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  • Monthly Return Data

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    Subrata Chanda Uthpal
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    The document contains stock return data for 5 companies (CTBK, GRAE, DLIN, BXSY, SQPH) over a 5 year period from 2016 to 2021. It also includes calculations for portfolio returns, variance, standard deviation, and Sharp Ratios under different portfolio weight scenarios. The highest Sharp Ratio of 0.393819 was achieved with a portfolio weighted 100% to DLIN, which had an annualized return of 21% and standard deviation of 12%.

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    The document contains stock return data for 5 companies (CTBK, GRAE, DLIN, BXSY, SQPH) over a 5 year period from 2016 to 2021. It also includes calculations for portfolio returns, variance, standard deviation, and Sharp Ratios under different portfolio weight scenarios. The highest Sharp Ratio of 0.393819 was achieved with a portfolio weighted 100% to DLIN, which had an annualized return of 21% and standard deviation of 12%.

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    © All Rights Reserved
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    7 views3 pages

    Monthly Return Data

    Uploaded by

    Subrata Chanda Uthpal
    The document contains stock return data for 5 companies (CTBK, GRAE, DLIN, BXSY, SQPH) over a 5 year period from 2016 to 2021. It also includes calculations for portfolio returns, variance, standard deviation, and Sharp Ratios under different portfolio weight scenarios. The highest Sharp Ratio of 0.393819 was achieved with a portfolio weighted 100% to DLIN, which had an annualized return of 21% and standard deviation of 12%.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 3

    CTBK GRAE DLIN BXSY SQPH Perod: 1/1/2016-1/12/2021

    -0.025641 0.014068 -0.027652 0 0.010859 source: investing.com


    -0.025 -0.028452 -0.064 0 -0.033759
    -0.014085 -0.057075 0.204649 -0.086957 -0.094963 CTBK: City Bank
    0.007092 0.048538 0.269065 0.210526 0.068844 GRAE: Grameenphone
    0.04059 -0.044028 0.006517 0.134328 0.020721 DLIN: Delta Life Insuarance
    0.026515 0.085575 -0.10499 0.914286 0.030162 BXSY: Beximco Synthetics
    -0.04 0.008952 0.480806 0.029412 0.011737 SQPH: Sqaure Pharma
    0.200873 0.021534 0.499281 0.0625 0.005666
    -0.064542 0.031963 0.049849 -0.085714 0.077314
    0.028139 -0.028968 -0.044733 -0.054054 -0.091497
    -0.152669 -0.090347 -0.071046 0.027778 -0.063609
    0.18967 0.071449 0.093842 0 0.052847
    0.033246 0.087747 -0.056708 -0.052632 0.193583
    -0.032176 -0.03215 0.002774 -0.05 -0.026727
    -0.019917 -0.000909 -0.056283 -0.111111 -0.027485
    0.176758 0.036432 0.147147 0 -0.068064
    0.327285 0.231721 -0.067227 -0.237288 0.209421
    -0.02956 0.082496 0.231034 -0.016667 0.049242
    0.03046 -0.066823 0 -0.047619 -0.090159
    -0.118286 0.071608 0 0 0.046783
    0.074279 0 0 -0.030769 0.049973
    -0.028043 -0.129738 -0.189944 -0.155844 -0.108041
    -0.078615 0.064391 -0.02981 0.054795 -0.024211
    -0.095025 -0.097971 -0.059873 0.177419 0.043161
    -0.057665 -0.101823 -0.087209 0.016393 -0.087862
    0.018138 0.002205 0.005848 -0.075758 -0.051993
    -0.102015 -0.099035 -0.061471 -0.131579 -0.004235
    -0.068663 0.129487 -0.053998 -0.037975 -0.062709
    -0.050417 -0.061372 0.024468 -0.081395 0.003985
    -0.003776 -0.088566 -0.06 -0.085106 -0.050712
    0.022394 0.027035 0.02145 -0.096154 0.037303
    0.119758 -0.010036 0.058378 -0.037037 -0.019626
    -0.045004 -0.123412 -0.121557 -0.181818 -0.026225
    -0.075925 0.039898 -0.040984 0.222222 -0.025195
    -0.116318 -0.011803 -0.018767 0.213483 0.039853
    0.082877 0.084127 0.019126 0.022989 0.0358
    -0.032155 0.012683 0.024254 0.115385 -0.035262
    -0.018724 -0.045024 -0.080617 -0.082353 0.055158
    -0.009615 0.025378 0.134241 -0.022989 -0.020146
    -0.095652 -0.041904 0.057613 -0.054348 -0.016945
    0.187316 -0.009226 -0.005118 -0.041667 0.036613
    -0.110236 0.003343 -0.023 0.28 -0.086994
    -0.005871 -0.06244 -0.005964 0 0.038594
    -0.011287 -0.116695 -0.046445 -0.0625 -0.080458
    -0.09354 0.01645 -0.018605 -0.012346 -0.010005
    0.03416 -0.034886 0.067527 -0.047059 -0.010552
    -0.098883 -0.047174 0.000994 #DIV/0! -0.038941
    -0.201262 0.06712 -0.065056 0.080183
    -0.023789 -0.001273 -0.070812 0
    0.133093 0.075519 0.088346 0.090905
    0.052432 0.055382 -0.022957 -0.028126
    0.038674 0.065965 0.067647 0.069561
    0.047685 0.026614 0.032389 0.011699
    0.122872 0.101916 -0.00202 -0.025169
    0.130115 0.047764 0.047619 0.028734
    0.031013 -0.026363 -0.096558 -0.006013
    -0.176907 0.016561 -0.081651 0.02088
    0.178384 0.074757 0.039234 0.036138
    -0.012094 0.024536 -0.000912 0.031973
    0.231489 #DIV/0! 0.090457 0.043318
    0.087963 #DIV/0! #DIV/0!
    0.073025
    -0.045066
    0.060896
    -0.00401
    -0.037627
    0.048028
    0.054933
    0.033627
    -0.074962
    0.008745
    #DIV/0!
    CTBK GRAE DLIN BXSY SQPH Monthly Return
    CTBK 0.009467 0.004717 0.014412 0.029133 0.003781 1%
    GRAE 0.004717 0.004797 0.004861 0.004877 0.004933 1%
    DLIN 0.014412 0.004861 0.014756 0.014402 0.013495 2%
    BXSY 0.029133 0.004877 0.014402 0.030929 0.013495 1%
    SQPH 0.003781 0.004933 0.013495 0.013495 0.003774 0%

    Portfolio Weights
    CTBK 0% 0% 0% 2% 0%
    GRAE 0% 48% 48% 98% 0%
    DLIN 100% 52% 52% 0% 100%
    BXSY 0% 0% 0% 0% 0%
    SQPH 0% 0% 0% 0% 0%
    100% 100% 100% 100% 100%

    Monthly Annualized
    Return 2% 21% 14% 14% 6% 21%
    variance 0.014756
    Std Dev 12% 42% 30% 30% 24% 12%

    Risk free rate 4% 4% 4% 4% 4%

    Sharp Ratio 0.393819 0.31845 0.3184 0.087269 0.393819

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