Asset1 Asset2 Asset3 Asset4 Asset5 Asset6

9.30% -6.00% 1.80% 1.90% 5.00% 2.00%

-3.70% -4.60% 2.00% 2.10% 1.90% 0.00%
6.10% -0.30% 3.00% 1.00% 1.10% 2.50%
6.10% 5.30% 2.00% 9.20% -7.60% 1.55%
4.50% 8.50% -2.50% -5.10% 0.10% -0.30%
7.00% -2.00% 0.00% -5.50% -4.90% -0.80%
-7.40% 6.50% 0.80% 7.00% 6.40% 1.00%
-9.70% 13.50% 2.90% 7.80% 6.50% 3.50%
5.00% -1.50% 9.00% -4.70% 8.60% 0.00%
4.00% -8.80% 2.00% 12.00% 6.90% 8.00%
Μέση απόδοση 2.12% 1.06% 2.10% 2.57% 2.40% 1.75%
Τυπική απόκλιση 6.57% 7.11% 2.91% 6.32% 5.36% 2.59%

MV Asset1 Asset2 Asset3 Asset4 Asset5 Asset6

0.9684 18.10% 15.00% 15.00% 19.02% 16.88% 16.00%
0.9684 26.86% 18.12% 22.04% 14.84% 16.57% 1.57%

HARA Asset1 Asset2 Asset3 Asset4 Asset5 Asset6

100 22.00% 12.90% 30.00% 10.50% 15.00% 9.60%
100 20.22% 12.42% 50.18% 2.58% 14.61% 0.00%
 MV UTILITY
0.9684 0.9684 0.9684 0.9684 100.0
2.58% 2.95% 0.5163 0.5163 2.95%
-0.34% -0.76% 0.5157 0.5155 -0.30%
2.28% 2.62% 0.5163 0.5163 2.71%
2.91% 3.17% 0.5163 0.5163 2.60%
0.71% 1.45% 0.5160 0.5162 0.79%
-1.03% -0.12% 0.5154 0.5158 -0.11%
2.33% 1.48% 0.5163 0.5162 1.24%
3.85% 2.77% 0.5163 0.5163 2.61%
2.59% 3.78% 0.5163 0.5163 4.40%
4.43% 2.97% 0.5163 0.5163 3.41%
Μέσος 2.03% 2.03% 0.5161 0.5162 Μέσος 2.03%
Τυπική απόκλιση 1.74% 1.49% Τυπική απόκλιση 1.55%
 HARA UTILITY
100.0 100.0 100.0
2.82% -0.0006 -0.0006
0.02% -0.0136 -0.0099
2.89% -0.0007 -0.0006
2.02% -0.0008 -0.0014
0.59% -0.0046 -0.0056
0.31% -0.0112 -0.0074
0.83% -0.0030 -0.0045
2.32% -0.0008 -0.0010
6.48% -0.0001 0.0000
2.04% -0.0004 -0.0014
2.03% -0.0036 -0.0033
1.88%