Day OML JDW OML return JDW return

29-Dec-17 12.3 326.51 0.0884955752 0

28-Dec-17 11.3 326.51 0 -0.039648225
27-Dec-17 11.3 339.99 0.0207768744 0.022495564
26-Dec-17 11.07 332.51 0 -0.049971429
22-Dec-17 11.07 350 -0.0782681099 0
21-Dec-17 12.01 350 0 0
20-Dec-17 12.01 350 0 0
19-Dec-17 12.01 350 -0.0761538462 0
18-Dec-17 13 350 0 -0.004267425
15-Dec-17 13 351.5 0.0408326661 0
14-Dec-17 12.49 351.5 0 0
13-Dec-17 12.49 351.5 0.0408333333 -0.05
12-Dec-17 12 370 -0.0769230769 0
11-Dec-17 13 370 -0.070764832 0.0068027211
8-Dec-17 13.99 367.5 0 0
7-Dec-17 13.99 367.5 0 0
6-Dec-17 13.99 367.5 0.0286764706 0
5-Dec-17 13.6 367.5 -0.067854695 0.05
4-Dec-17 14.59 350 0.0541907514 -0.004267425
30-Nov-17 13.84 351.5 0 -0.012640449
29-Nov-17 13.84 356 0 0.0028169014
28-Nov-17 13.84 355 -0.0673854447 0
27-Nov-17 14.84 355 0 -0.005602241
24-Nov-17 14.84 357 0.066091954 0
23-Nov-17 13.92 357 -0.0670241287 0
22-Nov-17 14.92 357 0.0619217082 0.05
21-Nov-17 14.05 340 0 0
20-Nov-17 14.05 340 0 0
17-Nov-17 14.05 340 0 0
16-Nov-17 14.05 340 0 0
15-Nov-17 14.05 340 -0.0614562458 0
14-Nov-17 14.97 340 -0.002 0
13-Nov-17 15 340 0.0337698139 0
10-Nov-17 14.51 340 0 0
9-Nov-17 14.51 340 0.0247175141 0
 8-Nov-17 14.16 340 0 0
7-Nov-17 14.16 340 -0.0432432432 0
6-Nov-17 14.8 340 -0.0053763441 0
3-Nov-17 14.88 340 0.0666666667 0
2-Nov-17 13.95 340 0 0
1-Nov-17 13.95 340 0 0
31-Oct-17 13.95 340 -0.0668896321 0
30-Oct-17 14.95 340 -0.0621079046 -0.028571429
27-Oct-17 15.94 350 0.0612516644 0
26-Oct-17 15.02 350 0.0713266762 0
25-Oct-17 14.02 350 0.0768049155 0
24-Oct-17 13.02 350 0 0
23-Oct-17 13.02 350 -0.0633093525 -0.04109589
20-Oct-17 13.9 365 0.0506424792 0
19-Oct-17 13.23 365 0.0192604006 0.0110803324
18-Oct-17 12.98 361 0 -0.05
17-Oct-17 12.98 380 -0.0284431138 0.027027027
16-Oct-17 13.36 370 -0.031884058 -0.038961039
13-Oct-17 13.8 385 -0.0416666667 0
12-Oct-17 14.4 385 -0.0649350649 0
11-Oct-17 15.4 385 0 0
10-Oct-17 15.4 385 -0.0350877193 0
9-Oct-17 15.96 385 -0.0561797753 0
6-Oct-17 16.91 385 0.0628535512 0
5-Oct-17 15.91 385 -0.0461630695 0
4-Oct-17 16.68 385 -0.007733492 0.0131578947
3-Oct-17 16.81 380 -0.049745619 0
2-Oct-17 17.69 380 0.0461265523 0
29-Sep-17 16.91 380 -0.0364672365 0
28-Sep-17 17.55 380 -0.0513513514 0
27-Sep-17 18.5 380 -0.0059108006 0
26-Sep-17 18.61 380 -0.0058760684 0
25-Sep-17 18.72 380 0.0528683915 0
22-Sep-17 17.78 380 0.0483490566 0.0052910053
21-Sep-17 16.96 378 0.0065281899 0
20-Sep-17 16.85 378 0.053125 0.0497084143
19-Sep-17 16 360.1 0.0322580645 0.0499766737
18-Sep-17 15.5 342.96 -0.0606060606 0
15-Sep-17 16.5 342.96 0.0403530895 0
14-Sep-17 15.86 342.96 0 0
13-Sep-17 15.86 342.96 -0.0531343284 0
12-Sep-17 16.75 342.96 0.01147343 0
11-Sep-17 16.56 342.96 -0.0394431555 0
8-Sep-17 17.24 342.96 0.0398069964 -0.049972299
7-Sep-17 16.58 361 -0.0275659824 0
6-Sep-17 17.05 361 0.0029411765 0
5-Sep-17 17 361 0.0365853659 0
31-Aug-17 16.4 361 0.0262828536 0
30-Aug-17 15.98 361 0.0056639396 0
29-Aug-17 15.89 361 -0.0124300808 0
28-Aug-17 16.09 361 -0.0439691028 -0.05
25-Aug-17 16.83 380 0.0156910078 0
24-Aug-17 16.57 380 -0.0224188791 0
23-Aug-17 16.95 380 0.0626959248 0
22-Aug-17 15.95 380 0.0493421053 0
21-Aug-17 15.2 380 0.0006583278 0
18-Aug-17 15.19 380 -0.0452545569 -0.05
17-Aug-17 15.91 400 -0.0591366056 0
16-Aug-17 16.91 400 0.0011841326 0
15-Aug-17 16.89 400 -0.0348571429 0
11-Aug-17 17.5 400 -0.0473598258 0
10-Aug-17 18.37 400 -0.0476931052 0
9-Aug-17 19.29 400 -0.0355 0
8-Aug-17 20 400 -0.0412272291 0.0145846544
7-Aug-17 20.86 394.25 -0.0155733837 0
4-Aug-17 21.19 394.25 0.04952947 0
3-Aug-17 20.19 394.25 0.0521104742 0
2-Aug-17 19.19 394.25 0.0549752611 0
1-Aug-17 18.19 394.25 0.0581733566 -0.05
31-Jul-17 17.19 415 0.0617665225 0.0327236531
28-Jul-17 16.19 401.85 0.0485751295 0
27-Jul-17 15.44 401.85 0.0151216305 -0.05
 26-Jul-17 15.21 423 0.0318860244 0
25-Jul-17 14.74 423 -0.0173333333 0
24-Jul-17 15 423 0.0060362173 0
21-Jul-17 14.91 423 -0.0158415842 0
20-Jul-17 15.15 423 -0.0219496449 0
19-Jul-17 15.49 423 0.003238342 0
18-Jul-17 15.44 423 0.0692520776 0.0496277916
17-Jul-17 14.44 403 0.0586510264 0
14-Jul-17 13.64 403 -0.0663928816 0
13-Jul-17 14.61 403 -0.064061499 0
12-Jul-17 15.61 403 -0.060204696 0.0100250627
11-Jul-17 16.61 399 -0.0314868805 -0.05
10-Jul-17 17.15 420 -0.0052204176 0.0243902439
7-Jul-17 17.24 410 0.0177095632 0
6-Jul-17 16.94 410 -0.0557413601 0
5-Jul-17 17.94 410 -0.0492845787 0
4-Jul-17 18.87 410 0.0385250413 0
3-Jul-17 18.17 410 -0.0521648409 0
30-Jun-17 19.17 410 -0.0273972603 0
29-Jun-17 19.71 410 -0.0496624879 0
22-Jun-17 20.74 410 0.0323544052 -0.04517932
21-Jun-17 20.09 429.4 0.0126008065 0
20-Jun-17 19.84 429.4 -0.0354885756 -0.05
19-Jun-17 20.57 452 0.0510986203 0
16-Jun-17 19.57 452 0.0370959194 0
15-Jun-17 18.87 452 0.0150618612 0
14-Jun-17 18.59 452 0.0219901045 0.0022172949
13-Jun-17 18.19 451 0.0581733566 0.0427745665
12-Jun-17 17.19 432.5 -0.0160274757 -0.049450549
9-Jun-17 17.47 455 0.0240328253 0
8-Jun-17 17.06 455 0.0622665006 0.0111111111
7-Jun-17 16.06 450 0.0551905388 0
6-Jun-17 15.22 450 0.0311653117 -0.010989011
5-Jun-17 14.76 455 0.0718954248 0.0340909091
2-Jun-17 13.77 440 -0.0670731707 -0.005964215
1-Jun-17 14.76 442.64 -0.0616656071 -0.04399473
31-May-17 15.73 463.01 -0.043768997 -0.025242105
30-May-17 16.45 475 -0.0469293163 -0.068609188
29-May-17 17.26 509.99 0 0
26-May-17 17.26 509.99 -0.0526893524 0.0179441118
25-May-17 18.22 501 0.0110987791 -0.027184466
24-May-17 18.02 515 0.0587544066 -0.020241991
23-May-17 17.02 525.64 0.0624219725 -0.015600127
22-May-17 16.02 533.97 0.0665778961 0.0206824047
19-May-17 15.02 523.15 0.0713266762 -0.017411066
18-May-17 14.02 532.42 0.0768049155 -0.014037037
17-May-17 13.02 540 0.0831946755 0
16-May-17 12.02 540 0.0907441016 0
15-May-17 11.02 540 0.0018181818 0
12-May-17 11 540 0.1 -0.018074699
11-May-17 10 549.94 0.1111111111 0.0499847258
10-May-17 9 523.76 0.0526315789 0.0091714836
9-May-17 8.55 519 0.0178571429 0.0077669903
8-May-17 8.4 515 -0.0421892816 0.0198019802
5-May-17 8.77 505 -0.0255555556 0.0202020202
4-May-17 9 495 0.0344827586 0.0101834656
3-May-17 8.7 490.01 -0.0376106195 0
2-May-17 9.04 490.01 -0.0484210526 -0.01998
28-Apr-17 9.5 500 0.1176470588 0
27-Apr-17 8.5 500 0.1333333333 -0.019607843
26-Apr-17 7.5 510 0.0416666667 0.02
25-Apr-17 7.2 500 -0.0909090909 -0.003984064
24-Apr-17 7.92 502 -0.1081081081 0
21-Apr-17 8.88 502 0.0647482014 0.004
20-Apr-17 8.34 500 0.112 0.0204081633
19-Apr-17 7.5 490 -0.0118577075 0.0078364425
18-Apr-17 7.59 486.19 -0.05125 0
17-Apr-17 8 486.19 0 -0.023714859
14-Apr-17 8 498 0.0322580645 -0.023529412
13-Apr-17 7.75 510 0 0
12-Apr-17 7.75 510 -0.03125 0.02
11-Apr-17 8 500 0 0
10-Apr-17 8 500 -0.0243902439 -0.025322131
7-Apr-17 8.2 512.99 0 -0.002547151
6-Apr-17 8.2 514.3 -0.0341578327 -0.010771302
5-Apr-17 8.49 519.9 -0.0127906977 -0.017944843
4-Apr-17 8.6 529.4 -0.0444444444 -0.001132075
3-Apr-17 9 530 0.0843373494 -0.007304739
31-Mar-17 8.3 533.9 0.012195122 -0.002037421
30-Mar-17 8.2 534.99 0 0
29-Mar-17 8.2 534.99 0.0199004975 0
28-Mar-17 8.04 534.99 0.005 0
27-Mar-17 8 534.99 -0.0929705215 0
24-Mar-17 8.82 534.99 0.008 0
22-Mar-17 8.75 534.99 0.039192399 0.0469471624
21-Mar-17 8.42 511 0.0525 -0.035485089
20-Mar-17 8 529.8 -0.0686845169 0
17-Mar-17 8.59 529.8 -0.0663043478 0.0188657474
16-Mar-17 9.2 519.99 -0.0149892934 -0.01796034
15-Mar-17 9.34 529.5 0 0.0289545278
14-Mar-17 9.34 514.6 0.0366259711 0
13-Mar-17 9.01 514.6 -0.0515789474 -0.044382544
10-Mar-17 9.5 538.5 0.061452514 0
9-Mar-17 8.95 538.5 0.0455607477 0
8-Mar-17 8.56 538.5 -0.0795698925 0.0065608703
7-Mar-17 9.3 534.99 0 -0.009277778
6-Mar-17 9.3 540 0.0054054054 0
3-Mar-17 9.25 540 0.0120350109 0.0095344924
2-Mar-17 9.14 534.9 -0.0086767896 -0.009444444
1-Mar-17 9.22 540 -0.0770770771 0
28-Feb-17 9.99 540 -0.0909918107 0
27-Feb-17 10.99 540 0.0223255814 0
24-Feb-17 10.75 540 -0.0804106074 0
23-Feb-17 11.69 540 0.0531531532 0
22-Feb-17 11.1 540 -0.0726817043 -0.009156131
21-Feb-17 11.97 544.99 0.0363636364 -0.009109091
20-Feb-17 11.55 550 -0.0244932432 1.818215E-05
17-Feb-17 11.84 549.99 0.0922509225 0.0091559633
16-Feb-17 10.84 545 -0.0036764706 0.0008815103
15-Feb-17 10.88 544.52 0.0064754857 -0.003185296
14-Feb-17 10.81 546.26 -0.0278776978 -0.015747748
13-Feb-17 11.12 555 -0.0397236615 0.0146437778
10-Feb-17 11.58 546.99 -0.0615883306 -0.00395149
9-Feb-17 12.34 549.16 -0.0580152672 -0.019357143
8-Feb-17 13.1 560 0.0826446281 -0.01754386
7-Feb-17 12.1 570 0.0586176728 -0.010244834
6-Feb-17 11.43 575.9 0.0958772771 0.0103508772
3-Feb-17 10.43 570 0.1060445387 -0.026007313
2-Feb-17 9.43 585.22 -0.0268317853 0.011056978
1-Feb-17 9.69 578.82 0.0297555792 -0.018533277
31-Jan-17 9.41 589.75 -0.0084299262 0
30-Jan-17 9.49 589.75 -0.0031512605 0.0247432712
27-Jan-17 9.52 575.51 -0.0499001996 -0.040816667
26-Jan-17 10.02 600 -0.0128078818 -0.009050671
25-Jan-17 10.15 605.48 0.0650577125 -0.017970676
24-Jan-17 9.53 616.56 -0.0275510204 0.0037606838
23-Jan-17 9.8 614.25 -0.0392156863 0.05
20-Jan-17 10.2 585 -0.0068159688 0.0096128954
19-Jan-17 10.27 579.43 0.0468909276 -0.000982759
18-Jan-17 9.81 580 -0.0315893386 0.0327451434
17-Jan-17 10.13 561.61 -0.0882088209 0.0045073244
16-Jan-17 11.11 559.09 -0.0825763832 0.0499934269
13-Jan-17 12.11 532.47 -0.0597826087 0.0190813397
12-Jan-17 12.88 522.5 -0.0720461095 -0.004742947
11-Jan-17 13.88 524.99 -0.0672043011 -1.904762E-05
10-Jan-17 14.88 525 0.0720461095 0
9-Jan-17 13.88 525 0.0776397516 -0.004663861
6-Jan-17 12.88 527.46 0.0841750842 -0.030404412
5-Jan-17 11.88 544 0.0919117647 -0.009089419
4-Jan-17 10.88 548.99 0.1012145749 0.012896679
3-Jan-17 9.88 542 -0.0919117647 -0.049122807
2-Jan-17 10.88 570 0 0

Mean 0.001757539 -0.002044

Standard deviati 0.0505184777 0.0195336
Correlation 0.0798106045

0.002
0.0015
0.001
0.0005
0
0.015 0.02 0.02
-0.0005
-0.001
-0.0015
-0.002
-0.0025
Wa Wb Portfolio returnPortfolio variancePortfolio std
0 1 -0.002043805 0.000381562 0.019533611
0.1 0.9 -0.00166367 0.0003487628 0.018675191
0.2 0.8 -0.001283536 0.0003714868 0.019273993
0.3 0.7 -0.000903402 0.0004497341 0.021206936
0.4 0.6 -0.000523267 0.0005835047 0.024155842
0.5 0.5 -0.000143133 0.0007727985 0.027799254
0.6 0.4 0.0002370015 0.0010176156 0.031900088
0.7 0.3 0.0006171359 0.001317956 0.036303663
0.8 0.2 0.0009972703 0.0016738196 0.04091234
0.9 0.1 0.0013774046 0.0020852065 0.045664061
1 0 0.001757539 0.0025521166 0.050518478
 0.002
0.0015
0.001
0.0005
0
0.015 0.02 0.025 0.03 0.035 0.04 0.045 0.05 0.055 Column J
-0.0005
-0.001
-0.0015
-0.002
-0.0025
Day OML JDW OML return JDW return
31-Dec-18 7.7 289.99 -0.1149425287 0.020947754
28-Dec-18 8.7 284.04 -0.0213723285 -0.049969898
27-Dec-18 8.89 298.98 0.0458823529 -0.0034
26-Dec-18 8.5 300 0.0467980296 6.66711E-05
24-Dec-18 8.12 299.98 0 0
21-Dec-18 8.12 299.98 0.0317662008 0
20-Dec-18 7.87 299.98 -0.1127395716 0.037095938
19-Dec-18 8.87 289.25 -0.0144444444 0.03307261
18-Dec-18 9 279.99 0.0285714286 0.037038409
17-Dec-18 8.75 269.99 0.0802469136 -0.03581887
14-Dec-18 8.1 280.02 0.1408450704 0.037149524
13-Dec-18 7.1 269.99 0.1639344262 0.04416599
12-Dec-18 6.1 258.57 -0.0542635659 -0.024264151
11-Dec-18 6.45 265 -0.0444444444 -0.036188398
10-Dec-18 6.75 274.95 -0.0357142857 -0.018000643
7-Dec-18 7 279.99 0.018922853 -0.014119718
6-Dec-18 6.87 284 0.0117820324 0
5-Dec-18 6.79 284 0.0446153846 -0.003473806
4-Dec-18 6.5 284.99 0.001540832 0
3-Dec-18 6.49 284.99 -0.1335113485 0.001757531
30-Nov-18 7.49 284.49 -0.036036036 0
29-Nov-18 7.77 284.49 -0.0114503817 0
28-Nov-18 7.86 284.49 -0.1058020478 -0.01509434
27-Nov-18 8.79 288.85 0 0
26-Nov-18 8.79 288.85 0 0
23-Nov-18 8.79 288.85 0 0
22-Nov-18 8.79 288.85 0 0
20-Nov-18 8.79 288.85 0 0
19-Nov-18 8.79 288.85 0 0
16-Nov-18 8.79 288.85 0.0680437424 0
15-Nov-18 8.23 288.85 -0.0385514019 0
14-Nov-18 8.56 288.85 -0.0795698925 0
13-Nov-18 9.3 288.85 0.0449438202 -0.000138461
12-Nov-18 8.9 288.89 -0.0367965368 0
9-Nov-18 9.24 288.89 0 0
 8-Nov-18 9.24 288.89 0 0
7-Nov-18 9.24 288.89 0.025527192 0
6-Nov-18 9.01 288.89 0 0
5-Nov-18 9.01 288.89 -0.0898989899 0
2-Nov-18 9.9 288.89 0 -0.020545855
1-Nov-18 9.9 294.95 0.1086226204 0
31-Oct-18 8.93 294.95 -0.0970677452 0
30-Oct-18 9.89 294.95 0 0
29-Oct-18 9.89 294.95 0.0410526316 0
26-Oct-18 9.5 294.95 -0.0952380952 -0.011296594
25-Oct-18 10.5 298.32 0.0396039604 0.024309848
24-Oct-18 10.1 291.24 0.1098901099 0.021894737
23-Oct-18 9.1 285 -0.0579710145 0
22-Oct-18 9.66 285 0.1154734411 0
19-Oct-18 8.66 285 0.0058072009 0
18-Oct-18 8.61 285 -0.0936842105 0
17-Oct-18 9.5 285 0.061452514 0
16-Oct-18 8.95 285 -0.0578947368 0.021578608
15-Oct-18 9.5 278.98 -0.0952380952 0.014878679
12-Oct-18 10.5 274.89 -0.0869565217 -0.03543984
11-Oct-18 11.5 284.99 0 0
10-Oct-18 11.5 284.99 0.0648148148 -0.033866703
9-Oct-18 10.8 294.98 -0.0847457627 0
8-Oct-18 11.8 294.98 -0.078125 0
5-Oct-18 12.8 294.98 -0.0724637681 0
4-Oct-18 13.8 294.98 -0.0675675676 0.008513112
3-Oct-18 14.8 292.49 -0.0632911392 -0.025033333
2-Oct-18 15.8 300 0.0019023462 0
1-Oct-18 15.77 300 0.0591000672 0
28-Sep-18 14.89 300 0 0.034554107
27-Sep-18 14.89 289.98 0.0198630137 0
26-Sep-18 14.6 289.98 0.0075914424 0
25-Sep-18 14.49 289.98 0.0204225352 0
24-Sep-18 14.2 289.98 0.0725075529 0
19-Sep-18 13.24 289.98 0 0
18-Sep-18 13.24 289.98 -0.03003663 0
17-Sep-18 13.65 289.98 -0.025 0
14-Sep-18 14 289.98 0.0294117647 0.00034497
13-Sep-18 13.6 289.88 0.0066617321 0
12-Sep-18 13.51 289.88 -0.035 0
11-Sep-18 14 289.88 0 0
10-Sep-18 14 289.88 0.0233918129 0
7-Sep-18 13.68 289.88 -0.0086956522 0.008313333
6-Sep-18 13.8 287.49 0.0337078652 -0.008586799
5-Sep-18 13.35 289.98 -0.0531914894 -0.01363992
4-Sep-18 14.1 293.99 0.036002939 0
3-Sep-18 13.61 293.99 -0.0173285199 0
31-Aug-18 13.85 293.99 0.024408284 0
30-Aug-18 13.52 293.99 -0.0342857143 0
29-Aug-18 14 293.99 -0.0495587237 -0.003389945
28-Aug-18 14.73 294.99 -0.0635727908 0.018119694
27-Aug-18 15.73 289.74 0.0168067227 -0.049877029
24-Aug-18 15.47 304.95 0 0
20-Aug-18 15.47 304.95 0.0313333333 0
17-Aug-18 15 304.95 0.0273972603 0
16-Aug-18 14.6 304.95 -0.0299003322 0.021539595
15-Aug-18 15.05 298.52 0.0033333333 -0.049995226
13-Aug-18 15 314.23 0 -0.047759023
10-Aug-18 15 329.99 0.0266940452 0
9-Aug-18 14.61 329.99 -0.026 0
8-Aug-18 15 329.99 0 0
7-Aug-18 15 329.99 -0.0384615385 0
6-Aug-18 15.6 329.99 0.0324288551 6.06116E-05
3-Aug-18 15.11 329.97 -0.0430652312 0
2-Aug-18 15.79 329.97 0.0187096774 -9.09091E-05
1-Aug-18 15.5 330 0.0204081633 0
31-Jul-18 15.19 330 -0.0470514429 -0.015542496
30-Jul-18 15.94 335.21 -0.048358209 0.049992169
27-Jul-18 16.75 319.25 -0.0563380282 0.049991778
26-Jul-18 17.75 304.05 0 0.04957023
24-Jul-18 17.75 289.69 0.0441176471 0.049981877
23-Jul-18 17 275.9 0 -0.031929825
 20-Jul-18 17 285 0.0435850215 0
19-Jul-18 16.29 285 -0.0506993007 0
18-Jul-18 17.16 285 0.0082256169 0
17-Jul-18 17.02 285 0.0624219725 0
16-Jul-18 16.02 285 0.0665778961 0
13-Jul-18 15.02 285 -0.06125 0
12-Jul-18 16 285 -0.0447761194 -0.032586558
11-Jul-18 16.75 294.6 -0.0563380282 -0.049677419
10-Jul-18 17.75 310 0 0
9-Jul-18 17.75 310 0 -0.012109624
6-Jul-18 17.75 313.8 0 0
5-Jul-18 17.75 313.8 0 0
4-Jul-18 17.75 313.8 -0.0533333333 0
3-Jul-18 18.75 313.8 0.0539629005 0
2-Jul-18 17.79 313.8 0.0595592615 0
29-Jun-18 16.79 313.8 0.0633312223 0.001084668
28-Jun-18 15.79 313.46 0.0676132522 0
27-Jun-18 14.79 313.46 0.045229682 -0.049977269
26-Jun-18 14.15 329.95 -0.0629139073 0.036568125
25-Jun-18 15.1 318.31 -0.0156453716 0
22-Jun-18 15.34 318.31 0.068989547 -0.049820896
21-Jun-18 14.35 335 0 0
20-Jun-18 14.35 335 -0.0590163934 0
19-Jun-18 15.25 335 -0.0615384615 0
14-Jun-18 16.25 335 -0.057424594 0
13-Jun-18 17.24 335 0 0
12-Jun-18 17.24 335 0 0
11-Jun-18 17.24 335 -0.0148571429 0
7-Jun-18 17.5 335 0.0294117647 0
6-Jun-18 17 335 0 0
5-Jun-18 17 335 0 0
4-Jun-18 17 335 0 0
1-Jun-18 17 335 0 0
31-May-18 17 335 0 0
30-May-18 17 335 -0.011627907 0
29-May-18 17.2 335 0.0584615385 0
28-May-18 16.25 335 0 0
25-May-18 16.25 335 0.0655737705 0
24-May-18 15.25 335 0.0701754386 0
23-May-18 14.25 335 -0.05 0
22-May-18 15 335 -0.0625 0
21-May-18 16 335 0 0
18-May-18 16 335 -0.0261716372 0
17-May-18 16.43 335 -0.0335294118 0
16-May-18 17 335 0 0.022120519
15-May-18 17 327.75 0 0
14-May-18 17 327.75 -0.0173410405 0
11-May-18 17.3 327.75 0.0613496933 0
10-May-18 16.3 327.75 -0.0578034682 0
9-May-18 17.3 327.75 -0.0546448087 0
8-May-18 18.3 327.75 -0.0493506494 -0.05
7-May-18 19.25 345 0.0547945205 0
4-May-18 18.25 345 0.0579710145 0
3-May-18 17.25 345 0.0615384615 0
2-May-18 16.25 345 0.0655737705 0
30-Apr-18 15.25 345 0.0701754386 0
27-Apr-18 14.25 345 0.0754716981 0
26-Apr-18 13.25 345 0 0
25-Apr-18 13.25 345 -0.044011544 -0.025396198
24-Apr-18 13.86 353.99 -0.0635135135 0
23-Apr-18 14.8 353.99 0 0
20-Apr-18 14.8 353.99 0.0385964912 0.040840929
19-Apr-18 14.25 340.1 -0.0206185567 -0.05
18-Apr-18 14.55 358 0.0400285919 0.046783626
17-Apr-18 13.99 342 0.0769822941 0
16-Apr-18 12.99 342 0.0825 -0.05
13-Apr-18 12 360 0.0909090909 0
12-Apr-18 11 360 -0.0178571429 0
11-Apr-18 11.2 360 0.0181818182 0
10-Apr-18 11 360 0.0426540284 0
9-Apr-18 10.55 360 0.0047619048 0
6-Apr-18 10.5 360 0 0
 5-Apr-18 10.5 360 0 0
4-Apr-18 10.5 360 0 0
3-Apr-18 10.5 360 -0.0410958904 0
2-Apr-18 10.95 360 -0.0214477212 0.028571429
30-Mar-18 11.19 350 0.0266055046 0
29-Mar-18 10.9 350 0 -0.014084507
28-Mar-18 10.9 355 0 0
27-Mar-18 10.9 355 -0.0259159964 0.014285714
26-Mar-18 11.19 350 0 0
22-Mar-18 11.19 350 -0.0008928571 0.030927835
21-Mar-18 11.2 339.5 0.0516431925 0
20-Mar-18 10.65 339.5 -0.0138888889 0
19-Mar-18 10.8 339.5 0 -0.001470588
16-Mar-18 10.8 340 -0.0181818182 0
15-Mar-18 11 340 0 0
14-Mar-18 11 340 0 0
13-Mar-18 11 340 0.0328638498 0
12-Mar-18 10.65 340 -0.0834767642 0
9-Mar-18 11.62 340 0 0
8-Mar-18 11.62 340 0.0573248408 0
7-Mar-18 10.99 340 0 0
6-Mar-18 10.99 340 -0.0834028357 0
5-Mar-18 11.99 340 0 0
2-Mar-18 11.99 340 0.0417028671 0
1-Mar-18 11.51 340 -0.0408333333 0.014925373
28-Feb-18 12 335 0.0041841004 0
27-Feb-18 11.95 335 0.0101437025 -2.98499E-05
26-Feb-18 11.83 335.01 0 0
23-Feb-18 11.83 335.01 0.0754545455 0.015181818
22-Feb-18 11 330 -0.0598290598 3.03039E-05
21-Feb-18 11.7 329.99 0 0.015353846
20-Feb-18 11.7 325 0.0636363636 -0.015151515
19-Feb-18 11 330 0 0.003771748
16-Feb-18 11 328.76 0.0476190476 -0.018626866
15-Feb-18 10.5 335 -0.0463215259 0
14-Feb-18 11.01 335 0 -0.020467836
13-Feb-18 11.01 342 -0.074789916 0
12-Feb-18 11.9 342 0 0
9-Feb-18 11.9 342 -0.0066777963 0.049079755
8-Feb-18 11.98 326 0 -0.038348083
7-Feb-18 11.98 339 0 0.049535604
6-Feb-18 11.98 323 -0.0408326661 -0.05
2-Feb-18 12.49 340 0.0504625736 0.008902077
1-Feb-18 11.89 337 0.0197255575 -0.048022599
31-Jan-18 11.66 354 -0.0201680672 0
30-Jan-18 11.9 354 -0.0739299611 0
29-Jan-18 12.85 354 -0.0115384615 0.04966642
26-Jan-18 13 337.25 -0.0714285714 0
25-Jan-18 14 337.25 0.0566037736 0
24-Jan-18 13.25 337.25 0 0
23-Jan-18 13.25 337.25 0.0287267081 0
22-Jan-18 12.88 337.25 0.0644628099 -0.05
19-Jan-18 12.1 355 0.0900900901 -0.011417432
18-Jan-18 11.1 359.1 0 0
17-Jan-18 11.1 359.1 -0.075 0
16-Jan-18 12 359.1 0 0
15-Jan-18 12 359.1 0.0025062657 -0.05
12-Jan-18 11.97 378 0 0
11-Jan-18 11.97 378 -0.0771010023 0.05
10-Jan-18 12.97 360 0.0835421888 0.043478261
9-Jan-18 11.97 345 0.06875 0
8-Jan-18 11.2 345 -0.0500424088 0
5-Jan-18 11.79 345 0 0.045486227
4-Jan-18 11.79 329.99 -0.0059021922 0
3-Jan-18 11.86 329.99 -0.0075313808 0.010658173
2-Jan-18 11.95 326.51 0 0
1-Jan-18 11.95 326.51 0 0

Mean -0.000591966 -0.000295

Standard Deviati 0.048928966 0.0193797
Correlation 0.008540743

0.0005

0
0.015 0.02 0.025
-0.0005
0.0005

0
0.015 0.02 0.025
-0.0005

-0.001

-0.0015

-0.002
 Wa Wb Portfolio rePortfolio VaPortfolio std
0 1 -0.000295 0.0003756 0.0193797336
0.1 0.9 -0.000324 0.0004034 0.0200842123
0.2 0.8 -0.000354 0.0004699 0.0216761127
0.3 0.7 -0.000384 0.000575 0.0239793434
0.4 0.6 -0.000414 0.0007188 0.0268112052
0.5 0.5 -0.000443 0.0009013 0.0300224801
0.6 0.4 -0.000473 0.0011225 0.0335042484
0.7 0.3 -0.000503 0.0013824 0.0371805969
0.8 0.2 -0.000532 0.0016809 0.0409992155
0.9 0.1 -0.000562 0.0020182 0.0449238392
1 0 -0.000592 0.002394 0.0489289664

0005

0
0.015 0.02 0.025 0.03 0.035 0.04
0005
0005

0
0.015 0.02 0.025 0.03 0.035 0.04
0005

0.001

0015

0.002