Nama : Jocelyn Aracelia Kusuma

NIM : 2401961154
Code – Course : FINC6188003 - Quantitative Investment Analysis
Class : LA16
Lecturer Code & Name : D6115 – Dr. Dra. Triasesiarta Nur, M.M.
 Return 1. Arithmetic mean 2.
Year Return (%)
(Decimal)
1 4.5% 0.045
2 6.0% 0.06
3 1.5% 0.015
4 -2.0% -0.02 30%
=
5 0% 0 10
6 4.5% 0.045 = 0.03 or 3%
7 3.5% 0.035
8 2.5% 0.025
9 5.5% 0.055 3. Harmonic mean
10 4.0% 0.04
Total 30% 0.30

= 0.0527618 or 5.28%

4. Standar deviation

0.00575 ^
= (1/2)
9
= 0.0252763 or 2.53%
Geometric mean
= ( (1 + R1) * (1 + R2) * … * (1 + Rn) ) ^ (1/n) - 1
= 0.0297 or 2.97%
 Deviation from Squared deviation 5. Target semideviation of ret
Year Return (%)
the 2% target below the target
1 4.5% 2.5% -
2 6.0% 4% -
3 1.5% -0.5% 0.000025
4 -2.0% -4% 0.0016 0.002025
=
5 0% -2% 0.0004 9
6 4.5% 2.5% - = 1.5%
7 3.5% 1.5% -
8 2.5% 0.5% -
9 5.5% 3.5% -
10 4.0% 2% -
Total 30% 10% 0.002025
rget semideviation of return (the target is 2%)

^
(1/2)