Data Valoare portofoliu Ri BET Rm Ri-Rf Rm-Rf

5/18/2018 47,840.35 -0.17% 8409.7 -1.20% -4.07% -5.10%

5/17/2018 47,921.34 -0.85% 8511.49 -0.76% -0.85% -0.76%
5/16/2018 48,329.10 -0.50% 8576.5 -1.20% -0.50% -1.20%
5/15/2018 48,572.54 -0.46% 8680.35 -0.86% -0.46% -0.86%
5/14/2018 48,794.76 -0.13% 8755.58 -0.23% -0.13% -0.23%
5/11/2018 48,856.49 -0.55% 8775.91 -0.40% -0.55% -0.40%
5/10/2018 49,127.81 -0.82% 8811.22 0.69% -0.82% 0.69%
5/9/2018 49,532.90 -0.69% 8750.27 -0.14% -0.69% -0.14%
5/8/2018 49,876.63 -0.20% 8762.92 -0.98% -0.20% -0.98%
5/7/2018 49,975.38 -0.05% 8849.35 0.69% -0.05% 0.69%
5/4/2018 50,000.00 8788.32

Rf
3.90%
Randament total portofoliu -4.32%
Medie randamente zilnice -0.44%
Deviatie standard randament portofoliu 1.17%
Alpha -0.30%
Beta 64.15%
Sharpe Ratio 16.02
Volatilitate 18.51%
VaR -2.62%