Mean-Variance Analysis

0.0007

0.0006

0.0005
Expected Ret

0.0004

0.0003

0.0002

0.0001

0
0 0.001 0.002 0.003 0.004 0.005 0.006 0.007 0.008 0.009

Std Dev
 Mean Variance Analysis
0.0007

0.0006

0.0005
Expected Ret

0.0004

0.0003

0.0002

0.0001

0
0 0.001 0.002 0.003 0.004 0.005 0.006 0.007 0.008 0.009

Std Dev
date RM-RF
20170103 0.0083
20170104 0.0079
20170105 -0.0021
20170106 0.0029
20170109 -0.0037
20170110 0.0016
20170111 0.0031
20170112 -0.003
20170113 0.0029
20170117 -0.0049
20170118 0.0024
20170119 -0.0038
20170120 0.0033
20170123 -0.0029
20170124 0.0083
20170125 0.0084
20170126 -0.001
20170127 -0.0012
20170130 -0.0068
20170131 0
20170201 0.0004
20170202 -0.0002
20170203 0.0082
20170206 -0.0027
20170207 -0.0001
20170208 0.0006
20170209 0.0072
20170210 0.0038
20170213 0.0049
20170214 0.0045
20170215 0.0054
20170216 -0.0016
20170217 0.002
20170221 0.006
20170222 -0.0015
20170223 -0.0011
20170224 0.0015
20170227 0.0022
20170228 -0.0042
20170301 0.0147
20170302 -0.007
20170303 0.0009
20170306 -0.0038
20170307 -0.0036
20170308 -0.0019
20170309 0.0004
20170310 0.0034
20170313 0.0013
20170314 -0.0036
20170315 0.0086
20170316 -0.0006
20170317 -0.0008
20170320 -0.0025
20170321 -0.0148
20170322 0.0016
20170323 -0.0003
20170324 -0.0005
20170327 -0.0005
20170328 0.0072
20170329 0.0018
20170330 0.0036
20170331 -0.0016
20170403 -0.0028
20170404 0.0005
20170405 -0.0044
20170406 0.0032
20170407 -0.0008
20170410 0.0008
20170411 -0.0005
20170412 -0.0049
20170413 -0.0075
20170417 0.0089
20170418 -0.0025
20170419 -0.0008
20170420 0.0083
20170421 -0.0028
20170424 0.0118
20170425 0.0066
20170426 0.0004
20170427 0.0005
20170428 -0.003
20170501 0.0021
20170502 0.0003
20170503 -0.0019
20170504 0.0002
20170505 0.0046
20170508 -0.0004
20170509 -0.0005
20170510 0.0021
20170511 -0.0026
20170512 -0.0018
20170515 0.0053
20170516 -0.0003
20170517 -0.0197
20170518 0.004
20170519 0.007
20170522 0.0056
20170523 0.0018
20170524 0.0024
20170525 0.0042
20170526 0.0006
20170530 -0.0019
20170531 -0.0002
20170601 0.0095
20170602 0.0035
20170605 -0.0017
20170606 -0.0028
20170607 0.0015
20170608 0.0018
20170609 -0.0012
20170612 -0.0011
20170613 0.0055
20170614 -0.0017
20170615 -0.003
20170616 -0.0003
20170619 0.0086
20170620 -0.0073
20170621 -0.0007
20170622 0.0002
20170623 0.0024
20170626 0.0004
20170627 -0.0085
20170628 0.0102
20170629 -0.0083
20170630 0.0014
20170703 0.0024
20170705 0.0012
20170706 -0.0095
20170707 0.007
20170710 0.0005
20170711 0
20170712 0.0072
20170713 0.0017
20170714 0.0042
20170717 0
20170718 0.0004
20170719 0.0059
20170720 -0.0001
20170721 -0.0008
20170724 -0.0003
20170725 0.0038
20170726 -0.0006
20170727 -0.0014
20170728 -0.0017
20170731 -0.0011
20170801 0.0024
20170802 -0.0008
20170803 -0.0021
20170804 0.0025
20170807 0.0016
20170808 -0.0024
20170809 -0.0014
20170810 -0.0149
20170811 0.002
20170814 0.0103
20170815 -0.0011
20170816 0.0018
20170817 -0.0159
20170818 -0.0015
20170821 0.0006
20170822 0.0107
20170823 -0.0032
20170824 -0.0014
20170825 0.0018
20170828 0.0008
20170829 0.001
20170830 0.0053
20170831 0.0062
20170901 0.0027
20170905 -0.0081
20170906 0.0028
20170907 -0.0007
20170908 -0.0016
20170911 0.0108
20170912 0.0044
20170913 0.0011
20170914 -0.0012
20170915 0.0019
20170918 0.0024
20170919 0.0015
20170920 0.0016
20170921 -0.0028
20170922 0.0012
20170925 -0.0025
20170926 0.0005
20170927 0.0063
20170928 0.0013
20170929 0.0035
20171002 0.005
20171003 0.0026
20171004 0.0005
20171005 0.0055
20171006 -0.0008
20171009 -0.0022
20171010 0.0024
20171011 0.0016
20171012 -0.0018
20171013 0.0004
20171016 0.0017
20171017 0.0001
20171018 0.0014
20171019 0.0002
20171020 0.0057
20171023 -0.0045
20171024 0.002
20171025 -0.0051
20171026 0.002
20171027 0.0082
20171030 -0.0046
20171031 0.0023
20171101 0.0005
20171102 0.0006
20171103 0.0031
20171106 0.0006
20171107 -0.002
20171108 0.0012
20171109 -0.0041
20171110 0.0001
20171113 0.0009
20171114 -0.0022
20171115 -0.0052
20171116 0.0101
20171117 -0.0014
20171120 0.0021
20171121 0.0067
20171122 -0.0005
20171124 0.0021
20171127 -0.0006
20171128 0.0106
20171129 0.0002
20171130 0.0082
20171201 -0.0022
20171204 -0.001
20171205 -0.0043
20171206 -0.0009
20171207 0.0042
20171208 0.0051
20171211 0.0026
20171212 0.0007
20171213 0.0002
20171214 -0.0047
20171215 0.0092
20171218 0.0067
20171219 -0.003
20171220 0.0001
20171221 0.0024
20171222 -0.0007
20171226 -0.0007
20171227 0.0005
20171228 0.0022
20171229 -0.0057
20180102 0.0085
20180103 0.0059
20180104 0.0042
20180105 0.0066
20180108 0.0019
20180109 0.0015
20180110 -0.0007
20180111 0.0087
20180112 0.0066
20180116 -0.0049
20180117 0.0095
20180118 -0.0018
20180119 0.0057
20180122 0.0077
20180123 0.0022
20180124 -0.0013
20180125 0.0007
20180126 0.0111
20180129 -0.0062
20180130 -0.0106
20180131 -0.0007
20180201 0.0003
20180202 -0.0213
20180205 -0.0403
20180206 0.0167
20180207 -0.0037
20180208 -0.0368
20180209 0.0136
20180212 0.0136
20180213 0.0031
20180214 0.0152
20180215 0.0121
20180216 0.0003
20180220 -0.0062
20180221 -0.0043
20180222 0.0001
20180223 0.0154
20180226 0.0112
20180227 -0.0125
20180228 -0.011
20180301 -0.0118
20180302 0.007
20180305 0.0106
20180306 0.0036
20180307 0.0005
20180308 0.0037
20180309 0.017
20180312 -0.0009
20180313 -0.0067
20180314 -0.0053
20180315 -0.0018
20180316 0.0025
20180319 -0.0138
20180320 0.0015
20180321 -0.0006
20180322 -0.0254
20180323 -0.0209
20180326 0.0267
20180327 -0.0187
20180328 -0.0035
20180329 0.0141
20180402 -0.0229
20180403 0.0124
20180404 0.0117
20180405 0.0075
20180406 -0.0219
20180409 0.003
20180410 0.0177
20180411 -0.0049
20180412 0.0084
20180413 -0.0037
20180416 0.0082
20180417 0.0109
20180418 0.0013
20180419 -0.0049
20180420 -0.0081
20180423 -0.0005
20180424 -0.013
20180425 0.001
20180426 0.0096
20180427 0.0001
20180430 -0.008
20180501 0.0024
20180502 -0.0063
20180503 -0.0025
20180504 0.013
20180507 0.0042
20180508 0.0007
20180509 0.0089
20180510 0.0084
20180511 0.0019
20180514 0.0005
20180515 -0.0055
20180516 0.0049
20180517 0.0002
20180518 -0.0023
20180521 0.0072
20180522 -0.0042
20180523 0.0029
20180524 -0.0016
20180525 -0.0021
20180529 -0.0103
20180530 0.0131
20180531 -0.007
20180601 0.0106
20180604 0.0048
20180605 0.0016
20180606 0.0086
20180607 -0.0014
20180608 0.0031
20180611 0.0012
20180612 0.0023
20180613 -0.0033
20180614 0.0027
20180615 -0.0008
20180618 -0.0009
20180619 -0.0038
20180620 0.0023
20180621 -0.0073
20180622 0.0011
20180625 -0.0148
20180626 0.0027
20180627 -0.0102
20180628 0.0058
20180629 0.0007
20180702 0.0036
20180703 -0.0044
20180705 0.0087
20180706 0.0088
20180709 0.0093
20180710 0.0021
20180711 -0.0069
20180712 0.0086
20180713 0.0008
20180716 -0.0016
20180717 0.0048
20180718 0.0027
20180719 -0.0034
20180720 -0.001
20180723 0.0015
20180724 0.0022
20180725 0.0083
20180726 -0.002
20180727 -0.0082
20180730 -0.007
20180731 0.0051
20180801 -0.0013
20180802 0.0067
20180803 0.0031
20180806 0.0046
20180807 0.0029
20180808 -0.0004
20180809 -0.0005
20180810 -0.006
20180813 -0.0046
20180814 0.0069
20180815 -0.0091
20180816 0.0086
20180817 0.003
20180820 0.0025
20180821 0.0033
20180822 0.0005
20180823 -0.0019
20180824 0.0062
20180827 0.0074
20180828 -0.0001
20180829 0.0056
20180830 -0.0041
20180831 0.0008
20180904 -0.0011
20180905 -0.0041
20180906 -0.0044
20180907 -0.0018
20180910 0.0023
20180911 0.0037
20180912 0.0003
20180913 0.0045
20180914 0.0012
20180917 -0.0071
20180918 0.0057
20180919 0.0006
20180920 0.0077
20180921 -0.0013
20180924 -0.0031
20180925 -0.0005
20180926 -0.004
20180927 0.0027
20180928 -0.0003
20181001 0.0016
20181002 -0.0021
20181003 0.002
20181004 -0.0093
20181005 -0.0064
20181008 -0.0017
20181009 -0.0018
20181010 -0.0333
20181011 -0.0196
20181012 0.0138
20181015 -0.0048
20181016 0.0224
20181017 -0.0008
20181018 -0.0154
20181019 -0.0025
20181022 -0.0038
20181023 -0.0062
20181024 -0.0333
20181025 0.0193
20181026 -0.0165
20181029 -0.0077
20181030 0.0166
20181031 0.0122
20181101 0.0129
20181102 -0.0053
20181105 0.004
20181106 0.0058
20181107 0.0211
20181108 -0.0028
20181109 -0.0104
20181112 -0.0206
20181113 -0.0013
20181114 -0.0077
20181115 0.0118
20181116 0.0015
20181119 -0.0188
20181120 -0.0185
20181121 0.0051
20181123 -0.0055
20181126 0.0162
20181127 0.0011
20181128 0.0242
20181129 -0.0022
20181130 0.0078
20181203 0.0113
20181204 -0.0345
20181206 -0.0016
20181207 -0.0236
20181210 0.001
20181211 -0.0008
20181212 0.0068
20181213 -0.0026
20181214 -0.0189
20181217 -0.0213
20181218 -0.0003
20181219 -0.0158
20181220 -0.0162
20181221 -0.0217
20181224 -0.0255
20181226 0.0506
20181227 0.0078
20181228 -0.0003
20181231 0.009
20190102 0.0023
20190103 -0.0245
20190104 0.0355
20190107 0.0094
20190108 0.0101
20190109 0.0056
20190110 0.0042
20190111 -0.0001
20190114 -0.006
20190115 0.0106
20190116 0.0028
20190117 0.0075
20190118 0.0129
20190122 -0.0153
20190123 0.0015
20190124 0.0023
20190125 0.009
20190128 -0.008
20190129 -0.0019
20190130 0.0151
20190131 0.0092
20190201 0.0014
20190204 0.0072
20190205 0.0043
20190206 -0.0022
20190207 -0.0093
20190208 0.0009
20190211 0.0014
20190212 0.0136
20190213 0.0028
20190214 -0.0021
20190215 0.0113
20190219 0.0019
20190220 0.0019
20190221 -0.0037
20190222 0.0065
20190225 0.0015
20190226 -0.0016
20190227 0.0009
20190228 -0.0031
20190301 0.0072
20190304 -0.0052
20190305 -0.0017
20190306 -0.0084
20190307 -0.0082
20190308 -0.0022
20190311 0.0149
20190312 0.0025
20190313 0.0068
20190314 -0.001
20190315 0.0048
20190318 0.0046
20190319 -0.0009
20190320 -0.0039
20190321 0.0111
20190322 -0.0217
20190325 -0.0005
20190326 0.0076
20190327 -0.005
20190328 0.004
20190329 0.0066
20190401 0.0119
20190402 -0.0005
20190403 0.0027
20190404 0.0019
20190405 0.0052
20190408 0.0008
20190409 -0.0065
20190410 0.0048
20190411 0
20190412 0.0065
20190415 -0.0009
20190416 0.0013
20190417 -0.0032
20190418 0.0011
20190422 0.0011
20190423 0.0097
20190424 -0.0023
20190425 -0.0014
20190426 0.0053
20190429 0.0018
20190430 -0.0004
20190501 -0.0083
20190502 -0.0016
20190503 0.0113
20190506 -0.0039
20190507 -0.0169
20190508 -0.0022
20190509 -0.0028
20190510 0.0035
20190513 -0.0267
20190514 0.0093
20190515 0.0059
20190516 0.0091
20190517 -0.0073
20190520 -0.0065
20190521 0.009
20190522 -0.004
20190523 -0.0137
20190524 0.0023
20190528 -0.0078
20190529 -0.0071
20190530 0.0014
20190531 -0.0137
20190603 -0.004
20190604 0.0233
20190605 0.007
20190606 0.0055
20190607 0.0104
20190610 0.0053
20190611 -0.0012
20190612 -0.002
20190613 0.0052
20190614 -0.0027
20190617 0.0015
20190618 0.0104
20190619 0.0032
20190620 0.0089
20190621 -0.0021
20190624 -0.0034
20190625 -0.0098
20190626 -0.0006
20190627 0.006
20190628 0.0068
20190701 0.0075
20190702 0.0014
20190703 0.0078
20190705 -0.001
20190708 -0.0058
20190709 0.0018
20190710 0.004
20190711 0.0019
20190712 0.0053
20190715 -0.0004
20190716 -0.0032
20190717 -0.0064
20190718 0.0035
20190719 -0.0056
20190722 0.0025
20190723 0.0065
20190724 0.0066
20190725 -0.0063
20190726 0.0082
20190729 -0.0032
20190730 -0.0017
20190731 -0.0109
20190801 -0.0104
20190802 -0.0087
20190805 -0.0307
20190806 0.0129
20190807 0.0007
20190808 0.0197
20190809 -0.0078
20190812 -0.0132
20190813 0.0147
20190814 -0.0295
20190815 0.0016
20190816 0.0155
20190819 0.0114
20190820 -0.0075
20190821 0.0085
20190822 -0.001
20190823 -0.0266
20190826 0.0108
20190827 -0.0046
20190828 0.0068
20190829 0.0135
20190830 0.0003
20190903 -0.0087
20190904 0.0108
20190905 0.0142
20190906 -0.0002
20190909 0.0008
20190910 0.0017
20190911 0.0088
20190912 0.0022
20190913 -0.0001
20190916 -0.0023
20190917 0.0017
20190918 -0.0005
20190919 -0.0005
20190920 -0.0048
20190923 -0.0002
20190924 -0.0101
20190925 0.0069
20190926 -0.0041
20190927 -0.0062
20190930 0.005
20191001 -0.0131
20191002 -0.0173
20191003 0.008
20191004 0.0139
20191007 -0.0041
20191008 -0.0161
20191009 0.0092
20191010 0.0059
20191011 0.0123
20191014 -0.0018
20191015 0.0103
20191016 -0.0024
20191017 0.0037
20191018 -0.0049
20191021 0.0071
20191022 -0.0034
20191023 0.0026
20191024 0.0026
20191025 0.005
20191028 0.0062
20191029 -0.0013
20191030 0.0027
20191031 -0.0038
20191101 0.0108
20191104 0.004
20191105 -0.0003
20191106 -0.0005
20191107 0.0038
20191108 0.0031
20191111 -0.0019
20191112 0.0016
20191113 0.0001
20191114 0.0007
20191115 0.0074
20191118 0.0002
20191119 0.0002
20191120 -0.0033
20191121 -0.0014
20191122 0.0024
20191125 0.0092
20191126 0.0019
20191127 0.0044
20191129 -0.0042
20191202 -0.0087
20191203 -0.0066
20191204 0.006
20191205 0.0013
20191206 0.0091
20191209 -0.0033
20191210 -0.0008
20191211 0.0028
20191212 0.009
20191213 -0.0003
20191216 0.0074
20191217 0.001
20191218 -0.0005
20191219 0.0043
20191220 0.0048
20191223 0.001
20191224 0.0001
20191226 0.0048
20191227 -0.001
20191230 -0.0057
20191231 0.0028
RF RM Rcomplete
2E-05 0.00832 0.00334
2E-05 0.00792 0.00318
2E-05 -0.00208 -0.00082
2E-05 0.00292 0.00118
2E-05 -0.00368 -0.00146
2E-05 0.00162 0.00066
2E-05 0.00312 0.00126
2E-05 -0.00298 -0.00118
2E-05 0.00292 0.00118
2E-05 -0.00488 -0.00194
2E-05 0.00242 0.00098
2E-05 -0.00378 -0.0015
2E-05 0.00332 0.00134
2E-05 -0.00288 -0.00114
2E-05 0.00832 0.00334
2E-05 0.00842 0.00338
2E-05 -0.00098 -0.00038
2E-05 -0.00118 -0.00046
2E-05 -0.00678 -0.0027
2E-05 2E-05 2E-05
2E-05 0.00042 0.00018
2E-05 -0.00018 -6E-05
2E-05 0.00822 0.0033
2E-05 -0.00268 -0.00106
2E-05 -8E-05 -2E-05
2E-05 0.00062 0.00026
2E-05 0.00722 0.0029
2E-05 0.00382 0.00154
2E-05 0.00492 0.00198
2E-05 0.00452 0.00182
2E-05 0.00542 0.00218
2E-05 -0.00158 -0.00062
2E-05 0.00202 0.00082
2E-05 0.00602 0.00242
2E-05 -0.00148 -0.00058
2E-05 -0.00108 -0.00042
2E-05 0.00152 0.00062
2E-05 0.00222 0.0009
2E-05 -0.00418 -0.00166
1E-05 0.01471 0.00589
1E-05 -0.00699 -0.00279
1E-05 0.00091 0.00037
1E-05 -0.00379 -0.00151
1E-05 -0.00359 -0.00143
1E-05 -0.00189 -0.00075
1E-05 0.00041 0.00017
1E-05 0.00341 0.00137
1E-05 0.00131 0.00053
1E-05 -0.00359 -0.00143
1E-05 0.00861 0.00345
1E-05 -0.00059 -0.00023
1E-05 -0.00079 -0.00031
1E-05 -0.00249 -0.00099
1E-05 -0.01479 -0.00591
1E-05 0.00161 0.00065
1E-05 -0.00029 -0.00011
1E-05 -0.00049 -0.00019
1E-05 -0.00049 -0.00019
1E-05 0.00721 0.00289
1E-05 0.00181 0.00073
1E-05 0.00361 0.00145
1E-05 -0.00159 -0.00063
3E-05 -0.00277 -0.00109
3E-05 0.00053 0.00023
3E-05 -0.00437 -0.00173
3E-05 0.00323 0.00131
3E-05 -0.00077 -0.00029
3E-05 0.00083 0.00035
3E-05 -0.00047 -0.00017
3E-05 -0.00487 -0.00193
3E-05 -0.00747 -0.00297
3E-05 0.00893 0.00359
3E-05 -0.00247 -0.00097
3E-05 -0.00077 -0.00029
3E-05 0.00833 0.00335
3E-05 -0.00277 -0.00109
3E-05 0.01183 0.00475
3E-05 0.00663 0.00267
3E-05 0.00043 0.00019
3E-05 0.00053 0.00023
3E-05 -0.00297 -0.00117
3E-05 0.00213 0.00087
3E-05 0.00033 0.00015
3E-05 -0.00187 -0.00073
3E-05 0.00023 0.00011
3E-05 0.00463 0.00187
3E-05 -0.00037 -0.00013
3E-05 -0.00047 -0.00017
3E-05 0.00213 0.00087
3E-05 -0.00257 -0.00101
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7E-05 0.00077 0.00035
7E-05 0.01977 0.00795
7E-05 -0.00773 -0.00305
7E-05 -0.01313 -0.00521
7E-05 0.01477 0.00595
7E-05 -0.02943 -0.01173
7E-05 0.00167 0.00071
7E-05 0.01557 0.00627
7E-05 0.01147 0.00463
7E-05 -0.00743 -0.00293
7E-05 0.00857 0.00347
7E-05 -0.00093 -0.00033
7E-05 -0.02653 -0.01057
7E-05 0.01087 0.00439
7E-05 -0.00453 -0.00177
7E-05 0.00687 0.00279
7E-05 0.01357 0.00547
7E-05 0.00037 0.00019
9E-05 -0.00861 -0.00339
9E-05 0.01089 0.00441
9E-05 0.01429 0.00577
9E-05 -0.00011 1E-05
9E-05 0.00089 0.00041
9E-05 0.00179 0.00077
9E-05 0.00889 0.00361
9E-05 0.00229 0.00097
9E-05 -1E-05 5E-05
9E-05 -0.00221 -0.00083
9E-05 0.00179 0.00077
9E-05 -0.00041 -0.00011
9E-05 -0.00041 -0.00011
9E-05 -0.00471 -0.00183
9E-05 -0.00011 1E-05
9E-05 -0.01001 -0.00395
9E-05 0.00699 0.00285
9E-05 -0.00401 -0.00155
9E-05 -0.00611 -0.00239
9E-05 0.00509 0.00209
7E-05 -0.01303 -0.00517
7E-05 -0.01723 -0.00685
7E-05 0.00807 0.00327
7E-05 0.01397 0.00563
7E-05 -0.00403 -0.00157
7E-05 -0.01603 -0.00637
7E-05 0.00927 0.00375
7E-05 0.00597 0.00243
7E-05 0.01237 0.00499
7E-05 -0.00173 -0.00065
7E-05 0.01037 0.00419
7E-05 -0.00233 -0.00089
7E-05 0.00377 0.00155
7E-05 -0.00483 -0.00189
7E-05 0.00717 0.00291
7E-05 -0.00333 -0.00129
7E-05 0.00267 0.00111
7E-05 0.00267 0.00111
7E-05 0.00507 0.00207
7E-05 0.00627 0.00255
7E-05 -0.00123 -0.00045
7E-05 0.00277 0.00115
7E-05 -0.00373 -0.00145
6E-05 0.01086 0.00438
6E-05 0.00406 0.00166
6E-05 -0.00024 -6E-05
6E-05 -0.00044 -0.00014
6E-05 0.00386 0.00158
6E-05 0.00316 0.0013
6E-05 -0.00184 -0.0007
6E-05 0.00166 0.0007
6E-05 0.00016 0.0001
6E-05 0.00076 0.00034
6E-05 0.00746 0.00302
6E-05 0.00026 0.00014
6E-05 0.00026 0.00014
6E-05 -0.00324 -0.00126
6E-05 -0.00134 -0.0005
6E-05 0.00246 0.00102
6E-05 0.00926 0.00374
6E-05 0.00196 0.00082
6E-05 0.00446 0.00182
6E-05 -0.00414 -0.00162
7E-05 -0.00863 -0.00341
7E-05 -0.00653 -0.00257
7E-05 0.00607 0.00247
7E-05 0.00137 0.00059
7E-05 0.00917 0.00371
7E-05 -0.00323 -0.00125
7E-05 -0.00073 -0.00025
7E-05 0.00287 0.00119
7E-05 0.00907 0.00367
7E-05 -0.00023 -5E-05
7E-05 0.00747 0.00303
7E-05 0.00107 0.00047
7E-05 -0.00043 -0.00013
7E-05 0.00437 0.00179
7E-05 0.00487 0.00199
7E-05 0.00107 0.00047
7E-05 0.00017 0.00011
7E-05 0.00487 0.00199
7E-05 -0.00093 -0.00033
7E-05 -0.00563 -0.00221
7E-05 0.00287 0.00119
 Average Ret Std Dev
Market 0.0005879840849 0.008314372
Risk-Free 6.2652519894E-05 0
Complete 0.0002727851459 0.003325517
 Average Ret Std Dev y 1-y ExpRet
Market 0.00058798408 0.00831437225 0 1 6.265252E-05
Risk-Free 6.265252E-05 0 0.05 0.95 8.89191E-05
0.1 0.9 0.000115186
0.15 0.85 0.000141452
MVAnalysis 0.2 0.8 0.000167719
0.014
0.25 0.75 0.000193985
0.3 0.7 0.000220252
0.012 0.35 0.65 0.000246519
0.4 0.6 0.000272785
0.01 0.45 0.55 0.000299052
0.5 0.5 0.000325318
0.008
0.55 0.45 0.000351585
0.006 0.6 0.4 0.000377851
0.65 0.35 0.000404118
0.004 0.7 0.3 0.000430385
0.75 0.25 0.000456651
0.002
0.8 0.2 0.000482918
0
0.85 0.15 0.000509184
0 0.0001 0.0002 0.0003 0.0004 0.0005 0.0006 0.0007 0.0008 0.0009 0.9 0.1 0.000535451
0.95 0.05 0.000561718
1 0 0.000587984
1.05 -0.05 0.000614251
1.1 -0.1 0.000640517
1.15 -0.15 0.000666784
1.2 -0.2 0.00069305
1.25 -0.25 0.000719317
1.3 -0.3 0.000745584
1.35 -0.35 0.00077185
1.4 -0.4 0.000798117
1.45 -0.45 0.000824383
StdDevC
0
0.00041572
0.00083144
0.00124716
0.00166287
0.00207859
0.00249431
0.00291003
0.00332575
0.00374147
0.00415719
0.0045729
0.00498862
0.00540434
0.00582006
0.00623578
0.0066515
0.00706722
0.00748294
0.00789865
0.00831437
0.00873009
0.00914581
0.00956153
0.00997725
0.01039297
0.01080868
0.0112244
0.01164012
0.01205584