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Clase - Portafolios Inversión2 Clase Markowitz - CAPM
Clase - Portafolios Inversión2 Clase Markowitz - CAPM
TLR 7.75%
SHARPE / (DESVEST) -59% -31% -50% -94% -51% -70%
TRAYNOR / (BETA) -9% -7% -14% -213% -1034% -239%
6 7 8 9 10 11 12
ETB GRUPO ARGOS CORFICOLOMBIANA CARTON ÉXITO GRUPO AVAL FABRICATO
-0.2% -0.5% 0.2% 0.0% 1.4% 0.0% 0.0%
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0.3% 1.1% 1.5% 0.0% 0.0% 4.6% 0.0%
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6.7% 1.5% 0.1% 0.0% -0.1% 0.0% 0.7%
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-0.9% -1.6% -1.1% 1.9% -1.8% 0.9% 2.2%
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0.7% -0.2% -0.1% 0.0% -0.6% 0.0% 0.0%
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-1.0% 0.3% -0.7% 0.0% 2.5% 0.4% 0.0%
0.7% -2.8% -1.6% 0.0% -3.5% -3.8% -1.4%
-1.4% -2.4% -2.2% 0.0% -1.8% -2.9% 0.0%
-0.7% 0.4% 0.3% 0.0% -1.2% 0.0% -0.7%
0.7% 1.1% 0.5% 0.0% 0.5% 1.2% 0.0%
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-0.2% 0.0% 0.6% 0.0% -0.4% 0.4% 0.0%
0.5% -0.5% 0.4% 0.0% 1.1% -1.2% 0.0%
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0.9% 1.0% 0.2% 0.0% -0.1% -0.4% 0.0%
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-1.2% -0.1% -0.5% 0.0% 0.0% -1.6% 0.0%
1.9% -1.1% -0.1% 0.0% -0.4% 0.0% 0.0%
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-0.5% -1.0% 0.8% 0.4% -0.1% -1.2% 1.4%
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-2.7% 0.8% -0.5% 0.0% 0.4% 1.2% 0.0%
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-0.3% -2.5% 0.1% 0.0% 2.3% -2.1% -0.7%
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1.7% 0.4% -2.5% 0.0% -0.5% -0.4% 0.0%
-2.3% 1.1% 0.4% -3.2% 2.1% 3.3% -2.0%
-0.2% 0.4% -0.7% 0.0% 2.1% -1.6% 0.0%
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1.2% 0.5% -0.1% 0.0% -1.0% -0.4% 2.0%
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0.8% -0.3% 1.0% 0.0% -1.0% -0.8% -3.8%
-0.8% -1.3% -0.8% 0.0% 1.7% 0.4% 6.1%
0.3% 1.1% -0.2% -0.1% 1.2% -0.4% 3.5%
-0.3% -1.6% -0.9% 0.1% 0.4% 1.7% 4.2%
-0.5% 0.0% 0.0% 0.0% 1.4% -0.8% 1.9%
0.0% -1.2% -0.1% 1.0% -0.4% 0.4% 0.0%
0.3% 1.7% 0.0% 0.0% -0.1% 0.4% 0.0%
0.8% 1.3% 0.7% 0.0% -0.9% 0.8% -0.6%
-0.7% -1.8% 1.4% 0.0% 0.5% -0.4% 0.0%
0.5% -2.5% 0.0% 0.0% -0.4% -0.4% -1.8%
0.0% 1.3% -1.4% 1.3% 1.9% -0.4% -3.0%
0.2% -2.8% -0.2% 3.0% 3.2% 1.7% 4.8%
-0.3% 2.4% 1.3% 1.8% 2.1% 0.9% -3.1%
-0.3% 0.2% 0.1% 0.0% 1.7% 0.9% 0.6%
0.0% -0.8% 0.2% 0.0% -1.2% -0.4% 1.8%
0.0% -0.2% 0.9% 0.0% -1.7% 0.9% 0.0%
1.5% -0.1% 0.4% 0.0% -1.2% 0.4% 0.0%
-1.5% -3.4% -1.5% 0.0% -1.4% -0.9% 0.6%
0.0% 3.5% -0.3% 0.0% 0.4% 0.4% 0.0%
0.8% 0.6% 0.3% 0.0% 0.1% -0.4% 0.0%
-0.8% 2.9% 1.0% -1.8% 0.0% 0.0% 0.0%
0.0% 0.7% 1.1% 0.0% 2.5% 2.6% -0.6%
-0.5% 0.2% -0.6% 0.0% 2.2% -0.4% 0.0%
0.5% -0.7% -2.3% 0.0% 1.8% -0.9% 0.6%
-0.2% 2.3% 0.5% 0.0% -4.0% 0.0% 0.0%
2.0% -3.5% 1.6% 0.0% -5.1% -0.9% 0.0%
1.4% 9.0% 2.3% 0.0% 1.0% 0.0% 0.0%
0.0% 0.4% 0.0% 0.0% 2.7% 1.3% 0.0%
1.0% 1.1% 0.0% 0.0% 0.5% -1.3% -5.4%
1.4% 0.1% 0.3% 0.0% -1.7% -0.9% 0.0%
-0.4% 1.5% -1.1% 0.0% 0.3% 0.0% 0.0%
-0.7% -1.3% -0.3% 0.0% 3.8% -1.3% 0.0%
0.0% -0.5% 0.0% 1.9% 0.7% 0.0% -4.6%
1.4% 0.1% 0.2% 0.0% -0.7% 0.0% 0.0%
0.0% -2.2% -0.3% 0.0% 0.0% 0.4% 0.0%
3.1% -0.6% 0.1% 0.0% 0.8% 0.9% 0.0%
-0.5% -1.1% -0.3% -3.2% -0.7% 0.0% -1.1%
-4.1% 1.1% 0.6% 3.2% 1.1% 1.3% 0.0%
-1.2% 0.2% 0.5% 0.0% 3.1% 1.8% 2.2%
0.3% 1.4% -1.1% 0.0% 1.7% 0.4% 0.0%
0.2% 0.7% 0.0% 0.1% -0.1% 0.4% -6.1%
0.0% -0.8% -0.3% 0.0% 0.8% 2.3% -1.6%
1.0% 0.3% -0.2% 0.1% 4.2% -1.4% 4.3%
2.5% 0.8% 1.4% 0.1% -0.7% -0.5% 1.1%
3.1% -1.3% -1.7% 0.0% -0.6% -0.5% 1.1%
0.2% 0.1% -0.5% 0.0% -0.7% 1.4% -1.1%
0.6% 0.3% 1.4% 1.8% 0.3% 0.5% 0.0%
1.3% -0.1% 1.8% -1.8% 1.8% 0.5% 3.4%
0.0% 4.7% 1.1% 0.0% 1.2% 3.8% -2.8%
-0.9% -0.7% -0.9% 0.0% 0.1% -1.4% -1.7%
0.0% -0.7% -0.2% 0.0% -0.4% 0.5% 3.9%
0.0% -1.0% 0.5% 0.0% -1.0% 0.0% 2.3%
-0.7% -0.2% -0.6% 0.0% -0.6% 1.0% 0.0%
-0.9% 0.8% -0.2% 0.0% -0.6% 0.0% 0.6%
0.0% 1.7% 1.1% 0.0% 0.1% -0.5% -2.3%
-0.2% 0.6% 0.1% 0.0% -0.1% 0.0% 0.6%
0.0% 0.0% 0.2% 0.0% 0.7% 0.5% 0.0%
1.1% 1.4% 0.3% 0.0% 0.6% 0.0% 1.7%
0.6% 1.0% 0.7% 0.0% -1.2% 1.0% 0.0%
-1.5% -0.4% -1.3% 0.0% -0.9% -0.5% 4.2%
-0.2% -0.2% -0.8% 0.0% 1.2% -2.4% 1.9%
0.6% 1.8% 1.8% 0.0% 0.3% 0.0% 0.0%
-0.7% 1.1% -0.7% 0.0% 0.6% 0.0% 1.3%
0.0% 1.4% 0.7% -2.2% 0.1% 1.4% 5.2%
1.5% 0.8% 1.5% 0.0% -0.1% 2.4% 0.0%
1.3% 0.1% -1.0% 0.0% 1.6% 0.0% -1.3%
0.2% 1.8% 1.0% 0.0% -0.9% 4.0% -2.0%
1.9% 1.8% -1.3% 0.0% 2.7% -1.0% -2.5%
0.0% 1.3% -0.8% 0.0% 0.0% -0.5% 0.0%
-1.9% 0.8% 2.4% 0.0% 2.0% 1.3% 0.0%
0.0% -2.8% -0.9% 0.0% 0.0% -2.3% 0.0%
-2.2% -4.9% -2.3% 0.0% 0.2% 0.0% -0.6%
0.2% 2.5% 3.2% 0.0% 1.3% 1.5% 11.2%
0.0% 1.8% 0.1% 0.0% 2.6% 0.0% 0.0%
2.1% 0.0% -1.1% 0.0% -2.4% -1.5% -5.4%
2.5% -0.6% -0.3% 0.0% 0.0% -2.4% 0.0%
-4.4% -3.8% -5.1% 0.0% -1.3% 1.5% 0.0%
-0.6% 0.0% 0.0% 0.0% -1.7% -2.4% 0.0%
4.3% 2.5% 1.0% 0.0% -0.2% -0.5% 0.7%
0.2% -2.5% -1.2% 0.0% -3.8% -3.7% 0.0%
-1.5% 0.0% 1.3% 0.0% 2.2% 0.0% 0.0%
0.8% -1.2% 0.5% 0.0% 0.0% 0.0% 0.0%
0.8% 1.7% 0.8% 0.0% 0.8% -4.0% 0.0%
1.6% 0.7% 0.1% 0.0% -0.5% 6.4% 6.2%
-0.2% 1.5% 0.1% 0.0% 3.2% -0.5% -2.8%
0.4% -1.4% 1.2% 0.0% 0.3% -8.9% 0.0%
-1.0% -0.1% 0.6% 0.0% 0.9% 0.0% 2.1%
-0.6% 0.0% 1.0% 0.0% -1.4% 0.0% 0.0%
4.7% 0.1% 1.0% 0.0% -6.5% 7.5% 7.3%
0.2% 2.3% -1.9% 0.0% 0.7% 5.2% 1.5%
1.6% 1.4% 0.5% 0.0% 0.1% 1.5% 0.0%
-1.0% 2.5% -0.7% 0.0% 1.3% 0.0% 4.7%
0.0% 0.8% -2.5% 0.0% 0.6% -2.4% -6.3%
-1.0% 3.4% 4.9% 4.4% 5.8% 0.5% 3.1%
-0.6% 4.3% -3.1% 0.0% 5.8% -6.1% -1.6%
-0.4% -3.7% 1.6% 0.0% -0.5% 0.0% 0.0%
1.4% -0.4% 0.0% 0.0% 0.5% 1.8% 0.0%
-0.6% -3.6% -0.5% 0.0% 6.7% 0.0% 0.0%
-1.2% -1.3% -2.2% 0.0% 0.2% 0.0% 3.1%
-1.6% -3.5% -2.7% 0.0% 4.8% -1.8% 0.0%
1.0% 8.1% 4.6% 0.0% 1.5% 3.2% 0.0%
1.0% -1.9% -2.0% 0.0% 0.8% -1.4% 0.0%
1.0% 0.0% -0.1% 0.0% 1.6% -0.5% 0.0%
0.2% -5.2% 0.0% -2.2% -4.5% -3.2% 0.0%
1.6% -5.4% -0.4% 0.0% -1.9% 1.8% 0.0%
-20.7% 2.1% 2.9% 0.0% -3.1% -0.5% -10.5%
-0.3% 1.5% 0.2% 0.0% 4.6% 0.0% 0.0%
0.0% -0.3% 0.6% -1.1% -6.0% -1.3% 0.0%
-0.5% 1.1% -0.5% 0.0% 7.0% 0.0% 0.0%
-1.2% -5.5% -2.2% 0.0% -5.9% -1.8% 0.0%
-1.3% -3.0% -2.2% -9.3% -10.4% -0.9% -3.5%
-0.2% -3.4% -1.0% 0.0% -3.3% -0.9% 0.0%
0.6% -0.6% -0.2% 0.0% 0.6% -0.4% 0.0%
1.3% -1.2% -0.1% 0.0% -1.1% 0.4% 0.0%
-1.0% -0.3% 0.8% 0.0% -0.9% -1.7% 0.0%
1.3% -0.4% 0.4% 0.0% -1.4% 1.3% 0.0%
0.8% 0.2% -0.9% 0.0% 0.6% 0.9% 0.0%
0.8% 0.6% 1.4% 0.0% -0.3% -0.9% 0.0%
0.0% 0.6% 0.4% 0.0% 0.3% 1.3% 0.7%
-2.3% 0.1% -0.7% 0.0% -2.7% -2.6% -1.4%
-0.2% -0.4% -0.9% 0.0% -1.2% -2.5% 0.0%
-0.8% -0.4% -0.3% 0.0% 0.7% 0.4% -2.7%
1.6% 0.1% 0.6% 9.3% -0.9% 0.0% -3.3%
-2.3% 1.1% 0.1% 0.0% -1.5% 0.0% 0.0%
2.6% 0.3% 1.2% 0.0% -3.6% 1.3% 0.0%
0.2% 0.5% 0.8% 0.0% 1.6% -0.8% -3.8%
1.3% 0.9% 0.0% 0.0% -2.1% 1.7% 7.1%
-1.0% -1.0% 0.3% 0.0% -0.8% 0.4% 4.8%
0.0% 2.1% 0.8% 0.0% 0.7% -1.3% 0.0%
0.3% -0.8% 0.0% -0.1% 2.2% 0.0% -1.4%
1.3% -0.7% 0.2% -7.3% -4.3% -1.3% 0.0%
1.4% -5.0% -1.6% 0.0% -1.6% 3.4% 0.0%
1.2% 2.2% 0.0% 0.0% -0.4% -2.5% 0.0%
0.9% -0.2% 0.0% 0.0% 0.5% 0.4% 0.0%
0.4% -0.1% 1.4% 0.0% -0.4% 0.8% 0.0%
0.4% 0.3% -0.2% 0.0% 7.2% 0.0% 0.0%
-0.5% 0.8% 0.2% 0.0% 7.3% 0.0% 0.0%
-0.4% 0.8% 0.7% 0.0% 5.7% 3.4% 0.0%
0.2% -1.0% -0.1% 0.0% -5.3% -1.7% 0.0%
-0.4% 0.0% -0.1% 6.3% -2.8% -1.7% 0.0%
0.7% 1.7% 0.7% 0.0% 1.2% 0.0% 0.0%
-0.4% -1.8% 0.0% 0.0% 0.6% 3.4% -2.0%
-0.7% 0.1% -0.8% 0.0% -4.4% -2.2% -1.3%
1.6% 0.6% 0.5% 0.0% -4.5% 2.2% 0.0%
-1.4% 0.6% 3.0% -6.1% -3.3% 0.4% 0.0%
-1.2% -0.1% 0.5% 8.3% -2.7% 0.4% -5.8%
-0.3% 0.8% -2.2% 0.0% -3.3% -2.6% 0.0%
0.5% -0.8% -0.2% 0.0% 0.6% 0.4% 0.0%
-0.2% -2.5% -1.2% 0.0% -4.2% -3.4% 0.0%
1.2% 1.3% -0.4% 0.0% 1.0% -0.4% 7.8%
0.5% 0.2% 0.6% 0.0% -0.6% -1.7% 0.0%
1.4% -1.8% 0.0% 0.0% 0.0% 1.7% 0.0%
0.5% -0.2% 0.7% 0.0% -0.4% -0.4% 0.0%
-1.8% -0.7% 0.6% 0.0% 0.4% 0.4% 0.0%
-0.2% 1.5% 1.6% 0.0% -3.1% 3.4% -2.7%
-0.2% -0.7% 0.8% 0.0% 1.6% -1.3% 0.0%
0.2% -0.5% 0.0% 0.0% -2.2% 1.3% 0.7%
0.0% 1.7% 0.3% 0.0% 2.1% 0.0% 0.0%
0.4% 3.9% -0.1% 0.0% -0.9% 0.0% 0.0%
-0.4% 5.5% -0.8% 0.0% 3.6% 0.9% 4.8%
2.5% 1.0% 1.6% 0.0% -3.0% 0.0% -4.8%
-0.7% -3.4% -1.9% 0.0% -2.3% 3.1% 0.0%
-0.4% 3.0% 2.9% 0.0% 7.3% -1.3% 0.0%
0.4% 0.4% 2.6% 0.0% 3.9% 1.8% 0.0%
2.0% 5.3% 0.9% 0.0% 3.3% 7.0% -3.3%
0.5% 2.5% -0.4% -7.5% -3.9% -2.9% 0.0%
-0.7% -3.8% 1.3% 0.0% -1.3% -5.5% 0.0%
-1.8% -4.5% -3.8% 0.0% -8.2% 0.0% 0.0%
-2.3% -4.9% -2.9% 0.0% -7.3% -2.2% -1.3%
-0.2% 0.0% -0.7% 0.0% -4.1% 0.0% -5.0%
-0.9% -1.2% -0.5% 0.0% -5.0% -2.6% -3.6%
-1.0% 1.5% 0.5% 0.0% -2.9% 0.4% 0.0%
4.4% 0.8% 0.8% 0.0% -0.2% -1.7% 0.0%
0.9% 0.2% -2.9% 0.0% 0.4% 0.0% 0.0%
-0.2% 1.8% 3.1% 0.0% 1.0% -0.4% 0.0%
2.0% 1.2% -0.8% 0.0% -2.5% -1.7% 0.0%
0.6% -1.9% -0.5% 0.0% 4.5% 0.8% 0.0%
-0.4% 0.1% -0.3% 0.0% 0.0% -0.8% 2.4%
-2.7% -1.7% -1.5% 0.0% 2.8% -0.4% -5.2%
-0.5% 0.0% -0.2% 0.0% 0.3% 0.0% -3.9%
0.0% -2.4% -0.6% 0.0% -12.0% 0.0% 2.2%
2.2% 0.6% 0.1% 0.0% -1.4% 0.0% 12.5%
8.5% 1.0% 2.1% 0.0% -5.4% -3.2% 3.9%
-0.2% 1.2% 0.5% 0.0% 3.7% 5.3% 0.0%
0.4% -0.2% 0.1% 0.0% 0.3% -2.1% 0.7%
0.0% -0.2% -0.3% 0.0% -1.4% -0.8% 0.7%
0.2% 0.1% -0.5% 0.0% 0.1% 0.0% 0.0%
0.0% -0.1% -0.3% 0.0% -1.1% 0.0% 0.0%
-0.8% 0.6% -0.1% 0.0% 3.9% -0.4% 0.0%
-1.0% 0.8% 0.5% 0.0% -2.6% -0.8% 0.0%
0.0% -0.6% -0.4% 0.0% -2.1% -2.0% 0.0%
0.0% 0.6% 0.2% 0.0% -0.9% 0.0% 0.0%
0.0% -0.2% 0.6% 0.0% 2.3% 0.0% 4.1%
-0.2% 0.2% 1.5% 0.0% 1.3% 0.4% 0.0%
0.0% 0.2% 0.4% 0.0% 0.0% 3.2% 0.0%
0.2% -0.4% 0.6% 0.0% 0.9% 0.0% 0.0%
1.8% 0.0% -0.3% 0.0% 0.1% 0.0% 2.8%
0.0% -0.5% -0.6% 0.0% -1.6% -1.2% 0.0%
-2.0% -1.4% -0.3% 0.0% -1.6% -0.4% -2.8%
-0.8% 2.6% 0.2% 0.0% -0.7% -0.8% 2.8%
0.0% -0.5% 0.2% 0.0% -1.5% -0.4% 0.0%
-0.4% 0.2% 0.6% 0.0% 0.9% -1.2% 0.0%
0.0% -1.8% -1.4% -2.0% 0.4% 0.8% 0.0%
0.4% -1.2% 0.7% 0.0% 2.4% 0.8% -6.9%
1.8% 0.6% -0.2% 0.0% 0.8% 0.8% 0.0%
0.2% -1.6% -0.8% 0.0% -0.3% -0.4% 0.0%
3.4% 0.3% 1.2% 0.0% -0.6% 0.4% -1.3%
0.0% 1.2% 1.1% 0.0% 2.8% 2.0% -4.5%
-2.0% 0.7% 0.6% 0.0% 0.4% -1.2% 0.0%
0.0% -1.5% -1.9% 0.0% -1.0% -0.8% 0.0%
0.2% 0.7% 0.8% 0.0% -3.4% 1.6% 0.0%
-2.0% -0.9% 0.0% 0.0% -0.9% 0.0% 0.0%
0.0% -0.5% -1.6% 0.0% -1.9% 0.0% 0.0%
-1.6% 1.0% -1.7% 0.0% 0.8% 0.4% 0.0%
-0.2% 1.2% 1.9% 0.0% 0.0% -0.8% 0.0%
1.8% -0.6% -0.3% 0.0% -0.3% 0.8% 0.0%
0.0% 0.0% -0.9% 0.0% 1.0% -4.8% -3.7%
-1.6% 1.5% -0.1% 0.0% -0.4% 0.0% 1.8%
0.0% 1.6% -0.7% 0.0% -0.1% 0.0% -10.0%
-2.5% 1.3% 0.9% 0.0% 0.2% 0.0% 0.0%
0.9% 0.4% 0.9% 0.0% 1.6% 0.0% 0.0%
0.4% 0.2% 0.2% 0.0% -0.2% 2.0% 0.0%
2.1% -1.6% -0.8% 0.0% -0.4% 0.4% 2.3%
1.8% -2.2% -0.2% 0.0% -0.3% -1.2% 9.0%
0.8% 1.0% -1.2% 0.0% -0.3% -0.8% -2.5%
2.4% -0.6% -0.4% 0.0% -1.7% -0.4% -3.6%
0.0% -1.2% 0.1% 0.0% -0.5% 0.4% 10.5%
1.4% 0.0% -0.1% 0.0% -0.1% 0.0% 0.0%
0.4% -0.5% -0.1% 0.0% 0.3% 0.0% 0.0%
-1.5% -0.9% 0.1% 0.0% -3.3% 0.4% 2.0%
0.0% 2.2% -0.1% 0.0% 0.8% 3.2% 0.0%
0.0% 0.4% -0.2% 0.0% -1.4% 0.4% 0.0%
0.0% 0.1% 0.2% 0.0% -0.3% 0.0% 0.0%
0.0% -3.5% 0.1% 0.0% -1.6% 0.4% -3.3%
0.2% -0.2% -0.3% 0.0% 0.3% 0.0% 2.0%
0.0% -2.3% -0.2% 0.0% -0.5% 0.0% -2.0%
-1.2% -0.9% 0.3% 0.0% -1.8% 0.0% -1.3%
1.6% -2.5% -2.2% -1.0% -3.5% -0.4% 0.0%
2.3% -2.4% 0.3% 0.0% -0.8% 1.2% -1.9%
-0.8% 1.3% 1.3% 0.0% 1.0% 0.8% 0.0%
0.0% -0.2% -1.3% 0.0% 1.5% 0.0% 1.3%
0.2% 0.2% 2.1% 0.0% -1.4% -0.8% 3.2%
0.0% -0.2% -0.7% 2.9% -1.7% 0.0% 2.0%
1.1% 3.0% 1.1% 0.0% 2.9% 2.5% 6.2%
TLR 7.75%
SHARPE -59% -31% -50% -94%
TRAYNOR 0.09 0.07 0.14 2.13
4 5 6 7 8 9 10
PROMIGAS ENKA ETB GRUPO ARGOS CORFICOLOMBIANA CARTON ÉXITO
0.00% 2.79% -0.16% -0.49% 0.21% 0.00% 1.36%
0.00% -0.94% -0.32% 1.57% -0.14% 0.00% -1.76%
0.00% 0.00% -0.32% -0.69% 0.35% 0.00% -0.27%
0.00% 2.84% 0.79% 0.00% -0.64% 0.00% -1.33%
0.00% -1.90% -0.48% -0.10% 0.21% 0.95% -0.66%
0.00% 0.00% -0.79% 0.10% 0.71% 0.00% 0.00%
1.16% 1.90% 0.00% 0.20% 0.71% -0.95% 0.00%
0.00% 0.00% 0.00% -0.39% 0.14% 0.00% -0.26%
0.00% 0.00% 0.00% 0.79% 0.43% 0.00% -0.13%
0.00% 0.00% 0.00% -0.39% 0.65% 0.00% 0.26%
0.00% 0.00% 0.00% -0.20% 0.00% 0.00% -0.39%
0.00% 0.00% -0.16% -0.10% -1.66% 0.00% -0.26%
0.00% 0.00% -0.16% -0.29% -0.64% 0.00% 0.52%
0.00% 0.00% 0.00% 1.28% 0.71% 0.00% -0.26%
0.00% 0.00% 1.42% -0.20% 0.00% 0.00% 0.26%
0.00% 0.97% -1.26% 0.10% -0.57% 0.00% -0.26%
0.78% 0.00% 0.00% -0.10% -0.14% 0.95% -0.52%
0.00% 0.98% -0.31% 0.59% -0.21% 0.19% 0.78%
-1.94% -0.98% 1.89% 0.90% -0.35% -2.08% 0.39%
0.00% 0.98% -1.73% -0.10% 1.28% 0.00% 0.13%
0.00% 0.00% -0.78% -0.10% 0.57% 0.94% -0.52%
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0.00% 0.00% 0.31% 1.00% 0.28% 0.00% 0.66%
1.94% 0.00% 0.93% 0.30% 0.07% -0.19% 0.40%
-1.94% 0.00% 0.62% -0.50% 0.29% 0.00% 0.00%
0.39% -3.85% -1.24% -0.70% 0.72% 0.00% 0.00%
0.39% 0.00% 1.09% 2.01% -1.22% 0.00% 0.26%
0.00% 0.00% 0.00% 0.51% 0.21% 0.00% 0.53%
0.00% 0.00% -0.47% -1.62% -0.43% -2.42% -1.98%
0.00% 0.00% 0.62% 0.30% 3.10% 1.67% 0.00%
1.37% 0.00% 0.00% 0.00% 2.37% -2.77% 0.79%
0.00% 0.00% 0.78% 0.71% 1.89% -1.80% -0.13%
1.78% 0.00% -0.16% -0.81% -2.71% 5.51% -1.82%
0.00% 0.00% 0.31% 0.40% -2.49% 0.00% 0.13%
0.00% 0.95% -0.94% -0.10% -3.84% -5.86% 0.52%
0.00% 0.00% 0.00% 0.30% 0.28% 0.00% 0.26%
0.00% 0.00% 0.00% -0.40% -0.97% 0.00% -0.52%
0.00% 0.00% 0.00% 0.61% -1.58% 0.00% -0.65%
0.00% 0.00% -0.47% -0.61% 3.19% 0.00% -1.02%
0.00% 0.00% 0.00% 0.10% -2.36% 7.77% -1.27%
1.21% 0.00% 0.00% 0.30% -0.62% 0.00% -0.13%
0.00% 0.00% -0.77% 1.12% 2.84% 0.00% 1.26%
-2.99% -4.65% 0.46% -0.92% 0.56% 0.00% -0.51%
1.19% 0.00% 1.25% 0.51% -1.05% 0.00% 0.13%
0.00% 0.00% -0.94% -0.20% 1.05% 0.00% 0.00%
0.60% 0.00% -0.16% 0.20% -4.15% 0.00% -0.38%
0.00% 0.00% -0.16% 1.13% -1.68% 0.00% 0.89%
0.00% -4.45% -0.62% 0.83% 6.83% 0.00% 0.64%
0.00% 0.00% -0.77% -1.65% -15.87% 0.00% -1.65%
-1.98% 0.00% 0.15% 1.96% -3.35% 0.00% 0.76%
0.00% 0.00% 0.61% -0.10% -1.29% 0.00% -0.89%
0.00% 0.00% 0.31% -1.34% -0.98% 0.00% 0.89%
0.00% 0.00% -0.15% -2.03% -0.46% 0.00% -0.13%
-1.94% 0.00% 0.00% -0.20% 0.17% 0.00% 0.51%
0.00% 0.00% 1.40% 0.20% 0.29% 0.00% 0.38%
0.00% 0.00% 0.31% 0.50% 0.12% 0.00% 0.51%
0.00% 0.00% 0.63% 1.53% 0.00% 0.00% 0.13%
0.00% 0.00% -0.79% 0.72% 0.69% 0.00% -0.51%
1.75% 0.00% -1.25% -0.31% -0.98% 0.00% 0.00%
0.00% 0.00% 0.78% -0.92% -0.57% 0.00% 0.13%
0.00% 0.00% -0.31% -0.41% -2.32% -0.38% 1.16%
0.00% 0.00% -1.85% 0.41% -1.55% 0.38% 2.23%
0.00% 0.00% 1.54% -0.91% 0.66% 0.00% 0.00%
0.00% 0.00% 0.47% 2.15% 2.01% 0.00% 2.28%
0.00% 0.87% 0.94% -0.62% -0.28% 0.00% 0.68%
0.00% 0.00% -0.16% 0.21% -0.79% 0.00% -0.82%
0.00% 0.00% -0.16% -0.31% -1.83% 0.00% -0.41%
0.00% 0.00% -0.16% 0.21% -0.87% 0.00% -0.54%
0.00% 0.00% 1.58% 0.72% -0.05% 0.00% -0.40%
0.00% 0.00% -0.63% -1.44% -1.08% 0.00% 0.54%
-6.62% 0.00% 0.32% 0.51% -0.11% 0.00% -0.40%
4.88% 0.00% 2.73% -0.10% 0.11% 2.53% 0.00%
0.00% 0.00% 1.15% -0.82% -0.70% 0.00% 0.00%
0.00% 0.00% 0.66% -0.30% 0.21% 0.40% -0.80%
0.00% -2.60% -0.33% 0.30% 0.05% 0.00% -1.06%
0.00% 0.00% 1.16% -0.10% 0.75% 0.00% 0.13%
0.00% 0.00% 0.67% 2.99% 1.08% 0.00% 0.53%
0.00% 0.00% -1.01% 0.63% -0.11% 0.00% 0.66%
0.00% 0.00% 0.00% -1.46% -0.98% 0.00% 0.67%
0.00% 0.00% 0.67% -1.13% -0.05% 0.00% -1.20%
0.00% 0.00% -0.17% 3.66% 1.25% 0.00% 0.53%
0.00% 0.00% -0.50% -1.58% -1.03% 0.00% 0.27%
0.00% 0.00% 2.19% 1.05% 1.63% 0.00% 0.00%
0.00% 0.00% -0.34% 0.00% -0.55% 0.00% 0.67%
0.00% 0.00% -0.17% 0.53% -1.03% 0.00% 0.27%
0.00% 0.00% -0.51% 0.85% 0.11% 0.00% 0.00%
0.00% 0.00% 0.68% -0.11% 0.11% 0.00% 0.81%
0.00% 0.00% -0.51% 1.08% 0.33% 0.00% 0.41%
0.00% 0.00% 0.00% -1.29% -0.22% 0.80% 0.69%
0.00% -1.69% -1.01% 0.00% 0.71% -1.78% 0.00%
0.00% 0.00% 0.00% -0.85% -1.03% 0.00% -0.96%
0.00% 0.00% -0.33% 2.47% -0.27% -1.94% 0.82%
0.00% 2.55% -0.50% -0.43% 0.54% 0.00% -0.27%
0.00% 0.00% -0.50% 1.31% 1.09% 0.00% -0.55%
0.00% 0.00% 2.00% -1.74% 1.27% 0.00% 0.14%
0.00% 0.00% -1.01% 0.11% -0.11% 0.00% 0.82%
0.00% 0.00% 0.33% 1.08% 1.45% 0.00% 0.00%
0.00% -5.04% -0.17% 0.22% 0.90% 0.00% 1.80%
-0.19% 0.00% 6.73% 1.54% 0.06% 0.00% -0.14%
0.00% 0.00% -0.89% -0.99% 1.49% -1.90% 1.98%
0.00% 0.00% -0.88% -1.63% -1.15% 1.90% -1.84%
0.00% 0.00% -1.22% 0.87% -0.51% 0.00% 0.00%
0.00% 0.00% -0.17% -3.01% -0.51% 0.00% -0.70%
0.00% 0.00% 0.17% 0.85% -0.06% 0.00% 0.14%
4.11% 2.49% -0.17% -1.38% -0.06% 0.00% 1.12%
0.00% 0.00% -0.35% 0.00% -1.06% 0.00% -1.26%
0.00% -0.84% 0.17% 1.06% -0.44% 0.00% -0.14%
0.00% 0.00% 0.00% 0.32% 0.44% 0.00% 0.70%
0.00% 0.00% 0.69% -0.21% -0.06% 0.00% -0.56%
0.00% 0.00% -0.35% 2.81% 0.28% 0.00% 0.00%
0.00% 0.00% -1.03% 0.33% -0.67% 0.00% 2.54%
0.00% 0.00% 0.69% -2.82% -1.60% 0.00% -3.50%
-1.98% 0.00% -1.37% -2.43% -2.16% 0.00% -1.77%
-3.85% 0.00% -0.68% 0.42% 0.27% 0.00% -1.21%
0.00% 0.00% 0.68% 1.05% 0.48% 0.00% 0.54%
0.00% 0.00% -0.85% -0.11% -0.75% 0.00% 0.54%
0.00% 0.00% 0.17% -2.51% -0.64% 0.00% -2.01%
0.00% 3.39% -0.17% 0.00% 0.59% 0.00% -0.40%
0.00% 0.00% 0.51% -0.51% 0.43% 0.00% 1.06%
0.00% 0.00% 0.17% 1.65% -0.32% 0.00% 0.27%
0.00% 0.87% 0.85% 1.05% 0.21% 0.00% -0.13%
0.00% 0.00% -1.19% 1.06% 0.11% 0.00% 0.67%
0.00% -4.26% 0.68% 0.00% 0.00% 0.00% -0.40%
0.00% 0.00% -1.19% -0.11% -0.54% 0.00% 0.00%
0.00% 0.00% 1.87% -1.06% -0.05% 0.00% -0.40%
0.00% 0.00% -1.53% 0.74% 0.21% 0.00% 0.67%
0.00% 0.00% 0.00% -1.16% -0.16% 0.00% 1.22%
0.00% 0.00% 0.17% 0.42% 0.21% 0.00% 1.51%
0.00% 0.00% 0.00% 1.81% -0.43% 0.00% 0.28%
0.00% 0.00% -0.17% -2.54% -0.69% 0.00% 0.28%
0.00% 0.00% 0.00% -0.83% -0.21% 0.00% -1.51%
0.00% 0.00% -1.18% -0.52% 0.11% 0.00% 0.55%
-3.70% 0.00% 0.00% 1.14% 0.05% 0.00% -0.68%
0.00% 0.00% 0.34% 1.05% 0.21% 0.00% -0.41%
0.00% 0.00% 0.34% 0.95% -0.11% 0.00% 0.41%
0.00% 0.00% 1.02% 0.96% -0.11% 0.00% -0.14%
0.00% 0.00% -1.52% 1.84% 0.05% -0.38% -0.41%
0.00% 0.00% 2.37% -0.87% 1.22% 0.00% 0.41%
0.00% 0.00% -0.51% -0.97% 0.79% 0.38% -0.14%
-3.57% 0.00% -0.34% -2.75% 0.05% 0.00% -0.81%
3.57% 0.00% -1.02% 0.52% -1.42% 0.00% -0.13%
0.00% 0.00% 0.68% -0.10% 0.73% -0.77% 0.27%
0.00% 0.00% 1.02% -2.38% -0.21% -1.14% -0.67%
0.00% 0.00% -2.70% 0.82% -0.52% 0.00% 0.40%
0.00% 0.00% 0.17% -0.72% -0.05% -0.19% 0.00%
0.00% 0.00% 0.17% 2.07% 0.21% 0.00% 0.00%
0.00% 0.00% 0.34% 0.10% -0.57% -6.03% 1.08%
0.00% 0.00% 0.34% -0.42% 0.10% 0.00% -2.82%
-3.57% 0.00% -0.67% -0.21% 0.26% 0.00% -0.66%
0.00% 0.00% -0.33% -2.47% 0.05% 0.00% 2.26%
0.00% 0.00% -0.66% -1.01% 0.63% 0.00% 1.08%
7.28% 0.00% 0.66% 2.03% 0.42% 0.00% 0.96%
1.90% 0.00% 0.00% -1.93% -0.21% 0.00% -0.27%
0.00% 0.00% 0.00% -1.10% 0.11% 0.00% -1.50%
0.00% 0.00% -0.66% -1.87% -0.47% 0.00% -0.81%
0.00% 0.00% -0.17% -0.10% -0.78% 0.00% -0.13%
0.00% 0.84% -0.17% 0.59% -0.31% 0.00% 0.54%
0.00% 0.00% 0.00% 0.79% 0.05% 0.00% 0.27%
3.92% 0.00% 0.00% 1.00% 0.73% 0.00% 2.04%
0.00% 0.00% -0.66% 1.01% 0.84% -2.80% 0.14%
0.00% 2.55% 1.65% 0.40% -2.49% 0.00% -0.55%
6.19% -2.55% -2.31% 1.12% 0.41% -3.22% 2.08%
2.15% 0.00% -0.16% 0.41% -0.67% 0.00% 2.12%
0.00% 0.00% 0.49% -1.13% 0.46% 0.00% -1.14%
2.20% 0.00% 0.16% -0.31% 0.46% 0.00% 0.42%
0.00% 0.00% -0.16% 0.51% 1.25% -0.17% 1.00%
0.00% 0.00% 0.16% 1.13% 0.42% 0.00% 0.29%
0.00% 0.00% 1.15% 0.83% -0.31% 0.00% 0.43%
0.00% 0.00% -0.33% -1.24% 0.47% 1.01% -0.43%
0.00% 0.00% -0.66% -0.21% 0.00% 0.00% -0.29%
0.00% 0.00% 0.33% 0.82% -0.42% 0.00% -0.14%
0.00% 0.84% 0.99% 0.52% -0.63% 0.00% 0.00%
0.00% 0.00% 0.17% 2.21% 0.10% 5.72% 1.15%
0.00% 0.00% -0.99% -0.95% 0.10% 0.00% -1.29%
0.00% 0.00% 1.16% 0.53% -0.10% 0.00% -1.00%
0.00% 0.00% -0.33% 0.00% -0.10% 0.00% -0.28%
0.00% 0.00% 0.00% 0.53% 0.05% -6.72% 0.14%
0.00% 0.00% 0.33% 1.07% 0.84% 0.00% 0.71%
0.00% 0.00% 0.67% -0.54% 0.16% 0.00% 0.28%
0.00% -0.84% 0.00% 1.08% 0.26% 0.00% 0.29%
0.00% 0.00% -1.17% -0.97% -1.31% 0.17% 0.57%
0.00% 0.84% 0.50% 0.32% 0.26% 0.00% -0.72%
0.00% 0.00% 0.00% 0.65% -0.21% 0.00% 0.00%
-8.72% 0.00% 0.00% -2.77% 0.52% 0.00% 0.14%
0.00% 0.00% -0.33% -0.31% 0.58% 0.00% -2.54%
0.00% 0.00% 1.00% 0.95% -0.11% -0.17% 1.69%
0.00% 0.00% 0.17% 0.00% 0.00% 0.00% -2.66%
0.00% 0.00% 0.00% -1.26% 0.05% 0.00% -0.55%
0.00% 0.00% 0.00% 0.52% 0.00% 0.00% 0.41%
0.00% 0.00% -0.17% -2.39% -1.36% 0.00% 0.00%
0.00% -1.68% -0.67% 0.10% 0.42% 0.00% 0.28%
0.00% 0.00% 0.17% -0.10% -1.19% 0.00% -0.14%
-0.81% 0.00% 0.67% 2.18% 0.78% 8.70% 0.83%
0.00% 0.00% 0.84% 1.16% 0.21% 2.02% 1.97%
0.81% 4.26% 1.02% 0.32% -0.21% 7.51% 0.57%
0.00% 0.00% -0.85% 0.32% 1.47% 0.00% 0.29%
0.00% 0.00% 0.00% 0.86% 0.90% 0.00% 1.15%
0.00% 0.00% -1.18% -0.11% -0.05% 0.00% -0.43%
-0.81% 0.00% 2.03% 0.00% -0.58% 0.00% 0.29%
0.00% 0.00% -0.51% 0.54% 0.42% 0.00% -1.29%
0.00% 0.00% 0.00% 0.00% -0.27% 0.00% -2.12%
0.00% 0.00% 0.00% 0.00% -1.00% -9.17% 0.70%
0.00% 0.00% -0.85% 0.54% 0.53% -0.36% -1.40%
0.00% 0.00% 0.85% 0.87% -0.11% 0.00% 0.28%
0.00% 0.00% 0.34% -0.76% 0.53% 0.00% 0.84%
0.00% -0.87% -0.34% -1.40% 0.26% 7.55% -1.67%
0.00% 0.00% -1.69% -0.11% -0.53% 0.00% -2.05%
0.00% 0.00% -0.17% -0.64% 0.00% 0.00% 0.54%
-1.01% 0.00% -0.33% 0.53% 0.00% 0.00% -0.68%
0.00% 0.00% 0.00% 2.60% -0.79% 0.00% -1.74%
0.00% 0.00% 0.00% 1.66% 1.11% 0.00% 1.74%
0.00% 0.00% 0.17% -1.11% -0.58% 0.00% 2.32%
0.00% 0.00% 0.33% 0.22% -0.52% 1.98% 1.25%
2.02% -3.39% -0.67% -0.55% 0.52% 0.00% -1.39%
0.00% 0.00% 0.00% -0.66% -1.05% 0.00% -2.59%
0.00% 0.00% 0.00% -0.33% 0.94% -1.98% -1.60%
0.00% -2.47% 0.50% -1.41% 0.11% 0.00% -1.32%
-2.02% 0.00% 0.17% -0.54% -0.42% 0.00% 0.13%
0.00% 0.00% -0.67% 3.26% -1.77% 0.00% 1.45%
0.00% 3.31% 1.17% 1.78% 1.92% 0.00% 0.40%
0.00% -3.31% -0.84% -0.78% -0.58% 0.00% -0.27%
0.00% -3.98% -0.17% 0.56% -0.68% 0.00% -1.06%
0.00% 0.00% 1.17% 3.08% -0.83% 0.00% 0.00%
0.00% 0.00% -0.84% -1.27% 1.71% 0.00% -0.79%
0.00% 2.37% -1.16% -0.23% 1.95% 4.20% 1.31%
0.00% 0.00% -0.82% -0.91% -1.59% 0.82% -0.26%
0.00% 0.00% 0.33% -1.68% -1.04% 0.00% -0.13%
0.00% 0.00% 0.00% 0.00% 1.78% 0.00% -0.53%
0.00% 0.00% 0.49% 1.23% 0.05% 0.00% -0.52%
0.00% 0.00% 0.83% 0.45% 0.00% 0.00% 0.92%
0.00% 0.00% 0.00% -1.68% 0.21% 0.00% -1.44%
0.00% 0.00% 0.84% -3.71% -1.32% 0.00% -0.90%
0.00% 0.00% -1.00% -0.75% -0.63% 0.00% -1.40%
0.00% 0.00% -0.17% 0.64% 0.31% 0.00% -0.25%
0.00% 0.00% 0.17% 0.75% -1.40% 0.00% -0.50%
0.00% 0.00% 0.84% 2.51% -0.15% 0.00% 0.50%
0.00% 0.00% 1.69% 0.55% 2.97% 0.00% -0.50%
0.00% 0.00% 0.17% 4.55% 0.74% 0.00% 1.90%
0.00% 6.61% 0.00% -1.96% -0.74% 0.00% 1.94%
0.00% -2.53% -1.69% -2.59% -0.84% 0.00% -1.30%
0.00% -3.28% -0.50% -1.00% -1.46% 0.00% -1.79%
0.00% 0.00% -1.49% -4.62% -0.31% 0.00% -3.49%
0.00% 0.81% -0.49% 1.27% 0.57% 0.00% 1.98%
0.00% 0.82% 1.65% -2.52% -0.52% 0.00% -4.16%
0.00% 1.65% 0.84% -0.31% 0.98% 0.00% -0.95%
0.00% -1.65% -0.84% -1.34% -0.78% 0.00% 1.67%
1.82% 0.82% 0.33% 1.13% -0.17% -0.10% 1.21%
0.00% 0.00% -0.33% -1.64% -0.91% 0.10% 0.37%
0.00% 0.00% -0.50% 0.00% 0.00% 0.00% 1.36%
0.20% 0.00% 0.00% -1.21% -0.05% 1.04% -0.37%
0.00% 0.00% 0.33% 1.72% 0.00% 0.00% -0.12%
0.00% 0.83% 0.84% 1.34% 0.71% 0.00% -0.86%
0.00% 0.00% -0.67% -1.84% 1.38% 0.00% 0.49%
0.00% 0.00% 0.50% -2.51% 0.00% 0.00% -0.37%
0.00% 0.00% 0.00% 1.30% -1.43% 1.26% 1.86%
0.00% 0.00% 0.17% -2.77% -0.15% 3.00% 3.17%
2.48% 0.84% -0.34% 2.37% 1.27% 1.75% 2.09%
0.00% 3.42% -0.33% 0.20% 0.10% 0.00% 1.73%
0.00% 0.87% 0.00% -0.80% 0.21% 0.00% -1.20%
0.00% 0.00% 0.00% -0.20% 0.93% 0.00% -1.71%
0.00% 0.00% 1.51% -0.10% 0.42% 0.00% -1.17%
0.00% 2.67% -1.51% -3.41% -1.45% 0.00% -1.41%
0.00% 1.82% 0.00% 3.51% -0.26% 0.00% 0.38%
0.00% 0.00% 0.84% 0.60% 0.31% 0.00% 0.13%
1.48% 0.00% -0.84% 2.93% 0.98% -1.75% 0.00%
0.00% 0.00% 0.00% 0.72% 1.10% 0.00% 2.45%
0.00% 0.00% -0.50% 0.21% -0.58% 0.00% 2.25%
0.00% 0.00% 0.50% -0.72% -2.32% 0.00% 1.75%
0.00% 0.00% -0.17% 2.29% 0.51% 0.00% -4.00%
0.00% 0.00% 2.02% -3.52% 1.60% 0.00% -5.10%
0.00% 0.00% 1.37% 9.03% 2.32% 0.00% 1.00%
0.00% -1.82% 0.00% 0.45% 0.00% 0.00% 2.67%
0.00% -1.79% 1.04% 1.12% 0.00% 0.00% 0.52%
0.00% 0.00% 1.40% 0.11% 0.32% 0.00% -1.67%
0.00% 0.00% -0.35% 1.48% -1.06% 0.00% 0.26%
0.00% 0.00% -0.70% -1.26% -0.32% 0.00% 3.77%
0.00% 0.00% 0.00% -0.45% 0.00% 1.87% 0.67%
0.00% 3.60% 1.41% 0.11% 0.21% 0.00% -0.67%
0.00% 0.00% 0.00% -2.23% -0.32% 0.00% 0.00%
0.00% -3.60% 3.06% -0.55% 0.11% 0.00% 0.80%
0.00% 8.30% -0.55% -1.09% -0.26% -3.16% -0.67%
0.00% 0.00% -4.09% 1.09% 0.58% 3.16% 1.07%
0.00% 0.00% -1.21% 0.22% 0.53% 0.00% 3.14%
0.00% 0.00% 0.34% 1.44% -1.11% 0.00% 1.68%
0.00% 0.00% 0.17% 0.67% 0.00% 0.11% -0.14%
1.28% 0.00% 0.00% -0.78% -0.26% 0.00% 0.85%
0.00% 0.00% 1.04% 0.34% -0.21% 0.11% 4.20%
0.00% 0.00% 2.48% 0.79% 1.42% 0.11% -0.74%
0.00% 0.00% 3.09% -1.35% -1.74% 0.00% -0.59%
0.00% 0.00% 0.19% 0.11% -0.52% 0.00% -0.73%
0.00% 0.00% 0.56% 0.34% 1.36% 1.79% 0.29%
0.00% 0.00% 1.31% -0.11% 1.81% -1.79% 1.76%
-0.64% 0.00% 0.00% 4.69% 1.08% 0.00% 1.19%
0.00% 0.00% -0.94% -0.70% -0.92% 0.00% 0.15%
-1.06% 3.92% 0.00% -0.70% -0.16% 0.00% -0.45%
-1.47% 0.00% 0.00% -1.03% 0.48% 0.00% -1.04%
0.00% -3.92% -0.74% -0.23% -0.59% 0.00% -0.59%
0.00% 0.00% -0.92% 0.80% -0.16% 0.00% -0.59%
0.00% 0.00% 0.00% 1.74% 1.08% 0.00% 0.15%
0.00% 0.00% -0.18% 0.59% 0.05% 0.00% -0.15%
1.47% 0.97% 0.00% 0.00% 0.22% 0.00% 0.73%
0.00% 0.00% 1.11% 1.42% 0.27% 0.00% 0.59%
0.00% 0.00% 0.56% 0.96% 0.71% 0.00% -1.18%
-1.47% 0.00% -1.48% -0.36% -1.25% 0.00% -0.87%
0.00% 0.00% -0.18% -0.24% -0.81% 0.00% 1.17%
0.00% -0.97% 0.55% 1.81% 1.79% 0.00% 0.29%
0.00% 0.00% -0.74% 1.10% -0.71% 0.00% 0.59%
0.00% 0.00% 0.00% 1.37% 0.65% -2.20% 0.15%
0.00% 0.00% 1.48% 0.75% 1.48% 0.00% -0.15%
2.11% 0.00% 1.31% 0.13% -1.05% 0.00% 1.64%
0.00% 1.94% 0.19% 1.78% 0.99% 0.00% -0.90%
0.00% 0.00% 1.90% 1.81% -1.26% 0.00% 2.72%
0.00% 0.00% 0.00% 1.32% -0.82% 0.00% 0.00%
-6.19% 0.00% -1.90% 0.80% 2.41% 0.00% 2.01%
0.00% -2.90% 0.00% -2.77% -0.94% 0.00% 0.00%
0.00% 1.92% -2.24% -4.94% -2.28% 0.00% 0.16%
0.00% -1.92% 0.18% 2.50% 3.22% 0.00% 1.26%
0.00% -3.74% 0.00% 1.79% 0.06% 0.00% 2.57%
0.00% 0.00% 2.05% 0.00% -1.10% 0.00% -2.41%
0.00% 0.00% 2.48% -0.64% -0.27% 0.00% 0.00%
0.00% 0.00% -4.35% -3.77% -5.07% 0.00% -1.26%
0.00% 0.00% -0.55% 0.00% 0.00% 0.00% -1.71%
0.00% 0.00% 4.33% 2.50% 0.99% 0.00% -0.15%
0.00% 0.00% 0.19% -2.50% -1.20% 0.00% -3.77%
-1.98% 0.92% -1.53% 0.00% 1.26% 0.00% 2.25%
0.00% 2.82% 0.76% -1.23% 0.53% 0.00% 0.00%
0.00% 0.00% 0.77% 1.72% 0.80% 0.00% 0.76%
0.00% 0.00% 1.55% 0.75% 0.05% 0.00% -0.46%
0.00% 0.00% -0.20% 1.51% 0.11% 0.00% 3.24%
-0.98% 0.00% 0.39% -1.39% 1.18% 0.00% 0.31%
0.00% 0.00% -0.98% -0.13% 0.60% 0.00% 0.95%
0.00% 0.00% -0.58% 0.00% 1.04% 0.00% -1.42%
0.00% 0.00% 4.74% 0.13% 1.05% 0.00% -6.52%
0.00% 0.00% 0.20% 2.28% -1.87% 0.00% 0.74%
0.00% 0.00% 1.64% 1.42% 0.55% 0.00% 0.15%
0.00% 0.00% -1.03% 2.50% -0.66% 0.00% 1.34%
0.00% 0.00% 0.00% 0.80% -2.47% 0.00% 0.60%
0.00% 0.00% -1.02% 3.41% 4.90% 4.45% 5.75%
0.00% 0.00% -0.60% 4.26% -3.08% 0.00% 5.76%
0.00% 0.00% -0.40% -3.70% 1.58% 0.00% -0.51%
0.00% 0.00% 1.41% -0.42% 0.00% 0.00% 0.51%
0.00% 0.00% -0.61% -3.55% -0.55% 0.00% 6.66%
0.00% -3.74% -1.20% -1.33% -2.16% 0.00% 0.18%
-0.19% 0.00% -1.58% -3.51% -2.74% 0.00% 4.83%
0.00% 0.00% 0.99% 8.12% 4.58% 0.00% 1.54%
0.00% -0.91% 1.00% -1.92% -2.05% 0.00% 0.78%
0.00% 0.00% 1.01% 0.00% -0.05% 0.00% 1.57%
0.00% -0.90% 0.20% -5.17% 0.00% -2.25% -4.45%
0.00% 0.90% 1.63% -5.41% -0.43% 0.00% -1.88%
0.00% -0.90% -20.74% 2.10% 2.86% 0.00% -3.11%
0.00% 0.00% -0.33% 1.51% 0.22% 0.00% 4.61%
-0.77% 0.00% 0.00% -0.25% 0.60% -1.10% -6.04%
0.00% 0.00% -0.50% 1.15% -0.55% 0.00% 6.99%
0.00% 0.00% -1.15% -5.48% -2.17% 0.00% -5.92%
0.00% -1.79% -1.30% -2.99% -2.17% -9.33% -10.39%
0.00% 0.00% -0.16% -3.35% -0.99% 0.00% -3.34%
0.77% 0.00% 0.65% -0.57% -0.21% 0.00% 0.63%
-0.77% 0.00% 1.31% -1.24% -0.05% 0.00% -1.10%
0.00% -1.75% -0.98% -0.33% 0.78% 0.00% -0.93%
0.00% 0.00% 1.31% -0.44% 0.42% 0.00% -1.38%
0.00% 0.00% 0.83% 0.22% -0.94% 0.00% 0.61%
0.00% 1.75% 0.84% 0.56% 1.36% 0.00% -0.31%
0.00% 0.00% 0.00% 0.56% 0.37% 0.00% 0.31%
0.00% 0.00% -2.33% 0.11% -0.74% 0.00% -2.72%
0.00% 0.00% -0.16% -0.45% -0.94% 0.00% -1.19%
0.00% 0.00% -0.82% -0.45% -0.26% 0.00% 0.74%
-0.38% -1.75% 1.64% 0.11% 0.63% 9.33% -0.89%
-0.57% 0.00% -2.29% 1.12% 0.05% 0.00% -1.46%
0.00% 0.00% 2.62% 0.34% 1.18% 0.00% -3.56%
0.00% 0.00% 0.17% 0.45% 0.77% 0.00% 1.55%
0.00% 0.00% 1.34% 0.91% 0.00% 0.00% -2.11%
0.00% 1.75% -1.01% -1.03% 0.26% 0.00% -0.83%
0.00% 0.00% 0.00% 2.07% 0.78% 0.00% 0.69%
0.00% 0.00% 0.33% -0.81% 0.00% -0.11% 2.25%
0.00% 0.00% 1.35% -0.69% 0.16% -7.30% -4.31%
0.00% 0.00% 1.37% -5.01% -1.56% 0.00% -1.62%
0.00% 0.00% 1.21% 2.20% 0.00% 0.00% -0.40%
0.00% 0.00% 0.87% -0.22% 0.00% 0.00% 0.53%
0.00% 0.00% 0.35% -0.11% 1.40% 0.00% -0.40%
0.00% 0.00% 0.35% 0.33% -0.21% 0.00% 7.20%
0.00% 0.00% -0.53% 0.78% 0.21% 0.00% 7.29%
0.00% 0.00% -0.35% 0.79% 0.68% 0.00% 5.72%
0.00% -1.75% 0.18% -1.01% -0.05% 0.00% -5.25%
0.00% 0.00% -0.35% 0.00% -0.05% 6.32% -2.75%
0.00% 0.00% 0.70% 1.69% 0.74% 0.00% 1.21%
0.00% 0.00% -0.35% -1.80% 0.00% 0.00% 0.61%
0.00% 1.75% -0.70% 0.11% -0.79% 0.00% -4.36%
8.96% 0.00% 1.58% 0.56% 0.53% 0.00% -4.46%
0.00% 0.00% -1.41% 0.56% 2.95% -6.11% -3.32%
0.00% 0.00% -1.21% -0.11% 0.49% 8.31% -2.68%
0.00% 0.00% -0.34% 0.79% -2.17% 0.00% -3.26%
0.00% 0.00% 0.52% -0.79% -0.21% 0.00% 0.64%
0.00% 0.89% -0.17% -2.45% -1.17% 0.00% -4.17%
0.00% 0.00% 1.21% 1.33% -0.42% 0.00% 1.00%
0.00% 0.00% 0.52% 0.22% 0.63% 0.00% -0.62%
0.00% -1.77% 1.41% -1.77% 0.00% 0.00% 0.00%
0.00% 0.00% 0.54% -0.22% 0.69% 0.00% -0.37%
0.00% 0.00% -1.77% -0.66% 0.64% 0.00% 0.37%
0.00% 0.00% -0.18% 1.54% 1.57% 0.00% -3.06%
0.00% 1.77% -0.18% -0.66% 0.77% 0.00% 1.58%
0.00% 0.00% 0.18% -0.55% 0.00% 0.00% -2.18%
0.00% 0.00% 0.00% 1.65% 0.33% 0.00% 2.06%
0.00% 0.00% 0.35% 3.85% -0.06% 0.00% -0.85%
0.00% 0.00% -0.35% 5.46% -0.77% 0.00% 3.58%
0.00% 0.00% 2.49% 0.98% 1.60% 0.00% -2.97%
0.00% 0.00% -0.72% -3.39% -1.93% 0.00% -2.29%
0.00% 0.00% -0.36% 3.02% 2.93% 0.00% 7.29%
0.00% 0.00% 0.36% 0.37% 2.62% 0.00% 3.92%
0.00% 0.00% 1.98% 5.31% 0.93% 0.00% 3.25%
-8.00% 0.00% 0.55% 2.50% -0.41% -7.49% -3.92%
0.00% 0.00% -0.73% -3.79% 1.28% 0.00% -1.32%
0.00% -6.06% -1.80% -4.51% -3.80% 0.00% -8.15%
-1.90% 0.00% -2.29% -4.90% -2.89% 0.00% -7.32%
0.00% 4.29% -0.17% 0.00% -0.66% 0.00% -4.06%
0.00% 0.00% -0.87% -1.16% -0.54% 0.00% -5.03%
0.00% 0.00% -1.03% 1.51% 0.54% 0.00% -2.92%
0.00% 0.00% 4.37% 0.82% 0.77% 0.00% -0.20%
0.00% 0.00% 0.90% 0.24% -2.87% 0.00% 0.40%
0.00% 1.77% -0.18% 1.79% 3.14% 0.00% 1.00%
0.00% -6.90% 2.00% 1.21% -0.82% 0.00% -2.48%
0.00% 0.00% 0.55% -1.93% -0.54% 0.00% 4.51%
0.00% 0.00% -0.37% 0.12% -0.33% 0.00% 0.00%
0.00% 0.00% -2.72% -1.66% -1.50% 0.00% 2.81%
0.00% 0.00% -0.54% 0.00% -0.16% 0.00% 0.32%
0.00% 0.00% 0.00% -2.44% -0.64% 0.00% -11.95%
0.00% 0.00% 2.16% 0.58% 0.05% 0.00% -1.40%
0.00% 0.00% 8.54% 1.05% 2.09% 0.00% -5.41%
0.00% -4.08% -0.20% 1.18% 0.49% 0.00% 3.66%
0.00% 0.00% 0.40% -0.24% 0.11% 0.00% 0.27%
0.00% 0.00% 0.00% -0.24% -0.33% 0.00% -1.36%
0.00% 0.00% 0.20% 0.12% -0.54% 0.00% 0.09%
0.00% 0.00% 0.00% -0.12% -0.27% 0.00% -1.08%
0.00% 0.00% -0.79% 0.59% -0.11% 0.00% 3.91%
0.00% 3.25% -0.98% 0.83% 0.54% 0.00% -2.56%
0.00% 0.00% 0.00% -0.59% -0.43% 0.00% -2.06%
0.00% 0.83% 0.00% 0.59% 0.22% 0.00% -0.88%
0.00% 0.00% 0.00% -0.24% 0.59% 0.00% 2.31%
0.00% 0.00% -0.20% 0.24% 1.53% 0.00% 1.26%
0.00% 0.00% 0.00% 0.24% 0.44% 0.00% 0.00%
0.00% 0.00% 0.20% -0.36% 0.61% 0.00% 0.91%
0.00% 0.00% 1.77% 0.00% -0.28% 0.00% 0.09%
0.00% 0.00% 0.00% -0.48% -0.55% 0.00% -1.64%
0.00% 0.00% -1.97% -1.41% -0.28% 0.00% -1.61%
0.00% 0.00% -0.78% 2.61% 0.17% 0.00% -0.71%
0.00% 0.00% 0.00% -0.48% 0.22% 0.00% -1.49%
0.00% 0.00% -0.39% 0.24% 0.61% 0.00% 0.87%
0.00% 0.00% 0.00% -1.78% -1.38% -2.04% 0.35%
0.00% 5.13% 0.39% -1.17% 0.66% 0.00% 2.41%
0.00% 0.00% 1.76% 0.58% -0.22% 0.00% 0.81%
0.00% -5.13% 0.20% -1.62% -0.82% 0.00% -0.27%
0.00% 0.00% 3.41% 0.35% 1.21% 0.00% -0.63%
0.00% 0.00% 0.00% 1.16% 1.06% 0.00% 2.83%
0.00% 0.00% -2.02% 0.70% 0.62% 0.00% 0.37%
0.00% 0.00% 0.00% -1.52% -1.95% 0.00% -1.02%
-0.75% 0.00% 0.20% 0.70% 0.83% 0.00% -3.35%
0.00% 0.00% -1.98% -0.93% 0.00% 0.00% -0.89%
0.00% 0.00% 0.00% -0.46% -1.60% 0.00% -1.92%
0.00% -2.47% -1.56% 1.04% -1.68% 0.00% 0.78%
0.00% 0.00% -0.19% 1.17% 1.90% 0.00% 0.00%
0.00% 0.00% 1.75% -0.59% -0.27% 0.00% -0.35%
0.00% -1.61% 0.00% 0.00% -0.92% 0.00% 0.96%
0.00% 0.00% -1.56% 1.53% -0.05% 0.00% -0.44%
0.75% 0.00% 0.00% 1.56% -0.70% 0.00% -0.09%
0.00% 0.00% -2.48% 1.34% 0.86% 0.00% 0.17%
0.00% -2.37% 0.95% 0.37% 0.87% 0.00% 1.59%
0.00% 0.00% 0.38% 0.25% 0.16% 0.00% -0.18%
0.00% 0.00% 2.13% -1.59% -0.82% 0.00% -0.44%
0.00% 2.37% 1.77% -2.16% -0.22% 0.00% -0.26%
0.00% 1.61% 0.80% 0.95% -1.24% 0.00% -0.26%
0.00% 3.31% 2.43% -0.60% -0.37% 0.00% -1.66%
0.00% 0.00% 0.00% -1.18% 0.05% 0.00% -0.52%
-0.38% 0.00% 1.45% 0.00% -0.05% 0.00% -0.09%
0.00% 0.00% 0.42% -0.47% -0.05% 0.00% 0.34%
0.00% -0.84% -1.45% -0.93% 0.05% 0.00% -3.31%
-0.38% 0.00% 0.00% 2.23% -0.05% 0.00% 0.75%
0.00% 0.00% 0.00% 0.36% -0.21% 0.00% -1.42%
0.00% -1.65% 0.00% 0.12% 0.16% 0.00% -0.33%
0.00% 0.00% 0.00% -3.51% 0.05% 0.00% -1.56%
0.00% 1.65% 0.21% -0.23% -0.27% 0.00% 0.33%
0.00% -2.47% 0.00% -2.27% -0.21% 0.00% -0.49%
0.00% 0.00% -1.23% -0.89% 0.32% 0.00% -1.85%
0.00% 0.00% 1.65% -2.52% -2.16% -1.01% -3.52%
0.00% 0.00% 2.31% -2.36% 0.26% 0.00% -0.77%
0.00% 0.00% -0.85% 1.28% 1.31% 0.00% 1.00%
0.00% 1.64% 0.00% -0.21% -1.31% 0.00% 1.48%
0.00% -2.45% 0.21% 0.21% 2.11% 0.00% -1.40%
0.00% 0.00% 0.00% -0.21% -0.69% 2.94% -1.68%
0.00% 0.00% 1.06% 3.04% 1.12% 0.00% 2.93%
TLR 7%
SHARPE 0.54 0.35 0.03 0.01 0.09
TRAYNOR 0.08 0.52 0.01 0.03 0.06
5 6 7
EEB ISA MINEROS
0.000% -0.520% -0.393%
0.000% 0.173% 0.196%
0.272% 0.870% 0.591%
0.546% 0.175% 1.193%
0.000% -0.698% 0.000%
-0.546% -1.382% -1.980%
0.000% 0.000% 0.000%
0.000% -0.342% 1.980%
-0.272% 0.858% 0.200%
0.000% -0.344% 0.805%
-0.271% 0.172% 0.405%
0.543% 0.864% 0.815%
0.273% -0.519% 0.205%
0.274% 0.519% 0.617%
0.274% -0.173% -0.821%
-0.548% -0.519% -0.204%
0.548% 0.000% 0.614%
0.000% 0.692% -0.205%
0.000% -0.347% 1.445%
0.828% 0.173% -1.854%
-0.552% -0.173% 2.062%
-0.823% -0.861% 0.209%
1.099% 0.688% 0.418%
-0.551% -0.860% -0.209%
0.000% 1.727% 0.000%
0.551% 0.875% 0.419%
-0.276% 0.352% 0.000%
0.830% 0.886% 0.000%
-1.105% -1.413% 0.000%
0.000% 0.351% -2.490%
0.275% 0.176% 1.861%
0.830% -0.703% 0.000%
-0.830% 0.703% -0.209%
-0.275% 0.000% 3.390%
0.000% 0.177% 0.000%
0.275% -0.529% -1.709%
0.552% -0.526% -1.263%
-0.828% 2.120% -0.209%
0.551% -0.178% -2.270%
-0.551% -0.356% -0.813%
0.275% 2.518% 1.427%
-0.275% 1.653% -2.234%
0.275% 0.185% 2.439%
0.000% 0.186% 0.000%
-0.823% -0.741% 1.242%
0.000% 0.370% 1.469%
0.823% 0.930% 6.327%
0.000% 0.939% 1.589%
-0.823% -1.312% 0.000%
1.376% 1.690% 0.920%
-0.552% -0.378% 0.928%
0.552% 0.758% 3.318%
-0.828% -0.946% -2.381%
0.000% -1.310% 0.708%
-0.548% 1.122% 0.000%
0.274% 0.944% 0.000%
0.825% 0.571% 2.885%
0.554% -0.760% -1.453%
-1.105% 0.570% -0.957%
-0.548% -0.190% -2.353%
-0.545% 1.147% 0.466%
0.000% 1.355% 3.084%
0.272% 0.587% 0.000%
0.000% 0.590% -0.959%
0.000% 0.000% 0.000%
0.000% 0.000% 0.239%
0.000% -0.197% 4.402%
-0.543% 0.791% 3.563%
0.000% 0.199% -1.797%
0.000% -0.595% 2.577%
0.816% 0.198% 0.000%
-0.545% -0.198% 0.000%
0.272% -0.197% 0.000%
-0.814% -0.394% 0.000%
0.271% 0.394% -0.261%
1.639% 0.593% 0.784%
0.276% 1.198% -0.524%
0.000% 0.302% -1.297%
0.000% -0.502% 1.036%
0.000% 0.000% 0.261%
1.111% 0.704% 0.000%
-1.111% 0.709% 0.261%
1.391% 0.203% 0.525%
0.000% -0.305% -1.047%
-0.837% -0.506% 1.047%
0.000% -0.805% 0.000%
0.557% 0.100% -2.083%
-2.210% -0.100% -0.514%
1.653% 0.201% 0.000%
0.000% -0.100% -0.512%
-0.830% -0.899% -0.509%
0.276% 0.000% 0.000%
-0.551% -1.186% 0.000%
-0.274% -0.783% 0.000%
0.274% 0.587% -1.010%
0.275% 0.393% -0.501%
0.552% 0.592% 0.000%
0.000% 0.995% 0.000%
0.000% 1.005% 0.000%
-1.102% 0.000% 0.000%
0.274% -0.504% 1.511%
0.000% 0.101% 0.000%
-1.364% 0.000% 0.000%
0.000% -0.502% 0.000%
-0.271% 0.401% 0.000%
0.000% 0.000% -0.253%
0.271% 0.201% 0.000%
0.543% -0.201% 1.788%
0.273% 1.315% -3.046%
-0.273% 0.818% -2.469%
0.546% -0.614% -1.693%
-0.546% -1.418% 1.206%
-1.084% -2.973% -1.923%
-0.269% 0.784% 0.238%
1.626% 0.592% 1.200%
-1.087% -0.985% 0.242%
-1.609% 0.393% -1.681%
-0.795% 0.989% 0.000%
-0.264% 0.698% 0.000%
0.264% -0.100% 0.000%
1.328% 0.000% 0.000%
0.000% 0.300% 0.000%
0.000% 0.100% 0.238%
0.805% 0.604% -0.238%
0.000% -0.403% 0.000%
-0.538% 0.101% -0.238%
0.268% 0.000% -2.115%
0.810% 0.000% 0.000%
0.000% 0.303% 0.000%
-0.271% 0.811% 0.000%
0.271% -0.203% 0.000%
0.271% -0.102% 0.000%
0.272% 1.123% 2.353%
0.000% -0.512% -2.585%
0.546% 0.718% 0.000%
0.000% 0.619% 0.000%
0.000% -0.825% -1.383%
0.274% 0.928% -1.589%
-2.977% -1.031% 0.905%
1.342% 0.721% 0.000%
-3.453% -2.550% 0.000%
0.524% 2.343% 2.067%
-0.262% -1.636% 0.000%
1.849% -1.410% 0.000%
0.267% -0.399% 0.000%
0.000% 1.102% 0.000%
0.000% -1.102% -2.067%
0.268% 0.599% 0.000%
4.665% -0.997% 1.835%
-4.933% 1.802% -1.835%
0.000% 0.101% -4.445%
-0.533% 2.560% -0.434%
-0.531% -0.207% 0.000%
-1.053% -1.439% -0.216%
0.000% -4.196% 0.216%
0.000% 0.196% -0.216%
0.525% 2.281% 0.000%
1.592% 0.705% -1.501%
0.000% 0.506% 0.000%
0.536% -0.101% 0.000%
0.539% -0.405% 0.000%
-1.075% 0.811% -3.553%
-0.533% -0.609% 0.000%
-0.266% -0.101% 0.000%
-0.265% 0.304% -5.784%
0.000% 0.610% 6.402%
2.681% 1.026% -0.618%
0.000% 0.828% 0.000%
-1.081% 0.104% 0.000%
-1.070% -0.415% 0.000%
1.070% -0.207% 0.000%
0.810% -0.310% 1.448%
1.639% 2.611% 0.000%
-1.096% -0.317% 0.000%
0.821% 0.847% 4.039%
0.000% -0.106% 0.000%
0.551% 0.640% 0.000%
0.277% 0.859% 0.000%
-1.102% 1.085% 0.000%
0.000% 0.766% -2.992%
0.274% -0.657% 0.000%
0.275% 0.328% 0.634%
0.276% 0.439% -1.681%
-0.551% -0.658% 0.000%
-0.548% 0.219% 0.000%
-0.273% 0.329% -2.062%
0.821% -0.220% 0.000%
1.662% -0.765% 0.000%
-0.279% 0.984% -4.392%
-0.556% -0.984% 0.000%
0.000% 0.655% 0.000%
0.000% -0.546% 2.172%
0.277% -0.218% 0.000%
0.000% 0.327% -0.199%
0.000% 0.766% 0.000%
0.000% 1.662% 0.000%
1.117% 1.690% -6.553%
0.846% -0.227% 0.000%
-1.127% -2.020% 0.000%
0.000% 0.893% 7.153%
-0.559% 0.000% -0.200%
0.559% -0.224% 2.429%
-1.391% 1.465% 0.000%
0.554% 0.227% 0.000%
-2.469% -0.114% 1.653%
1.090% -1.130% 0.627%
-0.819% 0.000% 1.478%
-0.271% 0.338% 0.000%
1.915% 0.113% -0.425%
-0.276% 1.593% 0.000%
1.947% 1.269% 2.575%
-1.947% -0.348% -3.629%
1.667% -0.462% -0.209%
0.281% -0.460% 0.000%
-1.671% -0.913% 0.000%
-0.551% -0.340% 0.000%
0.275% -0.339% 0.000%
-0.275% 0.113% 0.000%
-0.274% -0.451% 1.688%
0.274% 0.904% 0.000%
-0.548% 0.000% 0.000%
0.274% -0.566% -1.269%
-1.900% 0.680% 2.123%
-1.335% -1.130% -1.279%
0.000% 1.586% 1.279%
-0.529% -1.586% -0.855%
-0.264% -0.337% 0.000%
1.325% 0.900% 0.213%
1.613% 1.022% 1.072%
0.000% 0.687% 0.000%
0.271% 0.000% 0.432%
-1.617% -0.801% -3.195%
-1.328% -1.359% 4.065%
2.403% 0.677% 0.000%
-2.667% -0.226% -1.732%
1.325% 0.340% 0.000%
0.000% 1.370% -0.855%
3.528% 2.326% 0.855%
0.000% 1.064% 0.000%
-0.825% -2.466% -2.960%
-0.819% 0.465% -2.062%
-0.812% -0.697% 0.000%
0.270% -0.692% -0.813%
0.000% -1.709% 0.000%
0.000% 0.000% 2.045%
-0.808% 0.000% -0.412%
-0.801% 2.170% 0.000%
-0.531% -0.920% 0.000%
0.531% 0.459% -0.820%
1.609% -1.143% 0.000%
0.271% 0.570% 0.000%
0.816% 0.114% 0.820%
0.000% 1.615% -0.411%
-0.816% 0.000% 0.000%
-0.271% -0.464% 0.823%
0.271% 0.580% -2.045%
-0.541% 1.643% 1.839%
-0.269% 0.832% 0.206%
0.269% 0.000% 0.000%
0.000% -0.832% -3.052%
-0.538% 0.356% 0.000%
-1.067% -1.999% 0.000%
-0.793% 0.000% 0.000%
0.000% -0.696% 0.000%
2.667% -0.576% -0.200%
1.087% 0.345% 2.225%
-1.357% -0.345% -2.024%
-2.397% 0.000% -0.200%
5.407% 1.156% 2.225%
0.000% 2.115% 4.818%
-1.105% 2.161% 0.000%
-0.548% 0.731% 0.000%
1.099% -0.122% -2.960%
-0.276% 0.000% 0.000%
-0.549% 0.000% -1.653%
-0.274% -0.366% -0.409%
0.823% -0.485% 2.062%
-0.823% 0.242% 0.000%
0.548% -0.242% -1.653%
0.275% 0.851% 2.490%
-4.577% 0.982% 3.202%
3.209% 0.867% 0.217%
3.597% 0.499% 0.000%
0.000% 3.175% -0.650%
-1.120% -1.917% 0.000%
0.559% -0.882% -1.925%
0.562% 0.377% 0.000%
-0.842% -0.126% 3.011%
0.280% 0.758% 0.219%
0.000% 0.381% -4.493%
0.562% 0.255% 3.838%
-0.562% 0.768% 4.445%
0.281% 1.685% 1.373%
0.000% -1.428% 2.096%
-0.281% 1.297% -0.235%
0.000% -0.261% -5.924%
0.000% 0.391% 3.604%
0.844% 1.051% 0.230%
-0.563% 1.196% 2.091%
-0.281% -0.267% 3.099%
1.127% -1.325% 3.449%
1.714% 0.264% 1.008%
-0.861% -1.180% 1.274%
0.000% 2.375% 1.031%
5.280% 1.751% -2.051%
-7.260% 1.644% 2.311%
1.127% 1.111% 0.000%
-0.846% 0.140% 1.835%
1.986% 0.843% 1.600%
1.153% -2.232% 0.000%
0.581% 0.831% 2.174%
2.360% 0.838% -4.302%
-0.595% -0.699% 0.000%
-2.346% 4.414% 0.000%
-0.866% -0.436% 0.000%
0.000% -4.256% 6.244%
0.866% 0.278% 0.000%
-0.289% 0.139% -9.862%
-0.576% 1.830% 0.000%
-0.287% -1.969% 0.000%
0.575% 1.403% 0.000%
-0.861% -1.403% 1.020%
1.729% 1.827% 2.861%
0.000% -4.575% 2.674%
0.000% 1.364% 0.000%
0.000% 0.966% 0.000%
0.583% 2.102% 0.000%
0.881% -1.546% -1.078%
0.295% 0.981% 4.384%
-0.295% -1.260% 0.000%
-0.295% -1.518% 0.281%
-1.460% 3.060% 0.000%
1.460% 1.136% 1.130%
0.295% 0.143% 0.000%
0.000% 0.143% 0.000%
-2.044% 1.153% 0.000%
0.000% 1.902% -7.126%
4.130% 1.039% 2.139%
0.604% 0.149% 0.271%
0.000% -0.149% 0.000%
-0.604% -1.482% -0.271%
0.302% 2.985% 0.000%
-0.602% -0.755% 2.740%
0.301% -2.231% 2.247%
-2.381% 3.899% 0.000%
0.000% -0.913% 0.000%
0.000% -1.354% 0.284%
-2.326% 0.901% -0.284%
-0.287% 0.151% -7.654%
0.000% -2.241% 0.000%
1.153% 1.638% 0.000%
0.000% 1.208% 0.000%
-4.256% 4.349% 0.000%
6.306% -7.490% 0.000%
-1.468% -0.587% 0.000%
-1.734% -2.459% 0.000%
0.000% -1.418% 0.000%
-0.856% -0.281% 0.000%
0.284% -1.117% 0.000%
-1.133% -0.554% 0.000%
0.282% 0.972% 0.000%
-1.403% 2.400% 0.000%
-4.093% 0.861% 0.000%
6.918% 0.144% 0.000%
0.575% -1.005% 0.000%
0.868% 1.439% -1.307%
0.000% 0.145% -1.546%
0.583% 0.145% 0.256%
0.293% 0.145% 0.000%
0.294% 1.171% 0.000%
0.000% 1.334% 0.000%
-1.170% -2.506% 0.000%
0.000% -3.011% -0.256%
-0.290% 1.997% -2.276%
-0.289% -1.146% 0.000%
-1.149% -2.948% 1.005%
0.573% 2.379% -1.005%
-1.143% -3.069% 0.000%
0.570% -0.548% 6.454%
0.000% -0.409% -3.922%
0.000% 0.957% 5.264%
-0.570% 1.383% 0.000%
0.570% 0.839% 0.000%
0.573% -0.420% -2.667%
-1.709% 4.579% 0.000%
-1.124% 0.000% 0.000%
0.000% -2.459% 0.000%
1.690% 0.429% -1.047%
1.143% -0.429% -0.519%
0.866% 0.143% 0.000%
-0.578% 2.169% -2.305%
-1.146% -2.312% 1.274%
0.285% -2.956% 0.000%
0.286% 0.278% 0.000%
-0.856% 0.558% 0.000%
3.175% 1.550% 0.000%
-1.166% 0.570% 1.550%
-0.289% -0.712% -1.550%
0.871% 0.712% 0.000%
0.585% 4.679% 0.000%
0.294% -0.448% 0.000%
0.000% 0.149% 2.598%
0.000% 0.000% 0.000%
0.886% 4.269% -3.109%
-0.296% -1.238% 0.000%
0.000% -2.131% 2.062%
-0.590% 5.256% -1.036%
0.000% 1.117% 0.517%
1.183% 10.483% -1.542%
0.298% 3.445% 0.000%
0.299% -5.387% 2.062%
-0.597% -9.817% 2.639%
0.298% -5.548% 3.815%
-0.595% -2.809% 0.000%
-0.296% 0.878% 0.000%
0.296% -1.460% 0.000%
0.000% 1.754% 0.278%
1.495% -3.905% 0.000%
0.000% -0.142% 1.403%
0.000% -0.846% 0.000%
0.000% 1.700% 0.000%
0.302% -1.278% 0.000%
-0.302% 0.850% 0.000%
-0.601% 0.142% 0.000%
0.000% -0.851% 0.000%
0.902% -1.124% 0.000%
-0.302% -0.418% 1.136%
0.000% 3.395% 2.020%
0.000% 0.144% 0.292%
0.000% -2.138% 0.293%
0.604% -0.282% -0.876%
-0.604% -1.258% 0.000%
-0.601% 0.697% 0.000%
1.508% -2.486% 2.651%
-1.508% -1.085% 3.648%
0.902% -0.940% 3.786%
0.910% 0.402% 0.000%
1.227% 2.171% 5.282%
0.309% 0.688% 0.000%
1.560% 0.000% 0.000%
0.315% 0.415% -1.012%
0.000% -1.241% 0.673%
0.316% 0.274% 1.019%
-0.945% 0.413% 0.000%
0.945% 0.000% 1.029%
1.274% 0.553% 0.000%
-1.905% -1.923% 0.345%
-0.627% -0.136% 0.000%
0.627% -1.215% -0.345%
-0.627% -1.730% 3.153%
0.313% -0.264% 0.000%
0.314% 1.993% 0.357%
-0.627% 0.538% -1.418%
-6.062% -2.400% 1.418%
0.000% -0.132% 0.000%
-0.587% 0.793% -3.164%
0.587% -0.924% 0.347%
0.295% -1.306% 1.047%
0.000% 0.000% 0.000%
-0.588% -1.417% -3.109%
1.477% -0.764% 0.341%
0.298% -1.261% 0.342%
-0.298% 0.755% -6.625%
0.897% 0.000% 0.000%
0.000% -2.371% 3.589%
-0.897% -0.982% 0.667%
-0.889% 4.495% -4.256%
2.691% -0.255% -3.774%
-4.155% -2.018% 0.000%
1.170% -1.487% 0.000%
0.000% 0.000% 0.000%
0.295% -0.857% 0.000%
0.000% -0.244% 0.000%
-0.295% 0.366% 0.000%
2.985% 1.724% -4.820%
-0.905% 0.373% -4.879%
-1.194% -0.498% 0.000%
1.194% -0.865% 0.000%
-1.490% 0.617% 0.000%
-0.295% -1.108% 0.000%
0.889% 0.614% 0.000%
-0.889% -3.390% 0.000%
-0.881% 0.000% 0.000%
0.587% 3.513% -0.559%
0.000% 1.366% 0.000%
-1.460% -3.561% 0.000%
0.000% -0.841% 0.000%
2.346% 0.720% 1.403%
MATRIZ DE CORRELACIONES
CORRELACIÓN ETB GRUPO ARGOS FABRICATO BVC EEB
ETB 100.00% 6.62% 19.27% 3.66% 0.04%
GRUPO ARGOS 6.62% 100.00% 2.38% 22.23% 13.20%
FABRICATO 19.27% 2.38% 100.00% 4.14% 7.15%
BVC 3.66% 22.23% 4.14% 100.00% 10.49%
EEB 0.04% 13.20% 7.15% 10.49% 100.00%
ISA 12.80% 44.69% 4.52% 13.98% 3.38%
MINEROS -1.34% -1.27% 5.69% 9.06% 1.77%
Se realiza la matriz de correlaciones con la función Coef.Correl o se puede realizar con la función de aná
ZA
ISA MINEROS
0.00747 -0.00093
0.02877 -0.00097
0.00408 0.00608
0.00760 0.00582
0.00167 0.00103
0.06059 0.00000
-0.00833 -0.00986
Correl o se puede realizar con la función de análisis de datos, coef. De correlación
1 12.45% 7.750%
2 11.56% 9.31%
3 11.16% 10.86%
4 11.30% 12.42%
5 11.99% 13.98%
6 13.24% 15.54%
7 15.06% 17.09%
8 29.12% 18.65%
MINIMA VAR 11.14% 11.24%
SHARPE 14.94% 17.03%
MERCADO colcap 14.53% -0.82%
Frontera Eficiente
7.75%
Portafolio
20.000%
18.65%
17.09%
15.000% 15.54%
13.98%
12.42%
10.86%
10.000%
9.31%
Axis Title
Frontera Eficiente
7.75%
Portafolio
5.000%
0.000%
10.00% 15.00% 20.00% 25.00% 30.00% 35.00%
-5.000%
Axis Title
RIESGO
SISTEMÁTICO Acciones seleccionadas para el Análisis de la Frontera Eficie
15.91% ETB
123.07% ISA
16.67% EEB / MINEROS
33.76% BVC
29.25%
97.38%
-0.79% Ren. Port 13.98%
LT(TRANSPONER(PONDERACIÓN);MATRIZ COVARIANZAS);PONDERACIÓN) }
DE LA VARIANZA
Mínima Varianz
20.00%
Indice de Beta del 18.00%
Sharpe Portafolio 16.00%
Frontera Eficiente
Portafolio
Frontera Eficiente
Portafolio
35.00%
la Frontera Eficiente
Mínima Varianza
0%
RONT. EFICIENTE 2 (A,B)
r(ETB , ISA)
12.80%
sm (A,B)
23.6%
22.6% DETERMINACIÓN DE FRONTERAS EFICIENTE
21.7%
20.8%
20.1% FRONTERA EFICIENTE ETB VS ISA
19.5% 17.00%
18.9%
18.5% 16.50%
18.3%
18.2%
RENDIMIENTO
16.00%
18.2%
18.3% 15.50%
18.6%
19.0% 15.00%
19.6%
20.2% 14.50%
21.0% 17.0% 18.0% 19.0% 20.0% 21.0% 22.0% 23.0% 24.0% 25.0%
21.8% DESVEST
22.7%
23.7%
10.49%
sm (C,D)
21.1%
20.2% FRONTERA EFICIENTE EEB VS BVC
19.3%
9.00%
18.5%
17.8%
17.2%
RENDIMIENTO
16.6%
6.00%
RENDIMIENTO
16.2% 6.00%
15.9%
15.7%
15.6%
15.7%
3.00%
15.8% 15.0% 16.0% 17.0% 18.0% 19.0% 20.0% 21.0% 22.0%
16.1% DESVEST
16.6%
17.1%
17.7%
18.4%
19.2%
20.0%
3.38%
sm (C,D)
FRONTERA EFICIENTE EEB VS BVC
19.1%
18.3% 18.00%
17.6%
15.00%
16.9%
RENDIMIENTO
16.4% 12.00%
16.1%
9.00%
15.9%
15.8% 6.00%
15.9%
16.1% 3.00%
15.0% 17.0% 19.0% 21.0% 23.0% 25.0% 27.0%
16.5%
DESVEST
17.0%
17.7%
18.4%
19.3%
20.2%
21.2%
22.3%
23.4%
24.6%
NTE
VS ISA
BVC
20.0% 21.0% 22.0%
S BVC
0% 25.0% 27.0%
10.00%
8.00%
6.00%
4.00%
2.00%
0.00%
28/04/15 28/06/15 28/08/15 28/10/15 28/12/15 28/02/16 28/04/16 28/06/16 28/08/16 28/10/16 28/12/16 28/02/17
-2.00%
-4.00%
-6.00%
-8.00%
-10.00%
Modelo Seguimiento VaR Diario de una sola acción Se tomó solo la acción de BVC, replicar para el resto de
CARTERA
RETORNOS DESVIACION PESOS MINIMOS MAXIMOS
0 14% 10% 40%
0 14% 10% 40%
0 14% 10% 40%
0 14% 10% 40%
0 14% 10% 40%
0 14% 10% 40%
0 14% 10% 40%
100.000%
0.00%
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
1
-1.64485362695147 95%
500,000,000
MINEROS
- 0.0134
- 0.0127
0.0569
0.0906
0.0177
- 0.1162
1.0000
MINEROS
Pesos traspuestos