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ITC SBI % Return ITC % Return SBI

Jan-17 258.05 260.00


Feb-17 262.15 269.20 1.59% 3.54% 2.07%
Mar-17 280.45 292.60 6.98% 8.69% 7.41%
Apr-17 278.60 289.45 -0.66% -1.08% -0.76%
May-17 311.90 288.55 11.95% -0.31% 8.91%
Jun-17 323.85 273.60 3.83% -5.18% 1.59%
Jul-17 285.15 312.55 -11.95% 14.24% -5.45%
Aug-17 282.20 277.35 -1.03% -11.26% -3.57%
Sep-17 258.25 253.75 -8.49% -8.51% -8.49%
Oct-17 266.10 305.80 3.04% 20.51% 7.38%
Nov-17 255.65 320.45 -3.93% 4.79% -1.76%
Dec-17 263.10 309.50 2.91% -3.42% 1.34%
Jan-18 271.25 312.75 3.10% 1.05% 2.59%
Feb-18 265.10 268.75 -2.27% -14.07% -5.20%
Mar-18 255.90 250.10 -3.47% -6.94% -4.33%
Apr-18 281.45 246.30 9.98% -1.52% 7.13%
May-18 271.60 269.20 -3.50% 9.30% -0.32%
Jun-18 266.05 259.30 -2.04% -3.68% -2.45%
Jul-18 297.20 293.40 11.71% 13.15% 12.07%
Aug-18 319.15 308.85 7.39% 5.27% 6.86%
Sep-18 296.70 265.00 -7.03% -14.20% -8.81%
Oct-18 279.80 280.50 -5.70% 5.85% -2.83%
Nov-18 286.25 284.35 2.31% 1.37% 2.07%
Dec-18 281.65 295.65 -1.61% 3.97% -0.22%
Jan-19 278.75 293.35 -1.03% -0.78% -0.97%
Feb-19 276.15 269.75 -0.93% -8.04% -2.70%
Mar-19 296.70 320.80 7.44% 18.92% 10.29%
Apr-19 301.55 310.20 1.63% -3.30% 0.41%
May-19 278.65 352.55 -7.59% 13.65% -2.32%
Jun-19 273.95 360.90 -1.69% 2.37% -0.68%
Jul-19 270.05 332.05 -1.42% -7.99% -3.05%
5.34% S.D.p
Mean 0.32% 1.21%
Variance 0.35% 0.84%
S.D. 5.88% 9.14%
5.88% 9.14%
C.V. 18.52 7.53
Correlation 0.19

Portfolio 75% 25%


Rp 0.54%
S.D.p 5.34%
ITC SBI Rp S.D.p
0% 100% 1.21% 9.14%
10% 90% 1.12% 8.36%
20% 80% 1.03% 7.63%
30% 70% 0.94% 6.96%
40% 60% 0.85% 6.37%
50% 50% 0.77% 5.89%
60% 40% 0.68% 5.55%
70% 30% 0.59% 5.37%
80% 20% 0.50% 5.37%
90% 10% 0.41% 5.54%
100% 0% 0.32% 5.88%
0% 100% 1.21% 9.14%

Rf 1%
Sharpe Ratio 0.023

1.40%

1.20% 1.21%
1.12%
1.03%
1.00%
0.94%
0.85%
0.80%
0.77% Column K
0.68% 0.54%
0.60% 0.59% 1.21%
0.50%
0.40% 0.41%
0.32%

0.20%

0.00%
5.00% 5.50% 6.00% 6.50% 7.00% 7.50% 8.00% 8.50% 9.00% 9.50%
1.21%

Column K
0.54%
1.21%

00% 9.50%