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Date Price Change

21-Oct-18 218 -1.98% Average weekly return 0.40%


14-Oct-18 222.4 -3.64% Annual return 22.77%
7-Oct-18 230.8 -1.33% Daily standard deviation 0.043462
30-Sep-18 233.9 9.04% Daily variance 0.001889
23-Sep-18 214.5 -5.84% Number of trading weeks per year 52
16-Sep-18 227.8 2.20% Annual variance 0.098227
9-Sep-18 222.9 5.54% Annual standard deviation 31.34%
2-Sep-18 211.2 4.76%
26-Aug-18 201.6 2.60%
19-Aug-18 196.5 0.10%
12-Aug-18 196.3 -0.20%
5-Aug-18 196.7 -0.86%
29-Jul-18 198.4 -6.77%
22-Jul-18 212.8 1.38%
15-Jul-18 209.9 1.16%
8-Jul-18 207.5 13.70%
1-Jul-18 182.5 0.50%
24-Jun-18 181.6 4.37%
17-Jun-18 174 0.99%
10-Jun-18 172.3 2.56%
3-Jun-18 168 1.08%
27-May-18 166.2 -2.24%
20-May-18 170 -1.33%
13-May-18 172.3 1.17%
6-May-18 170.3 -1.79%
29-Apr-18 173.4 -0.06%
22-Apr-18 173.5 -1.76%
15-Apr-18 176.6 0.86%
8-Apr-18 175.1 -5.71%
1-Apr-18 185.7 3.69%
25-Mar-18 179.1 -1.70%
18-Mar-18 182.2 -0.16%
11-Mar-18 182.5 -2.30%
4-Mar-18 186.8 -1.11%
25-Feb-18 188.9 3.11%
18-Feb-18 183.2 -1.61%
11-Feb-18 186.2 -0.27%
4-Feb-18 186.7 -1.16%
28-Jan-18 188.9 -4.11%
21-Jan-18 197 3.25%
14-Jan-18 190.8 -1.04%
7-Jan-18 192.8 -1.13%
31-Dec-17 195 -0.26%
24-Dec-17 195.5 -0.61%
17-Dec-17 196.7 0.61%
10-Dec-17 195.5 -0.51%
3-Dec-17 196.5 0.77%
26-Nov-17 195 -1.02%
19-Nov-17 197 -0.40%
12-Nov-17 197.8 1.02%
5-Nov-17 195.8 2.67%
29-Oct-17 190.7 3.14%
22-Oct-17 184.9 0.98%
15-Oct-17 183.1 1.27%
8-Oct-17 180.8 -1.90%
1-Oct-17 184.3 -1.76%
24-Sep-17 187.6 -2.70%
17-Sep-17 192.8 -2.97%
10-Sep-17 198.7 2.95%
3-Sep-17 193 -0.92%
27-Aug-17 194.8 -0.20%
20-Aug-17 195.2 0.72%
13-Aug-17 193.8 -2.17%
6-Aug-17 198.1 2.54%
30-Jul-17 193.2 -2.13%
23-Jul-17 197.4 -0.50%
16-Jul-17 198.4 2.22%
9-Jul-17 194.1 1.62%
2-Jul-17 191 0.10%
25-Jun-17 190.8 0.05%
18-Jun-17 190.7 1.65%
11-Jun-17 187.6 0.81%
4-Jun-17 186.1 2.14%
28-May-17 182.2 1.00%
21-May-17 180.4 -0.22%
14-May-17 180.8 -0.60%
7-May-17 181.9 0.00%
30-Apr-17 181.9 1.56%
23-Apr-17 179.1 0.11%
16-Apr-17 178.9 -3.56%
9-Apr-17 185.5 -0.54%
2-Apr-17 186.5 -1.27%
26-Mar-17 188.9 2.94%
19-Mar-17 183.5 -6.57%
12-Mar-17 196.4 -1.11%
5-Mar-17 198.6 -0.90%
26-Feb-17 200.4 -6.36%
19-Feb-17 214 -0.28%
12-Feb-17 214.6 3.12%
5-Feb-17 208.1 3.89%
29-Jan-17 200.3 -1.91%
22-Jan-17 204.2 -2.76%
15-Jan-17 210 4.79%
8-Jan-17 200.4 2.93%
1-Jan-17 194.7 1.14%
25-Dec-16 192.5 1.21%
18-Dec-16 190.2 2.92%
11-Dec-16 184.8 1.20%
4-Dec-16 182.6 -0.87%
27-Nov-16 184.2 -1.39%
20-Nov-16 186.8 2.47%
13-Nov-16 182.3 0.83%
6-Nov-16 180.8 -2.22%
30-Oct-16 184.9 -0.05%
23-Oct-16 185 -4.98%
16-Oct-16 194.7 0.36%
9-Oct-16 194 0.15%
2-Oct-16 193.7 5.27%
25-Sep-16 184 -8.00%
18-Sep-16 200 5.82%
4-Sep-16 189 6.78%
28-Aug-16 177 0.57%
21-Aug-16 176 -3.30%
14-Aug-16 182 0.00%
7-Aug-16 182 3.41%
31-Jul-16 176 4.14%
24-Jul-16 169 10.46%
17-Jul-16 153 0.66%
10-Jul-16 152 -0.65%
26-Jun-16 153 2.00%
19-Jun-16 150 0.00%
12-Jun-16 150 0.00%
5-Jun-16 150 -2.60%
29-May-16 154 5.48%
22-May-16 146 -0.68%
15-May-16 147 0.68%
8-May-16 146 0.00%
1-May-16 146 4.29%
24-Apr-16 140 -2.78%
17-Apr-16 144 -2.04%
10-Apr-16 147 2.08%
3-Apr-16 144 2.13%
27-Mar-16 141 -0.70%
20-Mar-16 142 -1.39%
13-Mar-16 144 -2.04%
6-Mar-16 147 -0.68%
28-Feb-16 148 -20.86%
21-Feb-16 187 5.65%
14-Feb-16 177 1.72%
7-Feb-16 174 -0.57%
31-Jan-16 175 2.94%
24-Jan-16 170 -1.16%
17-Jan-16 172 0.00%
10-Jan-16 172 -0.58%
3-Jan-16 173 -3.89%
27-Dec-15 180 5.88%
20-Dec-15 170 3.03%
13-Dec-15 165 6.45%
6-Dec-15 155 1.31%
29-Nov-15 153 1.32%
22-Nov-15 151 -1.31%
15-Nov-15 153 0.66%
8-Nov-15 152 -1.30%
1-Nov-15 154 -0.65%
25-Oct-15 155 6.16%
18-Oct-15 146 0.69%
11-Oct-15 145 -5.84%
4-Oct-15 154 -7.78%
27-Sep-15 167 -2.34%
20-Sep-15 171 3.64%
13-Sep-15 165 -0.60%
6-Sep-15 166 -0.60%
30-Aug-15 167 0.00%
23-Aug-15 167 -1.76%
16-Aug-15 170 -0.58%
9-Aug-15 171 1.18%
2-Aug-15 169 0.60%
26-Jul-15 168 -5.08%
19-Jul-15 177 2.31%
12-Jul-15 173 1.17%
5-Jul-15 171 1.79%
28-Jun-15 168 3.70%
21-Jun-15 162 -2.99%
14-Jun-15 167 0.60%
7-Jun-15 166 1.84%
31-May-15 163 -2.40%
24-May-15 167 1.83%
17-May-15 164 5.81%
10-May-15 155 0.00%
3-May-15 155 2.65%
26-Apr-15 151 -7.93%
19-Apr-15 164 -4.65%
12-Apr-15 172 -2.27%
5-Apr-15 176 -2.22%
29-Mar-15 180 -1.64%
22-Mar-15 183 3.98%
15-Mar-15 176 -0.56%
8-Mar-15 177 1.14%
1-Mar-15 175 -3.31%
22-Feb-15 181 1.12%
15-Feb-15 179 0.56%
8-Feb-15 178 5.33%
1-Feb-15 169 1.81%
25-Jan-15 166 -2.92%
18-Jan-15 171 -2.84%
11-Jan-15 176 -0.56%
4-Jan-15 177 0.00%
28-Dec-14 177 2.31%
21-Dec-14 173 -0.57%
14-Dec-14 174 -2.25%
7-Dec-14 178 -1.66%
30-Nov-14 181 4.02%
23-Nov-14 174 -3.33%
16-Nov-14 180 2.86%
9-Nov-14 175 -2.78%
2-Nov-14 180 -2.70%
26-Oct-14 185 -5.61%
19-Oct-14 196 -2.00%
12-Oct-14 200 6.95%
28-Sep-14 187 8.72%
21-Sep-14 172 -4.97%
14-Sep-14 181 -3.72%
7-Sep-14 188 21.29%
31-Aug-14 155 1.31%
24-Aug-14 153 -1.92%
17-Aug-14 156 -2.50%
10-Aug-14 160 4.58%
3-Aug-14 153 4.79%
20-Jul-14 146 4.29%
13-Jul-14 140 -0.71%
6-Jul-14 141 -0.70%
29-Jun-14 142 -1.39%
22-Jun-14 144 3.60%
15-Jun-14 139 -3.47%
8-Jun-14 144 0.00%
1-Jun-14 144 0.00%
25-May-14 144 0.70%
18-May-14 143 -2.05%
11-May-14 146 -3.95%
4-May-14 152 -11.63%
27-Apr-14 172 -2.27%
20-Apr-14 176 -3.30%
13-Apr-14 182 0.55%
6-Apr-14 181 4.62%
30-Mar-14 173 0.58%
23-Mar-14 172 1.18%
16-Mar-14 170 -2.86%
9-Mar-14 175 6.06%
2-Mar-14 165 0.00%
23-Feb-14 165 16.20%
16-Feb-14 142 -1.39%
9-Feb-14 144 -1.37%
2-Feb-14 146 5.04%
26-Jan-14 139 -0.71%
19-Jan-14 140 4.48%
12-Jan-14 134 -0.74%
5-Jan-14 135 8.00%
29-Dec-13 125 4.17%
22-Dec-13 120 -1.64%
15-Dec-13 122 -2.40%
8-Dec-13 125 0.00%
1-Dec-13 125 0.81%
24-Nov-13 124 -3.13%
17-Nov-13 128 4.07%
10-Nov-13 123 -1.60%
3-Nov-13 125 4.17%
27-Oct-13 120 0.84%
20-Oct-13 119 -2.46%
6-Oct-13 122 -4.69%
29-Sep-13 128 -3.76%
22-Sep-13 133 -6.34%
15-Sep-13 142 -3.40%
8-Sep-13 147 8.09%
1-Sep-13 136 -3.55%
25-Aug-13 141 2.92%
18-Aug-13 137 9.60%
11-Aug-13 125 5.04%
4-Aug-13 119 -3.25%
28-Jul-13 123 2.50%
21-Jul-13 120 -13.67%
14-Jul-13 139 -2.11%
7-Jul-13 142 9.23%
30-Jun-13 130 -2.26%
23-Jun-13 133 0.00%
16-Jun-13 133 17.70%
9-Jun-13 113 25.56%
2-Jun-13 90 9.76%
26-May-13 82 3.80%
19-May-13 79 -2.47%
12-May-13 81 1.25%
5-May-13 80 2.56%
28-Apr-13 78 -1.27%
21-Apr-13 79 1.28%
14-Apr-13 78 0.00%
7-Apr-13 78 -1.27%
31-Mar-13 79 -5.95%
24-Mar-13 84 -1.18%
17-Mar-13 85 7.59%
10-Mar-13 79 3.95%
3-Mar-13 76 -5.00%
24-Feb-13 80 -3.61%
17-Feb-13 83 -1.19%
10-Feb-13 84 0.00%
3-Feb-13 84 1.20%
27-Jan-13 83 -1.19%
20-Jan-13 84 -2.33%
13-Jan-13 86 3.61%
6-Jan-13 83 1.22%
30-Dec-12 82 0.00%
23-Dec-12 82 0.00%
16-Dec-12 82 2.50%
9-Dec-12 80 0.00%
2-Dec-12 80 -4.76%
25-Nov-12 84 3.70%
18-Nov-12 81 -8.99%
11-Nov-12 89 4.71%
4-Nov-12 85 2.41%
28-Oct-12 83 0.00%
21-Oct-12 83 3.75%
14-Oct-12 80 -1.23%
7-Oct-12 81 -4.71%
30-Sep-12 85
Date Price Change
21-Oct-18 262.6 -1.17% Average weekly return 0.33%
14-Oct-18 265.7 -2.46% Annual return 18.58%
7-Oct-18 272.4 0.37% Daily standard deviation 2.56%
30-Sep-18 271.4 0.41% Daily variance 0.07%
23-Sep-18 270.3 1.43% Number of trading weeks per year 52
16-Sep-18 266.5 -1.33% Annual variance 3.41%
9-Sep-18 270.1 -1.82% Annual standard deviation 18.47%
2-Sep-18 275.1 -0.83%
26-Aug-18 277.4 0.43%
19-Aug-18 276.2 1.17% Correlation with SGBD 0.304
12-Aug-18 273 -0.33%
5-Aug-18 273.9 0.37%
29-Jul-18 272.9 1.15%
22-Jul-18 269.8 -3.05%
15-Jul-18 278.3 -1.28%
8-Jul-18 281.9 -0.88%
1-Jul-18 284.4 -2.97%
24-Jun-18 293.1 2.13%
17-Jun-18 287 0.42%
10-Jun-18 285.8 0.67%
3-Jun-18 283.9 0.60%
27-May-18 282.2 -3.32%
20-May-18 291.9 -1.55%
13-May-18 296.5 -1.89%
6-May-18 302.2 -0.69%
29-Apr-18 304.3 -2.09%
22-Apr-18 310.8 -1.33%
15-Apr-18 315 0.35%
8-Apr-18 313.9 -0.41%
1-Apr-18 315.2 1.68%
25-Mar-18 310 -0.64%
18-Mar-18 312 -1.05%
11-Mar-18 315.3 -0.25%
4-Mar-18 316.1 0.00%
25-Feb-18 316.1 -0.53%
18-Feb-18 317.8 -1.88%
11-Feb-18 323.9 -0.95%
4-Feb-18 327 -0.03%
28-Jan-18 327.1 -0.73%
21-Jan-18 329.5 1.92%
14-Jan-18 323.3 5.31%
7-Jan-18 307 0.56%
31-Dec-17 305.3 1.16%
24-Dec-17 301.8 0.37%
17-Dec-17 300.7 -0.40%
10-Dec-17 301.9 -2.17%
3-Dec-17 308.6 2.25%
26-Nov-17 301.8 -1.21%
19-Nov-17 305.5 2.79%
12-Nov-17 297.2 6.56%
5-Nov-17 278.9 1.12%
29-Oct-17 275.81 1.71%
22-Oct-17 271.16 -2.58%
15-Oct-17 278.33 -0.53%
8-Oct-17 279.81 -1.05%
1-Oct-17 282.79 -7.58%
24-Sep-17 306 0.36%
17-Sep-17 304.9 -3.27%
10-Sep-17 315.2 8.24%
3-Sep-17 291.2 1.78%
27-Aug-17 286.1 1.78%
20-Aug-17 281.1 0.29%
13-Aug-17 280.3 -0.99%
6-Aug-17 283.1 0.43%
30-Jul-17 281.9 -0.25%
23-Jul-17 282.6 -0.42%
16-Jul-17 283.8 -1.01%
9-Jul-17 286.7 0.10%
2-Jul-17 286.4 -1.28%
25-Jun-17 290.1 0.14%
18-Jun-17 289.7 1.65%
11-Jun-17 285 -0.04%
4-Jun-17 285.1 0.35%
28-May-17 284.1 0.50%
21-May-17 282.7 -0.60%
14-May-17 284.4 0.07%
7-May-17 284.2 -0.53%
30-Apr-17 285.7 0.32%
23-Apr-17 284.8 1.57%
16-Apr-17 280.4 -0.85%
9-Apr-17 282.8 -1.43%
2-Apr-17 286.9 3.24%
26-Mar-17 277.9 2.28%
19-Mar-17 271.7 -0.04%
12-Mar-17 271.8 -0.44%
5-Mar-17 273 1.07%
26-Feb-17 270.1 0.22%
19-Feb-17 269.5 -0.04%
12-Feb-17 269.6 2.70%
5-Feb-17 262.5 0.96%
29-Jan-17 260 -0.42%
22-Jan-17 261.1 0.00%
15-Jan-17 261.1 0.15%
8-Jan-17 260.7 3.04%
1-Jan-17 253 1.57%
25-Dec-16 249.1 -0.36%
18-Dec-16 250 1.83%
11-Dec-16 245.5 -0.69%
4-Dec-16 247.2 0.45%
27-Nov-16 246.1 0.08%
20-Nov-16 245.9 -0.28%
13-Nov-16 246.6 -0.09%
6-Nov-16 246.82 1.50%
30-Oct-16 243.18 -0.48%
23-Oct-16 244.36 0.94%
16-Oct-16 242.09 -0.60%
9-Oct-16 243.55 -10.23%
2-Oct-16 271.3 0.86%
25-Sep-16 269 -0.37%
18-Sep-16 270 2.27%
4-Sep-16 264 -0.38%
28-Aug-16 265 -0.75%
21-Aug-16 267 -1.84%
14-Aug-16 272 0.37%
7-Aug-16 271 -0.37%
31-Jul-16 272 1.87%
24-Jul-16 267 1.14%
17-Jul-16 264 -0.75%
10-Jul-16 266 0.00%
26-Jun-16 266 2.70%
19-Jun-16 259 0.39%
12-Jun-16 258 -1.15%
5-Jun-16 261 0.00%
29-May-16 261 0.77%
22-May-16 259 -0.38%
15-May-16 260 0.00%
8-May-16 260 -0.38%
1-May-16 261 3.16%
24-Apr-16 253 -1.56%
17-Apr-16 257 -0.39%
10-Apr-16 258 0.00%
3-Apr-16 258 2.79%
27-Mar-16 251 -0.40%
20-Mar-16 252 -3.82%
13-Mar-16 262 -0.76%
6-Mar-16 264 0.00%
28-Feb-16 264 -0.38%
21-Feb-16 265 -1.49%
14-Feb-16 269 2.28%
7-Feb-16 263 0.00%
31-Jan-16 263 3.54%
24-Jan-16 254 -1.17%
17-Jan-16 257 0.00%
10-Jan-16 257 -0.39%
3-Jan-16 258 1.57%
27-Dec-15 254 0.00%
20-Dec-15 254 -1.17%
13-Dec-15 257 0.78%
6-Dec-15 255 -1.16%
29-Nov-15 258 2.79%
22-Nov-15 251 0.80%
15-Nov-15 249 0.00%
8-Nov-15 249 -0.40%
1-Nov-15 250 2.88%
25-Oct-15 243 0.83%
18-Oct-15 241 0.00%
11-Oct-15 241 -2.03%
4-Oct-15 246 -1.20%
27-Sep-15 249 -0.80%
20-Sep-15 251 0.00%
13-Sep-15 251 0.80%
6-Sep-15 249 -1.58%
30-Aug-15 253 2.02%
23-Aug-15 248 0.40%
16-Aug-15 247 3.78%
9-Aug-15 238 0.85%
2-Aug-15 236 -2.48%
26-Jul-15 242 2.11%
19-Jul-15 237 3.04%
12-Jul-15 230 0.00%
5-Jul-15 230 -0.43%
28-Jun-15 231 0.43%
21-Jun-15 230 1.32%
14-Jun-15 227 0.00%
7-Jun-15 227 4.13%
31-May-15 218 0.00%
24-May-15 218 -1.80%
17-May-15 222 2.30%
10-May-15 217 0.46%
3-May-15 216 -1.37%
26-Apr-15 219 -1.79%
19-Apr-15 223 -3.04%
12-Apr-15 230 -2.54%
5-Apr-15 236 1.29%
29-Mar-15 233 1.75%
22-Mar-15 229 1.33%
15-Mar-15 226 -1.31%
8-Mar-15 229 -0.43%
1-Mar-15 230 -1.71%
22-Feb-15 234 1.30%
15-Feb-15 231 0.87%
8-Feb-15 229 0.88%
1-Feb-15 227 0.44%
25-Jan-15 226 -0.44%
18-Jan-15 227 -1.73%
11-Jan-15 231 0.00%
4-Jan-15 231 0.00%
28-Dec-14 231 1.76%
21-Dec-14 227 0.44%
14-Dec-14 226 -2.59%
7-Dec-14 232 -0.85%
30-Nov-14 234 4.93%
23-Nov-14 223 -3.46%
16-Nov-14 231 0.00%
9-Nov-14 231 -2.12%
2-Nov-14 236 -4.84%
26-Oct-14 248 0.81%
19-Oct-14 246 -1.20%
12-Oct-14 249 5.96%
28-Sep-14 235 13.53%
21-Sep-14 207 -0.48%
14-Sep-14 208 0.48%
7-Sep-14 207 -1.90%
31-Aug-14 211 -0.94%
24-Aug-14 213 0.00%
17-Aug-14 213 0.47%
10-Aug-14 212 1.44%
3-Aug-14 209 6.09%
20-Jul-14 197 -7.08%
13-Jul-14 212 -1.40%
6-Jul-14 215 -0.46%
29-Jun-14 216 0.93%
22-Jun-14 214 -0.47%
15-Jun-14 215 -1.83%
8-Jun-14 219 3.30%
1-Jun-14 212 1.44%
25-May-14 209 6.09%
18-May-14 197 -4.83%
11-May-14 207 -3.72%
4-May-14 215 -1.38%
27-Apr-14 218 1.40%
20-Apr-14 215 -1.83%
13-Apr-14 219 0.92%
6-Apr-14 217 0.93%
30-Mar-14 215 2.38%
23-Mar-14 210 1.45%
16-Mar-14 207 -5.91%
9-Mar-14 220 1.85%
2-Mar-14 216 5.37%
23-Feb-14 205 2.50%
16-Feb-14 200 -2.91%
9-Feb-14 206 7.29%
2-Feb-14 192 8.47%
26-Jan-14 177 -2.75%
19-Jan-14 182 7.69%
12-Jan-14 169 8.33%
5-Jan-14 156 2.63%
29-Dec-13 152 3.40%
22-Dec-13 147 -1.34%
15-Dec-13 149 0.00%
8-Dec-13 149 -1.32%
1-Dec-13 151 1.34%
24-Nov-13 149 -1.97%
17-Nov-13 152 9.35%
10-Nov-13 139 -2.11%
3-Nov-13 142 2.16%
27-Oct-13 139 2.21%
20-Oct-13 136 0.74%
6-Oct-13 135 0.00%
29-Sep-13 135 0.75%
22-Sep-13 134 -0.74%
15-Sep-13 135 0.00%
8-Sep-13 135 -2.17%
1-Sep-13 138 5.34%
25-Aug-13 131 0.00%
18-Aug-13 131 -0.76%
11-Aug-13 132 1.54%
4-Aug-13 130 0.00%
28-Jul-13 130 5.69%
21-Jul-13 123 -2.38%
14-Jul-13 126 -8.70%
7-Jul-13 138 5.34%
30-Jun-13 131 -0.76%
23-Jun-13 132 1.54%
16-Jun-13 130 6.56%
9-Jun-13 122 0.00%
2-Jun-13 122 4.27%
26-May-13 117 4.46%
19-May-13 112 -1.75%
12-May-13 114 3.64%
5-May-13 110 2.80%
28-Apr-13 107 0.00%
21-Apr-13 107 0.94%
14-Apr-13 106 0.00%
7-Apr-13 106 0.95%
31-Mar-13 105 -1.87%
24-Mar-13 107 0.94%
17-Mar-13 106 0.00%
10-Mar-13 106 1.92%
3-Mar-13 104 0.00%
24-Feb-13 104 -1.89%
17-Feb-13 106 -2.75%
10-Feb-13 109 1.87%
3-Feb-13 107 3.88%
27-Jan-13 103 3.00%
20-Jan-13 100 -0.99%
13-Jan-13 101 1.00%
6-Jan-13 100 0.00%
30-Dec-12 100 0.00%
23-Dec-12 100 -0.99%
16-Dec-12 101 1.00%
9-Dec-12 100 0.00%
2-Dec-12 100 0.00%
25-Nov-12 100 0.00%
18-Nov-12 100 -1.96%
11-Nov-12 102 -0.97%
4-Nov-12 103 -2.83%
28-Oct-12 106 1.92%
21-Oct-12 104 4.00%
14-Oct-12 100 -0.99%
7-Oct-12 101 -2.88%
30-Sep-12 104
SGBD(a) SQPH(b)

Annual return 22.77% 18.58%


Annual standard deviation 31.34% 18.47%
Correlation 0.304

Wa Wb RR STDR
-20% 120% 17.74% 21.12%
-10% 110% 18.16% 19.59%
0% 100% 18.58% 18.47%
10% 90% 19.00% 17.82%
20% 80% 19.42% 17.71%
30% 70% 19.84% 18.15%
40% 60% 20.26% 19.09%
50% 50% 20.67% 20.46%
60% 40% 21.09% 22.19%
70% 30% 21.51% 24.20%
80% 20% 21.93% 26.43%
90% 10% 22.35% 28.82%
100% 0% 22.77% 31.34%
110% -10% 23.19% 33.96%
120% -20% 23.61% 36.66%

SGBD 0.1699516004
SQPH 0.8300483996
Total 1
Correlation 0.304
Portfolio Return 0.2067
Portfolio Standard Deviation 0.1768977868
Risk Free rate 0.055
Risk Premium 0.1517
Sharpe Ratio 0.86

Wa Wb Pr Pstd
0 1 5.50% 0.00%
0.1 0.9 7.02% 1.77%
0.2 0.8 8.53% 3.54%
0.3 0.7 10.05% 5.31%
0.4 0.6 11.57% 7.08%
0.5 0.5 13.09% 8.84%
0.6 0.4 14.60% 10.61%
0.7 0.3 16.12% 12.38%
0.8 0.2 17.64% 14.15%
0.9 0.1 19.15% 15.92%
1 0 20.67% 17.69%
25.00%

20.00%

15.00%
Column D
Column C
10.00%

5.00%

0.00%
Column C
10.00%

5.00%

0.00%
0.00% 5.00% 10.00% 15.00% 20.00% 25.00% 30.00% 35.00% 40.00%
Table A Table D
Risk Return Risk Return Average return
Risk free rate
Risk Premium
Average Standard Deviation
Variance
Risk aversion coefficient

Table B Table E Allocation in Risky Portfolio


Risk Return Risk Return Allocation in Risk Free Asset

Optimum Portfolio
Return
Risk

Table C
Risk Return