271906 0198494 0003471 0526129 0046606 0009581 0452534

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Unformatted text preview: 198494 0.003471 0.526129 0.046606 0.009581 0.452534 0.491279 0.025426 0.342846 0.322258 0.30947 0.674746 0.201592 0.019427 0.104234 0.010301 0.418339 0.315319 0.256041 0.369913 0.003666 0.411526 0.214895 0.001749 0.04524 0.45324 0.499771 0.229769 0.389453 0.365991 0.014787 0.121101 0.362371 0.37651 0.140017 0.290683 0.128302 0.269375 0.31164 0.15795 0.365139 0.418103 0.058807 0.317629 0.277174 0.080529 0.324668 0.263838 0.350144 0.188824 0.197194 0.280534 0.126927 0.31121 0.281329 0.270848 0.364006 0.348016 0.017129 0.286662 0.244723 0.032355 0.43626 0.414752 0.010712 0.242396 0.332141 0.271747 0.058246 0.20293 0.467078 0.321966 0.042301 0.340915 0.294818 0.412519 0.028538 0.301041 0.257901 0.478929 0.071393 0.032855 0.416823 0.236588 0.017211 0.305967 0.440235 0.541568 0.236375 0.023171 0.198886 0.654673 0.078343 0.107219 0.159766 0.06926 0.242738 0.342829 0.345173 0.259429 0.47169 0.134407 0.134474 0.333241 0.022399 0.340573 0.303787 0.102569 0.505099 0.343402 0.048931 0.31455 0.201192 0.361414 0.122843 0.333706 0.360606 0.187974 0.117715 0.380581 0.144138 0.190239 0.285042 0.179464 0.23883 0.357392 0.224315 0.544948 0.206473 0.025441 0.223138 0.150562 0.236865 0.5211 0.091473 0.146595 0.242359 0.41035 0.200697 0.090974 0.185606 0.259185 0.464235 0.455775 0.21142 0.127591 0.205215 0.333425 0.185153 0.19775 0.283673 0.535993 0.001148 0.288917 0.173942 0.261102 0.138875 0.37524 0.224783 0.203678 0.266332 Port variance Port st dev. Port ret Sharpe ratio (riskfree = 0) Max Sharpe 0.0011420609 0.03379439 0.001885949 0.05581 0.13740 0.000989361 0.03145411 -0.001507568 -0.04793 0.0011607057 0.03406913 0.0022279293 0.06539 Min st dev. 0.0010939909 0.03307553 0.0013412795 0.04055 0.03139 0.0011028333 0.03320893 0.0009137449 0.02752 0.0012246135 0.03499448 0.0021242281 0.06070 0.0011985361 0.03461988 0.0015947737 0.04607 0.0011076988 0.03328211 0.0011167752 0.03355 0.0011614755 0.03408043 0.0013819311 0.04055 0.0013293383 0.03646009 0.0034401254 0.09435 0.0011791148 0.03433824 0...
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This document was uploaded on 03/03/2014.

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