geneticport - 08/31/95-0.08-0.04 0.01-0.04 09/29/95 0.01...

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Total Weights 0.45 0.19 0.35 1 = 1 %age beat S and P 0.64 DATE WMT DIS 3 M S and P Port return Beat S and P? 2/28/1990 0.03 0.05 0.03 0.01 0.04 1 3/30/1990 0.08 0.01 0.02 0.02 0.04 1 4/30/1990 0.05 0 -0.02 -0.03 0.01 1 5/31/1990 0.14 0.17 0.05 0.09 0.11 1 6/29/1990 0.11 -0.01 0.05 -0.01 0.06 1 7/31/1990 0.01 -0.08 0.04 -0.01 0 1 8/31/1990 -0.09 -0.13 -0.12 -0.09 -0.11 0 9/28/1990 -0.04 -0.11 -0.02 -0.05 -0.05 1 ### -0.02 0.01 0.02 -0.01 0 1 ### 0.13 0.09 0.06 0.06 0.1 1 ### 0.01 0.02 0.05 0.02 0.02 0 1/31/1991 0.09 0.07 0 0.04 0.05 1 2/28/1991 0.07 0.14 0.01 0.07 0.06 0 3/28/1991 0.1 -0.04 0.08 0.02 0.06 1 4/30/1991 0.05 -0.03 -0.02 0 0.01 1 5/31/1991 0.06 0.01 -0.06 0.04 0.01 0 6/28/1991 0 -0.04 0 -0.05 -0.01 1 7/31/1991 0.11 0.08 0.04 0.04 0.08 1 9/30/1994 -0.05 -0.06 -0.07 -0.03 -0.06 0 ### 0.01 0.02 0.04 0.02 0.02 1 ### -0.01 0.1 -0.02 -0.04 0.01 1 ### -0.09 0.06 0.05 0.01 -0.01 0 01/31/95 0.08 0.11 0.06 0.02 0.08 1 02/28/95 0.04 0.05 0.03 0.04 0.04 0 03/31/95 0.08 0 0.01 0.03 0.04 1 04/28/95 -0.07 0.04 -0.04 0.03 -0.04 0 05/31/95 0.05 0 -0.01 0.04 0.02 0 06/30/95 0.08 0 -0.03 0.02 0.03 1 07/31/95 0 0.06 0.03 0.03 0.02
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Unformatted text preview: 08/31/95-0.08-0.04 0.01-0.04 09/29/95 0.01 0.02 0.16 0.04 0.06 1 10/31/95-0.13 0.01 0.02-0.05 11/30/95 0.11 0.04-0.03 0.04 0.05 1 12/29/95-0.07-0.02 0.02 0.02-0.03 01/31/96-0.08 0.09-0.01 0.03-0.02 02/29/96 0.04 0.02 0.02 0.01 0.03 1 03/29/96 0.08-0.02 0.05 0.01 0.05 1 04/30/96 0.04-0.03 0.01 0.01 0.02 1 05/31/96 0.08-0.02-0.02 0.02 0.03 1 06/28/96-0.02 0.03 0.07 0.02 1 07/31/96-0.05-0.11 0.01-0.05-0.04 1 08/30/96 0.1 0.02 0.09 0.02 0.08 1 09/30/96 0.11 0.1 0.05 0.06 1 10/31/96 0.04-0.01 0.03 0.01 0 Out of sample 0.59 A B C D E F G 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86...
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This note was uploaded on 03/17/2010 for the course ACCT acct 4360 taught by Professor Robert during the Spring '10 term at DeVry Colorado Springs.

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