SCOTIA CERRO VERDE

Periodo Rendimiento Rendimiento

Jun-14 0.1375 0.000408163265306
Jul-14 0.05634 -0.01030927835052
Aug-14 0.01993 -0.05982905982906
Sep-14 0.00163 -0.05302325581395
Oct-14 -0.13791 0.001463414634146
Nov-14 -0.08987 0.099771167048055
Dec-14
0.08333 -0.04
Jan-15 -0.04669 -0.0125
Feb-15 0.006 -0.13793103448276
Mar-15 -0.04573 -0.12820512820513
Apr-15 -0.04641 -0.05823529411765
May-15 0.04425 0.029411764705882
Jun-15 -0.0314 -0.05714285714286
Jul-15 0.01277 -0.12121212121212
Aug-15 -0.13655 -0.02097902097902
Sep-15 -0.03148 0.203377902885292
Oct-15 0.025 0.192982456140351
Nov-15 0 -0.0095
Dec-15 0.20488 -0.0995
Jan-16 0.00887 0.028888888888889
Feb-16 0.16699 0.051212938005391
Mar-16 0.01667 -0.06043956043956
Apr-16 -0.02857 0.1
May-16 0.08613 -0.03466666666667
Jun-16 -0.03288 0.125
Jul-16 0.17671 -0.0562962962963
Aug-16 0.02389 0.15
Sep-16 0.00984 0.043478260869565
Oct-16 -0.03704 -0.10416666666667
Nov-16 0.14192 0.093023255813954
Dec-16 0.01013 -0.05652173913043
Jan-17 0.13712 -0.02347417840376
Feb-17 0.10254 0.085714285714286
Mar-17 -0.101 0.075555555555556
Apr-17 -0.02587 0.008403361344538
May-17 0.11448 0.166666666666667
Jun-17 -0.02189 -0.01485319516408
Jul-17 -0.01685 0.018867924528302
Aug-17 -0.03742 -0.02684563758389
Sep-17 0.03293 0.01551724137931
Oct-17 -0.03924 -0.00990099009901
Nov-17 -0.00029 -0.02068965517241
Dec-17 -0.05 -0.00711743772242
Jan-18 0.02857 -0.11636363636364
Feb-18 -0.01667 0.069958847736626
Mar-18 -0.00833 -0.0752
Apr-18 0.00704 0.036363636363636
May-18 0.00559 -0.13
Jun-18 0 0.046228710462287
Jul-18 -0.07978 -0.03703703703704
Aug-18 0.02394 -0.00480769230769
Sep-18 0 0.159420289855073
Oct-18 -0.01389 0.007142857142857
Nov-18 -0.05882 -0.02277432712215
Dec-18 -0.01563 -0.12775330396476
Jan-19 0.15625 0.0755
Feb-19 0.00658 -0.06555090655509
Mar-19 0.03628 -0.04040404040404
Apr-19 0.00126 -0.06493506493507
May-19 -0.01887 0.028
 SCOTIA

Promedio historico (Men 1.1938000%

Promedio historico (Anu 15.3046592%
Desviación Estándar (Me 7.2443217%
Desviación Estándar (An 25.0950663%

SCOTIA

w 65.67%

Valores Obtenidos
E(Rp) 7.575%
Vp 0.003171122793
Vp 0.038053473516
Sp (Desv. Est. Port) 19.51%

Para el portafolio Scotiabank-Cerro Verde el riesgo del po

7.575%, con un rendimiento óptimo de 9.85% anual, invir
del capital en la empresa Scotiabank, y 34,33% del capital
Cerro Verde.
 CUADRO DE COVARIANZA
CERRO
SCOTIA
VERDE
0.0069875% SCOTIA 0.0052480196231
0.0838824% CERRO VERDE 0.0002528966818
8.2077453%
28.4324639%

CERRO Riesgo Rendimiento

Suma Rendimiento Mensual
VERDE Optimo Anual
34.33% 100% 7.575% 0.7863144% 9.85%

btenidos
Anual
Mensual
Anual
Anual

erro Verde el riesgo del portafolio es de

timo de 9.85% anual, invirtiendo 65.67%
bank, y 34,33% del capital en la empresa
ANZA
CERRO
VERDE
0.0002528967
0.0067367083
 FERREYCORP C.PACASMAYO
Periodo Rendimiento Rendimiento
Jun-14 0.1375 0.032258064516129
Jul-14 0.05634 0.006211180124224
Aug-14 0.01993 -0.05063291139241
Sep-14 0.00163 -0.00689655172414
Oct-14 -0.13791 -0.01398601398601
Nov-14 -0.08987 -0.02836879432624
Dec-14 0.08333 0.036231884057971
Jan-15 -0.04669 -0.00699300699301
Feb-15 0.006 -0.01438848920863
Mar-15 -0.04573 -0.05147058823529
Apr-15 -0.04641 -0.02325581395349
May-15 0.04425 0.09375
Jun-15 -0.0314 -0.10489510489511
Jul-15 0.01277 0.022727272727273
Aug-15 -0.13655 -0.08270676691729
Sep-15 -0.03148 0.111111111111111
Oct-15 0.025 0.130769230769231
Nov-15 0 0.186206896551724
Dec-15 0.20488 -0.02857142857143
Jan-16 0.00887 -0.08235294117647
Feb-16 0.16699 0.044871794871795
Mar-16 0.01667 0.01875
Apr-16 -0.02857 0.018518518518518
May-16 0.08613 0.018292682926829
Jun-16 -0.03288 0.036363636363636
Jul-16 0.17671 -0.01169590643275
Aug-16 0.02389 0.06508875739645
Sep-16 0.00984 0.021978021978022
Oct-16 -0.03704 0.096774193548387
Nov-16 0.14192 -0.08333333333333
Dec-16 0.01013 0.015544041450777
Jan-17 0.13712 -0.06217616580311
Feb-17 0.10254 -0.00552486187845
Mar-17 -0.101 0.037837837837838
Apr-17 -0.02587 0.097938144329897
May-17 0.11448 0.186915887850467
Jun-17 -0.02189 -0.02621722846442
Jul-17 -0.01685 -0.03409090909091
Aug-17 -0.03742 -0.00384615384615
Sep-17 0.03293 -0.02316602316602
Oct-17 -0.03924 0.01195219123506
Nov-17 -0.00029 0.039525691699605
Dec-17 -0.05 0.011406844106464
Jan-18 0.02857 -0.09961685823755
Feb-18 -0.01667 0
Mar-18 -0.00833 -0.02127659574468
Apr-18 0.00704 0.021739130434783
May-18 0.00559 -0.10970464135021
Jun-18 0 0.030837004405286
Jul-18 -0.07978 0.076271186440678
Aug-18 0.02394 0.028571428571429
Sep-18 0 -0.04651162790698
Oct-18 -0.01389 -0.00403225806452
Nov-18 -0.05882 0.004098360655738
Dec-18 -0.01563 -0.11065573770492
Jan-19 0.15625 0.071090047393365
Feb-19 0.00658 -0.06896551724138
Mar-19 0.03628 -0.04651162790698
Apr-19 0.00126 0.029268292682927
May-19 -0.01887 -0.00961538461538
 SCOTIA FERREYCORP
Promedio historico (Mensual) 1.1938000% 0.5690668%
Promedio historico (Anual) 15.3046592% 7.0466410%
Desviación Estándar (Mensual) 7.2443217% 6.4317996%
Desviación Estándar (Anual) 25.0950663% 22.2804075%

SCOTIA FEREYCORP

w 45.74% 54.26%

Valores Obtenidos
E(Rp) 6.803% Anual
Vp 0.0025077905477 Mensual
Vp 0.0300934865723 Anual
Sp (Desv. Est. Port) 17.35% Anual

Para el portafolio Scotiabank-Ferreycorp el riesgo del portafolio es de 6.803%, con un

rendimiento óptimo de 10.75% anual, invirtiendo 45.74% del capital en la empresa
Scotiabank, y 54.26% del capital en la empresa Ferreycorp

En el presente portafolio se presenta el maximo rendimiento, siendo este de 10.75%

incluso con un menor riesgo.

De elegir un portafolio, eligiriamos el portafolio SCOTIABANK-CERROVERDE, debido a que

nos presenta el menor riego con el maximo rendimiento.
 CUADRO DE COVARIANZAS
SCOTIA FERREYCORP
SCOTIA 0.005248019623051 0.0003865930716
FERREYCORP 0.000386593071602 0.00413680466003

Riesgo Rendimiento
Suma Rendimiento Mensual
Optimo Anual
100% 6.803% 0.8548159% 10.7540690%

s de 6.803%, con un
tal en la empresa

ndo este de 10.75%

ROVERDE, debido a que

 CERRO FERREYCORP
Periodo Rendimiento Rendimiento
Jun-14 0.000408163265306 0.03225806451613
Jul-14 -0.010309278350516 0.00621118012422
Aug-14 -0.05982905982906 -0.0506329113924
Sep-14 -0.053023255813954 -0.0068965517241
Oct-14 0.001463414634146 -0.013986013986
Nov-14 0.099771167048055 -0.0283687943262
Dec-14 -0.04 0.03623188405797
Jan-15 -0.0125 -0.006993006993
Feb-15 -0.137931034482759 -0.0143884892086
Mar-15 -0.128205128205128 -0.0514705882353
Apr-15 -0.058235294117647 -0.0232558139535
May-15 0.029411764705882 0.09375
Jun-15 -0.057142857142857 -0.1048951048951
Jul-15 -0.121212121212121 0.02272727272727
Aug-15 -0.020979020979021 -0.0827067669173
Sep-15 0.203377902885292 0.11111111111111
Oct-15 0.192982456140351 0.13076923076923
Nov-15 -0.0095 0.18620689655173
Dec-15 -0.0995 -0.0285714285714
Jan-16 0.028888888888889 -0.0823529411765
Feb-16 0.051212938005391 0.04487179487179
Mar-16 -0.060439560439561 0.01875
Apr-16 0.1 0.01851851851852
May-16 -0.034666666666667 0.01829268292683
Jun-16 0.125 0.03636363636364
Jul-16 -0.056296296296296 -0.0116959064327
Aug-16 0.15 0.06508875739645
Sep-16 0.043478260869565 0.02197802197802
Oct-16 -0.104166666666667 0.09677419354839
Nov-16 0.093023255813954 -0.0833333333333
Dec-16 -0.056521739130435 0.01554404145078
Jan-17 -0.023474178403756 -0.0621761658031
Feb-17 0.085714285714286 -0.0055248618785
Mar-17 0.075555555555556 0.03783783783784
Apr-17 0.008403361344538 0.0979381443299
May-17 0.166666666666667 0.18691588785047
Jun-17 -0.014853195164076 -0.0262172284644
Jul-17 0.018867924528302 -0.0340909090909
Aug-17 -0.026845637583893 -0.0038461538462
Sep-17 0.01551724137931 -0.023166023166
Oct-17 -0.00990099009901 0.01195219123506
Nov-17 -0.020689655172414 0.0395256916996
Dec-17 -0.00711743772242 0.01140684410646
Jan-18 -0.116363636363636 -0.0996168582375
Feb-18 0.069958847736626 0
Mar-18 -0.0752 -0.0212765957447
Apr-18 0.036363636363636 0.02173913043478
May-18 -0.13 -0.1097046413502
Jun-18 0.046228710462287 0.03083700440529
Jul-18 -0.037037037037037 0.07627118644068
Aug-18 -0.004807692307692 0.02857142857143
Sep-18 0.159420289855073 -0.046511627907
Oct-18 0.007142857142857 -0.0040322580645
Nov-18 -0.022774327122153 0.00409836065574
Dec-18 -0.127753303964758 -0.1106557377049
Jan-19 0.0755 0.07109004739336
Feb-19 -0.065550906555091 -0.0689655172414
Mar-19 -0.040404040404041 -0.046511627907
Apr-19 -0.064935064935065 0.02926829268293
May-19 0.028 -0.0096153846154
 CER VER FEREYCORP

Promedio historico ( 0.0069875% 0.5690668%

Promedio historico (A 0.0838824% 7.0466410%
Desviación Estándar 8.2699339% 6.4838424%
Desviación Estándar 28.6478914% 22.4606888%

CER VER FEREYCORP Suma

w 68.09% 31.91% 100%

Valores Obtenidos
E(Rp) 7.700% Anual
Vp 0.004651620188 Mensual
Vp 0.0558194422561 Anual
Sp (Desv. Est. Port) 23.63% Anual

Para el portafolio Cerro Verde-Ferreycorp el riesgo del portafolio es de 7.7%,

con un rendimiento óptimo de 2.26% anual, invirtiendo 68.09% del capital en
la empresa Scotiabank, y31.91% del capital en la empresa Ferreycorp

Como podemos observar, este portafolio es el que menor rendimiento anual

nos brinda, incluso teniendo un riesgo mayor
 CUADRO DE COVARIANZA
CERRO VERDE FERREYCORP
CERRO VERDE 0.006839180659491 0.00242296213472
FERREYCORP 0.002422962134719 0.00420402118831

Riesgo
Rendimiento Mensual Rendimiento Anual
Optimo
7.700% 0.1863662% 2.26%