Covariance Matrix

Returns_IBM Returns_KR Returns_TSLA

Returns_IBM 1.46082336396637 0.500224537661 0.930283790891431
Returns_KR 0.500224537660928 1.49291172131 0.765425183814522
Returns_TSLA 0.930283790891431 0.765425183815 13.3112312514809
Returns_DAL 0.877201535459622 0.924873262533 1.5063531919073
Returns_TRV 0.713513163589751 0.735015187557 0.93960981339919

Weights Portf. P
w1 0.0000
w2 0.4966
w3 0.2165
w4 0.0980
w5 0.1890
sum of weights 1

RF on Jan 2, 2014: 0.0007

 Returns_DAL Returns_TRV
0.877201535459622 0.71351316358975
0.924873262533386 0.7350151875572
1.5063531919073 0.93960981339919
7.0573681462759 1.22632736551851
1.22632736551851 1.61531435610475

Expected Return Portfolio P 0.12868870861

Portfolio Variance 1.69611494669
Portfolio Std. Dev. 1.30234977893

Portfolio Sharpe Ratio 0.09827521813

 Returns_IBM Returns_KR Returns_TSLA Returns_DAL Returns_TRV
Returns_IBM 1.46082 0.50022 0.93028 0.87720 0.71351
Returns_KR 0.50022 1.49291 0.76543 0.92487 0.73502
Returns_TSLA0.93028 0.76543 13.31123 1.50635 0.93961
Returns_DAL 0.87720 0.92487 1.50635 7.05737 1.22633
Returns_TRV 0.71351 0.73502 0.93961 1.22633 1.61531
 Returns_IBM Returns_KR Returns_TSLA Returns_DAL Returns_TRV
Returns_IBM 1
Returns_KR 0.33872642 1
Returns_TSLA 0.21096358 0.17170248 1
Returns_DAL 0.27319902 0.28493367 0.15541621 1
Returns_TRV 0.46448812 0.4733155 0.20263287 0.36320892 1
DATE Returns_IBM Returns_KR Returns_TSLA
3-Jan-11 0.4906 -1.5653 -0.0375
4-Jan-11 0.1085 -1.4084 0.1878
5-Jan-11 -0.3996 0.6912 0.5999
6-Jan-11 1.0949 -1.0984 3.9135
7-Jan-11 -0.4911 -0.0463 1.2913
10-Jan-11 -0.196 -0.3241 0.7436
11-Jan-11 -0.2438 -0.3716 -5.2373
12-Jan-11 1.2357 1.3986 0
13-Jan-11 -0.1878 -1.0575 -2.7448
14-Jan-11 0.7929 -0.3717 -1.7925
18-Jan-11 0.4333 -0.0466 -0.4272
19-Jan-11 3.3455 0.3733 -6.2792
20-Jan-11 0.0707 0.3719 -5.8677
21-Jan-11 -0.1926 -0.139 1.8568
24-Jan-11 2.656 0.6494 6.2934
25-Jan-11 1.1339 -0.2304 0.7758
26-Jan-11 -0.2478 -0.1848 0.2836
27-Jan-11 0.0186 -0.4628 0.6869
28-Jan-11 -1.1548 -1.0228 -3.6517
31-Jan-11 1.7524 0.5167 0.3748
1-Feb-11 0.963 1.3551 -0.7884
2-Feb-11 -0.159 -0.2305 0.1255
3-Feb-11 0.1408 1.4787 -1.2949
4-Feb-11 0.2874 1.6849 -0.7194
7-Feb-11 0.5 0 -1.6624
8-Feb-11 1.1406 -0.2239 6.1552
9-Feb-11 -0.8431 1.6158 -5.2266
10-Feb-11 -0.3401 -0.53 0.0215
11-Feb-11 -0.1463 0.7771 0.1508
14-Feb-11 -0.3845 -0.7083 -0.7312
15-Feb-11 -0.2328 0.8025 -1.0399
16-Feb-11 0.3439 2.6979 8.275
17-Feb-11 0.5141 -0.5599 -4.5693
18-Feb-11 0.3653 0.0433 -1.7797
22-Feb-11 -1.7532 0.4329 -5.6514
23-Feb-11 -1.0929 -0.3879 -0.1829
24-Feb-11 0.3683 -0.6058 3.2066
25-Feb-11 0.9392 -0.4789 4.7936
28-Feb-11 -0.2465 0.175 1.1859
1-Mar-11 -1.1799 -0.7424 0.2093
2-Mar-11 0.1188 -0.9239 0.3342
3-Mar-11 2.0729 2.2202 1.4155
4-Mar-11 -1.0093 2.5195 2.422
7-Mar-11 -1.1741 0.1695 -0.0401
8-Mar-11 1.4694 0.2961 -1.1227
9-Mar-11 2.2061 0.0844 0.2433
10-Mar-11 -2.3152 0.885 -2.8722
11-Mar-11 0.253 -0.1253 0.2499
14-Mar-11 -0.6403 -0.2091 -3.4067
15-Mar-11 -1.4685 0.5868 -1.2903
16-Mar-11 -3.7857 -2 -0.5665
17-Mar-11 0.7712 0.8929 -0.0438
18-Mar-11 1.1091 0.5478 0.6576
21-Mar-11 1.1482 -0.9221 -1.0017
22-Mar-11 0.2029 0.0423 -2.3757
23-Mar-11 0.9684 -0.6342 0.0901
24-Mar-11 0.3197 1.5745 0.5403
25-Mar-11 1.3372 -0.7122 1.8809
28-Mar-11 -0.4994 -0.0844 2.1978
29-Mar-11 0.9357 2.1537 2.8817
30-Mar-11 0.442 0.4134 -0.8779
31-Mar-11 -0.324 -1.3174 17.0392
1-Apr-11 0.7359 -0.9178 -3.9279
4-Apr-11 -0.0122 0.5474 -3.1133
5-Apr-11 -0.1583 -0.3769 3.3682
6-Apr-11 0.0305 0.7566 -0.7865
7-Apr-11 0.2073 0.5841 2.8313
8-Apr-11 -0.2008 -0.4562 -2.7533
11-Apr-11 -0.061 0.9583 -4.6055
 12-Apr-11 -0.427 -0.4952 -2.4535
13-Apr-11 0.4288 0.3733 1.1359
14-Apr-11 0.6221 2.0661 0.8424
15-Apr-11 0.7517 -0.6478 1.7502
18-Apr-11 -0.1624 0.163 -2.1501
19-Apr-11 -0.3254 0.1627 0.5194
20-Apr-11 -0.393 -1.5435 2.345
21-Apr-11 2.1426 1.1139 3.8447
25-Apr-11 -0.3625 -0.9792 -1.3089
26-Apr-11 0.4891 0.0824 2.0462
27-Apr-11 1.1158 1.2351 0.557
28-Apr-11 0.2407 -2.074 2.1418
29-Apr-11 -0.1171 0.9551 -0.2169
2-May-11 0.9204 -0.905 -0.5435
3-May-11 0.4182 0 -2.1129
4-May-11 -1.3016 0.2906 -0.6699
5-May-11 -1.266 0.5795 -0.9367
6-May-11 0.7005 -0.2881 2.5719
9-May-11 0.1243 0.2476 2.913
10-May-11 0.7569 1.2762 1.5048
11-May-11 -0.5165 -0.122 -4.4476
12-May-11 1.6165 2.3403 2.2165
13-May-11 -1.347 -0.0399 -0.4337
16-May-11 -0.6238 -0.1998 -3.4483
17-May-11 0.9712 1.3211 -2.406
18-May-11 -0.0352 0.1976 1.5023
19-May-11 0.088 0.4732 7.0209
20-May-11 -0.2521 -2.0016 -0.8156
23-May-11 -1.1166 -1.5619 -4.1115
24-May-11 -0.1605 -0.4475 -0.3729
25-May-11 -0.1429 -1.0625 8.4581
26-May-11 -0.3398 0.537 1.7253
27-May-11 0.1914 1.5612 0.2374
31-May-11 0.8537 0.4045 1.9966
1-Jun-11 -1.4029 -3.7067 -5.3849
2-Jun-11 -0.2822 -0.5858 0.8521
 3-Jun-11 -0.6262 -0.7997 4.7636
6-Jun-11 -0.1818 -1.7395 -4.7461
7-Jun-11 -0.6434 0.6045 -1.1498
8-Jun-11 0.3971 1.3734 -4.4061
9-Jun-11 0.3042 0.7621 1.8437
10-Jun-11 -1.007 -2.1849 0.8689
13-Jun-11 -0.0061 0.5584 2.0459
14-Jun-11 0.5822 -0.8116 0.598
15-Jun-11 -1.0907 -1.1628 -4.4755
16-Jun-11 0.2094 4.5316 -3.0015
17-Jun-11 1.0881 0.0417 0
20-Jun-11 0.3527 0.1667 -1.8491
21-Jun-11 0.7272 2.4126 5.8439
22-Jun-11 -0.3249 -0.4874 -1.1624
23-Jun-11 0.2656 0.9796 1.8376
24-Jun-11 -0.6321 -0.9701 -0.5233
27-Jun-11 1.5448 -0.898 -0.3809
28-Jun-11 1.4258 0.5354 2.3671
29-Jun-11 0.3117 0.7374 0.6403
30-Jun-11 0.5922 0.854 2.9692
1-Jul-11 1.7429 1.129 -0.3776
5-Jul-11 0.5099 -0.1595 0.4135
6-Jul-11 1.2997 0.3594 -0.6177
7-Jul-11 -0.6921 1.3132 2.6588
8-Jul-11 0.0057 -0.5499 -3.0945
11-Jul-11 -0.8499 -1.3428 -1.5967
12-Jul-11 -0.5372 0.6005 -0.6349
13-Jul-11 0.1551 0.5173 1.6684
14-Jul-11 -0.0516 0.3563 -3.5964
15-Jul-11 0.7519 0.5128 -0.1087
18-Jul-11 -0.1481 -0.2747 -1.269
19-Jul-11 5.6652 1.6529 2.4238
20-Jul-11 -0.8423 -0.271 2.8684
21-Jul-11 0.6806 -2.368 0.0349
22-Jul-11 0.1514 0.6362 2.0557
25-Jul-11 -0.7992 -1.936 -2.7313
 26-Jul-11 -0.4192 0.4432 -1.7199
27-Jul-11 -0.8637 0.2006 -1.2857
28-Jul-11 0.2481 -0.5604 1.9175
29-Jul-11 0.0275 0.1208 0
1-Aug-11 -0.6049 -0.7238 2.1299
2-Aug-11 -1.4938 -2.7542 -4.9705
3-Aug-11 0.4381 1.0829 -0.5121
4-Aug-11 -4.1101 -2.2662 -9.0074
5-Aug-11 0.8747 -0.7167 -2.0606
8-Aug-11 -3.4744 -5.2654 -2.4752
9-Aug-11 2.6411 1.1206 6.0068
10-Aug-11 -4.7301 -2.7925 -4.9481
11-Aug-11 2.5778 3.5796 6.2133
12-Aug-11 0.8817 0.5307 3.9921
15-Aug-11 2.8478 0.6159 -0.3041
16-Aug-11 -1.0116 0.9182 -0.4956
17-Aug-11 0.1401 1.2998 -1.0345
18-Aug-11 -4.4612 -1.9247 -6.0782
19-Aug-11 -3.8394 -0.9594 -8.0791
22-Aug-11 0.9141 0.044 -1.5695
23-Aug-11 3.3589 0.5722 4.6014
24-Aug-11 1.4849 -1.5317 3.9634
25-Aug-11 -0.7076 0 -3.1839
26-Aug-11 2.15 0.8 2.6828
29-Aug-11 2.0575 2.9541 4.1298
30-Aug-11 -0.0637 -1.242 -0.3238
31-Aug-11 -0.3478 2.1683 0.4466
1-Sep-11 -0.9191 -1.0611 -2.9911
2-Sep-11 -1.9668 -0.9867 -3.875
6-Sep-11 -1.1199 -1.3865 -0.5635
7-Sep-11 1.3324 3.2513 3.9233
8-Sep-11 -1.2312 -0.6383 -0.9648
9-Sep-11 -2.348 -5.6959 -2.7107
12-Sep-11 0.6507 -0.9083 -0.3918
13-Sep-11 0.6218 0.7333 5.2448
14-Sep-11 2.3313 0.546 1.0797
15-Sep-11 1.7041 2.3077 1.9721
16-Sep-11 1.705 -0.973 3.9484
19-Sep-11 0.0809 -0.0447 -0.1163
20-Sep-11 0.9184 0.1341 0.9313
21-Sep-11 -0.973 -2.9005 -0.6151
22-Sep-11 -2.5431 -0.1379 -0.8511
23-Sep-11 0.427 0.2301 2.9263
26-Sep-11 3.053 1.1938 -3.26
27-Sep-11 1.8337 -0.4537 2.6254
28-Sep-11 -0.09 0.0456 -6.1092
29-Sep-11 0.9124 1.2301 -1.9113
30-Sep-11 -2.4 -1.1701 1.1194
3-Oct-11 -0.9035 -1.0018 -2.706
4-Oct-11 0.8368 1.242 -0.295
5-Oct-11 1.2075 0.5906 7.2274
6-Oct-11 2.7368 2.8907 6.2672
7-Oct-11 0.3853 -1.0975 0.1113
11-Oct-11 -0.8681 -0.5242 -0.9684
12-Oct-11 0.6054 -0.3074 0.6882
13-Oct-11 0.3761 -0.7489 0.5036
14-Oct-11 1.9859 0.3551 0.3937
17-Oct-11 -2.0679 -1.1057 -2.246
18-Oct-11 -4.1213 1.6995 3.3552
19-Oct-11 -0.844 -0.1759 -2.717
20-Oct-11 -0.0789 0.0881 -0.8342
21-Oct-11 2.4711 1.6285 2.5238
24-Oct-11 0.3414 0.7362 1.8552
25-Oct-11 -1.037 -1.4617 -1.0508
26-Oct-11 0.8927 0.4363 -0.9558
27-Oct-11 2.1487 2.0417 2.7877
28-Oct-11 0.8446 -0.1703 3.8595
31-Oct-11 -1.5044 -1.1514 -1.6739
1-Nov-11 -1.7765 -2.9767 -1.6684
2-Nov-11 1.4171 0.667 -0.5886
3-Nov-11 1.8378 0 13.0617
4-Nov-11 -0.4912 0.7509 -0.4621
 7-Nov-11 0.5043 1.1837 -3.2188
8-Nov-11 0.363 0.7366 1.8228
9-Nov-11 -2.6756 -2.1505 -3.0151
10-Nov-11 0.6091 1.2527 1.4573
14-Nov-11 -0.016 -1.2377 -1.2485
15-Nov-11 0.7473 -0.1296 2.1373
16-Nov-11 -1.1285 -2.7261 2.9767
17-Nov-11 -0.4769 -1.6459 -3.6062
18-Nov-11 -0.2638 0.995 -3.2067
21-Nov-11 -2.0298 -0.9852 -2.5767
22-Nov-11 -0.0937 -1.0855 0.9761
23-Nov-11 -1.8532 -0.2286 -1.9333
25-Nov-11 -0.5001 1.5582 0.6677
28-Nov-11 2.9086 2.3466 2.8427
29-Nov-11 -0.697 -1.455 -2.4877
30-Nov-11 3.9018 3.7136 3.1181
1-Dec-11 0.7713 0.8197 -0.4276
2-Dec-11 0.1109 -0.0428 2.1472
5-Dec-11 0.6222 1.3699 3.3634
6-Dec-11 1.1004 0.1689 1.3074
7-Dec-11 0.5753 -0.1265 -1.9501
8-Dec-11 -1.2729 -0.7176 -9.6519
9-Dec-11 1.5555 1.7857 0.4856
12-Dec-11 -1.2233 -0.0835 -2.0296
13-Dec-11 -0.536 -0.4599 -3.1569
14-Dec-11 -1.2712 -1.092 -3.1239
15-Dec-11 -0.6571 1.104 0.3155
16-Dec-11 -2.0855 -0.42 -2.1663
19-Dec-11 -0.3704 -0.8857 -0.8929
20-Dec-11 2.3785 2.0426 0.5405
21-Dec-11 -3.0816 2.0851 -1.1828
22-Dec-11 0.3141 -1.3072 0.7254
23-Dec-11 1.4887 1.3245 0.4681
27-Dec-11 0.1083 -0.0409 2.4014
28-Dec-11 -0.5191 -0.5721 -0.21
29-Dec-11 1.1903 0.4932 0.7717
30-Dec-11 -1.2354 -0.9407 -0.5917
3-Jan-12 1.3161 1.2387 -1.6807
4-Jan-12 -0.4079 -1.0196 -1.3177
5-Jan-12 -0.4743 0.0824 -2.1292
6-Jan-12 -1.1481 -0.4117 -0.7743
9-Jan-12 -0.5204 0.2894 1.2635
10-Jan-12 -0.1542 0.2473 1.3578
11-Jan-12 0.5571 -0.9457 2.2085
12-Jan-12 -0.9708 -0.4566 0.0708
13-Jan-12 -0.7699 0.6255 -19.3274
17-Jan-12 0.4689 0.746 16.7179
18-Jan-12 0.5944 -0.7816 0.7895
19-Jan-12 -0.3038 -0.2488 -0.1865
20-Jan-12 4.4316 -0.6234 -0.5979
23-Jan-12 0.7744 0.9201 0.6391
24-Jan-12 1.0264 0.8703 2.4281
25-Jan-12 -0.1042 1.2736 2.0058
26-Jan-12 -0.3912 -0.3245 3.468
27-Jan-12 -0.2723 -1.0989 1.3476
30-Jan-12 1.0711 -0.8642 0.8183
31-Jan-12 0.052 -1.3699 -1.6909
1-Feb-12 0.0104 0.2946 1.7544
2-Feb-12 -0.5659 0.5875 2.265
3-Feb-12 1.1017 -0.2086 2.9752
6-Feb-12 -0.4235 0.5853 2.0867
7-Feb-12 0.2749 -1.4963 -0.6289
8-Feb-12 0.181 -0.2532 1.0443
9-Feb-12 0.0933 -0.2538 2.0357
10-Feb-12 -0.3676 0.212 -4.5427
13-Feb-12 0.1039 0.1058 1.254
14-Feb-12 -0.2077 1.4019 5.335
15-Feb-12 0.0156 -0.5027 1.2964
16-Feb-12 0.4005 0.5474 1.7262
17-Feb-12 0.2072 0.1675 2.3113
21-Feb-12 -0.0155 -0.4181 -1.344
22-Feb-12 0.2482 -0.7557 -0.8116
23-Feb-12 1.9291 -2.7919 0.9059
24-Feb-12 0.0759 2.4369 -2.2589
27-Feb-12 -0.1163 1.4443 -0.3852
28-Feb-12 0.2278 -0.4188 0.5651
29-Feb-12 -0.6314 0.0421 -1.1831
1-Mar-12 0.4067 2.7322 2.9931
2-Mar-12 0.648 -1.473 -1.0753
5-Mar-12 0.9305 0.4983 -0.7932
6-Mar-12 -1.6944 -0.6198 -1.9544
7-Mar-12 0.2585 0.0832 0.0302
8-Mar-12 1.0315 1.1217 -0.151
9-Mar-12 0.4054 -0.0822 5.0499
12-Mar-12 0.1894 0.2467 3.6557
13-Mar-12 1.3831 -0.6563 0.2222
14-Mar-12 0.4613 0.4955 -2.2167
15-Mar-12 0.6252 0.2876 -0.8218
16-Mar-12 0.0049 -0.1639 0.9143
19-Mar-12 -0.1408 -0.9848 -0.9626
20-Mar-12 -0.7146 -0.1243 -0.0572
21-Mar-12 0.2154 0.7469 0.5435
22-Mar-12 0.3908 -1.1532 -2.1337
23-Mar-12 -0.0049 1.8333 -0.9302
26-Mar-12 1.1145 -0.9411 9.7418
27-Mar-12 -0.284 0.3304 1.4438
28-Mar-12 0.0531 -0.4117 -0.2372
29-Mar-12 0.4728 0.124 -1.3738
30-Mar-12 0.1825 0.0413 -0.2411
2-Apr-12 0.393 0.6603 -1.7723
3-Apr-12 0.0143 -2.706 3.9092
4-Apr-12 -1.6468 -0.8007 -7.919
5-Apr-12 -0.2815 1.2744 -1.4857
9-Apr-12 -0.2579 -1.4262 -3.8573
10-Apr-12 -1.2735 -0.9787 -2.0815
11-Apr-12 0.1236 0.8165 1.9409
12-Apr-12 1.3526 0.682 1.0577
13-Apr-12 -1.2274 -0.4657 0.4486
 16-Apr-12 -0.0394 0.2552 -3.9893
17-Apr-12 2.3333 0.5091 -0.031
18-Apr-12 -3.5286 -0.8442 1.3027
19-Apr-12 -0.3098 -1.192 1.5309
20-Apr-12 0.0451 0.1723 0
23-Apr-12 -0.491 0 -3.6791
24-Apr-12 0.6948 0.2581 -0.3757
25-Apr-12 1.785 -0.5148 3.4255
26-Apr-12 0.9874 0.4312 1.7624
27-Apr-12 0.5983 0.2576 -0.4479
30-Apr-12 0.1306 -0.3426 -0.6299
1-May-12 0.4443 0.6446 1.962
2-May-12 0.0288 -0.3416 0.4737
3-May-12 -0.3941 -0.3856 -4.3606
4-May-12 -1.0857 -0.5591 -1.9408
7-May-12 -0.6049 -0.4758 2.0107
8-May-12 -0.6969 -0.4346 -7.0219
9-May-12 -0.1241 -0.4801 -0.4306
10-May-12 -0.3131 1.2281 9.6474
11-May-12 0.2841 0.0217 -2.1541
14-May-12 -0.86 -1.9591 -6.7907
15-May-12 -0.2006 -1.5986 -2.0958
16-May-12 0.3467 0.2708 -0.8495
17-May-12 -0.9212 -1.3051 -2.0905
18-May-12 -1.0157 -0.5472 -3.5352
21-May-12 0.9598 1.2838 4.3904
22-May-12 -0.4753 1.0412 7.0212
23-May-12 -0.3557 -0.7168 0.747
24-May-12 -0.0153 -0.0451 -2.2566
25-May-12 -0.9128 1.1738 -1.6821
29-May-12 1.1117 0.6247 6.3066
30-May-12 -0.9824 -0.8869 -4.0391
31-May-12 -0.8379 -1.5213 -2.9924
1-Jun-12 -1.9803 -1.6811 -4.5763
4-Jun-12 -0.2856 1.2477 -0.9591
5-Jun-12 0.3501 -0.2282 0.1076
 6-Jun-12 2.5317 0.4117 4.6937
7-Jun-12 0.232 -0.9567 -0.9925
8-Jun-12 0.36 -0.782 3.9751
11-Jun-12 -1.3478 -1.0199 -3.1915
12-Jun-12 1.0597 0.7026 1.8544
13-Jun-12 -0.7453 -0.9767 0.3709
14-Jun-12 1.0357 6.0592 -1.2765
15-Jun-12 2.0502 1.0186 1.7693
18-Jun-12 -0.4068 0 6.4527
19-Jun-12 0.3228 -0.4384 0.7852
20-Jun-12 -0.0754 1.4091 5.2664
21-Jun-12 -2.7115 0.0434 -4.7069
22-Jun-12 0.1603 -0.651 4.955
25-Jun-12 -0.4337 -0.8737 -1.9979
26-Jun-12 -0.4718 -0.6611 -4.5304
27-Jun-12 0.547 1.1091 1.1072
28-Jun-12 -0.829 0.5704 -1.7209
29-Jun-12 2.1839 1.178 -0.382
2-Jul-12 0.1278 -1.6386 -2.8444
3-Jul-12 0.0511 0.4384 0.8553
5-Jul-12 -0.3266 -1.2658 1.8591
6-Jul-12 -1.9868 0.7957 -0.7685
9-Jul-12 -0.909 -1.5351 1.6134
10-Jul-12 -1.7979 0.5791 -0.6986
11-Jul-12 -0.5422 1.0186 0.7675
12-Jul-12 -1.166 -3.7264 3.7766
13-Jul-12 1.5948 0.7286 4.7401
16-Jul-12 -0.6559 -0.9042 4.9927
17-Jul-12 -0.6169 0.1825 -7.2581
18-Jul-12 2.5048 0.0911 -3.5982
19-Jul-12 3.7663 -1.7743 0.3732
20-Jul-12 -1.4795 -0.5558 -1.4874
23-Jul-12 -0.8418 -0.9315 -3.5546
24-Jul-12 -0.2568 -0.7522 -2.6745
25-Jul-12 0.3888 0.6632 -2.9826
26-Jul-12 1.502 1.3177 -2.8325
 27-Jul-12 1.2581 1.5792 4.9058
30-Jul-12 0.1477 0.2743 -7.3196
31-Jul-12 -0.3559 1.0944 0.2559
1-Aug-12 -0.4082 0.1353 -4.267
2-Aug-12 -0.374 -1.4414 -0.5714
3-Aug-12 2.0931 1.4625 4.4828
6-Aug-12 0.1209 1.1712 3.667
7-Aug-12 0.5886 0.089 7.0039
8-Aug-12 -0.025 1.0231 -3.8347
9-Aug-12 -0.3065 -0.8807 1.1
10-Aug-12 0.4385 -0.0444 1.8021
13-Aug-12 -0.1405 0.2444 4.1082
14-Aug-12 -0.3618 -0.4011 -5.6144
15-Aug-12 0.0555 -1.1633 -0.068
16-Aug-12 1.2298 0.1811 3.0612
17-Aug-12 0.1892 -0.4519 -0.9571
20-Aug-12 -0.3578 0.4539 -1.6661
21-Aug-12 -0.9227 -0.5422 -1.3555
22-Aug-12 -0.7048 -0.2272 2.8856
23-Aug-12 -0.7858 -1.2295 2.6043
24-Aug-12 1.0577 0.5532 -4.0026
27-Aug-12 -1.0517 0.8712 -4
28-Aug-12 -0.419 0.9091 1.3065
29-Aug-12 0.1078 -0.2252 -0.976
30-Aug-12 -0.8766 0.2257 0
31-Aug-12 0.7654 0.3604 0.3872
4-Sep-12 -0.1591 0.2693 -1.3324
5-Sep-12 0.257 0.9848 -0.7107
6-Sep-12 2.0816 2.3936 2.1832
7-Sep-12 0.2009 -1.6017 2.8021
10-Sep-12 0.7268 1.4078 -6.7462
11-Sep-12 1.1545 1.5184 1.5711
12-Sep-12 0.246 2.2222 1.7266
13-Sep-12 1.271 -0.1672 4.2433
14-Sep-12 0.2181 -0.335 3.0868
17-Sep-12 0.1644 0.042 7.0747
18-Sep-12 -0.0386 -0.756 -3.6878
19-Sep-12 -0.3091 1.5235 -0.9253
20-Sep-12 -0.1211 -0.3752 -0.4831
21-Sep-12 -0.097 -0.9205 -2.8479
24-Sep-12 -0.335 0 2.1319
25-Sep-12 -0.151 -0.8868 -9.7847
26-Sep-12 -0.4781 0.213 -0.4338
27-Sep-12 0.9363 0.2551 3.4495
28-Sep-12 0.7479 -0.1696 2.7729
1-Oct-12 1.4558 1.0195 -0.4098
2-Oct-12 -0.2993 -0.3785 2.1948
3-Oct-12 0.3193 0.4221 -1.6779
4-Oct-12 -0.057 -0.4203 0.3413
5-Oct-12 0.0951 0.3377 -1.7347
9-Oct-12 -0.8722 -1.1755 -3.0085
10-Oct-12 -1.0433 -1.0195 0.1057
11-Oct-12 -0.0292 0.0858 -0.2817
12-Oct-12 0.9915 -0.0429 -2.4011
15-Oct-12 0.5438 0.5148 -1.1216
16-Oct-12 0.9908 4.268 2.6711
17-Oct-12 -4.9147 2.3741 2.7053
18-Oct-12 -2.8261 0.7597 -2.7034
19-Oct-12 -0.8207 -0.2778 -1.0699
22-Oct-12 0.5379 0.8755 0.3965
23-Oct-12 -1.6204 -0.9073 1.939
24-Oct-12 -0.2771 -0.4379 -3.4167
25-Oct-12 0.4614 1.3994 0.3647
26-Oct-12 0.8716 -0.7098 -0.5087
31-Oct-12 0.6519 0.1589 2.7443
1-Nov-12 1.3468 -0.8723 3.96
2-Nov-12 -1.8869 -0.28 -1.1188
5-Nov-12 0.3671 0 8.9279
6-Nov-12 0.479 0.722 -1.1111
7-Nov-12 -1.5687 -1.8718 1.252
8-Nov-12 -0.5545 -0.4058 -0.7292
9-Nov-12 -0.242 0.652 -3.1619
13-Nov-12 -0.4914 0.0401 1.7519
14-Nov-12 -1.4921 -1.2111 -0.7411
15-Nov-12 0.1833 -0.3678 -1.7846
16-Nov-12 0.5865 0.5742 3.3092
19-Nov-12 1.8241 0.4486 3.3923
20-Nov-12 -0.6042 -0.3654 0.243
21-Nov-12 0.5761 0.4482 -1.6061
23-Nov-12 1.6817 1.3387 -1.0471
26-Nov-12 -0.3153 -1.4812 0.4357
27-Nov-12 -0.8555 1.0158 -0.3719
28-Nov-12 0.3922 0.8045 3.3592
29-Nov-12 -0.2344 4.7486 1.3843
30-Nov-12 -0.7623 -0.0381 0.3859
3-Dec-12 -0.3104 2.0579 2.3655
4-Dec-12 -0.0633 0.3361 -2.0797
5-Dec-12 -0.375 -0.5955 -0.5605
6-Dec-12 0.5566 0.7113 0.5636
7-Dec-12 1.1861 -0.3346 0.7965
10-Dec-12 0.349 -0.5968 1.1706
11-Dec-12 0.8203 -0.1876 2.0538
12-Dec-12 -0.6437 -0.0376 -0.0567
13-Dec-12 -0.4975 -0.9026 -4.6795
14-Dec-12 -0.1198 -0.2277 0.5951
17-Dec-12 0.97 1.065 1.745
18-Dec-12 1.0691 0.6775 0.5523
19-Dec-12 -0.3117 -0.9346 0.0578
20-Dec-12 -0.1589 0.4906 -0.5201
21-Dec-12 -0.6931 -1.2392 -1.2489
24-Dec-12 -0.5274 0.1521 0.8235
26-Dec-12 -0.2339 -0.9112 -2.0128
27-Dec-12 0.3959 -0.5364 0.2977
28-Dec-12 -1.4945 -1.0786 -1.3951
31-Dec-12 0.9061 1.324 1.9566
2-Jan-13 2.5059 1.3451 4.3992
3-Jan-13 -0.55 0.0758 -1.6686
4-Jan-13 -0.6555 0.2653 -1.0641
 7-Jan-13 -0.4382 -2.4187 -0.1744
8-Jan-13 -0.1398 -2.0914 -1.922
9-Jan-13 -0.2852 1.068 -0.1188
10-Jan-13 0.2912 0 -0.327
11-Jan-13 0.814 0.5871 -1.8491
14-Jan-13 -0.9411 0.6226 1.0635
15-Jan-13 -0.0623 0.9667 1.9242
16-Jan-13 0.0468 0.6894 0.59
17-Jan-13 0.5504 1.5215 0.8211
18-Jan-13 0.4234 1.4612 0.4072
22-Jan-13 0.8279 1.2925 1.9409
23-Jan-13 4.4064 0.8385 2.3018
24-Jan-13 -0.1465 0.3615 2.75
25-Jan-13 0.2691 0.2882 -0.027
28-Jan-13 -0.0195 -0.1437 2.8394
29-Jan-13 -0.5026 -0.3237 -0.2104
30-Jan-13 -0.1864 0.1804 -1.1331
31-Jan-13 -0.2211 -0.2161 -0.0267
1-Feb-13 1.039 0.6859 2.1061
4-Feb-13 -0.6775 -0.7888 -1.4621
5-Feb-13 -0.4907 0.7951 1.0334
6-Feb-13 -0.4537 -0.1076 2.7275
7-Feb-13 -0.6368 0.5743 0.7914
8-Feb-13 0.9713 0.6424 -0.6079
11-Feb-13 -0.7537 0.6738 -2.0897
12-Feb-13 -0.06 0.5284 -1.3795
13-Feb-13 0.025 0.2453 1.478
14-Feb-13 -0.2199 -0.773 -0.3901
15-Feb-13 0.6662 -1.2394 -3.2898
19-Feb-13 -0.3284 1.1474 6.0475
20-Feb-13 -0.5042 -1.9142 -1.8839
21-Feb-13 -0.4917 3.9393 -8.7701
22-Feb-13 1.3916 0.1043 2.7019
25-Feb-13 -1.7803 -1.5283 -4.7909
26-Feb-13 0.8253 1.3051 0.1454
27-Feb-13 1.6019 1.3231 1.946
28-Feb-13 -0.7414 0.378 -0.7692
1-Mar-13 1.0357 1.0955 -0.5168
4-Mar-13 1.1237 -0.2032 2.684
5-Mar-13 0.6531 0.4072 3.0073
6-Mar-13 0.8958 -0.7773 2.8376
7-Mar-13 0.4991 3.0313 1.4327
8-Mar-13 0.4584 3.0413 0.6278
11-Mar-13 -0.1426 -0.7058 1.6376
12-Mar-13 0.2237 -0.4523 0.0512
13-Mar-13 0.7172 1.6228 -0.3579
14-Mar-13 1.7637 0.6068 -5.4643
15-Mar-13 -0.4078 0.381 -4.2334
18-Mar-13 -0.7956 0.1265 -0.3967
19-Mar-13 0.1079 0.2527 -0.1991
20-Mar-13 0.759 0.4096 2.48
21-Mar-13 -1.302 0.4079 0.1669
22-Mar-13 -0.0848 1.25 1.694
25-Mar-13 -0.6318 0.7407 2.485
26-Mar-13 0.7687 0.4596 0.8793
27-Mar-13 -0.6922 0.9454 0.7924
28-Mar-13 1.1428 0.1208 -0.7075
1-Apr-13 -0.4313 -1.8105 15.9409
2-Apr-13 0.9323 0.7683 0.9333
3-Apr-13 -0.7931 -2.2873 -7.3072
4-Apr-13 -0.6348 0.8427 2.2141
5-Apr-13 -0.8992 -0.8357 -1.5234
8-Apr-13 -0.043 -0.4994 1.1119
9-Apr-13 -0.0478 0.5646 -3.1795
10-Apr-13 1.3287 1.8403 3.358
11-Apr-13 0.434 1.5926 4.1328
12-Apr-13 -0.7233 -0.1809 0.3671
15-Apr-13 -1.0029 -1.1779 -1.0286
16-Apr-13 1.3094 1.7726 5.2887
17-Apr-13 -1.0991 0.3904 -0.3071
18-Apr-13 -1.2019 0.9871 3.3443
19-Apr-13 -8.279 -0.1481 1.831
 22-Apr-13 -1.1421 1.4832 4.9341
23-Apr-13 2.0125 1.3446 1.6338
24-Apr-13 0.0522 -0.2307 -1.137
25-Apr-13 1.1684 -0.7517 3.1132
26-Apr-13 0.1856 -0.1457 -1.5385
29-Apr-13 2.4909 0.4959 7.3047
30-Apr-13 1.7022 -0.2032 -1.7292
1-May-13 -1.4367 -0.5236 -1.3151
2-May-13 1.3826 1.2281 1.5578
3-May-13 1.0475 0.26 0.8132
6-May-13 -0.8459 -0.605 9.0742
7-May-13 0.4192 1.4203 -6.7059
8-May-13 1.0509 -0.7431 0.4981
9-May-13 -0.7714 -0.8062 24.4029
10-May-13 0.6052 0.1161 10.6109
13-May-13 -0.9781 -1.1308 14.3765
14-May-13 0.3655 2.5037 -5.1936
15-May-13 0.0541 1.2069 1.9246
16-May-13 0.6738 -0.4259 8.7292
17-May-13 1.832 0.998 -0.8109
20-May-13 -0.403 -1.9763 -1.7049
21-May-13 0.5058 0.3168 -2.6129
22-May-13 -0.7956 -2.0385 -0.3996
23-May-13 -0.401 0.2052 6.293
24-May-13 -0.2134 0.117 4.691
28-May-13 1.0014 0.9056 13.6527
29-May-13 0.0674 -0.3474 -5.1707
30-May-13 0.6926 -0.0872 0.3068
31-May-13 -0.64 -2.0936 -6.8509
3-Jun-13 0.4471 0.5049 -5.2885
4-Jun-13 -1.3209 0.3251 2.4301
5-Jun-13 -1.6732 -2.7099 0.5588
6-Jun-13 0.5228 0.2725 2.0761
7-Jun-13 1.2512 4.3478 4.8177
10-Jun-13 -0.6445 0.4919 -1.9502
11-Jun-13 -0.5073 -0.4319 -5.5772
12-Jun-13 -1.3629 -0.8097 3.4508
13-Jun-13 1.2773 2.2157 0.4604
14-Jun-13 -0.7705 -0.7701 2.1593
17-Jun-13 0.4154 1.121 1.8943
18-Jun-13 0.9013 0.9665 1.1644
19-Jun-13 -1.4302 -1.098 1.2477
20-Jun-13 -2.273 -6.1201 -3.8498
21-Jun-13 -0.9577 2.3954 -1.0929
24-Jun-13 -0.9823 0.6515 1.9488
25-Jun-13 0.744 1.5299 0.8966
26-Jun-13 -0.0615 -0.0869 3.2422
27-Jun-13 0.4054 0.6671 3.339
28-Jun-13 -2.3205 -0.4898 -1.73
1-Jul-13 0.089 0.3764 9.1459
2-Jul-13 0.115 3.6054 0.547
3-Jul-13 0.9138 -0.8909 -2.1898
5-Jul-13 0.8693 1.3202 4.2086
8-Jul-13 0.0257 0.3327 1.2657
9-Jul-13 -1.8874 2.6527 1.513
10-Jul-13 0.4966 0.5114 -0.9559
11-Jul-13 0.2861 1.2051 2.7317
12-Jul-13 -0.3786 -0.4234 3.4153
15-Jul-13 1.0048 0.3455 -2.0323
16-Jul-13 -0.0773 0.9799 -14.3093
17-Jul-13 0.3611 0.813 10.2705
18-Jul-13 1.7682 0.1301 -1.0146
19-Jul-13 -2.2476 0.8314 0.5461
22-Jul-13 0.2842 0.6184 2.2978
23-Jul-13 0.4585 -0.3073 0.2532
24-Jul-13 0.836 0.5137 -0.8473
25-Jul-13 0.3103 1.4056 1.9474
26-Jul-13 0.0659 -0.0756 4.2879
29-Jul-13 -0.5777 0.5044 4.042
30-Jul-13 -0.1019 -0.6274 -2.1393
31-Jul-13 -0.4949 -0.8333 1.928
1-Aug-13 0.3948 0.9677 0.9458
 2-Aug-13 -0.332 -1.1854 1.8074
5-Aug-13 0.1742 -0.051 4.8406
6-Aug-13 -2.3069 0.332 -1.7487
7-Aug-13 -0.7749 -0.7636 -5.5716
8-Aug-13 -0.3341 1.5645 14.3411
9-Aug-13 -0.0585 -1.8182 -0.3127
12-Aug-13 0.6762 0.2058 -3.6732
13-Aug-13 -0.3543 0.847 -1.3231
14-Aug-13 -0.4723 -0.8176 -4.1738
15-Aug-13 -0.9279 -2.0866 0.2224
16-Aug-13 -0.2422 0.6314 1.6682
19-Aug-13 -0.5989 -0.8105 2.0422
20-Aug-13 0.1791 -0.4217 3.2298
21-Aug-13 0.1626 -0.8205 -1.1499
22-Aug-13 0.1785 -0.6672 6.2492
23-Aug-13 0.1242 0.8329 3.0165
26-Aug-13 -0.3667 -1.7852 1.4712
27-Aug-13 -1.0826 -1.248 1.6989
28-Aug-13 -0.3174 0 -0.3353
29-Aug-13 0.2635 1.0439 -0.2343
30-Aug-13 -0.2026 -0.4894 1.7704
3-Sep-13 0.9272 0.6011 -0.0355
4-Sep-13 -0.4512 1.4123 0.9956
5-Sep-13 0.557 0.0268 -0.4056
6-Sep-13 -0.6082 0.1339 -1.7419
9-Sep-13 1.0654 0.7754 -3.7552
10-Sep-13 0.8758 -0.398 3.5283
11-Sep-13 2.1972 0.3463 -1.713
12-Sep-13 0.0157 2.5219 0.8623
13-Sep-13 0.755 1.0616 0.3699
16-Sep-13 0.51 1.6654 0.6283
17-Sep-13 -0.5125 2.1925 -0.2101
18-Sep-13 1.1761 0.0247 -0.0072
19-Sep-13 -0.5298 1.0602 7.0401
20-Sep-13 -1.7426 -0.5611 3.0744
23-Sep-13 0.5105 -0.6869 -1.2433
24-Sep-13 -0.5341 0.914 0.6736
25-Sep-13 -0.2632 -0.4406 1.5949
26-Sep-13 0.3958 0.7131 1.8366
27-Sep-13 -1.7348 -0.6592 1.198
30-Sep-13 -0.9309 -0.8602 1.2939
1-Oct-13 0.648 0.7685 -0.1913
2-Oct-13 -0.7619 -0.1722 -6.2435
3-Oct-13 -0.5947 -1.2075 -4.2222
4-Oct-13 0.1305 1.1724 4.4256
7-Oct-13 -1.1353 -1.6272 1.1548
8-Oct-13 -1.8076 -0.3759 -4.5556
9-Oct-13 1.4548 1.0063 -3.4053
10-Oct-13 1.9027 1.3449 2.4588
11-Oct-13 0.7523 2.5068 3.3366
15-Oct-13 -1.2355 -1.4656 2.3481
16-Oct-13 1.121 2.0971 -0.2066
17-Oct-13 -6.3728 0.812 -0.4129
18-Oct-13 -0.6006 0.4028 0.3271
21-Oct-13 -0.5294 -0.3068 -5.8888
22-Oct-13 1.2206 1.0888 -0.6141
23-Oct-13 0.4572 0.4917 -4.104
24-Oct-13 1.1549 0.2097 5.2584
25-Oct-13 -0.5343 0.9533 -2.0156
28-Oct-13 0.2827 -0.5988 -4.008
29-Oct-13 2.6896 0.3244 0.9886
30-Oct-13 -1.0817 -0.9469 -3.1921
31-Oct-13 -0.5218 -0.1166 0.4522
1-Nov-13 0.0112 -0.3268 1.3943
4-Nov-13 0.5803 -0.445 8.0348
5-Nov-13 -1.3424 0.3293 0.919
6-Nov-13 1.2876 0.2579 -14.5071
7-Nov-13 0.452 -2.5959 -7.5337
8-Nov-13 -0.0056 0.7443 -1.3036
12-Nov-13 0.1039 0.915 -4.7672
13-Nov-13 0.2622 0.9186 0.6531
14-Nov-13 -0.73 1.3055 -0.7931
15-Nov-13 0.5378 -0.1874 -1.5625
18-Nov-13 0.6987 -2.8873 -10.2399
19-Nov-13 0.4228 1.1603 3.7095
20-Nov-13 -0.0324 -0.4779 -3.9496
21-Nov-13 -0.5724 0.8403 0.8174
22-Nov-13 -1.537 0.9286 -0.5897
25-Nov-13 -1.3017 0.401 -0.4449
26-Nov-13 -0.9109 -1.4333 -0.2814
27-Nov-13 0.9362 -0.1669 5.3444
29-Nov-13 0.3967 -0.3104 0.2678
2-Dec-13 -1.2244 0.0958 -2.4434
3-Dec-13 -0.7888 0.7418 16.5338
4-Dec-13 -0.1931 -1.3777 -3.9737
5-Dec-13 0.1935 -3.5164 1.1011
6-Dec-13 0.903 0.9486 -2.221
9-Dec-13 -0.1182 -0.0495 3.0868
10-Dec-13 -0.1916 -0.1732 0.4167
11-Dec-13 -1.084 0.0248 -1.7863
12-Dec-13 -1.0445 -0.9167 5.5997
13-Dec-13 -0.3288 -0.1751 0.1248
16-Dec-13 2.9225 0.3507 0.1937
17-Dec-13 -1.1752 -0.5741 3.0553
18-Dec-13 1.6727 0.6277 -2.9385
19-Dec-13 0.8506 -1.023 -4.9061
20-Dec-13 -0.111 0.0756 1.7908
23-Dec-13 1.2276 0.4786 0.2164
24-Dec-13 0.5433 0 5.4754
26-Dec-13 1.1625 -0.1003 2.7013
27-Dec-13 -0.1457 -0.7779 -2.8167
30-Dec-13 0.7186 0.2782 0.8735
31-Dec-13 0.6223 -0.3027 -1.3192
Returns_DAL Returns_TRV _3monthTbill
-0.1587 0.1975 0.15
-0.3975 -0.4479 0.14
3.5914 -0.5938 0.14
-0.5393 -1.5387 0.15
0.6971 -1.9489 0.14
-3.0769 0.9751 0.15
-1.9841 0.0929 0.15
1.2955 1.2801 0.15
0.7994 0.1465 0.15
1.1102 -0.0732 0.15
-8.2157 0.0732 0.16
-2.1577 -0.4024 0.16
1.3974 0.7897 0.16
-0.6029 0.2187 0.16
4.1594 1.1273 0.16
-3.2446 1.0967 0.16
2.988 -0.0534 0.16
2.6926 0.7651 0.15
-3.8211 -1.448 0.15
-1.3525 0.8063 0.15
1.0283 0.9776 0.15
-3.732 -0.176 0.16
1.5859 0.9522 0.14
-1.1275 0.2795 0.15
1.3158 -0.4006 0.16
2.684 1.2242 0.15
-1.0118 1.6068 0.14
-0.4259 -0.5951 0.12
1.7964 0.9066 0.12
-0.6723 -0.2543 0.13
0.6768 0.8668 0.13
-0.6723 0.1853 0.12
-1.4382 0.5382 0.09
-1.2876 1.907 0.1
-6.6087 -0.6402 0.12
2.6071 -0.1817 0.12
0.9982 -1.804 0.13
-0.0898 0.4551 0.13
1.0791 0.5537 0.15
-5.605 -1.1847 0.14
-4.3355 -0.6923 0.13
1.0837 0.4081 0.13
-3.4113 0.2202 0.12
1.8164 -0.3717 0.11
9.7126 0.7802 0.11
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-0.4535 -0.4267 0.04
-1.0934 -1.0119 0.05
-3.3625 -0.9501 0.04
0.286 -0.6071 0.05
0.3813 0.2077 0.05
-2.3267 0.0853 0.05
2.2849 0.268 0.06
-7.0818 -0.4616 0.06
-2.6087 0.2929 0.05
2.5735 -1.3507 0.05
1.5361 0.037 0.05
-3.53 -1.0727 0.06
0.3137 0.0498 0.04
1.9281 -1.0589 0.04
3.5276 1.4228 0.03
-0.642 -0.4469 0.03
0.7455 -0.0873 0.04
-5.7227 -0.4743 0.05
0.1046 0.1881 0.03
2.666 0.4506 0.02
0.4582 -0.4361 0.03
0.5575 0.8385 0.02
2.3689 0.6206 0.02
-0.2954 -0.5057 0.02
-1.7778 0.4091 0.02
9.4017 2.1121 0.02
3.9982 0.4258 0.02
-0.928 1.4417 0.02
-1.1151 -0.7285 0.01
1.3532 0.5293 0.01
3.0263 1.2087 0.02
0.7343 0.3547 0.01
-0.0429 1.2254 0.01
0.6006 1.1524 0.01
-0.6397 -0.9666 0.01
0.0858 0.3718 0.02
1.8868 -0.5904 0.02
0.2104 0.1281 0.02
0.84 -0.1745 0
-1.8326 -0.4893 0.02
0.0849 -0.7493 0.02
2.6282 -0.1298 0.02
0.1652 -0.2126 0.02
1.1959 -0.4972 0.03
2.6487 0.7376 0.03
-1.3497 -0.6967 0.03
-2.495 -1.3081 0.05
0.0825 -0.7712 0.05
1.0722 2.2101 0.05
-0.4488 0.5822 0.08
-0.3733 -0.8451 0.14
1.6653 1.8939 0.1
1.5152 -0.0697 0.05
0.8875 0.651 0.04
-1.2795 0.2079 0.04
3.2402 -0.0576 0.04
0.4708 -0.4959 0.04
2.7724 0.8693 0.03
-0.038 -0.4596 0.04
-0.6461 0.5541 0.04
0.8034 0.1952 0.04
0.4934 -0.4354 0.04
-0.3776 -0.6904 0.04
1.213 0.1159 0.04
2.9963 0.2315 0.05
0.0729 -0.1617 0.05
-2.1122 1.1913 0.05
-0.744 -0.3086 0.05
0.7871 0.665 0.06
2.3662 -1.7392 0.08
-1.1735 0.9024 0.08
0.5398 1.1809 0.08
0.6442 0.4759 0.08
0 -0.5526 0.09
-0.9602 -0.1021 0.08
-0.5027 -0.1816 0.08
1.1909 1.4671 0.07
1.9971 1.4571 0.07
1.993 0.2983 0.08
-0.4457 0 0.07
1.0331 0.2203 0.07
-1.227 -0.2748 0.06
0.069 -1.9176 0.05
-3.2759 0.0337 0.06
-1.5686 -0.4717 0.06
1.1952 -0.7787 0.06
1.0379 1.8085 0.06
2.3025 -0.6291 0.07
-0.3809 -0.0113 0.07
-3.8582 -1.5152 0.07
1.9884 -0.5396 0.07
0.5672 -0.1616 0.07
-1.5862 0.6475 0.07
-3.51 -0.5514 0.07
0.631 1.8136 0.07
1.4755 0.7375 0.06
0.1454 0.4392 0.07
0.0726 -0.0224 0.07
0.9793 0.3701 0.07
0.1437 0.5811 0.07
-3.0488 -0.1778 0.07
0.5919 0.4786 0.07
1.0298 0.288 0.07
Ticker IBM KR TSLA DAL TRV
Avg. Daily Ret 0.0392877 0.0864642 0.2713714 0.1296330 0.0756908
Std. Dev. Ret 1.2094540 1.2226652 3.6508973 2.6583483 1.2718006
Ex pe cte d R e turn

0.3000000

0.2500000

0.2000000

0.1500000

0.1000000

0.0500000

0.0000000
1.0000000 2.0000000 3.0000000 4.0000000
Std. Dev.
 Returns_IBM Returns_KR Returns_TSLA Returns_DAL Returns_TRV
Returns_IBM
Returns_KR
Returns_TSLA
Returns_DAL
Returns_TRV
Covariance Matrix
Returns_IBM Returns_KR Returns_TSLA
Returns_IBM 1.46082336396637 0.500224537661 0.930283790891431
Returns_KR 0.500224537660928 1.49291172131 0.765425183814522
Returns_TSLA 0.930283790891431 0.765425183815 13.3112312514809
Returns_DAL 0.877201535459622 0.924873262533 1.5063531919073
Returns_TRV 0.713513163589751 0.735015187557 0.93960981339919

Weights Portf. P
w1 -0.1565
w2 0.5527
w3 0.2376
w4 0.1118
w5 0.2545
sum of weights 1

RF on Jan 2, 2014: 0.0007

 Returns_DAL Returns_TRV
0.877201535459622 0.71351316358975
0.924873262533386 0.7350151875572
1.5063531919073 0.93960981339919
7.0573681462759 1.22632736551851
1.22632736551851 1.61531435610475

Expected Return Portfolio P 0.13985974376

Portfolio Variance 1.9780271237
Portfolio Std. Dev. 1.40642352217

Portfolio Sharpe Ratio 0.09894583073

Covariance Matrix
Returns_IBM Returns_KR Returns_TSLA
Returns_IBM
Returns_KR
Returns_TSLA
Returns_DAL
Returns_TRV

Weights Portf. P
w1 0.2
w2 0.2
w3 0.2
w4 0.2
w5 0.2
sum of weights 1

RF on Jan 2, 2014: 0.0007

 Returns_DAL Returns_TRV

Expected Return Portfolio P

Portfolio Variance
Portfolio Std. Dev.

Portfolio Sharpe Ratio