1.

       PORTFOLIO DE MARKET WATCH

CONSUMER CYCLICAL BASIC MATER COMMUN SERVICE INDUSTRIAL
GIL ECL GOOGL J
Date Close* Retorno Close* Retorno Close* Retorno Close*

1/11/2021 37.55 2.3% 222.52 0.1% 2,869.94 -3.1% 140.71

10/29/2021 36.72 -0.2% 222.22 0.6% 2,960.92 1.5% 140.42
10/28/2021 36.78 1.9% 221 0.0% 2,916.98 -0.3% 139.28
10/27/2021 36.09 -2.7% 221.1 -4.0% 2,924.35 5.0% 136
10/26/2021 37.09 1.3% 230.28 3.9% 2,786.17 1.4% 138.27
10/25/2021 36.62 -0.3% 221.56 0.0% 2,748.94 -0.1% 139.14
10/22/2021 36.72 0.9% 221.45 -0.4% 2,751.33 -3.0% 136.93
10/21/2021 36.41 -0.8% 222.3 0.8% 2,837.72 0.1% 136.87
10/20/2021 36.71 -1.4% 220.64 0.5% 2,835.38 -1.0% 136.41
10/19/2021 37.22 0.9% 219.53 0.4% 2,864.74 0.3% 133.82
10/18/2021 36.87 0.8% 218.69 -0.7% 2,855.56 1.0% 134.07
10/15/2021 36.59 0.1% 220.21 0.4% 2,827.36 0.2% 133.96
10/14/2021 36.56 3.0% 219.35 2.9% 2,823.02 2.6% 134.48
10/13/2021 35.49 0.6% 213.27 0.5% 2,751.64 0.8% 133.27
12/10/2021 35.29 -0.9% 212.13 0.0% 2,728.98 -1.8% 133
11/10/2021 35.6 -1.1% 212.17 -1.3% 2,778.28 -0.6% 133.99
8/10/2021 35.98 -1.3% 215.06 -0.7% 2,795.71 0.4% 135.35
7/10/2021 36.46 2.8% 216.47 -0.1% 2,784.50 1.2% 134.85
6/10/2021 35.45 -4.9% 216.62 1.0% 2,751.30 1.1% 132.24
5/10/2021 37.28 0.2% 214.38 0.9% 2,720.46 1.8% 132.28
4/10/2021 37.21 0.3% 212.37 -0.6% 2,673.19 -2.1% 131.36
1/10/2021 37.1 213.65 2,730.86 134.66

Retorno esperado 0.07% 0.20% 0.25%

Varianza 0.03% 0.02% 0.03%
Desviacion estandar 1.80% 1.47% 1.82%
MIN -4.91% -3.99% -3.07%
MAX 3.01% 3.94% 4.96%
1.45% 1.45% 1.45%
SHARPE RATIO - 0.77 - 0.85 - 0.66
* mayor rentabilidad es bitcoin con dólar americano y tiene mayor riesgo
 FINANCIAL TECHNOL UTILITIES CONSUMER DEFENSE
J CME NVDA EIX PG
Retorno Close* Retorno Close* Retorno Close* Retorno Close*

0.2% 218.33 -1.0% 258.27 1.0% 63.3 0.6% 142.64

0.8% 220.55 1.0% 255.67 2.5% 62.93 0.2% 142.99
2.4% 218.34 0.6% 249.41 2.0% 62.8 0.9% 142.68
-1.6% 217.06 -1.0% 244.51 -1.1% 62.21 1.2% 141.83
-0.6% 219.27 0.7% 247.17 6.7% 61.47 0.6% 142.85
1.6% 217.69 -0.1% 231.66 1.9% 61.1 1.1% 140.85
0.0% 217.95 1.5% 227.26 0.1% 60.45 1.9% 140.83
0.3% 214.79 0.3% 226.92 2.7% 59.3 0.6% 139.33
1.9% 214.17 -1.6% 221.03 -0.8% 58.95 2.5% 141.21
-0.2% 217.56 1.7% 222.9 0.3% 57.52 0.6% 140.66
0.1% 213.93 1.0% 222.22 1.6% 57.16 -0.3% 142.34
-0.4% 211.9 2.3% 218.62 0.5% 57.35 1.3% 144.42
0.9% 207.05 1.4% 217.46 3.9% 56.6 0.3% 144.05
0.2% 204.26 0.7% 209.39 1.3% 56.42 1.6% 142.44
-0.7% 202.81 0.7% 206.71 -0.1% 55.53 -1.0% 142.11
-1.0% 201.32 -0.1% 206.95 -0.7% 56.09 -1.8% 142.32
0.4% 201.53 -0.3% 208.31 -1.2% 57.14 0.0% 141.73
2.0% 202.11 1.7% 210.75 1.8% 57.12 0.9% 142.32
0.0% 198.72 0.2% 207 1.2% 56.61 1.7% 141.19
0.7% 198.32 1.9% 204.51 3.6% 55.68 -1.0% 139.33
-2.5% 194.71 -1.0% 197.32 -4.9% 56.23 138.79
196.59 207.42 55.04 139.58

0.22% 0.51% 1.08% 0.60%

0.01% 0.01% 0.05% 0.01%
1.16% 1.04% 2.27% 1.03%
-2.45% -1.56% -4.87% -1.84%
2.41% 2.34% 6.70% 2.49%
1.45% 1.45% 1.45% 1.45%
- 1.06 - 0.90 - 0.17 - 0.83
ene mayor riesgo
ONSUMER DEFENSE REAL STATE HEALTHCARE
PG DRE PFE
Retorno Close* Retorno Close* Retorno

-0.2% 56.34 0.2% 43.64 -0.2%

0.2% 56.24 -0.9% 43.74 1.3%
0.6% 56.74 2.3% 43.18 0.5%
-0.7% 55.44 -0.3% 42.97 -1.4%
1.4% 55.61 -0.2% 43.56 1.0%
0.0% 55.7 0.3% 43.15 0.0%
1.1% 55.52 0.6% 43.16 0.7%
-1.3% 55.19 0.6% 42.86 0.1%
0.4% 54.86 2.0% 42.8 1.7%
-1.2% 53.81 -0.2% 42.09 1.9%
-1.4% 53.9 1.3% 41.32 -0.4%
0.3% 53.22 0.4% 41.49 -0.4%
1.1% 53.02 1.3% 41.67 0.6%
0.2% 52.35 1.6% 41.42 -1.0%
-0.1% 51.55 1.8% 41.85 -0.5%
0.4% 50.62 0.4% 42.06 -0.9%
-0.4% 50.4 -0.6% 42.45 -0.7%
0.8% 50.71 0.8% 42.74 1.7%
1.3% 50.31 1.2% 42.02 -0.7%
0.4% 49.71 0.6% 42.32 -0.2%
-0.6% 49.41 1.3% 42.42 -1.2%
48.8 42.93

0.11% 0.69% 0.08%

0.01% 0.01% 0.01%
0.82% 0.84% 0.97%
-1.44% -0.88% -1.35%
1.42% 2.34% 1.86%
1.45% 1.45% 1.45%
- 1.65 - 0.90 - 1.41
Date GIL ECL GOOGL J CME NVDA EIX
1/11/2021 2.3% 0.1% -3.1% 0.2% -1.0% 1.0% 0.6%
10/29/2021 -0.2% 0.6% 1.5% 0.8% 1.0% 2.5% 0.2%
10/28/2021 1.9% 0.0% -0.3% 2.4% 0.6% 2.0% 0.9%
10/27/2021 -2.7% -4.0% 5.0% -1.6% -1.0% -1.1% 1.2%
10/26/2021 1.3% 3.9% 1.4% -0.6% 0.7% 6.7% 0.6%
10/25/2021 -0.3% 0.0% -0.1% 1.6% -0.1% 1.9% 1.1%
10/22/2021 0.9% -0.4% -3.0% 0.0% 1.5% 0.1% 1.9%
10/21/2021 -0.8% 0.8% 0.1% 0.3% 0.3% 2.7% 0.6%
10/20/2021 -1.4% 0.5% -1.0% 1.9% -1.6% -0.8% 2.5%
10/19/2021 0.9% 0.4% 0.3% -0.2% 1.7% 0.3% 0.6%
10/18/2021 0.8% -0.7% 1.0% 0.1% 1.0% 1.6% -0.3%
10/15/2021 0.1% 0.4% 0.2% -0.4% 2.3% 0.5% 1.3%
10/14/2021 3.0% 2.9% 2.6% 0.9% 1.4% 3.9% 0.3%
10/13/2021 0.6% 0.5% 0.8% 0.2% 0.7% 1.3% 1.6%
12/10/2021 -0.9% 0.0% -1.8% -0.7% 0.7% -0.1% -1.0%
11/10/2021 -1.1% -1.3% -0.6% -1.0% -0.1% -0.7% -1.8%
8/10/2021 -1.3% -0.7% 0.4% 0.4% -0.3% -1.2% 0.0%
7/10/2021 2.8% -0.1% 1.2% 2.0% 1.7% 1.8% 0.9%
6/10/2021 -4.9% 1.0% 1.1% 0.0% 0.2% 1.2% 1.7%
5/10/2021 0.2% 0.9% 1.8% 0.7% 1.9% 3.6% -1.0%
4/10/2021 0.3% -0.6% -2.1% -2.5% -1.0% -4.9% 0.0%
1/10/2021 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
12/30/1899 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%

Retorno esperado 0.07% 0.2% 0.3% 0.2% 0.5% 1.1% 0.6%

Varianza 0.03% 0.0% 0.0% 0.0% 0.0% 0.1% 0.0%
Desviacion estand 1.80% 1.5% 1.8% 1.2% 1.0% 2.3% 1.0%
MIN -4.91% -4.0% -3.1% -2.5% -1.6% -4.9% -1.8%
MAX 3.01% 3.9% 5.0% 2.4% 2.3% 6.7% 2.5%
1.45% 1.5% 1.5% 1.5% 1.5% 1.5% 1.5%
SHARPE RATIO -0.77 -0.85 -0.66 -1.06 -0.90 -0.17 -0.83
 Covarianza
PG DRE PFE GIL ECL GOOGL
-0.2% 0.2% -0.2% GIL 0.000294765587 8.57715E-05 -5.3347E-05
0.2% -0.9% 1.3% ECL 8.577148157E-05 0.00019847 -1.0077E-05
0.6% 2.3% 0.5% GOOGL -5.33465777E-05 -1.0077E-05 0.0003038
-0.7% -0.3% -1.4% J 6.101100753E-05 4.52363E-05 4.59156E-06
1.4% -0.2% 1.0% CME 6.801138155E-05 5.24594E-05 3.20276E-05
0.0% 0.3% 0.0% NVDA 0.000125904578 0.00021519 0.00014109
1.1% 0.6% 0.7% EIX -1.49080785E-05 1.08424E-05 8.90298E-07
-1.3% 0.6% 0.1% PG 1.227840786E-05 5.48262E-05 2.38714E-06
0.4% 2.0% 1.7% DRE 1.340636694E-05 1.31539E-05 -3.6869E-05
-1.2% -0.2% 1.9% PFE 6.98149159E-05 5.86071E-05 -7.6865E-06
-1.4% 1.3% -0.4%
0.3% 0.4% -0.4%
1.1% 1.3% 0.6% Correlacion
0.2% 1.6% -1.0% GIL ECL GOOGL
-0.1% 1.8% -0.5% GIL 1
0.4% 0.4% -0.9% ECL 0.35461160538 1
-0.4% -0.6% -0.7% GOOGL -0.178267337787 -0.04103581 1
0.8% 0.8% 1.7% J 0.320206376004 0.28933166 0.02373692
1.3% 1.2% -0.7% CME 0.393481248215 0.36987305 0.18251932
0.4% 0.6% -0.2% NVDA 0.335469761941 0.69873343 0.37029977
-0.6% 1.3% -1.2% EIX -0.088433041365 0.07837977 0.005202
0.0% 0.0% 0.0% PG 0.091713944636 0.49907775 0.01756362
0.0% 0.0% 0.0% DRE 0.094398501585 0.11287472 -0.25571263
PFE 0.440041478953 0.45017589 -0.04772199

0.1% 0.7% 0.1%

0.0% 0.0% 0.0%
0.8% 0.8% 1.0%
-1.4% -0.9% -1.4%
1.4% 2.3% 1.9%
1.5% 1.5% 1.5%
-1.65 -0.90 -1.41
 J CME NVDA EIX PG DRE
6.101100753E-05 6.801138155E-05 0.0001259045784 -1.4908079E-05 1.22784E-05 1.34064E-05
4.523633076E-05 5.245941406E-05 0.0002151854262 1.08423712E-05 5.48262E-05 1.31539E-05
4.591564154E-06 3.202759972E-05 0.0001410910885 8.90297875E-07 2.38714E-06 -3.6869E-05
0.000123162831 2.084924352E-05 0.0001069480631 3.60314995E-05 2.43676E-05 2.42662E-05
2.084924352E-05 0.000101353403 0.0001081676932 -9.446297E-06 1.70226E-05 -2.249E-06
0.000106948063 0.000108167693 0.0004778587091 4.00235026E-06 6.70573E-05 -1.3827E-05
3.603149953E-05 -9.44629705E-06 4.0023502554E-06 9.64134096E-05 1.88367E-05 1.38853E-05
2.436760136E-05 1.702256787E-05 6.7057304622E-05 1.88367315E-05 6.08046E-05 1.11296E-05
2.426618718E-05 -2.24903822E-06 -1.38271411E-05 1.38853277E-05 1.11296E-05 6.84251E-05
6.130357858E-05 2.945391371E-05 8.0009252956E-05 2.73121335E-05 1.61103E-05 -4.0441E-06

J CME NVDA EIX PG DRE

1
0.186608449228 1
0.440842380882 0.491505801584 1
0.330654002492 -0.095559465239 0.0186464696404 1
0.281581849522 0.216839109629 0.3933942860598 0.24601893509 1
0.264334652534 -0.027006609063 -0.0764671722449 0.17095421053 0.17254538 1
0.597764035087 0.31659760837 0.3960720981794 0.30100290832 0.22357235 -0.0529055
 PFE
6.98149159E-05
5.860707146E-05
-7.68654479E-06
6.130357858E-05
2.945391371E-05
8.000925296E-05
2.731213349E-05
1.611026144E-05
-4.04412576E-06
8.539499693E-05

PFE

1
 GIL ECL GOOGL J CME NVDA
Retorno esperado 0.1% 0.2% 0.3% 0.2% 0.5% 1.1%
Varianza 0.0% 0.0% 0.0% 0.0% 0.0% 0.1%
Desviacion estandar 1.8% 1.5% 1.8% 1.2% 1.0% 2.3%
MIN -4.9% -4.0% -3.1% -2.5% -1.6% -4.9%
MAX 3.0% 3.9% 5.0% 2.4% 2.3% 6.7%
1.5% 1.5% 1.5% 1.5% 1.5% 1.5%
SHARPE RATIO -0.77 -0.85 -0.66 -1.06 -0.90 -0.17
% 10% 10% 10% 10% 10% 10%

PORTAFOLIO
Retorno esperado 0.38%
Varianza 0.00% MARKOWITZ MATRIX
Desviacion estandar 0.71% GIL ECL
tasa de libre riesgo 1.25% GIL 0.000002948 0.000000858
SHARPE RATIO -1 ECL 0.000000858 0.000001985
GOOGL -0.000000533 -0.000000101
GIL 10% J 0.000000610 0.000000452
ECL 10% CME 0.000000680 0.000000525
GOOGL 10% NVDA 0.000001259 0.000002152
J 10% EIX -0.000000149 0.000000108
CME 10% PG 0.000000123 0.000000548
NVDA 10% DRE 0.000000134 0.000000132
EIX 10% PFE 0.000000698 0.000000586
PG 10%
DRE 10%
PFE 10%
EIX PG DRE PFE
0.6% 0.1% 0.7% 0.1%
0.0% 0.0% 0.0% 0.0%
1.0% 0.8% 0.8% 1.0%
-1.8% -1.4% -0.9% -1.4%
2.5% 1.4% 2.3% 1.9%
1.5% 1.5% 1.5% 1.5%
-0.83 -1.65 -0.90 -1.41
10% 10% 10% 10% 100%

GOOGL J CME NVDA EIX PG DRE

-0.000000533 0.000000610 0.000000680 0.000001259 -0.000000149 0.000000123 0.000000134
-0.000000101 0.000000452 0.000000525 0.000002152 0.000000108 0.000000548 0.000000132
0.000003038 0.000000046 0.000000320 0.000001411 0.000000009 0.000000024 -0.000000369
0.000000046 0.000001232 0.000000208 0.000001069 0.000000360 0.000000244 0.000000243
0.000000320 0.000000208 0.000001014 0.000001082 -0.000000094 0.000000170 -0.000000022
0.000001411 0.000001069 0.000001082 0.000004779 0.000000040 0.000000671 -0.000000138
0.000000009 0.000000360 -0.000000094 0.000000040 0.000000964 0.000000188 0.000000139
0.000000024 0.000000244 0.000000170 0.000000671 0.000000188 0.000000608 0.000000111
-0.000000369 0.000000243 -0.000000022 -0.000000138 0.000000139 0.000000111 0.000000684
-0.000000077 0.000000613 0.000000295 0.000000800 0.000000273 0.000000161 -0.000000040
PFE
0.000000698
0.000000586
-0.000000077
0.000000613
0.000000295
0.000000800
0.000000273
0.000000161
-0.000000040
0.000000854
 GIL ECL GOOGL J CME NVDA
Retorno esperado 0.1% 0.2% 0.3% 0.2% 0.5% 1.1%
Varianza 0.0% 0.0% 0.0% 0.0% 0.0% 0.1%
Desviacion estandar 1.8% 1.5% 1.8% 1.2% 1.0% 2.3%
MIN -4.9% -4.0% -3.1% -2.5% -1.6% -4.9%
MAX 3.0% 3.9% 5.0% 2.4% 2.3% 6.7%
1.5% 1.5% 1.5% 1.5% 1.5% 1.5%
SHARPE RATIO -0.77 -0.85 -0.66 -1.06 -0.90 -0.17
% 0% 0% 0% 0% 0% 100%

PORTAFOLIO
Retorno esperado 1.08%
Varianza 0.05% MARKOWITZ MATRIX
Desviacion estandar 2.19% GIL ECL
tasa de libre riesgo 1.25% GIL 0.000000000 0.000000000
SHARPE RATIO -0 ECL 0.000000000 0.000000000
GOOGL 0.000000000 0.000000000
GIL 0% J 0.000000000 0.000000000
ECL 0% CME 0.000000000 0.000000000
GOOGL 0% NVDA 0.000000000 0.000000000
J 0% EIX 0.000000000 0.000000000
CME 0% PG 0.000000000 0.000000000
NVDA 100% DRE 0.000000000 0.000000000
EIX 0% PFE 0.000000000 0.000000000
PG 0%
DRE 0%
PFE 0%
EIX PG DRE PFE
0.6% 0.1% 0.7% 0.1%
0.0% 0.0% 0.0% 0.0%
1.0% 0.8% 0.8% 1.0%
-1.8% -1.4% -0.9% -1.4%
2.5% 1.4% 2.3% 1.9%
1.5% 1.5% 1.5% 1.5%
-0.83 -1.65 -0.90 -1.41
0% 0% 0% 0% 100%

GOOGL J CME NVDA EIX PG DRE

0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
0.000000000 0.000000000 0.000000000 0.000477859 0.000000000 0.000000000 0.000000000
0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
PFE
0.000000000
0.000000000
0.000000000
0.000000000
0.000000000
0.000000000
0.000000000
0.000000000
0.000000000
0.000000000
 GIL ECL GOOGL J CME NVDA
Retorno esperado 0.1% 0.2% 0.3% 0.2% 0.5% 1.1%
Varianza 0.0% 0.0% 0.0% 0.0% 0.0% 0.1%
Desviacion estandar 1.8% 1.5% 1.8% 1.2% 1.0% 2.3%
MIN -4.9% -4.0% -3.1% -2.5% -1.6% -4.9%
MAX 3.0% 3.9% 5.0% 2.4% 2.3% 6.7%
1.5% 1.5% 1.5% 1.5% 1.5% 1.5%
SHARPE RATIO -0.77 -0.85 -0.66 -1.06 -0.90 -0.17
% 3% 0% 12% 0% 0% 0%

PORTAFOLIO
Retorno esperado 0.25%
Varianza 0.00% MARKOWITZ MATRIX
Desviacion estandar 0.50% GIL ECL
tasa de libre riesgo 1.25% GIL 0.000000319 0.000000000
SHARPE RATIO -2 ECL 0.000000000 0.000000000
GOOGL -0.000000210 0.000000000
GIL 3% J 0.000000000 0.000000000
ECL 0% CME 0.000000000 0.000000000
GOOGL 12% NVDA 0.000000000 0.000000000
J 0% EIX 0.000000000 0.000000000
CME 0% PG 0.000000141 0.000000000
NVDA 0% DRE 0.000000099 0.000000000
EIX 0% PFE 0.000000628 0.000000000
PG 35%
DRE 22%
PFE 27%
EIX PG DRE PFE
0.6% 0.1% 0.7% 0.1%
0.0% 0.0% 0.0% 0.0%
1.0% 0.8% 0.8% 1.0%
-1.8% -1.4% -0.9% -1.4%
2.5% 1.4% 2.3% 1.9%
1.5% 1.5% 1.5% 1.5%
-0.83 -1.65 -0.90 -1.41
0% 35% 22% 27% 100%

GOOGL J CME NVDA EIX PG DRE

-0.000000210 0.000000000 0.000000000 0.000000000 0.000000000 0.000000141 0.000000099
0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
0.000004369 0.000000000 0.000000000 0.000000000 0.000000000 0.000000100 -0.000000990
0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
0.000000100 0.000000000 0.000000000 0.000000000 0.000000000 0.000007437 0.000000872
-0.000000990 0.000000000 0.000000000 0.000000000 0.000000000 0.000000872 0.000003433
-0.000000252 0.000000000 0.000000000 0.000000000 0.000000000 0.000001541 -0.000000248
PFE
0.000000628
0.000000000
-0.000000252
0.000000000
0.000000000
0.000000000
0.000000000
0.000001541
-0.000000248
0.000006387