Company

OPM.L
FOUR.L
C21.L
APC.L
BDEV.L
BOK.L
BVIC.L
CRAW.L
DEB.L
DPH.L
DTY.L
E2V.L
EPO.L
ETI.L
FDP.L
JLH.L
NICL.L
OXIG.L
TW.L
SIXH.L
BKG.L
TTPPF.PK
UDG.L
FDI.L
KGF.L

Returns
26.85411
0.414298
0.414298
0.441289
0.363385
0.280973
0.143447
0.542815
0.110584
0.181391
0.232186
0.359949
0.363606
0.131458
0.382405
0.126751
0.240339
0.347951
0.332625
0.15481
0.273097
0.2372
0.190481
1.464492
0.123855

SDs
204.9759
1.130829
1.130829
2.761155
1.246619
0.831019
0.825487
2.76926
1.194197
0.682655
0.649391
1.398786
1.575819
1.732014
1.131822
1.866905
0.695457
1.561963
1.143131
1.811754
0.724901
1.178477
1.027526
14.04223
0.811106

Weight
4%
4%
4%
4%
4%
4%
4%
4%
4%
4%
4%
4%
4%
4%
4%
4%
4%
4%
4%
4%
4%
4%
4%
4%
4%
100%

OPM.L
FOUR.L
C21.L
APC.L
BDEV.L
BOK.L
BVIC.L
-27.32286 -0.305331 -0.305331 0.863059 0.85651 0.208659 0.750804
-27.39142 0.718621 0.718621 0.395921 -0.684404 -1.315203 0.390281
-26.943 -0.761704 -0.761704 -1.518342 -0.084437 1.563879 0.055498
-27.19943 0.222095 0.222095 -0.989168 0.825727 -0.152677 -0.443227
-25.82286 0.317508 0.317508 -3.575617 0.32432 1.496441 0.081104
-28.18744 -0.542298 -0.542298 -1.576424 0.486574 -1.329517 -0.458316
-26.93687 0.261758 0.261758 -0.679699 0.347955 0.563151 -0.408593
-27.70026 0.774557 0.774557 -0.114758 -1.150112 -0.706571 -0.572313
-32.48676 -1.005909 -1.005909 -3.486974 0.190926 -1.351198 -0.448873
-24.96434 -0.325343 -0.325343 -0.192584 -0.762844 -0.656483 0.220942
-26.3109 -0.598239 -0.598239 -1.618859 -1.614294 -1.59654 -0.426466
-28.05411 -0.654641 -0.654641 0.085541 -1.113385 -0.914364 -0.691357
-24.51783 -0.820656 -0.820656 -1.949989 1.582732 1.230655 1.319756
-28.0922 0.572987 0.572987 0.12014 0.65438 -0.849589 -0.134783
-18.69411 0.545314 0.545314 -2.411438 0.358365 -0.477099 0.149452
-27.4617 -0.576848 -0.576848 1.602379 -0.574665 0.926222 0.835753
-27.70117 1.314052 1.314052 6.126279 0.667075 1.081045 0.956989
-26.10411 -0.225409 -0.225409 2.299747 -0.161738 0.690959 -0.164372
1561.146 -0.653862 -0.653862 -0.781934 -1.191606 -0.94461 0.507288
-18.85411 0.678771 0.678771 -0.631765 0.272274 0.756064 0.581699
-25.35411 -0.414298 -0.414298 -1.157707 -0.746124 -0.73703 -0.528353
-23.49411 -0.414298 -0.414298 1.663974 -0.031765 0.455161 2.311098
-27.743 0.904383 0.904383 -0.116964 1.26084 -0.527887 -0.262259
-25.89411 2.442845 2.442845 1.728924 1.335907
0.2126 0.442816
-25.81063 -0.231977 -0.231977 0.376893 0.877424 1.030814 -0.81457
-24.32779 -0.177678 -0.177678 5.158711 0.21465 0.64683 1.092237
-26.85411 0.078371 0.078371 0.64962 0.405451 -0.462516 0.186856
-26.85411
-0.6934
-0.6934 1.308711 -0.015284 -0.673168 1.085951
-26.85411 0.48621 0.48621 -1.465679 1.059624 0.895245 -0.304941
-26.85411
0.4259
0.4259 8.220129 1.196615 -0.439536 1.527391
-27.45411 1.200655 1.200655 -0.249289 1.252349 0.064867 0.602315
-25.52078 -1.326215 -1.326215 -0.441289 -0.95864 -0.155699 -1.198312
-26.85411 0.218429 0.218429 -0.441289 1.558216 -0.004413 -0.204967
-29.03593 -0.414298 -0.414298 -1.191289 -1.601979 1.230419 -1.732144
-26.28268 -1.265649 -1.265649 -2.336026 -0.984662 -1.035422 -0.22143
-25.59095 2.510072 2.510072 -3.321289 -0.86882 1.198041 0.011371
-27.45411 -1.429682 -1.429682 -0.902827 3.812439 0.253474 1.10539
-26.85411 1.063024 1.063024 -0.885733 1.742105 -0.629622 0.688384
-26.22253 -0.283293 -0.283293 -1.175642 -1.153732 -0.695846 -0.772608
-25.44234 -1.637827 -1.637827 6.479764 1.075804 -0.025144 0.205749
-25.25411 1.985702 1.985702 -2.018432 1.219789 0.098408 0.424172

-28.85411
-29.85411
-27.33411
-24.56839
-28.35411
-25.7632
-29.42554
-25.93103
-19.35411
-26.85411
-21.39956
-27.85411
-20.85411
-29.25411
-28.85411
-24.45411
-29.62334
-28.45411
-31.35411
-26.85411

-1.327341
-2.377934
-0.123795
-0.546895
0.116471
-0.057862
-0.692828
-0.391042
-0.947631
0.59775
-0.787839
2.098643
-0.271441
-0.26972
-0.118002
-0.89771
-1.008892
4.553855
0.489812
-0.414298

-1.327341
-2.377934
-0.123795
-0.546895
0.116471
-0.057862
-0.692828
-0.391042
-0.947631
0.59775
-0.787839
2.098643
-0.271441
-0.26972
-0.118002
-0.89771
-1.008892
4.553855
0.489812
-0.414298

-0.720359
-2.121289
-1.634372
-1.048676
1.593911
-2.010134
0.832557
2.070339
-2.121289
0.892045
-2.25261
1.692045
-2.056673
1.425378
-2.441289
-4.133596
10.95871
-1.532198
0.758711
-0.441289

-0.917792
-2.34308
-2.013122
-0.278729
-0.19165
-0.178099
-0.061709
1.622508
0.110388
2.82291
-1.600261
-2.872752
-0.026061
-0.38832
-0.179841
-1.830052
-1.970442
-0.295643
0.712186
-0.363385

0.454257
-1.127075
0.801067
-0.515756
1.519027
-0.32084
0.392711
-0.436817
-0.778899
0.852542
-0.115227
1.279901
0.720154
0.315476
0.08488
0.019027
-1.052903
-0.579331
-0.434993
-0.280973

-0.256655
-1.268554
-1.469683
-1.295601
0.644831
0.281331
0.877129
-2.393113
-0.769689
-0.528723
0.020732
-0.212697
-0.073796
-0.083447
-0.027335
0.252902
-0.652811
0.285863
0.923908
-0.143447

Excess Return
CRAW.L
DEB.L
DPH.L
DTY.L
E2V.L
EPO.L
ETI.L
FDP.L
1.687954 0.838253 0.657916 0.380717 0.103433 -0.433374 0.402391 -0.704401
-3.955659 -0.110584 0.227456 -0.540201 0.64438 -0.56932 -1.304233 0.088922
1.597726 0.431083 0.429162 1.322843 -0.325217 -0.154304 0.531525 -0.349321
-1.552716 1.202205 0.420192 0.685011 0.596301 -0.896939 -1.942248 -0.339717
-1.721386 1.247907 -0.181391 0.627882 -0.434483 0.121943 0.206162 4.09968
-1.248697 -1.582367 0.364816 0.04435 0.308904 -0.432572 -0.189058 -0.640572
1.595799 -0.037912 0.354632 0.210971 -0.740901 -0.49997 -0.150628 -0.61678
-3.598165 -0.531329 -0.670679 -0.144659 -1.042584 -0.084536 -0.245383 -0.084567
8.170561 -1.323978 0.310696 -0.564101 -0.159036 -0.22243 -0.962092 -1.876798
0.10148 -0.716569 -0.094434 -0.408287 -0.539859 -0.639468 -0.192997 -0.211789
1.87654 -0.07306 0.213819 -0.526665 0.466974 0.851584 -0.942934 -1.325637
2.04542 0.563128 -0.770714 -0.504005 -0.910408 2.926717 -0.789948 -1.520745
-0.361286 0.156803 -0.164284 -0.184026 0.216974 -0.166885 -0.586117 -0.334786
4.203852 0.062019 -0.198472 0.226147 0.120051 -2.196939 0.413996 -0.476893
1.973314 -3.05632 0.188382 0.663336 -0.747046 5.636394 1.259846 1.927454
10.89026 -0.717061 -0.329217 -0.688755 0.556718 1.858616 -1.200765 3.155589
-1.112815 -0.145809 -0.649357 -0.703911 -0.644695 -2.132027 0.449856 -0.00623
2.817185 -0.659603 0.433543 -0.232186 1.074586 0.661988 0.019908 1.588398
4.580473 -0.254495 -0.181391 -0.435576 -0.427873 -1.594123 1.112161 0.461345
-0.175756 1.524636 -0.30313 0.744353 1.029525 0.639061 2.328933 1.032442
-0.164174 0.061665 -0.076127 -0.134626 -1.150068 -0.363606 -0.746843 -0.059535
-0.542815 1.45432 -0.749636 -0.441337 0.458875 1.136394 1.724591 -0.541697
-0.182815 -0.052613 -0.685727 -0.595567 -0.459949 -1.200815 -1.05323 -1.358015
-1.248697 -1.579582 0.65801 1.195815 -0.55667 0.699685 -0.108796 0.179297
3.803339 -0.933881 1.365749 0.805382 0.653384 -1.946024 1.91053 -0.279401
-0.542815 -1.447426 0.197662 0.626529 -1.361986 3.582656 -1.546663 1.059903
2.433185 -0.50753 0.188789 1.074154 0.791837 0.994001 2.184821
-0.2659
-0.542815 -0.291035 -0.83293 0.383728 -0.798659 -0.914475 2.054109 -1.146041
-0.542815 1.91676 0.529339 0.063704 -1.811745 -0.554082 1.725684 1.483141
-0.542815 0.623095 2.017269 -0.132739 0.31071 0.416628 1.131699 -0.319047
-0.542815 0.483217 -0.120141 -0.057299 0.709616 0.933224 -0.235806 -0.357008
-2.126148 0.645486 -0.087563 1.031754 -2.776616 -0.780852 -1.597107 -0.369693
2.817185 1.291611 0.096504 -0.839245 -0.017092 -0.363606 -0.085481 -0.763944
-3.167815 -0.858768 0.169639 -0.089329
-0.8531 -0.142643 0.600249 -0.623611
-0.542815 0.156743 0.312405 0.181607 1.971339 -1.773606 0.377016 0.055095
-1.908969 1.027628 -1.414377 -0.471173 -1.881377 -0.272926 1.164316 -0.506116
-0.042815 0.951363 0.251999 0.513967 1.684525 -0.814515 5.022904 -0.565146
3.188278 1.785232 -0.019418 -0.831456 1.213952 -0.542711 3.832827 -0.069905
-4.382815 -1.072092 -0.295838 -0.586796 0.204408 -0.456023 -2.798125 -0.382405
-2.042815 -0.359814 0.651282 0.201371 -1.341767 -1.414417 3.436109 -0.319578
-2.437552 1.731475 -0.212111 -0.705128 1.109439 1.616243 -2.116421 0.074117

-0.205153
-2.678046
0.302899
-4.547891
-1.735958
0.184458
-0.167815
-1.876148
-0.542815
-0.542815
-0.867139
-3.292815
1.857185
2.00264
-4.292815
-0.021076
-1.042815
-0.542815
-0.542815
-0.542815

0.528669
-2.492606
-0.501888
-1.041065
1.070033
1.69347
-0.789468
-0.649397
-0.97499
-0.05952
-1.030034
1.920044
1.458247
-0.842291
1.813945
-1.358259
-2.22479
-0.728814
2.36591
-0.110584

1.028666
-0.787545
-0.688809
-0.163019
0.068483
-0.775414
-0.240345
-0.240315
0.058488
-0.252977
-0.792606
1.350614
1.136209
0.064236
0.753907
-1.089162
-1.316149
1.119795
-1.23638
-0.181391

1.162429
-0.809686
-0.080288
0.324105
-0.412226
0.983331
-0.066127
0.44166
-1.398853
1.163162
-0.442392
-0.798224
-0.570691
-0.129768
0.766273
0.208708
-0.448657
0.136447
-1.195755
-0.232186

-1.369295
-1.501598
-1.848838
0.149704
-0.848838
1.666025
-0.094462
-0.088456
2.21148
-0.895382
-0.696684
0.779716
4.962632
-0.062428
2.016289
-0.706103
-1.167124
4.57676
-2.328203
-0.359949

-1.474463
-1.240725
1.467896
-1.515924
-0.449086
-0.525768
-0.030273
-1.286683
-1.604985
0.214707
-1.045424
4.398299
4.071177
0.181848
-0.363606
-1.588096
1.00003
-0.084536
-0.636333
-0.363606

-2.435225
-3.226138
-1.7427
-2.352833
-2.234292
0.790575
-0.975996
-1.484674
-1.228834
0.942342
-0.730933
0.64093
2.486723
-1.839061
1.947444
-2.918113
-1.428248
0.638542
2.055734
-0.131458

-0.44727
-2.245419
-0.544567
0.303309
0.344868
-0.259956
1.452889
-1.295449
-0.18351
-0.180158
2.247732
1.094518
-0.098941
-0.190405
0.548629
-0.585795
-1.490097
1.546166
1.193352
-0.382405

JLH.L
NICL.L
OXIG.L
TW.L
SIXH.L
BKG.L
TTPPF.PK UDG.L
-1.511366 -0.184784 0.159772 0.199132 1.965548 0.529214
0.7628 2.394324
0.353249 2.159661 -5.340892 -0.541624 -1.206212 -0.548904
-1.4372 0.063438
2.158963 -0.372208 0.92178 -0.010718 -0.897824 -0.679798 0.735773 0.234729
-3.126751 -0.561195 0.46316 1.268726 0.011857 1.237429 -1.228935 1.285826
0.047162 -0.904143 0.357931 0.263119 -0.479134 -0.113097
-0.2372 -0.248522
-0.937562 -0.351451 -1.966272 -0.521107 -1.522626 -1.013715 -1.560729 -0.515186
-1.026751 -0.264315 -1.11938 0.02317
-0.9591 -0.532583 -0.824612 -0.710458
-1.279293 0.207329 -0.717182 -0.616836 0.406462 -0.109326 -0.402717 0.26149
-2.012465 -1.351764 -0.430457 0.298953 -0.624024 0.594308 0.191372 -0.242806
-2.046751 -0.257241 -0.16176 0.032741 -0.084286 -0.477108 -0.650993 -0.682256
-1.01564 0.539661 -0.139585 -1.626344 4.43519 -1.766227 0.944619 0.072767
0.833249 -1.886586 -1.782281 -1.023825 -0.860692 -0.802831 -0.052584 -0.791292
0.478291 -0.281612 -2.038697 1.036358 -0.976728 0.441244 1.211076 0.271577
7.569801 -0.492865 -0.972739 -0.257289 1.322113 -0.584844 -0.026673 0.987297
-1.38601 -0.280608 1.73173 0.242562 -2.75722 1.260661 -0.131005 0.231245
-1.1437 0.230454 1.553587 -0.746419 1.873359 -0.196174
1.3228 -0.152019
6.837535 -0.949117 0.033001 0.838689 0.193016 1.279026 0.007698 -0.490481
5.793249 0.036622 -1.767125 -0.211901 3.916618 -0.539261
-0.2372 -0.863047
0.730392 1.777308 -0.314267 -1.132625 0.092416 -1.016789 0.407962 -0.600737
-0.926751 0.011913 1.795969 1.014633 0.46519 0.447691 0.026537 1.396616
0.730392 0.055045 -3.72763 -0.744123 -0.399708 -0.19374 1.244282 -0.838634
2.356008 0.233008 0.766334 0.460923 0.09519 -0.088925 -1.064786 0.792022
-0.126751 0.55057 -1.181788 -0.055398 -0.744351 -0.014401 2.06417 1.207234
-0.330141 -0.133719 -0.781265 1.117436 -1.429598 0.583596
-0.2372 -0.819192
0.080146 -0.278054 0.215463 1.345519 -0.85881 0.218706
-0.2372 0.30261
-0.126751 0.083604 1.481986 0.643058 0.702333 0.22548 0.458453 -0.20791
-0.900944 -0.351967 0.198706 0.611637 0.524435 0.567341 1.796699 0.569365
-0.126751 0.345026 -0.196166 -0.352265 4.582032 0.673026
-0.4372 1.561732
0.273249 0.137019 -0.618497 1.170137 -0.001292 0.716945
-0.2372 -0.86689
-0.513848 0.70403 0.257091 0.381521 1.91519 -0.588887 1.608954 1.710366
-0.126751 0.198479 0.178365 1.597159 -3.427537 0.393569
0.7628 2.566836
-0.680597 -0.103782 -0.083893 -1.244304 -5.715786 -0.622281
2.1628 0.045327
-1.726751 -0.21468 0.400101 1.110751 0.14519 1.27498 -3.665771 -1.296526
2.389378 -0.223209 -1.024422 -2.147551 -0.860692 -0.582231 0.207245 -0.520119
-1.498179 1.044528 -0.259062 -0.623888 0.756582 -0.627643 -1.951485 0.434872
-0.295765 -0.139941 0.16707 0.104485 0.240587 -0.860994
1.2628 -1.111157
-0.126751 0.335861 3.014686 1.730582 0.167424 0.872917 0.939271 2.228269
-1.476751 1.297108 -0.853214 1.235375 -0.076972 -0.357737 2.334229 -0.829534
1.587535 -0.302195 -0.643639 -0.758551 -1.325542 -0.291877 -1.513795 0.357471
-0.619901 -0.642513 2.870799 0.294167 -1.459158 -0.014105 0.296134 -2.193367
0.387535 0.026327 -0.942011 0.335946 0.111857 0.342029
-0.2372 -0.535912

-1.21766
-0.576751
-0.126751
0.340782
-0.576751
0.340782
-0.126751
-1.256163
-1.926751
-0.126751
-0.126751
-0.126751
-0.126751
-0.698179
-0.126751
-0.460084
-0.126751
-0.126751
-0.344933
-0.126751

0.149718
-0.808645
-0.201966
-0.565673
1.605814
0.27303
-0.25316
-0.479083
0.45069
-0.442844
-0.194438
0.082893
-0.56785
1.213761
0.076243
0.487176
-0.327641
0.627746
-0.571374
-0.240339

-0.49465
-2.387525
0.506397
2.130737
-0.074309
0.432049
1.310585
-1.097951
-1.142257
2.037714
0.638198
0.583392
4.402049
0.742958
1.794906
0.625022
-1.433114
0.354651
1.565842
-0.347951

0.321788
-1.062676
-1.107639
-0.026437
-0.971022
-0.837795
-0.004856
1.349035
0.87461
3.548097
0.479931
-2.893472
0.822827
-0.622437
-0.268893
-3.091609
-2.207903
0.598052
0.358386
-0.332625

-1.134402
-2.188708
-0.642615
0.460574
-1.906635
1.3206
0.687295
-0.849025
3.627799
2.56519
1.90769
-1.183382
-0.95481
0.702333
-1.78444
-0.583382
-0.295987
-0.430672
3.427279
-0.15481

-0.202091
-0.759715
-0.78552
1.416894
0.508035
-0.054077
-0.203532
1.768734
-0.347255
0.952909
-0.757946
-0.047916
-0.170533
-0.139764
0.457747
-0.834895
-0.734082
0.007001
0.891323
-0.273097

-0.2372
-2.04852
-0.673563
-0.2372
-1.2372
1.608954
-0.2372
-0.463615
-0.2372
1.896134
-0.747838
0.296134
-0.498069
1.5628
-1.074409
-0.2372
0.6628
-0.2372
-2.2372
-0.2372

0.094267
-0.768822
-0.814758
0.923528
-0.258018
-0.805498
0.426061
0.981459
-0.321093
-1.538307
-1.295744
-1.246481
1.025378
-0.980604
0.543144
0.022853
-1.885137
0.042982
1.395423
-0.190481

FDI.L
KGF.L
-1.890024 0.096682
-1.378778 -0.042798
-0.640065 0.972299
-1.820048 0.253005
-2.368602 -0.916692
-1.706103 0.674301
-2.427455 -0.000102
-0.880339 -2.075944
105.9788 -1.134059
0.310656 -0.872958
-2.260072 -0.217827
-1.464492 0.710663
-2.268616 0.668353
2.055508 -0.594871
-1.926031 0.157071
-3.815008 -0.174716
2.055508 -0.385063
-0.964492 -0.095803
0.359508 -0.501213
-3.849108 1.782851
-1.944492 -0.214133
2.922063 1.121753
-4.6768 0.931044
-3.714492 0.344015
0.736691 0.20095
-3.010884 -0.732092
-3.38657 0.139454
-3.599723 -0.600539
2.90444 1.025274
-3.333345 -0.620227
-2.579734 0.271947
-3.134892 -0.98398
-1.20959 0.105932
-3.513273 -0.474974
-2.558088 -0.757699
-2.160548 0.82618
-3.499174 1.21365
-0.857205 0.115475
-1.464492 -0.353902
-5.067892 -0.27681
-0.913381 0.378358

OPM.L
FOUR.L
C21.L
APC.L
BDEV.L
BOK.L
BVIC.L
CRAW.L
DEB.L
DPH.L
DTY.L
E2V.L
EPO.L
ETI.L
FDP.L
JLH.L
NICL.L
OXIG.L
TW.L
SIXH.L
BKG.L
TTPPF.PK
UDG.L
FDI.L
KGF.L

OPM.L
FOUR.L
C21.L
APC.L
BDEV.L
BOK.L
BVIC.L
CRAW.L
DEB.L
DPH.L
DTY.L
E2V.L
EPO.L
ETI.L
FDP.L
JLH.L
NICL.L
OXIG.L
TW.L
SIXH.L
BKG.L
TTPPF.PK
UDG.L
FDI.L
KGF.L

OPM.L
40649.19
-16.84444
-16.84444
-21.41695
-30.66756
-24.21018
13.46814
118.9688
-6.717426
-4.617359
-11.075
-10.14719
-40.29422
29.61619
12.96857
18.68775
46.44885
-7.064454
-28.71461
2.678029
-26.25706
10.8527
-15.44373
0.004423
-12.51939

FOUR.L
-16.84444
1.239614
1.239614
-0.026407
0.227306
0.166663
0.170959
-0.39878
0.324248
0.098388
-0.029988
0.387768
0.398743
0.30267
0.356207
0.229671
0.115165
-0.034387
0.264158
-0.031295
0.158461
0.108167
-0.007668
-1.165401
0.320952

C21.L
-16.84444
1.239614
1.239614
-0.026407
0.227306
0.166663
0.170959
-0.39878
0.324248
0.098388
-0.029988
0.387768
0.398743
0.30267
0.356207
0.229671
0.115165
-0.034387
0.264158
-0.031295
0.158461
0.108167
-0.007668
-1.165401
0.320952

-6.264492
-3.371034
-2.981148
-0.285152
-2.883847
-0.602119
-2.817876
-0.897563
-1.650539
1.564634
-1.693064
-1.904859
0.600024
-3.034586
-3.737219
-2.83362
-2.693408
1.40118
-2.954688
-1.464492

0.485025
-0.893147
-0.775053
-0.955621
0.426965
1.271834
-0.524798
-0.009569
-0.643217
1.326358
-0.26515
0.060603
1.618932
-0.725806
0.1091
-0.794396
-1.386255
1.868682
-0.157343
-0.123855

Co-Variances (Biased)
APC.L
-21.41695
-0.026407
-0.026407
7.377151
0.334894
0.061435
0.507645
-0.291138
-0.433411
0.164503
-0.075468
-0.704198
0.386632
0.365894
-0.243321
1.023121
0.024755
0.120392
0.016953
0.62635
0.194669
0.532253
-0.26526
-6.526922
-0.43576

BDEV.L
-30.66756
0.227306
0.227306
0.334894
1.505236
0.14813
0.319699
0.451434
0.378312
0.175908
0.19634
0.297997
-0.262327
0.969078
0.008665
-0.044835
-0.04627
0.431787
1.142656
0.188583
0.533892
0.246126
0.416451
0.645212
0.410653

BOK.L
-24.21018
0.166663
0.166663
0.061435
0.14813
0.669224
0.120954
-0.051705
0.314381
0.077857
0.125386
-0.088175
0.235046
0.210837
0.367702
0.321873
-0.05624
0.465918
0.168108
-0.160476
0.121662
0.123934
-0.060895
-2.353117
0.207838

BVIC.L
13.46814
0.170959
0.170959
0.507645
0.319699
0.120954
0.659419
0.39576
0.294161
0.017641
-0.031366
0.18856
0.180312
0.547316
0.260145
0.155083
0.166196
0.290611
0.200107
0.348006
0.049838
0.114414
0.231717
-0.749234
0.168504

CRAW.L
118.9688
-0.39878
-0.39878
-0.291138
0.451434
-0.051705
0.39576
7.422114
-0.294163
0.138383
-0.135736
0.444713
0.51267
0.71959
0.214196
0.023641
-0.069294
0.476275
0.29005
1.216803
-0.174
0.759004
-0.025627
14.93682
0.106166

DEB.L
-6.717426
0.324248
0.324248
-0.433411
0.378312
0.314381
0.294161
-0.294163
1.379546
0.08637
-0.031884
0.292335
-0.016912
0.803942
0.169184
0.023386
0.096814
0.362568
0.249893
0.159791
0.125057
0.044312
0.259495
-2.05742
0.413393

DPH.L
-4.617359
0.098388
0.098388
0.164503
0.175908
0.077857
0.017641
0.138383
0.08637
0.45127
0.116462
0.40241
0.154027
0.262819
0.093376
-0.154306
0.064318
0.143363
0.152757
-0.161521
0.037329
0.023195
0.094926
0.542902
0.109266

DTY.L
-11.075
-0.029988
-0.029988
-0.075468
0.19634
0.125386
-0.031366
-0.135736
-0.031884
0.116462
0.408752
-0.051756
-0.04162
0.16696
0.054781
-0.057233
-0.051688
0.250536
0.178709
-0.239443
0.107728
0.181833
0.119597
-1.146602
0.108843

-Variances (Biased)
E2V.L
-10.14719
0.387768
0.387768
-0.704198
0.297997
-0.088175
0.18856
0.444713
0.292335
0.40241
-0.051756
1.894541
0.298357
0.648776
0.18622
-0.039359
0.203345
0.453033
0.307125
0.342449
0.044052
-0.049851
0.395105
0.343818
0.465169

EPO.L
-40.29422
0.398743
0.398743
0.386632
-0.262327
0.235046
0.180312
0.51267
-0.016912
0.154027
-0.04162
0.298357
2.403919
0.182289
0.442637
-0.323414
-0.151566
0.608795
-0.166842
-0.310242
0.016642
0.21491
-0.105763
-0.515842
0.232026

ETI.L
29.61619
0.30267
0.30267
0.365894
0.969078
0.210837
0.547316
0.71959
0.803942
0.262819
0.16696
0.648776
0.182289
2.901796
0.276492
0.247293
0.036701
1.083404
0.733342
0.486398
0.210286
0.38347
0.285353
-1.191874
0.552635

FDP.L
12.96857
0.356207
0.356207
-0.243321
0.008665
0.367702
0.260145
0.214196
0.169184
0.093376
0.054781
0.18622
0.442637
0.276492
1.241379
0.13756
0.088028
0.49165
0.135689
0.236789
0.085705
-0.030239
-0.075384
-3.163053
0.053345

JLH.L
18.68775
0.229671
0.229671
1.023121
-0.044835
0.321873
0.155083
0.023641
0.023386
-0.154306
-0.057233
-0.039359
-0.323414
0.247293
0.13756
3.371319
-0.167351
-0.402216
-0.184352
0.371815
-0.130727
0.087881
-0.072568
-2.11959
0.047167

NICL.L
46.44885
0.115165
0.115165
0.024755
-0.04627
-0.05624
0.166196
-0.069294
0.096814
0.064318
-0.051688
0.203345
-0.151566
0.036701
0.088028
-0.167351
0.468735
-0.195141
-0.120229
0.120795
-0.110077
0.091405
0.047796
-2.46579
0.01639

OXIG.L
-7.064454
-0.034387
-0.034387
0.120392
0.431787
0.465918
0.290611
0.476275
0.362568
0.143363
0.250536
0.453033
0.608795
1.083404
0.49165
-0.402216
-0.195141
2.36169
0.460357
0.23613
0.341443
0.147996
0.32514
-0.822999
0.275224

TW.L
-28.71461
0.264158
0.264158
0.016953
1.142656
0.168108
0.200107
0.29005
0.249893
0.152757
0.178709
0.307125
-0.166842
0.733342
0.135689
-0.184352
-0.120229
0.460357
1.265689
0.235324
0.471132
0.069695
0.274591
1.078359
0.394783

SIXH.L
2.678029
-0.031295
-0.031295
0.62635
0.188583
-0.160476
0.348006
1.216803
0.159791
-0.161521
-0.239443
0.342449
-0.310242
0.486398
0.236789
0.371815
0.120795
0.23613
0.235324
3.175216
-0.038879
0.064347
0.130438
-0.68352
-0.07627

BKG.L
-26.25706
0.158461
0.158461
0.194669
0.533892
0.121662
0.049838
-0.174
0.125057
0.037329
0.107728
0.044052
0.016642
0.210286
0.085705
-0.130727
-0.110077
0.341443
0.471132
-0.038879
0.509456
-0.101451
0.221072
1.205421
0.111913

TTPPF.PK
10.8527
0.108167
0.108167
0.532253
0.246126
0.123934
0.114414
0.759004
0.044312
0.023195
0.181833
-0.049851
0.21491
0.38347
-0.030239
0.087881
0.091405
0.147996
0.069695
0.064347
-0.101451
1.34418
0.014018
0.126842
0.104668

UDG.L
-15.44373
-0.007668
-0.007668
-0.26526
0.416451
-0.060895
0.231717
-0.025627
0.259495
0.094926
0.119597
0.395105
-0.105763
0.285353
-0.075384
-0.072568
0.047796
0.32514
0.274591
0.130438
0.221072
0.014018
1.021778
-0.593152
0.119797

FDI.L
0.004423
-1.165401
-1.165401
-6.526922
0.645212
-2.353117
-0.749234
14.93682
-2.05742
0.542902
-1.146602
0.343818
-0.515842
-1.191874
-3.163053
-2.11959
-2.46579
-0.822999
1.078359
-0.68352
1.205421
0.126842
-0.593152
190.7538
-1.696652

KGF.L
-12.51939
0.3209523
0.3209523
-0.43576
0.4106526
0.2078377
0.1685044
0.1061655
0.4133935
0.1092662
0.1088434
0.4651694
0.2320264
0.552635
0.053345
0.0471673
0.0163897
0.2752237
0.3947826
-0.07627
0.1119133
0.1046676
0.1197968
-1.696652
0.6365703

contraint cell

1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1

0.26

WEIGHTS
OPM.L
FOUR.L
C21.L
APC.L
BDEV.L
BOK.L
BVIC.L
CRAW.L
DEB.L
DPH.L
DTY.L
E2V.L
EPO.L
ETI.L
FDP.L
JLH.L
NICL.L
OXIG.L
TW.L
SIXH.L
BKG.L
TTPPF.PK
UDG.L
FDI.L
KGF.L

1
OPM.L
41326.67
-17.12518
-17.12518
-21.7739
-31.17869
-24.61369
13.69261
120.9516
-6.829383
-4.694315
-11.25959
-10.31631
-40.96579
30.10979
13.18471
18.99921
47.22299
-7.182195
-29.19318
2.722662
-26.69468
11.03357
-15.70112
0.004497
-12.72804
41326.67

0
FOUR.L
-17.12518
1.260274
1.260274
-0.026847
0.231095
0.169441
0.173809
-0.405427
0.329652
0.100028
-0.030488
0.394231
0.405389
0.307714
0.362144
0.233499
0.117084
-0.03496
0.268561
-0.031817
0.161102
0.10997
-0.007796
-1.184825
0.326301
0

0
C21.L
-17.12518
1.260274
1.260274
-0.026847
0.231095
0.169441
0.173809
-0.405427
0.329652
0.100028
-0.030488
0.394231
0.405389
0.307714
0.362144
0.233499
0.117084
-0.03496
0.268561
-0.031817
0.161102
0.10997
-0.007796
-1.184825
0.326301
0

0
0
0
APC.L
BDEV.L
BOK.L
-21.7739 -31.1786857103 -24.61369
-0.026847
0.2310948608 0.169441
-0.026847
0.2310948608 0.169441
7.500104
0.3404758985 0.062459
0.340476
1.5303227705 0.150599
0.062459
0.1505988423 0.680377
0.516106
0.3250273153 0.12297
-0.295991
0.4589582887 -0.052567
-0.440635
0.3846173214 0.31962
0.167245
0.1788399052 0.079154
-0.076726
0.1996127923 0.127476
-0.715934
0.3029640938 -0.089644
0.393076 -0.2666995917 0.238963
0.371993
0.9852288105 0.214351
-0.247377
0.0088094406 0.37383
1.040173 -0.0455823879 0.327238
0.025168 -0.0470410042 -0.057178
0.122399
0.438983957 0.473683
0.017235
1.161700704 0.17091
0.63679
0.1917259598 -0.163151
0.197914
0.5427904413 0.12369
0.541124
0.2502276612
0.126
-0.269681
0.4233922655 -0.06191
0.6
-6.635704
0.6559653049 -2.392335
-0.443023
0.4174968248 0.211302
0.5
0
0
0
0.4

Portfolio Mean
Portfolio STDv
Slope

26.85411
203.2896
0.132098

0.3
0.2

Min Global Variance

Max Variance
Portfolio Mean
0.315972
0.3
0.295 0.1 0.29
0.2863138654
0.28
Portfolio STDv
0.567523 0.340103 0.333236
0.3269
0.3225910855 0.315949
Slope
0.556757 0.882085 0.885257 0.887121
0.8875442575 0.886218
0
1

OPM.L
FOUR.L
C21.L
APC.L
BDEV.L

0.000256
0.074312
0.041809
0.041424
0.041561

0.000289
0.001344
0.063155
0.030943
0

0.000249
0.001341
0.056745
0.027762
0

0.000209
0.001337
0.049835
0.024831
0

0.000182565
0.0013279357
0.044757176
0.0227392079
0

0.000133
0.001363
0.035876
0.018875
0

BOK.L
BVIC.L
CRAW.L
DEB.L
DPH.L
DTY.L
E2V.L
EPO.L
ETI.L
FDP.L
JLH.L
NICL.L
OXIG.L
TW.L
SIXH.L
BKG.L
TTPPF.PK
UDG.L
FDI.L
KGF.L

0.042184
0.039653
0.039187
0.0421
0.04252
0.042152
0.041422
0.040974
0.040987
0.042251
0.04266
0.042208
0.040989
0.041208
0.041644
0.041924
0.042
0.026405
0.022695
0.045474

0.103883
0
0.011226
0
0
0.227187
0.034051
0.051972
0
0.035484
0.014329
0.254306
0
0.00414
0.016698
0.128067
0
0.012821
0.010105
0

0.101107
0
0.010471
0
0
0.228484
0.029298
0.05395
0
0.031079
0.017892
0.263537
0
0.004112
0.019132
0.131991
0
0.013062
0.00979
0

0.097488
0
0.009526
0
0
0.229808
0.026001
0.055716
0
0.026822
0.022167
0.272632
0
0.004065
0.021183
0.13553
0
0.013344
0.009509
0

CAL

0.503702 0.301857 0.295762 0.290138

0.0954295492
0
0.0087666012
0
0
0.2311015804
0.0233140239
0.0572498165
0
0.0231269752
0.0249963031
0.2787181962
0
0.003982505
0.0227437398
0.1376339436
0
0.0146249754
0.0093049217
0

0.091681
0
0.007407
0
0
0.232611
0.018864
0.059766
0
0.017403
0.030009
0.290463
0
0.003581
0.025632
0.143668
0
0.013743
0.008925
0

0.2863138654 0.280419

0
BVIC.L
13.69261
0.173809
0.173809
0.516106
0.325027
0.12297
0.670409
0.402356
0.299064
0.017935
-0.031889
0.191703
0.183317
0.556438
0.264481
0.157667
0.168966
0.295454
0.203442
0.353806
0.050669
0.116321
0.235579
-0.761721
0.171313
0

0
CRAW.L
120.9516
-0.405427
-0.405427
-0.295991
0.458958
-0.052567
0.402356
7.545816
-0.299066
0.140689
-0.137999
0.452125
0.521214
0.731583
0.217766
0.024035
-0.070448
0.484213
0.294885
1.237083
-0.1769
0.771654
-0.026054
15.18577
0.107935
0

0
DEB.L
-6.829383
0.329652
0.329652
-0.440635
0.384617
0.31962
0.299064
-0.299066
1.402539
0.087809
-0.032415
0.297207
-0.017194
0.817341
0.172003
0.023776
0.098427
0.36861
0.254057
0.162454
0.127142
0.045051
0.26382
-2.09171
0.420283
0

Co-variances (Unbiased) (Multiplied with 61/60)

0
0
0
0
0
DPH.L
DTY.L
E2V.L
EPO.L
ETI.L
-4.694315 -11.25959 -10.31631 -40.96579 30.10979
0.100028 -0.030488 0.394231 0.405389 0.307714
0.100028 -0.030488 0.394231 0.405389 0.307714
0.167245 -0.076726 -0.715934 0.393076 0.371993
0.17884 0.199613 0.302964
-0.2667 0.985229
0.079154 0.127476 -0.089644 0.238963 0.214351
0.017935 -0.031889 0.191703 0.183317 0.556438
0.140689 -0.137999 0.452125 0.521214 0.731583
0.087809 -0.032415 0.297207 -0.017194 0.817341
0.458791 0.118403 0.409117 0.156594 0.267199
0.118403 0.415565 -0.052619 -0.042314 0.169742
0.409117 -0.052619 1.926117 0.30333 0.659589
0.156594 -0.042314 0.30333 2.443985 0.185327
0.267199 0.169742 0.659589 0.185327 2.950159
0.094932 0.055694 0.189324 0.450014
0.2811
-0.156878 -0.058187 -0.040015 -0.328804 0.251415
0.06539 -0.05255 0.206734 -0.154092 0.037312
0.145752 0.254712 0.460584 0.618942 1.101461
0.155303 0.181688 0.312244 -0.169622 0.745564
-0.164213 -0.243434 0.348157 -0.315412 0.494504
0.037951 0.109523 0.044786 0.016919 0.213791
0.023581 0.184864 -0.050682 0.218491 0.389861
0.096508 0.12159 0.401691 -0.107525 0.290109
0.551951 -1.165712 0.349548 -0.524439 -1.211739
0.111087 0.110657 0.472922 0.235894 0.561846
0
0
0
0
0

Portfolio Mean
CAL

0.27
0.26
0.307494 0.301374
0.878066 0.862715
5

5.62E-005
0
0.001318 0.001327
0.022582 0.011101
0.012777 0.008025
0
0

0.085491
0
0.005507
0
0
0.235283
0.011415
0.063859
0
0.007756
0.037965
0.308375
0
0.003696
0.030142
0.151077
0
0.01437
0.00833
0

0.07143
0
0.004023
0.00336
0.022528
0.230794
0.002043
0.065028
0
0.006305
0.044678
0.314783
0
0.003213
0.033494
0.156317
0
0.013817
0.007734
0

0.272914 0.267483

ed with 61/60)
0
FDP.L
13.18471
0.362144
0.362144
-0.247377
0.008809
0.37383
0.264481
0.217766
0.172003
0.094932
0.055694
0.189324
0.450014
0.2811
1.262069
0.139852
0.089496
0.499844
0.13795
0.240736
0.087133
-0.030743
-0.07664
-3.21577
0.054234
0

0
JLH.L
18.99921
0.233499
0.233499
1.040173
-0.045582
0.327238
0.157667
0.024035
0.023776
-0.156878
-0.058187
-0.040015
-0.328804
0.251415
0.139852
3.427508
-0.17014
-0.408919
-0.187424
0.378012
-0.132906
0.089346
-0.073777
-2.154916
0.047953
0

0
NICL.L
47.22299
0.117084
0.117084
0.025168
-0.047041
-0.057178
0.168966
-0.070448
0.098427
0.06539
-0.05255
0.206734
-0.154092
0.037312
0.089496
-0.17014
0.476547
-0.198393
-0.122233
0.122809
-0.111911
0.092929
0.048593
-2.506886
0.016663
0

0
OXIG.L
-7.182195
-0.03496
-0.03496
0.122399
0.438984
0.473683
0.295454
0.484213
0.36861
0.145752
0.254712
0.460584
0.618942
1.101461
0.499844
-0.408919
-0.198393
2.401052
0.46803
0.240066
0.347134
0.150463
0.330559
-0.836715
0.279811
0

0
TW.L
-29.19318
0.268561
0.268561
0.017235
1.161701
0.17091
0.203442
0.294885
0.254057
0.155303
0.181688
0.312244
-0.169622
0.745564
0.13795
-0.187424
-0.122233
0.46803
1.286783
0.239246
0.478984
0.070857
0.279167
1.096332
0.401362
0

0
SIXH.L
2.722662
-0.031817
-0.031817
0.63679
0.191726
-0.163151
0.353806
1.237083
0.162454
-0.164213
-0.243434
0.348157
-0.315412
0.494504
0.240736
0.378012
0.122809
0.240066
0.239246
3.228137
-0.039527
0.06542
0.132612
-0.694912
-0.077541
0

0
BKG.L
-26.69468
0.161102
0.161102
0.197914
0.54279
0.12369
0.050669
-0.1769
0.127142
0.037951
0.109523
0.044786
0.016919
0.213791
0.087133
-0.132906
-0.111911
0.347134
0.478984
-0.039527
0.517947
-0.103142
0.224757
1.225512
0.113779
0

0
TTPPF.PK
11.03357
0.10997
0.10997
0.541124
0.250228
0.126
0.116321
0.771654
0.045051
0.023581
0.184864
-0.050682
0.218491
0.389861
-0.030743
0.089346
0.092929
0.150463
0.070857
0.06542
-0.103142
1.366583
0.014252
0.128956
0.106412
0

0
UDG.L
-15.70112
-0.007796
-0.007796
-0.269681
0.423392
-0.06191
0.235579
-0.026054
0.26382
0.096508
0.12159
0.401691
-0.107525
0.290109
-0.07664
-0.073777
0.048593
0.330559
0.279167
0.132612
0.224757
0.014252
1.038808
-0.603038
0.121793
0

0
FDI.L
0.004497
-1.184825
-1.184825
-6.635704
0.655965
-2.392335
-0.761721
15.18577
-2.09171
0.551951
-1.165712
0.349548
-0.524439
-1.211739
-3.21577
-2.154916
-2.506886
-0.836715
1.096332
-0.694912
1.225512
0.128956
-0.603038
193.933
-1.72493
0

0
KGF.L
-12.72804
0.326301
0.326301
-0.443023
0.417497
0.211302
0.171313
0.107935
0.420283
0.111087
0.110657
0.472922
0.235894
0.561846
0.054234
0.047953
0.016663
0.279811
0.401362
-0.077541
0.113779
0.106412
0.121793
-1.72493
0.64718
0

Date
Open
High
Low
Close
Volume
Adj
2/2/2015
62
63.65
56
61.5
37000
1/1/2015
67
67
59.19
64
32900
12/1/2014
66
69
50
67
56700
11/3/2014
69.25
69.7
65
67.5
35800
10/1/2014
62.55
71
53.5
69.5
68400
9/1/2014
71.4
72.77
62
64
56800
8/1/2014
70.3
73
65
72
44800
7/1/2014
77.1
78.07
70
72.5
41800
6/2/2014
147.4
180
75
78
107400
5/1/2014
130
154
128
147
81100
4/1/2014
120.65
140
118.5
127
116200
3/3/2014
135
135.3
120
121.5
47600
2/3/2014
111.78
139.5
102
135
101500
1/1/2014
126
134
111.2
113
92100
12/2/2013
78
130
72.2
126
68200
11/1/2013
77.92
81.4
70
75
45500
10/1/2013
83.3
88
76
79
50000
9/2/2013
80
88
80
85
99000
8/1/2013
0.61
92
0.56
80
143200
7/1/2013
0.38
0.63
0.37
0.6
293200
6/3/2013
0.32
0.39
0.3
0.36
98200
5/1/2013
0.25
0.35
0.25
0.32
72500
4/1/2013
0.27
0.28
0.24
0.25
33500
3/1/2013
0.23
0.29
0.23
0.27
93800
2/1/2013
0.24
0.28
0.22
0.25
122200
1/1/2013
0.19
0.3
0.19
0.23
120700
12/3/2012
0.2
0.23
0.18
0.19
25500
11/1/2012
0.19
0.2
0.16
0.19
48200
10/1/2012
0.18
0.21
0.17
0.19
32100
9/3/2012
0.18
0.21
0.15
0.19
23900
8/1/2012
0.19
0.24
0.02
0.19
64300
7/2/2012
0.18
0.28
0.17
0.2
131400
6/1/2012
0.16
0.22
0.16
0.18
40700
5/1/2012
0.21
0.23
0.16
0.18
33300
4/2/2012
0.21
0.24
0.19
0.22
41300
3/1/2012
0.2
0.3
0.19
0.21
192700
2/1/2012
0.18
0.24
0.16
0.19
93400
1/2/2012
0.2
0.28
0.17
0.2
85800
12/1/2011
0.19
0.28
0.17
0.2
49900
11/1/2011
0.15
0.26
0.15
0.19
65200
10/3/2011
0.16
0.24
0.13
0.17
30800
9/1/2011
0.19
0.2
0.13
0.15
18600
8/1/2011
0.22
0.24
0.16
0.18
17900
7/1/2011
0.24
0.3
0.21
0.24
41000

Close
61.5
64
67
67.5
69.5
64
72
72.5
78
73.5
63.5
60.75
67.5
56.5
63
37.5
39.5
42.5
40
44.49
26.47
23.9
18.75
19.56
18.01
16.91
13.97
14.34
13.6
13.97
13.97
14.71
13.23
13.23
16.54
15.44
13.97
14.71
14.71
13.97
12.5
11.4
13.23
17.65

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

0.2
0.23
0.24
0.28
0.26
0.16
0.16
0.11
0.12
0.08
0.1
0.12
0.1
0.13
0.15
0.24
0.31

0.36
0.24
0.3
0.34
0.36
0.43
0.2
0.23
0.13
0.14
0.11
0.12
0.14
0.14
0.18
0.26
0.32

0.19
0.18
0.2
0.19
0.2
0.14
0.12
0.09
0.08
0.06
0.06
0.08
0.08
0.09
0.1
0.13
0.2

0.25
0.21
0.24
0.22
0.28
0.26
0.16
0.16
0.11
0.12
0.08
0.1
0.12
0.1
0.13
0.15
0.24

152600
43600
113200
179200
220100
937400
167600
377300
47800
100300
10500
16800
41200
55700
220200
145700
20900

18.01
15.44
17.65
16.54
20.22
19.49
11.77
11.77
7.72
8.46
5.88
7.35
8.82
7.35
9.56
11.03
17.65

Return
Annualized Returns
-0.039063
-0.46875
-0.044776
-0.5373134328
-0.007407
-0.0888888889
-0.028777
-0.345323741
0.085938
1.03125
-0.111111
-1.3333333333
-0.006897
-0.0827586207
-0.070513
-0.8461538462
-0.469388
-5.6326530612
0.15748
1.8897637795
0.045267
0.5432098765
-0.1
-1.2
0.19469
2.3362831858
-0.103175
-1.2380952381
0.68
8.16
-0.050633
-0.6075949367
-0.070588
-0.8470588235
0.0625
0.75
132.3333
1588
0.666667
8
0.125
1.5
0.28
3.36
-0.074074
-0.8888888889
0.08
0.96
0.086957
1.0434782609
0.210526
2.5263157895
0
0
0
0
0
0
0
0
-0.05
-0.6
0.111111
1.3333333333
0
0
-0.181818
-2.1818181818
0.047619
0.5714285714
0.105263
1.2631578947
-0.05
-0.6
0
0
0.052632
0.6315789474
0.117647
1.4117647059
0.133333
1.6
-0.166667
-2
-0.25
-3
-0.04
-0.48

42015.1
-17.30757

41314.85

0.190476
-0.125
0.090909
-0.214286
0.076923
0.625
0
0.454545
-0.083333
0.5
-0.2
-0.166667
0.2
-0.230769
-0.133333
-0.375

Average Annualized
Return
St.Dev

2.2857142857
-1.5
1.0909090909
-2.5714285714
0.9230769231
7.5
0
5.4545454545
-1
6
-2.4
-2
2.4
-2.7692307692
-1.6
-4.5

26.8541086628
204.9758598476

Date
Open
High
Low
Close
Volume
Adj Close
2/2/2015
881
904
851
889
9600
889
1/1/2015
805
884.86
795.5
881
22100
881
12/1/2014
830
850
775
805
26600
805
11/3/2014
785
829.5
775.67
829
7300
829
10/1/2014
740
791.76
651
787.25
66400
787.25
9/1/2014
725
760
725
742
18700
742
8/1/2014
715
765
692.55
750
12700
750
7/1/2014
642
712.25
637
710
8500
703.96
6/2/2014
678
679.5
610.5
646
24000
640.5
5/1/2014
675
705
675
679.5
28200
673.72
4/1/2014
680
682
615
674.5
61200
668.76
3/3/2014
685
707.5
646.5
685
28200
667.53
2/3/2014
730
751.5
678
699
8500
681.17
1/1/2014
668.5
739
650.5
723.5
18400
705.05
12/2/2013
611.64
685
611.64
668.5
7100
651.45
11/1/2013
620.5
654.1
612.4
619
5900
603.21
10/1/2013
560
639.4
545
627.5
33200
611.49
9/2/2013
538.45
570
530
548.5
22800
534.51
8/1/2013
560
565
527.32
540
81500
526.23
7/1/2013
510
564.63
505
551
73400
530.79
6/3/2013
515
535
500
505
151900
486.48
5/1/2013
500
515
493.62
505
109500
486.48
4/1/2013
455
505
430
505
31900
486.48
3/1/2013
360
463.52
360
455
127400
427.4
2/1/2013
365
374
353
367.5
15200
345.2
1/1/2013
355
375
348.5
362
47000
340.04
12/3/2012
340
361
338.24
355
44100
333.46
11/1/2012
355
361.25
330
341
40900
320.31
10/1/2012
328
357.63
325.5
349.12
44400
327.94
9/3/2012
306
346.5
302.25
324.75
74300
305.05
8/1/2012
262.5
307.5
262.25
303.5
53500
285.09
7/2/2012
292
295
260
267.5
11800
246.13
6/1/2012
272.5
305
270
289.5
36100
266.37
5/1/2012
270
292.9
263.83
275
25500
253.03
4/2/2012
292
312.5
259.08
275
51300
253.03
3/1/2012
245
314.9
240
296
77600
263.05
2/1/2012
263.5
290
228
238
28200
211.51
1/2/2012
231.5
275.5
208
260
44900
231.06
12/1/2011
228
243
217
231.5
11400
205.73
11/1/2011
247
254.75
218
229
9300
203.51
10/3/2011
210
255
200
255
49200
226.62
9/1/2011
225
230
192
212.5
45500
188.85
8/1/2011
274.75
275
210
230
54800
204.4
7/1/2011
268.75
276
265
275
47600
238.28

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

273
261
254.9
260
258
270
249
257
212.5
210
125
202.5
211
222
157
146
126

297
279
265.38
268.7
261.5
272
279
272.95
261.95
215
223
211
230
226.9
231
170
155

247.25
248
248
243
235.5
253.1
205.5
245
207.5
125
125
195
202.5
156
156
140.01
115

268.5
271.5
260
252.5
258.5
258
270
249
257
212.5
210
207.5
202.5
211
222
157
146

170700
26700
25900
56100
67400
23300
10000
13400
25900
73300
91800
39500
118200
35900
54000
110300
20700

232.65
235.25
225.28
218.78
215.33
214.92
224.91
207.42
214.09
177.02
174.93
169.07
165
171.92
180.89
127.92
112.83

Return
Annualized Returns
0.009081 0.108967
0.09441 1.132919
-0.028951 -0.347407
0.053033 0.636393
0.060984 0.731806
-0.010667
-0.128
0.056338 0.676056
0.099071 1.188854
-0.049301 -0.591611
0.007413 0.088955
-0.015328 -0.183942
-0.020029 -0.240343
-0.033863 -0.406358
0.082274 0.987285
0.079968 0.959612
-0.013546 -0.16255
0.144029 1.72835
0.015741 0.188889
-0.019964 -0.239564
0.091089 1.093069
0
0
0
0
0.10989 1.318681
0.238095 2.857143
0.015193 0.18232
0.019718 0.23662
0.041056 0.492669
-0.023258 -0.279102
0.075042 0.900508
0.070016 0.840198
0.134579 1.614953
-0.075993 -0.911917
0.052727 0.632727
0
0
-0.070946 -0.851351
0.243697 2.92437
-0.084615 -1.015385
0.12311 1.477322
0.010917 0.131004
-0.101961 -1.223529
0.2
2.4
-0.076087 -0.913043
-0.163636 -1.963636
0.024209 0.290503

-0.01105
0.044231
0.029703
-0.023211
0.001938
-0.044444
0.084337
-0.031128
0.209412
0.011905
0.012048
0.024691
-0.040284
-0.04955
0.414013
0.075342

Average
Annualize
d Return
St.Dev

-0.132597
0.530769
0.356436
-0.27853
0.023256
-0.533333
1.012048
-0.373541
2.512941
0.142857
0.144578
0.296296
-0.483412
-0.594595
4.968153
0.90411

0.414298
1.130829

Date
Open
High
Low
Close
Volume
Adj Close
2/2/2015
881
904
851
889
9600
889
1/1/2015
805
884.86
795.5
881
22100
881
12/1/2014
830
850
775
805
26600
805
11/3/2014
785
829.5
775.67
829
7300
829
10/1/2014
740
791.76
651
787.25
66400
787.25
9/1/2014
725
760
725
742
18700
742
8/1/2014
715
765
692.55
750
12700
750
7/1/2014
642
712.25
637
710
8500
703.96
6/2/2014
678
679.5
610.5
646
24000
640.5
5/1/2014
675
705
675
679.5
28200
673.72
4/1/2014
680
682
615
674.5
61200
668.76
3/3/2014
685
707.5
646.5
685
28200
667.53
2/3/2014
730
751.5
678
699
8500
681.17
1/1/2014
668.5
739
650.5
723.5
18400
705.05
12/2/2013
611.64
685
611.64
668.5
7100
651.45
11/1/2013
620.5
654.1
612.4
619
5900
603.21
10/1/2013
560
639.4
545
627.5
33200
611.49
9/2/2013
538.45
570
530
548.5
22800
534.51
8/1/2013
560
565
527.32
540
81500
526.23
7/1/2013
510
564.63
505
551
73400
530.79
6/3/2013
515
535
500
505
151900
486.48
5/1/2013
500
515
493.62
505
109500
486.48
4/1/2013
455
505
430
505
31900
486.48
3/1/2013
360
463.52
360
455
127400
427.4
2/1/2013
365
374
353
367.5
15200
345.2
1/1/2013
355
375
348.5
362
47000
340.04
12/3/2012
340
361
338.24
355
44100
333.46
11/1/2012
355
361.25
330
341
40900
320.31
10/1/2012
328
357.63
325.5
349.12
44400
327.94
9/3/2012
306
346.5
302.25
324.75
74300
305.05
8/1/2012
262.5
307.5
262.25
303.5
53500
285.09
7/2/2012
292
295
260
267.5
11800
246.13
6/1/2012
272.5
305
270
289.5
36100
266.37
5/1/2012
270
292.9
263.83
275
25500
253.03
4/2/2012
292
312.5
259.08
275
51300
253.03
3/1/2012
245
314.9
240
296
77600
263.05
2/1/2012
263.5
290
228
238
28200
211.51
1/2/2012
231.5
275.5
208
260
44900
231.06
12/1/2011
228
243
217
231.5
11400
205.73
11/1/2011
247
254.75
218
229
9300
203.51
10/3/2011
210
255
200
255
49200
226.62
9/1/2011
225
230
192
212.5
45500
188.85
8/1/2011
274.75
275
210
230
54800
204.4
7/1/2011
268.75
276
265
275
47600
238.28

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

273
261
254.9
260
258
270
249
257
212.5
210
125
202.5
211
222
157
146
126

297
279
265.38
268.7
261.5
272
279
272.95
261.95
215
223
211
230
226.9
231
170
155

247.25
248
248
243
235.5
253.1
205.5
245
207.5
125
125
195
202.5
156
156
140.01
115

268.5
271.5
260
252.5
258.5
258
270
249
257
212.5
210
207.5
202.5
211
222
157
146

170700
26700
25900
56100
67400
23300
10000
13400
25900
73300
91800
39500
118200
35900
54000
110300
20700

232.65
235.25
225.28
218.78
215.33
214.92
224.91
207.42
214.09
177.02
174.93
169.07
165
171.92
180.89
127.92
112.83

Return
Annualized Returns
0.009081 0.108967
0.09441 1.132919
-0.028951 -0.347407
0.053033 0.636393
0.060984 0.731806
-0.010667
-0.128
0.056338 0.676056
0.099071 1.188854
-0.049301 -0.591611
0.007413 0.088955
-0.015328 -0.183942
-0.020029 -0.240343
-0.033863 -0.406358
0.082274 0.987285
0.079968 0.959612
-0.013546 -0.16255
0.144029 1.72835
0.015741 0.188889
-0.019964 -0.239564
0.091089 1.093069
0
0
0
0
0.10989 1.318681
0.238095 2.857143
0.015193 0.18232
0.019718 0.23662
0.041056 0.492669
-0.023258 -0.279102
0.075042 0.900508
0.070016 0.840198
0.134579 1.614953
-0.075993 -0.911917
0.052727 0.632727
0
0
-0.070946 -0.851351
0.243697 2.92437
-0.084615 -1.015385
0.12311 1.477322
0.010917 0.131004
-0.101961 -1.223529
0.2
2.4
-0.076087 -0.913043
-0.163636 -1.963636
0.024209 0.290503

-0.01105
0.044231
0.029703
-0.023211
0.001938
-0.044444
0.084337
-0.031128
0.209412
0.011905
0.012048
0.024691
-0.040284
-0.04955
0.414013
0.075342

Average
Annualize
d Return
St.Dev

-0.132597
0.530769
0.356436
-0.27853
0.023256
-0.533333
1.012048
-0.373541
2.512941
0.142857
0.144578
0.296296
-0.483412
-0.594595
4.968153
0.90411

0.414298
1.130829

Date
Open
High
Low
2/2/2015
22.5
25.5
1/1/2015
21.5
27
12/1/2014
23.67
24.83
11/3/2014
25
27.26
10/1/2014
33.1
33.1
9/1/2014
37.18
39.2
8/1/2014
39.34
40.3
7/1/2014
36.5
40.55
6/2/2014
48.65
49.65
5/1/2014
48.42
55
4/1/2014
53
53
3/3/2014
49.58
60
2/3/2014
58.65
58.75
1/1/2014
56
61.7
12/2/2013
66
67.9
11/1/2013
57.5
69.8
10/1/2013
38.5
59
9/2/2013
29.68
40.5
8/1/2013
30.65
34
7/1/2013
31
37
6/3/2013
34
34.85
5/1/2013
28.75
35.25
4/1/2013
27.75
35.4
3/1/2013
22.5
32.06
2/1/2013
21.5
27
1/1/2013
15
27
12/3/2012
13.5
16.25
11/1/2012
11.25
17.49
10/1/2012
13.2
13.75
9/3/2012
7.68
14.38
8/1/2012
7
7.76
7/2/2012
7.5
7.6
6/1/2012
7
7.5
5/1/2012
7.5
7.69
4/2/2012
9.5
9.5
3/1/2012
13
13
2/1/2012
13
14.4
1/2/2012
13.5
13.5
12/1/2011
14.01
14.89
11/1/2011
9.25
16
10/3/2011
10.5
10.5
9/1/2011
10.75
11.5
8/1/2011
12.6
12.6
7/1/2011
13.38
13.38

Close
21.3
20
20
21.85
24.5
33.03
34
26
35.12
44
44.7
49.58
47
52
49.03
57.05
36.65
29.5
28.91
27
30.5
27
24.5
22.5
20.75
14.5
11.5
11
11.37
7.35
7
7
6.67
6.67
7.5
8.58
11.61
11.25
12.65
9
8.5
10.25
10.5
12

Volume
Adj
25.5
110500
23
47800
21.5
57400
23.62
97600
24.75
88700
33.5
84000
37
88200
37.75
333000
36.75
181800
49.25
179500
48.25
114200
53.5
178900
51.25
114600
58.62
146000
56
143700
67
221400
57.25
250300
37
157000
30.12
61400
31
135900
31.5
46300
33.5
97000
28.5
85100
27.75
125100
23.5
66200
22
162000
15
31500
13.75
49200
12
23800
13.12
90000
7.62
3700
7.5
7000
7.5
9000
7.5
10800
8
14000
9.5
24700
12.5
19200
13
7800
13.5
14200
14.38
71100
9.12
13400
10.5
2800
10.75
4500
12.5
3800

Close
25.5
23
21.5
23.62
24.75
33.5
37
37.75
36.75
49.25
48.25
53.5
51.25
58.62
56
67
57.25
37
30.12
31
31.5
33.5
28.5
27.75
23.5
22
15
13.75
12
13.12
7.62
7.5
7.5
7.5
8
9.5
12.5
13
13.5
14.38
9.12
10.5
10.75
12.5

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

14.25
12
14.12
13.5
10.75
12.5
11.5
13.25
11.25
13
10
13.5
19.5
10
11
10
10

14.77
15.75
14.25
16.5
14
13.3
13
13.25
17
13.2
15.2
13.75
19.88
28.75
12
12
10.65

13.5
12
12.25
11.79
10.5
9
8
10
10.5
11.2
10
9.25
12
8
9.35
9.2
10

13.88
14.62
12.5
14.38
13
10.75
12.5
11.25
13.25
11.25
13
11.25
13.5
19.5
10
11
10

10500
19600
18100
64900
42200
35200
29000
20300
32800
6900
39200
28700
47100
115100
10800
9800
2000

13.88
14.62
12.5
14.38
13
10.75
12.5
11.25
13.25
11.25
13
11.25
13.5
19.5
10
11
10

Return
Annualized Returns
0.108696 1.304348
0.069767 0.837209
-0.089754 -1.077053
-0.045657 -0.547879
-0.261194 -3.134328
-0.094595 -1.135135
-0.019868 -0.238411
0.027211 0.326531
-0.253807 -3.045685
0.020725 0.248705
-0.098131 -1.17757
0.043902 0.526829
-0.125725
-1.5087
0.046786 0.561429
-0.164179 -1.970149
0.170306 2.043668
0.547297 6.567568
0.22842 2.741036
-0.028387 -0.340645
-0.015873 -0.190476
-0.059701 -0.716418
0.175439 2.105263
0.027027 0.324324
0.180851 2.170213
0.068182 0.818182
0.466667
5.6
0.090909 1.090909
0.145833
1.75
-0.085366 -1.02439
0.721785 8.661417
0.016
0.192
0
0
0
0
-0.0625
-0.75
-0.157895 -1.894737
-0.24
-2.88
-0.038462 -0.461538
-0.037037 -0.444444
-0.061196 -0.734353
0.576754 6.921053
-0.131429 -1.577143
-0.023256 -0.27907
-0.14
-1.68
-0.099424 -1.193084

-0.050616
0.1696
-0.130737
0.106154
0.209302
-0.14
0.111111
-0.150943
0.177778
-0.134615
0.155556
-0.166667
-0.307692
0.95
-0.090909
0.1

Average
Annualize
d Return
St.Dev

-0.607387
2.0352
-1.568846
1.273846
2.511628
-1.68
1.333333
-1.811321
2.133333
-1.615385
1.866667
-2
-3.692308
11.4
-1.090909
1.2

0.441289
2.761155

Date
Open
High
Low
Close
Volume
Adj Close
2/2/2015
458.4
508
450.6
505 4246500
505
1/1/2015
471
473.81
411.6
458.4 4473900
458.4
12/1/2014
460.7
477.8
425.26
471 4688300
471
11/3/2014
418.4
461.2
403.3
460.3 3519900
460.3
10/1/2014
394.6
420
360.9
418.8 4782600
418.8
9/1/2014
368.8
409.9
357.2
396.1 6443400
389.31
8/1/2014
348.3
380.08
323.5
369.9 4761100
363.56
7/1/2014
374.4
389.3
346.5
349.2 4514100
343.21
6/2/2014
364.4
380
339
373.7 5299200
367.29
5/1/2014
369.7
387.9
336.1
357.2 4352400
351.07
4/1/2014
414
422.01
347.39
369.5 5147800
363.16
3/3/2014
434
455.4
392.9
412.5 5853900
401.95
2/3/2014
378.7
440
369.9
440 4261400
428.75
1/1/2014
349
398
343.93
378.6 3498600
368.92
12/2/2013
336.4
349.98
313.6
349 2380700
340.07
11/1/2013
335.3
349.85
305.42
329.2 4144900
320.78
10/1/2013
308.8 2969.39
303.1
335.1 3261200
326.53
9/2/2013
307.9
338.3
296.65
308.6 4703900
298.25
8/1/2013
327.3
359.8
293
303.5 3354600
293.32
7/1/2013
311.5
357
310.25
326 3082400
315.07
6/3/2013
318.2
322.9
280.56
309.6 3921100
299.22
5/1/2013
312.9
349.33
301.2
319.8 3961500
309.08
4/1/2013
274.1
329.5
261.93
311.2 4186400
300.77
3/1/2013
240
277.3
230.2
274.1 4067700
264.91
2/1/2013
217.8
243.5
215.8
240.1 3421200
232.05
1/1/2013
207.6
232.44
205.5
217.6 3352200
210.3
12/3/2012
195.6
208.8
194
207.6 2100500
200.64
11/1/2012
188
198.62
181.3
195.1 3141200
188.56
10/1/2012
169.6
194.3
169.6
189.6 4337000
183.24
9/3/2012
149.3
175.46
148.7
169.5 5485500
163.82
8/1/2012
132.4
154.4
132.2
150 3018800
144.97
7/2/2012
139.6
145.2
130.5
132.2 3493500
127.77
6/1/2012
119.9
148.6
112.5
139.1 4820500
134.44
5/1/2012
133.4
135.9
113.47
119.9 4921400
115.88
4/2/2012
142
142.4
124.5
133.7 3936400
129.22
3/1/2012
147.4
153.18
134.8
141 6594000
136.27
2/1/2012
108.9
150
107.3
147.2 6469300
142.26
1/2/2012
92.9
114
88.85
109.2 4078900
105.54
12/1/2011
99.1
104.62
86.6
92.9 3605000
89.79
11/1/2011
86.45
102.5
82.15
99.45 5594300
96.12
10/3/2011
76.6
97
70.5
88.8 4469900
85.82
9/1/2011
82.85
86.2
73.15
78.45 5201100
75.82
8/1/2011
101
103.9
64.91
82.25 7409500
79.49
7/1/2011
114.7
117.4
95.25
98.5 4186000
95.2

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

113.3
112.3
111.2
108.1
92.55
90.65
70.75
78.55
99.9
96.85
97.85
94.2
107.2
124.7
124.4
114.5
120

114.8
120.6
116.5
117.7
108.6
102.5
92.95
88
102
106.5
108.4
110
110.7
127.3
141
132.4
130.48

104
108.5
99.92
98.25
90.15
89.05
69.2
69
77.4
96.65
91.1
89.1
93.7
101.8
119.1
112.5
110.1

114.2 3636400
113.4 3976600
111.8 3880200
110.1 5948300
107.4 8672600
92.15 9079400
88.65 5618400
70.05 8884200
78.1 9570600
98.75 5764400
96.05 5423600
96.25 6876200
94.8 8234400
108 10333400
124.7 6488700
124 8674200
113.8 11459900

110.37
109.6
108.05
106.41
103.8
89.06
85.68
67.7
75.48
95.44
92.83
93.02
91.62
104.38
120.52
119.84
109.98

Return
Annualized Returns
0.101658 1.219895
-0.026752 -0.321019
0.023246 0.278949
0.099093 1.189112
0.057309 0.687705
0.07083 0.849959
0.059278 0.71134
-0.065561 -0.786727
0.046193 0.554311
-0.033288 -0.399459
-0.104242 -1.250909
-0.0625
-0.75
0.162176 1.946117
0.084814 1.017765
0.060146 0.72175
-0.017607 -0.21128
0.085872 1.03046
0.016804 0.201647
-0.069018 -0.828221
0.052972 0.635659
-0.031895 -0.382739
0.027635 0.33162
0.135352 1.624225
0.141608 1.699292
0.103401 1.240809
0.04817 0.578035
0.06407 0.768836
0.029008 0.348101
0.118584 1.423009
0.13
1.56
0.134644 1.615734
-0.049605 -0.595255
0.160133 1.921601
-0.103216 -1.238594
-0.051773 -0.621277
-0.04212 -0.505435
0.347985 4.175824
0.175457 2.10549
-0.065862 -0.790347
0.119932 1.439189
0.131931 1.583174
-0.046201 -0.554407
-0.164975 -1.979695
-0.137478 -1.649737

0.007055
0.014311
0.015441
0.02514
0.165491
0.039481
0.265525
-0.103073
-0.209114
0.02811
-0.002078
0.015295
-0.122222
-0.133921
0.005645
0.089631

Average
Annualize
d Return
St.Dev

0.084656
0.171735
0.185286
0.301676
1.985893
0.473773
3.186296
-1.236876
-2.509367
0.337324
-0.024935
0.183544
-1.466667
-1.607057
0.067742
1.075571

0.363385
1.246619

Date
Open
High
Low
Close
Volume
Adj Close
2/2/2015
149.9
158.5
147.8
155.6 2260400
155.6
1/1/2015
163.6
165
148.9
149.5 3233300
149.5
12/1/2014
140.9
163.6
140.9
163.6 2766700
163.6
11/3/2014
141
148.2
138.4
141.8 2565200
141.8
10/1/2014
122.3
140.3
116.7
140.3 3962600
140.3
9/1/2014
133.6
135.3
115
122.2 6417800
121.74
8/1/2014
125.5
138.2
123.16
133.9 2060600
133.39
7/1/2014
129.5
136.75
123
125.1 4061700
124.62
6/2/2014
142.6
146.9
126.1
129.7 5882000
129.21
5/1/2014
147.1
157
135.11
142.4 4980500
139.12
4/1/2014
165.3
165.8
143.53
147 3453500
143.62
3/3/2014
172.7
178.2
158.5
165.1 2752700
161.3
2/3/2014
154.3
175.1
149.8
174.3 2588700
170.29
1/1/2014
162.5
166.3
150
154.8 2791900
151.24
12/2/2013
165.5
168.5
161.8
162.5 2591500
158.76
11/1/2013
149.9
168
147.1
165.2 3642700
161.4
10/1/2013
133.7
152.5
130.8
150.1 2159900
146.65
9/2/2013
125.8
141.44
123.4
134.8 2405800
131.26
8/1/2013
132.6
139.3
124.6
124.7 2067000
121.43
7/1/2013
122.4
132.5
121.2
132 2790100
128.54
6/3/2013
126
126.38
116
121.5 3364400
118.31
5/1/2013
119
134.68
117.67
126.3 2866700
120.5
4/1/2013
121.5
126.8
115.32
119 2173800
113.54
3/1/2013
116.9
125.93
113.87
121.5 2108100
115.92
2/1/2013
105.5
117.4
105.5
116.7 2544300
111.34
1/1/2013
97.65
107
97.4
105.2 2412200
100.37
12/3/2012
99.25
100.5
96.75
97.65 1844500
93.17
11/1/2012
102.7
105.5
98.34
99.15 2991800
94.6
10/1/2012
93.45
102.8
93
102.5 3415400
97.79
9/3/2012
94.75
98.25
91.86
93.35 2705000
88.69
8/1/2012
91.8
95.25
90.8
94.6 1380900
89.88
7/2/2012
90.8
93.75
86.25
91.95 2615300
87.36
6/1/2012
88.65
91.45
82.75
91 3375100
86.46
5/1/2012
79
88.95
72.05
88.95 5569500
82.38
4/2/2012
84.7
85.55
78.45
79 3433500
73.17
3/1/2012
75.15
85.5
73
84.3 4362500
78.08
2/1/2012
71.8
76.2
71.75
75.05 1997500
69.51
1/2/2012
74
77
71.15
71.85 3110000
66.55
12/1/2011
76.75
77.65
69.4
74 2140300
68.54
11/1/2011
74.5
79.5
73
76.65 3179600
70.99
10/3/2011
71.95
80.2
70
75.05 5004900
69.51
9/1/2011
68.7
76.25
67.63
72.75 4043100
67.06
8/1/2011
74.35
74.4
62.6
68.55 3152200
63.19
7/1/2011
68
78
67.38
73.75 3777100
67.98

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

68.3
60
60
57.17
57.8
60.6
55.5
54.5
48.15
43.75
43
40.5
40.8
42.75
44.75
45.54
46.23

70.5
70.5
61.5
60.95
60.1
61.15
61.9
56.25
55.1
49.99
45.07
45
43.42
45.49
46
46.25
47

66.05
59.7
59.27
54.25
54.5
56.22
55
54.21
47.74
43.75
42.66
38.75
38.5
37.5
42.35
41.5
43.5

67.65 2918500
69 4085100
60 1213000
60.2 2414600
57 1639800
57.75 3079000
60.25 2551200
55.05 2423000
54.3 3729300
48.05 3709400
44.35 1248600
42.25 2571600
41 5054200
40 10680400
42.75 3184000
43.84 2797700
44.41 3358500

62.36
62.17
54.06
54.24
51.36
52.03
54.28
49.6
48.92
43.07
39.76
37.87
36.75
34.95
37.35
38.31
38.8

Return
Annualized Returns
0.040803 0.489632
-0.086186 -1.03423
0.153738 1.844852
0.010691 0.128297
0.148118 1.777414
-0.087379 -1.048544
0.070344 0.844125
-0.035466 -0.425598
-0.089185 -1.070225
-0.031293 -0.37551
-0.109631 -1.315566
-0.052783 -0.633391
0.125969 1.511628
-0.047385 -0.568615
-0.016344 -0.196126
0.1006 1.207195
0.113501 1.362018
0.080994 0.971933
-0.055303 -0.663636
0.08642 1.037037
-0.038005 -0.456057
0.061345 0.736134
-0.020576 -0.246914
0.041131 0.493573
0.109316 1.311787
0.077317 0.927803
-0.015129 -0.181543
-0.032683 -0.392195
0.098018 1.176219
-0.013214 -0.158562
0.02882 0.34584
0.01044 0.125275
0.023047 0.27656
0.125949 1.511392
-0.062871 -0.754448
0.123251 1.479014
0.044537 0.534447
-0.029054 -0.348649
-0.034573 -0.414873
0.021319 0.255829
0.031615 0.379381
0.061269 0.73523
-0.070508 -0.846102
0.09017 1.08204

-0.019565
0.15
-0.003322
0.05614
-0.012987
-0.041494
0.09446
0.013812
0.130073
0.083427
0.049704
0.030488
0.025
-0.064327
-0.024863
-0.012835

Average
Annualize
d Return
St.Dev

-0.234783
1.8
-0.039867
0.673684
-0.155844
-0.497925
1.133515
0.165746
1.560874
1.001127
0.59645
0.365854
0.3
-0.77193
-0.298358
-0.154019

0.280973
0.831019

Date
Open
High
Low
Close
Volume
Adj Close
2/2/2015
709.5
769
704.5
757
577000
757
1/1/2015
674.5
713.5
638
704.5
637500
704.5
12/1/2014
658
697
637.5
674.5
531400
674.5
11/3/2014
682.5
713
645
663.5
526300
649.06
10/1/2014
664
684.5
600.72
680.5
603900
665.69
9/1/2014
692.5
718
659
668
407600
653.46
8/1/2014
695
717
674
686
242800
671.07
7/1/2014
727
749.5
693
701.5
335700
686.23
6/2/2014
749.5
774
704
727.5
502900
711.67
5/1/2014
728
763
685.1
746.5
375700
730.25
4/1/2014
742
753.5
674.07
724.5
406900
702.96
3/3/2014
772.5
772.5
707
742
509400
719.94
2/3/2014
694.5
784
688
777.5
505100
754.38
1/1/2014
692.5
718
677.5
693
540400
672.4
12/2/2013
676
700.64
652.5
692.5
481400
671.91
11/1/2013
624.5
683.5
583
676
613200
641.82
10/1/2013
569
626
548.5
625
587200
593.4
9/2/2013
573.5
595
554.5
572.5
638100
543.56
8/1/2013
544.5
582
540
573.5
610900
544.51
7/1/2013
515
545
490.1
544
689100
516.5
6/3/2013
531.5
534
459.8
513
952200
487.06
5/1/2013
440
536
439.6
530
634500
503.21
4/1/2013
444.4
458
434.5
440
450200
412.9
3/1/2013
426.6
445.7
417.05
444.4
398200
417.03
2/1/2013
448.1
462.3
383
423.7 1299200
397.61
1/1/2013
406.9
472.7
401.3
448.8
597200
421.16
12/3/2012
397
410.1
385
406.9
456700
381.84
11/1/2012
359.1
411.1
358.9
396
844900
358.81
10/1/2012
365.4
374.1
346.5
359.2
600300
325.47
9/3/2012
319.3
383
317.81
364.1 1185600
329.91
8/1/2012
301.7
322.1
299.8
319.6 1155100
289.59
7/2/2012
330.8
335.5
250
300.9 2160500
272.64
6/1/2012
331
335.02
309.5
329.9
803300
298.92
5/1/2012
382.3
386.4
328.2
331.6
939900
300.46
4/2/2012
384.7
395.9
374.6
382.2
767900
340.96
3/1/2012
378.8
402.5
375.1
384.7
802200
343.19
2/1/2012
345
384.8
344.8
379.8
626500
338.82
1/2/2012
321.7
359.8
320.5
344
679000
306.88
12/1/2011
339.5
339.5
298.7
321.7
883300
286.99
11/1/2011
328.8
342.1
315
339.5
858000
290.01
10/3/2011
312.9
345
302.9
329.9 1130600
281.81
9/1/2011
318.6
329.4
290.6
315
941800
269.08
8/1/2011
353
356.6
284.7
318 1284200
271.64
7/1/2011
395
403.1
330.6
350.9 1321000
299.75

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

436.9
410
396.5
366.8
450
480.7
492.6
485
484.7
484
481.2
467.2
460
480.6
458.5
426.7
424.3

443.4
456.9
409.5
409.8
452.5
490.2
492.6
508.5
509.5
496.3
494.2
518
486.3
489.1
497.7
480.6
459.4

386.6
146.4
376.7
364.9
355
439.9
445
469.2
447.4
461
464.3
463.1
452.1
419.3
455.6
426.05
402.7

394.5
436.4
409.5
395.5
364.5
448.6
473.3
489
482.4
485.2
482.4
480
475.4
460.2
480.6
464
426.1

1145100
1400100
1218900
1949500
2627800
1526500
1576600
776200
1624700
1277300
738300
831400
709500
1467300
508200
487700
628100

336.99
367.89
345.21
333.41
307.28
378.17
399
400.71
395.3
397.6
395.3
393.33
389.56
377.11
389.78
376.32
345.58

Return
Annualized Returns
0.074521 0.894251
0.044477 0.533729
0.016579 0.198945
-0.024982 -0.29978
0.018713 0.224551
-0.026239 -0.314869
-0.022096 -0.265146
-0.035739 -0.428866
-0.025452 -0.305425
0.030366 0.364389
-0.023585 -0.283019
-0.045659 -0.54791
0.121934 1.463203
0.000722 0.008664
0.024408 0.292899
0.0816
0.9792
0.091703 1.100437
-0.001744 -0.020924
0.054228 0.650735
0.060429 0.725146
-0.032075 -0.384906
0.204545 2.454545
-0.009901 -0.118812
0.048855 0.586264
-0.055927 -0.671123
0.102974 1.235684
0.027525 0.330303
0.10245 1.229399
-0.013458 -0.161494
0.139237 1.670839
0.062147 0.745763
-0.087905 -1.054865
-0.005127 -0.06152
-0.132391 -1.588697
-0.006499 -0.077983
0.012902 0.154818
0.10407 1.248837
0.069319 0.831831
-0.05243 -0.629161
0.0291 0.349197
0.047302 0.567619
-0.009434 -0.113208
-0.093759 -1.125107
-0.11052 -1.326236

-0.096013
0.06569
0.035398
0.085048
-0.187472
-0.052187
-0.032106
0.013682
-0.005771
0.005804
0.005
0.009676
0.033029
-0.042447
0.035776
0.088946

Average
Annualize
d Return
St.Dev

-1.152154
0.788278
0.424779
1.020576
-2.249666
-0.626241
-0.385276
0.164179
-0.06925
0.069652
0.06
0.116113
0.396349
-0.509363
0.42931
1.067355

0.143447
0.825487

Date
Open
High
Low
2/2/2015
39.69
48.4
1/1/2015
54.5
55.5
12/1/2014
46.55
56.9
11/3/2014
50
56
10/1/2014
55
56
9/1/2014
60.53
66
8/1/2014
50.3
60.9
7/1/2014
66.1
68.2
6/2/2014
39.9
71.95
5/1/2014
37.7
42
4/1/2014
30
40
3/3/2014
25.7
36
2/3/2014
25.05
34.28
1/1/2014
18
26.72
12/2/2013
14.97
18.5
11/1/2013
7.62
16
10/1/2013
7.99
8.2
9/2/2013
6.34
8.75
8/1/2013
4.75
8.45
7/1/2013
4.25
4.75
6/3/2013
4.05
5.25
5/1/2013
4.29
4.29
4/1/2013
4
4.5
3/1/2013
4.47
5.15
2/1/2013
2.83
4.5
1/1/2013
3.12
3.73
12/3/2012
2.7
3.49
11/1/2012
2.5
2.83
10/1/2012
2.5
2.9
9/3/2012
2.5
2.55
8/1/2012
2.5
2.5
7/2/2012
2.8
2.8
6/1/2012
2.25
2.9
5/1/2012
2.25
2.6
4/2/2012
2.88
3.12
3/1/2012
3.25
3.38
2/1/2012
3.17
3.39
1/2/2012
2.38
3.25
12/1/2011
3.5
3.5
11/1/2011
4
4.45
10/3/2011
4.75
4.75
9/1/2011
4.62
4.85
8/1/2011
6.03
6.03
7/1/2011
5.05
5.96

Close
Volume
Adj
36.24
46.25
184800
38.25
39
145800
38.25
54.5
161600
44
46.25
105500
45
50.5
120500
53
56
116800
45.21
59.5
110400
44.5
50.5
231300
39.4
67.75
298100
34.75
39.25
353400
30
37.25
152800
24
31
178000
24
25.5
367500
16.5
25.12
403900
14.97
18
245800
7.25
14.88
471500
7.26
7.62
116700
6
8
106800
4.3
6.25
147100
4.15
4.38
13500
3.61
4.25
56600
3.75
4.12
29100
3.25
4.12
98400
3.5
4
107800
2.12
4.25
277000
2.61
3.12
81900
2.5
3.12
98200
1.5
2.5
376800
2
2.5
17400
2.28
2.5
39200
2.25
2.5
10000
2.25
2.5
35500
2
2.88
28500
1.75
2.25
37500
2.5
2.88
9600
2.6
2.88
22700
2.38
3.25
50000
2
3.12
79000
2.12
2.38
12200
3.33
3.5
2400
3.35
4
4000
4.51
4.75
2000
4.5
4.62
5900
5.05
5.62
1000

Close
46.25
39
54.5
46.25
50.5
55.89
59.38
50.4
67.62
38.86
36.88
30.69
25.25
24.87
17.82
14.73
7.55
7.82
6.11
4.28
4.16
3.84
3.84
3.72
3.96
2.91
2.91
2.33
2.33
2.33
2.33
2.33
2.68
2.09
2.68
2.68
3.02
2.91
2.21
3.26
3.72
4.42
4.3
5.24

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

7.5
8.75
8.02
8
9
9
9
9.25
12
10
8.25
12
11.5
12
12
12
12.5

7.88
8.75
8.75
8.31
9
9
9
12
12.25
12.2
12
12
12
12.34
14.42
12.68
12.5

5.05
7.88
8.02
7.62
7.51
8.5
9
9
9
10
8.75
7.57
10
11
11
11
10.12

5.25
7.88
8.75
8.25
8
9
9
9
9.25
12
10
8.25
12
11.5
12
12
12

16200
3700
5600
7200
1000
6500
0
200
4300
1000
1900
100
33900
700
1700
400
11300

4.89
7.33
8.14
7.68
7.45
8.38
8.38
8.38
8.61
11.17
9.31
7.68
11.17
10.7
11.17
11.17
11.17

Return
Annualized Returns
0.185897 2.230769
-0.284404 -3.412844
0.178378 2.140541
-0.084158 -1.009901
-0.098214 -1.178571
-0.058824 -0.705882
0.178218 2.138614
-0.254613 -3.055351
0.726115 8.713376
0.053691 0.644295
0.201613 2.419355
0.215686 2.588235
0.015127 0.181529
0.395556 4.746667
0.209677 2.516129
0.952756 11.43307
-0.0475
-0.57
0.28
3.36
0.426941 5.123288
0.030588 0.367059
0.031553 0.378641
0
0
0.03
0.36
-0.058824 -0.705882
0.362179 4.346154
0
0
0.248
2.976
0
0
0
0
0
0
0
0
-0.131944 -1.583333
0.28
3.36
-0.21875
-2.625
0
0
-0.113846 -1.366154
0.041667
0.5
0.310924 3.731092
-0.32
-3.84
-0.125
-1.5
-0.157895 -1.894737
0.028139 0.337662
-0.177936 -2.135231
0.070476 0.845714

-0.333756
-0.099429
0.060606
0.03125
-0.111111
0
0
-0.027027
-0.229167
0.2
0.212121
-0.3125
0.043478
-0.041667
0
0

Average
Annualize
d Return
St.Dev

-4.005076
-1.193143
0.727273
0.375
-1.333333
0
0
-0.324324
-2.75
2.4
2.545455
-3.75
0.521739
-0.5
0
0

0.542815
2.76926

Date
Open
High
Low
Close
Volume
Adj Close
2/2/2015
75.9
82.69
74.52
81.2 2981800
81.2
1/1/2015
75.25
78.2
68
75.25 5288000
75.25
12/1/2014
72.3
76
69.45
75.25 3611000
75.25
11/3/2014
64.8
72.75
63.16
72 3934700
69.64
10/1/2014
58.15
66.4
56.85
64.9 7021400
62.77
9/1/2014
66.05
68.9
57.9
58.3 4058100
56.39
8/1/2014
65.8
68.4
62.6
66.45 3391100
64.27
7/1/2014
68.3
69
61.45
66.05 2587000
63.88
6/2/2014
76.55
77.65
66.15
68.45 4069000
66.21
5/1/2014
80.6
82.25
75.48
76.15 2392200
72.7
4/1/2014
80.4
82.4
74.9
80.2 3764700
76.56
3/3/2014
74.9
81.42
73.25
79.95 5056600
76.32
2/3/2014
74.15
79.6
71.6
75.7 4082400
72.27
1/1/2014
73
86.9
70.88
74.05 12761100
70.69
12/2/2013
93.6
95
70.85
73 6972100
69.69
11/1/2013
102.4
104.18
92.7
96.75 4275100
89.69
10/1/2013
102.5
113.5
96.6
101.9 5359000
94.46
9/2/2013
107
109.1
99.1
102.2 4353700
94.74
8/1/2013
108.4
110
101.72
107.1 3347300
99.28
7/1/2013
96
109.6
94.1
108.4 4349200
100.49
6/3/2013
94.05
98.15
85.42
95.4 4897600
88.44
5/1/2013
83.8
97.7
82.81
94.05 5256200
86.16
4/1/2013
82.8
88.68
78.2
83.2 7351300
76.22
3/1/2013
94.45
95.4
79.97
82.8 11837100
75.86
2/1/2013
101.8
103.4
92.36
94.35 7754300
86.44
1/1/2013
114
118.31
99.95
101.3 6430400
92.81
12/3/2012
118
118.56
111.99
114 3162000
104.44
11/1/2012
119.5
124.8
111.32
117.9 4587800
105.62
10/1/2012
102.2
121.3
101.8
119.7 6468100
107.24
9/3/2012
96.05
104.6
94.25
102.4 5640800
91.74
8/1/2012
92.1
97.01
90.99
96.5 2504700
86.45
7/2/2012
86.6
94.45
84.55
91.95 3437600
82.38
6/1/2012
77.25
86.95
74.25
86.5 4935100
77.49
5/1/2012
82.1
85.75
71.45
77.45 5487600
68.37
4/2/2012
81.2
83.15
76.5
82.6 5997000
72.91
3/1/2012
73.65
83.9
70.01
80.8 4871200
71.33
2/1/2012
67.8
75.25
67.6
73.8 3765300
65.15
1/2/2012
58.55
68.5
55.87
67.8 3576300
59.85
12/1/2011
64
65.2
55.65
58.55 2554200
51.68
11/1/2011
67.95
68.3
55.5
63.65 4195000
54.21
10/3/2011
55.65
69.85
54.55
65 5290400
55.36
9/1/2011
55.35
62.85
50.3
56.35 3551100
47.99
8/1/2011
67.9
68.09
52.2
53.5 3517500
45.57
7/1/2011
69.3
71.95
63.2
66.75 3086200
56.85

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

73.8
68.05
59.7
63.3
66
72.25
70.75
76.35
65.75
58.25
62.4
52.3
57.75
71.8
75.85
63.5
67

73.85
76
70
64.4
67.95
76
76.85
76.9
79
68.2
66
65.9
62.4
76.2
81.25
76.65
76.2

66
67.1
58.95
55.85
60.35
64.4
69.6
68.7
65.7
57.25
55.05
52.2
51.95
55.9
68.25
61
61.45

69
74.8
68.1
59.2
62.75
65.7
70.8
70.5
76.35
65.3
57.75
61.5
53
59.15
71.8
75.7
62.75

3803900
4433900
5221300
4708500
4140900
5103400
2253000
4348400
5873100
4349000
3073900
3872100
5052400
6426500
6691100
5531800
5345700

58.77
62.76
57.14
49.67
52.65
55.13
59.41
59.15
64.06
54.79
48.46
51.6
44.47
49.63
60.25
63.52
52.65

Return
Annualized Returns
0.07907 0.948837
0
0
0.045139 0.541667
0.109399 1.312789
0.113208 1.358491
-0.122649 -1.471783
0.006056 0.072672
-0.035062 -0.420745
-0.101116 -1.213395
-0.050499 -0.605985
0.003127 0.037523
0.056143 0.673712
0.022282 0.267387
0.014384 0.172603
-0.245478 -2.945736
-0.05054 -0.606477
-0.002935 -0.035225
-0.045752 -0.54902
-0.011993 -0.143911
0.136268 1.63522
0.014354 0.172249
0.130409 1.564904
0.004831 0.057971
-0.122417 -1.468998
-0.068608 -0.823297
-0.111404 -1.336842
-0.033079 -0.396947
-0.015038 -0.180451
0.168945 2.027344
0.06114 0.733679
0.049483 0.593801
0.063006 0.756069
0.11685 1.402195
-0.062349 -0.748184
0.022277 0.267327
0.094851 1.138211
0.088496 1.061947
0.157985 1.895816
-0.080126 -0.961508
-0.020769 -0.249231
0.153505 1.842059
0.053271 0.639252
-0.198502 -2.382022
-0.032609 -0.391304

-0.07754
0.098385
0.150338
-0.056574
-0.044901
-0.072034
0.004255
-0.076621
0.169219
0.130736
-0.060976
0.160377
-0.103973
-0.176184
-0.051519
0.206375

Average
Annualize
d Return
St.Dev

-0.930481
1.180617
1.804054
-0.678884
-0.538813
-0.864407
0.051064
-0.91945
2.030628
1.568831
-0.731707
1.924528
-1.247675
-2.114206
-0.61823
2.476494

0.110584
1.194197

Date
Open
High
Low
Close
Volume
Adj Close
2/2/2015
860
948.5
852.5
925.5
146700
920.38
1/1/2015
836.5
873.47
818
865
73800
860.21
12/1/2014
813
850
774
836.5
84300
831.87
11/3/2014
755
826.5
717.31
796
125700
791.6
10/1/2014
760
765.5
702.5
758
99200
742.91
9/1/2014
725
775
717.88
758
77200
742.91
8/1/2014
690
739
680.5
725
46700
710.57
7/1/2014
731.5
755
689
694
51000
680.19
6/2/2014
698.5
732.5
677
723.5
141800
709.1
5/1/2014
690
740
680
695
92200
681.17
4/1/2014
677
707.32
655
690
135100
676.27
3/3/2014
699.5
725
658.91
668
115700
654.71
2/3/2014
685.5
713
672.5
702.5
130200
683.93
1/1/2014
702.5
735.5
676.82
701.5
182300
682.95
12/2/2013
682.5
709.5
665
702.5
86300
683.93
11/1/2013
688.5
700.5
667
681.5
186200
663.48
10/1/2013
717
727
673.5
690
120000
661.41
9/2/2013
703.5
742.5
678
718
186300
688.25
8/1/2013
680.5
721
663.7
683
52200
654.7
7/1/2013
694.5
748
655.38
683
129100
654.7
6/3/2013
683
755
669
690
101600
661.41
5/1/2013
714.5
728.5
671.11
684
80100
655.66
4/1/2013
749.5
791.5
711
718
61100
688.25
3/1/2013
700
774
696.76
749.5
76000
718.45
2/1/2013
624
700.5
612.9
700.5
113200
667.54
1/1/2013
601.5
643
601.5
620.5
66500
591.3
12/3/2012
590
639.5
575
601.5
41400
573.2
11/1/2012
608
627
564.6
583.5
105700
556.04
10/1/2012
585
623.5
573
617
240600
578.95
9/3/2012
498
610
490.28
582.5
257200
546.58
8/1/2012
487
505
473
492.3
86700
461.94
7/2/2012
491.9
505.93
480.7
489.8
91500
459.6
6/1/2012
475
508
467
486
127700
456.03
5/1/2012
465.5
491.5
432.5
475
349200
445.71
4/2/2012
439.63
484.95
417.56
461.5
205200
433.04
3/1/2012
492.2
495.83
437.14
443.26
183300
415.92
2/1/2012
479.06
525.29
475.89
494.02
71900
459.11
1/2/2012
470.45
482.78
454.59
476.8
64800
443.1
12/1/2011
471.81
474.89
438.27
470.45
102200
437.21
11/1/2011
444.64
488.94
199.42
474.98
233300
441.42
10/3/2011
434.64
449.67
427.76
444.16
29300
404.68
9/1/2011
402.42
460.02
388.23
445.3
78500
405.71
8/1/2011
430.57
439.63
396.62
404.51
53100
368.55
7/1/2011
451.87
672.29
421.73
426.03
112700
388.16

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

440.99
438.27
465.01
457.31
459.57
461.39
460.02
482.23
429.43
380.71
362.81
340.6
373.46
416.97
383.66
416.06
431.92

450.51
455.04
466.82
484.95
471.36
486.31
490.85
504.89
491.03
449.4
385.24
386.6
387.96
430.57
420.6
416.97
465.17

428.75
416.97
427.85
430.11
428.75
455.95
451.41
448.7
403.37
370.74
362.58
339.92
339.92
370.29
368.93
372.1
371.65

444.84
444.16
435.1
457.76
460.02
462.29
453.23
455.95
480.42
426.03
383.88
376.18
348.98
377.54
416.97
376.18
412.44

44900
103500
21700
105200
413300
81700
134800
122200
99100
103400
129700
138500
79100
159700
85600
389900
270700

405.3
404.68
396.42
417.07
415.42
417.46
409.28
411.73
427.16
378.8
341.32
334.47
310.29
335.68
370.74
334.47
363.78

Return
Annualized Returns
0.069942 0.839306
0.034071 0.408846
0.050879 0.610553
0.050132 0.601583
0
0
0.045517 0.546207
0.044669 0.536023
-0.040774 -0.489288
0.041007 0.492086
0.007246 0.086957
0.032934 0.39521
-0.04911 -0.589324
0.001426 0.017106
-0.001423 -0.017082
0.030814 0.369773
-0.012319 -0.147826
-0.038997 -0.467967
0.051245 0.614934
0
0
-0.010145 -0.121739
0.008772 0.105263
-0.047354 -0.568245
-0.042028 -0.504336
0.06995
0.8394
0.128928 1.547139
0.031588 0.379052
0.030848 0.37018
-0.054295 -0.65154
0.059227 0.71073
0.183222 2.198659
0.005104 0.061249
0.007819 0.093827
0.023158 0.277895
0.029252 0.351029
0.04115 0.493796
-0.102749 -1.232987
0.036116 0.433389
0.013498 0.161973
-0.009537 -0.114447
0.069389 0.832673
-0.00256 -0.030721
0.100838 1.210057
-0.050513 -0.606154
-0.042285 -0.507418

0.001531
0.020823
-0.049502
-0.004913
-0.00491
0.01999
-0.005966
-0.050935
0.127667
0.1098
0.020469
0.077941
-0.075648
-0.094563
0.108432
-0.087916

Average
Annualize
d Return
St.Dev

0.018372
0.249874
-0.594023
-0.058954
-0.058924
0.239878
-0.071587
-0.611215
1.532005
1.317599
0.245627
0.935297
-0.907771
-1.134758
1.301186
-1.05499

0.181391
0.682655

Date
Open
High
Low
Close
Volume
Adj Close
2/2/2015
1869
2040 1795.96
1955
64900
1955
1/1/2015
1909
1930
1729
1860
71100
1860
12/1/2014
1700
1950
1679
1909
51700
1909
11/3/2014
1595
1702 1508.26
1690
97800
1690
10/1/2014
1454
1599
1454
1570
149600
1570
9/1/2014
1433
1495
1406
1465
103400
1465
8/1/2014
1413
1455
1340
1432
41700 1425.64
7/1/2014
1363
1427
1314
1381
38700 1374.87
6/2/2014
1411
1455
1291
1371
89400 1364.91
5/1/2014
1435
1449
1329
1410
138100 1403.74
4/1/2014
1463
1487
1398
1431
61400 1424.64
3/3/2014
1480
1544
1459
1467
68700 1460.48
2/3/2014
1453
1518
1453
1501
55600 1494.33
1/1/2014
1440
1500
1420
1495
47000 1488.36
12/2/2013
1331
1454
1307
1440
55900
1433.6
11/1/2013
1396
1448 1317.77
1340
109300 1334.05
10/1/2013
1447
1447
1294
1393
54700 1386.81
9/2/2013
1450
1501
1390
1450
37400 1443.56
8/1/2013
1470
1547
1425
1450
42500 1443.56
7/1/2013
1368
1570
1356
1475
36300
1581.4
6/3/2013
1341
1433
1329
1364
48600 1462.39
5/1/2013
1380 1469.57
1319.5
1353
63800 1450.61
4/1/2013
1420
1430
1288
1377
52100
1466
3/1/2013
1270
1440 1269.59
1420
78900 1511.79
2/1/2013
1173
1280
1172 1268.99
61100 1351.02
1/1/2013
1090
1200
1046.9
1168
95200
1243.5
12/3/2012
975
1098
975
1090
45900 1160.46
11/1/2012
936
1001
909.5
982.99
30800 1046.53
10/1/2012
915
951.72
905.5
935
26700
995.43
9/3/2012
909.5
960
899
912.5
83100
971.48
8/1/2012
895.5
940
883.5
905
82400
958.27
7/2/2012
808.5
897.14
777.5
892
214600
944.5
6/1/2012
846.5
868.09
803.5
807
85100
854.5
5/1/2012
838
866
801.26
850
43000
900.03
4/2/2012
812
860
804
840
50500
879.59
3/1/2012
825.5
851.87
800
812
90900
850.27
2/1/2012
786.5
835
750.5
828.5
144700
867.55
1/2/2012
821
844.39
780
780
69100
816.76
12/1/2011
839
855
795.75
821
36200
859.69
11/1/2011
808.5
846.35
785
846
62600
885.87
10/3/2011
836.5
853
795
816.5
87600
854.98
9/1/2011
766
856.5
748
850
142100
890.06
8/1/2011
801
850
726.5
761.5
215600
793.06
7/1/2011
781.5
820
771.51
800
45400
833.15

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

775
759
698.5
678.5
650.5
714
658
651
700
709.5
712
627.5
626
637.5
629
684.5
622.5

799.5
783
767
747
698
726.5
720
674.5
707.5
726.5
720.5
703
658
650
646
704.5
680.5

722
737.5
690
678
639
650
638
632
630
689
690
627.5
623.5
596.5
626.5
618.5
622.5

790
755
766.5
696
686.5
650
720
645
656.5
689
709
703
649
626
637.5
618.5
672.5

70800
74900
81900
147200
91700
73200
126300
185500
110900
0
0
0
0
0
0
0
0

822.74
786.29
789.74
717.1
707.32
669.71
741.83
664.56
676.41
709.89
726.18
720.04
664.73
641.17
644.75
625.53
680.14

Return
Annualized Returns
0.051075 0.612903
-0.025668 -0.308015
0.129586 1.55503
0.076433 0.917197
0.071672 0.860068
0.023045 0.276536
0.03693 0.443157
0.007294 0.087527
-0.02766 -0.331915
-0.014675 -0.176101
-0.02454 -0.294479
-0.022652 -0.271819
0.004013 0.048161
0.038194 0.458333
0.074627 0.895522
-0.038047 -0.456569
-0.03931 -0.471724
0
0
-0.016949 -0.20339
0.081378 0.97654
0.00813 0.097561
-0.017429 -0.20915
-0.030282 -0.36338
0.119 1.428002
0.086464 1.037568
0.07156 0.858716
0.108862 1.306341
0.051326 0.615914
0.024658 0.29589
0.008287 0.099448
0.014574 0.174888
0.105328 1.263941
-0.050588 -0.607059
0.011905 0.142857
0.034483 0.413793
-0.019916 -0.238986
0.062179 0.746154
-0.049939 -0.599269
-0.029551 -0.35461
0.03613 0.433558
-0.039412 -0.472941
0.116218 1.394616
-0.048125
-0.5775
0.012658 0.151899

0.046358
-0.015003
0.101293
0.013838
0.056154
-0.097222
0.116279
-0.017517
-0.04717
-0.028209
0.008535
0.083205
0.036741
-0.018039
0.030719
-0.080297

Average
Annualize
d Return
St.Dev

0.556291
-0.180039
1.215517
0.16606
0.673846
-1.166667
1.395349
-0.210206
-0.566038
-0.338505
0.102418
0.998459
0.440895
-0.216471
0.368634
-0.963569

0.232186
0.649391

Date
Open
High
Low
Close
Volume
Adj Close
2/2/2015
189
198
181.12
195
239900
195
1/1/2015
173.25
188.25
167.5
187.75
372800
187.75
12/1/2014
171
176.75
167.5
173.25
162800
173.25
11/3/2014
158.25
175
158
172.75
552700
172.75
10/1/2014
162
162
145.44
160
337600
158.62
9/1/2014
154
165
151.25
161
518300
159.61
8/1/2014
156.5
159.33
150
152.5
101500
151.19
7/1/2014
168
168.5
147.83
157.5
63700
156.14
6/2/2014
160.25
171
156.25
167
254200
162.58
5/1/2014
167
169.75
154.5
164.25
153700
159.9
4/1/2014
157.75
173
154.6
166.75
121200
162.34
3/3/2014
165.75
169.5
153
156
289000
151.87
2/3/2014
156.75
170.3
154.5
163.5
363800
159.17
1/1/2014
150
163.5
145.33
156
284500
151.87
12/2/2013
152.25
157
148.88
150
101300
146.03
11/1/2013
145
164
142.56
155
571100
150.9
10/1/2013
145.25
148.5
138.1
144
603400
138.79
9/2/2013
132.5
149
131.5
147.5
257600
142.17
8/1/2013
134
135
128
131.75
138900
126.99
7/1/2013
118.5
134.15
117
132.5
122500
127.71
6/3/2013
130
130
115
118.75
95900
111.51
5/1/2013
114.68
131
114.68
127.12
185900
119.37
4/1/2013
120
121
111.24
119
397500
111.74
3/1/2013
118.5
124.5
116
120
316300
112.68
2/1/2013
114
122
103
122
557000
114.56
1/1/2013
122.75
132
103.75
112.5
302300
105.64
12/3/2012
112.5
125.41
111
122.75
79500
115.26
11/1/2012
113.25
116.46
105
112
674400
105.17
10/1/2012
133
137
109.6
116.25
446900
107.89
9/3/2012
124.25
138
124
132.25
45100
122.74
8/1/2012
115
128
111
125.25
215500
116.25
7/2/2012
139
144
110
115
132500
106.73
6/1/2012
140
144
134
144
205400
130.59
5/1/2012
145.5
150
123.5
140
168400
126.96
4/2/2012
124.5
151
116.5
146
348900
132.4
3/1/2012
142
146
117.82
122.25
175200
110.86
2/1/2012
117
147.78
117
140
502200
126.96
1/2/2012
105.75
124
103.5
119.62
201900
108.48
12/1/2011
102
107.84
99.25
105.75
98700
95.9
11/1/2011
107.5
113
97.93
101
87000
91.59
10/3/2011
96
111.43
84.93
110
121900
98.32
9/1/2011
106.75
109
87
98
261800
87.59
8/1/2011
120.25
122.75
96.5
107
219300
95.64
7/1/2011
136
142.75
118
118.25
216600
105.69

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

131.75
133
116.5
112
109.5
92
95.25
99
92
63
60.5
49.5
53
55.75
39.5
36.75
56

146.5
139.5
137.75
118.75
129
115
97
99.69
103
92.25
66
70.23
53.5
58.01
58
64
56

126.5
120.51
112
91
106.5
89.5
51.75
52.5
88
62
60.5
49.5
46
43.75
39.41
34.17
43.75

135
129.5
135
115.5
113
110.5
91
95.25
98
89.5
62
60.5
50.5
52
55.75
39.5
47.25

431800
418200
358000
521300
278500
350300
161000
854500
755600
279900
226300
166000
366000
118200
255100
69200
14300

118.37
113.55
117.32
100.37
98.2
96.02
79.08
82.77
85.16
77.78
53.88
52.57
43.88
45.19
48.45
34.33
41.06

Return
Annualized Returns
0.038615 0.463382
0.083694 1.004329
0.002894 0.034732
0.079688 0.95625
-0.006211 -0.074534
0.055738 0.668852
-0.031746 -0.380952
-0.056886 -0.682635
0.016743 0.200913
-0.014993 -0.17991
0.06891 0.826923
-0.045872 -0.550459
0.048077 0.576923
0.04
0.48
-0.032258 -0.387097
0.076389 0.916667
-0.023729 -0.284746
0.119545 1.434535
-0.00566 -0.067925
0.115789 1.389474
-0.065843 -0.79012
0.068235 0.818824
-0.008333
-0.1
-0.016393 -0.196721
0.084444 1.013333
-0.083503 -1.002037
0.095982 1.151786
-0.036559 -0.43871
-0.120983 -1.451796
0.055888 0.670659
0.08913 1.069565
-0.201389 -2.416667
0.028571 0.342857
-0.041096 -0.493151
0.194274 2.331288
-0.126786 -1.521429
0.170373 2.044474
0.131158 1.573901
0.04703 0.564356
-0.081818 -0.981818
0.122449 1.469388
-0.084112 -1.009346
-0.095137 -1.141649
-0.124074 -1.488889

0.042471
-0.040741
0.168831
0.022124
0.022624
0.214286
-0.044619
-0.028061
0.094972
0.443548
0.024793
0.19802
-0.028846
-0.067265
0.411392
-0.164021

Average
Annualize
d Return
St.Dev

0.509653
-0.488889
2.025974
0.265487
0.271493
2.571429
-0.535433
-0.336735
1.139665
5.322581
0.297521
2.376238
-0.346154
-0.807175
4.936709
-1.968254

0.359949
1.398786

Date
Open
High
Low
2/2/2015
42.5
44
1/1/2015
43.75
47.03
12/1/2014
43.5
44
11/3/2014
43.75
44.5
10/1/2014
42
47
9/1/2014
43
44.3
8/1/2014
44.75
46.5
7/1/2014
44
47
6/2/2014
42.5
44.25
5/1/2014
43.25
47.85
4/1/2014
39.75
49.5
3/3/2014
30.75
41.19
2/3/2014
32.25
34
1/1/2014
36
41
12/2/2013
23.75
37
11/1/2013
20.5
25.75
10/1/2013
23.5
23.53
9/2/2013
21.75
24
8/1/2013
24.38
24.75
7/1/2013
22.25
25
6/3/2013
22.1
23.5
5/1/2013
20.5
23
4/1/2013
21.5
23
3/1/2013
19.75
23.75
2/1/2013
22.75
23.25
1/1/2013
17.12
24
12/3/2012
15.25
17.5
11/1/2012
16.08
17.25
10/1/2012
16.75
17.25
9/3/2012
15.5
16.75
8/1/2012
13.75
16.5
7/2/2012
14.25
15.98
6/1/2012
14
15
5/1/2012
13.75
17
4/2/2012
16
16.7
3/1/2012
15.75
17.25
2/1/2012
16.75
17.5
1/2/2012
16.75
18.12
12/1/2011
16.88
18
11/1/2011
19.25
22.5
10/3/2011
16
20
9/1/2011
18
18
8/1/2011
20.5
20.5
7/1/2011
16.75
21

Close
Volume
Adj
38.53
42.75
281200
42.16
43
474800
39.5
43.75
715400
40.75
43
268200
36.76
45
485800
40
43.25
285000
41.3
43.5
378800
38.1
44
573400
39
43
443900
40
42.5
588600
39
43.5 1116300
27
39.5 1339900
28.3
31
527500
30
30.5
905300
23.53
36
842600
19
24
958000
19.98
20.25
120300
20.25
23.75
127900
21.5
21.88
121000
20.75
24.38
293100
21.5
22.5
98200
18.5
22.5
372800
19
20
276000
19.65
21.5
568900
19.23
19.75
366500
16.75
22.75
963900
15
17.12
468200
14.82
15.38
181400
14.5
16.12
222100
15.07
16.38
124900
13.75
15.38
121400
12.75
13.88
217100
12
14.38
81200
12.5
14.38
162000
13.25
14.12
129600
15
16
278800
15.78
15.88
171100
16.28
16.5
133600
16.5
16.75
143000
16.49
16.88
161200
15.78
18.5
298700
16
15.88
218000
12.75
17.5
282100
15.75
18.88
492600

Close
42.75
43
43.75
43
45
43.25
43.5
44
43
42.5
43.5
39.5
31
30.5
36
24
20.25
23.75
21.88
24.38
22.5
22.5
20
21.5
19.75
22.75
17.12
15.38
16.12
16.38
15.38
13.88
14.38
14.38
14.12
16
15.88
16.5
16.75
16.88
18.5
15.88
17.5
18.88

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

18.5
18.25
17.5
18.68
20
21
20.25
20
15.75
12
10.5
11
11.88
11
11
11
13

20
19
19.1
19.99
20.85
21.88
22
24
25
17
15
11.73
12.5
12.38
12
13.55
15.91

15.12
17
16.5
16.1
7.55
18.89
17.25
19
13
11.15
10.5
9.5
10.5
9.37
10.75
9.69
10

16.38
18.12
18.25
18.5
18
19.5
21.75
20.75
22
15.75
11.5
11
11
12.25
11
10.75
11

240500
100200
126000
202300
160900
195700
166400
256200
366700
141400
196400
78200
85300
286200
202900
362900
370100

16.38
18.12
18.25
18.5
18
19.5
21.75
20.75
22
15.75
11.5
11
11
12.25
11
10.75
11

Return
Annualized Returns
-0.005814 -0.069767
-0.017143 -0.205714
0.017442 0.209302
-0.044444 -0.533333
0.040462 0.485549
-0.005747 -0.068966
-0.011364 -0.136364
0.023256 0.27907
0.011765 0.141176
-0.022989 -0.275862
0.101266 1.21519
0.274194 3.290323
0.016393 0.196721
-0.152778 -1.833333
0.5
6
0.185185 2.222222
-0.147368 -1.768421
0.085466 1.025594
-0.102543 -1.230517
0.083556 1.002667
0
0
0.125
1.5
-0.069767 -0.837209
0.088608 1.063291
-0.131868 -1.582418
0.328855 3.946262
0.113134 1.357607
-0.045906 -0.550868
-0.015873 -0.190476
0.06502 0.780234
0.108069 1.29683
-0.034771 -0.417246
0
0
0.018414 0.220963
-0.1175
-1.41
0.007557 0.09068
-0.037576 -0.450909
-0.014925 -0.179104
-0.007701 -0.092417
-0.087568 -1.050811
0.164987 1.979849
-0.092571 -1.110857
-0.073093 -0.877119
0.152625 1.831502

-0.096026
-0.007123
-0.013514
0.027778
-0.076923
-0.103448
0.048193
-0.056818
0.396825
0.369565
0.045455
0
-0.102041
0.113636
0.023256
-0.022727

Average
Annualize
d Return
St.Dev

-1.152318
-0.085479
-0.162162
0.333333
-0.923077
-1.241379
0.578313
-0.681818
4.761905
4.434783
0.545455
0
-1.22449
1.363636
0.27907
-0.272727

0.363606
1.575819

Date
Open
High
Low
Close
Volume
Adj
2/2/2015
104
114.09
103
108
530900
1/1/2015
114.6
114.7
103.4
103.4
836200
12/1/2014
109.8
115.7
98.7
114.6
741800
11/3/2014
129
132.4
100
108.6 1603200
10/1/2014
125.5
129.2
109.08
127.9 1156900
9/1/2014
124
126.7
110.9
124.4 1236000
8/1/2014
123.8
127.47
112.2
125
615800
7/1/2014
128.7
132.3
114.7
125.2 1124600
6/2/2014
136.5
142.8
124.2
126.4 1216300
5/1/2014
139.7
151.3
129.2
135.8
857500
4/1/2014
148.2
152.9
133
136.5
745900
3/3/2014
151.4
157.1
136.2
146.4
799100
2/3/2014
161.8
166.1
148.6
154.9 1181100
1/1/2014
154
171.4
146.03
161
672400
12/2/2013
138
157.1
133.4
154
659400
11/1/2013
151.4
158
136.7
138 1067000
10/1/2013
144.2
160.1
143.6
151.5
840000
9/2/2013
142.4
155.5
136
144.5
953900
8/1/2013
130
159
130
142.7
844900
7/1/2013
107.6
134.3
106.1
129.3
353200
6/3/2013
112.5
116
104.75
107.3
457700
5/1/2013
97.85
124.88
95.59
113.1
726900
4/1/2013
106.1
106.4
96.27
97.95
394400
3/1/2013
105.2
115.25
105
106.1
548600
2/1/2013
91.5
107.1
90.5
105.9
753900
1/1/2013
102.6
106.9
87.65
90.5 1598100
12/3/2012
88.5
105.75
88.5
102.6 1413400
11/1/2012
73
88.75
65
86 1235600
10/1/2012
64
76.5
61.5
72.75
462600
9/3/2012
57.75
65
56
63
512000
8/1/2012
57.75
62.25
54.5
57
416100
7/2/2012
65
65.25
57
57.5
479700
6/1/2012
65
70.25
59.25
65.5
784000
5/1/2012
62
71
61.2
65.25
954800
4/2/2012
58.25
62
55.75
61.5
777800
3/1/2012
53.25
59
49.75
59 1139000
2/1/2012
37.5
54
37.42
53.25 1812900
1/2/2012
28
37.75
26.25
37.25 1102100
12/1/2011
36
41.35
26.25
28
753100
11/1/2011
27.5
36.75
27
36 1188600
10/3/2011
33.75
38
27
27.75 1079000
9/1/2011
41.24
42.42
31.78
33.25 1435100
8/1/2011
56.75
56.75
36.78
41.15 2380600
7/1/2011
64.3
68.2
55.45
55.45 1480000

Close
108
103.4
114.6
108.6
127.9
124.4
125
125.2
126.4
135.8
136.5
146.4
154.9
161
154
138
151.5
144.5
142.7
129.3
107.3
113.1
97.95
106.1
105.9
90.5
102.6
86
72.75
63
57
57.5
65.5
65.25
61.5
59
53.25
37.25
28
36
27.75
33.25
41.15
55.45

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

79.15
95.95
89.15
95.75
107.9
119.8
109.6
115.5
108.3
88.65
104
85.65
113.8
127.7
121
103.2
119.1

80.55
97.65
96.95
97.6
109
124.1
120.7
120.4
123.6
109.8
106.2
109.4
113.9
142.3
138.2
135.1
129.6

63.65
76.5
84.65
85.5
94
104
108.7
95.5
107.4
88.2
84
82.61
87.35
103.3
119.5
99.05
99.9

64.05
78.6
95.3
88.5
95.2
107.3
118.1
108.4
114.1
107.2
88
102.6
87.45
113.9
127.7
120
101.5

1164400
1481000
1192100
1564400
1183700
1308900
1080100
2160100
2080000
1978000
1786400
2749000
2938300
4563800
2311900
3815400
3587500

64.05
78.6
95.3
88.5
95.2
107.3
118.1
108.4
114.1
107.2
88
102.6
87.45
113.9
127.7
120
101.5

Return
Annualized Returns
0.044487 0.533849
-0.097731 -1.172775
0.055249 0.662983
-0.150899 -1.81079
0.028135 0.337621
-0.0048
-0.0576
-0.001597 -0.019169
-0.009494 -0.113924
-0.069219 -0.830633
-0.005128 -0.061538
-0.067623 -0.811475
-0.054874 -0.658489
-0.037888 -0.454658
0.045455 0.545455
0.115942 1.391304
-0.089109 -1.069307
0.048443 0.581315
0.012614 0.151367
0.103635 1.243619
0.205033 2.460391
-0.051282 -0.615385
0.154671 1.856049
-0.076814 -0.921772
0.001889 0.022663
0.170166 2.041989
-0.117934 -1.415205
0.193023 2.316279
0.182131 2.185567
0.154762 1.857143
0.105263 1.263158
-0.008696 -0.104348
-0.122137 -1.465649
0.003831 0.045977
0.060976 0.731707
0.042373 0.508475
0.107981 1.295775
0.42953 5.154362
0.330357 3.964286
-0.222222 -2.666667
0.297297 3.567568
-0.165414 -1.984962
-0.191981 -2.303767
-0.25789 -3.09468
-0.13427 -1.611241

-0.185115
-0.175236
0.076836
-0.070378
-0.112768
-0.091448
0.089483
-0.049956
0.064366
0.218182
-0.1423
0.173242
-0.232221
-0.108066
0.064167
0.182266

Average
Annualize
d Return
St.Dev

-2.221374
-2.102833
0.922034
-0.844538
-1.353215
-1.097375
1.073801
-0.599474
0.772388
2.618182
-1.707602
2.078902
-2.786655
-1.296789
0.77
2.187192

0.131458
1.732014

Date
Open
High
Low
Close
Volume
Adj Close
2/2/2015 1316.19 1330.67 1261.54
1287.5
15400
1287.5
1/1/2015
1273
1335
1230
1323
12800
1323
12/1/2014
1275 1317.05
1230
1273
12200
1273
11/3/2014
1272.1
1320 1234.93
1269.5
11000
1269.5
10/1/2014
910 1281.29
900.95
1265
16200 1261.66
9/1/2014
933
973.59
900
921
6200
918.57
8/1/2014
955
960
855
941.25
18100
938.77
7/1/2014
960
1015
935
960
11200
957.47
6/2/2014
1060 1082.25
920
936.75
36900
934.28
5/1/2014
1070
1100
996
1070
40800 1057.11
4/1/2014
1180
1220
985
1055
26500 1042.29
3/3/2014
1250
1290
1080
1145
20100 1131.21
2/3/2014
1251
1350
1241
1265
34800 1249.76
1/1/2014
1270
1599
1100
1260
31700 1244.82
12/2/2013
1043
1300
1040
1270
37600
1254.7
11/1/2013
834 1099.55
815
1065
27600 1052.17
10/1/2013
812
835
780
822.5
6000
809.58
9/2/2013
695
812
676
797.5
40200
784.97
8/1/2013
640
709
610
685
19400
674.24
7/1/2013
575
650
570
640
5200
629.94
6/3/2013
540
587.92
540
572.5
6200
563.5
5/1/2013
565
578.98
540
557.5
2600
539.79
4/1/2013
615
615
542.5
565
5700
547.06
3/1/2013
577
634.45
576.75
615
12100
595.47
2/1/2013
575.5
650
560
587.5
15600
568.84
1/1/2013
520
600
509.75
582.5
21600
564
12/3/2012
519.5
533
496
520
5600
503.49
11/1/2012
545
564.75
505
515
100300
498.64
10/1/2012
476.76
560
475
550
8600
529.17
9/3/2012
472
476.5
468.62
476
7400
457.97
8/1/2012
472
477
460
473.5
9500
455.56
7/2/2012
471.39
477
470
472.5
10300
454.6
6/1/2012
475.71
498
467
472
4200
454.12
5/1/2012
495
500
460
487.5
4400
460.32
4/2/2012
477.38
503
475
497.5
1500
469.76
3/1/2012
493
493
472.75
480
2100
453.24
2/1/2012
504.9
504.9
474.79
485
6300
457.96
1/2/2012
480
505
470
492.5
4200
465.04
12/1/2011
475.48
484
475
480
3900
453.24
11/1/2011
468
497.27
466.86
480
11200
453.24
10/3/2011
460
485
450
477.5
4800
447.73
9/1/2011
456.25
495
445
460
8900
431.32
8/1/2011
551.25
561.54
445
462.5
9800
433.67
7/1/2011
555
559.95
530
547.5
111000
513.37

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

517.1
495
491
424.23
460
452.5
445
365
325
317.5
312.5
290
295
325
280
247.5
237.5

569.28
531
505
515
480
490
528
445
410
335
325
322
312.5
325
360
325
317.5

516.5
485
485
420
420
445
275
355
321
313
302.25
290
272
272
270
225.8
225

555
525
495
490
425
460
452.5
445
365
325
317.5
312.5
290
295
325
280
247.5

3300
2400
2900
9000
3100
1400
4100
15500
8100
2000
1200
900
7700
2800
7800
4300
3000

520.4
484.72
457.02
452.4
392.39
424.7
417.78
410.86
334.15
297.54
290.67
286.09
265.49
267.53
294.74
253.93
221.25

Return
Annualized Returns
-0.026833 -0.321995
0.039277 0.471328
0.002757 0.033084
0.003557 0.042688
0.373507 4.482085
-0.021514 -0.258167
-0.019531 -0.234375
0.02482 0.297838
-0.124533 -1.494393
0.014218 0.170616
-0.078603 -0.943231
-0.094862 -1.13834
0.003968 0.047619
-0.007874 -0.094488
0.192488 2.309859
0.294833 3.537994
0.031348 0.376176
0.164234 1.970803
0.070313 0.84375
0.117904 1.414847
0.026906 0.32287
-0.013274 -0.159292
-0.081301 -0.97561
0.046809 0.561702
0.008584 0.103004
0.120192 1.442308
0.009709 0.116505
-0.063636 -0.763636
0.155462 1.865546
0.00528 0.063358
0.002116 0.025397
0.001059 0.012712
-0.031795 -0.381538
-0.020101 -0.241206
0.036458
0.4375
-0.010309 -0.123711
-0.015228 -0.182741
0.026042
0.3125
0
0
0.005236 0.062827
0.038043 0.456522
-0.005405 -0.064865
-0.155251 -1.863014
-0.013514 -0.162162

0.057143
0.060606
0.010204
0.152941
-0.076087
0.016575
0.016854
0.219178
0.123077
0.023622
0.016
0.077586
-0.016949
-0.092308
0.160714
0.131313

Average
Annualize
d Return
St.Dev

0.685714
0.727273
0.122449
1.835294
-0.913043
0.198895
0.202247
2.630137
1.476923
0.283465
0.192
0.931034
-0.20339
-1.107692
1.928571
1.575758

0.382405
1.131822

Date
Open
2/2/2015
1/1/2015
12/1/2014
11/3/2014
10/1/2014
9/1/2014
8/1/2014
7/1/2014
6/2/2014
5/1/2014
4/1/2014
3/3/2014
2/3/2014
1/1/2014
12/2/2013
11/1/2013
10/1/2013
9/2/2013
8/1/2013
7/1/2013
6/3/2013
5/1/2013
4/1/2013
3/1/2013
2/1/2013
1/1/2013
12/3/2012
11/1/2012
10/1/2012
9/3/2012
8/1/2012
7/2/2012
6/1/2012
5/1/2012
4/2/2012
3/1/2012
2/1/2012
1/2/2012
12/1/2011
11/1/2011
10/3/2011
9/1/2011
8/1/2011
7/1/2011

High
1.15
1.25
1
1.3
1.38
1.49
1.52
1.74
2
2.4
2.9
2.34
2.2
1.45
1.51
1.74
1
0.8
0.7
0.75
0.6
0.8
0.58
0.6
0.58
0.58
0.41
0.6
0.6
0.6
0.62
0.65
0.75
0.55
0.7
0.62
0.68
0.8
0.62
0.6
0.7
0.77
0.8
0.7

Low
1.21
1.32
1.25
1.4
1.65
1.55
1.67
1.83
2.05
2.5
3.1
2.95
2.8
2.6
1.86
1.74
2.3
1.21
0.82
0.75
0.8
0.8
0.58
0.6
0.59
0.59
0.62
0.62
0.65
0.6
0.62
0.65
0.75
0.79
0.7
0.73
0.74
0.82
0.83
0.82
0.73
0.77
0.8
0.87

Close
1.08
1.1
1
0.9
1.15
1.25
1.25
1.52
1.5
1.9
2.4
2.05
2.2
1.3
1.3
1.4
1
0.77
0.7
0.6
0.6
0.6
0.45
0.5
0.58
0.45
0.41
0.6
0.52
0.55
0.5
0.6
0.47
0.5
0.5
0.6
0.65
0.62
0.6
0.6
0.6
0.6
0.6
0.7

Volume
Adj Close
1.15
112800
1.15
1.3
255000
1.3
1.25
272000
1.25
1.05
203200
1.05
1.4
323400
1.4
1.38
48300
1.38
1.48
144800
1.48
1.6
29900
1.6
1.77
195200
1.77
2.1
173300
2.1
2.5
327700
2.5
2.7
244100
2.7
2.5
264300
2.5
2.38
672600
2.38
1.45
302100
1.45
1.62
184700
1.62
1.77
502700
1.77
1.12
355100
1.12
0.75
13600
0.75
0.7
148800
0.7
0.75
354100
0.75
0.7
140400
0.7
0.58
113600
0.58
0.58
136300
0.58
0.59
22100
0.59
0.58
104700
0.58
0.58
57900
0.58
0.62
8500
0.62
0.62
51000
0.62
0.6
25500
0.6
0.62
253600
0.62
0.62
26000
0.62
0.65
64500
0.65
0.75
71600
0.75
0.62
47200
0.62
0.7
65000
0.7
0.71
56400
0.71
0.71
87800
0.71
0.8
22300
0.8
0.7
39200
0.7
0.73
11700
0.73
0.7
34400
0.7
0.77
20400
0.77
0.8
19500
0.8

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

0.79
0.8
0.77
0.77
0.85
1
1
1
1
1
1
1.05
1.08
1.08
1.08
1.1
1.12

0.8
0.85
0.85
0.8
0.8
1
1.1
1
1.1
1.08
1.08
1.12
1.1
1.1
1.08
1.17
1.15

0.7
0.7
0.6
0.69
0.5
0.77
0.93
1
0.91
0.85
0.9
0.9
0.9
0.97
0.95
0.9
0.95

0.8
0.77
0.8
0.77
0.77
0.85
1
1
1
1
1
1.05
1.05
1.08
1.08
1.08
1.1

14100
36200
36000
12700
40700
40300
5600
0
6700
86200
70100
15100
62800
7100
14900
87700
235700

0.8
0.77
0.8
0.77
0.77
0.85
1
1
1
1
1
1.05
1.05
1.08
1.08
1.08
1.1

Return
Annualized Returns
-0.115385 -1.384615
0.04
0.48
0.190476 2.285714
-0.25
-3
0.014493 0.173913
-0.067568 -0.810811
-0.075
-0.9
-0.096045 -1.152542
-0.157143 -1.885714
-0.16
-1.92
-0.074074 -0.888889
0.08
0.96
0.05042 0.605042
0.641379 7.696552
-0.104938 -1.259259
-0.084746 -1.016949
0.580357 6.964286
0.493333
5.92
0.071429 0.857143
-0.066667
-0.8
0.071429 0.857143
0.206897 2.482759
0
0
-0.016949 -0.20339
0.017241 0.206897
0
0
-0.064516 -0.774194
0
0
0.033333
0.4
-0.032258 -0.387097
0
0
-0.046154 -0.553846
-0.133333
-1.6
0.209677 2.516129
-0.114286 -1.371429
-0.014085 -0.169014
0
0
-0.1125
-1.35
0.142857 1.714286
-0.041096 -0.493151
0.042857 0.514286
-0.090909 -1.090909
-0.0375
-0.45
0
0

0.038961
-0.0375
0.038961
0
-0.094118
-0.15
0
0
0
0
-0.047619
0
-0.027778
0
0
-0.018182

Average
Annualize
d Return
St.Dev

0.467532
-0.45
0.467532
0
-1.129412
-1.8
0
0
0
0
-0.571429
0
-0.333333
0
0
-0.218182

0.126751
1.866905

Date
Open
High
Low
Close
Volume
Adj Close
2/2/2015
1063
1175
1045
1085
21300
1085
1/1/2015
900
1089
872
1080
32000
1080
12/1/2014
890.5
924.5
834.57
900
21000
900
11/3/2014
940
955
847.5
910
33900
910
10/1/2014
999.5 1003.57
905.5
935
16300
935
9/1/2014
1010
1023.1
980
989.75
21800
989.75
8/1/2014
995
1058
983.5
999
37500
999
7/1/2014
965.5
1027
870
1001
52600
1001
6/2/2014
1070
1080
965
965
31500
958.24
5/1/2014
1065
1109
1035
1063.5
29300 1056.05
4/1/2014
1002 1081.39
975.07
1065
47300 1057.54
3/3/2014
1151
1174
950
1000
38600
979.74
2/3/2014
1161
1204
1159
1159
17200 1135.52
1/1/2014
1188
1204
1141
1163
27800 1139.44
12/2/2013
1185
1204
1170
1188
11500 1163.93
11/1/2013
1148 1195.25
1148
1192
21400 1167.85
10/1/2013
1205
1218.5
1105
1147
29000 1123.76
9/2/2013
1195
1240 1175.04
1219
41700
1194.3
8/1/2013
1030
1230
1015
1191.5
31900 1167.36
7/1/2013
1001.7
1120
992.21
1020
17600
999.33
6/3/2013
965 1002.75
952.5
999
34400
972.72
5/1/2013
935
982.5
930
975
19700
949.35
4/1/2013
880
943
867
938
29300
913.33
3/1/2013
870
905.5
864.79
880
24200
856.85
2/1/2013
865.5
885
850
872.25
14900
836.97
1/1/2013
852
885
825
875
29300
839.61
12/3/2012
865
865
830
852
11400
817.54
11/1/2012
813.25
890
805
860
33200
825.22
10/1/2012
795
823
785
820
14300
786.83
9/3/2012
740.5
805
730
795
37300
762.85
8/1/2012
710
742
700.7
737
23100
707.19
7/2/2012
704
731
672.86
711
24300
676.25
6/1/2012
705
715.36
690
703
15300
668.64
5/1/2012
700
745
691
701.5
53400
667.22
4/2/2012
635
707.04
620.55
700.5
27500
666.26
3/1/2012
625
656.89
610
632.75
34700
601.83
2/1/2012
602.5
649
590
627.5
25700
586.16
1/2/2012
530.75
619.5
520.5
598.75
21400
559.3
12/1/2011
539.5
540.09
505
530.75
43500
495.78
11/1/2011
535
546.65
519.52
533.5
17300
498.35
10/3/2011
531.86
562.5
514.99
552
10800
515.63
9/1/2011
529.5
547
510
540
33200
504.42
8/1/2011
553.73
578.35
510
523
13100
488.54
7/1/2011
554.5
584.5
535
549
34800
507.48

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

558
484
484.75
476.42
480.02
445
465
450
445
458.75
407
396
380
378
350
363
342.25

590
574.33
498.54
487.29
504.5
500
470.14
465
475
475
458.88
430.25
406.35
404.93
405
378
371

540
477.2
467.75
400
460
445
444.48
440
360
435
407
387
365.45
350
345.15
327
330.07

547.25
562.5
487.5
467.5
468
477.5
451.5
459.25
457.5
445.5
458
408.5
398
375.25
378
352.5
362.5

15800
22300
19500
31000
20400
24900
10700
11900
22400
23300
108500
15200
15100
13300
48300
38500
20500

505.86
519.96
450.63
423.18
423.64
432.24
408.7
415.72
414.13
403.27
414.58
366.09
356.68
336.29
338.75
315.9
317.51

Return
Annualized Returns
0.00463 0.055556
0.2
2.4
-0.010989 -0.131868
-0.026738 -0.320856
-0.055317 -0.663804
-0.009259 -0.111111
-0.001998 -0.023976
0.037306 0.447668
-0.092619 -1.111425
-0.001408 -0.016901
0.065
0.78
-0.137187 -1.646247
-0.003439 -0.041273
-0.021044 -0.252525
-0.003356 -0.040268
0.039233 0.470793
-0.059065 -0.708778
0.02308 0.276962
0.168137 2.017647
0.021021 0.252252
0.024615 0.295385
0.039446 0.473348
0.065909 0.790909
0.008885 0.106621
-0.003143 -0.037714
0.026995 0.323944
-0.009302 -0.111628
0.04878 0.585366
0.031447 0.377358
0.078697 0.944369
0.036568 0.438819
0.01138 0.136558
0.002138 0.025659
0.001428 0.017131
0.107072 1.284868
0.008367 0.100398
0.048017
0.5762
0.128121 1.537447
-0.005155 -0.061856
-0.033514 -0.402174
0.022222 0.266667
0.032505 0.390057
-0.047359 -0.568306
0.003198 0.038374

-0.027111
0.153846
0.042781
-0.001068
-0.019895
0.057586
-0.016875
0.003825
0.026936
-0.027293
0.121175
0.026382
0.060626
-0.007275
0.07234
-0.027586

Average
Annualize
d Return
St.Dev

-0.325333
1.846154
0.513369
-0.012821
-0.238743
0.69103
-0.202504
0.045902
0.323232
-0.327511
1.4541
0.316583
0.727515
-0.087302
0.868085
-0.331034

0.240339
0.695457

Date
Open
High
Low
Close
Volume
Adj Close
2/2/2015
742.5
804.07
671.58
776
416400
772.3
1/1/2015
1275
1287
720.5
744.5
209300
740.95
12/1/2014
1115
1277 1095.23
1275
73000 1268.92
11/3/2014
1087
1231
1070
1153
148300
1147.5
10/1/2014
1015
1097
928.5
1080
175600 1074.85
9/1/2014
1174
1195
966
1020
326800 1015.14
8/1/2014
1252
1275
1172
1179
76700 1163.34
7/1/2014
1312
1322
1170
1260
68900 1243.27
6/2/2014
1318 1452.92 1299.25
1300
67600 1282.74
5/1/2014
1307
1350
1151
1309
77300 1291.62
4/1/2014
1273
1455
1255.4
1289
111300 1271.88
3/3/2014
1450
1450
1251
1267
107500 1250.17
2/3/2014
1621
1676
1415.1
1439
88700 1416.16
1/1/2014
1767
1825 1619.44
1675
49900 1648.41
12/2/2013
1510
1794 1444.45
1767
57700 1738.95
11/1/2013
1308 1531.24
1225
1506
120600 1482.09
10/1/2013
1247 1415.95
1247
1300
71100 1279.36
9/2/2013
1428
1529
1218
1260
71500
1240
8/1/2013
1404 1539.12
1382
1429
54400 1396.67
7/1/2013
1211
1441.3
1204
1425
95400 1392.76
6/3/2013
1670
1670
1209
1209
148900 1181.65
5/1/2013
1540
1712
1496
1683
128400 1644.92
4/1/2013
1655
1719
1463.1
1540
90600 1505.16
3/1/2013
1715
1748
1623
1655
62700 1617.56
2/1/2013
1660 1777.65 1648.11
1717
104300 1675.15
1/1/2013
1423 1658.65
1423
1640
94200 1600.03
12/3/2012
1360
1460
1325
1423
97700 1388.32
11/1/2012
1351
1362 1234.23
1361
151100 1327.83
10/1/2012
1371 1401.42
1232
1344
84900 1311.24
9/3/2012
1318
1398
1220
1375
87300 1341.49
8/1/2012
1250
1350 1230.91
1309
55500 1269.34
7/2/2012
1224 1315.92
1190
1254
105300 1216.01
6/1/2012
1156
1275
1116
1227
79500 1189.83
5/1/2012
1220
1230
1081
1155
57500 1120.01
4/2/2012
1209
1290 1133.33
1224
59000 1186.92
3/1/2012
1180
1268 1120.62
1215
173000 1178.19
2/1/2012
913
1198
912.5
1165
100100 1126.67
1/2/2012
950
1000.5
900.5
910
64300
880.06
12/1/2011
983.5
1039
940
950
75700
918.74
11/1/2011
761
1012
750
974
67700
941.95
10/3/2011
805.5
846
699.5
768
51200
742.73
9/1/2011
825
850
784
808
119000
781.41
8/1/2011
989.5
1016
767.5
818
80300
784.05
7/1/2011
922
1005
921.5
985.5
64500
944.6

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

735
745.5
700
625.4
660
692.5
596.5
549.5
510
360
332
281.25
259
284.75
270.25
230
249.75

929.5
772
780
716
660
739
740
605
560
505
360
350
298
284.75
291.75
284.75
275

735
726.28
700
600
590.5
645
581
495
487
353
327
267.66
255
255.55
258.5
230
230

920
762.5
745.5
700
615
656
702.5
586
541.5
502.5
360
330
280
259
284.75
269
232

94600
16500
25900
41900
52100
88400
47200
63200
68600
41300
36700
33700
41800
23600
11700
9900
57000

881.82
730.86
714.56
670.95
586.77
625.89
670.26
559.1
516.65
479.44
339.35
311.07
263.94
244.15
268.42
253.57
216.53

Return
Annualized Returns
0.04231 0.507723
-0.416078 -4.992941
0.105811 1.269731
0.067593 0.811111
0.058824 0.705882
-0.13486 -1.618321
-0.064286 -0.771429
-0.030769 -0.369231
-0.006875 -0.082506
0.015516 0.186191
0.017364 0.208366
-0.119527 -1.434329
-0.140896 -1.690746
-0.052066 -0.624788
0.173307 2.079681
0.158462 1.901538
0.031746 0.380952
-0.118265 -1.419174
0.002807 0.033684
0.17866 2.143921
-0.28164 -3.379679
0.092857 1.114286
-0.069486 -0.833837
-0.036109 -0.433314
0.046951 0.563415
0.152495 1.829937
0.045555 0.546657
0.012649 0.151786
-0.022545 -0.270545
0.05042 0.605042
0.04386 0.526316
0.022005 0.264059
0.062338 0.748052
-0.056373 -0.676471
0.007407 0.088889
0.042918 0.515021
0.28022 3.362637
-0.042105 -0.505263
-0.024641 -0.295688
0.268229 3.21875
-0.049505 -0.594059
-0.012225 -0.146699
-0.169964 -2.039574
0.071196 0.854348

0.206557
0.022803
0.065
0.138211
-0.0625
-0.066192
0.198805
0.082179
0.077612
0.395833
0.090909
0.178571
0.081081
-0.09043
0.05855
0.159483

Average
Annualize
d Return
St.Dev

2.478689
0.273642
0.78
1.658537
-0.75
-0.794306
2.385666
0.98615
0.931343
4.75
1.090909
2.142857
0.972973
-1.085162
0.702602
1.913793

0.347951
1.561963

Date
Open
High
Low
Close
Volume
Adj Close
2/2/2015
135.6
146.8
132.58
141.4 15009700
141.4
1/1/2015
137.8
139
121.85
135.4 17817000
135.4
12/1/2014
134.3
139.5
125.7
137.8 13825000
137.8
11/3/2014
118.4
134.3
112.6
134.2 16202100
134.2
10/1/2014
112.7
119.8
104.6
118.4 17223100
118.4
9/1/2014
114.3
117.8
108.59
112.8 12513900
112.8
8/1/2014
111.3
119.2
105.2
114.6 12914500
114.6
7/1/2014
114.2
118.2
108.6
111.3 13174500
111.07
6/2/2014
109
115
101.7
114 18695400
113.77
5/1/2014
104.9
115.6
103
108.3 14967700
108.08
4/1/2014
118.2
120.6
101.2
105.1 19187100
104.89
3/3/2014
122.1
125.6
111.07
117.8 14980600
117.06
2/3/2014
112.2
134.5
109.8
125 14657800
124.21
1/1/2014
111.5
121.9
109.3
112.2 10408800
111.49
12/2/2013
106.2
112.63
101.9
111.5 8131600
110.8
11/1/2013
110.2
115.8
101.6
106.4 13834900
105.73
10/1/2013
100.5
114.5
96.9
110.2 9891900
109.5
9/2/2013
100.8
109
96.85
100.4 11777800
99.77
8/1/2013
107.5
115.5
98.5
99.4 11724000
98.77
7/1/2013
96.35
108.88
95.9
106.5 11679900
105.58
6/3/2013
98.3
98.65
85.71
95.75 12360000
94.92
5/1/2013
93.1
103.9
89.33
99.15 13534300
98.3
4/1/2013
90.9
100
84.5
93 12648200
92.2
3/1/2013
80.4
94.02
79.71
90.9 12324900
89.63
2/1/2013
71.15
82.1
70.95
81.1 9532800
79.97
1/1/2013
65.8
76.3
65.8
71.15 11072300
70.16
12/3/2012
60.8
67.2
60.8
65.8 5966500
64.88
11/1/2012
61.1
64
56.3
61 9522200
60.15
10/1/2012
56.75
61.71
54.4
61.1 12897100
60.25
9/3/2012
51.1
58.69
51.1
54.3 10967300
53.54
8/1/2012
45.21
52.63
44.34
51.25 8066500
50.54
7/2/2012
48.1
50.35
42.65
44.15 9210900
43.36
6/1/2012
42.61
49
40.07
47.78 11195800
46.92
5/1/2012
50.3
54.8
40
42.65 13737000
41.89
4/2/2012
51.85
52.3
47.28
50.25 10805000
49.35
3/1/2012
49.88
53.36
45
51.5 14438800
50.16
2/1/2012
42.52
53.25
41.88
49.69 14175500
48.39
1/2/2012
37.5
44
36.58
42.4 9901100
41.29
12/1/2011
39
40.26
34.41
37.5 6623600
36.52
11/1/2011
36.09
39.98
34.36
38.88 11196300
37.86
10/3/2011
34.47
39.23
33.04
36.95 7184800
35.99
9/1/2011
33.26
35.82
28.72
35 9875900
34.09
8/1/2011
36.23
36.75
27.65
33.19 15601000
32.32
7/1/2011
37.93
39.06
33.4
35.34 10455800
34.42

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

37
39.02
41.14
40.06
34.94
31.73
24.18
22.52
28.66
25.85
26.86
26
34.15
40.57
38.04
36.11
38.75

38.12
40.04
41.91
44
40.3
39
32.19
26.84
30
30
32.4
28.4
34.54
40.57
46.49
41.16
41.6

35.01
35.45
35.49
36.76
34.57
31.51
23.63
22.5
22.12
25.85
24.81
24.29
26
31.73
37.41
35.58
35.15

37.78
36.84
38.91
40.62
39.54
34.68
31.51
23.81
22.3
28.35
25.86
26.5
26.36
34.23
40.57
37.65
35.6

10361000
12952600
18273100
21707600
17039200
26536100
14781900
17898400
17083100
14845700
20440600
24479600
26044600
25943300
20990800
20179900
21195600

36.79
35.88
37.89
39.56
38.51
33.77
30.69
23.19
21.72
27.61
25.18
25.81
25.67
33.34
39.51
36.67
34.67

Return
Annualized Returns
0.044313 0.531758
-0.017417 -0.208999
0.026826 0.321908
0.133446 1.601351
0.049645 0.595745
-0.015707 -0.188482
0.02965 0.355795
-0.023684 -0.284211
0.052632 0.631579
0.030447 0.365366
-0.10781 -1.293718
-0.0576
-0.6912
0.114082 1.368984
0.006278 0.075336
0.047932 0.575188
-0.034483 -0.413793
0.09761 1.171315
0.01006 0.120724
-0.066667
-0.8
0.112272 1.347258
-0.034291 -0.411498
0.066129 0.793548
0.023102 0.277228
0.120838 1.450062
0.139845 1.678145
0.081307 0.975684
0.078689 0.944262
-0.001637 -0.01964
0.12523 1.502762
0.059512 0.714146
0.160815 1.929785
-0.075973 -0.911679
0.120281 1.443376
-0.151244 -1.814925
-0.024272 -0.291262
0.036426 0.43711
0.171934 2.063208
0.130667
1.568
-0.035494 -0.425926
0.052233 0.626793
0.055714 0.668571
0.054534 0.654414
-0.060838 -0.730051
-0.064584 -0.775013

0.025516
-0.0532
-0.042097
0.027314
0.140138
0.100603
0.323394
0.067713
-0.213404
0.096288
-0.024151
0.005311
-0.229915
-0.156273
0.077556
0.057584

Average
Annualize
d Return
St.Dev

0.306189
-0.638396
-0.50517
0.327769
1.681661
1.207236
3.880722
0.812556
-2.560847
1.155452
-0.289811
0.063733
-2.758983
-1.875277
0.930677
0.691011

0.332625
1.143131

Date
Open
High
Low
2/2/2015
15.62
19
1/1/2015
17.12
18.25
12/1/2014
18.37
18.37
11/3/2014
17.86
19
10/1/2014
18.5
18.88
9/1/2014
20.5
20.89
8/1/2014
22.38
22.38
7/1/2014
21.22
23.7
6/2/2014
23
23.38
5/1/2014
21.88
23.5
4/1/2014
15.5
24.01
3/3/2014
17.1
17.25
2/3/2014
18.1
19
1/1/2014
16.25
18.75
12/2/2013
20.6
21.5
11/1/2013
17.25
22
10/1/2013
17
18.5
9/2/2013
12.95
19.42
8/1/2013
12.3
13.25
7/1/2013
12
13.25
6/3/2013
11.87
12.65
5/1/2013
11.63
12.31
4/1/2013
12.62
13.85
3/1/2013
13
15.5
2/1/2013
15.42
15.95
1/1/2013
14
15.42
12/3/2012
13.5
14.75
11/1/2012
9.5
13.5
10/1/2012
9.12
9.94
9/3/2012
8.15
10
8/1/2012
10.67
11.29
7/2/2012
20.13
20.88
6/1/2012
19.5
21
5/1/2012
22
23.5
4/2/2012
19.3
22
3/1/2012
18.9
20.48
2/1/2012
18.93
19.5
1/2/2012
18.5
19.7
12/1/2011
20.5
20.5
11/1/2011
23
23.25
10/3/2011
23.2
23.5
9/1/2011
23.73
25
8/1/2011
28
29
7/1/2011
30.08
31.93

Close
Volume
Adj
14.7
18.38
223900
14.6
15.62
56800
15
17.12
25200
15
18.25
63500
15.51
18
34500
18
18.5
66700
18.66
20.88
63900
21.22
22.38
283400
21.1
21.38
90600
20.5
22.25
209800
15.5
22.12
293000
15
16
40400
15.75
17
56200
15
18.25
240400
15.06
16.25
94700
16.13
20.75
99000
15.82
17.75
58100
12.61
17.25
242100
12
12.88
98400
10.5
12.62
316400
10.6
12
98900
11.3
12.25
25800
11.7
12
45600
12
12.62
125500
13.5
14.12
55400
12.62
15
83200
12.65
14
46000
9.06
13.25
128200
8.75
9.5
27400
8.11
9.38
161200
7.25
8
67900
10
11
116600
19
20.5
20100
19.5
20
22900
19.2
21.25
64100
18.5
19.75
55200
18.5
19.12
50900
17.92
18.62
66200
18.05
18.5
9800
19
20.5
23000
20.5
23
14900
21
22.5
17300
22.5
24.5
98500
26
29.5
85600

Close
18.38
15.62
17.12
18.25
18
18.5
20.88
22.38
21.38
22.25
22.12
16
17
18.25
16.25
20.75
17.75
17.25
12.88
12.62
12
12.25
12
12.62
14.12
15
14
13.25
9.5
9.38
8
11
20.5
20
21.25
19.75
19.12
18.62
18.5
20.5
23
22.5
24.5
29.5

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

28.95
35
30
28.5
30.25
23
18.75
16
17.75
18.75
17.5
19.75
21
21.25
21.75
16.75
17.25

32.3
38.75
36.47
31
33
33.77
28
18.88
18.4
20.75
19.18
19.79
21.29
21.5
22
23.84
17.28

28
28.12
29.88
26
28
22.6
16
15.65
15.25
16.51
16
17
19.5
17.75
19.75
16.06
15.81

30.75
29.25
34.25
30.5
28.5
30.25
23
18.75
16
17.5
18.75
17.5
20.25
21
21.25
21.75
16.75

39300
99400
166300
40000
44500
68100
107500
150000
51200
22000
20800
9700
2300
74900
19600
1532200
6300

30.75
29.25
34.25
30.5
28.5
30.25
23
18.75
16
17.5
18.75
17.5
20.25
21
21.25
21.75
16.75

Return
Annualized Returns
0.176697 2.120359
-0.087617 -1.051402
-0.061918 -0.743014
0.013889 0.166667
-0.027027 -0.324324
-0.113985 -1.367816
-0.067024 -0.80429
0.046773 0.561272
-0.039101 -0.469213
0.005877 0.070524
0.3825
4.59
-0.058824 -0.705882
-0.068493 -0.821918
0.123077 1.476923
-0.216867 -2.60241
0.169014 2.028169
0.028986 0.347826
0.339286 4.071429
0.020602 0.247227
0.051667
0.62
-0.020408 -0.244898
0.020833
0.25
-0.049128 -0.58954
-0.106232 -1.274788
-0.058667
-0.704
0.071429 0.857143
0.056604 0.679245
0.394737 4.736842
0.012793 0.153518
0.1725
2.07
-0.272727 -3.272727
-0.463415 -5.560976
0.025
0.3
-0.058824 -0.705882
0.075949 0.911392
0.03295 0.395397
0.026853 0.322234
0.006486 0.077838
-0.097561 -1.170732
-0.108696 -1.304348
0.022222 0.266667
-0.081633 -0.979592
-0.169492 -2.033898
-0.04065 -0.487805

0.051282
-0.145985
0.122951
0.070175
-0.057851
0.315217
0.226667
0.171875
-0.085714
-0.066667
0.071429
-0.135802
-0.035714
-0.011765
-0.022989
0.298507

Average
Annualize
d Return
St.Dev

0.615385
-1.751825
1.47541
0.842105
-0.694215
3.782609
2.72
2.0625
-1.028571
-0.8
0.857143
-1.62963
-0.428571
-0.141176
-0.275862
3.58209

0.15481
1.811754

Date
Open
High
Low
Close
Volume
Adj Close
2/2/2015
2421
2625
2401
2585
442100
2585
1/1/2015
2480
2519
2264
2423
494200
2423
12/1/2014
2557
2667
2389
2480
516600
2480
11/3/2014
2268 2595.36
2196
2567
415500 2474.62
10/1/2014
2255
2325
2033
2280
594100 2197.95
9/1/2014
2389
2466
2196
2250
396700 2169.03
8/1/2014
2450
2587
2317
2398
329500 2311.71
7/1/2014
2427
2537
2317
2451
389100 2280.47
6/2/2014
2271 2454.18
2140
2418
513800 2249.77
5/1/2014
2285
2472
2166
2255
342100 2098.11
4/1/2014
2623
2661
2240
2294
345400
2134.4
3/3/2014
2701
2774 2515.85
2620
421300 2437.71
2/3/2014
2581
2808
2451
2741
283000
2550.3
1/1/2014
2656 2742.24
2448
2587
283800 2407.01
12/2/2013
2351
2656
2222.7
2656
334000 2471.21
11/1/2013
2339
2448
2195
2355
363400 2103.96
10/1/2013
2074
2461
2054
2340
332700 2090.56
9/2/2013
2143
2223
2003
2072
419100 1851.13
8/1/2013
2262
2369
2055
2119
327800 1893.12
7/1/2013
2131 2339.54
2118
2259
285800
1958.7
6/3/2013
2106
2268
2005.5
2131
450100 1847.72
5/1/2013
2099
2218
2071
2117
265600 1835.58
4/1/2013
2041
2193
1930
2085
356700 1807.83
3/1/2013
1905
2107
1885
2041
303800 1769.68
2/1/2013
1835
1916
1782.3
1905
239000 1639.92
1/1/2013
1757
1875
1742
1830
263600 1575.36
12/3/2012
1645
1792
1629
1757
228600 1512.52
11/1/2012
1525 1655.29
1470
1642
266300 1413.52
10/1/2012
1402
1534
1380
1522
326400 1310.22
9/3/2012
1441
1551
1393
1406
346700 1210.36
8/1/2012
1373
1499
1365
1444
218500 1243.07
7/2/2012
1446
1446
1339.4
1368
259200 1177.65
6/1/2012
1255
1433
1191
1409
369500 1212.94
5/1/2012
1276
1303
1166
1248
345900 1074.34
4/2/2012
1324
1364
1215
1281
292800 1102.75
3/1/2012
1387
1424
1306
1320
367800 1136.32
2/1/2012
1274
1430
1261
1388
311800 1194.86
1/2/2012
1276
1347
1219.7
1267
202200
1090.7
12/1/2011
1298
1394
1229
1276
217100 1098.45
11/1/2011
1235
1288
1166
1278
288900 1100.17
10/3/2011
1169
1288
1145
1251
300300 1076.93
9/1/2011
1182
1283
1170
1190
275200 1024.41
8/1/2011
1251
1258
1011
1183
282400 1018.39
7/1/2011
1294
1304
1210
1233
255100 1061.43

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

1132
1064
1051
1042
889.5
904
817
847.5
829
818
819
749.5
800
833
819.5
746
798.5

1326
1162
1078
1067
1040
960
941
855.71
850
853.5
839.5
852.5
816.5
833
894.5
846
829

1081
1057
1012
959
870
878
809.5
783.5
815.5
809
778.5
746.5
741
753.5
810.5
735.5
735

1288
1129
1060
1041
1035
884.5
890
807.5
841.5
826
819
810
763.5
801
833
814
742

398300
218300
245900
293100
331000
230100
282900
378900
423700
346400
443300
645300
616400
526200
449700
504400
600800

1108.78
971.9
912.5
896.15
890.98
761.42
766.16
695.14
724.41
711.06
705.04
697.29
657.26
689.54
717.09
700.73
638.75

Return
Annualized Returns
0.066859 0.802311
-0.022984 -0.275806
-0.033892
-0.4067
0.125877 1.510526
0.013333
0.16
-0.061718 -0.740617
-0.021624 -0.259486
0.013648 0.163772
0.072284 0.867406
-0.017001 -0.20401
-0.124427 -1.49313
-0.044144 -0.529734
0.059528 0.714341
-0.025979 -0.311747
0.127813 1.533758
0.00641 0.076923
0.129344 1.552124
-0.02218 -0.266163
-0.061974 -0.743692
0.060066 0.720788
0.006613 0.079358
0.015348 0.184173
0.021558 0.258697
0.071391 0.856693
0.040984 0.491803
0.041548 0.498577
0.070037 0.840438
0.078844 0.946124
0.082504 0.990043
-0.026316 -0.315789
0.055556 0.666667
-0.029099 -0.349184
0.129006 1.548077
-0.025761 -0.309133
-0.029545 -0.354545
-0.048991 -0.587896
0.095501 1.146014
-0.007053 -0.084639
-0.001565 -0.018779
0.021583 0.258993
0.051261 0.615126
0.005917 0.071006
-0.040552 -0.486618
-0.042702 -0.512422

0.140833
0.065094
0.018252
0.005797
0.170153
-0.00618
0.102167
-0.040404
0.018765
0.008547
0.011111
0.060904
-0.046816
-0.038415
0.023342
0.097035

Average
Annualize
d Return
St.Dev

1.689991
0.781132
0.21902
0.069565
2.041832
-0.074157
1.226006
-0.484848
0.225182
0.102564
0.133333
0.730845
-0.561798
-0.460984
0.280098
1.16442

0.273097
0.724901

Date
Open
2/2/2015
1/2/2015
12/1/2014
11/3/2014
10/1/2014
9/2/2014
8/1/2014
7/1/2014
6/2/2014
5/1/2014
4/1/2014
3/3/2014
2/3/2014
1/2/2014
12/2/2013
11/1/2013
10/1/2013
9/3/2013
8/1/2013
7/1/2013
6/3/2013
5/1/2013
4/1/2013
3/1/2013
2/1/2013
1/2/2013
12/3/2012
11/1/2012
10/1/2012
9/4/2012
8/1/2012
7/2/2012
6/1/2012
5/1/2012
4/2/2012
3/1/2012
2/1/2012
1/3/2012
12/1/2011
11/1/2011
10/3/2011
9/1/2011
8/1/2011
7/1/2011

High
1.08
1.2
1.17
1.21
1.21
1.36
1.43
1.45
1.4
1.45
1.32
1.3
1.15
1.14
1.13
1
0.98
0.98
0.93
0.91
0.81
0.87
0.73
0.73
0.73
0.69
0.59
0.6
0.6
0.52
0.48
0.4
0.56
0.54
0.63
0.63
0.51
0.42
0.47
0.45
0.45
0.45
0.53
0.55

Low
1.17
1.2
1.23
1.21
1.24
1.36
1.43
1.54
1.45
1.5
1.47
1.32
1.3
1.18
1.14
1.13
1.02
0.98
0.98
0.93
0.91
0.95
0.87
0.73
0.73
0.74
0.7
0.6
0.64
0.6
0.52
0.51
0.56
0.65
0.67
0.66
0.56
0.51
0.53
0.49
0.45
0.45
0.53
0.55

Close
1.08
1.08
1.16
1.11
1.12
1.21
1.36
1.43
1.4
1.4
1.32
1.3
1.15
1.12
1.08
1
0.98
0.98
0.93
0.78
0.81
0.81
0.73
0.73
0.73
0.69
0.59
0.59
0.6
0.52
0.48
0.4
0.4
0.54
0.54
0.55
0.48
0.42
0.42
0.45
0.45
0.45
0.45
0.53

Volume
Adj Close
1.17
600
1.17
1.08
100
1.08
1.2
2000
1.2
1.11
100
1.11
1.21
600
1.21
1.21
1500
1.21
1.36
200
1.36
1.43
400
1.43
1.45
200
1.45
1.4
3200
1.4
1.45
167300
1.45
1.32
0
1.3
1.3
500
1.28
1.16
1000
1.14
1.14
700
1.12
1.13
1600
1.11
1
600
0.98
0.98
0
0.96
0.98
0
0.96
0.93
6100
0.92
0.91
1000
0.9
0.81
4000
0.8
0.87
100
0.86
0.73
1000
0.72
0.73
100
0.72
0.73
100
0.72
0.69
1700
0.68
0.59
300
0.58
0.6
20600
0.59
0.6
1300
0.59
0.52
100
0.51
0.48
9700
0.47
0.4
17900
0.39
0.56
900
0.55
0.54
4000
0.53
0.63
1300
0.62
0.56
5000
0.55
0.51
8400
0.5
0.42
45400
0.41
0.47
400
0.46
0.45
0
0.44
0.45
0
0.44
0.45
300
0.44
0.53
800
0.52

6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/3/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

0.55
0.6
0.52
0.52
0.53
0.53
0.45
0.47
0.45
0.46
0.4
0.43
0.43
0.4
0.4
0.48
0.51

0.55
0.6
0.6
0.52
0.53
0.53
0.53
0.54
0.52
0.46
0.46
0.43
0.43
0.43
0.4
0.5
0.51

0.55
0.55
0.52
0.52
0.52
0.53
0.45
0.45
0.45
0.45
0.4
0.4
0.43
0.4
0.4
0.4
0.48

0.55
0.55
0.6
0.52
0.52
0.53
0.53
0.45
0.47
0.45
0.46
0.4
0.43
0.43
0.4
0.4
0.48

0
300
100
0
300
0
100
600
1400
100
100
100
0
300
0
200
0

0.54
0.54
0.59
0.51
0.51
0.52
0.52
0.44
0.46
0.44
0.45
0.39
0.42
0.42
0.39
0.39
0.47

Return
Annualized Returns
0.083333
1
-0.1
-1.2
0.081081 0.972973
-0.082645 -0.991736
0
0
-0.110294 -1.323529
-0.048951 -0.587413
-0.013793 -0.165517
0.035714 0.428571
-0.034483 -0.413793
0.098485 1.181818
0.015385 0.184615
0.12069 1.448276
0.017544 0.210526
0.00885 0.106195
0.13
1.56
0.020408 0.244898
0
0
0.053763 0.645161
0.021978 0.263736
0.123457 1.481481
-0.068966 -0.827586
0.191781 2.30137
0
0
0
0
0.057971 0.695652
0.169492 2.033898
-0.016667
-0.2
0
0
0.153846 1.846154
0.083333
1
0.2
2.4
-0.285714 -3.428571
0.037037 0.444444
-0.142857 -1.714286
0.125
1.5
0.098039 1.176471
0.214286 2.571429
-0.106383 -1.276596
0.044444 0.533333
0
0
0
0
-0.150943 -1.811321
-0.036364 -0.436364

0
-0.083333
0.153846
0
-0.018868
0
0.177778
-0.042553
0.044444
-0.021739
0.15
-0.069767
0
0.075
0
-0.166667

Average
Annualize
d Return
St.Dev

0
-1
1.846154
0
-0.226415
0
2.133333
-0.510638
0.533333
-0.26087
1.8
-0.837209
0
0.9
0
-2

0.2372
1.178477

Date
Open
High
Low
Close
Volume
Adj Close
2/2/2015
395
475.1
390.3
475.1
440100
475.1
1/1/2015
382.8
406.4
380.7
390.9
305700
390.9
12/1/2014
375
393
363.6
382.8
254100
382.8
11/3/2014
322
372.8
322
369.7
414900
369.7
10/1/2014
326
332.4
315.2
329.2
257000
322.58
9/1/2014
346
351.7
325
330.8
258300
324.15
8/1/2014
350.7
359.1
335.6
340
308000
333.16
7/1/2014
342
360
341.2
355.4
283300
348.25
6/2/2014
340
364.1
326.09
342.5
557400
335.61
5/1/2014
362.4
371.7
319
344
730700
337.08
4/1/2014
350
368.8
349
358.7
396100
348.62
3/3/2014
369.9
375
341.8
351
356500
341.13
2/3/2014
354
381.75
326
369.5
504800
359.11
1/1/2014
324
360
322
355.8
504200
345.8
12/2/2013
310
335
301.5
324
274300
314.89
11/1/2013
316
324.4
292.9
313
707800
304.2
10/1/2013
322
333.92
303.8
312
265200
296.49
9/2/2013
339.9
343.9
318
320
145200
304.09
8/1/2013
352
361.8
330
339
208300
322.14
7/1/2013
311.9
357
308.5
351
389200
333.55
6/3/2013
328
331.5
301
310
270500
294.59
5/1/2013
305.6
340
300
327.7
402900
311.41
4/1/2013
271.3
310.17
271.3
302.9
326300
285.58
3/1/2013
289
289
257.8
271.3
826400
255.79
2/1/2013
275
295
273
286.3
400300
269.93
1/1/2013
275.4
286
255
275
306100
259.28
12/3/2012
251.75
287.25
251.75
275.4 1421000
259.66
11/1/2012
232.25
260
217
259
410700
244.19
10/1/2012
233.75
245
219.5
226
327600
207.98
9/3/2012
206
239.5
201.58
239.5
24800
220.4
8/1/2012
169.75
208.71
165
206.75
29000
190.26
7/2/2012
167.03
171.75
158.5
168.12
12500
154.72
6/1/2012
178.5
180.77
160.75
164.88
24600
151.73
5/1/2012
186.46
193.27
176.25
181.62
20100
167.14
4/2/2012
175.75
192.75
175.2
186.75
33400
169.47
3/1/2012
187
190
171
177.5
18100
161.07
2/1/2012
161.5
192.25
147.75
192.25
96600
174.46
1/2/2012
169
175
160
160
8900
145.19
12/1/2011
164
172.5
157.5
169
8900
153.36
11/1/2011
191
192.5
155
161.62
68600
146.67
10/3/2011
194
216.5
191
194
35900
169.81
9/1/2011
198.5
206
190
199.75
3400
174.84
8/1/2011
205.25
205.25
172
195.12
13300
170.79
7/1/2011
216.25
220.5
204.25
205
23700
179.44

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

194.01
197.75
202.25
198.75
183
184.52
207
233
237
231
244
229
230
262
255
227
225

216.25
208
208
216.75
199.5
192.25
207
235
241
260
244
243
248
262
277
257
230

194.01
195.25
196
198.75
180
171.25
179.5
205
228
228
222
228
218
225
255
210
215

216.25
197.88
199
209.75
199.5
181.75
183.75
207
228
250
227
243
229
225
262
257
227

21600
106600
4900
15500
65300
9100
5800
0
0
0
0
0
0
0
0
5100
0

189.28
173.2
172.11
181.4
172.54
157.19
158.92
179.02
191.65
210.15
190.81
204.26
192.49
189.13
218.6
214.43
189.4

Return
Annualized Returns
0.2154 2.584804
0.02116 0.253918
0.035434 0.42521
0.123026 1.476306
-0.004837 -0.058041
-0.027059 -0.324706
-0.043331 -0.519977
0.037664 0.451971
-0.00436 -0.052326
-0.040981 -0.491776
0.021937 0.263248
-0.050068 -0.600812
0.038505 0.462057
0.098148 1.177778
0.035144 0.421725
0.003205 0.038462
-0.025
-0.3
-0.056047 -0.672566
-0.034188 -0.410256
0.132258 1.587097
-0.054013 -0.648154
0.081875 0.982502
0.116476 1.397715
-0.052393 -0.628711
0.041091 0.493091
-0.001452 -0.017429
0.06332 0.759846
0.146018 1.752212
-0.056367 -0.676409
0.158404 1.900846
0.229776 2.757316
0.019651 0.235808
-0.09217 -1.106046
-0.02747 -0.329639
0.052113 0.625352
-0.076723 -0.920676
0.201563 2.41875
-0.053254 -0.639053
0.045663 0.547952
-0.166907 -2.002887
-0.028786 -0.345432
0.023729 0.284748
-0.048195 -0.578341
-0.052023 -0.624277

0.092834
-0.005628
-0.051251
0.051378
0.097662
-0.010884
-0.112319
-0.092105
-0.088
0.101322
-0.065844
0.061135
0.017778
-0.141221
0.019455
0.132159

Average
Annualize
d Return
St.Dev

1.114008
-0.067538
-0.615018
0.616541
1.171939
-0.130612
-1.347826
-1.105263
-1.056
1.215859
-0.790123
0.733624
0.213333
-1.694656
0.233463
1.585903

0.190481
1.027526

Date
Open
High
Low
2/2/2015
35.5
35.55
1/1/2015
35
35.57
12/1/2014
32.95
36
11/3/2014
33
33.5
10/1/2014
36
37.25
9/1/2014
37.3
37.4
8/1/2014
40.2
40.25
7/1/2014
38.59
41
6/2/2014
3.77
39
5/1/2014
3.29
4.25
4/1/2014
3.52
3.75
3/3/2014
3.58
3.75
2/3/2014
3.77
4
1/1/2014
3
4.88
12/2/2013
3.05
3.25
11/1/2013
3.82
3.92
10/1/2013
2.82
5.2
9/2/2013
2.8
3.45
8/1/2013
2.62
3
7/1/2013
3
3
6/3/2013
3.05
3.5
5/1/2013
2.3
3.4
4/1/2013
3.25
3.42
3/1/2013
3.95
4.2
2/1/2013
3.48
4.22
1/1/2013
3.88
4.52
12/3/2012
4.73
4.75
11/1/2012
5.51
6.49
10/1/2012
4.19
6.85
9/3/2012
4.8
5
8/1/2012
5.42
5.7
7/2/2012
6.05
6.3
6/1/2012
6.25
6.5
5/1/2012
7.28
7.48
4/2/2012
8.02
8.5
3/1/2012
8.69
9.64
2/1/2012
10.29
13.55
1/2/2012
9.88
11.8
12/1/2011
9.98
11.49
11/1/2011
13.03
14.07
10/3/2011
13.36
15.69
9/1/2011
22.25
23.9
8/1/2011
26.88
27.4
7/1/2011
30.4
31.42

Close
32
33.13
32.68
27
33
35.5
37
36.78
3.5
3.25
3.25
3.25
3.1
2.62
2.75
2.75
2.53
2.75
2.33
2.12
2.75
2.3
2
2.81
3.03
2.75
3.75
4.38
3.78
4
4.75
4.75
5.5
5.3
6.76
6.62
8.5
9.6
8.81
9.5
12.06
13.25
20
26.25

Volume
Adj Close
34
41900
34
35.25
118000
35.25
35
49600
35
32.75
102200
32.75
33.75
160900
33.75
36.5
67100
36.5
37.25
202300
37.25
40.5
473900
40.5
38.62
251600
38.62
3.88
108100
38.75
3.38
89400
33.75
3.62
91900
36.25
3.62
93300
36.25
3.88
97700
38.75
3
60300
30
3.12
44400
31.25
3.88
131700
38.75
3
37400
30
2.88
35300
28.75
2.5
31300
25
3.12
17900
31.25
3.25
87900
32.5
2.38
88000
23.75
3.25
59900
32.5
4
66300
40
3.38
114200
33.75
3.88
56200
38.75
4.62
172500
46.25
5.62
621700
56.25
4.12
200800
41.25
4.88
31900
48.75
5.38
37800
53.75
6.25
17800
62.5
6.12
80100
61.25
7.38
112300
73.75
8.12
140600
81.25
8.62
147600
86.25
10.38
127400
103.75
9.88
40700
98.75
9.88
96400
98.75
14.12
50600
141.25
13.5
133800
135
22.5
75100
225
26.75
82200
267.5

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

29.12
31.64
29.3
33.35
31.75
32.25
25.75
26.25
27.25
23.25
26.75
33
37.25
41.5
33.5
38.25
41.75

33
32
33.75
34.9
37
36
32.48
26.5
27.5
29
27.85
39
38.5
41.7
43
41.5
43

28.56
26
29
26.75
31
30
24.5
24
24
22.85
23
26.52
31
32.25
31
32.02
32.25

30.62
27.88
31.62
29.5
33.25
31.75
32.25
25.75
26.25
27.25
23.25
26.75
33
37.25
41.5
33.5
38.25

98800
141800
124400
134600
245500
141500
214700
98300
147000
91300
39000
53300
40000
35000
84700
53000
20900

306.25
278.75
316.25
295
332.5
317.5
322.5
257.5
262.5
272.5
232.5
267.5
330
372.5
415
335
382.5

Return
Annualized Returns
-0.035461 -0.425532
0.007143 0.085714
0.068702 0.824427
-0.02963 -0.355556
-0.075342 -0.90411
-0.020134 -0.241611
-0.080247 -0.962963
0.048679 0.584153
8.953608 107.4433
0.147929 1.775148
-0.066298 -0.79558
0
0
-0.06701 -0.804124
0.293333
3.52
-0.038462 -0.461538
-0.195876 -2.350515
0.293333
3.52
0.041667
0.5
0.152
1.824
-0.198718 -2.384615
-0.04
-0.48
0.365546 4.386555
-0.267692 -3.212308
-0.1875
-2.25
0.183432 2.201183
-0.128866 -1.546392
-0.160173 -1.922078
-0.177936 -2.135231
0.364078 4.368932
-0.155738 -1.868852
-0.092937 -1.115242
-0.1392
-1.6704
0.021242 0.254902
-0.170732 -2.04878
-0.091133 -1.093596
-0.058005 -0.696056
-0.169557 -2.034682
0.050607 0.607287
0
0
-0.300283 -3.603399
0.045926 0.551111
-0.4
-4.8
-0.158879 -1.906542
-0.126388 -1.516656

0.098278
-0.11828
0.071864
-0.112782
0.047244
-0.015504
0.252427
-0.019048
-0.036697
0.172043
-0.130841
-0.189394
-0.114094
-0.10241
0.238806
-0.124183

Average
Annualize
d Return
St.Dev

1.17934
-1.419355
0.862373
-1.353383
0.566929
-0.186047
3.029126
-0.228571
-0.440367
2.064516
-1.570093
-2.272727
-1.369128
-1.228916
2.865672
-1.490196

1.464492
14.04223

Date
Open
High
Low
Close
Volume
Adj Close
2/2/2015
338
354.34
325.5
349.1 7507100
349.1
1/1/2015
340.5
352.9
310
342.8 7861800
342.8
12/1/2014
310.9
342.8
307.12
340.5 5719900
340.5
11/3/2014
301.4
313.6
283
312 11150900
312
10/1/2014
323.5
324.14
286.7
302.5 9210700
302.5
9/1/2014
304.6
326.1
294.22
323.9 8887200
320.64
8/1/2014
301.5
315.2
293.7
303.7 6175200
300.64
7/1/2014
360.8
364.3
295.2
300.6 8406200
297.57
6/2/2014
393.4
395
353.85
359 6826600
355.38
5/1/2014
419.9
512
390.39
392 5635900
388.05
4/1/2014
424.4
446.7
407.38
418.1 5717700
407.17
3/3/2014
390.1
438.2
384
421.4 7057300
410.38
2/3/2014
369.3
400.58
354.4
394 5429900
383.7
1/1/2014
384.7
397
361.9
369.6 4150400
359.94
12/2/2013
375.9
390.9
360.7
384.7 4913000
374.64
11/1/2013
379
397.1
367.1
375.9 5281900
366.07
10/1/2013
390.1
392.1
357.7
377.5 5836500
367.63
9/2/2013
388.3
421.6
383.3
385.9 6493500
372.2
8/1/2013
399.6
406.2
378.9
385 4356400
371.33
7/1/2013
346.8
401.1
345.6
397.5 5929400
383.39
6/3/2013
346
358.1
330.4
343 7693700
330.82
5/1/2013
315
349.7
313
345.6 8583300
333.33
4/1/2013
287.8
318.7
285.1
313.1 7196100
295.4
3/1/2013
277
295.3
274.4
287.8 6461900
271.53
2/1/2013
270.1
286.03
266.9
277 7039100
261.34
1/1/2013
284.1
290
268.37
269.7 6248800
254.45
12/3/2012
278
287.2
267.9
284.1 4742700
268.04
11/1/2012
288.5
294.13
271.59
278 8058800
262.29
10/1/2012
264.5
292
260.9
289.5 7948800
273.14
9/3/2012
274.9
283.3
261.3
264.2 8101100
246.43
8/1/2012
266.4
297.3
264.4
275.6 7167400
257.06
7/2/2012
287
290
252
266.8 8011800
248.85
6/1/2012
281.5
293.1
265.8
287.4 6682600
268.06
5/1/2012
287.9
295.3
268.26
282 7902200
263.03
4/2/2012
308.7
317
289.2
290.5 7569700
264.33
3/1/2012
283.1
314.9
274.1
306.7 8090500
279.07
2/1/2012
256.6
286.4
256.5
284.2 5812400
258.6
1/2/2012
250.7
262.9
245.3
255.7 6786000
232.67
12/1/2011
264.8
269.7
235.68
250.7 6459200
228.12
11/1/2011
256.3
349.01
242.18
255.6 9914000
232.58
10/3/2011
242.9
272.8
232.7
258.9 8046500
235.58
9/1/2011
238.6
260.6
222.2
248.5 10619600
223.53
8/1/2011
256.8
256.9
204.1
236.5 11089700
212.74
7/1/2011
268.5
272.4
250
252.7 10049300
227.31

6/1/2011
5/3/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010

288.6
274.9
246.9
254.5
253
264.4
235.9
240.7
235.4
205.6
215.7
208.9
222.5
250
216.4
218.2
211.1

288.7
290.8
280
265.9
265
272.9
268.7
254.5
250.4
237.8
223.8
226.6
233.9
255
252.1
234.2
220.6

261.5
268.3
246
230.1
246.8
249
233.6
232.4
226.3
204.8
196.7
205.4
209.6
204.4
215.1
213.2
196.5

267.2
287.1
274.5
245.9
254.4
252
263.4
235
237.8
234.2
204.5
215.3
211.2
223.7
250
214.4
215

9359500
9599000
6564800
9162000
6294000
7148000
5600100
6666400
8634800
7125500
6037600
7762000
10089600
14996600
11384300
12832400
12176200

240.35
258.25
241.7
216.52
224
221.89
231.93
206.92
209.39
204.49
178.56
187.99
184.41
195.33
215.05
184.43
184.95

Return
Annualized Returns
0.018378 0.220537
0.006755 0.081057
0.091346 1.096154
0.031405 0.37686
-0.06607 -0.792837
0.066513 0.798156
0.010313 0.123752
-0.162674 -1.952089
-0.084184 -1.010204
-0.062425 -0.749103
-0.007831 -0.093972
0.069543 0.834518
0.066017 0.792208
-0.039251 -0.471016
0.02341 0.280926
-0.004238 -0.050861
-0.021767 -0.261208
0.002338 0.028052
-0.031447 -0.377358
0.158892 1.906706
-0.007523 -0.090278
0.103801 1.245608
0.087908 1.054899
0.038989 0.46787
0.027067 0.324805
-0.050686 -0.608237
0.021942 0.263309
-0.039724 -0.476684
0.095761 1.149129
-0.041364 -0.496372
0.032984 0.395802
-0.071677 -0.860125
0.019149 0.229787
-0.02926 -0.351119
-0.05282 -0.633844
0.07917 0.950035
0.111459 1.337505
0.019944 0.23933
-0.019171 -0.230047
-0.012746 -0.152955
0.041851 0.502213
0.05074 0.608879
-0.064108 -0.769292
-0.054266 -0.651198

-0.069314
0.045902
0.116307
-0.033412
0.009524
-0.04328
0.120851
-0.011775
0.015371
0.145232
-0.050163
0.019413
-0.055878
-0.1052
0.166045
-0.002791

Average
Annualize
d Return
St.Dev

-0.831766
0.55082
1.395689
-0.400943
0.114286
-0.519362
1.450213
-0.141295
0.184458
1.742787
-0.601951
0.232955
-0.670541
-1.2624
1.992537
-0.033488

0.123855
0.811106