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Correlacion
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verde menor
A16 A19 A21
1
0.17232549 1
0.26170695 0.06080406 1
A3 A5 A6 A8 A11 A12 A14
A3 0.4213%
A5 0.1505% 0.3093%
A6 0.1689% 0.1741% 0.3295%
A8 0.1233% 0.1383% 0.1258% 0.1585%
A11 0.1710% 0.1640% 0.2862% 0.1288% 0.2907%
A12 0.2123% 0.2243% 0.2745% 0.1354% 0.2514% 0.3574%
A14 0.2477% 0.1611% 0.2518% 0.0872% 0.2488% 0.2606% 0.6169%
A16 0.2619% 0.1624% 0.2056% 0.1078% 0.1997% 0.2406% 0.2787%
A19 0.0206% -0.0503% 0.0145% 0.0425% 0.0259% -0.0119% 0.0030%
A21 -0.0247% 0.0448% 0.0929% 0.0800% 0.0614% 0.0359% 0.0933%
0.4215%
0.0690% 0.3801%
0.1827% 0.0403% 1.1560%
MATRIZ RENTABILIDADES
FECHA A3 A5
4/30/2015 6.21% 1.52%
5/30/2015 14.93% -1.57%
6/30/2015 2.27% 1.97%
7/30/2015 -0.95% -2.97%
8/30/2015 -7.91% -6.90%
9/30/2015 5.57% -1.98%
10/30/2015 -18.46% -7.64%
11/30/2015 2.43% 9.55%
12/30/2015 15.66% 11.78%
1/30/2016 3.30% -1.26%
2/29/2016 -0.88% -3.76%
3/30/2016 1.89% 3.67%
4/30/2016 0.65% 6.63%
5/30/2016 5.09% 4.24%
6/30/2016 -4.54% -6.17%
7/30/2016 -4.97% 1.88%
8/30/2016 -6.82% -2.13%
9/30/2016 5.24% 0.14%
10/30/2016 -13.09% -0.65%
11/30/2016 4.13% -8.67%
12/30/2016 -4.87% -2.31%
1/30/2017 7.67% 2.86%
2/28/2017 2.38% -2.38%
3/30/2017 -10.26% 8.54%
4/30/2017 -3.67% -2.55%
5/30/2017 -6.21% -4.07%
6/30/2017 7.68% -4.97%
7/30/2017 -2.94% -0.76%
8/30/2017 -2.02% -7.99%
9/30/2017 8.53% -3.14%
10/30/2017 -0.27% 7.72%
11/30/2017 5.30% 5.31%
12/30/2017 11.61% 3.78%
1/30/2018 0.58% 3.24%
2/28/2018 1.15% -7.06%
3/30/2018 1.59% 0.42%
4/30/2018 1.68% 2.10%
5/30/2018 8.91% 10.29%
6/30/2018 -1.52% -2.61%
7/30/2018 2.46% 1.53%
8/30/2018 -0.90% -6.04%
9/30/2018 0.81% 1.29%
10/30/2018 5.81% 1.03%
11/30/2018 6.06% -1.88%
12/30/2018 3.57% 5.04%
1/30/2019 0.52% 2.97%
2/28/2019 20.93% 12.72%
3/30/2019 -5.39% 4.27%
4/30/2019 2.55% -3.71%
5/30/2019 -2.34% 7.84%
6/30/2019 2.40% -0.79%
7/30/2019 -2.63% -13.87%
8/30/2019 3.60% 2.84%
9/30/2019 2.90% 3.38%
10/30/2019 0.70% 8.47%
11/30/2019 -4.20% -7.26%
12/30/2019 -2.77% 0.20%
1/30/2020 8.71% 9.86%
2/29/2020 -2.21% -0.24%
3/30/2020 2.40% 6.64%
4/30/2020 -2.07% -5.27%
MATRIZ COVARIANZA
A3 A5
A3 0.4213% 0.1505%
A5 0.1505% 0.3093%
A6 0.1689% 0.1741%
A8 0.1233% 0.1383%
A11 0.1710% 0.1640%
A12 0.2123% 0.2243%
A14 0.2477% 0.1611%
A16 0.2619% 0.1624%
A19 0.0206% -0.0503%
A21 -0.0247% 0.0448%
MATRIZ W
A3 A5
W 100% 0%
Portafolio
WxCOV 0.4213% 0.1505%
Varianza
WxCOVxWT 0.4213%
Desviacion 6.4905%
Control/Inversion 100%
AVERSION 0.0
FUNCION
OBJETIVO 1.2457%
PORTAFOLIOS
AVERSION A3 A5
1 0% 7%
0.5 73% 0%
0 100% 0%
A6 A8 A11 A12
$ 37,400 $ 1,375 $ 37,940 $ 23,160
$ 37,380 $ 1,370 $ 37,880 $ 23,080
$ 38,280 $ 1,380 $ 38,980 $ 24,680
$ 38,120 $ 1,390 $ 38,560 $ 25,320
$ 37,500 $ 1,315 $ 37,600 $ 24,820
$ 34,800 $ 1,280 $ 35,700 $ 23,900
$ 33,700 $ 1,275 $ 34,980 $ 23,660
$ 30,700 $ 1,160 $ 31,200 $ 21,400
$ 33,180 $ 1,210 $ 33,900 $ 24,100
$ 36,500 $ 1,305 $ 36,800 $ 25,480
$ 37,780 $ 1,310 $ 38,200 $ 27,580
$ 38,300 $ 1,310 $ 38,500 $ 29,440
$ 39,900 $ 1,350 $ 39,800 $ 30,320
$ 41,800 $ 1,390 $ 39,680 $ 31,780
$ 44,100 $ 1,435 $ 43,600 $ 31,900
$ 40,640 $ 1,390 $ 40,500 $ 29,160
$ 42,780 $ 1,395 $ 41,480 $ 30,700
$ 40,580 $ 1,405 $ 39,700 $ 28,400
$ 40,000 $ 1,280 $ 39,500 $ 28,100
$ 35,400 $ 1,285 $ 34,800 $ 25,620
$ 35,040 $ 1,225 $ 34,900 $ 26,400
$ 33,560 $ 1,165 $ 33,500 $ 25,300
$ 39,140 $ 1,210 $ 35,500 $ 27,700
$ 33,820 $ 1,280 $ 33,160 $ 25,120
$ 37,020 $ 1,275 $ 36,400 $ 26,740
$ 37,000 $ 1,240 $ 36,600 $ 26,480
$ 35,300 $ 1,180 $ 35,080 $ 23,840
$ 35,880 $ 1,175 $ 35,400 $ 23,980
$ 36,780 $ 1,160 $ 36,360 $ 23,820
$ 32,360 $ 1,090 $ 31,400 $ 20,500
$ 35,700 $ 1,090 $ 34,800 $ 21,800
$ 35,800 $ 1,055 $ 34,500 $ 23,160
$ 37,800 $ 1,120 $ 37,500 $ 25,080
$ 39,900 $ 1,170 $ 39,200 $ 27,480
$ 38,500 $ 1,190 $ 38,000 $ 26,840
$ 37,200 $ 1,135 $ 36,340 $ 26,200
$ 38,300 $ 1,180 $ 37,580 $ 26,880
$ 38,320 $ 1,170 $ 37,520 $ 27,000
$ 38,640 $ 1,250 $ 38,200 $ 29,180
$ 37,620 $ 1,260 $ 37,300 $ 29,500
$ 38,780 $ 1,240 $ 38,000 $ 30,600
$ 35,500 $ 1,165 $ 34,360 $ 28,660
$ 38,200 $ 1,215 $ 37,000 $ 30,000
$ 39,000 $ 1,195 $ 38,020 $ 31,460
$ 36,580 $ 1,135 $ 35,500 $ 29,700
$ 39,080 $ 1,170 $ 38,200 $ 29,920
$ 38,900 $ 1,165 $ 37,660 $ 31,000
$ 38,600 $ 1,215 $ 37,820 $ 33,020
$ 39,600 $ 1,255 $ 38,620 $ 33,680
$ 42,020 $ 1,320 $ 41,280 $ 33,900
$ 41,500 $ 1,320 $ 40,240 $ 33,000
$ 40,880 $ 1,330 $ 40,180 $ 33,260
$ 38,620 $ 1,265 $ 37,560 $ 29,980
$ 39,000 $ 1,235 $ 37,820 $ 29,000
$ 40,300 $ 1,290 $ 39,000 $ 29,940
$ 40,120 $ 1,275 $ 38,240 $ 31,880
$ 38,420 $ 1,240 $ 35,540 $ 29,700
$ 37,280 $ 1,165 $ 35,600 $ 30,120
$ 38,980 $ 1,235 $ 36,500 $ 33,760
$ 37,120 $ 1,245 $ 35,300 $ 34,460
$ 37,600 $ 1,230 $ 35,740 $ 37,000
$ 36,100 $ 1,145 $ 34,780 $ 35,700
A6 A8 A11 A12
-0.05% -0.36% -0.16% -0.35%
2.41% 0.73% 2.90% 6.93%
-0.42% 0.72% -1.08% 2.59%
-1.63% -5.40% -2.49% -1.97%
-7.20% -2.66% -5.05% -3.71%
-3.16% -0.39% -2.02% -1.00%
-8.90% -9.02% -10.81% -9.55%
8.08% 4.31% 8.65% 12.62%
10.01% 7.85% 8.55% 5.73%
3.51% 0.38% 3.80% 8.24%
1.38% 0.00% 0.79% 6.74%
4.18% 3.05% 3.38% 2.99%
4.76% 2.96% -0.30% 4.82%
5.50% 3.24% 9.88% 0.38%
-7.85% -3.14% -7.11% -8.59%
5.27% 0.36% 2.42% 5.28%
-5.14% 0.72% -4.29% -7.49%
-1.43% -8.90% -0.50% -1.06%
-11.50% 0.39% -11.90% -8.83%
-1.02% -4.67% 0.29% 3.04%
-4.22% -4.90% -4.01% -4.17%
16.63% 3.86% 5.97% 9.49%
-13.59% 5.79% -6.59% -9.31%
9.46% -0.39% 9.77% 6.45%
-0.05% -2.75% 0.55% -0.97%
-4.59% -4.84% -4.15% -9.97%
1.64% -0.42% 0.91% 0.59%
2.51% -1.28% 2.71% -0.67%
-12.02% -6.03% -13.64% -13.94%
10.32% 0.00% 10.83% 6.34%
0.28% -3.21% -0.86% 6.24%
5.59% 6.16% 8.70% 8.29%
5.56% 4.46% 4.53% 9.57%
-3.51% 1.71% -3.06% -2.33%
-3.38% -4.62% -4.37% -2.38%
2.96% 3.96% 3.41% 2.60%
0.05% -0.85% -0.16% 0.45%
0.84% 6.84% 1.81% 8.07%
-2.64% 0.80% -2.36% 1.10%
3.08% -1.59% 1.88% 3.73%
-8.46% -6.05% -9.58% -6.34%
7.61% 4.29% 7.68% 4.68%
2.09% -1.65% 2.76% 4.87%
-6.21% -5.02% -6.63% -5.59%
6.83% 3.08% 7.61% 0.74%
-0.46% -0.43% -1.41% 3.61%
-0.77% 4.29% 0.42% 6.52%
2.59% 3.29% 2.12% 2.00%
6.11% 5.18% 6.89% 0.65%
-1.24% 0.00% -2.52% -2.65%
-1.49% 0.76% -0.15% 0.79%
-5.53% -4.89% -6.52% -9.86%
0.98% -2.37% 0.69% -3.27%
3.33% 4.45% 3.12% 3.24%
-0.45% -1.16% -1.95% 6.48%
-4.24% -2.75% -7.06% -6.84%
-2.97% -6.05% 0.17% 1.41%
4.56% 6.01% 2.53% 12.08%
-4.77% 0.81% -3.29% 2.07%
1.29% -1.20% 1.25% 7.37%
-3.99% -6.91% -2.69% -3.51%
A6 A8 A11 A12
0.1689% 0.1233% 0.1710% 0.2123%
0.1741% 0.1383% 0.1640% 0.2243%
0.3295% 0.1258% 0.2862% 0.2745%
0.1258% 0.1585% 0.1288% 0.1354%
0.2862% 0.1288% 0.2907% 0.2514%
0.2745% 0.1354% 0.2514% 0.3574%
0.2518% 0.0872% 0.2488% 0.2606%
0.2056% 0.1078% 0.1997% 0.2406%
0.0145% 0.0425% 0.0259% -0.0119%
0.0929% 0.0800% 0.0614% 0.0359%
A6 A8 A11 A12
0% 0% 0% 0%
A6 A8 A11 A12
1% 61% 0% 0%
0% 0% 0% 0%
0% 0% 0% 0%
A14 A16 A19 A21
$ 32,000 $ 4,850 $ 4,732 $ 4,135
$ 31,140 $ 5,530 $ 5,341 $ 4,030
$ 31,980 $ 5,700 $ 5,341 $ 4,060
$ 32,620 $ 6,210 $ 5,481 $ 3,680
$ 31,700 $ 6,080 $ 5,703 $ 4,245
$ 30,940 $ 5,650 $ 5,509 $ 3,610
$ 30,000 $ 5,680 $ 4,618 $ 3,700
$ 26,500 $ 5,110 $ 4,618 $ 4,075
$ 25,220 $ 5,400 $ 4,618 $ 4,235
$ 29,680 $ 5,890 $ 4,702 $ 4,215
$ 29,500 $ 5,950 $ 4,692 $ 4,015
$ 30,500 $ 5,900 $ 4,702 $ 3,740
$ 31,600 $ 6,100 $ 4,702 $ 3,830
$ 30,300 $ 6,090 $ 4,653 $ 3,825
$ 32,660 $ 6,500 $ 4,839 $ 3,900
$ 29,640 $ 6,080 $ 5,120 $ 3,505
$ 29,020 $ 6,000 $ 5,240 $ 3,860
$ 26,700 $ 5,750 $ 5,300 $ 3,560
$ 29,200 $ 5,870 $ 5,400 $ 3,420
$ 25,000 $ 5,150 $ 5,400 $ 3,695
$ 24,700 $ 5,100 $ 5,400 $ 3,820
$ 25,000 $ 4,830 $ 5,390 $ 3,665
$ 25,560 $ 5,050 $ 5,340 $ 3,750
$ 22,540 $ 4,545 $ 5,300 $ 3,300
$ 22,720 $ 4,235 $ 5,300 $ 3,350
$ 21,300 $ 4,190 $ 5,300 $ 3,120
$ 16,780 $ 3,450 $ 4,800 $ 2,240
$ 13,260 $ 3,570 $ 5,250 $ 1,845
$ 13,060 $ 2,990 $ 5,200 $ 1,480
$ 10,500 $ 2,640 $ 5,160 $ 1,725
$ 13,500 $ 2,800 $ 5,000 $ 1,695
$ 13,640 $ 3,055 $ 4,800 $ 1,545
$ 14,200 $ 3,680 $ 4,710 $ 2,010
$ 15,680 $ 3,890 $ 4,780 $ 1,900
$ 16,020 $ 3,850 $ 5,000 $ 2,090
$ 15,200 $ 3,850 $ 5,000 $ 2,020
$ 14,200 $ 3,850 $ 4,950 $ 2,240
$ 14,000 $ 3,765 $ 4,500 $ 2,305
$ 14,600 $ 4,010 $ 5,000 $ 2,540
$ 14,700 $ 3,950 $ 5,500 $ 2,370
$ 15,000 $ 4,055 $ 5,300 $ 2,400
$ 14,300 $ 3,900 $ 5,210 $ 2,680
$ 14,900 $ 4,025 $ 5,200 $ 3,600
$ 15,600 $ 4,250 $ 5,200 $ 3,085
$ 15,540 $ 4,430 $ 5,000 $ 2,805
$ 15,320 $ 4,380 $ 5,140 $ 2,800
$ 15,240 $ 4,480 $ 5,220 $ 2,660
$ 15,600 $ 4,535 $ 5,200 $ 2,455
$ 15,340 $ 4,600 $ 5,200 $ 2,470
$ 15,240 $ 4,740 $ 6,300 $ 2,640
$ 15,360 $ 4,700 $ 6,000 $ 2,810
$ 15,460 $ 4,685 $ 7,200 $ 2,885
$ 16,340 $ 4,490 $ 8,060 $ 2,670
$ 16,380 $ 4,800 $ 7,950 $ 2,900
$ 16,560 $ 4,760 $ 7,960 $ 2,950
$ 17,880 $ 4,680 $ 7,110 $ 2,855
$ 16,780 $ 4,545 $ 7,400 $ 3,315
$ 16,480 $ 4,515 $ 7,690 $ 2,990
$ 16,960 $ 4,630 $ 7,400 $ 2,920
$ 16,500 $ 4,600 $ 7,780 $ 2,785
$ 16,200 $ 4,645 $ 7,710 $ 2,355
$ 16,240 $ 4,490 $ 7,140 $ 2,400