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VGUARD
Average Daily Return Annualized Return Average Daily Stdev Annualized Stdev
-0.001353814411399 -0.002008050475826 0.061993350161042 0.97232770411556
0.002049068025447 0.003017222581507 0.027542898141423 0.43374599367733
-0.000074866 -0.000111079386568 0.019310955065707 0.30288049531992
-0.000176350630677 -0.000263791662054 0.016982141095373 0.26526952397267
-0.000278397588162 -0.000403209431311 0.020907270290602 0.33189262669285
Sensex (BSE)
Average Daily Return Annualized Return Average Daily Stdev Annualized Stdev
0.000115565839619 0.000171474432891 0.009384630663942 0.14719218051193
0.001008662465497 0.001484876537345 0.005622628815398 0.08854524713018
0.000264653632325 0.0003927022722 0.007929518334774 0.12436963540709
0.000588195464952 0.00088001087279 0.008713500782261 0.13610923332133
0.000785555950839 0.001138009584078 0.020087117328517 0.31887310204459
Correl - VRL Ltd & V Correl - VRL Ltd & Correl - V Guard & Cova - VRL Ltd
Guard Sensex Sensex & V Guard
0.074725853492984 0.278506603684777 0.003106989321549 0.00013080838616
0.24547896401735 0.261360613120618 0.290486164975219 0.00011215783649
0.100606695136405 0.208804746918802 0.438928102447521 0.000040
0.173056542993382 0.370268999955429 0.214079745490608 0.00006
0.396622724346797 0.524148691647087 0.5019386932749 0.00021689843337
Minimum Variance Portfolio Return and Risk - VRL Ltd and V Guard
Weight of C1 Weight of C2 Return Variance
0.83 0.17 -0.002387135407066 0.16247948688029
0.73 0.27 0.003185821240828 0.05012226517545
0.46 0.54 -0.000998223641424 0.04924640828658
0.37 0.63 -0.000174309894917 0.04413413302212
0.39 0.61 -0.000744019985651 0.06731461933174
Minimum Variance Portfolio Return and Risk - VRL Ltd and Sensex
Weight of C1 Weight of Index Return Variance
0.10 0.90 -0.00004 0.01952366721085
0.10 0.90 0.00164 0.00703684390425
0.13 0.87 0.00033 0.01350947167383
0.14 0.86 0.00073 0.01603155051099
0.37 0.63 0.00057 0.06408805023688
BETA
C1 C2
0.837988210597881 0.02052426822693
0.77109241605209 1.42296977376385
0.547203846690354 1.06893262687461
0.935135832583687 0.417229829253517
0.682524707880998 0.522432749208454
uard
Risk
0.403087443218331
0.223880024065232
0.221915317827719
0.210081253380982
0.259450610582706
nsex
Risk
0.139727116948892
0.083885898125057
0.116230252833905
0.126615759331105
0.253156177560182
nsex
Risk
0.145545181213796
0.086766773596064
0.115084992327063
0.121195359843199
0.230241066095444