95%
66.03
-8.55%
91.45%
4/14/2014
519.61
-2.85%
97.15%
35.26
6.17%
106.17%
70
6.01%
106.01%
4/21/2014
502.31
-3.33%
96.67%
40.05
13.58%
113.58%
73.9
5.57%
105.57%
4/28/2014
476.28
-5.18%
94.82%
39.66
-0.97%
99.03%
74.08
0.24%
100.24%
25
25
25
Median
-0.83%
0.45%
0.24%
Mean
-0.38%
1.25%
0.46%
Geomean
-0.47%
1.06%
0.38%
4.21%
6.57%
4.02%
SD
RFR
Sharpe Ratio
SE
Prob(mean<0)
0.08%
0.08%
0.08%
-11.09%
17.75%
9.30%
0.84%
1.31%
0.80%
67.50%
17.06%
28.42%
RFR data from http://www.federalreserve.gov/datadownload/Build.aspx?rel=H15

all other data from http://www.finance.yahoo.com
WWE
15.00%
Plus 100%
12.78
10.00%
Plus 100%
16.59
PG
7.00%
Plus 100%
81.24
13.16
2.97%
102.97%
16.8
1.27%
101.27%
83.54
14.24
8.21%
108.21%
16.74
15.12
6.18%
106.18%
16.81
-0.36%
99.64%
0.42%
100.42%
14.27
-5.62%
94.38%
16.44
-2.20%
97.80%
14.25
-0.14%
15.34
7.65%
99.86%
16.33
-0.67%
107.65%
15.18
-7.04%
16.02
4.43%
104.43%
15.06
15.84
16.96
-1.12%
98.88%
7.07%
107.07%
19.47
14.80%
114.80%
20.76
6.63%
106.63%
24.09
16.04%
23.05
23.41
24.57
BAC
5.00%
Plus 100%
Port
14.3
2.83%
102.83%
14.9
4.20%
104.20%
3.18%
83.64
0.12%
100.12%
15.62
4.83%
104.83%
2.65%
82.93
-0.85%
99.15%
15.8
1.15%
101.15%
0.96%
83.22
0.35%
100.35%
15.55
-1.58%
98.42%
-1.10%
99.33%
81.1
-2.55%
97.45%
15.17
-2.44%
97.56%
-2.06%
92.96%
80.58
-0.64%
99.36%
15.59
2.77%
102.77%
2.44%
-0.79%
99.21%
80.75
0.21%
100.21%
15.66
0.45%
100.45%
0.35%
15.27
1.39%
101.39%
79.21
-1.91%
98.09%
16.4
4.73%
104.73%
0.66%
15.82
3.60%
103.60%
79.07
-0.18%
99.82%
16.76
2.20%
102.20%
0.99%
16.26
2.78%
102.78%
78.65
-0.53%
99.47%
17
1.43%
101.43%
0.97%
15.58
-4.18%
95.82%
78.55
-0.13%
99.87%
16.44
-3.29%
96.71%
-2.12%
116.04%
14.84
-4.75%
95.25%
76.01
-3.23%
96.77%
16.74
1.82%
101.82%
6.02%
-4.32%
95.68%
14.85
0.07%
100.07%
76.7
0.91%
100.91%
16.81
0.42%
100.42%
-1.03%
1.56%
101.56%
15.12
1.82%
101.82%
78.77
2.70%
102.70%
16.69
-0.71%
99.29%
5.82%
4.96%
104.96%
15.04
-0.53%
99.47%
77.35
-1.80%
98.20%
16.28
-2.46%
97.54%
-0.17%
22.83
-7.08%
92.92%
15.27
1.53%
101.53%
78.04
0.89%
100.89%
16.52
1.47%
101.47%
-0.30%
29.52
29.30%
129.30%
15.5
1.51%
101.51%
77.76
-0.36%
99.64%
17.33
4.90%
104.90%
6.39%
30.94
4.81%
104.81%
14.96
-3.48%
96.52%
78.35
0.76%
100.76%
16.8
-3.06%
96.94%
-1.96%
30.83
-0.36%
99.64%
15.35
2.61%
102.61%
77.26
-1.39%
98.61%
17.56
4.52%
104.52%
1.17%
27.52
-10.74%
89.26%
15.33
-0.13%
99.87%
79.13
2.42%
102.42%
16.98
-3.30%
96.70%
-4.15%
28.02
1.82%
101.82%
16
4.37%
104.37%
79.14
0.01%
100.01%
16.72
-1.53%
98.47%
1.47%
20.29
-27.59%
72.41%
15.51
-3.06%
96.94%
80.12
1.24%
101.24%
15.77
-5.68%
94.32%
-8.50%
21.57
6.31%
106.31%
15.88
2.39%
102.39%
81.11
1.24%
101.24%
16.15
2.41%
102.41%
3.00%
20.29
-5.93%
94.07%
15.66
-1.39%
98.61%
81.41
0.37%
100.37%
15.95
-1.24%
98.76%
1.82%
19.51
-3.84%
96.16%
15.85
1.21%
101.21%
82.94
1.88%
101.88%
14.95
-6.27%
93.73%
-2.08%
25
25
25
25
25
2.97%
0.07%
0.12%
0.45%
0.96%
2.24%
-0.14%
0.09%
0.23%
0.58%
1.71%
-0.18%
0.08%
0.18%
0.53%
10.44%
2.77%
1.55%
3.26%
3.25%
0.08%
0.08%
0.08%
0.08%
0.08%
20.64%
-8.28%
0.63%
4.43%
15.13%
2.09%
0.55%
0.31%
0.65%
0.65%
14.18%
60.32%
38.01%
36.27%
18.76%
Plus 100%
S&P
Plus 100%
RFR
1770.61
103.18%
1798.18
1.56%
101.56% 0.08%
102.65%
1804.76
0.37%
100.37% 0.08%
100.96%
1805.81
0.06%
100.06% 0.09%
98.90%
1805.09
-0.04%
99.96% 0.09%
97.94%
1775.32
-1.65%
98.35% 0.09%
102.44%
1818.32
2.42%
102.42% 0.09%
100.35%
1841.4
1.27%
101.27% 0.09%
100.66%
1831.37
-0.54%
99.46% 0.09%
100.99%
1842.37
0.60%
100.60% 0.09%
100.97%
1838.7
-0.20%
99.80% 0.09%
97.88%
1790.29
-2.63%
97.37% 0.09%
106.02%
1782.59
-0.43%
99.57% 0.09%
98.97%
1797.02
0.81%
100.81% 0.08%
105.82%
1838.63
2.32%
102.32% 0.08%
99.83%
1836.25
-0.13%
99.87% 0.08%
99.70%
1859.45
1.26%
101.26% 0.08%
106.39%
1878.04
1.00%
101.00% 0.08%
98.04%
1841.13
-1.97%
98.03% 0.08%
101.17%
1866.52
1.38%
101.38% 0.08%
95.85%
1857.62
-0.48%
99.52% 0.08%
101.47%
1865.09
0.40%
100.40% 0.08%
91.50%
1815.69
-2.65%
97.35% 0.08%
103.00%
1864.85
2.71%
102.71% 0.08%
101.82%
1863.4
-0.08%
99.92% 0.08%
97.92%
1881.14
0.95%
100.95% 0.08%
25
0.37%
0.25%
0.24%
1.43%
0.08%
11.74%
0.29%
18.87%
0.08%
Date
CMG
SKX
GILD
WWE
PG
BAC
1/4/2010
1/11/2010
6.71%
5.29%
2.20%
-1.92%
-0.73%
0.63%
-3.09%
1/19/2010
-0.30%
-4.83%
1.23%
-1.71%
-9.34%
-0.11%
-8.38%
1/25/2010
-1.34%
-4.40%
4.77%
1.82%
3.03%
2.05%
1.91%
2/1/2010
-1.31%
-1.60%
-3.94%
0.65%
0.69%
-0.41%
-1.20%
2/8/2010
10.16%
1.99%
1.34%
-0.16%
1.95%
0.75%
-3.66%
2/16/2010
0.11%
7.28%
3.91%
2.27%
1.53%
2.74%
9.92%
2/22/2010
-0.27%
1.72%
-2.50%
3.72%
3.95%
-0.27%
4.86%
3/1/2010
5.65%
0.49%
0.00%
5.27%
10.77%
0.65%
0.31%
3/8/2010
3.93%
7.48%
-0.42%
-1.81%
2.61%
-0.57%
0.91%
3/15/2010
-1.17%
-0.54%
0.93%
-0.52%
-0.40%
0.81%
-0.18%
3/22/2010
0.34%
13.30%
-5.27%
2.38%
4.32%
-0.23%
6.40%
3/29/2010
0.40%
-1.02%
0.66%
-3.27%
-8.89%
-0.52%
0.79%
4/5/2010
7.02%
4.70%
0.35%
1.05%
0.67%
-0.99%
3.04%
4/12/2010
1.25%
-0.08%
-0.22%
2.23%
5.51%
0.20%
-0.93%
4/19/2010
15.26%
7.15%
-8.84%
6.17%
5.94%
1.09%
0.11%
4/26/2010
-5.64%
-7.59%
-4.70%
-2.26%
-8.37%
-1.42%
-3.31%
5/3/2010
-4.51%
-11.11%
-3.38%
-10.08%
-11.66%
-2.98%
-9.23%
5/10/2010
7.59%
8.21%
-1.51%
2.26%
5.26%
3.71%
1.00%
5/17/2010
-2.05%
-2.85%
-3.23%
-2.51%
-7.02%
-1.11%
-2.18%
5/24/2010
4.79%
5.13%
-1.75%
1.33%
4.15%
-1.23%
-1.52%
6/1/2010
1.08%
-6.37%
-3.40%
-1.69%
-1.99%
-0.48%
-2.45%
6/7/2010
3.94%
15.39%
-0.52%
3.45%
-0.83%
0.35%
1.65%
6/14/2010
2.18%
7.71%
4.35%
0.00%
0.56%
0.47%
1.43%
6/21/2010
-3.86%
-8.67%
0.89%
-1.36%
-6.21%
-2.46%
-2.57%
6/28/2010
-6.54%
-5.02%
-4.07%
-5.84%
-4.35%
-0.68%
-10.20%
7/6/2010
2.31%
-0.89%
-0.34%
4.73%
5.48%
4.00%
9.16%
7/12/2010
-2.56%
-14.88%
-8.06%
-2.02%
4.51%
0.39%
-7.52%
7/19/2010
6.34%
4.74%
4.70%
3.66%
12.18%
0.66%
-1.67%
7/26/2010
1.65%
10.35%
-0.36%
-1.53%
0.42%
-1.22%
2.14%
8/2/2010
2.50%
-10.73%
7.50%
-4.13%
2.08%
-1.86%
-0.58%
8/9/2010
-5.92%
-17.28%
-4.19%
-8.12%
-6.76%
-0.34%
-5.24%
8/16/2010
5.06%
3.40%
-4.90%
-0.53%
-3.15%
0.28%
-2.69%
8/23/2010
2.13%
-6.92%
-0.37%
1.07%
-1.81%
-0.30%
-1.81%
8/30/2010
6.85%
4.32%
4.61%
0.18%
4.41%
0.81%
6.91%
9/7/2010
1.53%
-16.95%
1.06%
2.28%
-2.29%
0.19%
0.38%
9/13/2010
1.39%
3.98%
0.52%
-1.80%
5.95%
0.93%
-1.12%
9/20/2010
2.90%
-6.91%
5.73%
-0.79%
0.51%
1.11%
1.51%
9/27/2010
0.76%
2.04%
-2.13%
1.06%
-2.37%
-2.39%
-2.24%
10/4/2010
1.18%
12.68%
1.62%
-1.74%
11.44%
2.81%
-0.84%
10/11/2010
3.01%
-2.52%
3.80%
1.33%
1.01%
1.46%
-9.15%
10/18/2010
13.14%
-4.00%
3.71%
0.70%
1.08%
1.79%
-4.49%
10/25/2010
2.16%
-18.28%
1.38%
-1.22%
1.29%
0.28%
0.09%
11/1/2010
9.68%
6.89%
-1.77%
1.67%
14.74%
2.25%
7.97%
11/8/2010
1.50%
-2.45%
-2.98%
-3.20%
0.52%
-1.03%
-1.97%
11/15/2010
-0.75%
6.27%
0.74%
1.61%
-0.13%
-0.43%
-3.77%
11/22/2010
10.07%
5.29%
-2.57%
1.32%
-1.11%
-3.00%
-4.70%
11/29/2010
-7.71%
-1.32%
0.38%
-0.17%
4.36%
0.32%
6.75%
12/6/2010
0.96%
-1.56%
1.02%
6.01%
-0.38%
1.40%
7.95%
12/13/2010
-0.08%
-3.13%
-1.17%
-1.40%
0.38%
2.55%
-1.74%
12/20/2010
-4.09%
-6.84%
-2.47%
0.58%
-0.06%
0.66%
3.87%
12/27/2010
-6.85%
0.60%
-0.06%
-0.83%
0.00%
-1.39%
2.17%
1/3/2011
5.45%
0.95%
3.48%
-0.25%
8.86%
0.26%
6.76%
1/10/2011
4.74%
8.52%
1.92%
-1.26%
2.09%
1.59%
7.04%
1/18/2011
-4.79%
-2.83%
-0.10%
-3.73%
-3.76%
1.33%
-6.58%
1/24/2011
-1.88%
-1.36%
0.05%
-11.36%
-9.41%
-2.59%
-4.55%
1/31/2011
12.25%
8.62%
1.57%
0.40%
-3.33%
-0.93%
5.07%
2/7/2011
9.10%
-1.71%
-1.08%
0.59%
4.19%
1.76%
3.40%
2/14/2011
-3.19%
-3.52%
2.40%
1.97%
-3.76%
-0.65%
-0.14%
2/22/2011
-4.53%
-3.05%
-0.76%
2.99%
-4.38%
-2.28%
-3.78%
2/28/2011
2.67%
-5.01%
4.36%
3.84%
-4.37%
-1.29%
-0.50%
3/7/2011
-0.88%
-1.36%
0.34%
-1.26%
-0.37%
-0.88%
1.87%
3/14/2011
-2.35%
-6.06%
-1.67%
-5.21%
0.89%
-1.44%
-2.32%
3/21/2011
4.02%
1.84%
4.78%
4.43%
3.59%
0.46%
-5.05%
3/28/2011
6.72%
7.55%
1.38%
-0.18%
0.99%
1.99%
0.23%
4/4/2011
-1.74%
2.08%
-3.33%
-0.18%
1.12%
-0.30%
0.83%
4/11/2011
5.90%
-1.26%
1.12%
-9.91%
-4.02%
3.69%
-4.88%
4/18/2011
-2.75%
0.74%
-6.33%
0.51%
4.84%
-1.42%
-3.95%
4/25/2011
-3.79%
-7.21%
-0.56%
-7.16%
0.28%
3.42%
-0.25%
5/2/2011
0.49%
-3.36%
5.56%
1.98%
-2.34%
0.58%
0.25%
5/9/2011
4.59%
-0.54%
0.49%
-3.89%
-0.21%
2.43%
-3.13%
5/16/2011
-0.18%
-0.98%
-0.53%
0.22%
-0.49%
0.76%
-2.89%
5/23/2011
4.66%
-2.65%
0.49%
0.56%
-2.69%
-1.73%
0.87%
5/31/2011
-2.19%
-9.35%
-0.34%
-2.12%
-4.00%
-1.16%
-3.38%
6/6/2011
-5.11%
-14.06%
-2.00%
-7.63%
-4.70%
-1.11%
-4.22%
6/13/2011
-1.07%
3.56%
-1.69%
3.33%
-4.38%
-0.02%
-1.12%
6/20/2011
9.03%
-4.14%
0.40%
0.72%
3.66%
-3.25%
-1.52%
6/27/2011
7.66%
7.62%
5.69%
1.66%
5.94%
2.69%
5.38%
7/5/2011
3.03%
0.75%
1.14%
0.35%
-0.98%
1.03%
-3.47%
7/11/2011
-0.22%
-4.59%
-3.39%
0.12%
-5.74%
-0.15%
-6.62%
7/18/2011
3.36%
2.55%
5.37%
4.18%
1.70%
-0.08%
1.32%
7/25/2011
-3.26%
14.99%
-1.94%
-1.89%
-8.30%
-4.30%
-4.10%
8/1/2011
-4.02%
-12.67%
-10.86%
-4.20%
-11.23%
-1.46%
-15.83%
8/8/2011
1.98%
6.33%
-0.85%
-2.13%
2.06%
0.90%
-12.00%
8/15/2011
-12.06%
-6.60%
-0.64%
-6.54%
-9.70%
-0.29%
-3.09%
8/22/2011
6.98%
10.94%
4.09%
2.72%
4.15%
2.63%
11.32%
8/29/2011
2.21%
-8.05%
0.26%
-0.25%
0.20%
-0.03%
-6.52%
9/6/2011
-0.11%
1.70%
-2.58%
0.63%
-3.57%
-1.13%
-3.63%
9/12/2011
4.22%
14.42%
6.82%
3.77%
5.71%
4.02%
3.62%
9/19/2011
0.77%
-10.44%
-4.85%
-2.30%
-7.20%
-4.78%
-12.85%
9/26/2011
-5.48%
-8.60%
0.94%
-2.11%
-1.94%
3.15%
-2.88%
10/3/2011
-2.76%
1.43%
1.34%
4.56%
10.55%
1.16%
-3.63%
10/10/2011
8.90%
0.28%
2.85%
6.54%
8.15%
1.54%
4.97%
10/17/2011
3.96%
-0.84%
2.57%
7.05%
6.07%
2.94%
4.24%
10/24/2011
2.37%
-2.05%
3.18%
-2.02%
-2.08%
-2.32%
13.77%
10/31/2011
-0.71%
2.89%
-4.86%
1.73%
-6.11%
-2.63%
-11.69%
11/7/2011
-2.05%
-2.52%
0.88%
-3.41%
-1.13%
1.37%
-4.21%
11/14/2011
-6.31%
-11.37%
-2.92%
-6.17%
-9.34%
-1.02%
-6.99%
11/21/2011
-3.31%
-1.14%
-1.50%
-4.70%
-3.47%
-3.54%
-10.49%
11/28/2011
9.89%
5.09%
0.31%
8.01%
11.76%
6.00%
9.18%
12/5/2011
2.45%
-0.55%
-1.02%
6.05%
1.17%
0.47%
1.43%
12/12/2011
-5.97%
-3.93%
-4.72%
-7.75%
-7.03%
0.27%
-8.99%
12/19/2011
5.31%
4.17%
5.76%
-1.17%
6.84%
2.36%
7.56%
12/27/2011
0.72%
-4.87%
4.17%
-1.18%
-1.75%
0.05%
-0.72%
1/3/2012
3.32%
-3.47%
4.49%
3.35%
8.79%
-0.52%
11.25%
1/9/2012
1.62%
13.76%
4.91%
-1.27%
2.81%
-0.83%
6.85%
1/17/2012
0.50%
-9.09%
5.70%
1.17%
4.59%
1.45%
7.02%
1/23/2012
2.91%
2.73%
2.70%
0.93%
-2.62%
-2.92%
3.14%
1/30/2012
1.48%
5.23%
12.27%
2.06%
4.77%
-2.37%
7.47%
2/6/2012
1.14%
6.88%
-1.72%
-2.02%
-2.73%
1.76%
2.96%
2/13/2012
2.19%
-6.72%
-12.57%
-0.23%
2.47%
1.61%
-0.62%
2/21/2012
0.71%
-2.68%
-3.70%
-5.63%
-4.07%
2.76%
-1.76%
2/27/2012
1.80%
-1.26%
3.84%
-1.10%
3.98%
-0.05%
3.33%
3/5/2012
0.95%
0.72%
-1.91%
-0.25%
-1.08%
0.39%
-0.99%
3/12/2012
3.21%
7.29%
1.34%
-1.11%
-0.59%
0.48%
21.78%
3/19/2012
1.12%
3.25%
0.26%
-0.12%
-1.52%
0.26%
0.51%
3/26/2012
0.60%
-9.01%
4.31%
0.88%
1.29%
-0.32%
-2.86%
4/2/2012
1.67%
-0.47%
-2.25%
-6.07%
-0.08%
0.14%
-3.58%
4/9/2012
3.63%
4.11%
-4.73%
-2.64%
-4.41%
-2.22%
-5.90%
4/16/2012
-4.80%
11.99%
12.09%
-1.49%
-4.26%
2.58%
-3.71%
4/23/2012
0.04%
21.75%
2.27%
-0.83%
1.67%
-3.74%
-1.33%
4/30/2012
-2.75%
0.56%
-3.60%
10.40%
-7.57%
-0.25%
-6.23%
5/7/2012
0.09%
0.66%
3.10%
0.50%
-0.89%
-0.94%
-2.34%
5/14/2012
-3.95%
-8.69%
-3.67%
-6.25%
-5.38%
-0.25%
-7.07%
5/21/2012
2.11%
5.06%
1.12%
-3.20%
5.89%
-1.61%
1.87%
5/29/2012
-0.82%
-6.88%
-3.64%
-4.27%
-4.57%
-1.52%
-1.69%
6/4/2012
2.57%
18.71%
2.01%
3.60%
5.42%
1.96%
7.74%
6/11/2012
-1.20%
7.41%
1.33%
-3.89%
-2.96%
0.20%
4.39%
6/18/2012
3.24%
1.21%
0.44%
0.87%
-1.53%
-4.84%
0.51%
6/25/2012
-8.55%
-2.86%
1.50%
3.58%
-5.89%
2.37%
3.04%
7/2/2012
0.93%
-0.74%
-0.62%
-0.14%
-0.88%
0.05%
-6.27%
7/9/2012
2.32%
-4.20%
0.39%
0.00%
-2.44%
6.22%
1.97%
7/16/2012
-19.21%
0.21%
3.75%
-0.83%
-0.68%
0.31%
-9.52%
7/23/2012
-6.59%
4.69%
4.56%
1.40%
-2.29%
0.55%
3.41%
7/30/2012
0.53%
-5.46%
2.45%
2.07%
1.52%
0.63%
1.65%
8/6/2012
-0.76%
2.81%
-0.14%
4.18%
2.88%
1.93%
4.06%
8/13/2012
1.26%
1.32%
-0.04%
2.46%
3.03%
0.35%
3.38%
8/20/2012
-1.37%
11.19%
0.95%
-6.07%
-1.41%
0.03%
2.01%
8/27/2012
-2.16%
-2.61%
0.66%
10.50%
-1.66%
0.25%
-2.10%
9/4/2012
13.06%
-2.95%
2.74%
-0.37%
8.64%
1.98%
10.33%
9/10/2012
3.09%
1.85%
4.66%
1.96%
3.82%
0.92%
8.56%
9/17/2012
-0.01%
-1.49%
9.26%
-3.36%
-1.29%
0.38%
-4.63%
9/24/2012
-5.61%
-3.32%
-2.10%
-6.45%
-5.14%
-0.09%
-3.09%
10/1/2012
-11.53%
-15.59%
4.67%
2.52%
3.08%
0.40%
5.57%
10/8/2012
3.40%
2.44%
-2.16%
-0.39%
-0.41%
-2.43%
-2.16%
10/15/2012
-16.34%
-1.76%
-2.00%
-1.95%
0.52%
1.76%
3.52%
10/22/2012
3.51%
-6.81%
0.72%
1.19%
1.85%
1.27%
-3.40%
10/31/2012
4.29%
7.00%
-0.06%
1.18%
8.29%
-0.36%
7.93%
11/5/2012
-1.07%
-8.33%
-2.98%
-2.85%
-2.15%
-3.15%
-4.18%
11/12/2012
1.25%
0.88%
14.43%
-3.86%
-3.91%
-0.28%
-3.30%
11/19/2012
4.41%
18.34%
2.31%
3.46%
5.66%
4.14%
8.48%
11/26/2012
-3.85%
2.91%
-1.47%
1.20%
3.20%
0.35%
-0.41%
12/3/2012
1.83%
-0.51%
-1.44%
-0.66%
0.27%
0.66%
8.05%
12/10/2012
3.22%
-6.66%
0.43%
1.73%
-3.36%
-0.51%
-0.57%
12/17/2012
5.51%
3.43%
-1.97%
-0.65%
6.86%
-1.74%
6.74%
12/24/2012
-0.68%
-2.89%
-0.55%
-3.29%
8.53%
-2.29%
0.62%
12/31/2012
3.32%
4.19%
4.61%
4.77%
5.43%
2.89%
6.63%
1/7/2013
-0.06%
-1.53%
3.12%
-0.65%
3.15%
0.20%
-3.98%
1/14/2013
-1.66%
-0.64%
0.26%
2.75%
0.82%
1.86%
-4.23%
1/22/2013
2.87%
-1.84%
1.38%
1.15%
-3.03%
4.72%
4.32%
1/28/2013
3.04%
3.74%
2.22%
2.64%
-4.12%
3.64%
0.78%
2/4/2013
2.56%
4.67%
0.84%
-0.98%
0.56%
-0.22%
0.43%
2/11/2013
-2.04%
10.34%
1.71%
2.11%
-0.55%
1.04%
2.30%
2/19/2013
0.42%
-5.70%
2.04%
-0.85%
-4.21%
0.58%
-4.92%
2/25/2013
1.34%
0.58%
2.36%
-0.12%
1.08%
-0.65%
-0.79%
3/4/2013
0.66%
5.28%
4.56%
2.21%
2.96%
0.91%
6.45%
3/11/2013
-0.15%
-0.32%
-0.57%
-1.08%
3.59%
-1.09%
4.15%
3/18/2013
-0.97%
-3.65%
0.75%
1.70%
-1.39%
1.21%
-0.08%
3/25/2013
2.40%
1.34%
7.54%
1.43%
-0.86%
-0.27%
-3.03%
4/1/2013
0.65%
-2.65%
-3.21%
-0.59%
-5.35%
1.52%
-1.73%
4/8/2013
4.24%
8.60%
9.63%
3.78%
8.74%
2.36%
1.68%
4/15/2013
7.12%
-3.26%
2.39%
-4.78%
-4.44%
1.69%
-4.20%
4/22/2013
-1.23%
-3.51%
-3.37%
5.74%
5.68%
-4.62%
6.53%
4/29/2013
1.55%
1.87%
7.34%
1.47%
1.97%
1.40%
-1.45%
5/6/2013
0.72%
3.15%
-4.12%
1.00%
2.01%
0.74%
6.31%
5/13/2013
1.39%
-3.06%
6.47%
-1.55%
6.85%
1.60%
3.16%
5/20/2013
-1.84%
-4.19%
-0.87%
0.34%
-1.91%
2.32%
-1.42%
5/28/2013
-1.97%
10.46%
-2.38%
4.92%
6.05%
-6.25%
3.18%
6/3/2013
1.33%
-1.20%
-2.92%
0.96%
0.33%
1.29%
-1.98%
6/10/2013
0.63%
1.66%
-1.25%
2.11%
-2.29%
0.36%
-2.32%
6/17/2013
-1.76%
-3.23%
-6.51%
-0.72%
-2.41%
-0.77%
-2.84%
6/24/2013
0.75%
9.79%
5.00%
4.79%
3.08%
-0.57%
1.34%
7/1/2013
6.03%
3.00%
4.00%
2.88%
7.97%
1.75%
1.48%
7/8/2013
-0.02%
6.31%
7.54%
3.76%
2.46%
4.09%
5.53%
7/15/2013
5.88%
1.71%
4.81%
1.40%
-2.04%
0.53%
7.05%
7/22/2013
-0.76%
2.47%
4.11%
-2.94%
1.53%
-1.21%
-0.14%
7/29/2013
1.53%
1.02%
-1.31%
-4.06%
3.44%
1.12%
0.75%
8/5/2013
-1.54%
1.23%
-4.11%
-1.87%
-2.74%
0.43%
-2.63%
8/12/2013
-0.94%
3.43%
-3.88%
-2.81%
-4.26%
-2.13%
-0.21%
8/19/2013
0.21%
6.18%
4.80%
1.65%
0.94%
0.14%
1.04%
8/26/2013
1.34%
-0.13%
1.06%
-3.05%
-1.55%
-2.65%
-3.09%
9/3/2013
0.09%
1.82%
1.41%
4.40%
4.98%
-0.96%
1.77%
9/9/2013
4.12%
-2.30%
3.94%
0.80%
2.04%
2.47%
0.91%
9/16/2013
-2.41%
-3.96%
0.52%
-4.58%
0.24%
0.43%
-0.35%
9/23/2013
0.94%
3.71%
-0.50%
3.86%
-1.94%
-2.75%
-3.74%
9/30/2013
3.61%
-4.20%
-0.79%
8.34%
0.24%
-1.54%
1.08%
10/7/2013
2.19%
-0.24%
-0.56%
1.58%
0.12%
3.23%
1.00%
10/14/2013
14.91%
2.27%
8.81%
4.02%
2.45%
1.98%
3.11%
10/21/2013
3.48%
-5.71%
2.16%
3.25%
0.41%
0.74%
-2.53%
10/28/2013
0.02%
3.85%
1.85%
11.39%
-3.48%
1.43%
-1.69%
Date
Port
S&P
Port over S&P
1/4/2010
1/11/2010
2.66%
-0.78%
3.44%
1/19/2010
-2.44%
-3.90%
1.46%
1/25/2010
0.46%
-1.64%
2.10%
2/1/2010
-1.28%
-0.72%
-0.56%
2/8/2010
3.22%
0.87%
2.34%
2/16/2010
3.37%
3.13%
0.24%
2/22/2010
1.01%
-0.42%
1.43%
3/1/2010
3.44%
3.10%
0.34%
3/8/2010
2.40%
0.99%
1.41%
3/15/2010
-0.30%
0.86%
-1.17%
3/22/2010
2.89%
0.58%
2.31%
3/29/2010
-1.36%
0.99%
-2.35%
4/5/2010
3.07%
1.38%
1.69%
4/12/2010
1.11%
-0.19%
1.30%
4/19/2010
5.26%
2.11%
3.15%
4/26/2010
-5.22%
-2.51%
-2.70%
5/3/2010
-7.30%
-6.39%
-0.92%
5/10/2010
4.44%
2.23%
2.21%
5/17/2010
-2.93%
-4.23%
1.30%
5/24/2010
2.36%
0.16%
2.20%
6/1/2010
-2.23%
-2.25%
0.03%
6/7/2010
4.51%
2.51%
2.00%
6/14/2010
3.03%
2.37%
0.66%
6/21/2010
-3.67%
-3.65%
-0.02%
6/28/2010
-5.24%
-5.03%
-0.21%
7/6/2010
2.33%
5.42%
-3.08%
7/12/2010
-5.27%
-1.21%
-4.05%
7/19/2010
5.11%
3.55%
1.56%
7/26/2010
2.25%
-0.10%
2.35%
8/2/2010
-0.74%
1.82%
-2.56%
8/9/2010
-7.87%
-3.78%
-4.09%
8/16/2010
0.55%
-0.70%
1.25%
8/23/2010
-1.05%
-0.66%
-0.39%
8/30/2010
4.28%
3.75%
0.53%
9/7/2010
-2.67%
0.46%
-3.13%
9/13/2010
1.57%
1.45%
0.13%
9/20/2010
0.46%
2.05%
-1.59%
9/27/2010
-0.15%
-0.21%
0.07%
10/4/2010
4.16%
1.65%
2.51%
10/11/2010
0.88%
0.95%
-0.07%
10/18/2010
3.27%
0.59%
2.68%
10/25/2010
-2.90%
0.02%
-2.91%
11/1/2010
5.76%
3.60%
2.16%
11/8/2010
-1.25%
-2.17%
0.92%
11/15/2010
1.21%
0.04%
1.17%
11/22/2010
2.75%
-0.86%
3.61%
11/29/2010
-1.35%
2.97%
-4.32%
12/6/2010
1.47%
1.28%
0.19%
12/13/2010
-0.94%
0.28%
-1.22%
12/20/2010
-2.52%
1.03%
-3.55%
12/27/2010
-1.71%
0.07%
-1.78%
1/3/2011
3.38%
1.10%
2.28%
1/10/2011
3.72%
1.71%
2.01%
1/18/2011
-2.95%
-0.76%
-2.19%
1/24/2011
-3.79%
-0.55%
-3.24%
1/31/2011
4.98%
2.71%
2.28%
2/7/2011
2.54%
1.39%
1.15%
2/14/2011
-1.21%
1.04%
-2.25%
2/22/2011
-2.22%
-1.72%
-0.50%
2/28/2011
0.48%
0.10%
0.38%
3/7/2011
-0.62%
-1.28%
0.65%
3/14/2011
-3.01%
-1.92%
-1.09%
3/21/2011
3.04%
2.70%
0.33%
3/28/2011
3.66%
1.42%
2.24%
4/4/2011
-0.51%
-0.32%
-0.20%
4/11/2011
-0.45%
-0.64%
0.19%
4/18/2011
-1.41%
1.34%
-2.76%
4/25/2011
-3.31%
1.96%
-5.27%
5/2/2011
0.57%
-1.72%
2.29%
5/9/2011
0.54%
-0.18%
0.72%
5/16/2011
-0.45%
-0.34%
-0.11%
5/23/2011
0.46%
-0.16%
0.62%
5/31/2011
-3.45%
-2.32%
-1.12%
6/6/2011
-6.35%
-2.24%
-4.11%
6/13/2011
0.15%
0.04%
0.11%
6/20/2011
1.67%
-0.24%
1.91%
6/27/2011
5.76%
5.61%
0.15%
7/5/2011
0.97%
0.31%
0.66%
7/11/2011
-2.48%
-2.06%
-0.42%
7/18/2011
3.17%
2.19%
0.98%
7/25/2011
0.21%
-3.92%
4.13%
8/1/2011
-8.14%
-7.19%
-0.95%
8/8/2011
0.96%
-1.72%
2.67%
8/15/2011
-6.58%
-4.69%
-1.89%
8/22/2011
6.24%
4.74%
1.50%
8/29/2011
-1.36%
-0.24%
-1.12%
9/6/2011
-0.67%
-1.68%
1.01%
9/12/2011
6.77%
5.35%
1.41%
9/19/2011
-4.81%
-6.54%
1.73%
9/26/2011
-3.35%
-0.44%
-2.91%
10/3/2011
1.47%
2.12%
-0.65%
10/10/2011
4.94%
5.98%
-1.04%
10/17/2011
3.37%
1.12%
2.25%
10/24/2011
0.77%
3.78%
-3.01%
10/31/2011
-1.59%
-2.48%
0.88%
11/7/2011
-1.60%
0.85%
-2.44%
11/14/2011
-6.66%
-3.81%
-2.84%
11/21/2011
-3.15%
-4.69%
1.54%
11/28/2011
6.80%
7.39%
-0.59%
12/5/2011
1.45%
0.88%
0.57%
12/12/2011
-5.42%
-2.83%
-2.59%
12/19/2011
4.25%
3.74%
0.51%
12/27/2011
-0.43%
-0.61%
0.18%
1/3/2012
2.85%
1.61%
1.25%
1/9/2012
4.42%
0.88%
3.53%
1/17/2012
0.42%
2.04%
-1.62%
1/23/2012
1.59%
0.07%
1.52%
1/30/2012
4.62%
2.17%
2.45%
2/6/2012
1.05%
-0.17%
1.22%
2/13/2012
-2.77%
1.38%
-4.15%
2/21/2012
-2.17%
0.33%
-2.50%
2/27/2012
1.29%
0.28%
1.00%
3/5/2012
-0.13%
0.09%
-0.22%
3/12/2012
3.40%
2.43%
0.97%
3/19/2012
0.85%
-0.50%
1.35%
3/26/2012
-0.78%
0.81%
-1.59%
4/2/2012
-1.17%
-0.74%
-0.43%
4/9/2012
-0.41%
-1.99%
1.58%
4/16/2012
2.72%
0.60%
2.11%
4/23/2012
4.48%
1.80%
2.68%
4/30/2012
-0.75%
-2.44%
1.69%
5/7/2012
0.52%
-1.15%
1.66%
5/14/2012
-5.23%
-4.30%
-0.93%
5/21/2012
1.83%
1.74%
0.09%
5/29/2012
-3.52%
-3.02%
-0.51%
6/4/2012
6.35%
3.73%
2.63%
6/11/2012
0.78%
1.30%
-0.52%
6/18/2012
0.79%
-0.58%
1.38%
6/25/2012
-2.17%
2.03%
-4.21%
7/2/2012
-0.45%
-0.55%
0.10%
7/9/2012
0.10%
0.16%
-0.06%
7/16/2012
-4.73%
0.43%
-5.17%
7/23/2012
0.30%
1.71%
-1.41%
7/30/2012
0.07%
0.36%
-0.29%
8/6/2012
1.60%
1.07%
0.53%
8/13/2012
1.44%
0.87%
0.56%
8/20/2012
1.12%
-0.50%
1.61%
8/27/2012
0.38%
-0.32%
0.70%
9/4/2012
4.63%
2.23%
2.40%
9/10/2012
3.15%
1.94%
1.21%
9/17/2012
0.53%
-0.38%
0.91%
9/24/2012
-4.08%
-1.33%
-2.75%
10/1/2012
-4.17%
1.41%
-5.57%
10/8/2012
0.57%
-2.21%
2.78%
10/15/2012
-4.74%
0.32%
-5.06%
10/22/2012
-0.07%
-1.48%
1.41%
10/31/2012
3.84%
0.16%
3.68%
11/5/2012
-3.54%
-2.43%
-1.11%
11/12/2012
1.93%
-1.45%
3.38%
11/19/2012
6.98%
3.62%
3.36%
11/26/2012
-0.14%
0.50%
-0.64%
12/3/2012
0.47%
0.13%
0.34%
12/10/2012
-0.59%
-0.32%
-0.27%
12/17/2012
2.51%
1.17%
1.34%
12/24/2012
-0.62%
-1.94%
1.32%
12/31/2012
4.29%
4.57%
-0.28%
1/7/2013
0.27%
0.38%
-0.11%
1/14/2013
-0.08%
0.95%
-1.03%
1/22/2013
1.01%
1.14%
-0.13%
1/28/2013
2.19%
0.68%
1.51%
2/4/2013
1.64%
0.31%
1.33%
2/11/2013
2.32%
0.12%
2.19%
2/19/2013
-1.42%
-0.28%
-1.15%
2/25/2013
0.88%
0.17%
0.71%
3/4/2013
3.05%
2.17%
0.88%
3/11/2013
0.12%
0.61%
-0.49%
3/18/2013
-0.64%
-0.24%
-0.40%
3/25/2013
2.18%
0.79%
1.39%
4/1/2013
-1.55%
-1.01%
-0.53%
4/8/2013
6.20%
2.29%
3.91%
4/15/2013
0.30%
-2.11%
2.42%
4/22/2013
-0.18%
1.74%
-1.92%
4/29/2013
2.53%
2.03%
0.49%
5/6/2013
0.79%
1.19%
-0.41%
5/13/2013
1.62%
2.07%
-0.44%
5/20/2013
-1.50%
-1.07%
-0.43%
5/28/2013
2.23%
-1.14%
3.38%
6/3/2013
-0.27%
0.78%
-1.04%
6/10/2013
0.26%
-1.01%
1.28%
6/17/2013
-2.80%
-2.11%
-0.69%
6/24/2013
4.10%
0.87%
3.23%
7/1/2013
4.25%
1.59%
2.66%
7/8/2013
3.99%
2.96%
1.03%
7/15/2013
3.07%
0.71%
2.36%
7/22/2013
0.67%
-0.03%
0.69%
7/29/2013
0.20%
1.07%
-0.86%
8/5/2013
-1.54%
-1.07%
-0.47%
8/12/2013
-1.26%
-2.10%
0.85%
8/19/2013
2.56%
0.46%
2.09%
8/26/2013
-0.45%
-1.84%
1.38%
9/3/2013
1.82%
1.36%
0.46%
9/9/2013
1.82%
1.98%
-0.16%
9/16/2013
-1.95%
1.30%
-3.25%
9/23/2013
0.89%
-1.06%
1.96%
9/30/2013
1.14%
-0.07%
1.22%
10/7/2013
0.92%
0.75%
0.17%
10/14/2013
6.91%
2.42%
4.48%
10/21/2013
0.57%
0.88%
-0.31%
10/28/2013
2.48%
0.11%
2.38%
Overall (0.5 points)
Overall
199
199
199 N
Mean
0.47%
0.24%
0.23% diff
Variance
0.09%
0.05%
0.04% Var of the diff
SD
3.03%
2.22%
2.01% SD of the diff
SE
0.22%
0.16%
0.14% SE of the diff

95% Prob(diff>0)
Period 1 (0.5 points)

N
121
121
Mean
0.29%
0.18%
Variance
0.11%
0.07%
SD
3.30%
2.55%
SE
0.30%
0.23%
Period 2 (0.5 points)
Period 2
78
78
78 N
Mean
0.76%
0.34%
0.43% diff
Variance
0.07%
0.03%
0.04% Var of the diff
SD
2.56%
1.60%
1.98% SD of the diff
SE
0.29%
0.18%
0.22% SE of the diff

97.12% Prob(diff>0)
Difference in means over time (0.5 points)

Diff
0.48%
0.16%
SE(diff)
0.42%
0.29%
87%
70%
Prob(diff>0)
Difference in SDs over time (0.5 points)

F-stat
1.67
2.56
N-larger Variance
121
121
N-smaller Variance
78
78
Prob(SDs are the same)
1%
0.0%
Has the mean

changed over
time? EXPLAIN!
yes
The mean
increses
between
period 1
and
period 2
and has a
very low
standard
error.
Note we will
use
85% as
the
cutoff
Since SD
decreased
from
period 1
to period
2, the
variation
decreased
Note =
we will
use
15% as
the
cutoff
Has the variability

changed over
time? EXPLAIN!
Yes
What time period

will you use AND
WHY?
I choose the 2nd period because the most recent time period gives you more accurate numbers. I also pi
Port SD vs S&P SD Overall

F-stat
N-larger Variance
N-smaller Variance
Prob(SDs are the same)
Is the mean of Port

significantly
different than that
of the S&P for the
time period you
chose? EXPLAIN!
Yes. The mean in period 2

is significantly greater
@.76% than the mean of
the S&P @.34%
Is the SD of the
Port significantly
different than that
of the S&P for the
time period you
chose? EXPLAIN!
Yes. The SD was higher

for the portfolio at 2.56%
compared to the S&P @
1.60%
Based ONLY on
these two items,
what do you
conclude AND
WHY?
Based on these two items

the portfolio out
performs the S&P. The
portfolio has a higher
return, but carries more
risk than the S&P.
Period 1
Period 2
2.57
78
78
urate numbers. I also picked period 2, due to the mean having a greater percentage(because theirs less numbers) and also a lower SD(ris
ers) and also a lower SD(risk) than the overall. I feel a more recent time period along with a smaller amount of numbers can elimate any p
ount of numbers can elimate any possiable outliers
SUMMARY OUTPUT
Regression Statistics
Multiple R
0.747941797
R Square
0.559416932
Adjusted R Square
0.55718047
Standard Error
0.02019158
Observations
199
ANOVA
df
SS
Regression
MS
0.101979916
0.101979916
Residual
197
0.080316883
0.0004077
Total
198
0.182296799
Coefficients
Standard Error
t Stat
F
250.1347502
P-value
Significance F
6.53618E-37
Lower 95%
Upper 95%
Lower 95.0%
Alpha
0.002289676
0.001435027
1.595562912
0.112189373
-0.000540311
0.005119663
-0.000540311
Beta
1.020365738
0.064516211
15.8156489
6.53618E-37
0.893134672
1.147596805
0.893134672
RESIDUAL OUTPUT
Observation
Predicted Y
Residuals
-0.006707576
0.032328156
-0.038486867
0.01313057
-0.015433103
0.019059354
-0.006006618
-0.007754207
0.01019897
0.020993153
0.033211835
-0.000502682
-0.003040683
0.012094992
0.032854081
0.000521323
0.01139068
0.011596028
10
0.01007997
-0.014107962
11
0.007164742
0.020743787
12
0.011359901
-0.025924163
13
0.015367439
0.014301358
14
-0.000649042
0.010749041
15
0.022787233
0.028763129
16
-0.024362046
-0.028792441
17
-0.063899475
-0.010122215
18
0.024073771
0.019380994
19
-0.041785363
0.011571912
20
0.002932294
0.0197387
21
-0.021619168
-0.001558874
22
0.026951735
0.017247069
23
0.025554785
0.003810583
24
-0.035857075
-0.001714788
25
-0.049997431
-0.003325062
26
0.056621879
-0.034213542
27
-0.010991232
-0.042574297
28
0.037585005
0.012609534
29
0.000397775
0.021230103
30
0.019952126
-0.028238583
31
-0.037185765
-0.042394606
32
-0.005765109
0.0104052
33
-0.005353166
-0.006015593
34
0.039706073
0.002234682
35
0.006117372
-0.033639014
36
0.016197001
-0.00131571
37
0.02234799
-0.018581278
38
-0.000749888
-0.001571369
39
0.018249598
0.022488706
40
0.011089978
-0.003171691
41
0.007391517
0.024435186
42
0.001541409
-0.031407394
43
0.038112985
0.018619249
44
-0.02079953
0.007399345
45
0.001821114
0.009378499
46
-0.007435065
0.03405427
47
0.031627427
-0.046094985
48
0.014422666
-0.000647219
49
0.004237922
-0.014538725
50
0.011875152
-0.03797268
51
0.002023236
-0.020112034
52
0.012575061
0.020325906
53
0.018781715
0.01747419
54
-0.00647323
-0.024009083
55
-0.004243534
-0.034554465
56
0.028923649
0.019959948
57
0.015549562
0.008903335
58
0.011936422
-0.024960488
59
-0.016293718
-0.006881845
60
0.002265075
0.001501442
61
-0.01172916
0.004528575
62
-0.018307114
-0.01274438
63
0.02889089
0.000523557
64
0.015772255
0.019888964
65
-0.001933863
-0.004155514
66
-0.00521863
-0.000242284
67
0.014981831
-0.030102874
68
0.021314347
-0.055380009
69
-0.016215358
0.020931622
70
-0.000542545
0.004935553
71
-0.002100467
-0.003289653
72
-0.000325137
0.004004472
73
-0.022372369
-0.013034248
74
-0.021559267
-0.042897808
75
0.001758666
-0.001226281
76
-0.001110135
0.016889135
77
0.058626334
-0.001918048
78
0.004486834
0.004251284
79
-0.019691336
-0.006081137
80
0.023708595
0.007075441
81
-0.038657448
0.039863761
82
-0.072003819
-0.010331924
83
-0.016138014
0.024805229
84
-0.046411044
-0.020189738
85
0.049838116
0.011777379
86
-0.000992471
-0.013379886
87
-0.015707145
0.008145207
88
0.056070619
0.010776678
89
-0.065277326
0.016376728
90
-0.003004962
-0.031312002
91
0.023203917
-0.009210299
92
0.062547071
-0.013864482
93
0.012927136
0.019986851
94
0.040098873
-0.033156423
95
-0.023773389
0.007077445
96
0.01017213
-0.026888427
97
-0.03736412
-0.029945896
98
-0.046284176
0.014039201
99
0.076931752
-0.009638361
100
0.010502381
0.00328059
101
-0.027363173
-0.027622354
102
0.039723459
0.002029762
103
-0.004698602
-0.000301642
104
0.017940028
0.009850981
105
0.01055929
0.03288607
106
0.022353917
-0.018880199
107
0.002285057
0.012872641
108
0.023698213
0.021768774
109
-0.000175974
0.009919981
110
0.015685417
-0.044066556
111
0.004921217
-0.027380716
112
0.004456294
0.007680481
113
0.002471916
-0.004520546
114
0.026339648
0.006941699
115
-0.003587826
0.011341458
116
0.009807008
-0.018389117
117
-0.006024239
-0.006449514
118
-0.01878419
0.013925717
119
0.007672382
0.018751079
120
0.01990988
0.024178411
121
-0.023377021
0.015131194
122
-0.010179158
0.01460597
123
-0.042327074
-0.010721441
124
0.019348473
-0.001760338
125
-0.029228261
-0.006718517
126
0.039584159
0.023216516
127
0.014809491
-0.007741802
128
-0.00435989
0.011598039
129
0.022325493
-0.044756309
130
-0.004015241
-0.001125907
131
0.003177203
-0.002869256
132
0.006017502
-0.054037257
133
0.019080429
-0.01672985
134
0.005334869
-0.005271645
135
0.012575275
0.002820775
136
0.010570445
0.003165193
137
-0.003434182
0.013967394
138
-0.001692686
0.004824266
139
0.024341589
0.021318364
140
0.021394198
0.009474503
141
-0.00228455
0.00689423
142
-0.012007866
-0.02951245
143
0.015954233
-0.058287722
144
-0.020954018
0.026019933
145
0.004911335
-0.052949228
146
-0.013503229
0.012124723
147
0.003247646
0.034481364
148
-0.023169608
-0.012911038
149
-0.013141533
0.031795036
150
0.038598608
0.030594743
151
0.006712428
-0.008779332
152
0.002960998
0.00108985
153
-0.001627725
-0.004952691
154
0.013561876
0.010886237
155
-0.018191346
0.01133468
156
0.048164398
-0.005969835
157
0.005468525
-0.003439437
158
0.011218971
-0.012777374
159
0.013222774
-0.003800264
160
0.00849676
0.012668975
161
0.004771143
0.010914494
162
0.00278709
0.019643208
163
-0.001274436
-0.013669602
164
0.003287211
0.004783634
165
0.023698502
0.006095122
166
0.007812268
-0.007309116
167
-0.000956038
-0.006182977
168
0.009581043
0.011498027
169
-0.008812475
-0.007398454
170
0.024904973
0.036382596
171
-0.020024256
0.022335624
172
0.019274594
-0.02182337
173
0.022332752
0.002233234
174
0.013762091
-0.006575605
175
0.022670248
-0.007130702
176
-0.009379402
-0.006360394
177
-0.010129136
0.031717865
178
0.009438163
-0.012835736
179
-0.00882944
0.010700125
180
-0.020013754
-0.008783971
181
0.010349044
0.02982237
182
0.017725943
0.023996195
183
0.031642874
0.007411911
184
0.00868434
0.021229448
185
0.00118471
0.004647417
186
0.012330596
-0.011122209
187
-0.009436286
-0.006749387
188
-0.020029384
0.006641502
189
0.006165207
0.018557188
190
-0.01731232
0.011907986
191
0.0152654
0.002057742
192
0.021650683
-0.004287385
193
0.014643995
-0.035044458
194
-0.009448694
0.017508783
195
0.000639742
0.009896038
196
0.009083646
-0.000706096
197
0.026152875
0.042054655
198
0.010342054
-0.005505219
199
0.002500479
0.021492069
Upper 95.0%
0.005119663
1.147596805

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CMG

1st time period

2nd time period

15.00% Plus 100%

Port Moving S&P Moving

RFR data from http://www.federalreserve.gov/datadownload/Build.aspx?rel=H15

Port over S&P

Overall (0.5 points)

0.04% Var of the diff

2.01% SD of the diff

0.14% SE of the diff

Period 1 (0.5 points)

Period 2 (0.5 points)

0.04% Var of the diff

1.98% SD of the diff

0.22% SE of the diff

Difference in means over time (0.5 points)

Difference in SDs over time (0.5 points)

Prob(SDs are the same)

Has the mean

Has the variability

What time period

Port SD vs S&P SD Overall

Is the mean of Port

Yes. The mean in period 2

Yes. The SD was higher

Based on these two items

ount of numbers can elimate any possiable outliers

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