Date

CMG

1/4/2010
1/11/2010
1/19/2010
1/25/2010
2/1/2010
2/8/2010
2/16/2010
2/22/2010
3/1/2010
3/8/2010
3/15/2010
3/22/2010
3/29/2010
4/5/2010
4/12/2010
4/19/2010
4/26/2010
5/3/2010
5/10/2010
5/17/2010
5/24/2010
6/1/2010
6/7/2010
6/14/2010
6/21/2010
6/28/2010
7/6/2010
7/12/2010
7/19/2010
7/26/2010
8/2/2010
8/9/2010
8/16/2010
8/23/2010
8/30/2010
9/7/2010
9/13/2010
9/20/2010
9/27/2010
10/4/2010
10/11/2010
10/18/2010
10/25/2010
11/1/2010
11/8/2010

91.89
98.06
97.77
96.46
95.2
104.87
104.99
104.71
110.63
114.98
113.63
114.02
114.48
122.52
124.05
142.98
134.91
128.83
138.61
135.77
142.28
143.81
149.48
152.74
146.84
137.24
140.41
136.82
145.5
147.9
151.6
142.63
149.84
153.03
163.51
166.01
168.31
173.19
174.5
176.56
181.87
205.77
210.21
230.56
234.02

25.00% Plus 100%

6.71%
-0.30%
-1.34%
-1.31%
10.16%
0.11%
-0.27%
5.65%
3.93%
-1.17%
0.34%
0.40%
7.02%
1.25%
15.26%
-5.64%
-4.51%
7.59%
-2.05%
4.79%
1.08%
3.94%
2.18%
-3.86%
-6.54%
2.31%
-2.56%
6.34%
1.65%
2.50%
-5.92%
5.06%
2.13%
6.85%
1.53%
1.39%
2.90%
0.76%
1.18%
3.01%
13.14%
2.16%
9.68%
1.50%

106.71%
99.70%
98.66%
98.69%
110.16%
100.11%
99.73%
105.65%
103.93%
98.83%
100.34%
100.40%
107.02%
101.25%
115.26%
94.36%
95.49%
107.59%
97.95%
104.79%
101.08%
103.94%
102.18%
96.14%
93.46%
102.31%
97.44%
106.34%
101.65%
102.50%
94.08%
105.06%
102.13%
106.85%
101.53%
101.39%
102.90%
100.76%
101.18%
103.01%
113.14%
102.16%
109.68%
101.50%

SKX

29.29
30.84
29.35
28.06
27.61
28.16
30.21
30.73
30.88
33.19
33.01
37.4
37.02
38.76
38.73
41.5
38.35
34.09
36.89
35.84
37.68
35.28
40.71
43.85
40.05
38.04
37.7
32.09
33.61
37.09
33.11
27.39
28.32
26.36
27.5
22.84
23.75
22.11
22.56
25.42
24.78
23.79
19.44
20.78
20.27

20.00%
5.29%
-4.83%
-4.40%
-1.60%
1.99%
7.28%
1.72%
0.49%
7.48%
-0.54%
13.30%
-1.02%
4.70%
-0.08%
7.15%
-7.59%
-11.11%
8.21%
-2.85%
5.13%
-6.37%
15.39%
7.71%
-8.67%
-5.02%
-0.89%
-14.88%
4.74%
10.35%
-10.73%
-17.28%
3.40%
-6.92%
4.32%
-16.95%
3.98%
-6.91%
2.04%
12.68%
-2.52%
-4.00%
-18.28%
6.89%
-2.45%

Plus 100%
105.29%
95.17%
95.60%
98.40%
101.99%
107.28%
101.72%
100.49%
107.48%
99.46%
113.30%
98.98%
104.70%
99.92%
107.15%
92.41%
88.89%
108.21%
97.15%
105.13%
93.63%
115.39%
107.71%
91.33%
94.98%
99.11%
85.12%
104.74%
110.35%
89.27%
82.72%
103.40%
93.08%
104.32%
83.05%
103.98%
93.09%
102.04%
112.68%
97.48%
96.00%
81.72%
106.89%
97.55%

GILD

22.27
22.76
23.04
24.14
23.19
23.5
24.42
23.81
23.81
23.71
23.93
22.67
22.82
22.9
22.85
20.83
19.85
19.18
18.89
18.28
17.96
17.35
17.26
18.01
18.17
17.43
17.37
15.97
16.72
16.66
17.91
17.16
16.32
16.26
17.01
17.19
17.28
18.27
17.88
18.17
18.86
19.56
19.83
19.48
18.9

18.00%
2.20%
1.23%
4.77%
-3.94%
1.34%
3.91%
-2.50%
0.00%
-0.42%
0.93%
-5.27%
0.66%
0.35%
-0.22%
-8.84%
-4.70%
-3.38%
-1.51%
-3.23%
-1.75%
-3.40%
-0.52%
4.35%
0.89%
-4.07%
-0.34%
-8.06%
4.70%
-0.36%
7.50%
-4.19%
-4.90%
-0.37%
4.61%
1.06%
0.52%
5.73%
-2.13%
1.62%
3.80%
3.71%
1.38%
-1.77%
-2.98%

11/15/2010
11/22/2010
11/29/2010
12/6/2010
12/13/2010
12/20/2010
12/27/2010
1/3/2011
1/10/2011
1/18/2011
1/24/2011
1/31/2011
2/7/2011
2/14/2011
2/22/2011
2/28/2011
3/7/2011
3/14/2011
3/21/2011
3/28/2011
4/4/2011
4/11/2011
4/18/2011
4/25/2011
5/2/2011
5/9/2011
5/16/2011
5/23/2011
5/31/2011
6/6/2011
6/13/2011
6/20/2011
6/27/2011
7/5/2011
7/11/2011
7/18/2011
7/25/2011
8/1/2011
8/8/2011
8/15/2011
8/22/2011
8/29/2011
9/6/2011
9/12/2011
9/19/2011
9/26/2011
10/3/2011

232.27
-0.75%
255.65 10.07%
235.95
-7.71%
238.22
0.96%
238.02
-0.08%
228.29
-4.09%
212.66
-6.85%
224.26
5.45%
234.89
4.74%
223.63
-4.79%
219.43
-1.88%
246.31 12.25%
268.73
9.10%
260.15
-3.19%
248.36
-4.53%
255
2.67%
252.76
-0.88%
246.81
-2.35%
256.74
4.02%
274
6.72%
269.24
-1.74%
285.13
5.90%
277.3
-2.75%
266.79
-3.79%
268.1
0.49%
280.4
4.59%
279.89
-0.18%
292.94
4.66%
286.51
-2.19%
271.87
-5.11%
268.97
-1.07%
293.25
9.03%
315.72
7.66%
325.3
3.03%
324.6
-0.22%
335.52
3.36%
324.58
-3.26%
311.52
-4.02%
317.7
1.98%
279.37 -12.06%
298.88
6.98%
305.5
2.21%
305.17
-0.11%
318.06
4.22%
320.5
0.77%
302.95
-5.48%
294.59
-2.76%

99.25%
110.07%
92.29%
100.96%
99.92%
95.91%
93.15%
105.45%
104.74%
95.21%
98.12%
112.25%
109.10%
96.81%
95.47%
102.67%
99.12%
97.65%
104.02%
106.72%
98.26%
105.90%
97.25%
96.21%
100.49%
104.59%
99.82%
104.66%
97.81%
94.89%
98.93%
109.03%
107.66%
103.03%
99.78%
103.36%
96.74%
95.98%
101.98%
87.94%
106.98%
102.21%
99.89%
104.22%
100.77%
94.52%
97.24%

21.54
22.68
22.38
22.03
21.34
19.88
20
20.19
21.91
21.29
21
22.81
22.42
21.63
20.97
19.92
19.65
18.46
18.8
20.22
20.64
20.38
20.53
19.05
18.41
18.31
18.13
17.65
16
13.75
14.24
13.65
14.69
14.8
14.12
14.48
16.65
14.54
15.46
14.44
16.02
14.73
14.98
17.14
15.35
14.03
14.23

6.27%
5.29%
-1.32%
-1.56%
-3.13%
-6.84%
0.60%
0.95%
8.52%
-2.83%
-1.36%
8.62%
-1.71%
-3.52%
-3.05%
-5.01%
-1.36%
-6.06%
1.84%
7.55%
2.08%
-1.26%
0.74%
-7.21%
-3.36%
-0.54%
-0.98%
-2.65%
-9.35%
-14.06%
3.56%
-4.14%
7.62%
0.75%
-4.59%
2.55%
14.99%
-12.67%
6.33%
-6.60%
10.94%
-8.05%
1.70%
14.42%
-10.44%
-8.60%
1.43%

106.27%
105.29%
98.68%
98.44%
96.87%
93.16%
100.60%
100.95%
108.52%
97.17%
98.64%
108.62%
98.29%
96.48%
96.95%
94.99%
98.64%
93.94%
101.84%
107.55%
102.08%
98.74%
100.74%
92.79%
96.64%
99.46%
99.02%
97.35%
90.65%
85.94%
103.56%
95.86%
107.62%
100.75%
95.41%
102.55%
114.99%
87.33%
106.33%
93.40%
110.94%
91.95%
101.70%
114.42%
89.56%
91.40%
101.43%

19.04
18.55
18.62
18.81
18.59
18.13
18.12
18.75
19.11
19.09
19.1
19.4
19.19
19.65
19.5
20.35
20.42
20.08
21.04
21.33
20.62
20.85
19.53
19.42
20.5
20.6
20.49
20.59
20.52
20.11
19.77
19.85
20.98
21.22
20.5
21.6
21.18
18.88
18.72
18.6
19.36
19.41
18.91
20.2
19.22
19.4
19.66

0.74%
-2.57%
0.38%
1.02%
-1.17%
-2.47%
-0.06%
3.48%
1.92%
-0.10%
0.05%
1.57%
-1.08%
2.40%
-0.76%
4.36%
0.34%
-1.67%
4.78%
1.38%
-3.33%
1.12%
-6.33%
-0.56%
5.56%
0.49%
-0.53%
0.49%
-0.34%
-2.00%
-1.69%
0.40%
5.69%
1.14%
-3.39%
5.37%
-1.94%
-10.86%
-0.85%
-0.64%
4.09%
0.26%
-2.58%
6.82%
-4.85%
0.94%
1.34%

10/10/2011
10/17/2011
10/24/2011
10/31/2011
11/7/2011
11/14/2011
11/21/2011
11/28/2011
12/5/2011
12/12/2011
12/19/2011
12/27/2011
1/3/2012
1/9/2012
1/17/2012
1/23/2012
1/30/2012
2/6/2012
2/13/2012
2/21/2012
2/27/2012
3/5/2012
3/12/2012
3/19/2012
3/26/2012
4/2/2012
4/9/2012
4/16/2012
4/23/2012
4/30/2012
5/7/2012
5/14/2012
5/21/2012
5/29/2012
6/4/2012
6/11/2012
6/18/2012
6/25/2012
7/2/2012
7/9/2012
7/16/2012
7/23/2012
7/30/2012
8/6/2012
8/13/2012
8/20/2012
8/27/2012

320.8
8.90%
333.49
3.96%
341.4
2.37%
338.97
-0.71%
332.02
-2.05%
311.06
-6.31%
300.75
-3.31%
330.49
9.89%
338.6
2.45%
318.4
-5.97%
335.32
5.31%
337.74
0.72%
348.95
3.32%
354.62
1.62%
356.39
0.50%
366.76
2.91%
372.19
1.48%
376.45
1.14%
384.7
2.19%
387.42
0.71%
394.39
1.80%
398.12
0.95%
410.91
3.21%
415.51
1.12%
418
0.60%
424.98
1.67%
440.4
3.63%
419.26
-4.80%
419.41
0.04%
407.88
-2.75%
408.25
0.09%
392.13
-3.95%
400.42
2.11%
397.14
-0.82%
407.34
2.57%
402.45
-1.20%
415.48
3.24%
379.95
-8.55%
383.49
0.93%
392.37
2.32%
316.98 -19.21%
296.08
-6.59%
297.65
0.53%
295.39
-0.76%
299.1
1.26%
295
-1.37%
288.64
-2.16%

108.90%
103.96%
102.37%
99.29%
97.95%
93.69%
96.69%
109.89%
102.45%
94.03%
105.31%
100.72%
103.32%
101.62%
100.50%
102.91%
101.48%
101.14%
102.19%
100.71%
101.80%
100.95%
103.21%
101.12%
100.60%
101.67%
103.63%
95.20%
100.04%
97.25%
100.09%
96.05%
102.11%
99.18%
102.57%
98.80%
103.24%
91.45%
100.93%
102.32%
80.79%
93.41%
100.53%
99.24%
101.26%
98.63%
97.84%

14.27
14.15
13.86
14.26
13.9
12.32
12.18
12.8
12.73
12.23
12.74
12.12
11.7
13.31
12.1
12.43
13.08
13.98
13.04
12.69
12.53
12.62
13.54
13.98
12.72
12.66
13.18
14.76
17.97
18.07
18.19
16.61
17.45
16.25
19.29
20.72
20.97
20.37
20.22
19.37
19.41
20.32
19.21
19.75
20.01
22.25
21.67

0.28%
-0.84%
-2.05%
2.89%
-2.52%
-11.37%
-1.14%
5.09%
-0.55%
-3.93%
4.17%
-4.87%
-3.47%
13.76%
-9.09%
2.73%
5.23%
6.88%
-6.72%
-2.68%
-1.26%
0.72%
7.29%
3.25%
-9.01%
-0.47%
4.11%
11.99%
21.75%
0.56%
0.66%
-8.69%
5.06%
-6.88%
18.71%
7.41%
1.21%
-2.86%
-0.74%
-4.20%
0.21%
4.69%
-5.46%
2.81%
1.32%
11.19%
-2.61%

100.28%
99.16%
97.95%
102.89%
97.48%
88.63%
98.86%
105.09%
99.45%
96.07%
104.17%
95.13%
96.53%
113.76%
90.91%
102.73%
105.23%
106.88%
93.28%
97.32%
98.74%
100.72%
107.29%
103.25%
90.99%
99.53%
104.11%
111.99%
121.75%
100.56%
100.66%
91.31%
105.06%
93.12%
118.71%
107.41%
101.21%
97.14%
99.26%
95.80%
100.21%
104.69%
94.54%
102.81%
101.32%
111.19%
97.39%

20.22
20.74
21.4
20.36
20.54
19.94
19.64
19.7
19.5
18.58
19.65
20.47
21.39
22.44
23.72
24.36
27.35
26.88
23.5
22.63
23.5
23.05
23.36
23.42
24.43
23.88
22.75
25.5
26.08
25.14
25.92
24.97
25.25
24.33
24.82
25.15
25.26
25.64
25.48
25.58
26.54
27.75
28.43
28.39
28.38
28.65
28.84

2.85%
2.57%
3.18%
-4.86%
0.88%
-2.92%
-1.50%
0.31%
-1.02%
-4.72%
5.76%
4.17%
4.49%
4.91%
5.70%
2.70%
12.27%
-1.72%
-12.57%
-3.70%
3.84%
-1.91%
1.34%
0.26%
4.31%
-2.25%
-4.73%
12.09%
2.27%
-3.60%
3.10%
-3.67%
1.12%
-3.64%
2.01%
1.33%
0.44%
1.50%
-0.62%
0.39%
3.75%
4.56%
2.45%
-0.14%
-0.04%
0.95%
0.66%

9/4/2012
9/10/2012
9/17/2012
9/24/2012
10/1/2012
10/8/2012
10/15/2012
10/22/2012
10/31/2012
11/5/2012
11/12/2012
11/19/2012
11/26/2012
12/3/2012
12/10/2012
12/17/2012
12/24/2012
12/31/2012
1/7/2013
1/14/2013
1/22/2013
1/28/2013
2/4/2013
2/11/2013
2/19/2013
2/25/2013
3/4/2013
3/11/2013
3/18/2013
3/25/2013
4/1/2013
4/8/2013
4/15/2013
4/22/2013
4/29/2013
5/6/2013
5/13/2013
5/20/2013
5/28/2013
6/3/2013
6/10/2013
6/17/2013
6/24/2013
7/1/2013
7/8/2013
7/15/2013
7/22/2013

326.35 13.06%
336.45
3.09%
336.4
-0.01%
317.54
-5.61%
280.93 -11.53%
290.47
3.40%
243 -16.34%
251.52
3.51%
262.32
4.29%
259.52
-1.07%
262.76
1.25%
274.34
4.41%
263.78
-3.85%
268.61
1.83%
277.25
3.22%
292.52
5.51%
290.53
-0.68%
300.18
3.32%
300
-0.06%
295.02
-1.66%
303.48
2.87%
312.71
3.04%
320.72
2.56%
314.19
-2.04%
315.51
0.42%
319.74
1.34%
321.84
0.66%
321.35
-0.15%
318.23
-0.97%
325.87
2.40%
328
0.65%
341.91
4.24%
366.25
7.12%
361.73
-1.23%
367.35
1.55%
370.01
0.72%
375.16
1.39%
368.27
-1.84%
361
-1.97%
365.8
1.33%
368.12
0.63%
361.64
-1.76%
364.35
0.75%
386.33
6.03%
386.27
-0.02%
408.97
5.88%
405.87
-0.76%

113.06%
103.09%
99.99%
94.39%
88.47%
103.40%
83.66%
103.51%
104.29%
98.93%
101.25%
104.41%
96.15%
101.83%
103.22%
105.51%
99.32%
103.32%
99.94%
98.34%
102.87%
103.04%
102.56%
97.96%
100.42%
101.34%
100.66%
99.85%
99.03%
102.40%
100.65%
104.24%
107.12%
98.77%
101.55%
100.72%
101.39%
98.16%
98.03%
101.33%
100.63%
98.24%
100.75%
106.03%
99.98%
105.88%
99.24%

21.03
21.42
21.1
20.4
17.22
17.64
17.33
16.15
17.28
15.84
15.98
18.91
19.46
19.36
18.07
18.69
18.15
18.91
18.62
18.5
18.16
18.84
19.72
21.76
20.52
20.64
21.73
21.66
20.87
21.15
20.59
22.36
21.63
20.87
21.26
21.93
21.26
20.37
22.5
22.23
22.6
21.87
24.01
24.73
26.29
26.74
27.4

-2.95%
1.85%
-1.49%
-3.32%
-15.59%
2.44%
-1.76%
-6.81%
7.00%
-8.33%
0.88%
18.34%
2.91%
-0.51%
-6.66%
3.43%
-2.89%
4.19%
-1.53%
-0.64%
-1.84%
3.74%
4.67%
10.34%
-5.70%
0.58%
5.28%
-0.32%
-3.65%
1.34%
-2.65%
8.60%
-3.26%
-3.51%
1.87%
3.15%
-3.06%
-4.19%
10.46%
-1.20%
1.66%
-3.23%
9.79%
3.00%
6.31%
1.71%
2.47%

97.05%
101.85%
98.51%
96.68%
84.41%
102.44%
98.24%
93.19%
107.00%
91.67%
100.88%
118.34%
102.91%
99.49%
93.34%
103.43%
97.11%
104.19%
98.47%
99.36%
98.16%
103.74%
104.67%
110.34%
94.30%
100.58%
105.28%
99.68%
96.35%
101.34%
97.35%
108.60%
96.74%
96.49%
101.87%
103.15%
96.94%
95.81%
110.46%
98.80%
101.66%
96.77%
109.79%
103.00%
106.31%
101.71%
102.47%

29.63
31.01
33.88
33.17
34.72
33.97
33.29
33.53
33.51
32.51
37.2
38.06
37.5
36.96
37.12
36.39
36.19
37.86
39.04
39.14
39.68
40.56
40.9
41.6
42.45
43.45
45.43
45.17
45.51
48.94
47.37
51.93
53.17
51.38
55.15
52.88
56.3
55.81
54.48
52.89
52.23
48.83
51.27
53.32
57.34
60.1
62.57

2.74%
4.66%
9.26%
-2.10%
4.67%
-2.16%
-2.00%
0.72%
-0.06%
-2.98%
14.43%
2.31%
-1.47%
-1.44%
0.43%
-1.97%
-0.55%
4.61%
3.12%
0.26%
1.38%
2.22%
0.84%
1.71%
2.04%
2.36%
4.56%
-0.57%
0.75%
7.54%
-3.21%
9.63%
2.39%
-3.37%
7.34%
-4.12%
6.47%
-0.87%
-2.38%
-2.92%
-1.25%
-6.51%
5.00%
4.00%
7.54%
4.81%
4.11%

7/29/2013
8/5/2013
8/12/2013
8/19/2013
8/26/2013
9/3/2013
9/9/2013
9/16/2013
9/23/2013
9/30/2013
10/7/2013
10/14/2013
10/21/2013
10/28/2013

412.09
405.74
401.94
402.79
408.17
408.52
425.34
415.08
419
434.12
443.61
509.74
527.5
527.6

1.53%
-1.54%
-0.94%
0.21%
1.34%
0.09%
4.12%
-2.41%
0.94%
3.61%
2.19%
14.91%
3.48%
0.02%

101.53%
98.46%
99.06%
100.21%
101.34%
100.09%
104.12%
97.59%
100.94%
103.61%
102.19%
114.91%
103.48%
100.02%

27.68
28.02
28.98
30.77
30.73
31.29
30.57
29.36
30.45
29.17
29.1
29.76
28.06
29.14

1.02%
1.23%
3.43%
6.18%
-0.13%
1.82%
-2.30%
-3.96%
3.71%
-4.20%
-0.24%
2.27%
-5.71%
3.85%

101.02%
101.23%
103.43%
106.18%
99.87%
101.82%
97.70%
96.04%
103.71%
95.80%
99.76%
102.27%
94.29%
103.85%

61.75
59.21
56.91
59.64
60.27
61.12
63.53
63.86
63.54
63.04
62.69
68.21
69.68
70.97

-1.31%
-4.11%
-3.88%
4.80%
1.06%
1.41%
3.94%
0.52%
-0.50%
-0.79%
-0.56%
8.81%
2.16%
1.85%

N
Median
Mean
Geomean
SD
RFR
Sharpe Ratio
SE
Prob(mean<0)

199
0.96%
0.99%
0.88%
4.71%
0.08%
19.35%
0.33%
0.15%

199
-0.13%
0.22%
0.00%
6.65%
0.08%
2.03%
0.47%
32.24%

199
0.49%
0.66%
0.58%
3.84%
0.08%
14.97%
0.27%
0.79%

1st time period

N
Median
Mean
Geomean
SD
RFR
Sharpe Ratio
SE
Prob(mean<0)

121
1.18%
1.34%
1.24%
4.65%
0.09%
27.03%
0.42%
0.07%

121
-0.55%
-0.14%
-0.40%
7.26%
0.09%
-3.08%
0.66%
58.15%

121
0.26%
0.18%
0.10%
3.88%
0.09%
2.25%
0.35%
30.98%

2nd time period

N
Median
Mean
Geomean
SD
RFR
Sharpe Ratio
SE
Prob(mean<0)

78
0.69%
0.45%
0.33%
4.77%
0.07%
7.84%
0.54%
20.38%

78
0.77%
0.77%
0.61%
5.59%
0.07%
12.38%
0.63%
11.33%

78
1.00%
1.40%
1.34%
3.67%
0.07%
36.25%
0.42%
0.04%

Plus 100%
102.20%
101.23%
104.77%
96.06%
101.34%
103.91%
97.50%
100.00%
99.58%
100.93%
94.73%
100.66%
100.35%
99.78%
91.16%
95.30%
96.62%
98.49%
96.77%
98.25%
96.60%
99.48%
104.35%
100.89%
95.93%
99.66%
91.94%
104.70%
99.64%
107.50%
95.81%
95.10%
99.63%
104.61%
101.06%
100.52%
105.73%
97.87%
101.62%
103.80%
103.71%
101.38%
98.23%
97.02%

WWE

12.51
12.27
12.06
12.28
12.36
12.34
12.62
13.09
13.78
13.53
13.46
13.78
13.33
13.47
13.77
14.62
14.29
12.85
13.14
12.81
12.98
12.76
13.2
13.2
13.02
12.26
12.84
12.58
13.04
12.84
12.31
11.31
11.25
11.37
11.39
11.65
11.44
11.35
11.47
11.27
11.42
11.5
11.36
11.55
11.18

15.00%
-1.92%
-1.71%
1.82%
0.65%
-0.16%
2.27%
3.72%
5.27%
-1.81%
-0.52%
2.38%
-3.27%
1.05%
2.23%
6.17%
-2.26%
-10.08%
2.26%
-2.51%
1.33%
-1.69%
3.45%
0.00%
-1.36%
-5.84%
4.73%
-2.02%
3.66%
-1.53%
-4.13%
-8.12%
-0.53%
1.07%
0.18%
2.28%
-1.80%
-0.79%
1.06%
-1.74%
1.33%
0.70%
-1.22%
1.67%
-3.20%

Plus 100%
98.08%
98.29%
101.82%
100.65%
99.84%
102.27%
103.72%
105.27%
98.19%
99.48%
102.38%
96.73%
101.05%
102.23%
106.17%
97.74%
89.92%
102.26%
97.49%
101.33%
98.31%
103.45%
100.00%
98.64%
94.16%
104.73%
97.98%
103.66%
98.47%
95.87%
91.88%
99.47%
101.07%
100.18%
102.28%
98.20%
99.21%
101.06%
98.26%
101.33%
100.70%
98.78%
101.67%
96.80%

11
10.92
9.9
10.2
10.27
10.47
10.63
11.05
12.24
12.56
12.51
13.05
11.89
11.97
12.63
13.38
12.26
10.83
11.4
10.6
11.04
10.82
10.73
10.79
10.12
9.68
10.21
10.67
11.97
12.02
12.27
11.44
11.08
10.88
11.36
11.1
11.76
11.82
11.54
12.86
12.99
13.13
13.3
15.26
15.34

10.00%

-0.73%
-9.34%
3.03%
0.69%
1.95%
1.53%
3.95%
10.77%
2.61%
-0.40%
4.32%
-8.89%
0.67%
5.51%
5.94%
-8.37%
-11.66%
5.26%
-7.02%
4.15%
-1.99%
-0.83%
0.56%
-6.21%
-4.35%
5.48%
4.51%
12.18%
0.42%
2.08%
-6.76%
-3.15%
-1.81%
4.41%
-2.29%
5.95%
0.51%
-2.37%
11.44%
1.01%
1.08%
1.29%
14.74%
0.52%

Plus 100%
99.27%
90.66%
103.03%
100.69%
101.95%
101.53%
103.95%
110.77%
102.61%
99.60%
104.32%
91.11%
100.67%
105.51%
105.94%
91.63%
88.34%
105.26%
92.98%
104.15%
98.01%
99.17%
100.56%
93.79%
95.65%
105.48%
104.51%
112.18%
100.42%
102.08%
93.24%
96.85%
98.19%
104.41%
97.71%
105.95%
100.51%
97.63%
111.44%
101.01%
101.08%
101.29%
114.74%
100.52%

PG

52.46
52.79
52.73
53.81
53.59
53.99
55.47
55.32
55.68
55.36
55.81
55.68
55.39
54.84
54.95
55.55
54.76
53.13
55.1
54.49
53.82
53.56
53.75
54
52.67
52.31
54.4
54.61
54.97
54.3
53.29
53.11
53.26
53.1
53.53
53.63
54.13
54.73
53.42
54.92
55.72
56.72
56.88
58.16
57.56

7.00%

0.63%
-0.11%
2.05%
-0.41%
0.75%
2.74%
-0.27%
0.65%
-0.57%
0.81%
-0.23%
-0.52%
-0.99%
0.20%
1.09%
-1.42%
-2.98%
3.71%
-1.11%
-1.23%
-0.48%
0.35%
0.47%
-2.46%
-0.68%
4.00%
0.39%
0.66%
-1.22%
-1.86%
-0.34%
0.28%
-0.30%
0.81%
0.19%
0.93%
1.11%
-2.39%
2.81%
1.46%
1.79%
0.28%
2.25%
-1.03%

100.74%
97.43%
100.38%
101.02%
98.83%
97.53%
99.94%
103.48%
101.92%
99.90%
100.05%
101.57%
98.92%
102.40%
99.24%
104.36%
100.34%
98.33%
104.78%
101.38%
96.67%
101.12%
93.67%
99.44%
105.56%
100.49%
99.47%
100.49%
99.66%
98.00%
98.31%
100.40%
105.69%
101.14%
96.61%
105.37%
98.06%
89.14%
99.15%
99.36%
104.09%
100.26%
97.42%
106.82%
95.15%
100.94%
101.34%

11.36
11.51
11.49
12.18
12.01
12.08
11.98
11.95
11.8
11.36
10.07
10.11
10.17
10.37
10.68
11.09
10.95
10.38
10.84
10.82
10.8
9.73
9.78
9.08
9.26
8.9
8.92
8.97
8.78
8.11
8.38
8.44
8.58
8.61
8.62
8.98
8.81
8.44
8.26
7.72
7.93
7.91
7.96
8.26
8.07
7.9
8.26

1.61%
1.32%
-0.17%
6.01%
-1.40%
0.58%
-0.83%
-0.25%
-1.26%
-3.73%
-11.36%
0.40%
0.59%
1.97%
2.99%
3.84%
-1.26%
-5.21%
4.43%
-0.18%
-0.18%
-9.91%
0.51%
-7.16%
1.98%
-3.89%
0.22%
0.56%
-2.12%
-7.63%
3.33%
0.72%
1.66%
0.35%
0.12%
4.18%
-1.89%
-4.20%
-2.13%
-6.54%
2.72%
-0.25%
0.63%
3.77%
-2.30%
-2.11%
4.56%

101.61%
101.32%
99.83%
106.01%
98.60%
100.58%
99.17%
99.75%
98.74%
96.27%
88.64%
100.40%
100.59%
101.97%
102.99%
103.84%
98.74%
94.79%
104.43%
99.82%
99.82%
90.09%
100.51%
92.84%
101.98%
96.11%
100.22%
100.56%
97.88%
92.37%
103.33%
100.72%
101.66%
100.35%
100.12%
104.18%
98.11%
95.80%
97.87%
93.46%
102.72%
99.75%
100.63%
103.77%
97.70%
97.89%
104.56%

15.32
15.15
15.81
15.75
15.81
15.8
15.8
17.2
17.56
16.9
15.31
14.8
15.42
14.84
14.19
13.57
13.52
13.64
14.13
14.27
14.43
13.85
14.52
14.56
14.22
14.19
14.12
13.74
13.19
12.57
12.02
12.46
13.2
13.07
12.32
12.53
11.49
10.2
10.41
9.4
9.79
9.81
9.46
10
9.28
9.1
10.06

-0.13%
-1.11%
4.36%
-0.38%
0.38%
-0.06%
0.00%
8.86%
2.09%
-3.76%
-9.41%
-3.33%
4.19%
-3.76%
-4.38%
-4.37%
-0.37%
0.89%
3.59%
0.99%
1.12%
-4.02%
4.84%
0.28%
-2.34%
-0.21%
-0.49%
-2.69%
-4.00%
-4.70%
-4.38%
3.66%
5.94%
-0.98%
-5.74%
1.70%
-8.30%
-11.23%
2.06%
-9.70%
4.15%
0.20%
-3.57%
5.71%
-7.20%
-1.94%
10.55%

99.87%
98.89%
104.36%
99.62%
100.38%
99.94%
100.00%
108.86%
102.09%
96.24%
90.59%
96.67%
104.19%
96.24%
95.62%
95.63%
99.63%
100.89%
103.59%
100.99%
101.12%
95.98%
104.84%
100.28%
97.66%
99.79%
99.51%
97.31%
96.00%
95.30%
95.62%
103.66%
105.94%
99.02%
94.26%
101.70%
91.70%
88.77%
102.06%
90.30%
104.15%
100.20%
96.43%
105.71%
92.80%
98.06%
110.55%

57.31
55.59
55.77
56.55
57.99
58.37
57.56
57.71
58.63
59.41
57.87
57.33
58.34
57.96
56.64
55.91
55.42
54.62
54.87
55.96
55.79
57.85
57.03
58.98
59.32
60.76
61.22
60.16
59.46
58.8
58.79
56.88
58.41
59.01
58.92
58.87
56.34
55.52
56.02
55.86
57.33
57.31
56.66
58.94
56.12
57.89
58.56

-0.43%
-3.00%
0.32%
1.40%
2.55%
0.66%
-1.39%
0.26%
1.59%
1.33%
-2.59%
-0.93%
1.76%
-0.65%
-2.28%
-1.29%
-0.88%
-1.44%
0.46%
1.99%
-0.30%
3.69%
-1.42%
3.42%
0.58%
2.43%
0.76%
-1.73%
-1.16%
-1.11%
-0.02%
-3.25%
2.69%
1.03%
-0.15%
-0.08%
-4.30%
-1.46%
0.90%
-0.29%
2.63%
-0.03%
-1.13%
4.02%
-4.78%
3.15%
1.16%

102.85%
102.57%
103.18%
95.14%
100.88%
97.08%
98.50%
100.31%
98.98%
95.28%
105.76%
104.17%
104.49%
104.91%
105.70%
102.70%
112.27%
98.28%
87.43%
96.30%
103.84%
98.09%
101.34%
100.26%
104.31%
97.75%
95.27%
112.09%
102.27%
96.40%
103.10%
96.33%
101.12%
96.36%
102.01%
101.33%
100.44%
101.50%
99.38%
100.39%
103.75%
104.56%
102.45%
99.86%
99.96%
100.95%
100.66%

8.8
9.42
9.23
9.39
9.07
8.51
8.11
8.76
9.29
8.57
8.47
8.37
8.65
8.54
8.64
8.72
8.9
8.72
8.7
8.21
8.12
8.1
8.01
8
8.07
7.58
7.38
7.27
7.21
7.96
8
7.5
7.26
6.95
7.2
6.92
6.98
7.23
7.22
7.22
7.16
7.26
7.41
7.72
7.91
7.43
8.21

6.54%
7.05%
-2.02%
1.73%
-3.41%
-6.17%
-4.70%
8.01%
6.05%
-7.75%
-1.17%
-1.18%
3.35%
-1.27%
1.17%
0.93%
2.06%
-2.02%
-0.23%
-5.63%
-1.10%
-0.25%
-1.11%
-0.12%
0.88%
-6.07%
-2.64%
-1.49%
-0.83%
10.40%
0.50%
-6.25%
-3.20%
-4.27%
3.60%
-3.89%
0.87%
3.58%
-0.14%
0.00%
-0.83%
1.40%
2.07%
4.18%
2.46%
-6.07%
10.50%

106.54%
107.05%
97.98%
101.73%
96.59%
93.83%
95.30%
108.01%
106.05%
92.25%
98.83%
98.82%
103.35%
98.73%
101.17%
100.93%
102.06%
97.98%
99.77%
94.37%
98.90%
99.75%
98.89%
99.88%
100.88%
93.93%
97.36%
98.51%
99.17%
110.40%
100.50%
93.75%
96.80%
95.73%
103.60%
96.11%
100.87%
103.58%
99.86%
100.00%
99.17%
101.40%
102.07%
104.18%
102.46%
93.93%
110.50%

10.88
11.54
11.3
10.61
10.49
9.51
9.18
10.26
10.38
9.65
10.31
10.13
11.02
11.33
11.85
11.54
12.09
11.76
12.05
11.56
12.02
11.89
11.82
11.64
11.79
11.78
11.26
10.78
10.96
10.13
10.04
9.5
10.06
9.6
10.12
9.82
9.67
9.1
9.02
8.8
8.74
8.54
8.67
8.92
9.19
9.06
8.91

8.15%
6.07%
-2.08%
-6.11%
-1.13%
-9.34%
-3.47%
11.76%
1.17%
-7.03%
6.84%
-1.75%
8.79%
2.81%
4.59%
-2.62%
4.77%
-2.73%
2.47%
-4.07%
3.98%
-1.08%
-0.59%
-1.52%
1.29%
-0.08%
-4.41%
-4.26%
1.67%
-7.57%
-0.89%
-5.38%
5.89%
-4.57%
5.42%
-2.96%
-1.53%
-5.89%
-0.88%
-2.44%
-0.68%
-2.29%
1.52%
2.88%
3.03%
-1.41%
-1.66%

108.15%
106.07%
97.92%
93.89%
98.87%
90.66%
96.53%
111.76%
101.17%
92.97%
106.84%
98.25%
108.79%
102.81%
104.59%
97.38%
104.77%
97.27%
102.47%
95.93%
103.98%
98.92%
99.41%
98.48%
101.29%
99.92%
95.59%
95.74%
101.67%
92.43%
99.11%
94.62%
105.89%
95.43%
105.42%
97.04%
98.47%
94.11%
99.12%
97.56%
99.32%
97.71%
101.52%
102.88%
103.03%
98.59%
98.34%

59.46
61.21
59.79
58.22
59.02
58.42
56.35
59.73
60.01
60.17
61.59
61.62
61.3
60.79
61.67
59.87
58.45
59.48
60.44
62.11
62.08
62.32
62.62
62.78
62.58
62.67
61.28
62.86
60.51
60.36
59.79
59.64
58.68
57.79
58.92
59.04
56.18
57.51
57.54
61.12
61.31
61.65
62.04
63.24
63.46
63.48
63.64

1.54%
2.94%
-2.32%
-2.63%
1.37%
-1.02%
-3.54%
6.00%
0.47%
0.27%
2.36%
0.05%
-0.52%
-0.83%
1.45%
-2.92%
-2.37%
1.76%
1.61%
2.76%
-0.05%
0.39%
0.48%
0.26%
-0.32%
0.14%
-2.22%
2.58%
-3.74%
-0.25%
-0.94%
-0.25%
-1.61%
-1.52%
1.96%
0.20%
-4.84%
2.37%
0.05%
6.22%
0.31%
0.55%
0.63%
1.93%
0.35%
0.03%
0.25%

102.74%
104.66%
109.26%
97.90%
104.67%
97.84%
98.00%
100.72%
99.94%
97.02%
114.43%
102.31%
98.53%
98.56%
100.43%
98.03%
99.45%
104.61%
103.12%
100.26%
101.38%
102.22%
100.84%
101.71%
102.04%
102.36%
104.56%
99.43%
100.75%
107.54%
96.79%
109.63%
102.39%
96.63%
107.34%
95.88%
106.47%
99.13%
97.62%
97.08%
98.75%
93.49%
105.00%
104.00%
107.54%
104.81%
104.11%

8.18
8.34
8.06
7.54
7.73
7.7
7.55
7.64
7.73
7.51
7.22
7.47
7.56
7.51
7.64
7.59
7.34
7.69
7.64
7.85
7.94
8.15
8.07
8.24
8.17
8.16
8.34
8.25
8.39
8.51
8.46
8.78
8.36
8.84
8.97
9.06
8.92
8.95
9.39
9.48
9.68
9.61
10.07
10.36
10.75
10.9
10.58

-0.37%
1.96%
-3.36%
-6.45%
2.52%
-0.39%
-1.95%
1.19%
1.18%
-2.85%
-3.86%
3.46%
1.20%
-0.66%
1.73%
-0.65%
-3.29%
4.77%
-0.65%
2.75%
1.15%
2.64%
-0.98%
2.11%
-0.85%
-0.12%
2.21%
-1.08%
1.70%
1.43%
-0.59%
3.78%
-4.78%
5.74%
1.47%
1.00%
-1.55%
0.34%
4.92%
0.96%
2.11%
-0.72%
4.79%
2.88%
3.76%
1.40%
-2.94%

99.63%
101.96%
96.64%
93.55%
102.52%
99.61%
98.05%
101.19%
101.18%
97.15%
96.14%
103.46%
101.20%
99.34%
101.73%
99.35%
96.71%
104.77%
99.35%
102.75%
101.15%
102.64%
99.02%
102.11%
99.15%
99.88%
102.21%
98.92%
101.70%
101.43%
99.41%
103.78%
95.22%
105.74%
101.47%
101.00%
98.45%
100.34%
104.92%
100.96%
102.11%
99.28%
104.79%
102.88%
103.76%
101.40%
97.06%

9.68
10.05
9.92
9.41
9.7
9.66
9.71
9.89
10.71
10.48
10.07
10.64
10.98
11.01
10.64
11.37
12.34
13.01
13.42
13.53
13.12
12.58
12.65
12.58
12.05
12.18
12.54
12.99
12.81
12.7
12.02
13.07
12.49
13.2
13.46
13.73
14.67
14.39
15.26
15.31
14.96
14.6
15.05
16.25
16.65
16.31
16.56

8.64%
3.82%
-1.29%
-5.14%
3.08%
-0.41%
0.52%
1.85%
8.29%
-2.15%
-3.91%
5.66%
3.20%
0.27%
-3.36%
6.86%
8.53%
5.43%
3.15%
0.82%
-3.03%
-4.12%
0.56%
-0.55%
-4.21%
1.08%
2.96%
3.59%
-1.39%
-0.86%
-5.35%
8.74%
-4.44%
5.68%
1.97%
2.01%
6.85%
-1.91%
6.05%
0.33%
-2.29%
-2.41%
3.08%
7.97%
2.46%
-2.04%
1.53%

108.64%
103.82%
98.71%
94.86%
103.08%
99.59%
100.52%
101.85%
108.29%
97.85%
96.09%
105.66%
103.20%
100.27%
96.64%
106.86%
108.53%
105.43%
103.15%
100.82%
96.97%
95.88%
100.56%
99.45%
95.79%
101.08%
102.96%
103.59%
98.61%
99.14%
94.65%
108.74%
95.56%
105.68%
101.97%
102.01%
106.85%
98.09%
106.05%
100.33%
97.71%
97.59%
103.08%
107.97%
102.46%
97.96%
101.53%

64.9
65.5
65.75
65.69
65.95
64.35
65.48
66.31
66.07
63.99
63.81
66.45
66.68
67.12
66.78
65.62
64.12
65.97
66.1
67.33
70.51
73.08
72.92
73.68
74.11
73.63
74.3
73.49
74.38
74.18
75.31
77.09
78.39
74.77
75.82
76.38
77.6
79.4
74.44
75.4
75.67
75.09
74.66
75.97
79.08
79.5
78.54

1.98%
0.92%
0.38%
-0.09%
0.40%
-2.43%
1.76%
1.27%
-0.36%
-3.15%
-0.28%
4.14%
0.35%
0.66%
-0.51%
-1.74%
-2.29%
2.89%
0.20%
1.86%
4.72%
3.64%
-0.22%
1.04%
0.58%
-0.65%
0.91%
-1.09%
1.21%
-0.27%
1.52%
2.36%
1.69%
-4.62%
1.40%
0.74%
1.60%
2.32%
-6.25%
1.29%
0.36%
-0.77%
-0.57%
1.75%
4.09%
0.53%
-1.21%

98.69%
95.89%
96.12%
104.80%
101.06%
101.41%
103.94%
100.52%
99.50%
99.21%
99.44%
108.81%
102.16%
101.85%

10.15
9.96
9.68
9.84
9.54
9.96
10.04
9.58
9.95
10.78
10.95
11.39
11.76
13.1

-4.06%
-1.87%
-2.81%
1.65%
-3.05%
4.40%
0.80%
-4.58%
3.86%
8.34%
1.58%
4.02%
3.25%
11.39%

95.94%
98.13%
97.19%
101.65%
96.95%
104.40%
100.80%
95.42%
103.86%
108.34%
101.58%
104.02%
103.25%
111.39%

17.13
16.66
15.95
16.1
15.85
16.64
16.98
17.02
16.69
16.73
16.75
17.16
17.23
16.63

3.44%
-2.74%
-4.26%
0.94%
-1.55%
4.98%
2.04%
0.24%
-1.94%
0.24%
0.12%
2.45%
0.41%
-3.48%

103.44%
97.26%
95.74%
100.94%
98.45%
104.98%
102.04%
100.24%
98.06%
100.24%
100.12%
102.45%
100.41%
96.52%

79.42
79.76
78.06
78.17
76.1
75.37
77.23
77.56
75.43
74.27
76.67
78.19
78.77
79.9

1.12%
0.43%
-2.13%
0.14%
-2.65%
-0.96%
2.47%
0.43%
-2.75%
-1.54%
3.23%
1.98%
0.74%
1.43%

199
0.18%
0.09%
0.02%
3.62%
0.08%
0.18%
0.26%
36.50%

199
0.24%
0.32%
0.21%
4.69%
0.08%
5.00%
0.33%
17.04%

199
0.28%
0.23%
0.21%
1.95%
0.08%
7.60%
0.14%
4.80%

121
-0.18%
-0.30%
-0.37%
3.69%
0.09%
-10.63%
0.34%
81.80%

121
0.00%
0.07%
-0.07%
5.20%
0.09%
-0.43%
0.47%
44.50%

121
0.19%
0.13%
0.12%
1.88%
0.09%
2.43%
0.17%
21.74%

78
1.07%
0.70%
0.64%
3.44%
0.07%
18.16%
0.39%
3.66%

78
0.30%
0.71%
0.64%
3.78%
0.07%
16.76%
0.43%
4.94%

78
0.41%
0.38%
0.36%
2.07%
0.07%
14.92%
0.23%
5.15%

Plus 100%
100.63%
99.89%
102.05%
99.59%
100.75%
102.74%
99.73%
100.65%
99.43%
100.81%
99.77%
99.48%
99.01%
100.20%
101.09%
98.58%
97.02%
103.71%
98.89%
98.77%
99.52%
100.35%
100.47%
97.54%
99.32%
104.00%
100.39%
100.66%
98.78%
98.14%
99.66%
100.28%
99.70%
100.81%
100.19%
100.93%
101.11%
97.61%
102.81%
101.46%
101.79%
100.28%
102.25%
98.97%

BAC

16.51
16
14.66
14.94
14.76
14.22
15.63
16.39
16.44
16.59
16.56
17.62
17.76
18.3
18.13
18.15
17.55
15.93
16.09
15.74
15.5
15.12
15.37
15.59
15.19
13.64
14.89
13.77
13.54
13.83
13.75
13.03
12.68
12.45
13.31
13.36
13.21
13.41
13.11
13
11.81
11.28
11.29
12.19
11.95

5.00%

-3.09%
-8.38%
1.91%
-1.20%
-3.66%
9.92%
4.86%
0.31%
0.91%
-0.18%
6.40%
0.79%
3.04%
-0.93%
0.11%
-3.31%
-9.23%
1.00%
-2.18%
-1.52%
-2.45%
1.65%
1.43%
-2.57%
-10.20%
9.16%
-7.52%
-1.67%
2.14%
-0.58%
-5.24%
-2.69%
-1.81%
6.91%
0.38%
-1.12%
1.51%
-2.24%
-0.84%
-9.15%
-4.49%
0.09%
7.97%
-1.97%

Plus 100%
96.91%
91.63%
101.91%
98.80%
96.34%
109.92%
104.86%
100.31%
100.91%
99.82%
106.40%
100.79%
103.04%
99.07%
100.11%
96.69%
90.77%
101.00%
97.82%
98.48%
97.55%
101.65%
101.43%
97.43%
89.80%
109.16%
92.48%
98.33%
102.14%
99.42%
94.76%
97.31%
98.19%
106.91%
100.38%
98.88%
101.51%
97.76%
99.16%
90.85%
95.51%
100.09%
107.97%
98.03%

Port

2.66%
-2.44%
0.46%
-1.28%
3.22%
3.37%
1.01%
3.44%
2.40%
-0.30%
2.89%
-1.36%
3.07%
1.11%
5.26%
-5.22%
-7.30%
4.44%
-2.93%
2.36%
-2.23%
4.51%
3.03%
-3.67%
-5.24%
2.33%
-5.27%
5.11%
2.25%
-0.74%
-7.87%
0.55%
-1.05%
4.28%
-2.67%
1.57%
0.46%
-0.15%
4.16%
0.88%
3.27%
-2.90%
5.76%
-1.25%

Plus 100%
102.66%
97.56%
100.46%
98.72%
103.22%
103.37%
101.01%
103.44%
102.40%
99.70%
102.89%
98.64%
103.07%
101.11%
105.26%
94.78%
92.70%
104.44%
97.07%
102.36%
97.77%
104.51%
103.03%
96.33%
94.76%
102.33%
94.73%
105.11%
102.25%
99.26%
92.13%
100.55%
98.95%
104.28%
97.33%
101.57%
100.46%
99.85%
104.16%
100.88%
103.27%
97.10%
105.76%
98.75%

S&P

1144.98
1136.03
1091.76
1073.87
1066.19
1075.51
1109.17
1104.49
1138.7
1149.99
1159.9
1166.59
1178.1
1194.37
1192.13
1217.28
1186.69
1110.88
1135.68
1087.69
1089.41
1064.88
1091.6
1117.51
1076.76
1022.58
1077.96
1064.88
1102.66
1101.6
1121.64
1079.25
1071.69
1064.59
1104.51
1109.55
1125.59
1148.67
1146.24
1165.15
1176.19
1183.08
1183.26
1225.85
1199.21

Plus 100%

-0.78%
-3.90%
-1.64%
-0.72%
0.87%
3.13%
-0.42%
3.10%
0.99%
0.86%
0.58%
0.99%
1.38%
-0.19%
2.11%
-2.51%
-6.39%
2.23%
-4.23%
0.16%
-2.25%
2.51%
2.37%
-3.65%
-5.03%
5.42%
-1.21%
3.55%
-0.10%
1.82%
-3.78%
-0.70%
-0.66%
3.75%
0.46%
1.45%
2.05%
-0.21%
1.65%
0.95%
0.59%
0.02%
3.60%
-2.17%

99.22%
96.10%
98.36%
99.28%
100.87%
103.13%
99.58%
103.10%
100.99%
100.86%
100.58%
100.99%
101.38%
99.81%
102.11%
97.49%
93.61%
102.23%
95.77%
100.16%
97.75%
102.51%
102.37%
96.35%
94.97%
105.42%
98.79%
103.55%
99.90%
101.82%
96.22%
99.30%
99.34%
103.75%
100.46%
101.45%
102.05%
99.79%
101.65%
100.95%
100.59%
100.02%
103.60%
97.83%

RFR

0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.09%
0.10%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.08%
0.08%
0.08%
0.08%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%

99.57%
97.00%
100.32%
101.40%
102.55%
100.66%
98.61%
100.26%
101.59%
101.33%
97.41%
99.07%
101.76%
99.35%
97.72%
98.71%
99.12%
98.56%
100.46%
101.99%
99.70%
103.69%
98.58%
103.42%
100.58%
102.43%
100.76%
98.27%
98.84%
98.89%
99.98%
96.75%
102.69%
101.03%
99.85%
99.92%
95.70%
98.54%
100.90%
99.71%
102.63%
99.97%
98.87%
104.02%
95.22%
103.15%
101.16%

11.5
10.96
11.7
12.63
12.41
12.89
13.17
14.06
15.05
14.06
13.42
14.1
14.58
14.56
14.01
13.94
14.2
13.87
13.17
13.2
13.31
12.66
12.16
12.13
12.16
11.78
11.44
11.54
11.15
10.68
10.56
10.4
10.96
10.58
9.88
10.01
9.6
8.08
7.11
6.89
7.67
7.17
6.91
7.16
6.24
6.06
5.84

-3.77%
-4.70%
6.75%
7.95%
-1.74%
3.87%
2.17%
6.76%
7.04%
-6.58%
-4.55%
5.07%
3.40%
-0.14%
-3.78%
-0.50%
1.87%
-2.32%
-5.05%
0.23%
0.83%
-4.88%
-3.95%
-0.25%
0.25%
-3.13%
-2.89%
0.87%
-3.38%
-4.22%
-1.12%
-1.52%
5.38%
-3.47%
-6.62%
1.32%
-4.10%
-15.83%
-12.00%
-3.09%
11.32%
-6.52%
-3.63%
3.62%
-12.85%
-2.88%
-3.63%

96.23%
95.30%
106.75%
107.95%
98.26%
103.87%
102.17%
106.76%
107.04%
93.42%
95.45%
105.07%
103.40%
99.86%
96.22%
99.50%
101.87%
97.68%
94.95%
100.23%
100.83%
95.12%
96.05%
99.75%
100.25%
96.88%
97.11%
100.87%
96.62%
95.78%
98.88%
98.48%
105.38%
96.53%
93.38%
101.32%
95.90%
84.17%
88.00%
96.91%
111.32%
93.48%
96.37%
103.62%
87.15%
97.12%
96.37%

1.21%
2.75%
-1.35%
1.47%
-0.94%
-2.52%
-1.71%
3.38%
3.72%
-2.95%
-3.79%
4.98%
2.54%
-1.21%
-2.22%
0.48%
-0.62%
-3.01%
3.04%
3.66%
-0.51%
-0.45%
-1.41%
-3.31%
0.57%
0.54%
-0.45%
0.46%
-3.45%
-6.35%
0.15%
1.67%
5.76%
0.97%
-2.48%
3.17%
0.21%
-8.14%
0.96%
-6.58%
6.24%
-1.36%
-0.67%
6.77%
-4.81%
-3.35%
1.47%

101.21%
102.75%
98.65%
101.47%
99.06%
97.48%
98.29%
103.38%
103.72%
97.05%
96.21%
104.98%
102.54%
98.79%
97.78%
100.48%
99.38%
96.99%
103.04%
103.66%
99.49%
99.55%
98.59%
96.69%
100.57%
100.54%
99.55%
100.46%
96.55%
93.65%
100.15%
101.67%
105.76%
100.97%
97.52%
103.17%
100.21%
91.86%
100.96%
93.42%
106.24%
98.64%
99.33%
106.77%
95.19%
96.65%
101.47%

1199.73
1189.4
1224.71
1240.4
1243.91
1256.77
1257.64
1271.5
1293.24
1283.35
1276.34
1310.87
1329.15
1343.01
1319.88
1321.15
1304.28
1279.21
1313.8
1332.41
1328.17
1319.68
1337.38
1363.61
1340.2
1337.77
1333.27
1331.1
1300.16
1270.98
1271.5
1268.45
1339.67
1343.8
1316.14
1345.02
1292.28
1199.38
1178.81
1123.53
1176.8
1173.97
1154.23
1216.01
1136.43
1131.42
1155.46

0.04%
-0.86%
2.97%
1.28%
0.28%
1.03%
0.07%
1.10%
1.71%
-0.76%
-0.55%
2.71%
1.39%
1.04%
-1.72%
0.10%
-1.28%
-1.92%
2.70%
1.42%
-0.32%
-0.64%
1.34%
1.96%
-1.72%
-0.18%
-0.34%
-0.16%
-2.32%
-2.24%
0.04%
-0.24%
5.61%
0.31%
-2.06%
2.19%
-3.92%
-7.19%
-1.72%
-4.69%
4.74%
-0.24%
-1.68%
5.35%
-6.54%
-0.44%
2.12%

100.04%
99.14%
102.97%
101.28%
100.28%
101.03%
100.07%
101.10%
101.71%
99.24%
99.45%
102.71%
101.39%
101.04%
98.28%
100.10%
98.72%
98.08%
102.70%
101.42%
99.68%
99.36%
101.34%
101.96%
98.28%
99.82%
99.66%
99.84%
97.68%
97.76%
100.04%
99.76%
105.61%
100.31%
97.94%
102.19%
96.08%
92.81%
98.28%
95.31%
104.74%
99.76%
98.32%
105.35%
93.46%
99.56%
102.12%

0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.10%
0.09%
0.09%
0.09%
0.09%
0.10%
0.09%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.10%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.10%
0.10%
0.09%
0.09%
0.09%
0.08%
0.08%
0.08%
0.08%
0.08%
0.08%
0.08%
0.08%

101.54%
102.94%
97.68%
97.37%
101.37%
98.98%
96.46%
106.00%
100.47%
100.27%
102.36%
100.05%
99.48%
99.17%
101.45%
97.08%
97.63%
101.76%
101.61%
102.76%
99.95%
100.39%
100.48%
100.26%
99.68%
100.14%
97.78%
102.58%
96.26%
99.75%
99.06%
99.75%
98.39%
98.48%
101.96%
100.20%
95.16%
102.37%
100.05%
106.22%
100.31%
100.55%
100.63%
101.93%
100.35%
100.03%
100.25%

6.13
6.39
7.27
6.42
6.15
5.72
5.12
5.59
5.67
5.16
5.55
5.51
6.13
6.55
7.01
7.23
7.77
8
7.95
7.81
8.07
7.99
9.73
9.78
9.5
9.16
8.62
8.3
8.19
7.68
7.5
6.97
7.1
6.98
7.52
7.85
7.89
8.13
7.62
7.77
7.03
7.27
7.39
7.69
7.95
8.11
7.94

4.97%
4.24%
13.77%
-11.69%
-4.21%
-6.99%
-10.49%
9.18%
1.43%
-8.99%
7.56%
-0.72%
11.25%
6.85%
7.02%
3.14%
7.47%
2.96%
-0.62%
-1.76%
3.33%
-0.99%
21.78%
0.51%
-2.86%
-3.58%
-5.90%
-3.71%
-1.33%
-6.23%
-2.34%
-7.07%
1.87%
-1.69%
7.74%
4.39%
0.51%
3.04%
-6.27%
1.97%
-9.52%
3.41%
1.65%
4.06%
3.38%
2.01%
-2.10%

104.97%
104.24%
113.77%
88.31%
95.79%
93.01%
89.51%
109.18%
101.43%
91.01%
107.56%
99.28%
111.25%
106.85%
107.02%
103.14%
107.47%
102.96%
99.38%
98.24%
103.33%
99.01%
121.78%
100.51%
97.14%
96.42%
94.10%
96.29%
98.67%
93.77%
97.66%
92.93%
101.87%
98.31%
107.74%
104.39%
100.51%
103.04%
93.73%
101.97%
90.48%
103.41%
101.65%
104.06%
103.38%
102.01%
97.90%

4.94%
3.37%
0.77%
-1.59%
-1.60%
-6.66%
-3.15%
6.80%
1.45%
-5.42%
4.25%
-0.43%
2.85%
4.42%
0.42%
1.59%
4.62%
1.05%
-2.77%
-2.17%
1.29%
-0.13%
3.40%
0.85%
-0.78%
-1.17%
-0.41%
2.72%
4.48%
-0.75%
0.52%
-5.23%
1.83%
-3.52%
6.35%
0.78%
0.79%
-2.17%
-0.45%
0.10%
-4.73%
0.30%
0.07%
1.60%
1.44%
1.12%
0.38%

104.94%
103.37%
100.77%
98.41%
98.40%
93.34%
96.85%
106.80%
101.45%
94.58%
104.25%
99.57%
102.85%
104.42%
100.42%
101.59%
104.62%
101.05%
97.23%
97.83%
101.29%
99.87%
103.40%
100.85%
99.22%
98.83%
99.59%
102.72%
104.48%
99.25%
100.52%
94.77%
101.83%
96.48%
106.35%
100.78%
100.79%
97.83%
99.55%
100.10%
95.27%
100.30%
100.07%
101.60%
101.44%
101.12%
100.38%

1224.58
1238.25
1285.09
1253.23
1263.85
1215.65
1158.67
1244.28
1255.19
1219.66
1265.33
1257.6
1277.81
1289.09
1315.38
1316.33
1344.9
1342.64
1361.23
1365.74
1369.63
1370.87
1404.17
1397.11
1408.47
1398.08
1370.26
1378.53
1403.36
1369.1
1353.39
1295.22
1317.82
1278.04
1325.66
1342.84
1335.02
1362.16
1354.68
1356.78
1362.66
1385.97
1390.99
1405.87
1418.16
1411.13
1406.58

5.98%
1.12%
3.78%
-2.48%
0.85%
-3.81%
-4.69%
7.39%
0.88%
-2.83%
3.74%
-0.61%
1.61%
0.88%
2.04%
0.07%
2.17%
-0.17%
1.38%
0.33%
0.28%
0.09%
2.43%
-0.50%
0.81%
-0.74%
-1.99%
0.60%
1.80%
-2.44%
-1.15%
-4.30%
1.74%
-3.02%
3.73%
1.30%
-0.58%
2.03%
-0.55%
0.16%
0.43%
1.71%
0.36%
1.07%
0.87%
-0.50%
-0.32%

105.98%
101.12%
103.78%
97.52%
100.85%
96.19%
95.31%
107.39%
100.88%
97.17%
103.74%
99.39%
101.61%
100.88%
102.04%
100.07%
102.17%
99.83%
101.38%
100.33%
100.28%
100.09%
102.43%
99.50%
100.81%
99.26%
98.01%
100.60%
101.80%
97.56%
98.85%
95.70%
101.74%
96.98%
103.73%
101.30%
99.42%
102.03%
99.45%
100.16%
100.43%
101.71%
100.36%
101.07%
100.87%
99.50%
99.68%

0.08%
0.07%
0.08%
0.08%
0.07%
0.07%
0.07%
0.07%
0.07%
0.08%
0.08%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.08%
0.08%
0.08%
0.08%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.06%
0.06%
0.06%
0.07%
0.07%

101.98%
100.92%
100.38%
99.91%
100.40%
97.57%
101.76%
101.27%
99.64%
96.85%
99.72%
104.14%
100.35%
100.66%
99.49%
98.26%
97.71%
102.89%
100.20%
101.86%
104.72%
103.64%
99.78%
101.04%
100.58%
99.35%
100.91%
98.91%
101.21%
99.73%
101.52%
102.36%
101.69%
95.38%
101.40%
100.74%
101.60%
102.32%
93.75%
101.29%
100.36%
99.23%
99.43%
101.75%
104.09%
100.53%
98.79%

8.76
9.51
9.07
8.79
9.28
9.08
9.4
9.08
9.8
9.39
9.08
9.85
9.81
10.6
10.54
11.25
11.32
12.07
11.59
11.1
11.58
11.67
11.72
11.99
11.4
11.31
12.04
12.54
12.53
12.15
11.94
12.14
11.63
12.39
12.21
12.98
13.39
13.2
13.62
13.35
13.04
12.67
12.84
13.03
13.75
14.72
14.7

10.33%
8.56%
-4.63%
-3.09%
5.57%
-2.16%
3.52%
-3.40%
7.93%
-4.18%
-3.30%
8.48%
-0.41%
8.05%
-0.57%
6.74%
0.62%
6.63%
-3.98%
-4.23%
4.32%
0.78%
0.43%
2.30%
-4.92%
-0.79%
6.45%
4.15%
-0.08%
-3.03%
-1.73%
1.68%
-4.20%
6.53%
-1.45%
6.31%
3.16%
-1.42%
3.18%
-1.98%
-2.32%
-2.84%
1.34%
1.48%
5.53%
7.05%
-0.14%

110.33%
108.56%
95.37%
96.91%
105.57%
97.84%
103.52%
96.60%
107.93%
95.82%
96.70%
108.48%
99.59%
108.05%
99.43%
106.74%
100.62%
106.63%
96.02%
95.77%
104.32%
100.78%
100.43%
102.30%
95.08%
99.21%
106.45%
104.15%
99.92%
96.97%
98.27%
101.68%
95.80%
106.53%
98.55%
106.31%
103.16%
98.58%
103.18%
98.02%
97.68%
97.16%
101.34%
101.48%
105.53%
107.05%
99.86%

4.63%
3.15%
0.53%
-4.08%
-4.17%
0.57%
-4.74%
-0.07%
3.84%
-3.54%
1.93%
6.98%
-0.14%
0.47%
-0.59%
2.51%
-0.62%
4.29%
0.27%
-0.08%
1.01%
2.19%
1.64%
2.32%
-1.42%
0.88%
3.05%
0.12%
-0.64%
2.18%
-1.55%
6.20%
0.30%
-0.18%
2.53%
0.79%
1.62%
-1.50%
2.23%
-0.27%
0.26%
-2.80%
4.10%
4.25%
3.99%
3.07%
0.67%

104.63%
103.15%
100.53%
95.92%
95.83%
100.57%
95.26%
99.93%
103.84%
96.46%
101.93%
106.98%
99.86%
100.47%
99.41%
102.51%
99.38%
104.29%
100.27%
99.92%
101.01%
102.19%
101.64%
102.32%
98.58%
100.88%
103.05%
100.12%
99.36%
102.18%
98.45%
106.20%
100.30%
99.82%
102.53%
100.79%
101.62%
98.50%
102.23%
99.73%
100.26%
97.20%
104.10%
104.25%
103.99%
103.07%
100.67%

1437.92
1465.77
1460.15
1440.67
1460.93
1428.59
1433.19
1411.94
1414.2
1379.85
1359.88
1409.15
1416.18
1418.07
1413.58
1430.15
1402.43
1466.47
1472.05
1485.98
1502.96
1513.17
1517.93
1519.79
1515.6
1518.2
1551.18
1560.7
1556.89
1569.19
1553.28
1588.85
1555.25
1582.24
1614.42
1633.7
1667.47
1649.6
1630.74
1643.38
1626.73
1592.43
1606.28
1631.89
1680.19
1692.09
1691.65

2.23%
1.94%
-0.38%
-1.33%
1.41%
-2.21%
0.32%
-1.48%
0.16%
-2.43%
-1.45%
3.62%
0.50%
0.13%
-0.32%
1.17%
-1.94%
4.57%
0.38%
0.95%
1.14%
0.68%
0.31%
0.12%
-0.28%
0.17%
2.17%
0.61%
-0.24%
0.79%
-1.01%
2.29%
-2.11%
1.74%
2.03%
1.19%
2.07%
-1.07%
-1.14%
0.78%
-1.01%
-2.11%
0.87%
1.59%
2.96%
0.71%
-0.03%

102.23%
101.94%
99.62%
98.67%
101.41%
97.79%
100.32%
98.52%
100.16%
97.57%
98.55%
103.62%
100.50%
100.13%
99.68%
101.17%
98.06%
104.57%
100.38%
100.95%
101.14%
100.68%
100.31%
100.12%
99.72%
100.17%
102.17%
100.61%
99.76%
100.79%
98.99%
102.29%
97.89%
101.74%
102.03%
101.19%
102.07%
98.93%
98.86%
100.78%
98.99%
97.89%
100.87%
101.59%
102.96%
100.71%
99.97%

0.07%
0.06%
0.06%
0.07%
0.07%
0.06%
0.07%
0.07%
0.07%
0.07%
0.07%
0.06%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.08%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.07%
0.08%
0.08%
0.08%
0.08%
0.08%
0.08%
0.08%

101.12%
100.43%
97.87%
100.14%
97.35%
99.04%
102.47%
100.43%
97.25%
98.46%
103.23%
101.98%
100.74%
101.43%

14.81
14.42
14.39
14.54
14.09
14.34
14.47
14.42
13.88
14.03
14.17
14.61
14.24
14

0.75%
-2.63%
-0.21%
1.04%
-3.09%
1.77%
0.91%
-0.35%
-3.74%
1.08%
1.00%
3.11%
-2.53%
-1.69%

100.75%
97.37%
99.79%
101.04%
96.91%
101.77%
100.91%
99.65%
96.26%
101.08%
101.00%
103.11%
97.47%
98.31%

0.20%
-1.54%
-1.26%
2.56%
-0.45%
1.82%
1.82%
-1.95%
0.89%
1.14%
0.92%
6.91%
0.57%
2.48%

100.20%
98.46%
98.74%
102.56%
99.55%
101.82%
101.82%
98.05%
100.89%
101.14%
100.92%
106.91%
100.57%
102.48%

1709.67
1691.42
1655.83
1663.5
1632.97
1655.17
1687.99
1709.91
1691.75
1690.5
1703.2
1744.5
1759.77
1761.64

1.07%
-1.07%
-2.10%
0.46%
-1.84%
1.36%
1.98%
1.30%
-1.06%
-0.07%
0.75%
2.42%
0.88%
0.11%

101.07%
98.93%
97.90%
100.46%
98.16%
101.36%
101.98%
101.30%
98.94%
99.93%
100.75%
102.42%
100.88%
100.11%

0.08%
0.08%
0.08%
0.08%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%

199
-0.25%
0.05%
-0.08%
5.19%
0.08%
-0.61%
0.37%
44.54%

199
0.54%
0.47%
0.43%
3.03%
0.08%
12.90%
0.22%
1.38%

199
0.31%
0.24%
0.22%
2.22%
0.08%
7.16%
0.16%
6.28%

121
-0.99%
-0.47%
-0.63%
5.74%
0.09%
-9.70%
0.52%
81.54%

121
0.46%
0.29%
0.23%
3.30%
0.09%
6.04%
0.30%
16.93%

121
0.16%
0.18%
0.15%
2.55%
0.09%
3.62%
0.23%
21.86%

78
0.76%
0.86%
0.77%
4.12%
0.07%
18.99%
0.47%
3.33%

78
0.62%
0.76%
0.73%
2.56%
0.07%
26.97%
0.29%
0.42%

78
0.41%
0.34%
0.32%
1.60%
0.07%
16.50%
0.18%
3.13%

0.08%

0.09%

0.07%

Port-RFR S&P-RFR
2.56%
-2.54%
0.36%
-1.38%
3.12%
3.27%
0.91%
3.34%
2.30%
-0.40%
2.79%
-1.46%
2.97%
1.01%
5.16%
-5.32%
-7.40%
4.35%
-3.02%
2.27%
-2.32%
4.42%
2.94%
-3.76%
-5.33%
2.24%
-5.36%
5.02%
2.16%
-0.83%
-7.96%
0.46%
-1.14%
4.19%
-2.75%
1.49%
0.38%
-0.23%
4.07%
0.79%
3.18%
-2.99%
5.67%
-1.34%

-0.88%
-4.00%
-1.74%
-0.81%
0.78%
3.03%
-0.52%
3.00%
0.89%
0.76%
0.48%
0.89%
1.28%
-0.29%
2.01%
-2.61%
-6.49%
2.13%
-4.32%
0.06%
-2.34%
2.42%
2.28%
-3.74%
-5.12%
5.32%
-1.30%
3.46%
-0.19%
1.73%
-3.87%
-0.79%
-0.75%
3.67%
0.38%
1.36%
1.97%
-0.30%
1.56%
0.86%
0.50%
-0.07%
3.51%
-2.26%

Port Moving S&P Moving

Avg
Avg

1.17%
1.21%
1.50%
1.90%
1.57%
0.70%
0.79%
0.46%
0.37%
-0.02%
0.38%
0.40%
0.20%
-0.49%
-0.39%
-1.26%
-0.40%
0.39%
-0.04%
-0.45%
-0.60%
-0.50%
-0.52%
-1.00%
-0.56%
-0.09%
-0.29%
0.49%
0.14%
0.22%
0.04%
1.18%
1.03%

0.26%
0.44%
0.74%
1.06%
0.91%
0.30%
0.23%
-0.09%
-0.33%
-0.60%
-0.47%
-0.32%
-0.70%
-1.24%
-0.77%
-1.05%
-0.54%
-0.02%
-0.05%
-0.02%
-0.09%
0.04%
0.15%
-0.01%
0.41%
1.00%
0.53%
0.77%
0.56%
0.61%
0.46%
1.08%
0.95%

DON'T
Remove
5/7/2012
5/7/2012

1000
1900

1.12%
2.66%
-1.45%
1.38%
-1.03%
-2.61%
-1.81%
3.29%
3.63%
-3.05%
-3.88%
4.89%
2.45%
-1.30%
-2.32%
0.38%
-0.72%
-3.11%
2.94%
3.57%
-0.61%
-0.55%
-1.51%
-3.41%
0.47%
0.44%
-0.54%
0.37%
-3.54%
-6.45%
0.05%
1.58%
5.67%
0.87%
-2.58%
3.08%
0.12%
-8.23%
0.87%
-6.66%
6.16%
-1.44%
-0.76%
6.68%
-4.89%
-3.43%
1.40%

-0.05%
-0.95%
2.88%
1.19%
0.19%
0.94%
-0.03%
1.01%
1.62%
-0.86%
-0.64%
2.61%
1.30%
0.95%
-1.82%
0.00%
-1.37%
-2.02%
2.61%
1.32%
-0.41%
-0.74%
1.24%
1.86%
-1.81%
-0.28%
-0.43%
-0.26%
-2.42%
-2.34%
-0.05%
-0.33%
5.52%
0.22%
-2.15%
2.10%
-4.01%
-7.28%
-1.81%
-4.77%
4.66%
-0.32%
-1.76%
5.27%
-6.62%
-0.52%
2.05%

1.22%
1.09%
1.20%
1.19%
1.08%
0.88%
0.39%
0.60%
0.64%
0.63%
-0.16%
0.35%
0.47%
0.14%
0.06%
-0.02%
0.01%
-0.03%
0.36%
0.39%
0.03%
0.24%
0.44%
-0.25%
-0.42%
-0.27%
-0.12%
-0.12%
-0.36%
-0.64%

1.01%
0.63%
0.84%
0.82%
0.68%
0.78%
0.65%
0.66%
0.76%
0.69%
0.35%
0.75%
0.86%
1.02%
0.63%
0.53%
0.40%
0.16%
0.38%
0.40%
0.23%
0.24%
0.40%
0.34%
0.08%
-0.02%
0.09%
0.07%
-0.01%
-0.04%

-0.88%
-1.05%
-0.52%
-0.40%
-0.49%
0.05%
0.02%
-0.71%
-0.59%
-1.18%
-0.37%
0.05%
-0.02%
0.40%
-0.48%
-0.84%
-0.51%

-0.26%
-0.40%
0.09%
0.17%
-0.11%
-0.09%
-0.28%
-0.86%
-0.97%
-1.35%
-0.76%
-0.60%
-0.74%
-0.27%
-1.29%
-1.35%
-1.00%

4.87%
3.29%
0.69%
-1.67%
-1.67%
-6.73%
-3.22%
6.73%
1.38%
-5.50%
4.18%
-0.50%
2.78%
4.34%
0.35%
1.52%
4.55%
0.97%
-2.84%
-2.25%
1.21%
-0.20%
3.33%
0.78%
-0.86%
-1.25%
-0.49%
2.64%
4.41%
-0.82%
0.44%
-5.30%
1.76%
-3.59%
6.28%
0.71%
0.72%
-2.24%
-0.51%
0.03%
-4.80%
0.24%
0.01%
1.54%
1.37%
1.05%
0.31%

5.91%
1.04%
3.71%
-2.55%
0.77%
-3.89%
-4.76%
7.32%
0.80%
-2.91%
3.67%
-0.68%
1.53%
0.81%
1.97%
0.00%
2.10%
-0.24%
1.31%
0.26%
0.21%
0.02%
2.36%
-0.58%
0.74%
-0.81%
-2.07%
0.53%
1.73%
-2.52%
-1.22%
-4.37%
1.67%
-3.09%
3.66%
1.23%
-0.65%
1.96%
-0.62%
0.09%
0.37%
1.65%
0.30%
1.01%
0.81%
-0.56%
-0.39%

-0.36%
-0.10%
0.65%
0.43%
0.85%
-0.23%
-0.38%
0.25%
-0.20%
-0.25%
0.39%
0.23%
0.05%
0.14%
0.11%
0.38%
0.90%
1.54%
1.57%
0.82%
0.81%
1.25%
1.18%
1.28%
0.98%
0.52%
0.45%
0.54%
0.53%
0.38%
0.65%
0.40%
0.44%
0.16%
0.41%
0.40%
0.53%
0.45%
0.45%
0.23%
-0.54%
-0.45%
-0.49%
0.08%
0.05%
0.43%
-0.06%

-0.69%
-0.27%
0.65%
0.59%
1.05%
0.33%
-0.04%
0.72%
0.35%
0.66%
1.00%
0.78%
0.41%
0.39%
0.25%
0.46%
0.57%
0.87%
1.38%
0.79%
0.74%
0.99%
0.88%
0.89%
0.82%
0.68%
0.35%
0.39%
0.36%
0.17%
-0.04%
-0.42%
-0.30%
-0.56%
-0.45%
-0.30%
-0.42%
-0.19%
-0.07%
-0.11%
-0.22%
0.13%
0.25%
0.70%
0.63%
0.84%
0.50%

4.57%
3.09%
0.46%
-4.15%
-4.23%
0.51%
-4.80%
-0.14%
3.77%
-3.61%
1.87%
6.92%
-0.21%
0.41%
-0.66%
2.44%
-0.69%
4.22%
0.20%
-0.16%
0.94%
2.12%
1.57%
2.24%
-1.49%
0.81%
2.98%
0.05%
-0.71%
2.11%
-1.62%
6.13%
0.23%
-0.25%
2.46%
0.72%
1.55%
-1.57%
2.16%
-0.34%
0.19%
-2.88%
4.02%
4.17%
3.91%
2.99%
0.58%

2.16%
1.87%
-0.45%
-1.40%
1.34%
-2.28%
0.26%
-1.55%
0.09%
-2.50%
-1.51%
3.56%
0.43%
0.07%
-0.38%
1.10%
-2.01%
4.50%
0.31%
0.88%
1.07%
0.61%
0.24%
0.05%
-0.35%
0.10%
2.10%
0.54%
-0.32%
0.71%
-1.09%
2.22%
-2.19%
1.66%
1.96%
1.12%
2.00%
-1.14%
-1.22%
0.70%
-1.09%
-2.19%
0.79%
1.51%
2.88%
0.63%
-0.11%

0.26%
0.45%
0.68%
0.37%
0.02%
0.46%
0.04%
0.03%
0.22%
-0.20%
-0.13%
0.42%
0.02%
-0.20%
-0.29%
0.25%
0.55%
0.86%
1.28%
1.28%
1.04%
1.52%
1.49%
1.11%
1.00%
1.03%
1.34%
1.14%
1.14%
0.96%
0.81%
1.33%
1.27%
1.08%
1.15%
1.02%
1.28%
1.08%
1.01%
0.98%
1.05%
0.64%
1.11%
0.94%
1.25%
1.52%
1.37%

0.58%
0.79%
0.58%
0.52%
0.62%
0.40%
0.29%
0.13%
0.06%
-0.22%
-0.30%
0.03%
-0.11%
-0.26%
-0.26%
-0.05%
-0.33%
0.24%
0.24%
0.45%
0.53%
0.79%
0.93%
0.64%
0.58%
0.58%
0.79%
0.74%
0.88%
0.57%
0.45%
0.56%
0.29%
0.38%
0.52%
0.61%
0.81%
0.70%
0.43%
0.44%
0.38%
0.14%
0.29%
0.23%
0.66%
0.57%
0.40%

0.12%
-1.62%
-1.34%
2.47%
-0.54%
1.73%
1.74%
-2.04%
0.81%
1.05%
0.84%
6.82%
0.48%
2.40%

0.98%
-1.15%
-2.19%
0.38%
-1.92%
1.27%
1.90%
1.21%
-1.15%
-0.16%
0.67%
2.34%
0.79%
0.02%

1.32%
1.06%
1.08%
1.10%
1.09%
1.22%
1.60%
1.10%
0.82%
0.58%
0.40%
0.92%
0.95%
1.29%

0.39%
0.13%
0.04%
0.18%
-0.04%
0.16%
0.50%
0.53%
0.31%
0.06%
0.06%
0.27%
0.25%
0.35%

-3%
3%

Date

CMG

11/4/2013
11/11/2013
11/18/2013
11/25/2013
12/2/2013
12/9/2013
12/16/2013
12/23/2013
12/30/2013
1/6/2014
1/13/2014
1/21/2014
1/27/2014
2/3/2014
2/10/2014
2/18/2014
2/24/2014
3/3/2014
3/10/2014
3/17/2014
3/24/2014
3/31/2014
4/7/2014
4/14/2014
4/21/2014
4/28/2014
N
Median
Mean
Geomean
SD
RFR
Sharpe Ratio
SE
Prob(mean<0)

535.2
546.97
537.48
523.86
525.81
512.85
533.14
530.75
531.31
538.57
527.61
492.48
551.96
549.29
554.11
549.49
565.21
593.41
575.96
611.12
567.17
555.16
534.87
519.61
502.31
476.28

25.00% Plus 100%

2.20%
-1.74%
-2.53%
0.37%
-2.46%
3.96%
-0.45%
0.11%
1.37%
-2.04%
-6.66%
12.08%
-0.48%
0.88%
-0.83%
2.86%
4.99%
-2.94%
6.10%
-7.19%
-2.12%
-3.65%
-2.85%
-3.33%
-5.18%
25
-0.83%
-0.38%
-0.47%
4.21%
0.08%
-11.09%
0.84%
67.50%

102.20%
98.26%
97.47%
100.37%
97.54%
103.96%
99.55%
100.11%
101.37%
97.96%
93.34%
112.08%
99.52%
100.88%
99.17%
102.86%
104.99%
97.06%
106.10%
92.81%
97.88%
96.35%
97.15%
96.67%
94.82%

SKX

30.5
31.99
32.81
33.62
33.82
33.1
33.25
33.07
34.04
32.34
29.26
27.26
28.89
28.99
35.47
34.22
33.73
35.55
34.71
34.75
35.01
35.73
33.21
35.26
40.05
39.66

20.00% Plus 100% GILD

4.89%
2.56%
2.47%
0.59%
-2.13%
0.45%
-0.54%
2.93%
-4.99%
-9.52%
-6.84%
5.98%
0.35%
22.35%
-3.52%
-1.43%
5.40%
-2.36%
0.12%
0.75%
2.06%
-7.05%
6.17%
13.58%
-0.97%

104.89%
102.56%
102.47%
100.59%
97.87%
100.45%
99.46%
102.93%
95.01%
90.48%
93.16%
105.98%
100.35%
122.35%
96.48%
98.57%
105.40%
97.64%
100.12%
100.75%
102.06%
92.95%
106.17%
113.58%
99.03%

67.37
69.89
74.27
74.81
73.99
71.4
74.66
74.45
74.32
74.87
78.4
80.62
80.65
78.75
81.21
82.59
82.79
79.58
75.05
72.07
68.55
72.2
66.03
70
73.9
74.08

18.00%

3.74%
6.27%
0.73%
-1.10%
-3.50%
4.57%
-0.28%
-0.17%
0.74%
4.71%
2.83%
0.04%
-2.36%
3.12%
1.70%
0.24%
-3.88%
-5.69%
-3.97%
-4.88%
5.32%
-8.55%
6.01%
5.57%
0.24%

25

25

0.45%
1.25%
1.06%
6.57%
0.08%
17.75%
1.31%
17.06%

0.24%
0.46%
0.38%
4.02%
0.08%
9.30%
0.80%
28.42%

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

all other data from http://www.finance.yahoo.com

Plus 100%
103.74%
106.27%
100.73%
98.90%
96.50%
104.57%
99.72%
99.83%
100.74%
104.71%
102.83%
100.04%
97.64%
103.12%
101.70%
100.24%
96.12%
94.31%
96.03%
95.12%
105.32%
91.45%
106.01%
105.57%
100.24%

WWE

12.78
13.16
14.24
15.12
14.27
14.25
15.34
16.02
15.84
16.96
19.47
20.76
24.09
23.05
23.41
24.57
22.83
29.52
30.94
30.83
27.52
28.02
20.29
21.57
20.29
19.51

15.00%

2.97%
8.21%
6.18%
-5.62%
-0.14%
7.65%
4.43%
-1.12%
7.07%
14.80%
6.63%
16.04%
-4.32%
1.56%
4.96%
-7.08%
29.30%
4.81%
-0.36%
-10.74%
1.82%
-27.59%
6.31%
-5.93%
-3.84%

Plus 100%
102.97%
108.21%
106.18%
94.38%
99.86%
107.65%
104.43%
98.88%
107.07%
114.80%
106.63%
116.04%
95.68%
101.56%
104.96%
92.92%
129.30%
104.81%
99.64%
89.26%
101.82%
72.41%
106.31%
94.07%
96.16%

16.59
16.8
16.74
16.81
16.44
16.33
15.18
15.06
15.27
15.82
16.26
15.58
14.84
14.85
15.12
15.04
15.27
15.5
14.96
15.35
15.33
16
15.51
15.88
15.66
15.85

10.00%

1.27%
-0.36%
0.42%
-2.20%
-0.67%
-7.04%
-0.79%
1.39%
3.60%
2.78%
-4.18%
-4.75%
0.07%
1.82%
-0.53%
1.53%
1.51%
-3.48%
2.61%
-0.13%
4.37%
-3.06%
2.39%
-1.39%
1.21%

Plus 100%
101.27%
99.64%
100.42%
97.80%
99.33%
92.96%
99.21%
101.39%
103.60%
102.78%
95.82%
95.25%
100.07%
101.82%
99.47%
101.53%
101.51%
96.52%
102.61%
99.87%
104.37%
96.94%
102.39%
98.61%
101.21%

PG

81.24
83.54
83.64
82.93
83.22
81.1
80.58
80.75
79.21
79.07
78.65
78.55
76.01
76.7
78.77
77.35
78.04
77.76
78.35
77.26
79.13
79.14
80.12
81.11
81.41
82.94

7.00%

2.83%
0.12%
-0.85%
0.35%
-2.55%
-0.64%
0.21%
-1.91%
-0.18%
-0.53%
-0.13%
-3.23%
0.91%
2.70%
-1.80%
0.89%
-0.36%
0.76%
-1.39%
2.42%
0.01%
1.24%
1.24%
0.37%
1.88%

25

25

25

2.97%
2.24%
1.71%
10.44%
0.08%
20.64%
2.09%
14.18%

0.07%
-0.14%
-0.18%
2.77%
0.08%
-8.28%
0.55%
60.32%

0.12%
0.09%
0.08%
1.55%
0.08%
0.63%
0.31%
38.01%

Plus 100%
102.83%
100.12%
99.15%
100.35%
97.45%
99.36%
100.21%
98.09%
99.82%
99.47%
99.87%
96.77%
100.91%
102.70%
98.20%
100.89%
99.64%
100.76%
98.61%
102.42%
100.01%
101.24%
101.24%
100.37%
101.88%

BAC

14.3
14.9
15.62
15.8
15.55
15.17
15.59
15.66
16.4
16.76
17
16.44
16.74
16.81
16.69
16.28
16.52
17.33
16.8
17.56
16.98
16.72
15.77
16.15
15.95
14.95

5.00%

4.20%
4.83%
1.15%
-1.58%
-2.44%
2.77%
0.45%
4.73%
2.20%
1.43%
-3.29%
1.82%
0.42%
-0.71%
-2.46%
1.47%
4.90%
-3.06%
4.52%
-3.30%
-1.53%
-5.68%
2.41%
-1.24%
-6.27%
25

0.45%
0.23%
0.18%
3.26%
0.08%
4.43%
0.65%
36.27%

Plus 100%
104.20%
104.83%
101.15%
98.42%
97.56%
102.77%
100.45%
104.73%
102.20%
101.43%
96.71%
101.82%
100.42%
99.29%
97.54%
101.47%
104.90%
96.94%
104.52%
96.70%
98.47%
94.32%
102.41%
98.76%
93.73%

Port

3.18%
2.65%
0.96%
-1.10%
-2.06%
2.44%
0.35%
0.66%
0.99%
0.97%
-2.12%
6.02%
-1.03%
5.82%
-0.17%
-0.30%
6.39%
-1.96%
1.17%
-4.15%
1.47%
-8.50%
3.00%
1.82%
-2.08%
25
0.96%
0.58%
0.53%
3.25%
0.08%
15.13%
0.65%
18.76%

Plus 100%
103.18%
102.65%
100.96%
98.90%
97.94%
102.44%
100.35%
100.66%
100.99%
100.97%
97.88%
106.02%
98.97%
105.82%
99.83%
99.70%
106.39%
98.04%
101.17%
95.85%
101.47%
91.50%
103.00%
101.82%
97.92%

S&P

1770.61
1798.18
1804.76
1805.81
1805.09
1775.32
1818.32
1841.4
1831.37
1842.37
1838.7
1790.29
1782.59
1797.02
1838.63
1836.25
1859.45
1878.04
1841.13
1866.52
1857.62
1865.09
1815.69
1864.85
1863.4
1881.14

Plus 100%
1.56%
0.37%
0.06%
-0.04%
-1.65%
2.42%
1.27%
-0.54%
0.60%
-0.20%
-2.63%
-0.43%
0.81%
2.32%
-0.13%
1.26%
1.00%
-1.97%
1.38%
-0.48%
0.40%
-2.65%
2.71%
-0.08%
0.95%

101.56%
100.37%
100.06%
99.96%
98.35%
102.42%
101.27%
99.46%
100.60%
99.80%
97.37%
99.57%
100.81%
102.32%
99.87%
101.26%
101.00%
98.03%
101.38%
99.52%
100.40%
97.35%
102.71%
99.92%
100.95%

RFR
0.08%
0.08%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.09%
0.08%
0.08%
0.08%
0.08%
0.08%
0.08%
0.08%
0.08%
0.08%
0.08%
0.08%
0.08%
0.08%

25

0.37%
0.25%
0.24%
1.43%
0.08%
11.74%
0.29%
18.87%

0.08%

Date

1/4/2010
1/11/2010
1/19/2010
1/25/2010
2/1/2010
2/8/2010
2/16/2010
2/22/2010
3/1/2010
3/8/2010
3/15/2010
3/22/2010
3/29/2010
4/5/2010
4/12/2010
4/19/2010
4/26/2010
5/3/2010
5/10/2010
5/17/2010
5/24/2010
6/1/2010
6/7/2010
6/14/2010
6/21/2010
6/28/2010
7/6/2010
7/12/2010
7/19/2010
7/26/2010
8/2/2010
8/9/2010
8/16/2010
8/23/2010
8/30/2010
9/7/2010
9/13/2010
9/20/2010
9/27/2010
10/4/2010
10/11/2010
10/18/2010
10/25/2010
11/1/2010
11/8/2010

CMG
6.71%
-0.30%
-1.34%
-1.31%
10.16%
0.11%
-0.27%
5.65%
3.93%
-1.17%
0.34%
0.40%
7.02%
1.25%
15.26%
-5.64%
-4.51%
7.59%
-2.05%
4.79%
1.08%
3.94%
2.18%
-3.86%
-6.54%
2.31%
-2.56%
6.34%
1.65%
2.50%
-5.92%
5.06%
2.13%
6.85%
1.53%
1.39%
2.90%
0.76%
1.18%
3.01%
13.14%
2.16%
9.68%
1.50%

SKX
5.29%
-4.83%
-4.40%
-1.60%
1.99%
7.28%
1.72%
0.49%
7.48%
-0.54%
13.30%
-1.02%
4.70%
-0.08%
7.15%
-7.59%
-11.11%
8.21%
-2.85%
5.13%
-6.37%
15.39%
7.71%
-8.67%
-5.02%
-0.89%
-14.88%
4.74%
10.35%
-10.73%
-17.28%
3.40%
-6.92%
4.32%
-16.95%
3.98%
-6.91%
2.04%
12.68%
-2.52%
-4.00%
-18.28%
6.89%
-2.45%

GILD
2.20%
1.23%
4.77%
-3.94%
1.34%
3.91%
-2.50%
0.00%
-0.42%
0.93%
-5.27%
0.66%
0.35%
-0.22%
-8.84%
-4.70%
-3.38%
-1.51%
-3.23%
-1.75%
-3.40%
-0.52%
4.35%
0.89%
-4.07%
-0.34%
-8.06%
4.70%
-0.36%
7.50%
-4.19%
-4.90%
-0.37%
4.61%
1.06%
0.52%
5.73%
-2.13%
1.62%
3.80%
3.71%
1.38%
-1.77%
-2.98%

WWE
-1.92%
-1.71%
1.82%
0.65%
-0.16%
2.27%
3.72%
5.27%
-1.81%
-0.52%
2.38%
-3.27%
1.05%
2.23%
6.17%
-2.26%
-10.08%
2.26%
-2.51%
1.33%
-1.69%
3.45%
0.00%
-1.36%
-5.84%
4.73%
-2.02%
3.66%
-1.53%
-4.13%
-8.12%
-0.53%
1.07%
0.18%
2.28%
-1.80%
-0.79%
1.06%
-1.74%
1.33%
0.70%
-1.22%
1.67%
-3.20%

PG
-0.73%
-9.34%
3.03%
0.69%
1.95%
1.53%
3.95%
10.77%
2.61%
-0.40%
4.32%
-8.89%
0.67%
5.51%
5.94%
-8.37%
-11.66%
5.26%
-7.02%
4.15%
-1.99%
-0.83%
0.56%
-6.21%
-4.35%
5.48%
4.51%
12.18%
0.42%
2.08%
-6.76%
-3.15%
-1.81%
4.41%
-2.29%
5.95%
0.51%
-2.37%
11.44%
1.01%
1.08%
1.29%
14.74%
0.52%

BAC
0.63%
-0.11%
2.05%
-0.41%
0.75%
2.74%
-0.27%
0.65%
-0.57%
0.81%
-0.23%
-0.52%
-0.99%
0.20%
1.09%
-1.42%
-2.98%
3.71%
-1.11%
-1.23%
-0.48%
0.35%
0.47%
-2.46%
-0.68%
4.00%
0.39%
0.66%
-1.22%
-1.86%
-0.34%
0.28%
-0.30%
0.81%
0.19%
0.93%
1.11%
-2.39%
2.81%
1.46%
1.79%
0.28%
2.25%
-1.03%

-3.09%
-8.38%
1.91%
-1.20%
-3.66%
9.92%
4.86%
0.31%
0.91%
-0.18%
6.40%
0.79%
3.04%
-0.93%
0.11%
-3.31%
-9.23%
1.00%
-2.18%
-1.52%
-2.45%
1.65%
1.43%
-2.57%
-10.20%
9.16%
-7.52%
-1.67%
2.14%
-0.58%
-5.24%
-2.69%
-1.81%
6.91%
0.38%
-1.12%
1.51%
-2.24%
-0.84%
-9.15%
-4.49%
0.09%
7.97%
-1.97%

11/15/2010
11/22/2010
11/29/2010
12/6/2010
12/13/2010
12/20/2010
12/27/2010
1/3/2011
1/10/2011
1/18/2011
1/24/2011
1/31/2011
2/7/2011
2/14/2011
2/22/2011
2/28/2011
3/7/2011
3/14/2011
3/21/2011
3/28/2011
4/4/2011
4/11/2011
4/18/2011
4/25/2011
5/2/2011
5/9/2011
5/16/2011
5/23/2011
5/31/2011
6/6/2011
6/13/2011
6/20/2011
6/27/2011
7/5/2011
7/11/2011
7/18/2011
7/25/2011
8/1/2011
8/8/2011
8/15/2011
8/22/2011
8/29/2011
9/6/2011
9/12/2011
9/19/2011
9/26/2011
10/3/2011

-0.75%
10.07%
-7.71%
0.96%
-0.08%
-4.09%
-6.85%
5.45%
4.74%
-4.79%
-1.88%
12.25%
9.10%
-3.19%
-4.53%
2.67%
-0.88%
-2.35%
4.02%
6.72%
-1.74%
5.90%
-2.75%
-3.79%
0.49%
4.59%
-0.18%
4.66%
-2.19%
-5.11%
-1.07%
9.03%
7.66%
3.03%
-0.22%
3.36%
-3.26%
-4.02%
1.98%
-12.06%
6.98%
2.21%
-0.11%
4.22%
0.77%
-5.48%
-2.76%

6.27%
5.29%
-1.32%
-1.56%
-3.13%
-6.84%
0.60%
0.95%
8.52%
-2.83%
-1.36%
8.62%
-1.71%
-3.52%
-3.05%
-5.01%
-1.36%
-6.06%
1.84%
7.55%
2.08%
-1.26%
0.74%
-7.21%
-3.36%
-0.54%
-0.98%
-2.65%
-9.35%
-14.06%
3.56%
-4.14%
7.62%
0.75%
-4.59%
2.55%
14.99%
-12.67%
6.33%
-6.60%
10.94%
-8.05%
1.70%
14.42%
-10.44%
-8.60%
1.43%

0.74%
-2.57%
0.38%
1.02%
-1.17%
-2.47%
-0.06%
3.48%
1.92%
-0.10%
0.05%
1.57%
-1.08%
2.40%
-0.76%
4.36%
0.34%
-1.67%
4.78%
1.38%
-3.33%
1.12%
-6.33%
-0.56%
5.56%
0.49%
-0.53%
0.49%
-0.34%
-2.00%
-1.69%
0.40%
5.69%
1.14%
-3.39%
5.37%
-1.94%
-10.86%
-0.85%
-0.64%
4.09%
0.26%
-2.58%
6.82%
-4.85%
0.94%
1.34%

1.61%
1.32%
-0.17%
6.01%
-1.40%
0.58%
-0.83%
-0.25%
-1.26%
-3.73%
-11.36%
0.40%
0.59%
1.97%
2.99%
3.84%
-1.26%
-5.21%
4.43%
-0.18%
-0.18%
-9.91%
0.51%
-7.16%
1.98%
-3.89%
0.22%
0.56%
-2.12%
-7.63%
3.33%
0.72%
1.66%
0.35%
0.12%
4.18%
-1.89%
-4.20%
-2.13%
-6.54%
2.72%
-0.25%
0.63%
3.77%
-2.30%
-2.11%
4.56%

-0.13%
-1.11%
4.36%
-0.38%
0.38%
-0.06%
0.00%
8.86%
2.09%
-3.76%
-9.41%
-3.33%
4.19%
-3.76%
-4.38%
-4.37%
-0.37%
0.89%
3.59%
0.99%
1.12%
-4.02%
4.84%
0.28%
-2.34%
-0.21%
-0.49%
-2.69%
-4.00%
-4.70%
-4.38%
3.66%
5.94%
-0.98%
-5.74%
1.70%
-8.30%
-11.23%
2.06%
-9.70%
4.15%
0.20%
-3.57%
5.71%
-7.20%
-1.94%
10.55%

-0.43%
-3.00%
0.32%
1.40%
2.55%
0.66%
-1.39%
0.26%
1.59%
1.33%
-2.59%
-0.93%
1.76%
-0.65%
-2.28%
-1.29%
-0.88%
-1.44%
0.46%
1.99%
-0.30%
3.69%
-1.42%
3.42%
0.58%
2.43%
0.76%
-1.73%
-1.16%
-1.11%
-0.02%
-3.25%
2.69%
1.03%
-0.15%
-0.08%
-4.30%
-1.46%
0.90%
-0.29%
2.63%
-0.03%
-1.13%
4.02%
-4.78%
3.15%
1.16%

-3.77%
-4.70%
6.75%
7.95%
-1.74%
3.87%
2.17%
6.76%
7.04%
-6.58%
-4.55%
5.07%
3.40%
-0.14%
-3.78%
-0.50%
1.87%
-2.32%
-5.05%
0.23%
0.83%
-4.88%
-3.95%
-0.25%
0.25%
-3.13%
-2.89%
0.87%
-3.38%
-4.22%
-1.12%
-1.52%
5.38%
-3.47%
-6.62%
1.32%
-4.10%
-15.83%
-12.00%
-3.09%
11.32%
-6.52%
-3.63%
3.62%
-12.85%
-2.88%
-3.63%

10/10/2011
10/17/2011
10/24/2011
10/31/2011
11/7/2011
11/14/2011
11/21/2011
11/28/2011
12/5/2011
12/12/2011
12/19/2011
12/27/2011
1/3/2012
1/9/2012
1/17/2012
1/23/2012
1/30/2012
2/6/2012
2/13/2012
2/21/2012
2/27/2012
3/5/2012
3/12/2012
3/19/2012
3/26/2012
4/2/2012
4/9/2012
4/16/2012
4/23/2012
4/30/2012
5/7/2012
5/14/2012
5/21/2012
5/29/2012
6/4/2012
6/11/2012
6/18/2012
6/25/2012
7/2/2012
7/9/2012
7/16/2012
7/23/2012
7/30/2012
8/6/2012
8/13/2012
8/20/2012
8/27/2012

8.90%
3.96%
2.37%
-0.71%
-2.05%
-6.31%
-3.31%
9.89%
2.45%
-5.97%
5.31%
0.72%
3.32%
1.62%
0.50%
2.91%
1.48%
1.14%
2.19%
0.71%
1.80%
0.95%
3.21%
1.12%
0.60%
1.67%
3.63%
-4.80%
0.04%
-2.75%
0.09%
-3.95%
2.11%
-0.82%
2.57%
-1.20%
3.24%
-8.55%
0.93%
2.32%
-19.21%
-6.59%
0.53%
-0.76%
1.26%
-1.37%
-2.16%

0.28%
-0.84%
-2.05%
2.89%
-2.52%
-11.37%
-1.14%
5.09%
-0.55%
-3.93%
4.17%
-4.87%
-3.47%
13.76%
-9.09%
2.73%
5.23%
6.88%
-6.72%
-2.68%
-1.26%
0.72%
7.29%
3.25%
-9.01%
-0.47%
4.11%
11.99%
21.75%
0.56%
0.66%
-8.69%
5.06%
-6.88%
18.71%
7.41%
1.21%
-2.86%
-0.74%
-4.20%
0.21%
4.69%
-5.46%
2.81%
1.32%
11.19%
-2.61%

2.85%
2.57%
3.18%
-4.86%
0.88%
-2.92%
-1.50%
0.31%
-1.02%
-4.72%
5.76%
4.17%
4.49%
4.91%
5.70%
2.70%
12.27%
-1.72%
-12.57%
-3.70%
3.84%
-1.91%
1.34%
0.26%
4.31%
-2.25%
-4.73%
12.09%
2.27%
-3.60%
3.10%
-3.67%
1.12%
-3.64%
2.01%
1.33%
0.44%
1.50%
-0.62%
0.39%
3.75%
4.56%
2.45%
-0.14%
-0.04%
0.95%
0.66%

6.54%
7.05%
-2.02%
1.73%
-3.41%
-6.17%
-4.70%
8.01%
6.05%
-7.75%
-1.17%
-1.18%
3.35%
-1.27%
1.17%
0.93%
2.06%
-2.02%
-0.23%
-5.63%
-1.10%
-0.25%
-1.11%
-0.12%
0.88%
-6.07%
-2.64%
-1.49%
-0.83%
10.40%
0.50%
-6.25%
-3.20%
-4.27%
3.60%
-3.89%
0.87%
3.58%
-0.14%
0.00%
-0.83%
1.40%
2.07%
4.18%
2.46%
-6.07%
10.50%

8.15%
6.07%
-2.08%
-6.11%
-1.13%
-9.34%
-3.47%
11.76%
1.17%
-7.03%
6.84%
-1.75%
8.79%
2.81%
4.59%
-2.62%
4.77%
-2.73%
2.47%
-4.07%
3.98%
-1.08%
-0.59%
-1.52%
1.29%
-0.08%
-4.41%
-4.26%
1.67%
-7.57%
-0.89%
-5.38%
5.89%
-4.57%
5.42%
-2.96%
-1.53%
-5.89%
-0.88%
-2.44%
-0.68%
-2.29%
1.52%
2.88%
3.03%
-1.41%
-1.66%

1.54%
2.94%
-2.32%
-2.63%
1.37%
-1.02%
-3.54%
6.00%
0.47%
0.27%
2.36%
0.05%
-0.52%
-0.83%
1.45%
-2.92%
-2.37%
1.76%
1.61%
2.76%
-0.05%
0.39%
0.48%
0.26%
-0.32%
0.14%
-2.22%
2.58%
-3.74%
-0.25%
-0.94%
-0.25%
-1.61%
-1.52%
1.96%
0.20%
-4.84%
2.37%
0.05%
6.22%
0.31%
0.55%
0.63%
1.93%
0.35%
0.03%
0.25%

4.97%
4.24%
13.77%
-11.69%
-4.21%
-6.99%
-10.49%
9.18%
1.43%
-8.99%
7.56%
-0.72%
11.25%
6.85%
7.02%
3.14%
7.47%
2.96%
-0.62%
-1.76%
3.33%
-0.99%
21.78%
0.51%
-2.86%
-3.58%
-5.90%
-3.71%
-1.33%
-6.23%
-2.34%
-7.07%
1.87%
-1.69%
7.74%
4.39%
0.51%
3.04%
-6.27%
1.97%
-9.52%
3.41%
1.65%
4.06%
3.38%
2.01%
-2.10%

9/4/2012
9/10/2012
9/17/2012
9/24/2012
10/1/2012
10/8/2012
10/15/2012
10/22/2012
10/31/2012
11/5/2012
11/12/2012
11/19/2012
11/26/2012
12/3/2012
12/10/2012
12/17/2012
12/24/2012
12/31/2012
1/7/2013
1/14/2013
1/22/2013
1/28/2013
2/4/2013
2/11/2013
2/19/2013
2/25/2013
3/4/2013
3/11/2013
3/18/2013
3/25/2013
4/1/2013
4/8/2013
4/15/2013
4/22/2013
4/29/2013
5/6/2013
5/13/2013
5/20/2013
5/28/2013
6/3/2013
6/10/2013
6/17/2013
6/24/2013
7/1/2013
7/8/2013
7/15/2013
7/22/2013

13.06%
3.09%
-0.01%
-5.61%
-11.53%
3.40%
-16.34%
3.51%
4.29%
-1.07%
1.25%
4.41%
-3.85%
1.83%
3.22%
5.51%
-0.68%
3.32%
-0.06%
-1.66%
2.87%
3.04%
2.56%
-2.04%
0.42%
1.34%
0.66%
-0.15%
-0.97%
2.40%
0.65%
4.24%
7.12%
-1.23%
1.55%
0.72%
1.39%
-1.84%
-1.97%
1.33%
0.63%
-1.76%
0.75%
6.03%
-0.02%
5.88%
-0.76%

-2.95%
1.85%
-1.49%
-3.32%
-15.59%
2.44%
-1.76%
-6.81%
7.00%
-8.33%
0.88%
18.34%
2.91%
-0.51%
-6.66%
3.43%
-2.89%
4.19%
-1.53%
-0.64%
-1.84%
3.74%
4.67%
10.34%
-5.70%
0.58%
5.28%
-0.32%
-3.65%
1.34%
-2.65%
8.60%
-3.26%
-3.51%
1.87%
3.15%
-3.06%
-4.19%
10.46%
-1.20%
1.66%
-3.23%
9.79%
3.00%
6.31%
1.71%
2.47%

2.74%
4.66%
9.26%
-2.10%
4.67%
-2.16%
-2.00%
0.72%
-0.06%
-2.98%
14.43%
2.31%
-1.47%
-1.44%
0.43%
-1.97%
-0.55%
4.61%
3.12%
0.26%
1.38%
2.22%
0.84%
1.71%
2.04%
2.36%
4.56%
-0.57%
0.75%
7.54%
-3.21%
9.63%
2.39%
-3.37%
7.34%
-4.12%
6.47%
-0.87%
-2.38%
-2.92%
-1.25%
-6.51%
5.00%
4.00%
7.54%
4.81%
4.11%

-0.37%
1.96%
-3.36%
-6.45%
2.52%
-0.39%
-1.95%
1.19%
1.18%
-2.85%
-3.86%
3.46%
1.20%
-0.66%
1.73%
-0.65%
-3.29%
4.77%
-0.65%
2.75%
1.15%
2.64%
-0.98%
2.11%
-0.85%
-0.12%
2.21%
-1.08%
1.70%
1.43%
-0.59%
3.78%
-4.78%
5.74%
1.47%
1.00%
-1.55%
0.34%
4.92%
0.96%
2.11%
-0.72%
4.79%
2.88%
3.76%
1.40%
-2.94%

8.64%
3.82%
-1.29%
-5.14%
3.08%
-0.41%
0.52%
1.85%
8.29%
-2.15%
-3.91%
5.66%
3.20%
0.27%
-3.36%
6.86%
8.53%
5.43%
3.15%
0.82%
-3.03%
-4.12%
0.56%
-0.55%
-4.21%
1.08%
2.96%
3.59%
-1.39%
-0.86%
-5.35%
8.74%
-4.44%
5.68%
1.97%
2.01%
6.85%
-1.91%
6.05%
0.33%
-2.29%
-2.41%
3.08%
7.97%
2.46%
-2.04%
1.53%

1.98%
0.92%
0.38%
-0.09%
0.40%
-2.43%
1.76%
1.27%
-0.36%
-3.15%
-0.28%
4.14%
0.35%
0.66%
-0.51%
-1.74%
-2.29%
2.89%
0.20%
1.86%
4.72%
3.64%
-0.22%
1.04%
0.58%
-0.65%
0.91%
-1.09%
1.21%
-0.27%
1.52%
2.36%
1.69%
-4.62%
1.40%
0.74%
1.60%
2.32%
-6.25%
1.29%
0.36%
-0.77%
-0.57%
1.75%
4.09%
0.53%
-1.21%

10.33%
8.56%
-4.63%
-3.09%
5.57%
-2.16%
3.52%
-3.40%
7.93%
-4.18%
-3.30%
8.48%
-0.41%
8.05%
-0.57%
6.74%
0.62%
6.63%
-3.98%
-4.23%
4.32%
0.78%
0.43%
2.30%
-4.92%
-0.79%
6.45%
4.15%
-0.08%
-3.03%
-1.73%
1.68%
-4.20%
6.53%
-1.45%
6.31%
3.16%
-1.42%
3.18%
-1.98%
-2.32%
-2.84%
1.34%
1.48%
5.53%
7.05%
-0.14%

7/29/2013
8/5/2013
8/12/2013
8/19/2013
8/26/2013
9/3/2013
9/9/2013
9/16/2013
9/23/2013
9/30/2013
10/7/2013
10/14/2013
10/21/2013
10/28/2013

1.53%
-1.54%
-0.94%
0.21%
1.34%
0.09%
4.12%
-2.41%
0.94%
3.61%
2.19%
14.91%
3.48%
0.02%

1.02%
1.23%
3.43%
6.18%
-0.13%
1.82%
-2.30%
-3.96%
3.71%
-4.20%
-0.24%
2.27%
-5.71%
3.85%

-1.31%
-4.11%
-3.88%
4.80%
1.06%
1.41%
3.94%
0.52%
-0.50%
-0.79%
-0.56%
8.81%
2.16%
1.85%

-4.06%
-1.87%
-2.81%
1.65%
-3.05%
4.40%
0.80%
-4.58%
3.86%
8.34%
1.58%
4.02%
3.25%
11.39%

3.44%
-2.74%
-4.26%
0.94%
-1.55%
4.98%
2.04%
0.24%
-1.94%
0.24%
0.12%
2.45%
0.41%
-3.48%

1.12%
0.43%
-2.13%
0.14%
-2.65%
-0.96%
2.47%
0.43%
-2.75%
-1.54%
3.23%
1.98%
0.74%
1.43%

0.75%
-2.63%
-0.21%
1.04%
-3.09%
1.77%
0.91%
-0.35%
-3.74%
1.08%
1.00%
3.11%
-2.53%
-1.69%

Date

Port

S&P

1/4/2010
1/11/2010
1/19/2010
1/25/2010
2/1/2010
2/8/2010
2/16/2010
2/22/2010
3/1/2010
3/8/2010
3/15/2010
3/22/2010
3/29/2010
4/5/2010
4/12/2010
4/19/2010
4/26/2010
5/3/2010
5/10/2010
5/17/2010
5/24/2010
6/1/2010
6/7/2010
6/14/2010
6/21/2010
6/28/2010
7/6/2010
7/12/2010
7/19/2010
7/26/2010
8/2/2010
8/9/2010
8/16/2010
8/23/2010
8/30/2010
9/7/2010
9/13/2010
9/20/2010
9/27/2010
10/4/2010
10/11/2010
10/18/2010
10/25/2010
11/1/2010
11/8/2010
11/15/2010

2.66%
-2.44%
0.46%
-1.28%
3.22%
3.37%
1.01%
3.44%
2.40%
-0.30%
2.89%
-1.36%
3.07%
1.11%
5.26%
-5.22%
-7.30%
4.44%
-2.93%
2.36%
-2.23%
4.51%
3.03%
-3.67%
-5.24%
2.33%
-5.27%
5.11%
2.25%
-0.74%
-7.87%
0.55%
-1.05%
4.28%
-2.67%
1.57%
0.46%
-0.15%
4.16%
0.88%
3.27%
-2.90%
5.76%
-1.25%
1.21%

-0.78%
-3.90%
-1.64%
-0.72%
0.87%
3.13%
-0.42%
3.10%
0.99%
0.86%
0.58%
0.99%
1.38%
-0.19%
2.11%
-2.51%
-6.39%
2.23%
-4.23%
0.16%
-2.25%
2.51%
2.37%
-3.65%
-5.03%
5.42%
-1.21%
3.55%
-0.10%
1.82%
-3.78%
-0.70%
-0.66%
3.75%
0.46%
1.45%
2.05%
-0.21%
1.65%
0.95%
0.59%
0.02%
3.60%
-2.17%
0.04%

Port over S&P

3.44%
1.46%
2.10%
-0.56%
2.34%
0.24%
1.43%
0.34%
1.41%
-1.17%
2.31%
-2.35%
1.69%
1.30%
3.15%
-2.70%
-0.92%
2.21%
1.30%
2.20%
0.03%
2.00%
0.66%
-0.02%
-0.21%
-3.08%
-4.05%
1.56%
2.35%
-2.56%
-4.09%
1.25%
-0.39%
0.53%
-3.13%
0.13%
-1.59%
0.07%
2.51%
-0.07%
2.68%
-2.91%
2.16%
0.92%
1.17%

11/22/2010
11/29/2010
12/6/2010
12/13/2010
12/20/2010
12/27/2010
1/3/2011
1/10/2011
1/18/2011
1/24/2011
1/31/2011
2/7/2011
2/14/2011
2/22/2011
2/28/2011
3/7/2011
3/14/2011
3/21/2011
3/28/2011
4/4/2011
4/11/2011
4/18/2011
4/25/2011
5/2/2011
5/9/2011
5/16/2011
5/23/2011
5/31/2011
6/6/2011
6/13/2011
6/20/2011
6/27/2011
7/5/2011
7/11/2011
7/18/2011
7/25/2011
8/1/2011
8/8/2011
8/15/2011
8/22/2011
8/29/2011
9/6/2011
9/12/2011
9/19/2011
9/26/2011
10/3/2011
10/10/2011

2.75%
-1.35%
1.47%
-0.94%
-2.52%
-1.71%
3.38%
3.72%
-2.95%
-3.79%
4.98%
2.54%
-1.21%
-2.22%
0.48%
-0.62%
-3.01%
3.04%
3.66%
-0.51%
-0.45%
-1.41%
-3.31%
0.57%
0.54%
-0.45%
0.46%
-3.45%
-6.35%
0.15%
1.67%
5.76%
0.97%
-2.48%
3.17%
0.21%
-8.14%
0.96%
-6.58%
6.24%
-1.36%
-0.67%
6.77%
-4.81%
-3.35%
1.47%
4.94%

-0.86%
2.97%
1.28%
0.28%
1.03%
0.07%
1.10%
1.71%
-0.76%
-0.55%
2.71%
1.39%
1.04%
-1.72%
0.10%
-1.28%
-1.92%
2.70%
1.42%
-0.32%
-0.64%
1.34%
1.96%
-1.72%
-0.18%
-0.34%
-0.16%
-2.32%
-2.24%
0.04%
-0.24%
5.61%
0.31%
-2.06%
2.19%
-3.92%
-7.19%
-1.72%
-4.69%
4.74%
-0.24%
-1.68%
5.35%
-6.54%
-0.44%
2.12%
5.98%

3.61%
-4.32%
0.19%
-1.22%
-3.55%
-1.78%
2.28%
2.01%
-2.19%
-3.24%
2.28%
1.15%
-2.25%
-0.50%
0.38%
0.65%
-1.09%
0.33%
2.24%
-0.20%
0.19%
-2.76%
-5.27%
2.29%
0.72%
-0.11%
0.62%
-1.12%
-4.11%
0.11%
1.91%
0.15%
0.66%
-0.42%
0.98%
4.13%
-0.95%
2.67%
-1.89%
1.50%
-1.12%
1.01%
1.41%
1.73%
-2.91%
-0.65%
-1.04%

10/17/2011
10/24/2011
10/31/2011
11/7/2011
11/14/2011
11/21/2011
11/28/2011
12/5/2011
12/12/2011
12/19/2011
12/27/2011
1/3/2012
1/9/2012
1/17/2012
1/23/2012
1/30/2012
2/6/2012
2/13/2012
2/21/2012
2/27/2012
3/5/2012
3/12/2012
3/19/2012
3/26/2012
4/2/2012
4/9/2012
4/16/2012
4/23/2012
4/30/2012
5/7/2012
5/14/2012
5/21/2012
5/29/2012
6/4/2012
6/11/2012
6/18/2012
6/25/2012
7/2/2012
7/9/2012
7/16/2012
7/23/2012
7/30/2012
8/6/2012
8/13/2012
8/20/2012
8/27/2012
9/4/2012

3.37%
0.77%
-1.59%
-1.60%
-6.66%
-3.15%
6.80%
1.45%
-5.42%
4.25%
-0.43%
2.85%
4.42%
0.42%
1.59%
4.62%
1.05%
-2.77%
-2.17%
1.29%
-0.13%
3.40%
0.85%
-0.78%
-1.17%
-0.41%
2.72%
4.48%
-0.75%
0.52%
-5.23%
1.83%
-3.52%
6.35%
0.78%
0.79%
-2.17%
-0.45%
0.10%
-4.73%
0.30%
0.07%
1.60%
1.44%
1.12%
0.38%
4.63%

1.12%
3.78%
-2.48%
0.85%
-3.81%
-4.69%
7.39%
0.88%
-2.83%
3.74%
-0.61%
1.61%
0.88%
2.04%
0.07%
2.17%
-0.17%
1.38%
0.33%
0.28%
0.09%
2.43%
-0.50%
0.81%
-0.74%
-1.99%
0.60%
1.80%
-2.44%
-1.15%
-4.30%
1.74%
-3.02%
3.73%
1.30%
-0.58%
2.03%
-0.55%
0.16%
0.43%
1.71%
0.36%
1.07%
0.87%
-0.50%
-0.32%
2.23%

2.25%
-3.01%
0.88%
-2.44%
-2.84%
1.54%
-0.59%
0.57%
-2.59%
0.51%
0.18%
1.25%
3.53%
-1.62%
1.52%
2.45%
1.22%
-4.15%
-2.50%
1.00%
-0.22%
0.97%
1.35%
-1.59%
-0.43%
1.58%
2.11%
2.68%
1.69%
1.66%
-0.93%
0.09%
-0.51%
2.63%
-0.52%
1.38%
-4.21%
0.10%
-0.06%
-5.17%
-1.41%
-0.29%
0.53%
0.56%
1.61%
0.70%
2.40%

9/10/2012
9/17/2012
9/24/2012
10/1/2012
10/8/2012
10/15/2012
10/22/2012
10/31/2012
11/5/2012
11/12/2012
11/19/2012
11/26/2012
12/3/2012
12/10/2012
12/17/2012
12/24/2012
12/31/2012
1/7/2013
1/14/2013
1/22/2013
1/28/2013
2/4/2013
2/11/2013
2/19/2013
2/25/2013
3/4/2013
3/11/2013
3/18/2013
3/25/2013
4/1/2013
4/8/2013
4/15/2013
4/22/2013
4/29/2013
5/6/2013
5/13/2013
5/20/2013
5/28/2013
6/3/2013
6/10/2013
6/17/2013
6/24/2013
7/1/2013
7/8/2013
7/15/2013
7/22/2013
7/29/2013

3.15%
0.53%
-4.08%
-4.17%
0.57%
-4.74%
-0.07%
3.84%
-3.54%
1.93%
6.98%
-0.14%
0.47%
-0.59%
2.51%
-0.62%
4.29%
0.27%
-0.08%
1.01%
2.19%
1.64%
2.32%
-1.42%
0.88%
3.05%
0.12%
-0.64%
2.18%
-1.55%
6.20%
0.30%
-0.18%
2.53%
0.79%
1.62%
-1.50%
2.23%
-0.27%
0.26%
-2.80%
4.10%
4.25%
3.99%
3.07%
0.67%
0.20%

1.94%
-0.38%
-1.33%
1.41%
-2.21%
0.32%
-1.48%
0.16%
-2.43%
-1.45%
3.62%
0.50%
0.13%
-0.32%
1.17%
-1.94%
4.57%
0.38%
0.95%
1.14%
0.68%
0.31%
0.12%
-0.28%
0.17%
2.17%
0.61%
-0.24%
0.79%
-1.01%
2.29%
-2.11%
1.74%
2.03%
1.19%
2.07%
-1.07%
-1.14%
0.78%
-1.01%
-2.11%
0.87%
1.59%
2.96%
0.71%
-0.03%
1.07%

1.21%
0.91%
-2.75%
-5.57%
2.78%
-5.06%
1.41%
3.68%
-1.11%
3.38%
3.36%
-0.64%
0.34%
-0.27%
1.34%
1.32%
-0.28%
-0.11%
-1.03%
-0.13%
1.51%
1.33%
2.19%
-1.15%
0.71%
0.88%
-0.49%
-0.40%
1.39%
-0.53%
3.91%
2.42%
-1.92%
0.49%
-0.41%
-0.44%
-0.43%
3.38%
-1.04%
1.28%
-0.69%
3.23%
2.66%
1.03%
2.36%
0.69%
-0.86%

8/5/2013
8/12/2013
8/19/2013
8/26/2013
9/3/2013
9/9/2013
9/16/2013
9/23/2013
9/30/2013
10/7/2013
10/14/2013
10/21/2013
10/28/2013

-1.54%
-1.26%
2.56%
-0.45%
1.82%
1.82%
-1.95%
0.89%
1.14%
0.92%
6.91%
0.57%
2.48%

-1.07%
-2.10%
0.46%
-1.84%
1.36%
1.98%
1.30%
-1.06%
-0.07%
0.75%
2.42%
0.88%
0.11%

-0.47%
0.85%
2.09%
1.38%
0.46%
-0.16%
-3.25%
1.96%
1.22%
0.17%
4.48%
-0.31%
2.38%

Overall (0.5 points)

N
Mean
Variance
SD
SE

199
0.47%
0.09%
3.03%
0.22%

199
0.24%
0.05%
2.22%
0.16%

Period 1 (0.5 points)

N
Mean
Variance
SD
SE

121
0.29%
0.11%
3.30%
0.30%

121
0.18%
0.07%
2.55%
0.23%

Period 2 (0.5 points)

N
Mean
Variance
SD
SE

78
0.76%
0.07%
2.56%
0.29%

78
0.34%
0.03%
1.60%
0.18%

Overall (0.5 points)

199 N
0.23% diff
(construct so that differences are POSITIVE)
0.04% Var of the diff
2.01% SD of the diff
0.14% SE of the diff
95% Prob(diff>0)

Period 2 (0.5 points)

78 N
0.43% diff
(construct so that differences are POSITIVE)
0.04% Var of the diff
1.98% SD of the diff
0.22% SE of the diff
97.12% Prob(diff>0)

Difference in means over time (0.5 points)

Diff
0.48%
0.16% (construct so that differences are POSITIVE)
SE(diff)
0.42%
0.29%
IMPORTANT NOTE Prob(diff>0)
87%
70%
Choose your time period based ONLY on
your portfolio - do not consider how the S&P
Difference in SDs over time (0.5 points)
may or may not have changed
F-stat
1.67
2.56
N-larger Variance
121
121
N-smaller Variance
78
78
Prob(SDs are the same)
1%
0.0%

Has the mean

changed over
time? EXPLAIN!

yes

The mean
increses
between
period 1
and
period 2
and has a
very low
standard
error.

Note - we
will use
85% as the
cutoff
0.5 points

Since SD
decreased
from
period 1
to period
2, the
variation
decreased

Note = we
will use
15% as the
cutoff
0.5 points

Has the variability

changed over
time? EXPLAIN!

Yes

What time period

will you use AND
WHY?

Choose your time period based ONLY on the portfolio

point
I choose the12nd
period because the most recent time period gives you more accurate numbers. I also pi

Port SD vs S&P SD Overall

Period 1 Period 2
JUST FOR THE TIME PERIOD YOU PICK IN LINE 242
F-stat
2.57 0.5 points
N-larger Variance
78
N-smaller Variance
78
Prob(SDs are the same)#NUM!
#NUM!
0.00226%

Yes. The
mean in
period 2 is
significant
Is the mean of Port ly greater
significantly
@.76%
different than that than the
of the S&P for the mean of
time period you
the S&P
chose? EXPLAIN! @.34%
0.5 points
Yes. The
SD was
higher for
Is the SD of the
the
Port significantly
portfolio
different than that at 2.56%
of the S&P for the compared
time period you
to the S&P
chose? EXPLAIN! @ 1.60% 0.5 points

Based ONLY on
these two items,
what do you
conclude AND
WHY?

Based on
these two
items the
portfolio
out
performs
the S&P.
The
portfolio
has a
higher
return,
but carries
more risk
than the
S&P.
1 point

erences are POSITIVE)

erences are POSITIVE)

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.747941797
R Square
0.559416932
Adjusted R Square
0.55718047
Standard Error
0.02019158
Observations
199
ANOVA
df
Regression
Residual
Total

1
197
198

SS
MS
F
Significance F
0.101979916 0.101979916 250.1347502
6.53618E-37
0.080316883
0.0004077
0.182296799

Coefficients
Standard Error
t Stat
P-value
0.002289676
0.001435027 1.595562912 0.112189373
1.020365738
0.064516211 15.8156489 6.53618E-37

Alpha
Beta

RESIDUAL OUTPUT
Observation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22

Predicted Y
-0.006707576
-0.038486867
-0.015433103
-0.006006618
0.01019897
0.033211835
-0.003040683
0.032854081
0.01139068
0.01007997
0.007164742
0.011359901
0.015367439
-0.000649042
0.022787233
-0.024362046
-0.063899475
0.024073771
-0.041785363
0.002932294
-0.021619168
0.026951735

Residuals
0.032328156
0.01313057
0.019059354
-0.007754207
0.020993153
-0.000502682
0.012094992
0.000521323
0.011596028
-0.014107962
0.020743787
-0.025924163
0.014301358
0.010749041
0.028763129
-0.028792441
-0.010122215
0.019380994
0.011571912
0.0197387
-0.001558874
0.017247069

Lower 95%
-0.000540311
0.893134672

23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69

0.025554785
-0.035857075
-0.049997431
0.056621879
-0.010991232
0.037585005
0.000397775
0.019952126
-0.037185765
-0.005765109
-0.005353166
0.039706073
0.006117372
0.016197001
0.02234799
-0.000749888
0.018249598
0.011089978
0.007391517
0.001541409
0.038112985
-0.02079953
0.001821114
-0.007435065
0.031627427
0.014422666
0.004237922
0.011875152
0.002023236
0.012575061
0.018781715
-0.00647323
-0.004243534
0.028923649
0.015549562
0.011936422
-0.016293718
0.002265075
-0.01172916
-0.018307114
0.02889089
0.015772255
-0.001933863
-0.00521863
0.014981831
0.021314347
-0.016215358

0.003810583
-0.001714788
-0.003325062
-0.034213542
-0.042574297
0.012609534
0.021230103
-0.028238583
-0.042394606
0.0104052
-0.006015593
0.002234682
-0.033639014
-0.00131571
-0.018581278
-0.001571369
0.022488706
-0.003171691
0.024435186
-0.031407394
0.018619249
0.007399345
0.009378499
0.03405427
-0.046094985
-0.000647219
-0.014538725
-0.03797268
-0.020112034
0.020325906
0.01747419
-0.024009083
-0.034554465
0.019959948
0.008903335
-0.024960488
-0.006881845
0.001501442
0.004528575
-0.01274438
0.000523557
0.019888964
-0.004155514
-0.000242284
-0.030102874
-0.055380009
0.020931622

70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116

-0.000542545
-0.002100467
-0.000325137
-0.022372369
-0.021559267
0.001758666
-0.001110135
0.058626334
0.004486834
-0.019691336
0.023708595
-0.038657448
-0.072003819
-0.016138014
-0.046411044
0.049838116
-0.000992471
-0.015707145
0.056070619
-0.065277326
-0.003004962
0.023203917
0.062547071
0.012927136
0.040098873
-0.023773389
0.01017213
-0.03736412
-0.046284176
0.076931752
0.010502381
-0.027363173
0.039723459
-0.004698602
0.017940028
0.01055929
0.022353917
0.002285057
0.023698213
-0.000175974
0.015685417
0.004921217
0.004456294
0.002471916
0.026339648
-0.003587826
0.009807008

0.004935553
-0.003289653
0.004004472
-0.013034248
-0.042897808
-0.001226281
0.016889135
-0.001918048
0.004251284
-0.006081137
0.007075441
0.039863761
-0.010331924
0.024805229
-0.020189738
0.011777379
-0.013379886
0.008145207
0.010776678
0.016376728
-0.031312002
-0.009210299
-0.013864482
0.019986851
-0.033156423
0.007077445
-0.026888427
-0.029945896
0.014039201
-0.009638361
0.00328059
-0.027622354
0.002029762
-0.000301642
0.009850981
0.03288607
-0.018880199
0.012872641
0.021768774
0.009919981
-0.044066556
-0.027380716
0.007680481
-0.004520546
0.006941699
0.011341458
-0.018389117

117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163

-0.006024239
-0.01878419
0.007672382
0.01990988
-0.023377021
-0.010179158
-0.042327074
0.019348473
-0.029228261
0.039584159
0.014809491
-0.00435989
0.022325493
-0.004015241
0.003177203
0.006017502
0.019080429
0.005334869
0.012575275
0.010570445
-0.003434182
-0.001692686
0.024341589
0.021394198
-0.00228455
-0.012007866
0.015954233
-0.020954018
0.004911335
-0.013503229
0.003247646
-0.023169608
-0.013141533
0.038598608
0.006712428
0.002960998
-0.001627725
0.013561876
-0.018191346
0.048164398
0.005468525
0.011218971
0.013222774
0.00849676
0.004771143
0.00278709
-0.001274436

-0.006449514
0.013925717
0.018751079
0.024178411
0.015131194
0.01460597
-0.010721441
-0.001760338
-0.006718517
0.023216516
-0.007741802
0.011598039
-0.044756309
-0.001125907
-0.002869256
-0.054037257
-0.01672985
-0.005271645
0.002820775
0.003165193
0.013967394
0.004824266
0.021318364
0.009474503
0.00689423
-0.02951245
-0.058287722
0.026019933
-0.052949228
0.012124723
0.034481364
-0.012911038
0.031795036
0.030594743
-0.008779332
0.00108985
-0.004952691
0.010886237
0.01133468
-0.005969835
-0.003439437
-0.012777374
-0.003800264
0.012668975
0.010914494
0.019643208
-0.013669602

164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199

0.003287211
0.023698502
0.007812268
-0.000956038
0.009581043
-0.008812475
0.024904973
-0.020024256
0.019274594
0.022332752
0.013762091
0.022670248
-0.009379402
-0.010129136
0.009438163
-0.00882944
-0.020013754
0.010349044
0.017725943
0.031642874
0.00868434
0.00118471
0.012330596
-0.009436286
-0.020029384
0.006165207
-0.01731232
0.0152654
0.021650683
0.014643995
-0.009448694
0.000639742
0.009083646
0.026152875
0.010342054
0.002500479

0.004783634
0.006095122
-0.007309116
-0.006182977
0.011498027
-0.007398454
0.036382596
0.022335624
-0.02182337
0.002233234
-0.006575605
-0.007130702
-0.006360394
0.031717865
-0.012835736
0.010700125
-0.008783971
0.02982237
0.023996195
0.007411911
0.021229448
0.004647417
-0.011122209
-0.006749387
0.006641502
0.018557188
0.011907986
0.002057742
-0.004287385
-0.035044458
0.017508783
0.009896038
-0.000706096
0.042054655
-0.005505219
0.021492069

Upper 95% Lower 95.0% Upper 95.0%

0.005119663 -0.000540311 0.005119663
1.147596805 0.893134672 1.147596805