FFT assginment Yenglik.xlsx - DATE MSCI AC WORLD U$ TOT RETURN IND MSCI AC WORLD U$ TOT RETURN IND MSCI ALL COUNTRIES WORLD 145.87 139.172 133.33 125.1

FFT assginment Yenglik.xlsx - DATE MSCI AC WORLD U$ TOT...

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DATE MSCI AC WORLD U$ - TOT RETURN IND - MSCI AC WORLD U$ - TOT RETURN IND MSCI ALL COUNTRIES WORLD 12/29/1989 145.87 1/31/1990 139.172 2/28/1990 133.33 3/30/1990 125.1 4/30/1990 123.53 5/31/1990 136.437 6/29/1990 135.521 7/31/1990 136.897 9/30/2019 1082.847 Average Mean Standard Deviation Covariance MSCI ALL COUNTRIES WORLD MSCI EUROPE MSCI EMERGING MARKETS US LONG GOVERNMENT BOND Correlation MSCI ALL COUNTRIES WORLD MSCI EUROPE MSCI EMERGING MARKETS US LONG GOVERNMENT BOND
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Discretely compounded returnContinuously compounded return -4.59% -4.70% -4.20% -4.29% -6.17% -6.37% -1.25% -1.26% 10.45% 9.94% -0.67% -0.67% 1.02% 1.01% 2.15% 2.13% 0.66% 0.56% 0.19% 0.19% 4.30% 4.35% MSCI ALL COUNTRIES WORLD MSCI EUROPE 0.19% 0.20% 0.24% 0.23% 0.24% -0.01% -0.01% MSCI ALL COUNTRIES WORLD MSCI EUROPE 100% 92.19% 100.00% 80.58% 72.74% -14.50% -14.81%
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SCI EUROPE U$ - TOT RETURN IND - MSCI EUROPE U$ - TOT RETURN IN Discretely compounded return MSCI EUROPE 1241.013 1238.134 -0.23% 1208.924 -2.36% 1226.459 1.45% 1194.363 -2.62% 1292.098 8.18% 1337.987 3.55% 1394.914 4.25% 9869.18 2.74% 0.70% 0.24% 4.89% MSCI EMERGING MARKETS US LONG GOVERNMENT BOND 0.43% -0.02% 0.04% MSCI EMERGING MARKETS US LONG GOVERNMENT BOND 100.00% -17.82% 100.00%
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Continuously compounded return MSCI EM U$ - TOT RETURN IND - MSCI EM U$ - TOT RETURN IND MSCI EMERGING MARKETS 231.65 -0.23% 239.272 -2.39% 248.656 1.44% 215.014 -2.65% 230.525 7.87% 249.46 3.49% 258.08 4.17% 280.836 2.70% 2297.199 0.58% 0.24% 4.94% D D
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