Lev_ETF_simulation - 120.48 131.43 9.091% 200% 262.86 10.95...

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Leveraged ETFs Simulation Assumes no financing cost or dividends Goal - Maintain 2 to 1 leverage at all times Pct Pct Ratio Required Index Change Units Value Financing Equity Change Pch Chg Equity Rebal 100 2 200.00 100.00 100.00 200.00 0.00 105 5.000% 2 210.00 100.00 110.00 10.000% 200% 220.00 10.00 100 -4.762% 2 209.52 110.00 99.52 -9.524% 200% 199.05 -10.48 95 -5.000% 2 189.10 99.52 89.57 -10.000% 200% 179.14 -9.95 100 5.263% 2 188.57 89.57 99.00 10.526% 200% 198.00 9.43 11.565% 100 2 200.00 100.00 100.00 200.00 0.00 105 5.000% 2 210.00 100.00 110.00 10.000% 200% 220.00 10.00 110 4.762% 2 230.48 110.00 120.48 9.524% 200% 240.95 10.48 115 4.545% 2 251.90
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Unformatted text preview: 120.48 131.43 9.091% 200% 262.86 10.95 120 4.348% 2 274.29 131.43 142.86 8.696% 200% 285.71 11.43 0.562% 100 2 200.00 100.00 100.00 200.00 0.00 95-5.000% 2 190.00 100.00 90.00-10.000% 200% 180.00-10.00 90-5.263% 2 170.53 90.00 80.53-10.526% 200% 161.05-9.47 85-5.556% 2 152.11 80.53 71.58-11.111% 200% 143.16-8.95 80-5.882% 2 134.74 71.58 63.16-11.765% 200% 126.32-8.42 0.760% Revised Units 2.000 2.095 1.990 1.886 1.980 2.000 2.095 2.190 2.286 2.381 2.000 1.895 1.789 1.684 1.579...
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This note was uploaded on 01/25/2011 for the course NBA 6940 at Cornell University (Engineering School).

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Lev_ETF_simulation - 120.48 131.43 9.091% 200% 262.86 10.95...

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