Primer Parcial Finanzas

Date NFLX TSLA NASDAQ rNFLX rTSLA rNASDAQ PORTAFOLI
4/1/2019 365.49 18.33 7,938.69 -4.0% -2.7% 0.6% -3.3%

4/8/2019 351.14 17.85 7,984.16 2.6% 2.1% 0.2% 2.3%
4/15/2019 360.35 18.22 7,998.06 3.9% -15.0% 1.8% -5.5%
4/22/2019 374.85 15.68 8,146.40 2.7% 8.1% 0.2% 5.4%
4/29/2019 385.03 17.00 8,164.00 -6.4% -6.3% -3.1% -6.4%
5/6/2019 361.04 15.97 7,916.94 -1.8% -12.7% -1.3% -7.3%
5/13/2019 354.45 14.07 7,816.28 0.0% -10.2% -2.3% -5.1%
5/20/2019 354.39 12.71 7,637.01 -3.2% -2.9% -2.4% -3.0%
5/27/2019 343.28 12.34 7,453.15 5.0% 9.9% 3.8% 7.5%
6/3/2019 360.87 13.63 7,742.10 -6.0% 5.0% 0.7% -0.5%
6/10/2019 339.73 14.33 7,796.66 8.3% 3.2% 3.0% 5.7%
6/17/2019 369.21 14.79 8,031.71 -0.5% 0.7% -0.3% 0.1%
6/24/2019 367.32 14.90 8,006.24 3.5% 4.2% 1.9% 3.9%
7/1/2019 380.55 15.54 8,161.79 -1.9% 5.0% 1.0% 1.5%
7/8/2019 373.25 16.34 8,244.14 -16.9% 5.2% -1.2% -5.9%
7/15/2019 315.10 17.21 8,146.49 6.4% -12.4% 2.2% -3.0%
7/22/2019 335.78 15.20 8,330.21 -5.2% 2.7% -4.0% -1.2%
7/29/2019 318.83 15.62 8,004.07 -3.2% 0.3% -0.6% -1.4%
8/5/2019 308.93 15.67 7,959.14 -2.0% -6.6% -0.8% -4.3%
8/12/2019 302.80 14.66 7,895.99 -3.8% -4.0% -1.8% -3.9%
8/19/2019 291.44 14.09 7,751.77 0.8% 6.5% 2.7% 3.6%
8/26/2019 293.75 15.04 7,962.88 -1.2% 0.8% 1.7% -0.2%
9/2/2019 290.17 15.16 8,103.07 1.4% 7.5% 0.9% 4.4%
9/9/2019 294.15 16.35 8,176.71 -8.3% -1.9% -0.7% -5.1%
9/16/2019 270.75 16.04 8,117.67 -2.9% 0.6% -2.2% -1.1%
9/23/2019 263.08 16.14 7,939.63 3.6% -4.5% 0.5% -0.4%
9/30/2019 272.79 15.43 7,982.47 3.6% 6.9% 0.9% 5.3%
10/7/2019 282.93 16.53 8,057.04 -2.7% 3.6% 0.4% 0.4%
10/14/2019 275.30 17.13 8,089.54 0.6% 24.5% 1.9% 12.5%
10/21/2019 276.82 21.88 8,243.12 3.5% -4.6% 1.7% -0.5%
10/28/2019 286.81 20.89 8,386.40 1.6% 7.3% 1.1% 4.5%
11/4/2019 291.57 22.48 8,475.31 1.2% 4.4% 0.8% 2.8%
11/11/2019 295.03 23.48 8,540.83 5.1% -5.6% -0.2% -0.2%
11/18/2019 310.48 22.20 8,519.88 1.3% -0.9% 1.7% 0.2%
11/25/2019 314.66 22.00 8,665.47 -2.4% 1.8% -0.1% -0.3%
12/2/2019 307.35 22.39 8,656.53 -2.9% 6.5% 0.9% 1.8%
12/9/2019 298.50 23.89 8,734.88 12.1% 12.4% 2.2% 12.2%
12/16/2019 336.90 27.04 8,924.96 -2.3% 5.9% 0.9% 1.8%
12/23/2019 329.09 28.69 9,006.62 -1.0% 2.9% 0.2% 1.0%
12/30/2019 325.90 29.53 9,020.77 1.0% 7.6% 1.7% 4.3%
1/6/2020 329.05 31.88 9,178.86 3.2% 6.5% 2.3% 4.9%
1/13/2020 339.67 34.03 9,388.94 3.9% 10.1% -0.8% 7.0%
1/20/2020 353.16 37.65 9,314.91 -2.3% 14.1% -1.8% 5.9%
1/27/2020 345.09 43.37 9,150.94 6.1% 14.0% 4.0% 10.0%
2/3/2020 366.77 49.87 9,520.51 3.6% 6.7% 2.2% 5.2%
2/10/2020 380.40 53.34 9,731.18 -0.1% 11.9% -1.6% 5.9%
2/17/2020 380.07 60.07 9,576.59 -2.9% -29.9% -11.1% -16.4%
2/24/2020 369.03 44.53 8,567.37 0.0% 5.2% 0.1% 2.6%
3/2/2020 368.97 46.90 8,575.62 -9.3% -25.2% -8.5% -17.2%
3/9/2020 336.30 36.44 7,874.88 -1.0% -24.6% -13.5% -12.8%
3/16/2020 332.83 28.50 6,879.52 7.0% 18.5% 8.7% 12.8%
3/23/2020 357.12 34.29 7,502.38 1.3% -6.9% -1.7% -2.8%
3/30/2020 361.76 32.00 7,373.08 2.4% 17.7% 10.1% 10.1%
4/6/2020 370.72 38.20 8,153.58 13.2% 27.4% 5.9% 20.3%
4/13/2020 422.96 50.26 8,650.14 0.5% -3.9% -0.2% -1.7%
4/20/2020 424.99 48.34 8,634.52 -2.3% -3.3% -0.3% -2.8%
4/27/2020 415.27 46.75 8,604.95 4.8% 15.6% 5.8% 10.2%
5/4/2020 435.55 54.63 9,121.32 4.2% -2.5% -1.2% 0.8%
5/11/2020 454.19 53.28 9,014.56 -5.6% 2.2% 3.4% -1.7%
5/18/2020 429.32 54.46 9,324.59 -2.3% 2.2% 1.8% 0.0%
5/25/2020 419.73 55.67 9,489.87 0.0% 5.9% 3.4% 2.9%
6/1/2020 419.60 59.04 9,814.08 -0.4% 5.5% -2.3% 2.5%
6/8/2020 418.07 62.35 9,588.81 8.2% 6.8% 3.7% 7.5%
6/15/2020 453.72 66.73 9,946.12 -2.3% -4.2% -1.9% -3.3%
6/22/2020 443.40 63.98 9,757.22 7.3% 23.1% 4.5% 15.2%
6/29/2020 476.89 80.58 10,207.63 14.0% 24.5% 3.9% 19.3%
7/6/2020 548.73 102.98 10,617.44 -10.7% -2.9% -1.1% -6.8%
7/13/2020 492.99 100.06 10,503.19 -2.6% -5.7% -1.3% -4.2%
7/20/2020 480.45 94.47 10,363.18 1.7% 1.0% 3.6% 1.4%
7/27/2020 488.88 95.38 10,745.27 1.2% 1.5% 2.4% 1.4%
8/3/2020 494.73 96.85 11,010.98 -2.5% 12.8% 0.1% 5.2%
8/10/2020 482.68 110.05 11,019.30 2.0% 21.7% 2.6% 11.8%
8/17/2020 492.31 136.67 11,311.80 6.2% 7.7% 3.3% 6.9%
8/24/2020 523.89 147.56 11,695.63 -1.5% -5.7% -3.3% -3.6%
8/31/2020 516.05 139.44 11,313.13 -6.8% -11.5% -4.1% -9.2%
9/7/2020 482.03 124.24 10,853.55 -2.5% 17.1% -0.6% 7.3%
9/14/2020 469.96 147.38 10,793.28 2.7% -8.2% 1.1% -2.7%
9/21/2020 482.88 135.78 10,913.56 4.1% 1.9% 1.5% 3.0%
9/28/2020 503.06 138.36 11,075.02 7.0% 4.5% 4.5% 5.7%
10/5/2020 539.44 144.67 11,579.94 -1.6% 1.3% 0.8% -0.2%
10/12/2020 530.79 146.56 11,671.56 -8.3% -4.4% -1.1% -6.4%
10/19/2020 488.28 140.21 11,548.28 -2.6% -8.1% -5.7% -5.3%
10/26/2020 475.74 129.35 10,911.59 7.9% 10.3% 8.6% 9.1%
11/2/2020 514.73 143.32 11,895.23 -6.4% -5.1% -0.6% -5.8%
11/9/2020 482.84 136.17 11,829.29 1.1% 18.1% 0.2% 9.6%
11/16/2020 488.24 163.20 11,854.97 0.6% 17.9% 2.9% 9.3%
11/23/2020 491.36 195.25 12,205.85 1.4% 2.2% 2.1% 1.8%
11/30/2020 498.31 199.68 12,464.23 1.0% 1.8% -0.7% 1.4%
12/7/2020 503.22 203.33 12,377.87 6.0% 13.0% 3.0% 9.5%
12/14/2020 534.45 231.67 12,755.64 -3.9% -4.9% 0.4% -4.4%
12/21/2020 513.97 220.59 12,804.73 5.1% 6.4% 0.7% 5.7%
12/28/2020 540.73 235.22 12,888.28 -5.8% 22.1% 2.4% 8.2%
1/4/2021 510.40 293.34 13,201.98 -2.5% -6.3% -1.6% -4.4%
1/11/2021 497.98 275.39 12,998.50 12.7% 2.4% 4.1% 7.6%
1/18/2021 565.17 282.21 13,543.06 -6.0% -6.5% -3.6% -6.2%
1/25/2021 532.39 264.51 13,070.69 3.4% 7.1% 5.8% 5.3%
2/1/2021 550.79 284.08 13,856.30 1.0% -4.3% 1.7% -1.6%
2/8/2021 556.52 272.04 14,095.47 -3.0% -4.4% -1.6% -3.7%
2/15/2021 540.22 260.43 13,874.46 -0.3% -14.6% -5.0% -7.4%
2/22/2021 538.85 225.17 13,192.35 -4.3% -12.2% -2.1% -8.2%
3/1/2021 516.39 199.32 12,920.15 0.3% 14.9% 3.0% 7.6%
3/8/2021 518.02 231.24 13,319.86 -1.1% -5.8% -0.8% -3.4%
3/15/2021 512.18 218.29 13,215.24 -0.8% -5.7% -0.6% -3.2%
3/22/2021 508.05 206.24 13,138.73 6.0% 6.7% 2.6% 6.4%
3/29/2021 539.42 220.58 13,480.11 2.9% 2.3% 3.1% 2.6%
4/5/2021 555.31 225.67 13,900.19 -1.6% 8.9% 1.1% 3.6%
4/12/2021 546.54 246.59 14,052.34 -7.8% -1.4% -0.3% -4.6%
4/19/2021 505.55 243.13 14,016.81 1.6% -2.8% -0.4% -0.6%
4/26/2021 513.47 236.48 13,962.68 -1.9% -5.4% -1.5% -3.6%
5/3/2021 503.84 224.12 13,752.24 -2.1% -13.1% -2.4% -7.6%
5/10/2021 493.37 196.58 13,429.98 0.9% -1.5% 0.3% -0.3%
5/17/2021 497.89 193.63 13,470.99 1.0% 7.4% 2.0% 4.2%
5/24/2021 502.81 208.41 13,748.74 -1.6% -4.3% 0.5% -2.9%
5/31/2021 494.74 199.68 13,814.49 -1.2% 1.8% 1.8% 0.3%
6/7/2021 488.77 203.30 14,069.42 2.4% 2.2% -0.3% 2.3%
6/14/2021 500.77 207.77 14,030.38 5.1% 7.5% 2.3% 6.3%
6/21/2021 527.07 223.96 14,360.39 1.3% 1.0% 1.9% 1.2%
6/28/2021 533.98 226.30 14,639.33 0.4% -3.3% 0.4% -1.5%
7/5/2021 535.98 218.98 14,701.92 -1.1% -2.0% -1.9% -1.5%
7/12/2021 530.31 214.74 14,427.24 -2.8% -0.1% 2.8% -1.5%
7/19/2021 515.41 214.46 14,836.99 0.4% 6.6% -1.1% 3.5%
7/26/2021 517.57 229.07 14,672.68 0.6% 1.7% 1.1% 1.1%
8/2/2021 520.55 233.03 14,835.76 -0.9% 2.6% -0.1% 0.8%
8/9/2021 515.92 239.06 14,822.90 5.8% -5.3% -0.7% 0.3%
8/16/2021 546.88 226.75 14,714.66 2.2% 4.5% 2.8% 3.4%
8/23/2021 558.92 237.31 15,129.50 5.5% 3.0% 1.5% 4.2%
8/30/2021 590.53 244.52 15,363.52 1.4% 0.4% -1.6% 0.9%
9/6/2021 598.72 245.42 15,115.49 -1.6% 3.1% -0.5% 0.8%
9/13/2021 589.35 253.16 15,043.97 0.5% 1.9% 0.0% 1.2%
9/20/2021 592.39 258.13 15,047.70 3.4% 0.1% -3.2% 1.8%
9/27/2021 613.15 258.41 14,566.70 3.1% 1.3% 0.1% 2.2%
10/4/2021 632.66 261.83 14,579.54 -0.7% 7.1% 2.2% 3.2%
10/11/2021 628.29 281.01 14,897.34 5.6% 7.6% 1.3% 6.6%
10/18/2021 664.78 303.23 15,090.20 3.8% 20.3% 2.7% 12.0%
10/25/2021 690.31 371.33 15,498.39 -6.7% 9.3% 3.0% 1.3%
11/1/2021 645.72 407.36 15,971.59 5.6% -16.8% -0.7% -5.6%
11/8/2021 682.61 344.47 15,860.96 -0.6% 9.6% 1.2% 4.5%
11/15/2021 678.80 379.02 16,057.44 -2.0% -5.0% -3.6% -3.5%
11/22/2021 665.64 360.64 15,491.66 -10.0% -6.4% -2.7% -8.2%
11/29/2021 602.13 338.32 15,085.47 1.6% 0.2% 3.5% 0.9%
12/6/2021 611.66 339.01 15,630.60 -4.2% -8.7% -3.0% -6.4%
12/13/2021 586.73 310.86 15,169.68 4.6% 13.5% 3.1% 9.0%
12/20/2021 614.09 355.67 15,653.37 -1.9% -1.0% -0.1% -1.4%
12/27/2021 602.44 352.26 15,644.97 -10.7% -2.9% -4.6% -6.8%
1/3/2022 541.06 342.32 14,935.90 -2.9% 2.2% -0.3% -0.4%
1/10/2022 525.69 349.87 14,893.75 -28.0% -10.6% -7.9% -19.3%
1/17/2022 397.50 314.63 13,768.92 -3.4% -10.9% 0.0% -7.1%
1/24/2022 384.36 282.12 13,770.57 6.5% 8.7% 2.3% 7.6%
1/31/2022 410.17 307.77 14,098.01 -4.7% -7.1% -2.2% -5.9%
2/7/2022 391.31 286.67 13,791.15 0.0% -0.4% -1.8% -0.2%
2/14/2022 391.29 285.66 13,548.07 -0.1% -5.7% 1.1% -2.9%
2/21/2022 390.80 269.96 13,694.62 -7.7% 3.4% -2.8% -2.1%
2/28/2022 361.73 279.43 13,313.44 -6.1% -5.3% -3.6% -5.7%
3/7/2022 340.32 265.12 12,843.81 11.2% 13.0% 7.9% 12.1%
3/14/2022 380.60 301.80 13,893.84 -1.8% 11.0% 2.0% 4.6%
3/21/2022 373.85 336.88 14,169.30 -0.1% 7.1% 0.6% 3.5%
3/28/2022 373.47 361.53 14,261.50 -4.8% -5.6% -3.9% -5.2%
4/4/2022 355.88 341.83 13,711.00 -4.2% -4.0% -2.7% -4.1%
4/11/2022 341.13 328.33 13,351.08 -45.9% 2.0% -3.9% -22.0%
4/18/2022 215.52 335.02 12,839.29 -12.4% -14.3% -4.0% -13.4%
4/25/2022 190.36 290.25 12,334.64 -5.1% -0.6% -1.6% -2.8%
5/2/2022 180.97 288.55 12,144.66 3.6% -11.8% -2.8% -4.1%
5/9/2022 187.64 256.53 11,805.00 -0.7% -14.8% -3.9% -7.7%
5/16/2022 186.35 221.30 11,354.62 4.6% 13.5% 6.6% 9.1%
5/23/2022 195.19 253.21 12,131.13 1.9% -7.7% -1.0% -2.9%
5/30/2022 198.98 234.52 12,012.73 -8.4% -1.0% -5.8% -4.7%
6/6/2022 182.94 232.23 11,340.02 -4.1% -6.9% -4.9% -5.5%
6/13/2022 175.51 216.76 10,798.35 8.4% 12.5% 7.2% 10.5%
6/20/2022 190.85 245.71 11,607.62 -5.9% -7.8% -4.2% -6.8%
6/27/2022 179.95 227.26 11,127.85 3.8% 9.8% 4.5% 6.8%
7/4/2022 186.98 250.76 11,635.31 1.1% -4.4% -1.6% -1.6%
7/11/2022 189.11 240.07 11,452.42 15.3% 12.6% 3.3% 14.0%
7/18/2022 220.44 272.24 11,834.11 2.0% 8.8% 4.6% 5.4%
7/25/2022 224.90 297.15 12,390.69 0.8% -3.1% 2.1% -1.1%
8/1/2022 226.78 288.17 12,657.55 9.5% 4.0% 3.0% 6.8%
8/8/2022 249.30 300.03 13,047.19 -3.3% -1.1% -2.7% -2.2%
8/15/2022 241.16 296.67 12,705.22 -7.7% -2.9% -4.5% -5.3%
8/22/2022 223.28 288.09 12,141.71 1.3% -6.4% -4.3% -2.6%
8/29/2022 226.11 270.21 11,630.86 3.2% 10.4% 4.1% 6.8%
9/5/2022 233.57 299.68 12,112.31 2.8% 1.2% -5.6% 2.0%
9/12/2022 240.13 303.35 11,448.40 -5.9% -9.7% -5.2% -7.8%
9/19/2022 226.41 275.33 10,867.93 3.9% -3.7% -2.7% 0.1%
9/26/2022 235.44 265.25 10,575.62 -4.6% -17.3% 0.7% -11.0%
10/3/2022 224.75 223.07 10,652.40 2.3% -8.5% -3.2% -3.1%
10/10/2022 230.00 204.99 10,321.39 23.0% 4.5% 5.1% 13.8%
10/17/2022 289.57 214.44 10,859.72 2.1% 6.4% 2.2% 4.2%
10/24/2022 295.72 228.52 11,102.45 -12.6% -9.7% -5.8% -11.1%
10/31/2022 260.79 207.47 10,475.25 10.7% -5.7% 7.8% 2.5%
11/7/2022 290.13 195.97 11,323.33 -0.7% -8.4% -1.6% -4.6%
11/14/2022 287.98 180.19 11,146.06 -0.9% 1.5% 0.7% 0.3%
11/21/2022 285.54 182.86 11,226.36 11.5% 6.4% 2.1% 8.9%
11/28/2022 320.41 194.86 11,461.50 -0.1% -8.5% -4.1% -4.3%
12/5/2022 320.01 179.05 11,004.62 -9.6% -17.5% -2.8% -13.6%
12/12/2022 290.71 150.23 10,705.41 1.5% -19.9% -2.0% -9.2%
12/19/2022 294.96 123.15 10,497.86 0.0% 0.0% -0.3% 0.0%
12/26/2022 294.88 123.18 10,466.48 6.8% -8.6% 1.0% -0.9%
1/2/2023 315.55 113.06 10,569.29 5.3% 7.9% 4.7% 6.6%
1/9/2023 332.82 122.40 11,079.16 2.9% 8.6% 0.6% 5.7%
1/16/2023 342.50 133.42 11,140.43 5.2% 28.8% 4.2% 17.0%
1/23/2023 360.77 177.90 11,621.71 1.4% 6.6% 3.3% 4.0%
1/30/2023 365.90 189.98 12,006.95 -5.2% 3.6% -2.4% -0.8%
2/6/2023 347.36 196.89 11,718.12 0.2% 5.6% 0.6% 2.9%
2/13/2023 347.96 208.31 11,787.27 -9.3% -5.6% -3.4% -7.5%
2/20/2023 317.15 196.88 11,394.94 -0.6% 0.5% 2.5% -0.1%
2/27/2023 315.18 197.79 11,689.01 -7.4% -13.1% -4.8% -10.3%
3/6/2023 292.76 173.44 11,138.89 3.6% 3.8% 4.3% 3.7%
3/13/2023 303.50 180.13 11,630.51 7.9% 5.6% 1.6% 6.7%
3/20/2023 328.39 190.41 11,823.96 5.1% 8.6% 3.3% 6.8%
3/27/2023 345.48 207.46 12,221.91 -1.8% -11.4% -1.1% -6.6%
4/3/2023 339.33 185.06 12,087.96 -0.2% 0.0% 0.3% -0.1%
4/10/2023 338.63 185.00 12,123.47 -3.2% -11.4% -0.4% -7.3%
4/17/2023 327.98 165.08 12,072.46 0.6% -0.5% 1.3% 0.1%
4/24/2023 329.93 164.31 12,226.58 -2.2% 3.4% 0.1% 0.6%
5/1/2023 322.76 170.06 12,235.41 5.2% -1.2% 0.4% 2.0%
5/8/2023 339.89 167.98 12,284.74 7.2% 7.0% 3.0% 7.1%
5/15/2023 365.36 180.14 12,657.90 3.6% 7.0% 2.5% 5.3%
5/22/2023 378.88 193.17 12,975.69 5.5% 10.2% 2.0% 7.9%
5/29/2023 400.47 213.97 13,240.77 4.8% 13.3% 0.1% 9.0%
6/5/2023 420.02 244.40 13,259.14 2.8% 6.4% 3.2% 4.6%
6/12/2023 431.96 260.54 13,689.57 -1.9% -1.5% -1.4% -1.7%
6/19/2023 424.02 256.60 13,492.52 3.8% 2.0% 2.2% 2.9%
6/26/2023 440.49 261.77 13,787.92 -0.5% 4.7% -0.9% 2.1%
7/3/2023 438.10 274.43 13,660.72 0.9% 2.5% 3.3% 1.7%
7/10/2023 441.91 281.38 14,113.70 -3.3% -7.9% -0.6% -5.6%
7/17/2023 427.50 260.02 14,032.81 -0.4% 2.4% 2.0% 1.0%
7/24/2023 425.78 266.44 14,316.66 1.4% -4.8% -2.9% -1.7%
7/31/2023 431.60 253.86 13,909.24 -2.3% -4.5% -1.9% -3.4%
8/7/2023 421.66 242.65 13,644.85 -4.1% -11.9% -2.6% -8.0%
8/14/2023 404.53 215.49 13,290.78 2.8% 10.2% 2.2% 6.5%
8/21/2023 416.03 238.59 13,590.65 5.6% 2.7% 3.2% 4.1%
8/28/2023 439.88 245.01 14,031.81 0.7% 1.4% -1.9% 1.0%
9/4/2023 442.80 248.50 13,761.53 -10.9% 9.9% -0.4% -0.5%
9/11/2023 396.94 274.39 13,708.33 -4.4% -11.4% -3.7% -7.9%
9/18/2023 379.81 244.88 13,211.81 -0.6% 2.2% 0.1% 0.8%
9/25/2023 377.60 250.22 13,219.32 1.0% 4.0% 1.6% 2.5%
10/2/2023 381.51 260.53 13,431.34 -7.0% -3.7% -0.2% -5.3%
10/9/2023 355.68 251.12 13,407.23 12.0% -16.9% -3.2% -2.5%
10/16/2023 400.96 211.99 12,983.81 -0.8% -2.2% -2.7% -1.5%
10/23/2023 397.87 207.30 12,643.01 8.3% 5.9% 6.4% 7.1%
10/30/2023 432.36 219.96 13,478.28 3.4% -2.4% 2.3% 0.5%
11/6/2023 447.24 214.65 13,798.11 4.1% 8.8% 2.3% 6.4%
11/13/2023 465.91 234.30 14,125.48 2.9% 0.5% 0.9% 1.7%
11/20/2023 479.56 235.45 14,250.85 -2.9% 1.4% 0.4% -0.7%
11/27/2023 465.74 238.83 14,305.03 -2.6% 2.1% 0.7% -0.3%
12/4/2023 453.76 243.84 14,403.97 4.0% 3.9% 2.8% 3.9%
12/11/2023 472.06 253.50 14,813.92 3.1% -0.4% 1.2% 1.3%
12/18/2023 486.76 252.54 14,992.97 0.0% -1.6% 0.1% -0.8%
12/25/2023 486.88 248.48 15,011.35 -2.7% -4.5% -3.3% -3.6%
1/1/2024 474.06 237.49 14,524.07 3.7% -8.2% 3.0% -2.2%
1/8/2024 492.16 218.89 14,972.76 -1.9% -3.1% 2.2% -2.5%
1/15/2024 482.95 212.19 15,310.97 16.6% -14.7% 0.9% 1.0%
1/22/2024 570.42 183.25 15,455.36 -1.0% 2.5% 1.1% 0.7%
1/29/2024 564.64 187.91 15,628.95 -0.6% 3.0% 2.3% 1.2%
2/5/2024 561.32 193.57 15,990.66 4.0% 3.2% -1.4% 3.6%
2/12/2024 583.95 199.95 15,775.65 -0.1% -4.1% 1.4% -2.1%
2/19/2024 583.56 191.97 15,996.82 6.0% 5.4% 1.7% 5.7%
2/26/2024 619.34 202.64 16,274.94 -2.4% -14.5% -1.2% -8.4%
3/4/2024 604.82 175.34 16,085.11 0.2% -6.9% -0.7% -3.4%
3/11/2024 605.88 163.57 15,973.17 3.6% 4.3% 2.8% 4.0%
3/18/2024 628.01 170.83 16,428.82 -3.3% 2.9% -0.3% -0.2%
3/25/2024 607.33 175.79 16,379.46 4.6% -6.4% -0.8% -0.9%
4/1/2024 636.18 164.90 16,248.52 0.0% 0.0% 0.0% 0.0%
4/5/2024 636.18 164.90 16,248.52
PORTAFOLIO
T 262 262 262 262
Promedio 0.21% 0.84% 0.27% 0.53%
Minimo (MIN) -45.92% -29.92% -13.51% -21.95%
P10 = PERCENTIL.EXC -6.02% -10.82% -3.58% -6.83%
P25 -2.55% -5.01% -1.58% -3.40%
Mediana (MEDIANA) 0.25% 1.42% 0.38% 0.30%
P75 3.62% 6.52% 2.23% 4.49%
P90 6.18% 12.23% 3.60% 7.80%
maximo (MAX) 23.03% 28.77% 10.06% 20.31%
rango (MAX-MIN) 68.95% 58.70% 23.58% 42.26%
RIP (P90-P10) 12.20% 23.05% 7.18% 14.63%
RIQ (P75-P25) 6.17% 11.52% 3.81% 7.89%
Desv.Est (DESVEST.M) 6.18% 9.08% 3.11% 6.26%
SDM 4.77% 6.40% 2.27% 4.43%
Asimetria (COEFICIENTE.ASIMETRIA) -1.67 0.04 -0.36 -0.08
Curtosis (CURTOSIS) 13.25 0.83 2.00 1.03
Jarque Bera 2,038 8 49 12
p valor (DISTR.CHICUAD.CD) 0.00% 2.28% 0.00% 0.27%
Confianza 95% 95% 95% 95%
Error muestral (INTERVALO.CONFIANZA.T) 0.75% 1.10% 0.38% 0.76%
LI (PROM - ERROR) -0.54% -0.27% -0.10% -0.24%
LS (PROM + ERROR) 0.96% 1.94% 0.65% 1.29%
VaR10 Hist (-PERCENTIL.EXC) 6.02% 10.82% 3.58% 6.83%
CVaR10 Hist 11.06% 15.38% 5.40% 10.49%
CVaR5 Hist 14.98% 18.59% 6.81% 13.37%
CVaR1 Hist 36.94% 27.58% 12.32% 20.62%
Probabilidad 10% 10% 10% 10%
valor t 10% INV.T(Prob 10%;T-1) -1.28 -1.28 -1.28 -1.28
VaR10 Param (-Valor T * Desv.Est) 7.95% 11.67% 3.99% 8.04%
VaR5 Param 10.21% 14.99% 5.13% 10.33%
VaR1 Param 14.48% 21.25% 7.27% 14.64%
BETA (PENDIENTE) 1.12 1.93 1.00 1.53
ALFA (+INTERSECCION.EJE) -0.09% 0.31% 0.00% 0.11%
Error Estándar de Regresión (ERROR.TIPICO.X 0.0512 0.0683 0.0409
Error Estándar de Beta 0.1021 0.1361 0.0815
Error Estándar de Alfa 0.0514 0.0686 0.0411
Ho: BETA = 1
valor t (BETA-1)/Error Beta 1.19 6.84 6.45
p-valor 24% 0% 0%
Regla de Decisión No Rechazo Ho Rechazo Ho Rechazo Ho
Ho: ALFA = 0
valor t (ALFA-0)/Error Alfa -0.02 0.05
p-valor 99% 96%
Regla de Decisión No Rechazo Ho No Rechazo Ho Rechazo Ho
PONDERACION DE INVERSION 50% 50% 100%
PORTAFOLIO rNFLX rTSLA

GMV 76% 24% A)
SDM 67% 33% B)
Tasa libre de Riesgo Anual 1.50%

Tasa libre de Riesgo Semanal 0.029% 52 semanas
(Rent Promedio - TLR)/DESV RATIO DE SHARPE 0.079 Max

(Rent Promedio - TLR)/SDM RATIO DE SORTINO 0.112 Max
(Rent Promedio - TLR)/BETA RATIO DE TREYNOR 0.003 Max
rNFLX-p rTSLA-p rNASDAQ-pPORTAFOLIO-rNFLX-p<0 rTSLA-p<0 rNASDAQ-p<0
-4.22% -3.51% 0.30% -3.87% 1 1 0
2.38% 1.22% -0.10% 1.80% 0 0 1
3.73% -15.86% 1.56% -6.06% 0 1 0
2.47% 7.28% -0.06% 4.87% 0 0 1
-6.64% -7.11% -3.35% -6.88% 1 1 1
-2.05% -13.50% -1.55% -7.78% 1 1 1
-0.23% -11.01% -2.59% -5.62% 1 1 1
-3.40% -3.75% -2.71% -3.57% 1 1 1
4.79% 9.10% 3.53% 6.94% 0 0 0
-6.25% 4.13% 0.43% -1.06% 1 0 0
8.11% 2.34% 2.70% 5.22% 0 0 0
-0.72% -0.12% -0.59% -0.42% 1 1 1
3.33% 3.39% 1.65% 3.36% 0 0 0
-2.15% 4.17% 0.73% 1.01% 1 0 0
-17.15% 4.37% -1.46% -6.39% 1 0 1
6.15% -13.25% 1.96% -3.55% 0 1 0
-5.39% 1.89% -4.27% -1.75% 1 0 1
-3.37% -0.55% -0.84% -1.96% 1 1 1
-2.22% -7.47% -1.07% -4.84% 1 1 1
-4.04% -4.80% -2.12% -4.42% 1 1 1
0.58% 5.67% 2.41% 3.12% 0 0 0
-1.44% -0.03% 1.47% -0.73% 1 1 0
1.15% 6.68% 0.63% 3.91% 0 0 0
-8.50% -2.72% -1.00% -5.61% 1 1 1
-3.09% -0.21% -2.49% -1.65% 1 1 1
3.41% -5.36% 0.26% -0.97% 0 1 0
3.44% 6.03% 0.66% 4.74% 0 0 0
-2.95% 2.75% 0.13% -0.10% 1 0 0
0.34% 23.61% 1.61% 11.98% 0 0 0
3.33% -5.46% 1.45% -1.06% 0 1 0
1.43% 6.49% 0.78% 3.96% 0 0 0
0.97% 3.52% 0.50% 2.25% 0 0 0
4.89% -6.42% -0.52% -0.77% 0 1 1
1.13% -1.77% 1.42% -0.32% 0 1 0
-2.56% 0.95% -0.38% -0.81% 1 0 1
-3.13% 5.65% 0.63% 1.26% 1 0 0
11.89% 11.53% 1.88% 11.71% 0 0 0
-2.56% 5.09% 0.64% 1.27% 1 0 0
-1.19% 2.05% -0.12% 0.43% 1 0 1
0.75% 6.79% 1.46% 3.77% 0 0 0
2.96% 5.71% 1.99% 4.34% 0 0 0
3.68% 9.27% -1.06% 6.48% 0 0 1
-2.52% 13.30% -2.05% 5.39% 1 0 1
5.88% 13.13% 3.69% 9.50% 0 0 0
3.44% 5.88% 1.92% 4.66% 0 0 0
-0.30% 11.05% -1.87% 5.37% 1 0 1
-3.16% -30.76% -11.41% -16.96% 1 1 1
-0.23% 4.34% -0.18% 2.06% 1 0 1
-9.48% -26.07% -8.80% -17.77% 1 1 1
-1.25% -25.41% -13.79% -13.33% 1 1 1
6.83% 17.65% 8.39% 12.24% 0 0 0
1.08% -7.75% -2.01% -3.34% 0 1 1
2.24% 16.87% 9.79% 9.55% 0 0 0
12.97% 26.60% 5.64% 19.78% 0 0 0
0.27% -4.73% -0.45% -2.23% 0 1 1
-2.53% -4.18% -0.62% -3.35% 1 1 1
4.56% 14.72% 5.55% 9.64% 0 0 0
3.98% -3.34% -1.45% 0.32% 0 1 1
-5.84% 1.35% 3.11% -2.24% 1 0 0
-2.47% 1.36% 1.48% -0.56% 1 0 0
-0.24% 5.05% 3.09% 2.40% 1 0 0
-0.58% 4.61% -2.60% 2.02% 1 0 1
7.97% 5.94% 3.39% 6.96% 0 0 0
-2.51% -5.04% -2.19% -3.78% 1 1 1
7.07% 22.22% 4.24% 14.65% 0 0 0
13.82% 23.69% 3.66% 18.76% 0 0 0
-10.92% -3.72% -1.36% -7.32% 1 1 1
-2.79% -6.59% -1.62% -4.69% 1 1 1
1.53% 0.13% 3.35% 0.83% 0 0 0
0.98% 0.68% 2.17% 0.83% 0 0 0
-2.68% 11.94% -0.20% 4.63% 1 0 1
1.76% 20.82% 2.35% 11.29% 0 0 0
6.01% 6.83% 3.06% 6.42% 0 0 0
-1.72% -6.50% -3.60% -4.11% 1 1 1
-7.03% -12.38% -4.42% -9.71% 1 1 1
-2.75% 16.24% -0.83% 6.75% 1 0 1
2.50% -9.04% 0.83% -3.27% 0 1 0
3.88% 1.05% 1.20% 2.46% 0 0 0
6.77% 3.62% 4.18% 5.19% 0 0 0
-1.83% 0.46% 0.51% -0.68% 1 0 0
-8.56% -5.27% -1.34% -6.91% 1 1 1
-2.81% -8.90% -5.94% -5.86% 1 1 1
7.67% 9.42% 8.36% 8.54% 0 0 0
-6.61% -5.96% -0.83% -6.28% 1 1 1
0.90% 17.27% -0.06% 9.09% 0 0 1
0.43% 17.09% 2.64% 8.76% 0 0 0
1.19% 1.40% 1.82% 1.30% 0 0 0
0.77% 0.97% -0.97% 0.87% 0 0 1
5.81% 12.21% 2.73% 9.01% 0 0 0
-4.12% -5.74% 0.11% -4.93% 1 1 0
4.86% 5.58% 0.38% 5.22% 0 0 0
-5.98% 21.24% 2.13% 7.63% 1 0 0
-2.68% -7.15% -1.83% -4.91% 1 1 1
12.45% 1.61% 3.83% 7.03% 0 0 0
-6.19% -7.32% -3.82% -6.75% 1 1 1
3.19% 6.30% 5.56% 4.74% 0 0 0
0.82% -5.17% 1.44% -2.17% 0 1 0
-3.18% -5.20% -1.85% -4.19% 1 1 1
-0.47% -15.39% -5.31% -7.93% 1 1 1
-4.47% -13.03% -2.36% -8.75% 1 1 1
0.10% 14.02% 2.77% 7.06% 0 0 0
-1.35% -6.60% -1.06% -3.97% 1 1 1
-1.02% -6.52% -0.85% -3.77% 1 1 1
5.78% 5.89% 2.29% 5.83% 0 0 0
2.69% 1.44% 2.80% 2.07% 0 0 0
-1.80% 8.03% 0.82% 3.11% 1 0 0
-8.01% -2.25% -0.53% -5.13% 1 1 1
1.34% -3.61% -0.66% -1.14% 0 1 1
-2.10% -6.21% -1.79% -4.15% 1 1 1
-2.31% -13.95% -2.64% -8.13% 1 1 1
0.70% -2.35% 0.03% -0.83% 0 1 0
0.77% 6.52% 1.77% 3.64% 0 0 0
-1.83% -5.11% 0.20% -3.47% 1 1 0
-1.43% 0.95% 1.56% -0.24% 1 0 0
2.21% 1.34% -0.55% 1.78% 0 0 1
4.91% 6.66% 2.05% 5.79% 0 0 0
1.09% 0.20% 1.65% 0.65% 0 0 0
0.16% -4.13% 0.15% -1.98% 0 1 0
-1.28% -2.80% -2.16% -2.04% 1 1 1
-3.06% -0.97% 2.53% -2.02% 1 1 0
0.21% 5.75% -1.39% 2.98% 0 0 1
0.36% 0.88% 0.83% 0.62% 0 0 0
-1.10% 1.71% -0.36% 0.30% 1 0 1
5.62% -6.12% -1.01% -0.25% 0 1 1
1.97% 3.71% 2.51% 2.84% 0 0 0
5.29% 2.16% 1.26% 3.72% 0 0 0
1.17% -0.47% -1.90% 0.35% 0 1 1
-1.79% 2.27% -0.75% 0.24% 1 0 1
0.30% 1.10% -0.25% 0.70% 0 0 1
3.23% -0.73% -3.52% 1.25% 0 1 1
2.92% 0.48% -0.19% 1.70% 0 0 1
-0.90% 6.23% 1.88% 2.66% 1 0 0
5.43% 6.77% 1.01% 6.10% 0 0 0
3.56% 19.42% 2.40% 11.49% 0 0 0
-6.89% 8.42% 2.73% 0.77% 1 0 0
5.34% -17.61% -0.97% -6.13% 0 1 1
-0.77% 8.72% 0.96% 3.97% 1 0 0
-2.17% -5.81% -3.86% -3.99% 1 1 1
-10.24% -7.23% -2.93% -8.73% 1 1 1
1.36% -0.64% 3.28% 0.36% 0 1 0
-4.37% -9.51% -3.27% -6.94% 1 1 1
4.35% 12.63% 2.87% 8.49% 0 0 0
-2.13% -1.80% -0.33% -1.96% 1 1 1
-10.96% -3.70% -4.91% -7.33% 1 1 1
-3.09% 1.34% -0.56% -0.88% 1 0 1
-28.16% -11.45% -8.13% -19.81% 1 1 1
-3.57% -11.75% -0.26% -7.66% 1 1 1
6.29% 7.87% 2.08% 7.08% 0 0 0
-4.92% -7.94% -2.47% -6.43% 1 1 1
-0.22% -1.19% -2.05% -0.70% 1 1 1
-0.34% -6.49% 0.80% -3.41% 1 1 0
-7.94% 2.61% -3.10% -2.67% 1 0 1
-6.31% -6.10% -3.86% -6.20% 1 1 1
10.97% 12.12% 7.58% 11.55% 0 0 0
-2.00% 10.16% 1.69% 4.08% 1 0 0
-0.31% 6.22% 0.38% 2.96% 1 0 0
-5.04% -6.44% -4.21% -5.74% 1 1 1
-4.44% -4.87% -2.93% -4.66% 1 1 1
-46.13% 1.18% -4.18% -22.48% 1 0 1
-12.63% -15.18% -4.28% -13.90% 1 1 1
-5.27% -1.43% -1.83% -3.35% 1 1 1
3.41% -12.60% -3.11% -4.60% 0 1 1
-0.90% -15.61% -4.16% -8.26% 1 1 1
4.42% 12.63% 6.34% 8.53% 0 0 0
1.71% -8.51% -1.25% -3.40% 0 1 1
-8.62% -1.82% -6.04% -5.22% 1 1 1
-4.36% -7.73% -5.17% -6.04% 1 1 1
8.17% 11.70% 6.95% 9.93% 0 0 0
-6.09% -8.64% -4.49% -7.37% 1 1 1
3.62% 9.00% 4.19% 6.31% 0 0 0
0.92% -5.20% -1.86% -2.14% 0 1 1
15.12% 11.74% 3.01% 13.43% 0 0 0
1.79% 7.92% 4.32% 4.85% 0 0 0
0.62% -3.91% 1.86% -1.64% 0 1 0
9.26% 3.19% 2.76% 6.23% 0 0 0
-3.53% -1.97% -2.93% -2.75% 1 1 1
-7.91% -3.77% -4.81% -5.84% 1 1 1
1.05% -7.25% -4.57% -3.10% 0 1 1
3.03% 9.51% 3.78% 6.27% 0 0 0
2.56% 0.38% -5.91% 1.47% 0 0 1
-6.09% -10.53% -5.48% -8.31% 1 1 1
3.70% -4.57% -3.00% -0.43% 0 1 1
-4.86% -18.16% 0.45% -11.51% 1 1 0
2.10% -9.29% -3.43% -3.60% 0 1 1
22.82% 3.67% 4.81% 13.24% 0 0 0
1.89% 5.52% 1.94% 3.71% 0 0 0
-12.78% -10.50% -6.09% -11.64% 1 1 1
10.45% -6.54% 7.51% 1.95% 0 1 0
-0.96% -9.23% -1.85% -5.09% 1 1 1
-1.06% 0.63% 0.44% -0.21% 1 0 0
11.31% 5.52% 1.80% 8.41% 0 0 0
-0.34% -9.30% -4.34% -4.82% 1 1 1
-9.81% -18.39% -3.03% -14.10% 1 1 1
1.24% -20.71% -2.23% -9.74% 0 1 1
-0.24% -0.81% -0.57% -0.53% 1 1 1
6.56% -9.41% 0.70% -1.42% 0 1 0
5.12% 7.10% 4.44% 6.11% 0 0 0
2.66% 7.78% 0.28% 5.22% 0 0 0
4.99% 27.93% 3.96% 16.46% 0 0 0
1.20% 5.73% 2.99% 3.47% 0 0 0
-5.41% 2.73% -2.71% -1.34% 1 0 1
-0.04% 4.80% 0.31% 2.38% 1 0 0
-9.48% -6.48% -3.66% -7.98% 1 1 1
-0.83% -0.38% 2.27% -0.61% 1 1 0
-7.59% -13.98% -5.09% -10.78% 1 1 1
3.39% 2.95% 4.05% 3.17% 0 0 0
7.67% 4.71% 1.38% 6.19% 0 0 0
4.86% 7.74% 3.04% 6.30% 0 0 0
-2.01% -12.26% -1.38% -7.14% 1 1 1
-0.42% -0.87% 0.02% -0.64% 1 1 0
-3.41% -12.23% -0.70% -7.82% 1 1 1
0.38% -1.31% 1.00% -0.46% 0 1 0
-2.41% 2.60% -0.20% 0.10% 1 0 1
4.96% -2.07% 0.13% 1.45% 0 1 0
7.01% 6.15% 2.72% 6.58% 0 0 0
3.42% 6.15% 2.21% 4.78% 0 0 0
5.33% 9.39% 1.75% 7.36% 0 0 0
4.55% 12.46% -0.13% 8.51% 0 0 1
2.59% 5.56% 2.92% 4.07% 0 0 0
-2.07% -2.36% -1.72% -2.21% 1 1 1
3.60% 1.16% 1.89% 2.38% 0 0 0
-0.76% 3.88% -1.20% 1.56% 1 0 1
0.65% 1.66% 2.99% 1.16% 0 0 0
-3.53% -8.73% -0.85% -6.13% 1 1 1
-0.61% 1.60% 1.73% 0.49% 1 0 0
1.15% -5.68% -3.16% -2.26% 0 1 1
-2.54% -5.35% -2.19% -3.95% 1 1 1
-4.36% -12.71% -2.90% -8.53% 1 1 1
2.59% 9.34% 1.96% 5.97% 0 0 0
5.36% 1.82% 2.92% 3.59% 0 0 0
0.45% 0.58% -2.22% 0.51% 0 0 1
-11.14% 9.07% -0.66% -1.04% 1 0 1
-4.62% -12.22% -3.96% -8.42% 1 1 1
-0.80% 1.32% -0.22% 0.26% 1 0 1
0.82% 3.20% 1.32% 2.01% 0 0 0
-7.22% -4.52% -0.45% -5.87% 1 1 1
11.77% -17.78% -3.48% -3.00% 0 1 1
-0.99% -3.08% -2.93% -2.03% 1 1 1
8.10% 5.09% 6.12% 6.60% 0 0 0
3.17% -3.28% 2.07% -0.06% 0 1 0
3.88% 7.92% 2.07% 5.90% 0 0 0
2.68% -0.35% 0.61% 1.16% 0 1 0
-3.14% 0.59% 0.11% -1.27% 1 0 0
-2.82% 1.24% 0.42% -0.79% 1 0 0
3.74% 3.05% 2.53% 3.39% 0 0 0
2.85% -1.22% 0.93% 0.82% 0 1 0
-0.19% -2.46% -0.15% -1.32% 1 1 1
-2.88% -5.36% -3.57% -4.12% 1 1 1
3.54% -8.99% 2.77% -2.73% 0 1 0
-2.10% -3.95% 1.96% -3.02% 1 1 0
16.43% -15.50% 0.67% 0.47% 0 1 0
-1.23% 1.67% 0.84% 0.22% 1 0 0
-0.80% 2.13% 2.01% 0.66% 1 0 0
3.74% 2.40% -1.63% 3.07% 0 0 1
-0.28% -4.91% 1.12% -2.59% 1 1 0
5.74% 4.57% 1.45% 5.15% 0 0 0
-2.58% -15.31% -1.45% -8.95% 1 1 1
-0.04% -7.79% -0.97% -3.91% 1 1 1
3.38% 3.50% 2.54% 3.44% 0 0 0
-3.56% 2.02% -0.57% -0.77% 1 0 1
4.43% -7.23% -1.08% -1.40% 0 1 1
-0.21% -0.84% -0.27% -0.53% 1 1 1
ORTAFOLIO
se esta trabajando con 262 datos
Se tiene un promedio de datos 0,21% , 0,84% y 0,27%, respectivamente
El 10% de los datos tienen un valor menor a -6,02%, -10,82% y -3,58% respectivamente.
El 50% de los datos tienen un valor menor a 0,253%, 1,42% y 0,38% respectivamente.
El dato mas grande indica que los datos estan mas dispoersos alrededor de la mediana, es decir que hay una mayor variabilidad
Los datos tienden a desviarse 6,18%, 9,08% y 3,11% de rentabilidad

El dato mas alto es el mas riesgoso
Asimetria negativa: la mayor concetracion de datos se encuentra a la derecha
En el dato mas alto se observa una curtosis alta en el rendimiento de una acción o un índice, esto indica que hay una mayor pro
= T / 6 * ( As^2 + K^2 / 4)
--> p-valor < 5% = Rechazo Ho, se rechaza la hipótesis nula y se concluye que los datos no siguen una distribución normal
Existe el 10% de probabilidad de perder minimamente 6,02%, 10,82% y 3,58% respectivamente
Existe el 5% de probabilidad de perder 8,40%, 14,45% y 4,62% respectivamente
Existe 1% de probabilidad de perder 21, 24 y 9 puntos de rentabilidad.
La perdida promedio con el 10% de probabilidad es del 11,06% , 15,38% Y 5,40%
La perdida promedio con el 10% de probabilidad es del 14,98%, 18,59% Y 6,81%
La perdida promedio con el 10% de probabilidad es del 36% , 27,58% Y 12,32%
La perdida maxima se que podria esperar con una probabilidad del 10% es de 7,95% , 11,67% y 3,99% respectivamente
La perdida maxima se que podria esperar con una probabilidad del 5% es de 10,21% , 14,99% y 5,13% respectivamente
La perdida maxima se que podria esperar con una probabilidad del 1% es de 14% , 21% y 7% respectivamente
Si el mercado sube 1, la rentabilidad sube a 1,12 y 1,93 respectivamente
Si la rentabilidad del mercado es 0, entonces la rentabilidad es de netflix baja -0,09% y la de TSLA Sube 0,31%
Un error estándar de beta indica que la estimación de beta tiene un margen de error de +/- 0.1021 y 0,1361
PORTAFOLIO-p<0
1
0
1
0
1
1
1
1
0
1
0
1
0
0
1
1
1
1
1
1
0
1
0
1
1
1
0
1
0
1
0
0
1
1
1
0
0
0
0
0
0
0
0
0
0
0
1
0
1
1
0
1
0
0
1
1
0
0
1
1
0
0
0
1
0
0
1
1
0
0
0
0
0
1
1
0
1
0
0
1
1
1
0
1
0
0
0
0
0
1
0
0
1
0
1
0
1
1
1
1
0
1
1
0
0
0
1
1
1
1
1
0
1
1
0
0
0
1
1
1
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
1
0
1
1
0
1
0
1
1
1
1
1
0
1
1
1
1
1
0
0
0
1
1
1
1
1
1
1
0
1
1
1
0
1
0
1
0
0
1
0
1
1
1
0
0
1
1
1
1
0
0
1
0
1
1
0
1
1
1
1
1
0
0
0
0
1
0
1
1
1
0
0
0
1
1
1
1
0
0
0
0
0
0
0
1
0
0
0
1
0
1
1
1
0
0
0
1
1
0
0
1
1
1
0
1
0
0
1
1
0
0
1
1
1
1
0
0
0
0
1
0
1
1
0
1
1
1
es decir que hay una mayor variabilidad entre los datos
dice, esto indica que hay una mayor probabilidad de ocurrencia de eventos extremos y que los precios pueden fluctuar de manera más brusc
s no siguen una distribución normal

11,67% y 3,99% respectivamente
14,99% y 5,13% respectivamente
% y 7% respectivamente
la de TSLA Sube 0,31%
+/- 0.1021 y 0,1361

uctuar de manera más brusca.
4/1/2019 365.49 18.33 7,938.69 -4.0% -2.7% 0.6% -3.5%
4/8/2019 351.14 17.85 7,984.16 2.6% 2.1% 0.2% 2.4%
4/15/2019 360.35 18.22 7,998.06 3.9% -15.0% 1.8% -4.0%
4/22/2019 374.85 15.68 8,146.40 2.7% 8.1% 0.2% 4.9%
4/29/2019 385.03 17.00 8,164.00 -6.4% -6.3% -3.1% -6.4%
5/6/2019 361.04 15.97 7,916.94 -1.8% -12.7% -1.3% -6.4%
5/13/2019 354.45 14.07 7,816.28 0.0% -10.2% -2.3% -4.2%
5/20/2019 354.39 12.71 7,637.01 -3.2% -2.9% -2.4% -3.1%
5/27/2019 343.28 12.34 7,453.15 5.0% 9.9% 3.8% 7.1%
6/3/2019 360.87 13.63 7,742.10 -6.0% 5.0% 0.7% -1.4%
6/10/2019 339.73 14.33 7,796.66 8.3% 3.2% 3.0% 6.2%
6/17/2019 369.21 14.79 8,031.71 -0.5% 0.7% -0.3% 0.0%
6/24/2019 367.32 14.90 8,006.24 3.5% 4.2% 1.9% 3.8%
7/1/2019 380.55 15.54 8,161.79 -1.9% 5.0% 1.0% 1.0%
7/8/2019 373.25 16.34 8,244.14 -16.9% 5.2% -1.2% -7.7%
7/15/2019 315.10 17.21 8,146.49 6.4% -12.4% 2.2% -1.5%
7/22/2019 335.78 15.20 8,330.21 -5.2% 2.7% -4.0% -1.9%
7/29/2019 318.83 15.62 8,004.07 -3.2% 0.3% -0.6% -1.7%
8/5/2019 308.93 15.67 7,959.14 -2.0% -6.6% -0.8% -3.9%
8/12/2019 302.80 14.66 7,895.99 -3.8% -4.0% -1.8% -3.9%
8/19/2019 291.44 14.09 7,751.77 0.8% 6.5% 2.7% 3.2%
8/26/2019 293.75 15.04 7,962.88 -1.2% 0.8% 1.7% -0.4%
9/2/2019 290.17 15.16 8,103.07 1.4% 7.5% 0.9% 3.9%
9/9/2019 294.15 16.35 8,176.71 -8.3% -1.9% -0.7% -5.6%
9/16/2019 270.75 16.04 8,117.67 -2.9% 0.6% -2.2% -1.4%
9/23/2019 263.08 16.14 7,939.63 3.6% -4.5% 0.5% 0.2%
9/30/2019 272.79 15.43 7,982.47 3.6% 6.9% 0.9% 5.0%
10/7/2019 282.93 16.53 8,057.04 -2.7% 3.6% 0.4% -0.1%
10/14/2019 275.30 17.13 8,089.54 0.6% 24.5% 1.9% 10.5%
10/21/2019 276.82 21.88 8,243.12 3.5% -4.6% 1.7% 0.1%
10/28/2019 286.81 20.89 8,386.40 1.6% 7.3% 1.1% 4.0%
11/4/2019 291.57 22.48 8,475.31 1.2% 4.4% 0.8% 2.5%
11/11/2019 295.03 23.48 8,540.83 5.1% -5.6% -0.2% 0.6%
11/18/2019 310.48 22.20 8,519.88 1.3% -0.9% 1.7% 0.4%
11/25/2019 314.66 22.00 8,665.47 -2.4% 1.8% -0.1% -0.6%
12/2/2019 307.35 22.39 8,656.53 -2.9% 6.5% 0.9% 1.0%
12/9/2019 298.50 23.89 8,734.88 12.1% 12.4% 2.2% 12.2%
12/16/2019 336.90 27.04 8,924.96 -2.3% 5.9% 0.9% 1.1%
12/23/2019 329.09 28.69 9,006.62 -1.0% 2.9% 0.2% 0.6%
12/30/2019 325.90 29.53 9,020.77 1.0% 7.6% 1.7% 3.7%
1/6/2020 329.05 31.88 9,178.86 3.2% 6.5% 2.3% 4.6%
1/13/2020 339.67 34.03 9,388.94 3.9% 10.1% -0.8% 6.5%
1/20/2020 353.16 37.65 9,314.91 -2.3% 14.1% -1.8% 4.5%
1/27/2020 345.09 43.37 9,150.94 6.1% 14.0% 4.0% 9.4%
2/3/2020 366.77 49.87 9,520.51 3.6% 6.7% 2.2% 4.9%
2/10/2020 380.40 53.34 9,731.18 -0.1% 11.9% -1.6% 4.9%
2/17/2020 380.07 60.07 9,576.59 -2.9% -29.9% -11.1% -14.2%
2/24/2020 369.03 44.53 8,567.37 0.0% 5.2% 0.1% 2.1%
3/2/2020 368.97 46.90 8,575.62 -9.3% -25.2% -8.5% -15.9%
3/9/2020 336.30 36.44 7,874.88 -1.0% -24.6% -13.5% -10.9%
3/16/2020 332.83 28.50 6,879.52 7.0% 18.5% 8.7% 11.8%
3/23/2020 357.12 34.29 7,502.38 1.3% -6.9% -1.7% -2.1%
3/30/2020 361.76 32.00 7,373.08 2.4% 17.7% 10.1% 8.8%
4/6/2020 370.72 38.20 8,153.58 13.2% 27.4% 5.9% 19.1%
4/13/2020 422.96 50.26 8,650.14 0.5% -3.9% -0.2% -1.3%
4/20/2020 424.99 48.34 8,634.52 -2.3% -3.3% -0.3% -2.7%
4/27/2020 415.27 46.75 8,604.95 4.8% 15.6% 5.8% 9.3%
5/4/2020 435.55 54.63 9,121.32 4.2% -2.5% -1.2% 1.4%
5/11/2020 454.19 53.28 9,014.56 -5.6% 2.2% 3.4% -2.4%
5/18/2020 429.32 54.46 9,324.59 -2.3% 2.2% 1.8% -0.4%
5/25/2020 419.73 55.67 9,489.87 0.0% 5.9% 3.4% 2.4%
6/1/2020 419.60 59.04 9,814.08 -0.4% 5.5% -2.3% 2.1%
6/8/2020 418.07 62.35 9,588.81 8.2% 6.8% 3.7% 7.6%
6/15/2020 453.72 66.73 9,946.12 -2.3% -4.2% -1.9% -3.1%
6/22/2020 443.40 63.98 9,757.22 7.3% 23.1% 4.5% 13.9%
6/29/2020 476.89 80.58 10,207.63 14.0% 24.5% 3.9% 18.4%
7/6/2020 548.73 102.98 10,617.44 -10.7% -2.9% -1.1% -7.4%
7/13/2020 492.99 100.06 10,503.19 -2.6% -5.7% -1.3% -3.9%
7/20/2020 480.45 94.47 10,363.18 1.7% 1.0% 3.6% 1.4%
7/27/2020 488.88 95.38 10,745.27 1.2% 1.5% 2.4% 1.3%
8/3/2020 494.73 96.85 11,010.98 -2.5% 12.8% 0.1% 3.9%
8/10/2020 482.68 110.05 11,019.30 2.0% 21.7% 2.6% 10.2%
8/17/2020 492.31 136.67 11,311.80 6.2% 7.7% 3.3% 6.8%
8/24/2020 523.89 147.56 11,695.63 -1.5% -5.7% -3.3% -3.2%
8/31/2020 516.05 139.44 11,313.13 -6.8% -11.5% -4.1% -8.8%
9/7/2020 482.03 124.24 10,853.55 -2.5% 17.1% -0.6% 5.6%
9/14/2020 469.96 147.38 10,793.28 2.7% -8.2% 1.1% -1.8%
9/21/2020 482.88 135.78 10,913.56 4.1% 1.9% 1.5% 3.2%
9/28/2020 503.06 138.36 11,075.02 7.0% 4.5% 4.5% 5.9%
10/5/2020 539.44 144.67 11,579.94 -1.6% 1.3% 0.8% -0.4%
10/12/2020 530.79 146.56 11,671.56 -8.3% -4.4% -1.1% -6.7%
10/19/2020 488.28 140.21 11,548.28 -2.6% -8.1% -5.7% -4.9%
10/26/2020 475.74 129.35 10,911.59 7.9% 10.3% 8.6% 8.9%
11/2/2020 514.73 143.32 11,895.23 -6.4% -5.1% -0.6% -5.9%
11/9/2020 482.84 136.17 11,829.29 1.1% 18.1% 0.2% 8.2%
11/16/2020 488.24 163.20 11,854.97 0.6% 17.9% 2.9% 7.8%
11/23/2020 491.36 195.25 12,205.85 1.4% 2.2% 2.1% 1.8%
11/30/2020 498.31 199.68 12,464.23 1.0% 1.8% -0.7% 1.3%
12/7/2020 503.22 203.33 12,377.87 6.0% 13.0% 3.0% 9.0%
12/14/2020 534.45 231.67 12,755.64 -3.9% -4.9% 0.4% -4.3%
12/21/2020 513.97 220.59 12,804.73 5.1% 6.4% 0.7% 5.6%
12/28/2020 540.73 235.22 12,888.28 -5.8% 22.1% 2.4% 5.8%
1/4/2021 510.40 293.34 13,201.98 -2.5% -6.3% -1.6% -4.1%
1/11/2021 497.98 275.39 12,998.50 12.7% 2.4% 4.1% 8.4%
1/18/2021 565.17 282.21 13,543.06 -6.0% -6.5% -3.6% -6.2%
1/25/2021 532.39 264.51 13,070.69 3.4% 7.1% 5.8% 5.0%
2/1/2021 550.79 284.08 13,856.30 1.0% -4.3% 1.7% -1.2%
2/8/2021 556.52 272.04 14,095.47 -3.0% -4.4% -1.6% -3.6%
2/15/2021 540.22 260.43 13,874.46 -0.3% -14.6% -5.0% -6.2%
2/22/2021 538.85 225.17 13,192.35 -4.3% -12.2% -2.1% -7.6%
3/1/2021 516.39 199.32 12,920.15 0.3% 14.9% 3.0% 6.4%
3/8/2021 518.02 231.24 13,319.86 -1.1% -5.8% -0.8% -3.1%
3/15/2021 512.18 218.29 13,215.24 -0.8% -5.7% -0.6% -2.8%
3/22/2021 508.05 206.24 13,138.73 6.0% 6.7% 2.6% 6.3%
3/29/2021 539.42 220.58 13,480.11 2.9% 2.3% 3.1% 2.6%
4/5/2021 555.31 225.67 13,900.19 -1.6% 8.9% 1.1% 2.8%
4/12/2021 546.54 246.59 14,052.34 -7.8% -1.4% -0.3% -5.1%
4/19/2021 505.55 243.13 14,016.81 1.6% -2.8% -0.4% -0.3%
4/26/2021 513.47 236.48 13,962.68 -1.9% -5.4% -1.5% -3.3%
5/3/2021 503.84 224.12 13,752.24 -2.1% -13.1% -2.4% -6.7%
5/10/2021 493.37 196.58 13,429.98 0.9% -1.5% 0.3% -0.1%
5/17/2021 497.89 193.63 13,470.99 1.0% 7.4% 2.0% 3.6%
5/24/2021 502.81 208.41 13,748.74 -1.6% -4.3% 0.5% -2.7%
5/31/2021 494.74 199.68 13,814.49 -1.2% 1.8% 1.8% 0.0%
6/7/2021 488.77 203.30 14,069.42 2.4% 2.2% -0.3% 2.3%
6/14/2021 500.77 207.77 14,030.38 5.1% 7.5% 2.3% 6.1%
6/21/2021 527.07 223.96 14,360.39 1.3% 1.0% 1.9% 1.2%
6/28/2021 533.98 226.30 14,639.33 0.4% -3.3% 0.4% -1.2%
7/5/2021 535.98 218.98 14,701.92 -1.1% -2.0% -1.9% -1.4%
7/12/2021 530.31 214.74 14,427.24 -2.8% -0.1% 2.8% -1.7%
7/19/2021 515.41 214.46 14,836.99 0.4% 6.6% -1.1% 3.0%
7/26/2021 517.57 229.07 14,672.68 0.6% 1.7% 1.1% 1.1%
8/2/2021 520.55 233.03 14,835.76 -0.9% 2.6% -0.1% 0.5%
8/9/2021 515.92 239.06 14,822.90 5.8% -5.3% -0.7% 1.2%
8/16/2021 546.88 226.75 14,714.66 2.2% 4.5% 2.8% 3.2%
8/23/2021 558.92 237.31 15,129.50 5.5% 3.0% 1.5% 4.5%
8/30/2021 590.53 244.52 15,363.52 1.4% 0.4% -1.6% 1.0%
9/6/2021 598.72 245.42 15,115.49 -1.6% 3.1% -0.5% 0.4%
9/13/2021 589.35 253.16 15,043.97 0.5% 1.9% 0.0% 1.1%
9/20/2021 592.39 258.13 15,047.70 3.4% 0.1% -3.2% 2.1%
9/27/2021 613.15 258.41 14,566.70 3.1% 1.3% 0.1% 2.4%
10/4/2021 632.66 261.83 14,579.54 -0.7% 7.1% 2.2% 2.5%
10/11/2021 628.29 281.01 14,897.34 5.6% 7.6% 1.3% 6.5%
10/18/2021 664.78 303.23 15,090.20 3.8% 20.3% 2.7% 10.6%
10/25/2021 690.31 371.33 15,498.39 -6.7% 9.3% 3.0% 0.0%
11/1/2021 645.72 407.36 15,971.59 5.6% -16.8% -0.7% -3.8%
11/8/2021 682.61 344.47 15,860.96 -0.6% 9.6% 1.2% 3.7%
11/15/2021 678.80 379.02 16,057.44 -2.0% -5.0% -3.6% -3.2%
11/22/2021 665.64 360.64 15,491.66 -10.0% -6.4% -2.7% -8.5%
11/29/2021 602.13 338.32 15,085.47 1.6% 0.2% 3.5% 1.0%
12/6/2021 611.66 339.01 15,630.60 -4.2% -8.7% -3.0% -6.0%
12/13/2021 586.73 310.86 15,169.68 4.6% 13.5% 3.1% 8.3%
12/20/2021 614.09 355.67 15,653.37 -1.9% -1.0% -0.1% -1.5%
12/27/2021 602.44 352.26 15,644.97 -10.7% -2.9% -4.6% -7.5%
1/3/2022 541.06 342.32 14,935.90 -2.9% 2.2% -0.3% -0.8%
1/10/2022 525.69 349.87 14,893.75 -28.0% -10.6% -7.9% -20.7%
1/17/2022 397.50 314.63 13,768.92 -3.4% -10.9% 0.0% -6.5%
1/24/2022 384.36 282.12 13,770.57 6.5% 8.7% 2.3% 7.4%
1/31/2022 410.17 307.77 14,098.01 -4.7% -7.1% -2.2% -5.7%
2/7/2022 391.31 286.67 13,791.15 0.0% -0.4% -1.8% -0.1%
2/14/2022 391.29 285.66 13,548.07 -0.1% -5.7% 1.1% -2.4%
2/21/2022 390.80 269.96 13,694.62 -7.7% 3.4% -2.8% -3.1%
2/28/2022 361.73 279.43 13,313.44 -6.1% -5.3% -3.6% -5.7%
3/7/2022 340.32 265.12 12,843.81 11.2% 13.0% 7.9% 11.9%
3/14/2022 380.60 301.80 13,893.84 -1.8% 11.0% 2.0% 3.5%
3/21/2022 373.85 336.88 14,169.30 -0.1% 7.1% 0.6% 2.9%
3/28/2022 373.47 361.53 14,261.50 -4.8% -5.6% -3.9% -5.1%
4/4/2022 355.88 341.83 13,711.00 -4.2% -4.0% -2.7% -4.1%
4/11/2022 341.13 328.33 13,351.08 -45.9% 2.0% -3.9% -25.9%
4/18/2022 215.52 335.02 12,839.29 -12.4% -14.3% -4.0% -13.2%
4/25/2022 190.36 290.25 12,334.64 -5.1% -0.6% -1.6% -3.2%
5/2/2022 180.97 288.55 12,144.66 3.6% -11.8% -2.8% -2.8%
5/9/2022 187.64 256.53 11,805.00 -0.7% -14.8% -3.9% -6.6%
5/16/2022 186.35 221.30 11,354.62 4.6% 13.5% 6.6% 8.3%
5/23/2022 195.19 253.21 12,131.13 1.9% -7.7% -1.0% -2.1%
5/30/2022 198.98 234.52 12,012.73 -8.4% -1.0% -5.8% -5.3%
6/6/2022 182.94 232.23 11,340.02 -4.1% -6.9% -4.9% -5.3%
6/13/2022 175.51 216.76 10,798.35 8.4% 12.5% 7.2% 10.1%
6/20/2022 190.85 245.71 11,607.62 -5.9% -7.8% -4.2% -6.7%
6/27/2022 179.95 227.26 11,127.85 3.8% 9.8% 4.5% 6.3%
7/4/2022 186.98 250.76 11,635.31 1.1% -4.4% -1.6% -1.2%
7/11/2022 189.11 240.07 11,452.42 15.3% 12.6% 3.3% 14.2%
7/18/2022 220.44 272.24 11,834.11 2.0% 8.8% 4.6% 4.8%
7/25/2022 224.90 297.15 12,390.69 0.8% -3.1% 2.1% -0.8%
8/1/2022 226.78 288.17 12,657.55 9.5% 4.0% 3.0% 7.2%
8/8/2022 249.30 300.03 13,047.19 -3.3% -1.1% -2.7% -2.4%
8/15/2022 241.16 296.67 12,705.22 -7.7% -2.9% -4.5% -5.7%
8/22/2022 223.28 288.09 12,141.71 1.3% -6.4% -4.3% -1.9%
8/29/2022 226.11 270.21 11,630.86 3.2% 10.4% 4.1% 6.2%
9/5/2022 233.57 299.68 12,112.31 2.8% 1.2% -5.6% 2.1%
9/12/2022 240.13 303.35 11,448.40 -5.9% -9.7% -5.2% -7.5%
9/19/2022 226.41 275.33 10,867.93 3.9% -3.7% -2.7% 0.7%
9/26/2022 235.44 265.25 10,575.62 -4.6% -17.3% 0.7% -9.9%
10/3/2022 224.75 223.07 10,652.40 2.3% -8.5% -3.2% -2.2%
10/10/2022 230.00 204.99 10,321.39 23.0% 4.5% 5.1% 15.3%
10/17/2022 289.57 214.44 10,859.72 2.1% 6.4% 2.2% 3.9%
10/24/2022 295.72 228.52 11,102.45 -12.6% -9.7% -5.8% -11.4%
10/31/2022 260.79 207.47 10,475.25 10.7% -5.7% 7.8% 3.8%
11/7/2022 290.13 195.97 11,323.33 -0.7% -8.4% -1.6% -3.9%
11/14/2022 287.98 180.19 11,146.06 -0.9% 1.5% 0.7% 0.1%
11/21/2022 285.54 182.86 11,226.36 11.5% 6.4% 2.1% 9.4%
11/28/2022 320.41 194.86 11,461.50 -0.1% -8.5% -4.1% -3.6%
12/5/2022 320.01 179.05 11,004.62 -9.6% -17.5% -2.8% -12.9%
12/12/2022 290.71 150.23 10,705.41 1.5% -19.9% -2.0% -7.4%
12/19/2022 294.96 123.15 10,497.86 0.0% 0.0% -0.3% 0.0%
12/26/2022 294.88 123.18 10,466.48 6.8% -8.6% 1.0% 0.4%
1/2/2023 315.55 113.06 10,569.29 5.3% 7.9% 4.7% 6.4%
1/9/2023 332.82 122.40 11,079.16 2.9% 8.6% 0.6% 5.3%
1/16/2023 342.50 133.42 11,140.43 5.2% 28.8% 4.2% 15.0%
1/23/2023 360.77 177.90 11,621.71 1.4% 6.6% 3.3% 3.6%
1/30/2023 365.90 189.98 12,006.95 -5.2% 3.6% -2.4% -1.5%
2/6/2023 347.36 196.89 11,718.12 0.2% 5.6% 0.6% 2.5%
2/13/2023 347.96 208.31 11,787.27 -9.3% -5.6% -3.4% -7.8%
2/20/2023 317.15 196.88 11,394.94 -0.6% 0.5% 2.5% -0.2%
2/27/2023 315.18 197.79 11,689.01 -7.4% -13.1% -4.8% -9.8%
3/6/2023 292.76 173.44 11,138.89 3.6% 3.8% 4.3% 3.7%
3/13/2023 303.50 180.13 11,630.51 7.9% 5.6% 1.6% 6.9%
3/20/2023 328.39 190.41 11,823.96 5.1% 8.6% 3.3% 6.5%
3/27/2023 345.48 207.46 12,221.91 -1.8% -11.4% -1.1% -5.8%
4/3/2023 339.33 185.06 12,087.96 -0.2% 0.0% 0.3% -0.1%
4/10/2023 338.63 185.00 12,123.47 -3.2% -11.4% -0.4% -6.6%
4/17/2023 327.98 165.08 12,072.46 0.6% -0.5% 1.3% 0.2%
4/24/2023 329.93 164.31 12,226.58 -2.2% 3.4% 0.1% 0.2%
5/1/2023 322.76 170.06 12,235.41 5.2% -1.2% 0.4% 2.5%
5/8/2023 339.89 167.98 12,284.74 7.2% 7.0% 3.0% 7.1%
5/15/2023 365.36 180.14 12,657.90 3.6% 7.0% 2.5% 5.0%
5/22/2023 378.88 193.17 12,975.69 5.5% 10.2% 2.0% 7.5%
5/29/2023 400.47 213.97 13,240.77 4.8% 13.3% 0.1% 8.3%
6/5/2023 420.02 244.40 13,259.14 2.8% 6.4% 3.2% 4.3%
6/12/2023 431.96 260.54 13,689.57 -1.9% -1.5% -1.4% -1.7%
6/19/2023 424.02 256.60 13,492.52 3.8% 2.0% 2.2% 3.1%
6/26/2023 440.49 261.77 13,787.92 -0.5% 4.7% -0.9% 1.7%
7/3/2023 438.10 274.43 13,660.72 0.9% 2.5% 3.3% 1.5%
7/10/2023 441.91 281.38 14,113.70 -3.3% -7.9% -0.6% -5.2%
7/17/2023 427.50 260.02 14,032.81 -0.4% 2.4% 2.0% 0.8%
7/24/2023 425.78 266.44 14,316.66 1.4% -4.8% -2.9% -1.2%
7/31/2023 431.60 253.86 13,909.24 -2.3% -4.5% -1.9% -3.2%
8/7/2023 421.66 242.65 13,644.85 -4.1% -11.9% -2.6% -7.4%
8/14/2023 404.53 215.49 13,290.78 2.8% 10.2% 2.2% 5.9%
8/21/2023 416.03 238.59 13,590.65 5.6% 2.7% 3.2% 4.4%
8/28/2023 439.88 245.01 14,031.81 0.7% 1.4% -1.9% 1.0%
9/4/2023 442.80 248.50 13,761.53 -10.9% 9.9% -0.4% -2.2%
9/11/2023 396.94 274.39 13,708.33 -4.4% -11.4% -3.7% -7.3%
9/18/2023 379.81 244.88 13,211.81 -0.6% 2.2% 0.1% 0.6%
9/25/2023 377.60 250.22 13,219.32 1.0% 4.0% 1.6% 2.3%
10/2/2023 381.51 260.53 13,431.34 -7.0% -3.7% -0.2% -5.6%
10/9/2023 355.68 251.12 13,407.23 12.0% -16.9% -3.2% -0.1%
10/16/2023 400.96 211.99 12,983.81 -0.8% -2.2% -2.7% -1.4%
10/23/2023 397.87 207.30 12,643.01 8.3% 5.9% 6.4% 7.3%
10/30/2023 432.36 219.96 13,478.28 3.4% -2.4% 2.3% 1.0%
11/6/2023 447.24 214.65 13,798.11 4.1% 8.8% 2.3% 6.0%
11/13/2023 465.91 234.30 14,125.48 2.9% 0.5% 0.9% 1.9%
11/20/2023 479.56 235.45 14,250.85 -2.9% 1.4% 0.4% -1.1%
11/27/2023 465.74 238.83 14,305.03 -2.6% 2.1% 0.7% -0.7%
12/4/2023 453.76 243.84 14,403.97 4.0% 3.9% 2.8% 3.9%
12/11/2023 472.06 253.50 14,813.92 3.1% -0.4% 1.2% 1.6%
12/18/2023 486.76 252.54 14,992.97 0.0% -1.6% 0.1% -0.7%
12/25/2023 486.88 248.48 15,011.35 -2.7% -4.5% -3.3% -3.4%
1/1/2024 474.06 237.49 14,524.07 3.7% -8.2% 3.0% -1.2%
1/8/2024 492.16 218.89 14,972.76 -1.9% -3.1% 2.2% -2.4%
1/15/2024 482.95 212.19 15,310.97 16.6% -14.7% 0.9% 3.6%
1/22/2024 570.42 183.25 15,455.36 -1.0% 2.5% 1.1% 0.5%
1/29/2024 564.64 187.91 15,628.95 -0.6% 3.0% 2.3% 0.9%
2/5/2024 561.32 193.57 15,990.66 4.0% 3.2% -1.4% 3.7%
2/12/2024 583.95 199.95 15,775.65 -0.1% -4.1% 1.4% -1.7%
2/19/2024 583.56 191.97 15,996.82 6.0% 5.4% 1.7% 5.7%
2/26/2024 619.34 202.64 16,274.94 -2.4% -14.5% -1.2% -7.4%
3/4/2024 604.82 175.34 16,085.11 0.2% -6.9% -0.7% -2.8%
3/11/2024 605.88 163.57 15,973.17 3.6% 4.3% 2.8% 3.9%
3/18/2024 628.01 170.83 16,428.82 -3.3% 2.9% -0.3% -0.8%
3/25/2024 607.33 175.79 16,379.46 4.6% -6.4% -0.8% 0.0%
4/1/2024 636.18 164.90 16,248.52 0.0% 0.0% 0.0% 0.0%
4/5/2024 636.18 164.90 16,248.52
PORTAFOLIO
T 262 262 262 262
Promedio 0.21% 0.84% 0.27% 0.47%
Minimo (MIN) -45.92% -29.92% -13.51% -25.93%
P10 = PERCENTIL.EXC -6.02% -10.82% -3.58% -6.60%
P25 -2.55% -5.01% -1.58% -3.12%
Mediana (MEDIANA) 0.25% 1.42% 0.38% 0.38%
P75 3.62% 6.52% 2.23% 3.95%
P90 6.18% 12.23% 3.60% 7.57%
maximo (MAX) 23.03% 28.77% 10.06% 19.13%
rango (MAX-MIN) 68.95% 58.70% 23.58% 45.06%
RIP (P90-P10) 12.20% 23.05% 7.18% 14.17%
RIQ (P75-P25) 6.17% 11.52% 3.81% 7.07%
SDM 4.77% 6.40% 2.27% 4.32%
Confianza 95% 95% 95% 95%
LI (PROM - ERROR) -0.54% -0.27% -0.10% -0.26%
LS (PROM + ERROR) 0.96% 1.94% 0.65% 1.20%
CVaR10 Hist 11.06% 15.38% 5.40% 10.15%
CVaR5 Hist 14.98% 18.59% 6.81% 13.07%
CVaR1 Hist 36.94% 27.58% 12.32% 23.33%
VaR5 Param 10.21% 14.99% 5.13% 9.91%
VaR1 Param 14.48% 21.25% 7.27% 14.05%
BETA (PENDIENTE) 1.12 1.93 1.00 1.46
Ho: BETA = 1
p-valor 24% 0% 0%
Ho: ALFA = 0
p-valor 99% 96%

GMV 76% 24% A)
SDM 67% 33% B)

Tasa libre de Riesgo Semanal 0.029%

MAXIMIZAR LA UTILIDAD
Lambda (l) 0.25
𝑢_𝑝=𝑟_𝑝−𝜆𝜎_𝑝 Utilidad -1.03%

UTILIDAD 58% 42% C)
Para maximizar la utilidad, la ponderacion de inversion de los activos debe ser de 58% y 42% respec
-4.22% -3.51% 0.30% -3.92% 1 1 0
2.38% 1.22% -0.10% 1.89% 0 0 1
3.73% -15.86% 1.56% -4.44% 0 1 0
2.47% 7.28% -0.06% 4.48% 0 0 1
-6.64% -7.11% -3.35% -6.84% 1 1 1
-2.05% -13.50% -1.55% -6.83% 1 1 1
-0.23% -11.01% -2.59% -4.72% 1 1 1
-3.40% -3.75% -2.71% -3.54% 1 1 1
4.79% 9.10% 3.53% 6.58% 0 0 0
-6.25% 4.13% 0.43% -1.92% 1 0 0
8.11% 2.34% 2.70% 5.70% 0 0 0
-0.72% -0.12% -0.59% -0.47% 1 1 1
3.33% 3.39% 1.65% 3.35% 0 0 0
-2.15% 4.17% 0.73% 0.49% 1 0 0
-17.15% 4.37% -1.46% -8.18% 1 0 1
6.15% -13.25% 1.96% -1.94% 0 1 0
-5.39% 1.89% -4.27% -2.36% 1 0 1
-3.37% -0.55% -0.84% -2.19% 1 1 1
-2.22% -7.47% -1.07% -4.40% 1 1 1
-4.04% -4.80% -2.12% -4.35% 1 1 1
0.58% 5.67% 2.41% 2.70% 0 0 0
-1.44% -0.03% 1.47% -0.85% 1 1 0
1.15% 6.68% 0.63% 3.45% 0 0 0
-8.50% -2.72% -1.00% -6.09% 1 1 1
-3.09% -0.21% -2.49% -1.89% 1 1 1
3.41% -5.36% 0.26% -0.24% 0 1 0
3.44% 6.03% 0.66% 4.52% 0 0 0
-2.95% 2.75% 0.13% -0.57% 1 0 0
0.34% 23.61% 1.61% 10.04% 0 0 0
3.33% -5.46% 1.45% -0.33% 0 1 0
1.43% 6.49% 0.78% 3.54% 0 0 0
0.97% 3.52% 0.50% 2.03% 0 0 0
4.89% -6.42% -0.52% 0.17% 0 1 1
1.13% -1.77% 1.42% -0.08% 0 1 0
-2.56% 0.95% -0.38% -1.10% 1 0 1
-3.13% 5.65% 0.63% 0.53% 1 0 0
11.89% 11.53% 1.88% 11.74% 0 0 0
-2.56% 5.09% 0.64% 0.63% 1 0 0
-1.19% 2.05% -0.12% 0.17% 1 0 1
0.75% 6.79% 1.46% 3.27% 0 0 0
2.96% 5.71% 1.99% 4.11% 0 0 0
3.68% 9.27% -1.06% 6.01% 0 0 1
-2.52% 13.30% -2.05% 4.07% 1 0 1
5.88% 13.13% 3.69% 8.90% 0 0 0
3.44% 5.88% 1.92% 4.45% 0 0 0
-0.30% 11.05% -1.87% 4.43% 1 0 1
-3.16% -30.76% -11.41% -14.67% 1 1 1
-0.23% 4.34% -0.18% 1.68% 1 0 1
-9.48% -26.07% -8.80% -16.40% 1 1 1
-1.25% -25.41% -13.79% -11.32% 1 1 1
6.83% 17.65% 8.39% 11.34% 0 0 0
1.08% -7.75% -2.01% -2.60% 0 1 1
2.24% 16.87% 9.79% 8.34% 0 0 0
12.97% 26.60% 5.64% 18.65% 0 0 0
0.27% -4.73% -0.45% -1.81% 0 1 1
-2.53% -4.18% -0.62% -3.22% 1 1 1
4.56% 14.72% 5.55% 8.80% 0 0 0
3.98% -3.34% -1.45% 0.93% 0 1 1
-5.84% 1.35% 3.11% -2.84% 1 0 0
-2.47% 1.36% 1.48% -0.88% 1 0 0
-0.24% 5.05% 3.09% 1.96% 1 0 0
-0.58% 4.61% -2.60% 1.59% 1 0 1
7.97% 5.94% 3.39% 7.13% 0 0 0
-2.51% -5.04% -2.19% -3.57% 1 1 1
7.07% 22.22% 4.24% 13.39% 0 0 0
13.82% 23.69% 3.66% 17.94% 0 0 0
-10.92% -3.72% -1.36% -7.92% 1 1 1
-2.79% -6.59% -1.62% -4.37% 1 1 1
1.53% 0.13% 3.35% 0.94% 0 0 0
0.98% 0.68% 2.17% 0.86% 0 0 0
-2.68% 11.94% -0.20% 3.42% 1 0 1
1.76% 20.82% 2.35% 9.71% 0 0 0
6.01% 6.83% 3.06% 6.35% 0 0 0
-1.72% -6.50% -3.60% -3.71% 1 1 1
-7.03% -12.38% -4.42% -9.26% 1 1 1
-2.75% 16.24% -0.83% 5.17% 1 0 1
2.50% -9.04% 0.83% -2.31% 0 1 0
3.88% 1.05% 1.20% 2.70% 0 0 0
6.77% 3.62% 4.18% 5.46% 0 0 0
-1.83% 0.46% 0.51% -0.87% 1 0 0
-8.56% -5.27% -1.34% -7.19% 1 1 1
-2.81% -8.90% -5.94% -5.35% 1 1 1
7.67% 9.42% 8.36% 8.40% 0 0 0
-6.61% -5.96% -0.83% -6.34% 1 1 1
0.90% 17.27% -0.06% 7.73% 0 0 1
0.43% 17.09% 2.64% 7.37% 0 0 0
1.19% 1.40% 1.82% 1.28% 0 0 0
0.77% 0.97% -0.97% 0.85% 0 0 1
5.81% 12.21% 2.73% 8.48% 0 0 0
-4.12% -5.74% 0.11% -4.79% 1 1 0
4.86% 5.58% 0.38% 5.16% 0 0 0
-5.98% 21.24% 2.13% 5.37% 1 0 0
-2.68% -7.15% -1.83% -4.54% 1 1 1
12.45% 1.61% 3.83% 7.93% 0 0 0
-6.19% -7.32% -3.82% -6.66% 1 1 1
3.19% 6.30% 5.56% 4.48% 0 0 0
0.82% -5.17% 1.44% -1.67% 0 1 0
-3.18% -5.20% -1.85% -4.02% 1 1 1
-0.47% -15.39% -5.31% -6.69% 1 1 1
-4.47% -13.03% -2.36% -8.04% 1 1 1
0.10% 14.02% 2.77% 5.91% 0 0 0
-1.35% -6.60% -1.06% -3.54% 1 1 1
-1.02% -6.52% -0.85% -3.31% 1 1 1
5.78% 5.89% 2.29% 5.82% 0 0 0
2.69% 1.44% 2.80% 2.17% 0 0 0
-1.80% 8.03% 0.82% 2.30% 1 0 0
-8.01% -2.25% -0.53% -5.61% 1 1 1
1.34% -3.61% -0.66% -0.72% 0 1 1
-2.10% -6.21% -1.79% -3.81% 1 1 1
-2.31% -13.95% -2.64% -7.16% 1 1 1
0.70% -2.35% 0.03% -0.57% 0 1 0
0.77% 6.52% 1.77% 3.17% 0 0 0
-1.83% -5.11% 0.20% -3.20% 1 1 0
-1.43% 0.95% 1.56% -0.43% 1 0 0
2.21% 1.34% -0.55% 1.85% 0 0 1
4.91% 6.66% 2.05% 5.64% 0 0 0
1.09% 0.20% 1.65% 0.72% 0 0 0
0.16% -4.13% 0.15% -1.63% 0 1 0
-1.28% -2.80% -2.16% -1.91% 1 1 1
-3.06% -0.97% 2.53% -2.19% 1 1 0
0.21% 5.75% -1.39% 2.52% 0 0 1
0.36% 0.88% 0.83% 0.58% 0 0 0
-1.10% 1.71% -0.36% 0.07% 1 0 1
5.62% -6.12% -1.01% 0.72% 0 1 1
1.97% 3.71% 2.51% 2.69% 0 0 0
5.29% 2.16% 1.26% 3.98% 0 0 0
1.17% -0.47% -1.90% 0.48% 0 1 1
-1.79% 2.27% -0.75% -0.10% 1 0 1
0.30% 1.10% -0.25% 0.64% 0 0 1
3.23% -0.73% -3.52% 1.58% 0 1 1
2.92% 0.48% -0.19% 1.90% 0 0 1
-0.90% 6.23% 1.88% 2.07% 1 0 0
5.43% 6.77% 1.01% 5.99% 0 0 0
3.56% 19.42% 2.40% 10.17% 0 0 0
-6.89% 8.42% 2.73% -0.50% 1 0 0
5.34% -17.61% -0.97% -4.23% 0 1 1
-0.77% 8.72% 0.96% 3.19% 1 0 0
-2.17% -5.81% -3.86% -3.69% 1 1 1
-10.24% -7.23% -2.93% -8.98% 1 1 1
1.36% -0.64% 3.28% 0.53% 0 1 0
-4.37% -9.51% -3.27% -6.51% 1 1 1
4.35% 12.63% 2.87% 7.80% 0 0 0
-2.13% -1.80% -0.33% -1.99% 1 1 1
-10.96% -3.70% -4.91% -7.93% 1 1 1
-3.09% 1.34% -0.56% -1.24% 1 0 1
-28.16% -11.45% -8.13% -21.20% 1 1 1
-3.57% -11.75% -0.26% -6.98% 1 1 1
6.29% 7.87% 2.08% 6.95% 0 0 0
-4.92% -7.94% -2.47% -6.18% 1 1 1
-0.22% -1.19% -2.05% -0.62% 1 1 1
-0.34% -6.49% 0.80% -2.90% 1 1 0
-7.94% 2.61% -3.10% -3.54% 1 0 1
-6.31% -6.10% -3.86% -6.22% 1 1 1
10.97% 12.12% 7.58% 11.45% 0 0 0
-2.00% 10.16% 1.69% 3.07% 1 0 0
-0.31% 6.22% 0.38% 2.41% 1 0 0
-5.04% -6.44% -4.21% -5.62% 1 1 1
-4.44% -4.87% -2.93% -4.62% 1 1 1
-46.13% 1.18% -4.18% -26.41% 1 0 1
-12.63% -15.18% -4.28% -13.69% 1 1 1
-5.27% -1.43% -1.83% -3.67% 1 1 1
3.41% -12.60% -3.11% -3.27% 0 1 1
-0.90% -15.61% -4.16% -7.03% 1 1 1
4.42% 12.63% 6.34% 7.85% 0 0 0
1.71% -8.51% -1.25% -2.55% 0 1 1
-8.62% -1.82% -6.04% -5.78% 1 1 1
-4.36% -7.73% -5.17% -5.76% 1 1 1
8.17% 11.70% 6.95% 9.64% 0 0 0
-6.09% -8.64% -4.49% -7.16% 1 1 1
3.62% 9.00% 4.19% 5.86% 0 0 0
0.92% -5.20% -1.86% -1.63% 0 1 1
15.12% 11.74% 3.01% 13.71% 0 0 0
1.79% 7.92% 4.32% 4.35% 0 0 0
0.62% -3.91% 1.86% -1.27% 0 1 0
9.26% 3.19% 2.76% 6.73% 0 0 0
-3.53% -1.97% -2.93% -2.88% 1 1 1
-7.91% -3.77% -4.81% -6.19% 1 1 1
1.05% -7.25% -4.57% -2.41% 0 1 1
3.03% 9.51% 3.78% 5.74% 0 0 0
2.56% 0.38% -5.91% 1.65% 0 0 1
-6.09% -10.53% -5.48% -7.94% 1 1 1
3.70% -4.57% -3.00% 0.25% 0 1 1
-4.86% -18.16% 0.45% -10.40% 1 1 0
2.10% -9.29% -3.43% -2.65% 0 1 1
22.82% 3.67% 4.81% 14.83% 0 0 0
1.89% 5.52% 1.94% 3.40% 0 0 0
-12.78% -10.50% -6.09% -11.83% 1 1 1
10.45% -6.54% 7.51% 3.37% 0 1 0
-0.96% -9.23% -1.85% -4.41% 1 1 1
-1.06% 0.63% 0.44% -0.36% 1 0 0
11.31% 5.52% 1.80% 8.89% 0 0 0
-0.34% -9.30% -4.34% -4.07% 1 1 1
-9.81% -18.39% -3.03% -13.39% 1 1 1
1.24% -20.71% -2.23% -7.91% 0 1 1
-0.24% -0.81% -0.57% -0.48% 1 1 1
6.56% -9.41% 0.70% -0.10% 0 1 0
5.12% 7.10% 4.44% 5.94% 0 0 0
2.66% 7.78% 0.28% 4.79% 0 0 0
4.99% 27.93% 3.96% 14.55% 0 0 0
1.20% 5.73% 2.99% 3.09% 0 0 0
-5.41% 2.73% -2.71% -2.01% 1 0 1
-0.04% 4.80% 0.31% 1.98% 1 0 0
-9.48% -6.48% -3.66% -8.23% 1 1 1
-0.83% -0.38% 2.27% -0.64% 1 1 0
-7.59% -13.98% -5.09% -10.25% 1 1 1
3.39% 2.95% 4.05% 3.21% 0 0 0
7.67% 4.71% 1.38% 6.44% 0 0 0
4.86% 7.74% 3.04% 6.06% 0 0 0
-2.01% -12.26% -1.38% -6.28% 1 1 1
-0.42% -0.87% 0.02% -0.61% 1 1 0
-3.41% -12.23% -0.70% -7.09% 1 1 1
0.38% -1.31% 1.00% -0.32% 0 1 0
-2.41% 2.60% -0.20% -0.32% 1 0 1
4.96% -2.07% 0.13% 2.03% 0 1 0
7.01% 6.15% 2.72% 6.65% 0 0 0
3.42% 6.15% 2.21% 4.56% 0 0 0
5.33% 9.39% 1.75% 7.02% 0 0 0
4.55% 12.46% -0.13% 7.85% 0 0 1
2.59% 5.56% 2.92% 3.83% 0 0 0
-2.07% -2.36% -1.72% -2.19% 1 1 1
3.60% 1.16% 1.89% 2.58% 0 0 0
-0.76% 3.88% -1.20% 1.18% 1 0 1
0.65% 1.66% 2.99% 1.07% 0 0 0
-3.53% -8.73% -0.85% -5.70% 1 1 1
-0.61% 1.60% 1.73% 0.31% 1 0 0
1.15% -5.68% -3.16% -1.70% 0 1 1
-2.54% -5.35% -2.19% -3.71% 1 1 1
-4.36% -12.71% -2.90% -7.84% 1 1 1
2.59% 9.34% 1.96% 5.41% 0 0 0
5.36% 1.82% 2.92% 3.88% 0 0 0
0.45% 0.58% -2.22% 0.50% 0 0 1
-11.14% 9.07% -0.66% -2.71% 1 0 1
-4.62% -12.22% -3.96% -7.79% 1 1 1
-0.80% 1.32% -0.22% 0.09% 1 0 1
0.82% 3.20% 1.32% 1.81% 0 0 0
-7.22% -4.52% -0.45% -6.09% 1 1 1
11.77% -17.78% -3.48% -0.55% 0 1 1
-0.99% -3.08% -2.93% -1.86% 1 1 1
8.10% 5.09% 6.12% 6.85% 0 0 0
3.17% -3.28% 2.07% 0.48% 0 1 0
3.88% 7.92% 2.07% 5.56% 0 0 0
2.68% -0.35% 0.61% 1.41% 0 1 0
-3.14% 0.59% 0.11% -1.58% 1 0 0
-2.82% 1.24% 0.42% -1.13% 1 0 0
3.74% 3.05% 2.53% 3.45% 0 0 0
2.85% -1.22% 0.93% 1.16% 0 1 0
-0.19% -2.46% -0.15% -1.13% 1 1 1
-2.88% -5.36% -3.57% -3.91% 1 1 1
3.54% -8.99% 2.77% -1.69% 0 1 0
-2.10% -3.95% 1.96% -2.87% 1 1 0
16.43% -15.50% 0.67% 3.12% 0 1 0
-1.23% 1.67% 0.84% -0.02% 1 0 0
-0.80% 2.13% 2.01% 0.42% 1 0 0
3.74% 2.40% -1.63% 3.18% 0 0 1
-0.28% -4.91% 1.12% -2.21% 1 1 0
5.74% 4.57% 1.45% 5.25% 0 0 0
-2.58% -15.31% -1.45% -7.89% 1 1 1
-0.04% -7.79% -0.97% -3.27% 1 1 1
3.38% 3.50% 2.54% 3.43% 0 0 0
-3.56% 2.02% -0.57% -1.23% 1 0 1
4.43% -7.23% -1.08% -0.43% 0 1 1
-0.21% -0.84% -0.27% -0.47% 1 1 1
ORTAFOLIO

= T / 6 * ( As^2 + K^2 / 4)
Existe el 10% de probabilidad de perder minimamente 6,02%, 10,82% y 3,58% respectivamente
Existe el 5% de probabilidad de perder 8,40%, 14,45% y 4,62% respectivamente
Existe 1% de probabilidad de perder 21, 24 y 9 puntos de rentabilidad.
La perdida promedio con el 10% de probabilidad es del 11,06% , 15,38% Y 5,40%
La perdida promedio con el 10% de probabilidad es del 14,98%, 18,59% Y 6,81%
La perdida promedio con el 10% de probabilidad es del 36% , 27,58% Y 12,32%

Si la rentabilidad del mercado es 0, entonces la rentabilidad es de 0,07% y 0,01%, respectivamente
ser de 58% y 42% respectivamente
PORTAFOLIO-p<0
1
0
1
0
1
1
1
1
0
1
0
1
0
0
1
1
1
1
1
1
0
1
0
1
1
1
0
1
0
1
0
0
0
1
1
0
0
0
0
0
0
0
0
0
0
0
1
0
1
1
0
1
0
0
1
1
0
0
1
1
0
0
0
1
0
0
1
1
0
0
0
0
0
1
1
0
1
0
0
1
1
1
0
1
0
0
0
0
0
1
0
0
1
0
1
0
1
1
1
1
0
1
1
0
0
0
1
1
1
1
1
0
1
1
0
0
0
1
1
1
0
0
0
0
0
0
0
1
0
0
0
0
0
0
1
1
0
1
1
0
1
0
1
1
1
1
1
0
1
1
1
1
1
0
0
0
1
1
1
1
1
1
1
0
1
1
1
0
1
0
1
0
0
1
0
1
1
1
0
0
1
0
1
1
0
0
1
0
1
1
0
1
1
1
1
1
0
0
0
0
1
0
1
1
1
0
0
0
1
1
1
1
1
0
0
0
0
0
0
1
0
0
0
1
0
1
1
1
0
0
0
1
1
0
0
1
1
1
0
0
0
0
1
1
0
0
1
1
1
1
0
1
0
0
1
0
1
1
0
1
1
1

ectivamente
4/1/2019 365.49 18.33 7,938.69 -4.0% -2.7% 0.6% -2.7%
4/8/2019 351.14 17.85 7,984.16 2.6% 2.1% 0.2% 2.1%
4/15/2019 360.35 18.22 7,998.06 3.9% -15.0% 1.8% -14.1%
4/22/2019 374.85 15.68 8,146.40 2.7% 8.1% 0.2% 7.8%
4/29/2019 385.03 17.00 8,164.00 -6.4% -6.3% -3.1% -6.3%
5/6/2019 361.04 15.97 7,916.94 -1.8% -12.7% -1.3% -12.1%
5/13/2019 354.45 14.07 7,816.28 0.0% -10.2% -2.3% -9.7%
5/20/2019 354.39 12.71 7,637.01 -3.2% -2.9% -2.4% -2.9%
5/27/2019 343.28 12.34 7,453.15 5.0% 9.9% 3.8% 9.7%
6/3/2019 360.87 13.63 7,742.10 -6.0% 5.0% 0.7% 4.4%
6/10/2019 339.73 14.33 7,796.66 8.3% 3.2% 3.0% 3.4%
6/17/2019 369.21 14.79 8,031.71 -0.5% 0.7% -0.3% 0.7%
6/24/2019 367.32 14.90 8,006.24 3.5% 4.2% 1.9% 4.2%
7/1/2019 380.55 15.54 8,161.79 -1.9% 5.0% 1.0% 4.7%
7/8/2019 373.25 16.34 8,244.14 -16.9% 5.2% -1.2% 4.1%
7/15/2019 315.10 17.21 8,146.49 6.4% -12.4% 2.2% -11.5%
7/22/2019 335.78 15.20 8,330.21 -5.2% 2.7% -4.0% 2.3%
7/29/2019 318.83 15.62 8,004.07 -3.2% 0.3% -0.6% 0.1%
8/5/2019 308.93 15.67 7,959.14 -2.0% -6.6% -0.8% -6.4%
8/12/2019 302.80 14.66 7,895.99 -3.8% -4.0% -1.8% -4.0%
8/19/2019 291.44 14.09 7,751.77 0.8% 6.5% 2.7% 6.2%
8/26/2019 293.75 15.04 7,962.88 -1.2% 0.8% 1.7% 0.7%
9/2/2019 290.17 15.16 8,103.07 1.4% 7.5% 0.9% 7.2%
9/9/2019 294.15 16.35 8,176.71 -8.3% -1.9% -0.7% -2.2%
9/16/2019 270.75 16.04 8,117.67 -2.9% 0.6% -2.2% 0.5%
9/23/2019 263.08 16.14 7,939.63 3.6% -4.5% 0.5% -4.1%
9/30/2019 272.79 15.43 7,982.47 3.6% 6.9% 0.9% 6.7%
10/7/2019 282.93 16.53 8,057.04 -2.7% 3.6% 0.4% 3.3%
10/14/2019 275.30 17.13 8,089.54 0.6% 24.5% 1.9% 23.3%
10/21/2019 276.82 21.88 8,243.12 3.5% -4.6% 1.7% -4.2%
10/28/2019 286.81 20.89 8,386.40 1.6% 7.3% 1.1% 7.0%
11/4/2019 291.57 22.48 8,475.31 1.2% 4.4% 0.8% 4.2%
11/11/2019 295.03 23.48 8,540.83 5.1% -5.6% -0.2% -5.1%
11/18/2019 310.48 22.20 8,519.88 1.3% -0.9% 1.7% -0.8%
11/25/2019 314.66 22.00 8,665.47 -2.4% 1.8% -0.1% 1.6%
12/2/2019 307.35 22.39 8,656.53 -2.9% 6.5% 0.9% 6.0%
12/9/2019 298.50 23.89 8,734.88 12.1% 12.4% 2.2% 12.4%
12/16/2019 336.90 27.04 8,924.96 -2.3% 5.9% 0.9% 5.5%
12/23/2019 329.09 28.69 9,006.62 -1.0% 2.9% 0.2% 2.7%
12/30/2019 325.90 29.53 9,020.77 1.0% 7.6% 1.7% 7.3%
1/6/2020 329.05 31.88 9,178.86 3.2% 6.5% 2.3% 6.4%
1/13/2020 339.67 34.03 9,388.94 3.9% 10.1% -0.8% 9.8%
1/20/2020 353.16 37.65 9,314.91 -2.3% 14.1% -1.8% 13.3%
1/27/2020 345.09 43.37 9,150.94 6.1% 14.0% 4.0% 13.6%
2/3/2020 366.77 49.87 9,520.51 3.6% 6.7% 2.2% 6.6%
2/10/2020 380.40 53.34 9,731.18 -0.1% 11.9% -1.6% 11.3%
2/17/2020 380.07 60.07 9,576.59 -2.9% -29.9% -11.1% -28.6%
2/24/2020 369.03 44.53 8,567.37 0.0% 5.2% 0.1% 4.9%
3/2/2020 368.97 46.90 8,575.62 -9.3% -25.2% -8.5% -24.4%
3/9/2020 336.30 36.44 7,874.88 -1.0% -24.6% -13.5% -23.4%
3/16/2020 332.83 28.50 6,879.52 7.0% 18.5% 8.7% 17.9%
3/23/2020 357.12 34.29 7,502.38 1.3% -6.9% -1.7% -6.5%
3/30/2020 361.76 32.00 7,373.08 2.4% 17.7% 10.1% 16.9%
4/6/2020 370.72 38.20 8,153.58 13.2% 27.4% 5.9% 26.7%
4/13/2020 422.96 50.26 8,650.14 0.5% -3.9% -0.2% -3.7%
4/20/2020 424.99 48.34 8,634.52 -2.3% -3.3% -0.3% -3.3%
4/27/2020 415.27 46.75 8,604.95 4.8% 15.6% 5.8% 15.0%
5/4/2020 435.55 54.63 9,121.32 4.2% -2.5% -1.2% -2.2%
5/11/2020 454.19 53.28 9,014.56 -5.6% 2.2% 3.4% 1.8%
5/18/2020 429.32 54.46 9,324.59 -2.3% 2.2% 1.8% 2.0%
5/25/2020 419.73 55.67 9,489.87 0.0% 5.9% 3.4% 5.6%
6/1/2020 419.60 59.04 9,814.08 -0.4% 5.5% -2.3% 5.2%
6/8/2020 418.07 62.35 9,588.81 8.2% 6.8% 3.7% 6.9%
6/15/2020 453.72 66.73 9,946.12 -2.3% -4.2% -1.9% -4.1%
6/22/2020 443.40 63.98 9,757.22 7.3% 23.1% 4.5% 22.3%
6/29/2020 476.89 80.58 10,207.63 14.0% 24.5% 3.9% 24.0%
7/6/2020 548.73 102.98 10,617.44 -10.7% -2.9% -1.1% -3.3%
7/13/2020 492.99 100.06 10,503.19 -2.6% -5.7% -1.3% -5.6%
7/20/2020 480.45 94.47 10,363.18 1.7% 1.0% 3.6% 1.0%
7/27/2020 488.88 95.38 10,745.27 1.2% 1.5% 2.4% 1.5%
8/3/2020 494.73 96.85 11,010.98 -2.5% 12.8% 0.1% 12.0%
8/10/2020 482.68 110.05 11,019.30 2.0% 21.7% 2.6% 20.7%
8/17/2020 492.31 136.67 11,311.80 6.2% 7.7% 3.3% 7.6%
8/24/2020 523.89 147.56 11,695.63 -1.5% -5.7% -3.3% -5.5%
8/31/2020 516.05 139.44 11,313.13 -6.8% -11.5% -4.1% -11.3%
9/7/2020 482.03 124.24 10,853.55 -2.5% 17.1% -0.6% 16.1%
9/14/2020 469.96 147.38 10,793.28 2.7% -8.2% 1.1% -7.7%
9/21/2020 482.88 135.78 10,913.56 4.1% 1.9% 1.5% 2.0%
9/28/2020 503.06 138.36 11,075.02 7.0% 4.5% 4.5% 4.6%
10/5/2020 539.44 144.67 11,579.94 -1.6% 1.3% 0.8% 1.2%
10/12/2020 530.79 146.56 11,671.56 -8.3% -4.4% -1.1% -4.6%
10/19/2020 488.28 140.21 11,548.28 -2.6% -8.1% -5.7% -7.8%
10/26/2020 475.74 129.35 10,911.59 7.9% 10.3% 8.6% 10.1%
11/2/2020 514.73 143.32 11,895.23 -6.4% -5.1% -0.6% -5.2%
11/9/2020 482.84 136.17 11,829.29 1.1% 18.1% 0.2% 17.3%
11/16/2020 488.24 163.20 11,854.97 0.6% 17.9% 2.9% 17.1%
11/23/2020 491.36 195.25 12,205.85 1.4% 2.2% 2.1% 2.2%
11/30/2020 498.31 199.68 12,464.23 1.0% 1.8% -0.7% 1.8%
12/7/2020 503.22 203.33 12,377.87 6.0% 13.0% 3.0% 12.7%
12/14/2020 534.45 231.67 12,755.64 -3.9% -4.9% 0.4% -4.8%
12/21/2020 513.97 220.59 12,804.73 5.1% 6.4% 0.7% 6.4%
12/28/2020 540.73 235.22 12,888.28 -5.8% 22.1% 2.4% 20.7%
1/4/2021 510.40 293.34 13,201.98 -2.5% -6.3% -1.6% -6.1%
1/11/2021 497.98 275.39 12,998.50 12.7% 2.4% 4.1% 3.0%
1/18/2021 565.17 282.21 13,543.06 -6.0% -6.5% -3.6% -6.5%
1/25/2021 532.39 264.51 13,070.69 3.4% 7.1% 5.8% 6.9%
2/1/2021 550.79 284.08 13,856.30 1.0% -4.3% 1.7% -4.1%
2/8/2021 556.52 272.04 14,095.47 -3.0% -4.4% -1.6% -4.3%
2/15/2021 540.22 260.43 13,874.46 -0.3% -14.6% -5.0% -13.8%
2/22/2021 538.85 225.17 13,192.35 -4.3% -12.2% -2.1% -11.8%
3/1/2021 516.39 199.32 12,920.15 0.3% 14.9% 3.0% 14.1%
3/8/2021 518.02 231.24 13,319.86 -1.1% -5.8% -0.8% -5.5%
3/15/2021 512.18 218.29 13,215.24 -0.8% -5.7% -0.6% -5.4%
3/22/2021 508.05 206.24 13,138.73 6.0% 6.7% 2.6% 6.7%
3/29/2021 539.42 220.58 13,480.11 2.9% 2.3% 3.1% 2.3%
4/5/2021 555.31 225.67 13,900.19 -1.6% 8.9% 1.1% 8.3%
4/12/2021 546.54 246.59 14,052.34 -7.8% -1.4% -0.3% -1.7%
4/19/2021 505.55 243.13 14,016.81 1.6% -2.8% -0.4% -2.6%
4/26/2021 513.47 236.48 13,962.68 -1.9% -5.4% -1.5% -5.2%
5/3/2021 503.84 224.12 13,752.24 -2.1% -13.1% -2.4% -12.6%
5/10/2021 493.37 196.58 13,429.98 0.9% -1.5% 0.3% -1.4%
5/17/2021 497.89 193.63 13,470.99 1.0% 7.4% 2.0% 7.0%
5/24/2021 502.81 208.41 13,748.74 -1.6% -4.3% 0.5% -4.1%
5/31/2021 494.74 199.68 13,814.49 -1.2% 1.8% 1.8% 1.6%
6/7/2021 488.77 203.30 14,069.42 2.4% 2.2% -0.3% 2.2%
6/14/2021 500.77 207.77 14,030.38 5.1% 7.5% 2.3% 7.4%
6/21/2021 527.07 223.96 14,360.39 1.3% 1.0% 1.9% 1.1%
6/28/2021 533.98 226.30 14,639.33 0.4% -3.3% 0.4% -3.1%
7/5/2021 535.98 218.98 14,701.92 -1.1% -2.0% -1.9% -1.9%
7/12/2021 530.31 214.74 14,427.24 -2.8% -0.1% 2.8% -0.3%
7/19/2021 515.41 214.46 14,836.99 0.4% 6.6% -1.1% 6.3%
7/26/2021 517.57 229.07 14,672.68 0.6% 1.7% 1.1% 1.7%
8/2/2021 520.55 233.03 14,835.76 -0.9% 2.6% -0.1% 2.4%
8/9/2021 515.92 239.06 14,822.90 5.8% -5.3% -0.7% -4.7%
8/16/2021 546.88 226.75 14,714.66 2.2% 4.5% 2.8% 4.4%
8/23/2021 558.92 237.31 15,129.50 5.5% 3.0% 1.5% 3.1%
8/30/2021 590.53 244.52 15,363.52 1.4% 0.4% -1.6% 0.4%
9/6/2021 598.72 245.42 15,115.49 -1.6% 3.1% -0.5% 2.9%
9/13/2021 589.35 253.16 15,043.97 0.5% 1.9% 0.0% 1.9%
9/20/2021 592.39 258.13 15,047.70 3.4% 0.1% -3.2% 0.3%
9/27/2021 613.15 258.41 14,566.70 3.1% 1.3% 0.1% 1.4%
10/4/2021 632.66 261.83 14,579.54 -0.7% 7.1% 2.2% 6.7%
10/11/2021 628.29 281.01 14,897.34 5.6% 7.6% 1.3% 7.5%
10/18/2021 664.78 303.23 15,090.20 3.8% 20.3% 2.7% 19.4%
10/25/2021 690.31 371.33 15,498.39 -6.7% 9.3% 3.0% 8.5%
11/1/2021 645.72 407.36 15,971.59 5.6% -16.8% -0.7% -15.7%
11/8/2021 682.61 344.47 15,860.96 -0.6% 9.6% 1.2% 9.1%
11/15/2021 678.80 379.02 16,057.44 -2.0% -5.0% -3.6% -4.8%
11/22/2021 665.64 360.64 15,491.66 -10.0% -6.4% -2.7% -6.6%
11/29/2021 602.13 338.32 15,085.47 1.6% 0.2% 3.5% 0.3%
12/6/2021 611.66 339.01 15,630.60 -4.2% -8.7% -3.0% -8.4%
12/13/2021 586.73 310.86 15,169.68 4.6% 13.5% 3.1% 13.0%
12/20/2021 614.09 355.67 15,653.37 -1.9% -1.0% -0.1% -1.0%
12/27/2021 602.44 352.26 15,644.97 -10.7% -2.9% -4.6% -3.3%
1/3/2022 541.06 342.32 14,935.90 -2.9% 2.2% -0.3% 1.9%
1/10/2022 525.69 349.87 14,893.75 -28.0% -10.6% -7.9% -11.5%
1/17/2022 397.50 314.63 13,768.92 -3.4% -10.9% 0.0% -10.5%
1/24/2022 384.36 282.12 13,770.57 6.5% 8.7% 2.3% 8.6%
1/31/2022 410.17 307.77 14,098.01 -4.7% -7.1% -2.2% -7.0%
2/7/2022 391.31 286.67 13,791.15 0.0% -0.4% -1.8% -0.3%
2/14/2022 391.29 285.66 13,548.07 -0.1% -5.7% 1.1% -5.4%
2/21/2022 390.80 269.96 13,694.62 -7.7% 3.4% -2.8% 2.9%
2/28/2022 361.73 279.43 13,313.44 -6.1% -5.3% -3.6% -5.3%
3/7/2022 340.32 265.12 12,843.81 11.2% 13.0% 7.9% 12.9%
3/14/2022 380.60 301.80 13,893.84 -1.8% 11.0% 2.0% 10.4%
3/21/2022 373.85 336.88 14,169.30 -0.1% 7.1% 0.6% 6.7%
3/28/2022 373.47 361.53 14,261.50 -4.8% -5.6% -3.9% -5.6%
4/4/2022 355.88 341.83 13,711.00 -4.2% -4.0% -2.7% -4.0%
4/11/2022 341.13 328.33 13,351.08 -45.9% 2.0% -3.9% -0.4%
4/18/2022 215.52 335.02 12,839.29 -12.4% -14.3% -4.0% -14.2%
4/25/2022 190.36 290.25 12,334.64 -5.1% -0.6% -1.6% -0.8%
5/2/2022 180.97 288.55 12,144.66 3.6% -11.8% -2.8% -11.0%
5/9/2022 187.64 256.53 11,805.00 -0.7% -14.8% -3.9% -14.1%
5/16/2022 186.35 221.30 11,354.62 4.6% 13.5% 6.6% 13.0%
5/23/2022 195.19 253.21 12,131.13 1.9% -7.7% -1.0% -7.2%
5/30/2022 198.98 234.52 12,012.73 -8.4% -1.0% -5.8% -1.4%
6/6/2022 182.94 232.23 11,340.02 -4.1% -6.9% -4.9% -6.8%
6/13/2022 175.51 216.76 10,798.35 8.4% 12.5% 7.2% 12.3%
6/20/2022 190.85 245.71 11,607.62 -5.9% -7.8% -4.2% -7.7%
6/27/2022 179.95 227.26 11,127.85 3.8% 9.8% 4.5% 9.5%
7/4/2022 186.98 250.76 11,635.31 1.1% -4.4% -1.6% -4.1%
7/11/2022 189.11 240.07 11,452.42 15.3% 12.6% 3.3% 12.7%
7/18/2022 220.44 272.24 11,834.11 2.0% 8.8% 4.6% 8.4%
7/25/2022 224.90 297.15 12,390.69 0.8% -3.1% 2.1% -2.9%
8/1/2022 226.78 288.17 12,657.55 9.5% 4.0% 3.0% 4.3%
8/8/2022 249.30 300.03 13,047.19 -3.3% -1.1% -2.7% -1.2%
8/15/2022 241.16 296.67 12,705.22 -7.7% -2.9% -4.5% -3.2%
8/22/2022 223.28 288.09 12,141.71 1.3% -6.4% -4.3% -6.0%
8/29/2022 226.11 270.21 11,630.86 3.2% 10.4% 4.1% 10.0%
9/5/2022 233.57 299.68 12,112.31 2.8% 1.2% -5.6% 1.3%
9/12/2022 240.13 303.35 11,448.40 -5.9% -9.7% -5.2% -9.5%
9/19/2022 226.41 275.33 10,867.93 3.9% -3.7% -2.7% -3.3%
9/26/2022 235.44 265.25 10,575.62 -4.6% -17.3% 0.7% -16.7%
10/3/2022 224.75 223.07 10,652.40 2.3% -8.5% -3.2% -7.9%
10/10/2022 230.00 204.99 10,321.39 23.0% 4.5% 5.1% 5.4%
10/17/2022 289.57 214.44 10,859.72 2.1% 6.4% 2.2% 6.1%
10/24/2022 295.72 228.52 11,102.45 -12.6% -9.7% -5.8% -9.8%
10/31/2022 260.79 207.47 10,475.25 10.7% -5.7% 7.8% -4.9%
11/7/2022 290.13 195.97 11,323.33 -0.7% -8.4% -1.6% -8.0%
11/14/2022 287.98 180.19 11,146.06 -0.9% 1.5% 0.7% 1.4%
11/21/2022 285.54 182.86 11,226.36 11.5% 6.4% 2.1% 6.6%
11/28/2022 320.41 194.86 11,461.50 -0.1% -8.5% -4.1% -8.0%
12/5/2022 320.01 179.05 11,004.62 -9.6% -17.5% -2.8% -17.2%
12/12/2022 290.71 150.23 10,705.41 1.5% -19.9% -2.0% -18.8%
12/19/2022 294.96 123.15 10,497.86 0.0% 0.0% -0.3% 0.0%
12/26/2022 294.88 123.18 10,466.48 6.8% -8.6% 1.0% -7.8%
1/2/2023 315.55 113.06 10,569.29 5.3% 7.9% 4.7% 7.8%
1/9/2023 332.82 122.40 11,079.16 2.9% 8.6% 0.6% 8.3%
1/16/2023 342.50 133.42 11,140.43 5.2% 28.8% 4.2% 27.6%
1/23/2023 360.77 177.90 11,621.71 1.4% 6.6% 3.3% 6.3%
1/30/2023 365.90 189.98 12,006.95 -5.2% 3.6% -2.4% 3.1%
2/6/2023 347.36 196.89 11,718.12 0.2% 5.6% 0.6% 5.4%
2/13/2023 347.96 208.31 11,787.27 -9.3% -5.6% -3.4% -5.8%
2/20/2023 317.15 196.88 11,394.94 -0.6% 0.5% 2.5% 0.4%
2/27/2023 315.18 197.79 11,689.01 -7.4% -13.1% -4.8% -12.8%
3/6/2023 292.76 173.44 11,138.89 3.6% 3.8% 4.3% 3.8%
3/13/2023 303.50 180.13 11,630.51 7.9% 5.6% 1.6% 5.7%
3/20/2023 328.39 190.41 11,823.96 5.1% 8.6% 3.3% 8.4%
3/27/2023 345.48 207.46 12,221.91 -1.8% -11.4% -1.1% -10.9%
4/3/2023 339.33 185.06 12,087.96 -0.2% 0.0% 0.3% 0.0%
4/10/2023 338.63 185.00 12,123.47 -3.2% -11.4% -0.4% -11.0%
4/17/2023 327.98 165.08 12,072.46 0.6% -0.5% 1.3% -0.4%
4/24/2023 329.93 164.31 12,226.58 -2.2% 3.4% 0.1% 3.2%
5/1/2023 322.76 170.06 12,235.41 5.2% -1.2% 0.4% -0.9%
5/8/2023 339.89 167.98 12,284.74 7.2% 7.0% 3.0% 7.0%
5/15/2023 365.36 180.14 12,657.90 3.6% 7.0% 2.5% 6.8%
5/22/2023 378.88 193.17 12,975.69 5.5% 10.2% 2.0% 10.0%
5/29/2023 400.47 213.97 13,240.77 4.8% 13.3% 0.1% 12.9%
6/5/2023 420.02 244.40 13,259.14 2.8% 6.4% 3.2% 6.2%
6/12/2023 431.96 260.54 13,689.57 -1.9% -1.5% -1.4% -1.5%
6/19/2023 424.02 256.60 13,492.52 3.8% 2.0% 2.2% 2.1%
6/26/2023 440.49 261.77 13,787.92 -0.5% 4.7% -0.9% 4.5%
7/3/2023 438.10 274.43 13,660.72 0.9% 2.5% 3.3% 2.4%
7/10/2023 441.91 281.38 14,113.70 -3.3% -7.9% -0.6% -7.7%
7/17/2023 427.50 260.02 14,032.81 -0.4% 2.4% 2.0% 2.3%
7/24/2023 425.78 266.44 14,316.66 1.4% -4.8% -2.9% -4.5%
7/31/2023 431.60 253.86 13,909.24 -2.3% -4.5% -1.9% -4.4%
8/7/2023 421.66 242.65 13,644.85 -4.1% -11.9% -2.6% -11.5%
8/14/2023 404.53 215.49 13,290.78 2.8% 10.2% 2.2% 9.8%
8/21/2023 416.03 238.59 13,590.65 5.6% 2.7% 3.2% 2.8%
8/28/2023 439.88 245.01 14,031.81 0.7% 1.4% -1.9% 1.4%
9/4/2023 442.80 248.50 13,761.53 -10.9% 9.9% -0.4% 8.9%
9/11/2023 396.94 274.39 13,708.33 -4.4% -11.4% -3.7% -11.0%
9/18/2023 379.81 244.88 13,211.81 -0.6% 2.2% 0.1% 2.0%
9/25/2023 377.60 250.22 13,219.32 1.0% 4.0% 1.6% 3.9%
10/2/2023 381.51 260.53 13,431.34 -7.0% -3.7% -0.2% -3.8%
10/9/2023 355.68 251.12 13,407.23 12.0% -16.9% -3.2% -15.5%
10/16/2023 400.96 211.99 12,983.81 -0.8% -2.2% -2.7% -2.2%
10/23/2023 397.87 207.30 12,643.01 8.3% 5.9% 6.4% 6.0%
10/30/2023 432.36 219.96 13,478.28 3.4% -2.4% 2.3% -2.2%
11/6/2023 447.24 214.65 13,798.11 4.1% 8.8% 2.3% 8.5%
11/13/2023 465.91 234.30 14,125.48 2.9% 0.5% 0.9% 0.6%
11/20/2023 479.56 235.45 14,250.85 -2.9% 1.4% 0.4% 1.2%
11/27/2023 465.74 238.83 14,305.03 -2.6% 2.1% 0.7% 1.8%
12/4/2023 453.76 243.84 14,403.97 4.0% 3.9% 2.8% 3.9%
12/11/2023 472.06 253.50 14,813.92 3.1% -0.4% 1.2% -0.2%
12/18/2023 486.76 252.54 14,992.97 0.0% -1.6% 0.1% -1.5%
12/25/2023 486.88 248.48 15,011.35 -2.7% -4.5% -3.3% -4.4%
1/1/2024 474.06 237.49 14,524.07 3.7% -8.2% 3.0% -7.6%
1/8/2024 492.16 218.89 14,972.76 -1.9% -3.1% 2.2% -3.0%
1/15/2024 482.95 212.19 15,310.97 16.6% -14.7% 0.9% -13.1%
1/22/2024 570.42 183.25 15,455.36 -1.0% 2.5% 1.1% 2.3%
1/29/2024 564.64 187.91 15,628.95 -0.6% 3.0% 2.3% 2.8%
2/5/2024 561.32 193.57 15,990.66 4.0% 3.2% -1.4% 3.3%
2/12/2024 583.95 199.95 15,775.65 -0.1% -4.1% 1.4% -3.9%
2/19/2024 583.56 191.97 15,996.82 6.0% 5.4% 1.7% 5.4%
2/26/2024 619.34 202.64 16,274.94 -2.4% -14.5% -1.2% -13.9%
3/4/2024 604.82 175.34 16,085.11 0.2% -6.9% -0.7% -6.6%
3/11/2024 605.88 163.57 15,973.17 3.6% 4.3% 2.8% 4.3%
3/18/2024 628.01 170.83 16,428.82 -3.3% 2.9% -0.3% 2.6%
3/25/2024 607.33 175.79 16,379.46 4.6% -6.4% -0.8% -5.8%
4/1/2024 636.18 164.90 16,248.52 0.0% 0.0% 0.0% 0.0%
4/5/2024 636.18 164.90 16,248.52
PORTAFOLIO
T 262 262 262 262
Promedio 0.21% 0.84% 0.27% 0.81%
Minimo (MIN) -45.92% -29.92% -13.51% -28.57%
P10 = PERCENTIL.EXC -6.02% -10.82% -3.58% -10.82%
P25 -2.55% -5.01% -1.58% -4.83%
Mediana (MEDIANA) 0.25% 1.42% 0.38% 1.32%
P75 3.62% 6.52% 2.23% 6.32%
P90 6.18% 12.23% 3.60% 11.80%
maximo (MAX) 23.03% 28.77% 10.06% 27.59%
rango (MAX-MIN) 68.95% 58.70% 23.58% 56.17%
RIP (P90-P10) 12.20% 23.05% 7.18% 22.62%
RIQ (P75-P25) 6.17% 11.52% 3.81% 11.15%
SDM 4.77% 6.40% 2.27% 6.14%
Asimetria (COEFICIENTE.ASIMETRIA) -1.67 0.04 -0.36 0.06
Confianza 95% 95% 95% 95%
LI (PROM - ERROR) -0.54% -0.27% -0.10% -0.25%
LS (PROM + ERROR) 0.96% 1.94% 0.65% 1.87%
CVaR10 Hist 11.06% 15.38% 5.40% 14.71%
CVaR5 Hist 14.98% 18.59% 6.81% 17.71%
CVaR1 Hist 36.94% 27.58% 12.32% 26.50%
VaR5 Param 10.21% 14.99% 5.13% 14.41%
VaR1 Param 14.48% 21.25% 7.27% 20.43%
BETA (PENDIENTE) 1.12 1.93 1.00 1.89
Ho: BETA = 1
p-valor 24% 0% 0%
Ho: ALFA = 0
p-valor 99% 96%

GMV 76% 24% A)
SDM 67% 33% B)

(Rent Promedio - TLR)/DESV RATIO DE SHARPE 0.089

(Rent Promedio - TLR)/SDM RATIO DE SORTINO 0.127
(Rent Promedio - TLR)/BETA RATIO DE TREYNOR 0.004

SHARPE 5% 95% D)
Por cada incremento de 1% en el riesgo del portafolio, la rentabilidad de portafolio por encima de
la tasa libre de riesgo se incrementa en 0.089
-4.22% -3.51% 0.30% -3.55% 1 1 0
2.38% 1.22% -0.10% 1.28% 0 0 1
3.73% -15.86% 1.56% -14.88% 0 1 0
2.47% 7.28% -0.06% 7.04% 0 0 1
-6.64% -7.11% -3.35% -7.09% 1 1 1
-2.05% -13.50% -1.55% -12.93% 1 1 1
-0.23% -11.01% -2.59% -10.47% 1 1 1
-3.40% -3.75% -2.71% -3.73% 1 1 1
4.79% 9.10% 3.53% 8.88% 0 0 0
-6.25% 4.13% 0.43% 3.61% 1 0 0
8.11% 2.34% 2.70% 2.63% 0 0 0
-0.72% -0.12% -0.59% -0.15% 1 1 1
3.33% 3.39% 1.65% 3.38% 0 0 0
-2.15% 4.17% 0.73% 3.86% 1 0 0
-17.15% 4.37% -1.46% 3.29% 1 0 1
6.15% -13.25% 1.96% -12.28% 0 1 0
-5.39% 1.89% -4.27% 1.52% 1 0 1
-3.37% -0.55% -0.84% -0.69% 1 1 1
-2.22% -7.47% -1.07% -7.20% 1 1 1
-4.04% -4.80% -2.12% -4.76% 1 1 1
0.58% 5.67% 2.41% 5.41% 0 0 0
-1.44% -0.03% 1.47% -0.10% 1 1 0
1.15% 6.68% 0.63% 6.40% 0 0 0
-8.50% -2.72% -1.00% -3.01% 1 1 1
-3.09% -0.21% -2.49% -0.36% 1 1 1
3.41% -5.36% 0.26% -4.92% 0 1 0
3.44% 6.03% 0.66% 5.90% 0 0 0
-2.95% 2.75% 0.13% 2.47% 1 0 0
0.34% 23.61% 1.61% 22.45% 0 0 0
3.33% -5.46% 1.45% -5.02% 0 1 0
1.43% 6.49% 0.78% 6.24% 0 0 0
0.97% 3.52% 0.50% 3.40% 0 0 0
4.89% -6.42% -0.52% -5.86% 0 1 1
1.13% -1.77% 1.42% -1.63% 0 1 0
-2.56% 0.95% -0.38% 0.77% 1 0 1
-3.13% 5.65% 0.63% 5.21% 1 0 0
11.89% 11.53% 1.88% 11.55% 0 0 0
-2.56% 5.09% 0.64% 4.71% 1 0 0
-1.19% 2.05% -0.12% 1.89% 1 0 1
0.75% 6.79% 1.46% 6.49% 0 0 0
2.96% 5.71% 1.99% 5.57% 0 0 0
3.68% 9.27% -1.06% 8.99% 0 0 1
-2.52% 13.30% -2.05% 12.50% 1 0 1
5.88% 13.13% 3.69% 12.76% 0 0 0
3.44% 5.88% 1.92% 5.75% 0 0 0
-0.30% 11.05% -1.87% 10.48% 1 0 1
-3.16% -30.76% -11.41% -29.38% 1 1 1
-0.23% 4.34% -0.18% 4.11% 1 0 1
-9.48% -26.07% -8.80% -25.24% 1 1 1
-1.25% -25.41% -13.79% -24.20% 1 1 1
6.83% 17.65% 8.39% 17.11% 0 0 0
1.08% -7.75% -2.01% -7.31% 0 1 1
2.24% 16.87% 9.79% 16.14% 0 0 0
12.97% 26.60% 5.64% 25.92% 0 0 0
0.27% -4.73% -0.45% -4.48% 0 1 1
-2.53% -4.18% -0.62% -4.10% 1 1 1
4.56% 14.72% 5.55% 14.22% 0 0 0
3.98% -3.34% -1.45% -2.97% 0 1 1
-5.84% 1.35% 3.11% 0.99% 1 0 0
-2.47% 1.36% 1.48% 1.16% 1 0 0
-0.24% 5.05% 3.09% 4.79% 1 0 0
-0.58% 4.61% -2.60% 4.35% 1 0 1
7.97% 5.94% 3.39% 6.04% 0 0 0
-2.51% -5.04% -2.19% -4.91% 1 1 1
7.07% 22.22% 4.24% 21.46% 0 0 0
13.82% 23.69% 3.66% 23.20% 0 0 0
-10.92% -3.72% -1.36% -4.08% 1 1 1
-2.79% -6.59% -1.62% -6.40% 1 1 1
1.53% 0.13% 3.35% 0.20% 0 0 0
0.98% 0.68% 2.17% 0.70% 0 0 0
-2.68% 11.94% -0.20% 11.21% 1 0 1
1.76% 20.82% 2.35% 19.87% 0 0 0
6.01% 6.83% 3.06% 6.79% 0 0 0
-1.72% -6.50% -3.60% -6.26% 1 1 1
-7.03% -12.38% -4.42% -12.11% 1 1 1
-2.75% 16.24% -0.83% 15.29% 1 0 1
2.50% -9.04% 0.83% -8.46% 0 1 0
3.88% 1.05% 1.20% 1.19% 0 0 0
6.77% 3.62% 4.18% 3.77% 0 0 0
-1.83% 0.46% 0.51% 0.35% 1 0 0
-8.56% -5.27% -1.34% -5.43% 1 1 1
-2.81% -8.90% -5.94% -8.60% 1 1 1
7.67% 9.42% 8.36% 9.33% 0 0 0
-6.61% -5.96% -0.83% -5.99% 1 1 1
0.90% 17.27% -0.06% 16.45% 0 0 1
0.43% 17.09% 2.64% 16.26% 0 0 0
1.19% 1.40% 1.82% 1.39% 0 0 0
0.77% 0.97% -0.97% 0.96% 0 0 1
5.81% 12.21% 2.73% 11.89% 0 0 0
-4.12% -5.74% 0.11% -5.66% 1 1 0
4.86% 5.58% 0.38% 5.55% 0 0 0
-5.98% 21.24% 2.13% 19.88% 1 0 0
-2.68% -7.15% -1.83% -6.93% 1 1 1
12.45% 1.61% 3.83% 2.15% 0 0 0
-6.19% -7.32% -3.82% -7.26% 1 1 1
3.19% 6.30% 5.56% 6.14% 0 0 0
0.82% -5.17% 1.44% -4.87% 0 1 0
-3.18% -5.20% -1.85% -5.10% 1 1 1
-0.47% -15.39% -5.31% -14.64% 1 1 1
-4.47% -13.03% -2.36% -12.60% 1 1 1
0.10% 14.02% 2.77% 13.32% 0 0 0
-1.35% -6.60% -1.06% -6.34% 1 1 1
-1.02% -6.52% -0.85% -6.24% 1 1 1
5.78% 5.89% 2.29% 5.88% 0 0 0
2.69% 1.44% 2.80% 1.51% 0 0 0
-1.80% 8.03% 0.82% 7.54% 1 0 0
-8.01% -2.25% -0.53% -2.54% 1 1 1
1.34% -3.61% -0.66% -3.37% 0 1 1
-2.10% -6.21% -1.79% -6.00% 1 1 1
-2.31% -13.95% -2.64% -13.37% 1 1 1
0.70% -2.35% 0.03% -2.20% 0 1 0
0.77% 6.52% 1.77% 6.23% 0 0 0
-1.83% -5.11% 0.20% -4.95% 1 1 0
-1.43% 0.95% 1.56% 0.84% 1 0 0
2.21% 1.34% -0.55% 1.38% 0 0 1
4.91% 6.66% 2.05% 6.58% 0 0 0
1.09% 0.20% 1.65% 0.25% 0 0 0
0.16% -4.13% 0.15% -3.91% 0 1 0
-1.28% -2.80% -2.16% -2.72% 1 1 1
-3.06% -0.97% 2.53% -1.07% 1 1 0
0.21% 5.75% -1.39% 5.47% 0 0 1
0.36% 0.88% 0.83% 0.85% 0 0 0
-1.10% 1.71% -0.36% 1.57% 1 0 1
5.62% -6.12% -1.01% -5.54% 0 1 1
1.97% 3.71% 2.51% 3.62% 0 0 0
5.29% 2.16% 1.26% 2.31% 0 0 0
1.17% -0.47% -1.90% -0.39% 0 1 1
-1.79% 2.27% -0.75% 2.06% 1 0 1
0.30% 1.10% -0.25% 1.06% 0 0 1
3.23% -0.73% -3.52% -0.53% 0 1 1
2.92% 0.48% -0.19% 0.60% 0 0 1
-0.90% 6.23% 1.88% 5.87% 1 0 0
5.43% 6.77% 1.01% 6.70% 0 0 0
3.56% 19.42% 2.40% 18.63% 0 0 0
-6.89% 8.42% 2.73% 7.66% 1 0 0
5.34% -17.61% -0.97% -16.46% 0 1 1
-0.77% 8.72% 0.96% 8.24% 1 0 0
-2.17% -5.81% -3.86% -5.63% 1 1 1
-10.24% -7.23% -2.93% -7.38% 1 1 1
1.36% -0.64% 3.28% -0.54% 0 1 0
-4.37% -9.51% -3.27% -9.25% 1 1 1
4.35% 12.63% 2.87% 12.21% 0 0 0
-2.13% -1.80% -0.33% -1.82% 1 1 1
-10.96% -3.70% -4.91% -4.06% 1 1 1
-3.09% 1.34% -0.56% 1.12% 1 0 1
-28.16% -11.45% -8.13% -12.29% 1 1 1
-3.57% -11.75% -0.26% -11.34% 1 1 1
6.29% 7.87% 2.08% 7.79% 0 0 0
-4.92% -7.94% -2.47% -7.79% 1 1 1
-0.22% -1.19% -2.05% -1.14% 1 1 1
-0.34% -6.49% 0.80% -6.18% 1 1 0
-7.94% 2.61% -3.10% 2.08% 1 0 1
-6.31% -6.10% -3.86% -6.11% 1 1 1
10.97% 12.12% 7.58% 12.06% 0 0 0
-2.00% 10.16% 1.69% 9.55% 1 0 0
-0.31% 6.22% 0.38% 5.90% 1 0 0
-5.04% -6.44% -4.21% -6.37% 1 1 1
-4.44% -4.87% -2.93% -4.85% 1 1 1
-46.13% 1.18% -4.18% -1.19% 1 0 1
-12.63% -15.18% -4.28% -15.05% 1 1 1
-5.27% -1.43% -1.83% -1.62% 1 1 1
3.41% -12.60% -3.11% -11.80% 0 1 1
-0.90% -15.61% -4.16% -14.88% 1 1 1
4.42% 12.63% 6.34% 12.22% 0 0 0
1.71% -8.51% -1.25% -8.00% 0 1 1
-8.62% -1.82% -6.04% -2.16% 1 1 1
-4.36% -7.73% -5.17% -7.56% 1 1 1
8.17% 11.70% 6.95% 11.52% 0 0 0
-6.09% -8.64% -4.49% -8.51% 1 1 1
3.62% 9.00% 4.19% 8.73% 0 0 0
0.92% -5.20% -1.86% -4.89% 0 1 1
15.12% 11.74% 3.01% 11.91% 0 0 0
1.79% 7.92% 4.32% 7.61% 0 0 0
0.62% -3.91% 1.86% -3.68% 0 1 0
9.26% 3.19% 2.76% 3.50% 0 0 0
-3.53% -1.97% -2.93% -2.04% 1 1 1
-7.91% -3.77% -4.81% -3.98% 1 1 1
1.05% -7.25% -4.57% -6.83% 0 1 1
3.03% 9.51% 3.78% 9.19% 0 0 0
2.56% 0.38% -5.91% 0.49% 0 0 1
-6.09% -10.53% -5.48% -10.31% 1 1 1
3.70% -4.57% -3.00% -4.15% 0 1 1
-4.86% -18.16% 0.45% -17.49% 1 1 0
2.10% -9.29% -3.43% -8.72% 0 1 1
22.82% 3.67% 4.81% 4.63% 0 0 0
1.89% 5.52% 1.94% 5.34% 0 0 0
-12.78% -10.50% -6.09% -10.62% 1 1 1
10.45% -6.54% 7.51% -5.69% 0 1 0
-0.96% -9.23% -1.85% -8.82% 1 1 1
-1.06% 0.63% 0.44% 0.55% 1 0 0
11.31% 5.52% 1.80% 5.81% 0 0 0
-0.34% -9.30% -4.34% -8.85% 1 1 1
-9.81% -18.39% -3.03% -17.96% 1 1 1
1.24% -20.71% -2.23% -19.62% 0 1 1
-0.24% -0.81% -0.57% -0.79% 1 1 1
6.56% -9.41% 0.70% -8.61% 0 1 0
5.12% 7.10% 4.44% 7.00% 0 0 0
2.66% 7.78% 0.28% 7.53% 0 0 0
4.99% 27.93% 3.96% 26.79% 0 0 0
1.20% 5.73% 2.99% 5.50% 0 0 0
-5.41% 2.73% -2.71% 2.33% 1 0 1
-0.04% 4.80% 0.31% 4.56% 1 0 0
-9.48% -6.48% -3.66% -6.63% 1 1 1
-0.83% -0.38% 2.27% -0.40% 1 1 0
-7.59% -13.98% -5.09% -13.66% 1 1 1
3.39% 2.95% 4.05% 2.97% 0 0 0
7.67% 4.71% 1.38% 4.86% 0 0 0
4.86% 7.74% 3.04% 7.59% 0 0 0
-2.01% -12.26% -1.38% -11.75% 1 1 1
-0.42% -0.87% 0.02% -0.85% 1 1 0
-3.41% -12.23% -0.70% -11.79% 1 1 1
0.38% -1.31% 1.00% -1.22% 0 1 0
-2.41% 2.60% -0.20% 2.35% 1 0 1
4.96% -2.07% 0.13% -1.72% 0 1 0
7.01% 6.15% 2.72% 6.19% 0 0 0
3.42% 6.15% 2.21% 6.01% 0 0 0
5.33% 9.39% 1.75% 9.19% 0 0 0
4.55% 12.46% -0.13% 12.06% 0 0 1
2.59% 5.56% 2.92% 5.41% 0 0 0
-2.07% -2.36% -1.72% -2.35% 1 1 1
3.60% 1.16% 1.89% 1.28% 0 0 0
-0.76% 3.88% -1.20% 3.65% 1 0 1
0.65% 1.66% 2.99% 1.61% 0 0 0
-3.53% -8.73% -0.85% -8.47% 1 1 1
-0.61% 1.60% 1.73% 1.49% 1 0 0
1.15% -5.68% -3.16% -5.33% 0 1 1
-2.54% -5.35% -2.19% -5.21% 1 1 1
-4.36% -12.71% -2.90% -12.29% 1 1 1
2.59% 9.34% 1.96% 9.01% 0 0 0
5.36% 1.82% 2.92% 1.99% 0 0 0
0.45% 0.58% -2.22% 0.57% 0 0 1
-11.14% 9.07% -0.66% 8.06% 1 0 1
-4.62% -12.22% -3.96% -11.84% 1 1 1
-0.80% 1.32% -0.22% 1.21% 1 0 1
0.82% 3.20% 1.32% 3.08% 0 0 0
-7.22% -4.52% -0.45% -4.65% 1 1 1
11.77% -17.78% -3.48% -16.30% 0 1 1
-0.99% -3.08% -2.93% -2.97% 1 1 1
8.10% 5.09% 6.12% 5.24% 0 0 0
3.17% -3.28% 2.07% -2.96% 0 1 0
3.88% 7.92% 2.07% 7.72% 0 0 0
2.68% -0.35% 0.61% -0.20% 0 1 0
-3.14% 0.59% 0.11% 0.40% 1 0 0
-2.82% 1.24% 0.42% 1.03% 1 0 0
3.74% 3.05% 2.53% 3.08% 0 0 0
2.85% -1.22% 0.93% -1.01% 0 1 0
-0.19% -2.46% -0.15% -2.35% 1 1 1
-2.88% -5.36% -3.57% -5.24% 1 1 1
3.54% -8.99% 2.77% -8.37% 0 1 0
-2.10% -3.95% 1.96% -3.85% 1 1 0
16.43% -15.50% 0.67% -13.90% 0 1 0
-1.23% 1.67% 0.84% 1.53% 1 0 0
-0.80% 2.13% 2.01% 1.98% 1 0 0
3.74% 2.40% -1.63% 2.47% 0 0 1
-0.28% -4.91% 1.12% -4.68% 1 1 0
5.74% 4.57% 1.45% 4.63% 0 0 0
-2.58% -15.31% -1.45% -14.67% 1 1 1
-0.04% -7.79% -0.97% -7.40% 1 1 1
3.38% 3.50% 2.54% 3.50% 0 0 0
-3.56% 2.02% -0.57% 1.74% 1 0 1
4.43% -7.23% -1.08% -6.65% 0 1 1
-0.21% -0.84% -0.27% -0.81% 1 1 1
ORTAFOLIO

= T / 6 * ( As^2 + K^2 / 4)
Existe el 10% de probabilidad de perder minimamente , 2,04% y 1,71% respectivamente
Existe el 5% de probabilidad de perder =6,48%, 2,95% y 2,53% respectivamente
Existe 1% de probabilidad de perder 12, 4,7 y 4,6 puntos de rentabilidad.
La perdida promedio con el 10% de probabilidad es del 4,26%

ortafolio por encima de

PORTAFOLIO-p<0
1
0
1
0
1
1
1
1
0
0
0
1
0
0
0
1
0
1
1
1
0
1
0
1
1
1
0
0
0
1
0
0
1
1
0
0
0
0
0
0
0
0
0
0
0
0
1
0
1
1
0
1
0
0
1
1
0
1
0
0
0
0
0
1
0
0
1
1
0
0
0
0
0
1
1
0
1
0
0
0
1
1
0
1
0
0
0
0
0
1
0
0
1
0
1
0
1
1
1
1
0
1
1
0
0
0
1
1
1
1
1
0
1
0
0
0
0
1
1
1
0
0
0
1
0
0
1
0
0
1
0
0
0
0
0
1
0
1
1
1
1
0
1
1
0
1
1
0
1
1
1
0
1
0
0
0
1
1
1
1
1
1
1
0
1
1
1
0
1
0
1
0
0
1
0
1
1
1
0
0
1
1
1
1
0
0
1
1
1
0
0
1
1
1
1
1
0
0
0
0
0
0
1
1
1
0
0
0
1
1
1
1
0
1
0
0
0
0
0
1
0
0
0
1
0
1
1
1
0
0
0
0
1
0
0
1
1
1
0
1
0
1
0
0
0
1
1
1
1
1
1
0
0
0
1
0
1
1
0
0
1
1

ectivamente
4/1/2019 365.49 18.33 7,938.69 -4.0% -2.7% 0.6% -2.8%
4/8/2019 351.14 17.85 7,984.16 2.6% 2.1% 0.2% 2.1%
4/15/2019 360.35 18.22 7,998.06 3.9% -15.0% 1.8% -13.2%
4/22/2019 374.85 15.68 8,146.40 2.7% 8.1% 0.2% 7.6%
4/29/2019 385.03 17.00 8,164.00 -6.4% -6.3% -3.1% -6.3%
5/6/2019 361.04 15.97 7,916.94 -1.8% -12.7% -1.3% -11.6%
5/13/2019 354.45 14.07 7,816.28 0.0% -10.2% -2.3% -9.2%
5/20/2019 354.39 12.71 7,637.01 -3.2% -2.9% -2.4% -2.9%
5/27/2019 343.28 12.34 7,453.15 5.0% 9.9% 3.8% 9.5%
6/3/2019 360.87 13.63 7,742.10 -6.0% 5.0% 0.7% 3.9%
6/10/2019 339.73 14.33 7,796.66 8.3% 3.2% 3.0% 3.7%
6/17/2019 369.21 14.79 8,031.71 -0.5% 0.7% -0.3% 0.6%
6/24/2019 367.32 14.90 8,006.24 3.5% 4.2% 1.9% 4.2%
7/1/2019 380.55 15.54 8,161.79 -1.9% 5.0% 1.0% 4.3%
7/8/2019 373.25 16.34 8,244.14 -16.9% 5.2% -1.2% 3.1%
7/15/2019 315.10 17.21 8,146.49 6.4% -12.4% 2.2% -10.6%
7/22/2019 335.78 15.20 8,330.21 -5.2% 2.7% -4.0% 2.0%
7/29/2019 318.83 15.62 8,004.07 -3.2% 0.3% -0.6% 0.0%
8/5/2019 308.93 15.67 7,959.14 -2.0% -6.6% -0.8% -6.2%
8/12/2019 302.80 14.66 7,895.99 -3.8% -4.0% -1.8% -3.9%
8/19/2019 291.44 14.09 7,751.77 0.8% 6.5% 2.7% 6.0%
8/26/2019 293.75 15.04 7,962.88 -1.2% 0.8% 1.7% 0.6%
9/2/2019 290.17 15.16 8,103.07 1.4% 7.5% 0.9% 6.9%
9/9/2019 294.15 16.35 8,176.71 -8.3% -1.9% -0.7% -2.5%
9/16/2019 270.75 16.04 8,117.67 -2.9% 0.6% -2.2% 0.3%
9/23/2019 263.08 16.14 7,939.63 3.6% -4.5% 0.5% -3.7%
9/30/2019 272.79 15.43 7,982.47 3.6% 6.9% 0.9% 6.6%
10/7/2019 282.93 16.53 8,057.04 -2.7% 3.6% 0.4% 3.0%
10/14/2019 275.30 17.13 8,089.54 0.6% 24.5% 1.9% 22.2%
10/21/2019 276.82 21.88 8,243.12 3.5% -4.6% 1.7% -3.8%
10/28/2019 286.81 20.89 8,386.40 1.6% 7.3% 1.1% 6.8%
11/4/2019 291.57 22.48 8,475.31 1.2% 4.4% 0.8% 4.1%
11/11/2019 295.03 23.48 8,540.83 5.1% -5.6% -0.2% -4.6%
11/18/2019 310.48 22.20 8,519.88 1.3% -0.9% 1.7% -0.7%
11/25/2019 314.66 22.00 8,665.47 -2.4% 1.8% -0.1% 1.4%
12/2/2019 307.35 22.39 8,656.53 -2.9% 6.5% 0.9% 5.6%
12/9/2019 298.50 23.89 8,734.88 12.1% 12.4% 2.2% 12.3%
12/16/2019 336.90 27.04 8,924.96 -2.3% 5.9% 0.9% 5.1%
12/23/2019 329.09 28.69 9,006.62 -1.0% 2.9% 0.2% 2.5%
12/30/2019 325.90 29.53 9,020.77 1.0% 7.6% 1.7% 7.0%
1/6/2020 329.05 31.88 9,178.86 3.2% 6.5% 2.3% 6.2%
1/13/2020 339.67 34.03 9,388.94 3.9% 10.1% -0.8% 9.5%
1/20/2020 353.16 37.65 9,314.91 -2.3% 14.1% -1.8% 12.6%
1/27/2020 345.09 43.37 9,150.94 6.1% 14.0% 4.0% 13.2%
2/3/2020 366.77 49.87 9,520.51 3.6% 6.7% 2.2% 6.4%
2/10/2020 380.40 53.34 9,731.18 -0.1% 11.9% -1.6% 10.7%
2/17/2020 380.07 60.07 9,576.59 -2.9% -29.9% -11.1% -27.3%
2/24/2020 369.03 44.53 8,567.37 0.0% 5.2% 0.1% 4.7%
3/2/2020 368.97 46.90 8,575.62 -9.3% -25.2% -8.5% -23.7%
3/9/2020 336.30 36.44 7,874.88 -1.0% -24.6% -13.5% -22.3%
3/16/2020 332.83 28.50 6,879.52 7.0% 18.5% 8.7% 17.4%
3/23/2020 357.12 34.29 7,502.38 1.3% -6.9% -1.7% -6.1%
3/30/2020 361.76 32.00 7,373.08 2.4% 17.7% 10.1% 16.2%
4/6/2020 370.72 38.20 8,153.58 13.2% 27.4% 5.9% 26.1%
4/13/2020 422.96 50.26 8,650.14 0.5% -3.9% -0.2% -3.5%
4/20/2020 424.99 48.34 8,634.52 -2.3% -3.3% -0.3% -3.2%
4/27/2020 415.27 46.75 8,604.95 4.8% 15.6% 5.8% 14.5%
5/4/2020 435.55 54.63 9,121.32 4.2% -2.5% -1.2% -1.9%
5/11/2020 454.19 53.28 9,014.56 -5.6% 2.2% 3.4% 1.4%
5/18/2020 429.32 54.46 9,324.59 -2.3% 2.2% 1.8% 1.8%
5/25/2020 419.73 55.67 9,489.87 0.0% 5.9% 3.4% 5.3%
6/1/2020 419.60 59.04 9,814.08 -0.4% 5.5% -2.3% 4.9%
6/8/2020 418.07 62.35 9,588.81 8.2% 6.8% 3.7% 6.9%
6/15/2020 453.72 66.73 9,946.12 -2.3% -4.2% -1.9% -4.0%
6/22/2020 443.40 63.98 9,757.22 7.3% 23.1% 4.5% 21.5%
6/29/2020 476.89 80.58 10,207.63 14.0% 24.5% 3.9% 23.5%
7/6/2020 548.73 102.98 10,617.44 -10.7% -2.9% -1.1% -3.6%
7/13/2020 492.99 100.06 10,503.19 -2.6% -5.7% -1.3% -5.4%
7/20/2020 480.45 94.47 10,363.18 1.7% 1.0% 3.6% 1.0%
7/27/2020 488.88 95.38 10,745.27 1.2% 1.5% 2.4% 1.5%
8/3/2020 494.73 96.85 11,010.98 -2.5% 12.8% 0.1% 11.3%
8/10/2020 482.68 110.05 11,019.30 2.0% 21.7% 2.6% 19.8%
8/17/2020 492.31 136.67 11,311.80 6.2% 7.7% 3.3% 7.5%
8/24/2020 523.89 147.56 11,695.63 -1.5% -5.7% -3.3% -5.3%
8/31/2020 516.05 139.44 11,313.13 -6.8% -11.5% -4.1% -11.1%
9/7/2020 482.03 124.24 10,853.55 -2.5% 17.1% -0.6% 15.2%
9/14/2020 469.96 147.38 10,793.28 2.7% -8.2% 1.1% -7.2%
9/21/2020 482.88 135.78 10,913.56 4.1% 1.9% 1.5% 2.1%
9/28/2020 503.06 138.36 11,075.02 7.0% 4.5% 4.5% 4.7%
10/5/2020 539.44 144.67 11,579.94 -1.6% 1.3% 0.8% 1.0%
10/12/2020 530.79 146.56 11,671.56 -8.3% -4.4% -1.1% -4.8%
10/19/2020 488.28 140.21 11,548.28 -2.6% -8.1% -5.7% -7.5%
10/26/2020 475.74 129.35 10,911.59 7.9% 10.3% 8.6% 10.0%
11/2/2020 514.73 143.32 11,895.23 -6.4% -5.1% -0.6% -5.2%
11/9/2020 482.84 136.17 11,829.29 1.1% 18.1% 0.2% 16.5%
11/16/2020 488.24 163.20 11,854.97 0.6% 17.9% 2.9% 16.3%
11/23/2020 491.36 195.25 12,205.85 1.4% 2.2% 2.1% 2.2%
11/30/2020 498.31 199.68 12,464.23 1.0% 1.8% -0.7% 1.7%
12/7/2020 503.22 203.33 12,377.87 6.0% 13.0% 3.0% 12.4%
12/14/2020 534.45 231.67 12,755.64 -3.9% -4.9% 0.4% -4.8%
12/21/2020 513.97 220.59 12,804.73 5.1% 6.4% 0.7% 6.3%
12/28/2020 540.73 235.22 12,888.28 -5.8% 22.1% 2.4% 19.4%
1/4/2021 510.40 293.34 13,201.98 -2.5% -6.3% -1.6% -5.9%
1/11/2021 497.98 275.39 12,998.50 12.7% 2.4% 4.1% 3.4%
1/18/2021 565.17 282.21 13,543.06 -6.0% -6.5% -3.6% -6.4%
1/25/2021 532.39 264.51 13,070.69 3.4% 7.1% 5.8% 6.8%
2/1/2021 550.79 284.08 13,856.30 1.0% -4.3% 1.7% -3.8%
2/8/2021 556.52 272.04 14,095.47 -3.0% -4.4% -1.6% -4.2%
2/15/2021 540.22 260.43 13,874.46 -0.3% -14.6% -5.0% -13.2%
2/22/2021 538.85 225.17 13,192.35 -4.3% -12.2% -2.1% -11.4%
3/1/2021 516.39 199.32 12,920.15 0.3% 14.9% 3.0% 13.5%
3/8/2021 518.02 231.24 13,319.86 -1.1% -5.8% -0.8% -5.3%
3/15/2021 512.18 218.29 13,215.24 -0.8% -5.7% -0.6% -5.2%
3/22/2021 508.05 206.24 13,138.73 6.0% 6.7% 2.6% 6.7%
3/29/2021 539.42 220.58 13,480.11 2.9% 2.3% 3.1% 2.3%
4/5/2021 555.31 225.67 13,900.19 -1.6% 8.9% 1.1% 7.9%
4/12/2021 546.54 246.59 14,052.34 -7.8% -1.4% -0.3% -2.0%
4/19/2021 505.55 243.13 14,016.81 1.6% -2.8% -0.4% -2.4%
4/26/2021 513.47 236.48 13,962.68 -1.9% -5.4% -1.5% -5.0%
5/3/2021 503.84 224.12 13,752.24 -2.1% -13.1% -2.4% -12.1%
5/10/2021 493.37 196.58 13,429.98 0.9% -1.5% 0.3% -1.3%
5/17/2021 497.89 193.63 13,470.99 1.0% 7.4% 2.0% 6.7%
5/24/2021 502.81 208.41 13,748.74 -1.6% -4.3% 0.5% -4.0%
5/31/2021 494.74 199.68 13,814.49 -1.2% 1.8% 1.8% 1.5%
6/7/2021 488.77 203.30 14,069.42 2.4% 2.2% -0.3% 2.2%
6/14/2021 500.77 207.77 14,030.38 5.1% 7.5% 2.3% 7.3%
6/21/2021 527.07 223.96 14,360.39 1.3% 1.0% 1.9% 1.1%
6/28/2021 533.98 226.30 14,639.33 0.4% -3.3% 0.4% -2.9%
7/5/2021 535.98 218.98 14,701.92 -1.1% -2.0% -1.9% -1.9%
7/12/2021 530.31 214.74 14,427.24 -2.8% -0.1% 2.8% -0.4%
7/19/2021 515.41 214.46 14,836.99 0.4% 6.6% -1.1% 6.0%
7/26/2021 517.57 229.07 14,672.68 0.6% 1.7% 1.1% 1.6%
8/2/2021 520.55 233.03 14,835.76 -0.9% 2.6% -0.1% 2.2%
8/9/2021 515.92 239.06 14,822.90 5.8% -5.3% -0.7% -4.2%
8/16/2021 546.88 226.75 14,714.66 2.2% 4.5% 2.8% 4.3%
8/23/2021 558.92 237.31 15,129.50 5.5% 3.0% 1.5% 3.2%
8/30/2021 590.53 244.52 15,363.52 1.4% 0.4% -1.6% 0.5%
9/6/2021 598.72 245.42 15,115.49 -1.6% 3.1% -0.5% 2.7%
9/13/2021 589.35 253.16 15,043.97 0.5% 1.9% 0.0% 1.8%
9/20/2021 592.39 258.13 15,047.70 3.4% 0.1% -3.2% 0.4%
9/27/2021 613.15 258.41 14,566.70 3.1% 1.3% 0.1% 1.5%
10/4/2021 632.66 261.83 14,579.54 -0.7% 7.1% 2.2% 6.3%
10/11/2021 628.29 281.01 14,897.34 5.6% 7.6% 1.3% 7.4%
10/18/2021 664.78 303.23 15,090.20 3.8% 20.3% 2.7% 18.7%
10/25/2021 690.31 371.33 15,498.39 -6.7% 9.3% 3.0% 7.7%
11/1/2021 645.72 407.36 15,971.59 5.6% -16.8% -0.7% -14.6%
11/8/2021 682.61 344.47 15,860.96 -0.6% 9.6% 1.2% 8.6%
11/15/2021 678.80 379.02 16,057.44 -2.0% -5.0% -3.6% -4.7%
11/22/2021 665.64 360.64 15,491.66 -10.0% -6.4% -2.7% -6.7%
11/29/2021 602.13 338.32 15,085.47 1.6% 0.2% 3.5% 0.3%
12/6/2021 611.66 339.01 15,630.60 -4.2% -8.7% -3.0% -8.2%
12/13/2021 586.73 310.86 15,169.68 4.6% 13.5% 3.1% 12.6%
12/20/2021 614.09 355.67 15,653.37 -1.9% -1.0% -0.1% -1.1%
12/27/2021 602.44 352.26 15,644.97 -10.7% -2.9% -4.6% -3.6%
1/3/2022 541.06 342.32 14,935.90 -2.9% 2.2% -0.3% 1.7%
1/10/2022 525.69 349.87 14,893.75 -28.0% -10.6% -7.9% -12.3%
1/17/2022 397.50 314.63 13,768.92 -3.4% -10.9% 0.0% -10.2%
1/24/2022 384.36 282.12 13,770.57 6.5% 8.7% 2.3% 8.5%
1/31/2022 410.17 307.77 14,098.01 -4.7% -7.1% -2.2% -6.9%
2/7/2022 391.31 286.67 13,791.15 0.0% -0.4% -1.8% -0.3%
2/14/2022 391.29 285.66 13,548.07 -0.1% -5.7% 1.1% -5.1%
2/21/2022 390.80 269.96 13,694.62 -7.7% 3.4% -2.8% 2.4%
2/28/2022 361.73 279.43 13,313.44 -6.1% -5.3% -3.6% -5.3%
3/7/2022 340.32 265.12 12,843.81 11.2% 13.0% 7.9% 12.8%
3/14/2022 380.60 301.80 13,893.84 -1.8% 11.0% 2.0% 9.8%
3/21/2022 373.85 336.88 14,169.30 -0.1% 7.1% 0.6% 6.4%
3/28/2022 373.47 361.53 14,261.50 -4.8% -5.6% -3.9% -5.5%
4/4/2022 355.88 341.83 13,711.00 -4.2% -4.0% -2.7% -4.0%
4/11/2022 341.13 328.33 13,351.08 -45.9% 2.0% -3.9% -2.6%
4/18/2022 215.52 335.02 12,839.29 -12.4% -14.3% -4.0% -14.2%
4/25/2022 190.36 290.25 12,334.64 -5.1% -0.6% -1.6% -1.0%
5/2/2022 180.97 288.55 12,144.66 3.6% -11.8% -2.8% -10.3%
5/9/2022 187.64 256.53 11,805.00 -0.7% -14.8% -3.9% -13.4%
5/16/2022 186.35 221.30 11,354.62 4.6% 13.5% 6.6% 12.6%
5/23/2022 195.19 253.21 12,131.13 1.9% -7.7% -1.0% -6.7%
5/30/2022 198.98 234.52 12,012.73 -8.4% -1.0% -5.8% -1.7%
6/6/2022 182.94 232.23 11,340.02 -4.1% -6.9% -4.9% -6.6%
6/13/2022 175.51 216.76 10,798.35 8.4% 12.5% 7.2% 12.1%
6/20/2022 190.85 245.71 11,607.62 -5.9% -7.8% -4.2% -7.6%
6/27/2022 179.95 227.26 11,127.85 3.8% 9.8% 4.5% 9.3%
7/4/2022 186.98 250.76 11,635.31 1.1% -4.4% -1.6% -3.8%
7/11/2022 189.11 240.07 11,452.42 15.3% 12.6% 3.3% 12.8%
7/18/2022 220.44 272.24 11,834.11 2.0% 8.8% 4.6% 8.1%
7/25/2022 224.90 297.15 12,390.69 0.8% -3.1% 2.1% -2.7%
8/1/2022 226.78 288.17 12,657.55 9.5% 4.0% 3.0% 4.6%
8/8/2022 249.30 300.03 13,047.19 -3.3% -1.1% -2.7% -1.3%
8/15/2022 241.16 296.67 12,705.22 -7.7% -2.9% -4.5% -3.4%
8/22/2022 223.28 288.09 12,141.71 1.3% -6.4% -4.3% -5.7%
8/29/2022 226.11 270.21 11,630.86 3.2% 10.4% 4.1% 9.7%
9/5/2022 233.57 299.68 12,112.31 2.8% 1.2% -5.6% 1.4%
9/12/2022 240.13 303.35 11,448.40 -5.9% -9.7% -5.2% -9.3%
9/19/2022 226.41 275.33 10,867.93 3.9% -3.7% -2.7% -3.0%
9/26/2022 235.44 265.25 10,575.62 -4.6% -17.3% 0.7% -16.1%
10/3/2022 224.75 223.07 10,652.40 2.3% -8.5% -3.2% -7.4%
10/10/2022 230.00 204.99 10,321.39 23.0% 4.5% 5.1% 6.3%
10/17/2022 289.57 214.44 10,859.72 2.1% 6.4% 2.2% 6.0%
10/24/2022 295.72 228.52 11,102.45 -12.6% -9.7% -5.8% -9.9%
10/31/2022 260.79 207.47 10,475.25 10.7% -5.7% 7.8% -4.1%
11/7/2022 290.13 195.97 11,323.33 -0.7% -8.4% -1.6% -7.7%
11/14/2022 287.98 180.19 11,146.06 -0.9% 1.5% 0.7% 1.2%
11/21/2022 285.54 182.86 11,226.36 11.5% 6.4% 2.1% 6.9%
11/28/2022 320.41 194.86 11,461.50 -0.1% -8.5% -4.1% -7.7%
12/5/2022 320.01 179.05 11,004.62 -9.6% -17.5% -2.8% -16.8%
12/12/2022 290.71 150.23 10,705.41 1.5% -19.9% -2.0% -17.8%
12/19/2022 294.96 123.15 10,497.86 0.0% 0.0% -0.3% 0.0%
12/26/2022 294.88 123.18 10,466.48 6.8% -8.6% 1.0% -7.1%
1/2/2023 315.55 113.06 10,569.29 5.3% 7.9% 4.7% 7.7%
1/9/2023 332.82 122.40 11,079.16 2.9% 8.6% 0.6% 8.1%
1/16/2023 342.50 133.42 11,140.43 5.2% 28.8% 4.2% 26.5%
1/23/2023 360.77 177.90 11,621.71 1.4% 6.6% 3.3% 6.1%
1/30/2023 365.90 189.98 12,006.95 -5.2% 3.6% -2.4% 2.7%
2/6/2023 347.36 196.89 11,718.12 0.2% 5.6% 0.6% 5.1%
2/13/2023 347.96 208.31 11,787.27 -9.3% -5.6% -3.4% -6.0%
2/20/2023 317.15 196.88 11,394.94 -0.6% 0.5% 2.5% 0.4%
2/27/2023 315.18 197.79 11,689.01 -7.4% -13.1% -4.8% -12.6%
3/6/2023 292.76 173.44 11,138.89 3.6% 3.8% 4.3% 3.8%
3/13/2023 303.50 180.13 11,630.51 7.9% 5.6% 1.6% 5.8%
3/20/2023 328.39 190.41 11,823.96 5.1% 8.6% 3.3% 8.2%
3/27/2023 345.48 207.46 12,221.91 -1.8% -11.4% -1.1% -10.5%
4/3/2023 339.33 185.06 12,087.96 -0.2% 0.0% 0.3% 0.0%
4/10/2023 338.63 185.00 12,123.47 -3.2% -11.4% -0.4% -10.6%
4/17/2023 327.98 165.08 12,072.46 0.6% -0.5% 1.3% -0.4%
4/24/2023 329.93 164.31 12,226.58 -2.2% 3.4% 0.1% 2.9%
5/1/2023 322.76 170.06 12,235.41 5.2% -1.2% 0.4% -0.6%
5/8/2023 339.89 167.98 12,284.74 7.2% 7.0% 3.0% 7.0%
5/15/2023 365.36 180.14 12,657.90 3.6% 7.0% 2.5% 6.7%
5/22/2023 378.88 193.17 12,975.69 5.5% 10.2% 2.0% 9.8%
5/29/2023 400.47 213.97 13,240.77 4.8% 13.3% 0.1% 12.5%
6/5/2023 420.02 244.40 13,259.14 2.8% 6.4% 3.2% 6.1%
6/12/2023 431.96 260.54 13,689.57 -1.9% -1.5% -1.4% -1.6%
6/19/2023 424.02 256.60 13,492.52 3.8% 2.0% 2.2% 2.2%
6/26/2023 440.49 261.77 13,787.92 -0.5% 4.7% -0.9% 4.2%
7/3/2023 438.10 274.43 13,660.72 0.9% 2.5% 3.3% 2.3%
7/10/2023 441.91 281.38 14,113.70 -3.3% -7.9% -0.6% -7.5%
7/17/2023 427.50 260.02 14,032.81 -0.4% 2.4% 2.0% 2.2%
7/24/2023 425.78 266.44 14,316.66 1.4% -4.8% -2.9% -4.2%
7/31/2023 431.60 253.86 13,909.24 -2.3% -4.5% -1.9% -4.3%
8/7/2023 421.66 242.65 13,644.85 -4.1% -11.9% -2.6% -11.1%
8/14/2023 404.53 215.49 13,290.78 2.8% 10.2% 2.2% 9.5%
8/21/2023 416.03 238.59 13,590.65 5.6% 2.7% 3.2% 2.9%
8/28/2023 439.88 245.01 14,031.81 0.7% 1.4% -1.9% 1.3%
9/4/2023 442.80 248.50 13,761.53 -10.9% 9.9% -0.4% 7.9%
9/11/2023 396.94 274.39 13,708.33 -4.4% -11.4% -3.7% -10.7%
9/18/2023 379.81 244.88 13,211.81 -0.6% 2.2% 0.1% 1.9%
9/25/2023 377.60 250.22 13,219.32 1.0% 4.0% 1.6% 3.7%
10/2/2023 381.51 260.53 13,431.34 -7.0% -3.7% -0.2% -4.0%
10/9/2023 355.68 251.12 13,407.23 12.0% -16.9% -3.2% -14.2%
10/16/2023 400.96 211.99 12,983.81 -0.8% -2.2% -2.7% -2.1%
10/23/2023 397.87 207.30 12,643.01 8.3% 5.9% 6.4% 6.2%
10/30/2023 432.36 219.96 13,478.28 3.4% -2.4% 2.3% -1.9%
11/6/2023 447.24 214.65 13,798.11 4.1% 8.8% 2.3% 8.3%
11/13/2023 465.91 234.30 14,125.48 2.9% 0.5% 0.9% 0.7%
11/20/2023 479.56 235.45 14,250.85 -2.9% 1.4% 0.4% 1.0%
11/27/2023 465.74 238.83 14,305.03 -2.6% 2.1% 0.7% 1.6%
12/4/2023 453.76 243.84 14,403.97 4.0% 3.9% 2.8% 3.9%
12/11/2023 472.06 253.50 14,813.92 3.1% -0.4% 1.2% 0.0%
12/18/2023 486.76 252.54 14,992.97 0.0% -1.6% 0.1% -1.5%
12/25/2023 486.88 248.48 15,011.35 -2.7% -4.5% -3.3% -4.3%
1/1/2024 474.06 237.49 14,524.07 3.7% -8.2% 3.0% -7.0%
1/8/2024 492.16 218.89 14,972.76 -1.9% -3.1% 2.2% -3.0%
1/15/2024 482.95 212.19 15,310.97 16.6% -14.7% 0.9% -11.7%
1/22/2024 570.42 183.25 15,455.36 -1.0% 2.5% 1.1% 2.2%
1/29/2024 564.64 187.91 15,628.95 -0.6% 3.0% 2.3% 2.6%
2/5/2024 561.32 193.57 15,990.66 4.0% 3.2% -1.4% 3.3%
2/12/2024 583.95 199.95 15,775.65 -0.1% -4.1% 1.4% -3.7%
2/19/2024 583.56 191.97 15,996.82 6.0% 5.4% 1.7% 5.5%
2/26/2024 619.34 202.64 16,274.94 -2.4% -14.5% -1.2% -13.3%
3/4/2024 604.82 175.34 16,085.11 0.2% -6.9% -0.7% -6.3%
3/11/2024 605.88 163.57 15,973.17 3.6% 4.3% 2.8% 4.3%
3/18/2024 628.01 170.83 16,428.82 -3.3% 2.9% -0.3% 2.3%
3/25/2024 607.33 175.79 16,379.46 4.6% -6.4% -0.8% -5.3%
4/1/2024 636.18 164.90 16,248.52 0.0% 0.0% 0.0% 0.0%
4/5/2024 636.18 164.90 16,248.52
PORTAFOLIO
T 262 262 262 262
Promedio 0.21% 0.84% 0.27% 0.78%
Minimo (MIN) -45.92% -29.92% -13.51% -27.33%
P10 = PERCENTIL.EXC -6.02% -10.82% -3.58% -10.26%
P25 -2.55% -5.01% -1.58% -4.59%
Mediana (MEDIANA) 0.25% 1.42% 0.38% 1.30%
P75 3.62% 6.52% 2.23% 6.24%
P90 6.18% 12.23% 3.60% 11.14%
maximo (MAX) 23.03% 28.77% 10.06% 26.51%
rango (MAX-MIN) 68.95% 58.70% 23.58% 53.84%
RIP (P90-P10) 12.20% 23.05% 7.18% 21.40%
RIQ (P75-P25) 6.17% 11.52% 3.81% 10.83%
SDM 4.77% 6.40% 2.27% 5.91%
Confianza 95% 95% 95% 95%
LI (PROM - ERROR) -0.54% -0.27% -0.10% -0.25%
LS (PROM + ERROR) 0.96% 1.94% 0.65% 1.80%
CVaR10 Hist 11.06% 15.38% 5.40% 14.10%
CVaR5 Hist 14.98% 18.59% 6.81% 16.93%
CVaR1 Hist 36.94% 27.58% 12.32% 25.52%
VaR5 Param 10.21% 14.99% 5.13% 13.89%
VaR1 Param 14.48% 21.25% 7.27% 19.70%
BETA (PENDIENTE) 1.12 1.93 1.00 1.85
Ho: BETA = 1
p-valor 24% 0% 0%
Ho: ALFA = 0
p-valor 99% 96%

GMV 76% 24% A)
SDM 67% 33% B)



SORTINO 10% 90% e)
Por cada unidad de riesgo asumido se obtiene un rendimiento de 0,127

-4.22% -3.51% 0.30% -3.58% 1 1 0
2.38% 1.22% -0.10% 1.33% 0 0 1
3.73% -15.86% 1.56% -13.98% 0 1 0
2.47% 7.28% -0.06% 6.82% 0 0 1
-6.64% -7.11% -3.35% -7.07% 1 1 1
-2.05% -13.50% -1.55% -12.40% 1 1 1
-0.23% -11.01% -2.59% -9.97% 1 1 1
-3.40% -3.75% -2.71% -3.72% 1 1 1
4.79% 9.10% 3.53% 8.68% 0 0 0
-6.25% 4.13% 0.43% 3.14% 1 0 0
8.11% 2.34% 2.70% 2.89% 0 0 0
-0.72% -0.12% -0.59% -0.18% 1 1 1
3.33% 3.39% 1.65% 3.38% 0 0 0
-2.15% 4.17% 0.73% 3.57% 1 0 0
-17.15% 4.37% -1.46% 2.30% 1 0 1
6.15% -13.25% 1.96% -11.39% 0 1 0
-5.39% 1.89% -4.27% 1.19% 1 0 1
-3.37% -0.55% -0.84% -0.82% 1 1 1
-2.22% -7.47% -1.07% -6.96% 1 1 1
-4.04% -4.80% -2.12% -4.73% 1 1 1
0.58% 5.67% 2.41% 5.18% 0 0 0
-1.44% -0.03% 1.47% -0.16% 1 1 0
1.15% 6.68% 0.63% 6.15% 0 0 0
-8.50% -2.72% -1.00% -3.28% 1 1 1
-3.09% -0.21% -2.49% -0.49% 1 1 1
3.41% -5.36% 0.26% -4.52% 0 1 0
3.44% 6.03% 0.66% 5.78% 0 0 0
-2.95% 2.75% 0.13% 2.20% 1 0 0
0.34% 23.61% 1.61% 21.38% 0 0 0
3.33% -5.46% 1.45% -4.62% 0 1 0
1.43% 6.49% 0.78% 6.01% 0 0 0
0.97% 3.52% 0.50% 3.28% 0 0 0
4.89% -6.42% -0.52% -5.34% 0 1 1
1.13% -1.77% 1.42% -1.50% 0 1 0
-2.56% 0.95% -0.38% 0.61% 1 0 1
-3.13% 5.65% 0.63% 4.80% 1 0 0
11.89% 11.53% 1.88% 11.57% 0 0 0
-2.56% 5.09% 0.64% 4.36% 1 0 0
-1.19% 2.05% -0.12% 1.74% 1 0 1
0.75% 6.79% 1.46% 6.21% 0 0 0
2.96% 5.71% 1.99% 5.44% 0 0 0
3.68% 9.27% -1.06% 8.74% 0 0 1
-2.52% 13.30% -2.05% 11.78% 1 0 1
5.88% 13.13% 3.69% 12.43% 0 0 0
3.44% 5.88% 1.92% 5.64% 0 0 0
-0.30% 11.05% -1.87% 9.96% 1 0 1
-3.16% -30.76% -11.41% -28.11% 1 1 1
-0.23% 4.34% -0.18% 3.90% 1 0 1
-9.48% -26.07% -8.80% -24.48% 1 1 1
-1.25% -25.41% -13.79% -23.09% 1 1 1
6.83% 17.65% 8.39% 16.61% 0 0 0
1.08% -7.75% -2.01% -6.90% 0 1 1
2.24% 16.87% 9.79% 15.46% 0 0 0
12.97% 26.60% 5.64% 25.29% 0 0 0
0.27% -4.73% -0.45% -4.25% 0 1 1
-2.53% -4.18% -0.62% -4.02% 1 1 1
4.56% 14.72% 5.55% 13.75% 0 0 0
3.98% -3.34% -1.45% -2.64% 0 1 1
-5.84% 1.35% 3.11% 0.66% 1 0 0
-2.47% 1.36% 1.48% 0.99% 1 0 0
-0.24% 5.05% 3.09% 4.54% 1 0 0
-0.58% 4.61% -2.60% 4.11% 1 0 1
7.97% 5.94% 3.39% 6.14% 0 0 0
-2.51% -5.04% -2.19% -4.80% 1 1 1
7.07% 22.22% 4.24% 20.77% 0 0 0
13.82% 23.69% 3.66% 22.74% 0 0 0
-10.92% -3.72% -1.36% -4.41% 1 1 1
-2.79% -6.59% -1.62% -6.22% 1 1 1
1.53% 0.13% 3.35% 0.26% 0 0 0
0.98% 0.68% 2.17% 0.71% 0 0 0
-2.68% 11.94% -0.20% 10.54% 1 0 1
1.76% 20.82% 2.35% 18.99% 0 0 0
6.01% 6.83% 3.06% 6.75% 0 0 0
-1.72% -6.50% -3.60% -6.04% 1 1 1
-7.03% -12.38% -4.42% -11.87% 1 1 1
-2.75% 16.24% -0.83% 14.42% 1 0 1
2.50% -9.04% 0.83% -7.93% 0 1 0
3.88% 1.05% 1.20% 1.32% 0 0 0
6.77% 3.62% 4.18% 3.92% 0 0 0
-1.83% 0.46% 0.51% 0.24% 1 0 0
-8.56% -5.27% -1.34% -5.58% 1 1 1
-2.81% -8.90% -5.94% -8.32% 1 1 1
7.67% 9.42% 8.36% 9.25% 0 0 0
-6.61% -5.96% -0.83% -6.02% 1 1 1
0.90% 17.27% -0.06% 15.70% 0 0 1
0.43% 17.09% 2.64% 15.49% 0 0 0
1.19% 1.40% 1.82% 1.38% 0 0 0
0.77% 0.97% -0.97% 0.95% 0 0 1
5.81% 12.21% 2.73% 11.59% 0 0 0
-4.12% -5.74% 0.11% -5.58% 1 1 0
4.86% 5.58% 0.38% 5.52% 0 0 0
-5.98% 21.24% 2.13% 18.63% 1 0 0
-2.68% -7.15% -1.83% -6.72% 1 1 1
12.45% 1.61% 3.83% 2.65% 0 0 0
-6.19% -7.32% -3.82% -7.21% 1 1 1
3.19% 6.30% 5.56% 6.00% 0 0 0
0.82% -5.17% 1.44% -4.59% 0 1 0
-3.18% -5.20% -1.85% -5.01% 1 1 1
-0.47% -15.39% -5.31% -13.96% 1 1 1
-4.47% -13.03% -2.36% -12.21% 1 1 1
0.10% 14.02% 2.77% 12.68% 0 0 0
-1.35% -6.60% -1.06% -6.10% 1 1 1
-1.02% -6.52% -0.85% -5.99% 1 1 1
5.78% 5.89% 2.29% 5.88% 0 0 0
2.69% 1.44% 2.80% 1.56% 0 0 0
-1.80% 8.03% 0.82% 7.08% 1 0 0
-8.01% -2.25% -0.53% -2.80% 1 1 1
1.34% -3.61% -0.66% -3.14% 0 1 1
-2.10% -6.21% -1.79% -5.81% 1 1 1
-2.31% -13.95% -2.64% -12.83% 1 1 1
0.70% -2.35% 0.03% -2.06% 0 1 0
0.77% 6.52% 1.77% 5.97% 0 0 0
-1.83% -5.11% 0.20% -4.80% 1 1 0
-1.43% 0.95% 1.56% 0.73% 1 0 0
2.21% 1.34% -0.55% 1.42% 0 0 1
4.91% 6.66% 2.05% 6.50% 0 0 0
1.09% 0.20% 1.65% 0.29% 0 0 0
0.16% -4.13% 0.15% -3.71% 0 1 0
-1.28% -2.80% -2.16% -2.65% 1 1 1
-3.06% -0.97% 2.53% -1.17% 1 1 0
0.21% 5.75% -1.39% 5.22% 0 0 1
0.36% 0.88% 0.83% 0.83% 0 0 0
-1.10% 1.71% -0.36% 1.44% 1 0 1
5.62% -6.12% -1.01% -5.00% 0 1 1
1.97% 3.71% 2.51% 3.54% 0 0 0
5.29% 2.16% 1.26% 2.46% 0 0 0
1.17% -0.47% -1.90% -0.31% 0 1 1
-1.79% 2.27% -0.75% 1.88% 1 0 1
0.30% 1.10% -0.25% 1.03% 0 0 1
3.23% -0.73% -3.52% -0.35% 0 1 1
2.92% 0.48% -0.19% 0.71% 0 0 1
-0.90% 6.23% 1.88% 5.55% 1 0 0
5.43% 6.77% 1.01% 6.64% 0 0 0
3.56% 19.42% 2.40% 17.90% 0 0 0
-6.89% 8.42% 2.73% 6.95% 1 0 0
5.34% -17.61% -0.97% -15.40% 0 1 1
-0.77% 8.72% 0.96% 7.81% 1 0 0
-2.17% -5.81% -3.86% -5.46% 1 1 1
-10.24% -7.23% -2.93% -7.52% 1 1 1
1.36% -0.64% 3.28% -0.44% 0 1 0
-4.37% -9.51% -3.27% -9.02% 1 1 1
4.35% 12.63% 2.87% 11.83% 0 0 0
-2.13% -1.80% -0.33% -1.83% 1 1 1
-10.96% -3.70% -4.91% -4.40% 1 1 1
-3.09% 1.34% -0.56% 0.92% 1 0 1
-28.16% -11.45% -8.13% -13.06% 1 1 1
-3.57% -11.75% -0.26% -10.96% 1 1 1
6.29% 7.87% 2.08% 7.71% 0 0 0
-4.92% -7.94% -2.47% -7.65% 1 1 1
-0.22% -1.19% -2.05% -1.10% 1 1 1
-0.34% -6.49% 0.80% -5.90% 1 1 0
-7.94% 2.61% -3.10% 1.60% 1 0 1
-6.31% -6.10% -3.86% -6.12% 1 1 1
10.97% 12.12% 7.58% 12.01% 0 0 0
-2.00% 10.16% 1.69% 8.99% 1 0 0
-0.31% 6.22% 0.38% 5.60% 1 0 0
-5.04% -6.44% -4.21% -6.31% 1 1 1
-4.44% -4.87% -2.93% -4.83% 1 1 1
-46.13% 1.18% -4.18% -3.36% 1 0 1
-12.63% -15.18% -4.28% -14.94% 1 1 1
-5.27% -1.43% -1.83% -1.80% 1 1 1
3.41% -12.60% -3.11% -11.06% 0 1 1
-0.90% -15.61% -4.16% -14.20% 1 1 1
4.42% 12.63% 6.34% 11.84% 0 0 0
1.71% -8.51% -1.25% -7.53% 0 1 1
-8.62% -1.82% -6.04% -2.47% 1 1 1
-4.36% -7.73% -5.17% -7.41% 1 1 1
8.17% 11.70% 6.95% 11.36% 0 0 0
-6.09% -8.64% -4.49% -8.40% 1 1 1
3.62% 9.00% 4.19% 8.49% 0 0 0
0.92% -5.20% -1.86% -4.61% 0 1 1
15.12% 11.74% 3.01% 12.06% 0 0 0
1.79% 7.92% 4.32% 7.33% 0 0 0
0.62% -3.91% 1.86% -3.47% 0 1 0
9.26% 3.19% 2.76% 3.78% 0 0 0
-3.53% -1.97% -2.93% -2.12% 1 1 1
-7.91% -3.77% -4.81% -4.17% 1 1 1
1.05% -7.25% -4.57% -6.45% 0 1 1
3.03% 9.51% 3.78% 8.89% 0 0 0
2.56% 0.38% -5.91% 0.59% 0 0 1
-6.09% -10.53% -5.48% -10.10% 1 1 1
3.70% -4.57% -3.00% -3.77% 0 1 1
-4.86% -18.16% 0.45% -16.88% 1 1 0
2.10% -9.29% -3.43% -8.20% 0 1 1
22.82% 3.67% 4.81% 5.51% 0 0 0
1.89% 5.52% 1.94% 5.17% 0 0 0
-12.78% -10.50% -6.09% -10.72% 1 1 1
10.45% -6.54% 7.51% -4.91% 0 1 0
-0.96% -9.23% -1.85% -8.44% 1 1 1
-1.06% 0.63% 0.44% 0.47% 1 0 0
11.31% 5.52% 1.80% 6.07% 0 0 0
-0.34% -9.30% -4.34% -8.44% 1 1 1
-9.81% -18.39% -3.03% -17.57% 1 1 1
1.24% -20.71% -2.23% -18.61% 0 1 1
-0.24% -0.81% -0.57% -0.76% 1 1 1
6.56% -9.41% 0.70% -7.88% 0 1 0
5.12% 7.10% 4.44% 6.91% 0 0 0
2.66% 7.78% 0.28% 7.29% 0 0 0
4.99% 27.93% 3.96% 25.73% 0 0 0
1.20% 5.73% 2.99% 5.30% 0 0 0
-5.41% 2.73% -2.71% 1.95% 1 0 1
-0.04% 4.80% 0.31% 4.34% 1 0 0
-9.48% -6.48% -3.66% -6.77% 1 1 1
-0.83% -0.38% 2.27% -0.42% 1 1 0
-7.59% -13.98% -5.09% -13.36% 1 1 1
3.39% 2.95% 4.05% 2.99% 0 0 0
7.67% 4.71% 1.38% 5.00% 0 0 0
4.86% 7.74% 3.04% 7.46% 0 0 0
-2.01% -12.26% -1.38% -11.28% 1 1 1
-0.42% -0.87% 0.02% -0.83% 1 1 0
-3.41% -12.23% -0.70% -11.38% 1 1 1
0.38% -1.31% 1.00% -1.14% 0 1 0
-2.41% 2.60% -0.20% 2.12% 1 0 1
4.96% -2.07% 0.13% -1.39% 0 1 0
7.01% 6.15% 2.72% 6.23% 0 0 0
3.42% 6.15% 2.21% 5.88% 0 0 0
5.33% 9.39% 1.75% 9.00% 0 0 0
4.55% 12.46% -0.13% 11.70% 0 0 1
2.59% 5.56% 2.92% 5.27% 0 0 0
-2.07% -2.36% -1.72% -2.33% 1 1 1
3.60% 1.16% 1.89% 1.39% 0 0 0
-0.76% 3.88% -1.20% 3.44% 1 0 1
0.65% 1.66% 2.99% 1.57% 0 0 0
-3.53% -8.73% -0.85% -8.23% 1 1 1
-0.61% 1.60% 1.73% 1.39% 1 0 0
1.15% -5.68% -3.16% -5.02% 0 1 1
-2.54% -5.35% -2.19% -5.08% 1 1 1
-4.36% -12.71% -2.90% -11.91% 1 1 1
2.59% 9.34% 1.96% 8.70% 0 0 0
5.36% 1.82% 2.92% 2.16% 0 0 0
0.45% 0.58% -2.22% 0.56% 0 0 1
-11.14% 9.07% -0.66% 7.13% 1 0 1
-4.62% -12.22% -3.96% -11.49% 1 1 1
-0.80% 1.32% -0.22% 1.12% 1 0 1
0.82% 3.20% 1.32% 2.97% 0 0 0
-7.22% -4.52% -0.45% -4.78% 1 1 1
11.77% -17.78% -3.48% -14.94% 0 1 1
-0.99% -3.08% -2.93% -2.88% 1 1 1
8.10% 5.09% 6.12% 5.38% 0 0 0
3.17% -3.28% 2.07% -2.66% 0 1 0
3.88% 7.92% 2.07% 7.53% 0 0 0
2.68% -0.35% 0.61% -0.06% 0 1 0
-3.14% 0.59% 0.11% 0.23% 1 0 0
-2.82% 1.24% 0.42% 0.85% 1 0 0
3.74% 3.05% 2.53% 3.11% 0 0 0
2.85% -1.22% 0.93% -0.83% 0 1 0
-0.19% -2.46% -0.15% -2.24% 1 1 1
-2.88% -5.36% -3.57% -5.12% 1 1 1
3.54% -8.99% 2.77% -7.79% 0 1 0
-2.10% -3.95% 1.96% -3.77% 1 1 0
16.43% -15.50% 0.67% -12.44% 0 1 0
-1.23% 1.67% 0.84% 1.39% 1 0 0
-0.80% 2.13% 2.01% 1.85% 1 0 0
3.74% 2.40% -1.63% 2.53% 0 0 1
-0.28% -4.91% 1.12% -4.47% 1 1 0
5.74% 4.57% 1.45% 4.68% 0 0 0
-2.58% -15.31% -1.45% -14.09% 1 1 1
-0.04% -7.79% -0.97% -7.04% 1 1 1
3.38% 3.50% 2.54% 3.49% 0 0 0
-3.56% 2.02% -0.57% 1.49% 1 0 1
4.43% -7.23% -1.08% -6.11% 0 1 1
-0.21% -0.84% -0.27% -0.78% 1 1 1
ORTAFOLIO

= T / 6 * ( As^2 + K^2 / 4)

PORTAFOLIO-p<0
1
0
1
0
1
1
1
1
0
0
0
1
0
0
0
1
0
1
1
1
0
1
0
1
1
1
0
0
0
1
0
0
1
1
0
0
0
0
0
0
0
0
0
0
0
0
1
0
1
1
0
1
0
0
1
1
0
1
0
0
0
0
0
1
0
0
1
1
0
0
0
0
0
1
1
0
1
0
0
0
1
1
0
1
0
0
0
0
0
1
0
0
1
0
1
0
1
1
1
1
0
1
1
0
0
0
1
1
1
1
1
0
1
0
0
0
0
1
1
1
0
0
0
1
0
0
1
0
0
1
0
0
0
0
0
1
0
1
1
1
1
0
1
1
0
1
1
0
1
1
1
0
1
0
0
0
1
1
1
1
1
1
1
0
1
1
1
0
1
0
1
0
0
1
0
1
1
1
0
0
1
1
1
1
0
0
1
1
1
0
0
1
1
1
1
1
0
0
0
0
0
0
1
1
1
0
0
0
1
1
1
1
0
1
0
0
0
0
0
1
0
0
0
1
0
1
1
1
0
0
0
0
1
0
0
1
1
1
0
1
0
1
0
0
0
1
1
1
1
1
1
0
0
0
1
0
1
1
0
0
1
1

ectivamente
4/1/2019 365.49 18.33 7,938.69 -4.0% -2.7% 0.6% -2.7%
4/8/2019 351.14 17.85 7,984.16 2.6% 2.1% 0.2% 2.1%
4/15/2019 360.35 18.22 7,998.06 3.9% -15.0% 1.8% -14.1%
4/22/2019 374.85 15.68 8,146.40 2.7% 8.1% 0.2% 7.8%
4/29/2019 385.03 17.00 8,164.00 -6.4% -6.3% -3.1% -6.3%
5/6/2019 361.04 15.97 7,916.94 -1.8% -12.7% -1.3% -12.1%
5/13/2019 354.45 14.07 7,816.28 0.0% -10.2% -2.3% -9.7%
5/20/2019 354.39 12.71 7,637.01 -3.2% -2.9% -2.4% -2.9%
5/27/2019 343.28 12.34 7,453.15 5.0% 9.9% 3.8% 9.7%
6/3/2019 360.87 13.63 7,742.10 -6.0% 5.0% 0.7% 4.4%
6/10/2019 339.73 14.33 7,796.66 8.3% 3.2% 3.0% 3.4%
6/17/2019 369.21 14.79 8,031.71 -0.5% 0.7% -0.3% 0.7%
6/24/2019 367.32 14.90 8,006.24 3.5% 4.2% 1.9% 4.2%
7/1/2019 380.55 15.54 8,161.79 -1.9% 5.0% 1.0% 4.7%
7/8/2019 373.25 16.34 8,244.14 -16.9% 5.2% -1.2% 4.1%
7/15/2019 315.10 17.21 8,146.49 6.4% -12.4% 2.2% -11.5%
7/22/2019 335.78 15.20 8,330.21 -5.2% 2.7% -4.0% 2.3%
7/29/2019 318.83 15.62 8,004.07 -3.2% 0.3% -0.6% 0.1%
8/5/2019 308.93 15.67 7,959.14 -2.0% -6.6% -0.8% -6.4%
8/12/2019 302.80 14.66 7,895.99 -3.8% -4.0% -1.8% -4.0%
8/19/2019 291.44 14.09 7,751.77 0.8% 6.5% 2.7% 6.2%
8/26/2019 293.75 15.04 7,962.88 -1.2% 0.8% 1.7% 0.7%
9/2/2019 290.17 15.16 8,103.07 1.4% 7.5% 0.9% 7.2%
9/9/2019 294.15 16.35 8,176.71 -8.3% -1.9% -0.7% -2.2%
9/16/2019 270.75 16.04 8,117.67 -2.9% 0.6% -2.2% 0.5%
9/23/2019 263.08 16.14 7,939.63 3.6% -4.5% 0.5% -4.1%
9/30/2019 272.79 15.43 7,982.47 3.6% 6.9% 0.9% 6.7%
10/7/2019 282.93 16.53 8,057.04 -2.7% 3.6% 0.4% 3.3%
10/14/2019 275.30 17.13 8,089.54 0.6% 24.5% 1.9% 23.3%
10/21/2019 276.82 21.88 8,243.12 3.5% -4.6% 1.7% -4.2%
10/28/2019 286.81 20.89 8,386.40 1.6% 7.3% 1.1% 7.0%
11/4/2019 291.57 22.48 8,475.31 1.2% 4.4% 0.8% 4.2%
11/11/2019 295.03 23.48 8,540.83 5.1% -5.6% -0.2% -5.1%
11/18/2019 310.48 22.20 8,519.88 1.3% -0.9% 1.7% -0.8%
11/25/2019 314.66 22.00 8,665.47 -2.4% 1.8% -0.1% 1.6%
12/2/2019 307.35 22.39 8,656.53 -2.9% 6.5% 0.9% 6.0%
12/9/2019 298.50 23.89 8,734.88 12.1% 12.4% 2.2% 12.4%
12/16/2019 336.90 27.04 8,924.96 -2.3% 5.9% 0.9% 5.5%
12/23/2019 329.09 28.69 9,006.62 -1.0% 2.9% 0.2% 2.7%
12/30/2019 325.90 29.53 9,020.77 1.0% 7.6% 1.7% 7.3%
1/6/2020 329.05 31.88 9,178.86 3.2% 6.5% 2.3% 6.4%
1/13/2020 339.67 34.03 9,388.94 3.9% 10.1% -0.8% 9.8%
1/20/2020 353.16 37.65 9,314.91 -2.3% 14.1% -1.8% 13.3%
1/27/2020 345.09 43.37 9,150.94 6.1% 14.0% 4.0% 13.6%
2/3/2020 366.77 49.87 9,520.51 3.6% 6.7% 2.2% 6.6%
2/10/2020 380.40 53.34 9,731.18 -0.1% 11.9% -1.6% 11.3%
2/17/2020 380.07 60.07 9,576.59 -2.9% -29.9% -11.1% -28.6%
2/24/2020 369.03 44.53 8,567.37 0.0% 5.2% 0.1% 4.9%
3/2/2020 368.97 46.90 8,575.62 -9.3% -25.2% -8.5% -24.4%
3/9/2020 336.30 36.44 7,874.88 -1.0% -24.6% -13.5% -23.4%
3/16/2020 332.83 28.50 6,879.52 7.0% 18.5% 8.7% 17.9%
3/23/2020 357.12 34.29 7,502.38 1.3% -6.9% -1.7% -6.5%
3/30/2020 361.76 32.00 7,373.08 2.4% 17.7% 10.1% 16.9%
4/6/2020 370.72 38.20 8,153.58 13.2% 27.4% 5.9% 26.7%
4/13/2020 422.96 50.26 8,650.14 0.5% -3.9% -0.2% -3.7%
4/20/2020 424.99 48.34 8,634.52 -2.3% -3.3% -0.3% -3.3%
4/27/2020 415.27 46.75 8,604.95 4.8% 15.6% 5.8% 15.0%
5/4/2020 435.55 54.63 9,121.32 4.2% -2.5% -1.2% -2.2%
5/11/2020 454.19 53.28 9,014.56 -5.6% 2.2% 3.4% 1.8%
5/18/2020 429.32 54.46 9,324.59 -2.3% 2.2% 1.8% 2.0%
5/25/2020 419.73 55.67 9,489.87 0.0% 5.9% 3.4% 5.6%
6/1/2020 419.60 59.04 9,814.08 -0.4% 5.5% -2.3% 5.2%
6/8/2020 418.07 62.35 9,588.81 8.2% 6.8% 3.7% 6.9%
6/15/2020 453.72 66.73 9,946.12 -2.3% -4.2% -1.9% -4.1%
6/22/2020 443.40 63.98 9,757.22 7.3% 23.1% 4.5% 22.3%
6/29/2020 476.89 80.58 10,207.63 14.0% 24.5% 3.9% 24.0%
7/6/2020 548.73 102.98 10,617.44 -10.7% -2.9% -1.1% -3.3%
7/13/2020 492.99 100.06 10,503.19 -2.6% -5.7% -1.3% -5.6%
7/20/2020 480.45 94.47 10,363.18 1.7% 1.0% 3.6% 1.0%
7/27/2020 488.88 95.38 10,745.27 1.2% 1.5% 2.4% 1.5%
8/3/2020 494.73 96.85 11,010.98 -2.5% 12.8% 0.1% 12.0%
8/10/2020 482.68 110.05 11,019.30 2.0% 21.7% 2.6% 20.7%
8/17/2020 492.31 136.67 11,311.80 6.2% 7.7% 3.3% 7.6%
8/24/2020 523.89 147.56 11,695.63 -1.5% -5.7% -3.3% -5.5%
8/31/2020 516.05 139.44 11,313.13 -6.8% -11.5% -4.1% -11.3%
9/7/2020 482.03 124.24 10,853.55 -2.5% 17.1% -0.6% 16.1%
9/14/2020 469.96 147.38 10,793.28 2.7% -8.2% 1.1% -7.7%
9/21/2020 482.88 135.78 10,913.56 4.1% 1.9% 1.5% 2.0%
9/28/2020 503.06 138.36 11,075.02 7.0% 4.5% 4.5% 4.6%
10/5/2020 539.44 144.67 11,579.94 -1.6% 1.3% 0.8% 1.2%
10/12/2020 530.79 146.56 11,671.56 -8.3% -4.4% -1.1% -4.6%
10/19/2020 488.28 140.21 11,548.28 -2.6% -8.1% -5.7% -7.8%
10/26/2020 475.74 129.35 10,911.59 7.9% 10.3% 8.6% 10.1%
11/2/2020 514.73 143.32 11,895.23 -6.4% -5.1% -0.6% -5.2%
11/9/2020 482.84 136.17 11,829.29 1.1% 18.1% 0.2% 17.3%
11/16/2020 488.24 163.20 11,854.97 0.6% 17.9% 2.9% 17.1%
11/23/2020 491.36 195.25 12,205.85 1.4% 2.2% 2.1% 2.2%
11/30/2020 498.31 199.68 12,464.23 1.0% 1.8% -0.7% 1.8%
12/7/2020 503.22 203.33 12,377.87 6.0% 13.0% 3.0% 12.7%
12/14/2020 534.45 231.67 12,755.64 -3.9% -4.9% 0.4% -4.8%
12/21/2020 513.97 220.59 12,804.73 5.1% 6.4% 0.7% 6.4%
12/28/2020 540.73 235.22 12,888.28 -5.8% 22.1% 2.4% 20.7%
1/4/2021 510.40 293.34 13,201.98 -2.5% -6.3% -1.6% -6.1%
1/11/2021 497.98 275.39 12,998.50 12.7% 2.4% 4.1% 3.0%
1/18/2021 565.17 282.21 13,543.06 -6.0% -6.5% -3.6% -6.5%
1/25/2021 532.39 264.51 13,070.69 3.4% 7.1% 5.8% 6.9%
2/1/2021 550.79 284.08 13,856.30 1.0% -4.3% 1.7% -4.1%
2/8/2021 556.52 272.04 14,095.47 -3.0% -4.4% -1.6% -4.3%
2/15/2021 540.22 260.43 13,874.46 -0.3% -14.6% -5.0% -13.8%
2/22/2021 538.85 225.17 13,192.35 -4.3% -12.2% -2.1% -11.8%
3/1/2021 516.39 199.32 12,920.15 0.3% 14.9% 3.0% 14.1%
3/8/2021 518.02 231.24 13,319.86 -1.1% -5.8% -0.8% -5.5%
3/15/2021 512.18 218.29 13,215.24 -0.8% -5.7% -0.6% -5.4%
3/22/2021 508.05 206.24 13,138.73 6.0% 6.7% 2.6% 6.7%
3/29/2021 539.42 220.58 13,480.11 2.9% 2.3% 3.1% 2.3%
4/5/2021 555.31 225.67 13,900.19 -1.6% 8.9% 1.1% 8.3%
4/12/2021 546.54 246.59 14,052.34 -7.8% -1.4% -0.3% -1.7%
4/19/2021 505.55 243.13 14,016.81 1.6% -2.8% -0.4% -2.6%
4/26/2021 513.47 236.48 13,962.68 -1.9% -5.4% -1.5% -5.2%
5/3/2021 503.84 224.12 13,752.24 -2.1% -13.1% -2.4% -12.6%
5/10/2021 493.37 196.58 13,429.98 0.9% -1.5% 0.3% -1.4%
5/17/2021 497.89 193.63 13,470.99 1.0% 7.4% 2.0% 7.0%
5/24/2021 502.81 208.41 13,748.74 -1.6% -4.3% 0.5% -4.1%
5/31/2021 494.74 199.68 13,814.49 -1.2% 1.8% 1.8% 1.6%
6/7/2021 488.77 203.30 14,069.42 2.4% 2.2% -0.3% 2.2%
6/14/2021 500.77 207.77 14,030.38 5.1% 7.5% 2.3% 7.4%
6/21/2021 527.07 223.96 14,360.39 1.3% 1.0% 1.9% 1.1%
6/28/2021 533.98 226.30 14,639.33 0.4% -3.3% 0.4% -3.1%
7/5/2021 535.98 218.98 14,701.92 -1.1% -2.0% -1.9% -1.9%
7/12/2021 530.31 214.74 14,427.24 -2.8% -0.1% 2.8% -0.3%
7/19/2021 515.41 214.46 14,836.99 0.4% 6.6% -1.1% 6.3%
7/26/2021 517.57 229.07 14,672.68 0.6% 1.7% 1.1% 1.7%
8/2/2021 520.55 233.03 14,835.76 -0.9% 2.6% -0.1% 2.4%
8/9/2021 515.92 239.06 14,822.90 5.8% -5.3% -0.7% -4.7%
8/16/2021 546.88 226.75 14,714.66 2.2% 4.5% 2.8% 4.4%
8/23/2021 558.92 237.31 15,129.50 5.5% 3.0% 1.5% 3.1%
8/30/2021 590.53 244.52 15,363.52 1.4% 0.4% -1.6% 0.4%
9/6/2021 598.72 245.42 15,115.49 -1.6% 3.1% -0.5% 2.9%
9/13/2021 589.35 253.16 15,043.97 0.5% 1.9% 0.0% 1.9%
9/20/2021 592.39 258.13 15,047.70 3.4% 0.1% -3.2% 0.3%
9/27/2021 613.15 258.41 14,566.70 3.1% 1.3% 0.1% 1.4%
10/4/2021 632.66 261.83 14,579.54 -0.7% 7.1% 2.2% 6.7%
10/11/2021 628.29 281.01 14,897.34 5.6% 7.6% 1.3% 7.5%
10/18/2021 664.78 303.23 15,090.20 3.8% 20.3% 2.7% 19.4%
10/25/2021 690.31 371.33 15,498.39 -6.7% 9.3% 3.0% 8.5%
11/1/2021 645.72 407.36 15,971.59 5.6% -16.8% -0.7% -15.7%
11/8/2021 682.61 344.47 15,860.96 -0.6% 9.6% 1.2% 9.1%
11/15/2021 678.80 379.02 16,057.44 -2.0% -5.0% -3.6% -4.8%
11/22/2021 665.64 360.64 15,491.66 -10.0% -6.4% -2.7% -6.6%
11/29/2021 602.13 338.32 15,085.47 1.6% 0.2% 3.5% 0.3%
12/6/2021 611.66 339.01 15,630.60 -4.2% -8.7% -3.0% -8.4%
12/13/2021 586.73 310.86 15,169.68 4.6% 13.5% 3.1% 13.0%
12/20/2021 614.09 355.67 15,653.37 -1.9% -1.0% -0.1% -1.0%
12/27/2021 602.44 352.26 15,644.97 -10.7% -2.9% -4.6% -3.3%
1/3/2022 541.06 342.32 14,935.90 -2.9% 2.2% -0.3% 1.9%
1/10/2022 525.69 349.87 14,893.75 -28.0% -10.6% -7.9% -11.5%
1/17/2022 397.50 314.63 13,768.92 -3.4% -10.9% 0.0% -10.5%
1/24/2022 384.36 282.12 13,770.57 6.5% 8.7% 2.3% 8.6%
1/31/2022 410.17 307.77 14,098.01 -4.7% -7.1% -2.2% -7.0%
2/7/2022 391.31 286.67 13,791.15 0.0% -0.4% -1.8% -0.3%
2/14/2022 391.29 285.66 13,548.07 -0.1% -5.7% 1.1% -5.4%
2/21/2022 390.80 269.96 13,694.62 -7.7% 3.4% -2.8% 2.9%
2/28/2022 361.73 279.43 13,313.44 -6.1% -5.3% -3.6% -5.3%
3/7/2022 340.32 265.12 12,843.81 11.2% 13.0% 7.9% 12.9%
3/14/2022 380.60 301.80 13,893.84 -1.8% 11.0% 2.0% 10.4%
3/21/2022 373.85 336.88 14,169.30 -0.1% 7.1% 0.6% 6.7%
3/28/2022 373.47 361.53 14,261.50 -4.8% -5.6% -3.9% -5.6%
4/4/2022 355.88 341.83 13,711.00 -4.2% -4.0% -2.7% -4.0%
4/11/2022 341.13 328.33 13,351.08 -45.9% 2.0% -3.9% -0.4%
4/18/2022 215.52 335.02 12,839.29 -12.4% -14.3% -4.0% -14.2%
4/25/2022 190.36 290.25 12,334.64 -5.1% -0.6% -1.6% -0.8%
5/2/2022 180.97 288.55 12,144.66 3.6% -11.8% -2.8% -11.0%
5/9/2022 187.64 256.53 11,805.00 -0.7% -14.8% -3.9% -14.1%
5/16/2022 186.35 221.30 11,354.62 4.6% 13.5% 6.6% 13.0%
5/23/2022 195.19 253.21 12,131.13 1.9% -7.7% -1.0% -7.2%
5/30/2022 198.98 234.52 12,012.73 -8.4% -1.0% -5.8% -1.4%
6/6/2022 182.94 232.23 11,340.02 -4.1% -6.9% -4.9% -6.8%
6/13/2022 175.51 216.76 10,798.35 8.4% 12.5% 7.2% 12.3%
6/20/2022 190.85 245.71 11,607.62 -5.9% -7.8% -4.2% -7.7%
6/27/2022 179.95 227.26 11,127.85 3.8% 9.8% 4.5% 9.5%
7/4/2022 186.98 250.76 11,635.31 1.1% -4.4% -1.6% -4.1%
7/11/2022 189.11 240.07 11,452.42 15.3% 12.6% 3.3% 12.7%
7/18/2022 220.44 272.24 11,834.11 2.0% 8.8% 4.6% 8.4%
7/25/2022 224.90 297.15 12,390.69 0.8% -3.1% 2.1% -2.9%
8/1/2022 226.78 288.17 12,657.55 9.5% 4.0% 3.0% 4.3%
8/8/2022 249.30 300.03 13,047.19 -3.3% -1.1% -2.7% -1.2%
8/15/2022 241.16 296.67 12,705.22 -7.7% -2.9% -4.5% -3.2%
8/22/2022 223.28 288.09 12,141.71 1.3% -6.4% -4.3% -6.0%
8/29/2022 226.11 270.21 11,630.86 3.2% 10.4% 4.1% 10.0%
9/5/2022 233.57 299.68 12,112.31 2.8% 1.2% -5.6% 1.3%
9/12/2022 240.13 303.35 11,448.40 -5.9% -9.7% -5.2% -9.5%
9/19/2022 226.41 275.33 10,867.93 3.9% -3.7% -2.7% -3.3%
9/26/2022 235.44 265.25 10,575.62 -4.6% -17.3% 0.7% -16.7%
10/3/2022 224.75 223.07 10,652.40 2.3% -8.5% -3.2% -7.9%
10/10/2022 230.00 204.99 10,321.39 23.0% 4.5% 5.1% 5.4%
10/17/2022 289.57 214.44 10,859.72 2.1% 6.4% 2.2% 6.1%
10/24/2022 295.72 228.52 11,102.45 -12.6% -9.7% -5.8% -9.8%
10/31/2022 260.79 207.47 10,475.25 10.7% -5.7% 7.8% -4.9%
11/7/2022 290.13 195.97 11,323.33 -0.7% -8.4% -1.6% -8.0%
11/14/2022 287.98 180.19 11,146.06 -0.9% 1.5% 0.7% 1.4%
11/21/2022 285.54 182.86 11,226.36 11.5% 6.4% 2.1% 6.6%
11/28/2022 320.41 194.86 11,461.50 -0.1% -8.5% -4.1% -8.0%
12/5/2022 320.01 179.05 11,004.62 -9.6% -17.5% -2.8% -17.2%
12/12/2022 290.71 150.23 10,705.41 1.5% -19.9% -2.0% -18.8%
12/19/2022 294.96 123.15 10,497.86 0.0% 0.0% -0.3% 0.0%
12/26/2022 294.88 123.18 10,466.48 6.8% -8.6% 1.0% -7.8%
1/2/2023 315.55 113.06 10,569.29 5.3% 7.9% 4.7% 7.8%
1/9/2023 332.82 122.40 11,079.16 2.9% 8.6% 0.6% 8.3%
1/16/2023 342.50 133.42 11,140.43 5.2% 28.8% 4.2% 27.6%
1/23/2023 360.77 177.90 11,621.71 1.4% 6.6% 3.3% 6.3%
1/30/2023 365.90 189.98 12,006.95 -5.2% 3.6% -2.4% 3.1%
2/6/2023 347.36 196.89 11,718.12 0.2% 5.6% 0.6% 5.4%
2/13/2023 347.96 208.31 11,787.27 -9.3% -5.6% -3.4% -5.8%
2/20/2023 317.15 196.88 11,394.94 -0.6% 0.5% 2.5% 0.4%
2/27/2023 315.18 197.79 11,689.01 -7.4% -13.1% -4.8% -12.8%
3/6/2023 292.76 173.44 11,138.89 3.6% 3.8% 4.3% 3.8%
3/13/2023 303.50 180.13 11,630.51 7.9% 5.6% 1.6% 5.7%
3/20/2023 328.39 190.41 11,823.96 5.1% 8.6% 3.3% 8.4%
3/27/2023 345.48 207.46 12,221.91 -1.8% -11.4% -1.1% -10.9%
4/3/2023 339.33 185.06 12,087.96 -0.2% 0.0% 0.3% 0.0%
4/10/2023 338.63 185.00 12,123.47 -3.2% -11.4% -0.4% -11.0%
4/17/2023 327.98 165.08 12,072.46 0.6% -0.5% 1.3% -0.4%
4/24/2023 329.93 164.31 12,226.58 -2.2% 3.4% 0.1% 3.2%
5/1/2023 322.76 170.06 12,235.41 5.2% -1.2% 0.4% -0.9%
5/8/2023 339.89 167.98 12,284.74 7.2% 7.0% 3.0% 7.0%
5/15/2023 365.36 180.14 12,657.90 3.6% 7.0% 2.5% 6.8%
5/22/2023 378.88 193.17 12,975.69 5.5% 10.2% 2.0% 10.0%
5/29/2023 400.47 213.97 13,240.77 4.8% 13.3% 0.1% 12.9%
6/5/2023 420.02 244.40 13,259.14 2.8% 6.4% 3.2% 6.2%
6/12/2023 431.96 260.54 13,689.57 -1.9% -1.5% -1.4% -1.5%
6/19/2023 424.02 256.60 13,492.52 3.8% 2.0% 2.2% 2.1%
6/26/2023 440.49 261.77 13,787.92 -0.5% 4.7% -0.9% 4.5%
7/3/2023 438.10 274.43 13,660.72 0.9% 2.5% 3.3% 2.4%
7/10/2023 441.91 281.38 14,113.70 -3.3% -7.9% -0.6% -7.7%
7/17/2023 427.50 260.02 14,032.81 -0.4% 2.4% 2.0% 2.3%
7/24/2023 425.78 266.44 14,316.66 1.4% -4.8% -2.9% -4.5%
7/31/2023 431.60 253.86 13,909.24 -2.3% -4.5% -1.9% -4.4%
8/7/2023 421.66 242.65 13,644.85 -4.1% -11.9% -2.6% -11.5%
8/14/2023 404.53 215.49 13,290.78 2.8% 10.2% 2.2% 9.8%
8/21/2023 416.03 238.59 13,590.65 5.6% 2.7% 3.2% 2.8%
8/28/2023 439.88 245.01 14,031.81 0.7% 1.4% -1.9% 1.4%
9/4/2023 442.80 248.50 13,761.53 -10.9% 9.9% -0.4% 8.9%
9/11/2023 396.94 274.39 13,708.33 -4.4% -11.4% -3.7% -11.0%
9/18/2023 379.81 244.88 13,211.81 -0.6% 2.2% 0.1% 2.0%
9/25/2023 377.60 250.22 13,219.32 1.0% 4.0% 1.6% 3.9%
10/2/2023 381.51 260.53 13,431.34 -7.0% -3.7% -0.2% -3.8%
10/9/2023 355.68 251.12 13,407.23 12.0% -16.9% -3.2% -15.5%
10/16/2023 400.96 211.99 12,983.81 -0.8% -2.2% -2.7% -2.2%
10/23/2023 397.87 207.30 12,643.01 8.3% 5.9% 6.4% 6.0%
10/30/2023 432.36 219.96 13,478.28 3.4% -2.4% 2.3% -2.2%
11/6/2023 447.24 214.65 13,798.11 4.1% 8.8% 2.3% 8.5%
11/13/2023 465.91 234.30 14,125.48 2.9% 0.5% 0.9% 0.6%
11/20/2023 479.56 235.45 14,250.85 -2.9% 1.4% 0.4% 1.2%
11/27/2023 465.74 238.83 14,305.03 -2.6% 2.1% 0.7% 1.8%
12/4/2023 453.76 243.84 14,403.97 4.0% 3.9% 2.8% 3.9%
12/11/2023 472.06 253.50 14,813.92 3.1% -0.4% 1.2% -0.2%
12/18/2023 486.76 252.54 14,992.97 0.0% -1.6% 0.1% -1.5%
12/25/2023 486.88 248.48 15,011.35 -2.7% -4.5% -3.3% -4.4%
1/1/2024 474.06 237.49 14,524.07 3.7% -8.2% 3.0% -7.6%
1/8/2024 492.16 218.89 14,972.76 -1.9% -3.1% 2.2% -3.0%
1/15/2024 482.95 212.19 15,310.97 16.6% -14.7% 0.9% -13.1%
1/22/2024 570.42 183.25 15,455.36 -1.0% 2.5% 1.1% 2.3%
1/29/2024 564.64 187.91 15,628.95 -0.6% 3.0% 2.3% 2.8%
2/5/2024 561.32 193.57 15,990.66 4.0% 3.2% -1.4% 3.3%
2/12/2024 583.95 199.95 15,775.65 -0.1% -4.1% 1.4% -3.9%
2/19/2024 583.56 191.97 15,996.82 6.0% 5.4% 1.7% 5.4%
2/26/2024 619.34 202.64 16,274.94 -2.4% -14.5% -1.2% -13.9%
3/4/2024 604.82 175.34 16,085.11 0.2% -6.9% -0.7% -6.6%
3/11/2024 605.88 163.57 15,973.17 3.6% 4.3% 2.8% 4.3%
3/18/2024 628.01 170.83 16,428.82 -3.3% 2.9% -0.3% 2.6%
3/25/2024 607.33 175.79 16,379.46 4.6% -6.4% -0.8% -5.8%
4/1/2024 636.18 164.90 16,248.52 0.0% 0.0% 0.0% 0.0%
4/5/2024 636.18 164.90 16,248.52
PORTAFOLIO
T 262 262 262 262
Promedio 0.21% 0.84% 0.27% 0.81%
Minimo (MIN) -45.92% -29.92% -13.51% -28.57%
P10 = PERCENTIL.EXC -6.02% -10.82% -3.58% -10.82%
P25 -2.55% -5.01% -1.58% -4.83%
Mediana (MEDIANA) 0.25% 1.42% 0.38% 1.32%
P75 3.62% 6.52% 2.23% 6.32%
P90 6.18% 12.23% 3.60% 11.80%
maximo (MAX) 23.03% 28.77% 10.06% 27.59%
rango (MAX-MIN) 68.95% 58.70% 23.58% 56.17%
RIP (P90-P10) 12.20% 23.05% 7.18% 22.62%
RIQ (P75-P25) 6.17% 11.52% 3.81% 11.15%
SDM 4.77% 6.40% 2.27% 6.14%
Confianza 95% 95% 95% 95%
LI (PROM - ERROR) -0.54% -0.27% -0.10% -0.25%
LS (PROM + ERROR) 0.96% 1.94% 0.65% 1.87%
CVaR10 Hist 11.06% 15.38% 5.40% 14.71%
CVaR5 Hist 14.98% 18.59% 6.81% 17.71%
CVaR1 Hist 36.94% 27.58% 12.32% 26.50%
VaR5 Param 10.21% 14.99% 5.13% 14.41%
VaR1 Param 14.48% 21.25% 7.27% 20.43%
BETA (PENDIENTE) 1.12 1.93 1.00 1.89
Ho: BETA = 1
p-valor 24% 0% 0%
Ho: ALFA = 0
p-valor 99% 96%

GMV 76% 24% A)
SDM 67% 33% B)

(Rent Promedio - TLR)/DESV RATIO DE SHARPE 0.089

(Rent Promedio - TLR)/SDM RATIO DE SORTINO 0.127
(Rent Promedio - TLR)/BETA RATIO DE TREYNOR 0.004

TREYNOR 5% 95% f)
Por cada unidad de riesgo , solo se obtiene un rendimiento adicional de 0.004 en

comparación con la tasa libre de riesgo.
-4.22% -3.51% 0.30% -3.55% 1 1 0
2.38% 1.22% -0.10% 1.28% 0 0 1
3.73% -15.86% 1.56% -14.88% 0 1 0
2.47% 7.28% -0.06% 7.04% 0 0 1
-6.64% -7.11% -3.35% -7.09% 1 1 1
-2.05% -13.50% -1.55% -12.93% 1 1 1
-0.23% -11.01% -2.59% -10.47% 1 1 1
-3.40% -3.75% -2.71% -3.73% 1 1 1
4.79% 9.10% 3.53% 8.88% 0 0 0
-6.25% 4.13% 0.43% 3.61% 1 0 0
8.11% 2.34% 2.70% 2.63% 0 0 0
-0.72% -0.12% -0.59% -0.15% 1 1 1
3.33% 3.39% 1.65% 3.38% 0 0 0
-2.15% 4.17% 0.73% 3.86% 1 0 0
-17.15% 4.37% -1.46% 3.29% 1 0 1
6.15% -13.25% 1.96% -12.28% 0 1 0
-5.39% 1.89% -4.27% 1.52% 1 0 1
-3.37% -0.55% -0.84% -0.69% 1 1 1
-2.22% -7.47% -1.07% -7.20% 1 1 1
-4.04% -4.80% -2.12% -4.76% 1 1 1
0.58% 5.67% 2.41% 5.41% 0 0 0
-1.44% -0.03% 1.47% -0.10% 1 1 0
1.15% 6.68% 0.63% 6.40% 0 0 0
-8.50% -2.72% -1.00% -3.01% 1 1 1
-3.09% -0.21% -2.49% -0.36% 1 1 1
3.41% -5.36% 0.26% -4.92% 0 1 0
3.44% 6.03% 0.66% 5.90% 0 0 0
-2.95% 2.75% 0.13% 2.47% 1 0 0
0.34% 23.61% 1.61% 22.45% 0 0 0
3.33% -5.46% 1.45% -5.02% 0 1 0
1.43% 6.49% 0.78% 6.24% 0 0 0
0.97% 3.52% 0.50% 3.40% 0 0 0
4.89% -6.42% -0.52% -5.86% 0 1 1
1.13% -1.77% 1.42% -1.63% 0 1 0
-2.56% 0.95% -0.38% 0.77% 1 0 1
-3.13% 5.65% 0.63% 5.21% 1 0 0
11.89% 11.53% 1.88% 11.55% 0 0 0
-2.56% 5.09% 0.64% 4.71% 1 0 0
-1.19% 2.05% -0.12% 1.89% 1 0 1
0.75% 6.79% 1.46% 6.49% 0 0 0
2.96% 5.71% 1.99% 5.57% 0 0 0
3.68% 9.27% -1.06% 8.99% 0 0 1
-2.52% 13.30% -2.05% 12.50% 1 0 1
5.88% 13.13% 3.69% 12.76% 0 0 0
3.44% 5.88% 1.92% 5.75% 0 0 0
-0.30% 11.05% -1.87% 10.48% 1 0 1
-3.16% -30.76% -11.41% -29.38% 1 1 1
-0.23% 4.34% -0.18% 4.11% 1 0 1
-9.48% -26.07% -8.80% -25.24% 1 1 1
-1.25% -25.41% -13.79% -24.20% 1 1 1
6.83% 17.65% 8.39% 17.11% 0 0 0
1.08% -7.75% -2.01% -7.31% 0 1 1
2.24% 16.87% 9.79% 16.14% 0 0 0
12.97% 26.60% 5.64% 25.92% 0 0 0
0.27% -4.73% -0.45% -4.48% 0 1 1
-2.53% -4.18% -0.62% -4.10% 1 1 1
4.56% 14.72% 5.55% 14.22% 0 0 0
3.98% -3.34% -1.45% -2.97% 0 1 1
-5.84% 1.35% 3.11% 0.99% 1 0 0
-2.47% 1.36% 1.48% 1.16% 1 0 0
-0.24% 5.05% 3.09% 4.79% 1 0 0
-0.58% 4.61% -2.60% 4.35% 1 0 1
7.97% 5.94% 3.39% 6.04% 0 0 0
-2.51% -5.04% -2.19% -4.91% 1 1 1
7.07% 22.22% 4.24% 21.46% 0 0 0
13.82% 23.69% 3.66% 23.20% 0 0 0
-10.92% -3.72% -1.36% -4.08% 1 1 1
-2.79% -6.59% -1.62% -6.40% 1 1 1
1.53% 0.13% 3.35% 0.20% 0 0 0
0.98% 0.68% 2.17% 0.70% 0 0 0
-2.68% 11.94% -0.20% 11.21% 1 0 1
1.76% 20.82% 2.35% 19.87% 0 0 0
6.01% 6.83% 3.06% 6.79% 0 0 0
-1.72% -6.50% -3.60% -6.26% 1 1 1
-7.03% -12.38% -4.42% -12.11% 1 1 1
-2.75% 16.24% -0.83% 15.29% 1 0 1
2.50% -9.04% 0.83% -8.46% 0 1 0
3.88% 1.05% 1.20% 1.19% 0 0 0
6.77% 3.62% 4.18% 3.77% 0 0 0
-1.83% 0.46% 0.51% 0.35% 1 0 0
-8.56% -5.27% -1.34% -5.43% 1 1 1
-2.81% -8.90% -5.94% -8.60% 1 1 1
7.67% 9.42% 8.36% 9.33% 0 0 0
-6.61% -5.96% -0.83% -5.99% 1 1 1
0.90% 17.27% -0.06% 16.45% 0 0 1
0.43% 17.09% 2.64% 16.26% 0 0 0
1.19% 1.40% 1.82% 1.39% 0 0 0
0.77% 0.97% -0.97% 0.96% 0 0 1
5.81% 12.21% 2.73% 11.89% 0 0 0
-4.12% -5.74% 0.11% -5.66% 1 1 0
4.86% 5.58% 0.38% 5.55% 0 0 0
-5.98% 21.24% 2.13% 19.88% 1 0 0
-2.68% -7.15% -1.83% -6.93% 1 1 1
12.45% 1.61% 3.83% 2.15% 0 0 0
-6.19% -7.32% -3.82% -7.26% 1 1 1
3.19% 6.30% 5.56% 6.14% 0 0 0
0.82% -5.17% 1.44% -4.87% 0 1 0
-3.18% -5.20% -1.85% -5.10% 1 1 1
-0.47% -15.39% -5.31% -14.64% 1 1 1
-4.47% -13.03% -2.36% -12.60% 1 1 1
0.10% 14.02% 2.77% 13.32% 0 0 0
-1.35% -6.60% -1.06% -6.34% 1 1 1
-1.02% -6.52% -0.85% -6.24% 1 1 1
5.78% 5.89% 2.29% 5.88% 0 0 0
2.69% 1.44% 2.80% 1.51% 0 0 0
-1.80% 8.03% 0.82% 7.54% 1 0 0
-8.01% -2.25% -0.53% -2.54% 1 1 1
1.34% -3.61% -0.66% -3.37% 0 1 1
-2.10% -6.21% -1.79% -6.00% 1 1 1
-2.31% -13.95% -2.64% -13.37% 1 1 1
0.70% -2.35% 0.03% -2.20% 0 1 0
0.77% 6.52% 1.77% 6.23% 0 0 0
-1.83% -5.11% 0.20% -4.95% 1 1 0
-1.43% 0.95% 1.56% 0.84% 1 0 0
2.21% 1.34% -0.55% 1.38% 0 0 1
4.91% 6.66% 2.05% 6.58% 0 0 0
1.09% 0.20% 1.65% 0.25% 0 0 0
0.16% -4.13% 0.15% -3.91% 0 1 0
-1.28% -2.80% -2.16% -2.72% 1 1 1
-3.06% -0.97% 2.53% -1.07% 1 1 0
0.21% 5.75% -1.39% 5.47% 0 0 1
0.36% 0.88% 0.83% 0.85% 0 0 0
-1.10% 1.71% -0.36% 1.57% 1 0 1
5.62% -6.12% -1.01% -5.54% 0 1 1
1.97% 3.71% 2.51% 3.62% 0 0 0
5.29% 2.16% 1.26% 2.31% 0 0 0
1.17% -0.47% -1.90% -0.39% 0 1 1
-1.79% 2.27% -0.75% 2.06% 1 0 1
0.30% 1.10% -0.25% 1.06% 0 0 1
3.23% -0.73% -3.52% -0.53% 0 1 1
2.92% 0.48% -0.19% 0.60% 0 0 1
-0.90% 6.23% 1.88% 5.87% 1 0 0
5.43% 6.77% 1.01% 6.70% 0 0 0
3.56% 19.42% 2.40% 18.63% 0 0 0
-6.89% 8.42% 2.73% 7.66% 1 0 0
5.34% -17.61% -0.97% -16.46% 0 1 1
-0.77% 8.72% 0.96% 8.24% 1 0 0
-2.17% -5.81% -3.86% -5.63% 1 1 1
-10.24% -7.23% -2.93% -7.38% 1 1 1
1.36% -0.64% 3.28% -0.54% 0 1 0
-4.37% -9.51% -3.27% -9.25% 1 1 1
4.35% 12.63% 2.87% 12.21% 0 0 0
-2.13% -1.80% -0.33% -1.82% 1 1 1
-10.96% -3.70% -4.91% -4.06% 1 1 1
-3.09% 1.34% -0.56% 1.12% 1 0 1
-28.16% -11.45% -8.13% -12.29% 1 1 1
-3.57% -11.75% -0.26% -11.34% 1 1 1
6.29% 7.87% 2.08% 7.79% 0 0 0
-4.92% -7.94% -2.47% -7.79% 1 1 1
-0.22% -1.19% -2.05% -1.14% 1 1 1
-0.34% -6.49% 0.80% -6.18% 1 1 0
-7.94% 2.61% -3.10% 2.08% 1 0 1
-6.31% -6.10% -3.86% -6.11% 1 1 1
10.97% 12.12% 7.58% 12.06% 0 0 0
-2.00% 10.16% 1.69% 9.55% 1 0 0
-0.31% 6.22% 0.38% 5.90% 1 0 0
-5.04% -6.44% -4.21% -6.37% 1 1 1
-4.44% -4.87% -2.93% -4.85% 1 1 1
-46.13% 1.18% -4.18% -1.19% 1 0 1
-12.63% -15.18% -4.28% -15.05% 1 1 1
-5.27% -1.43% -1.83% -1.62% 1 1 1
3.41% -12.60% -3.11% -11.80% 0 1 1
-0.90% -15.61% -4.16% -14.88% 1 1 1
4.42% 12.63% 6.34% 12.22% 0 0 0
1.71% -8.51% -1.25% -8.00% 0 1 1
-8.62% -1.82% -6.04% -2.16% 1 1 1
-4.36% -7.73% -5.17% -7.56% 1 1 1
8.17% 11.70% 6.95% 11.52% 0 0 0
-6.09% -8.64% -4.49% -8.51% 1 1 1
3.62% 9.00% 4.19% 8.73% 0 0 0
0.92% -5.20% -1.86% -4.89% 0 1 1
15.12% 11.74% 3.01% 11.91% 0 0 0
1.79% 7.92% 4.32% 7.61% 0 0 0
0.62% -3.91% 1.86% -3.68% 0 1 0
9.26% 3.19% 2.76% 3.50% 0 0 0
-3.53% -1.97% -2.93% -2.04% 1 1 1
-7.91% -3.77% -4.81% -3.98% 1 1 1
1.05% -7.25% -4.57% -6.83% 0 1 1
3.03% 9.51% 3.78% 9.19% 0 0 0
2.56% 0.38% -5.91% 0.49% 0 0 1
-6.09% -10.53% -5.48% -10.31% 1 1 1
3.70% -4.57% -3.00% -4.15% 0 1 1
-4.86% -18.16% 0.45% -17.49% 1 1 0
2.10% -9.29% -3.43% -8.72% 0 1 1
22.82% 3.67% 4.81% 4.63% 0 0 0
1.89% 5.52% 1.94% 5.34% 0 0 0
-12.78% -10.50% -6.09% -10.62% 1 1 1
10.45% -6.54% 7.51% -5.69% 0 1 0
-0.96% -9.23% -1.85% -8.82% 1 1 1
-1.06% 0.63% 0.44% 0.55% 1 0 0
11.31% 5.52% 1.80% 5.81% 0 0 0
-0.34% -9.30% -4.34% -8.85% 1 1 1
-9.81% -18.39% -3.03% -17.96% 1 1 1
1.24% -20.71% -2.23% -19.62% 0 1 1
-0.24% -0.81% -0.57% -0.79% 1 1 1
6.56% -9.41% 0.70% -8.61% 0 1 0
5.12% 7.10% 4.44% 7.00% 0 0 0
2.66% 7.78% 0.28% 7.53% 0 0 0
4.99% 27.93% 3.96% 26.79% 0 0 0
1.20% 5.73% 2.99% 5.50% 0 0 0
-5.41% 2.73% -2.71% 2.33% 1 0 1
-0.04% 4.80% 0.31% 4.56% 1 0 0
-9.48% -6.48% -3.66% -6.63% 1 1 1
-0.83% -0.38% 2.27% -0.40% 1 1 0
-7.59% -13.98% -5.09% -13.66% 1 1 1
3.39% 2.95% 4.05% 2.97% 0 0 0
7.67% 4.71% 1.38% 4.86% 0 0 0
4.86% 7.74% 3.04% 7.59% 0 0 0
-2.01% -12.26% -1.38% -11.75% 1 1 1
-0.42% -0.87% 0.02% -0.85% 1 1 0
-3.41% -12.23% -0.70% -11.79% 1 1 1
0.38% -1.31% 1.00% -1.22% 0 1 0
-2.41% 2.60% -0.20% 2.35% 1 0 1
4.96% -2.07% 0.13% -1.72% 0 1 0
7.01% 6.15% 2.72% 6.19% 0 0 0
3.42% 6.15% 2.21% 6.01% 0 0 0
5.33% 9.39% 1.75% 9.19% 0 0 0
4.55% 12.46% -0.13% 12.06% 0 0 1
2.59% 5.56% 2.92% 5.41% 0 0 0
-2.07% -2.36% -1.72% -2.35% 1 1 1
3.60% 1.16% 1.89% 1.28% 0 0 0
-0.76% 3.88% -1.20% 3.65% 1 0 1
0.65% 1.66% 2.99% 1.61% 0 0 0
-3.53% -8.73% -0.85% -8.47% 1 1 1
-0.61% 1.60% 1.73% 1.49% 1 0 0
1.15% -5.68% -3.16% -5.33% 0 1 1
-2.54% -5.35% -2.19% -5.21% 1 1 1
-4.36% -12.71% -2.90% -12.29% 1 1 1
2.59% 9.34% 1.96% 9.01% 0 0 0
5.36% 1.82% 2.92% 1.99% 0 0 0
0.45% 0.58% -2.22% 0.57% 0 0 1
-11.14% 9.07% -0.66% 8.06% 1 0 1
-4.62% -12.22% -3.96% -11.84% 1 1 1
-0.80% 1.32% -0.22% 1.21% 1 0 1
0.82% 3.20% 1.32% 3.08% 0 0 0
-7.22% -4.52% -0.45% -4.65% 1 1 1
11.77% -17.78% -3.48% -16.30% 0 1 1
-0.99% -3.08% -2.93% -2.97% 1 1 1
8.10% 5.09% 6.12% 5.24% 0 0 0
3.17% -3.28% 2.07% -2.96% 0 1 0
3.88% 7.92% 2.07% 7.72% 0 0 0
2.68% -0.35% 0.61% -0.20% 0 1 0
-3.14% 0.59% 0.11% 0.40% 1 0 0
-2.82% 1.24% 0.42% 1.03% 1 0 0
3.74% 3.05% 2.53% 3.08% 0 0 0
2.85% -1.22% 0.93% -1.01% 0 1 0
-0.19% -2.46% -0.15% -2.35% 1 1 1
-2.88% -5.36% -3.57% -5.24% 1 1 1
3.54% -8.99% 2.77% -8.37% 0 1 0
-2.10% -3.95% 1.96% -3.85% 1 1 0
16.43% -15.50% 0.67% -13.90% 0 1 0
-1.23% 1.67% 0.84% 1.53% 1 0 0
-0.80% 2.13% 2.01% 1.98% 1 0 0
3.74% 2.40% -1.63% 2.47% 0 0 1
-0.28% -4.91% 1.12% -4.68% 1 1 0
5.74% 4.57% 1.45% 4.63% 0 0 0
-2.58% -15.31% -1.45% -14.67% 1 1 1
-0.04% -7.79% -0.97% -7.40% 1 1 1
3.38% 3.50% 2.54% 3.50% 0 0 0
-3.56% 2.02% -0.57% 1.74% 1 0 1
4.43% -7.23% -1.08% -6.65% 0 1 1
-0.21% -0.84% -0.27% -0.81% 1 1 1
ORTAFOLIO

= T / 6 * ( As^2 + K^2 / 4)

PORTAFOLIO-p<0
1
0
1
0
1
1
1
1
0
0
0
1
0
0
0
1
0
1
1
1
0
1
0
1
1
1
0
0
0
1
0
0
1
1
0
0
0
0
0
0
0
0
0
0
0
0
1
0
1
1
0
1
0
0
1
1
0
1
0
0
0
0
0
1
0
0
1
1
0
0
0
0
0
1
1
0
1
0
0
0
1
1
0
1
0
0
0
0
0
1
0
0
1
0
1
0
1
1
1
1
0
1
1
0
0
0
1
1
1
1
1
0
1
0
0
0
0
1
1
1
0
0
0
1
0
0
1
0
0
1
0
0
0
0
0
1
0
1
1
1
1
0
1
1
0
1
1
0
1
1
1
0
1
0
0
0
1
1
1
1
1
1
1
0
1
1
1
0
1
0
1
0
0
1
0
1
1
1
0
0
1
1
1
1
0
0
1
1
1
0
0
1
1
1
1
1
0
0
0
0
0
0
1
1
1
0
0
0
1
1
1
1
0
1
0
0
0
0
0
1
0
0
0
1
0
1
1
1
0
0
0
0
1
0
0
1
1
1
0
1
0
1
0
0
0
1
1
1
1
1
1
0
0
0
1
0
1
1
0
0
1
1

ectivamente
4/1/2019 365.49 18.33 7,938.69 -4.0% -2.7% 0.6% -3.3%
4/8/2019 351.14 17.85 7,984.16 2.6% 2.1% 0.2% 2.3%
4/15/2019 360.35 18.22 7,998.06 3.9% -15.0% 1.8% -5.5%
4/22/2019 374.85 15.68 8,146.40 2.7% 8.1% 0.2% 5.4%
4/29/2019 385.03 17.00 8,164.00 -6.4% -6.3% -3.1% -6.4%
5/6/2019 361.04 15.97 7,916.94 -1.8% -12.7% -1.3% -7.3%
5/13/2019 354.45 14.07 7,816.28 0.0% -10.2% -2.3% -5.1%
5/20/2019 354.39 12.71 7,637.01 -3.2% -2.9% -2.4% -3.0%
5/27/2019 343.28 12.34 7,453.15 5.0% 9.9% 3.8% 7.5%
6/3/2019 360.87 13.63 7,742.10 -6.0% 5.0% 0.7% -0.5%
6/10/2019 339.73 14.33 7,796.66 8.3% 3.2% 3.0% 5.7%
6/17/2019 369.21 14.79 8,031.71 -0.5% 0.7% -0.3% 0.1%
6/24/2019 367.32 14.90 8,006.24 3.5% 4.2% 1.9% 3.9%
7/1/2019 380.55 15.54 8,161.79 -1.9% 5.0% 1.0% 1.5%
7/8/2019 373.25 16.34 8,244.14 -16.9% 5.2% -1.2% -5.9%
7/15/2019 315.10 17.21 8,146.49 6.4% -12.4% 2.2% -3.0%
7/22/2019 335.78 15.20 8,330.21 -5.2% 2.7% -4.0% -1.2%
7/29/2019 318.83 15.62 8,004.07 -3.2% 0.3% -0.6% -1.4%
8/5/2019 308.93 15.67 7,959.14 -2.0% -6.6% -0.8% -4.3%
8/12/2019 302.80 14.66 7,895.99 -3.8% -4.0% -1.8% -3.9%
8/19/2019 291.44 14.09 7,751.77 0.8% 6.5% 2.7% 3.6%
8/26/2019 293.75 15.04 7,962.88 -1.2% 0.8% 1.7% -0.2%
9/2/2019 290.17 15.16 8,103.07 1.4% 7.5% 0.9% 4.4%
9/9/2019 294.15 16.35 8,176.71 -8.3% -1.9% -0.7% -5.1%
9/16/2019 270.75 16.04 8,117.67 -2.9% 0.6% -2.2% -1.1%
9/23/2019 263.08 16.14 7,939.63 3.6% -4.5% 0.5% -0.4%
9/30/2019 272.79 15.43 7,982.47 3.6% 6.9% 0.9% 5.3%
10/7/2019 282.93 16.53 8,057.04 -2.7% 3.6% 0.4% 0.4%
10/14/2019 275.30 17.13 8,089.54 0.6% 24.5% 1.9% 12.5%
10/21/2019 276.82 21.88 8,243.12 3.5% -4.6% 1.7% -0.5%
10/28/2019 286.81 20.89 8,386.40 1.6% 7.3% 1.1% 4.5%
11/4/2019 291.57 22.48 8,475.31 1.2% 4.4% 0.8% 2.8%
11/11/2019 295.03 23.48 8,540.83 5.1% -5.6% -0.2% -0.2%
11/18/2019 310.48 22.20 8,519.88 1.3% -0.9% 1.7% 0.2%
11/25/2019 314.66 22.00 8,665.47 -2.4% 1.8% -0.1% -0.3%
12/2/2019 307.35 22.39 8,656.53 -2.9% 6.5% 0.9% 1.8%
12/9/2019 298.50 23.89 8,734.88 12.1% 12.4% 2.2% 12.2%
12/16/2019 336.90 27.04 8,924.96 -2.3% 5.9% 0.9% 1.8%
12/23/2019 329.09 28.69 9,006.62 -1.0% 2.9% 0.2% 1.0%
12/30/2019 325.90 29.53 9,020.77 1.0% 7.6% 1.7% 4.3%
1/6/2020 329.05 31.88 9,178.86 3.2% 6.5% 2.3% 4.9%
1/13/2020 339.67 34.03 9,388.94 3.9% 10.1% -0.8% 7.0%
1/20/2020 353.16 37.65 9,314.91 -2.3% 14.1% -1.8% 5.9%
1/27/2020 345.09 43.37 9,150.94 6.1% 14.0% 4.0% 10.0%
2/3/2020 366.77 49.87 9,520.51 3.6% 6.7% 2.2% 5.2%
2/10/2020 380.40 53.34 9,731.18 -0.1% 11.9% -1.6% 5.9%
2/17/2020 380.07 60.07 9,576.59 -2.9% -29.9% -11.1% -16.4%
2/24/2020 369.03 44.53 8,567.37 0.0% 5.2% 0.1% 2.6%
3/2/2020 368.97 46.90 8,575.62 -9.3% -25.2% -8.5% -17.2%
3/9/2020 336.30 36.44 7,874.88 -1.0% -24.6% -13.5% -12.8%
3/16/2020 332.83 28.50 6,879.52 7.0% 18.5% 8.7% 12.8%
3/23/2020 357.12 34.29 7,502.38 1.3% -6.9% -1.7% -2.8%
3/30/2020 361.76 32.00 7,373.08 2.4% 17.7% 10.1% 10.1%
4/6/2020 370.72 38.20 8,153.58 13.2% 27.4% 5.9% 20.3%
4/13/2020 422.96 50.26 8,650.14 0.5% -3.9% -0.2% -1.7%
4/20/2020 424.99 48.34 8,634.52 -2.3% -3.3% -0.3% -2.8%
4/27/2020 415.27 46.75 8,604.95 4.8% 15.6% 5.8% 10.2%
5/4/2020 435.55 54.63 9,121.32 4.2% -2.5% -1.2% 0.8%
5/11/2020 454.19 53.28 9,014.56 -5.6% 2.2% 3.4% -1.7%
5/18/2020 429.32 54.46 9,324.59 -2.3% 2.2% 1.8% 0.0%
5/25/2020 419.73 55.67 9,489.87 0.0% 5.9% 3.4% 2.9%
6/1/2020 419.60 59.04 9,814.08 -0.4% 5.5% -2.3% 2.5%
6/8/2020 418.07 62.35 9,588.81 8.2% 6.8% 3.7% 7.5%
6/15/2020 453.72 66.73 9,946.12 -2.3% -4.2% -1.9% -3.3%
6/22/2020 443.40 63.98 9,757.22 7.3% 23.1% 4.5% 15.2%
6/29/2020 476.89 80.58 10,207.63 14.0% 24.5% 3.9% 19.3%
7/6/2020 548.73 102.98 10,617.44 -10.7% -2.9% -1.1% -6.8%
7/13/2020 492.99 100.06 10,503.19 -2.6% -5.7% -1.3% -4.2%
7/20/2020 480.45 94.47 10,363.18 1.7% 1.0% 3.6% 1.4%
7/27/2020 488.88 95.38 10,745.27 1.2% 1.5% 2.4% 1.4%
8/3/2020 494.73 96.85 11,010.98 -2.5% 12.8% 0.1% 5.2%
8/10/2020 482.68 110.05 11,019.30 2.0% 21.7% 2.6% 11.8%
8/17/2020 492.31 136.67 11,311.80 6.2% 7.7% 3.3% 6.9%
8/24/2020 523.89 147.56 11,695.63 -1.5% -5.7% -3.3% -3.6%
8/31/2020 516.05 139.44 11,313.13 -6.8% -11.5% -4.1% -9.2%
9/7/2020 482.03 124.24 10,853.55 -2.5% 17.1% -0.6% 7.3%
9/14/2020 469.96 147.38 10,793.28 2.7% -8.2% 1.1% -2.7%
9/21/2020 482.88 135.78 10,913.56 4.1% 1.9% 1.5% 3.0%
9/28/2020 503.06 138.36 11,075.02 7.0% 4.5% 4.5% 5.7%
10/5/2020 539.44 144.67 11,579.94 -1.6% 1.3% 0.8% -0.2%
10/12/2020 530.79 146.56 11,671.56 -8.3% -4.4% -1.1% -6.4%
10/19/2020 488.28 140.21 11,548.28 -2.6% -8.1% -5.7% -5.3%
10/26/2020 475.74 129.35 10,911.59 7.9% 10.3% 8.6% 9.1%
11/2/2020 514.73 143.32 11,895.23 -6.4% -5.1% -0.6% -5.8%
11/9/2020 482.84 136.17 11,829.29 1.1% 18.1% 0.2% 9.6%
11/16/2020 488.24 163.20 11,854.97 0.6% 17.9% 2.9% 9.3%
11/23/2020 491.36 195.25 12,205.85 1.4% 2.2% 2.1% 1.8%
11/30/2020 498.31 199.68 12,464.23 1.0% 1.8% -0.7% 1.4%
12/7/2020 503.22 203.33 12,377.87 6.0% 13.0% 3.0% 9.5%
12/14/2020 534.45 231.67 12,755.64 -3.9% -4.9% 0.4% -4.4%
12/21/2020 513.97 220.59 12,804.73 5.1% 6.4% 0.7% 5.7%
12/28/2020 540.73 235.22 12,888.28 -5.8% 22.1% 2.4% 8.2%
1/4/2021 510.40 293.34 13,201.98 -2.5% -6.3% -1.6% -4.4%
1/11/2021 497.98 275.39 12,998.50 12.7% 2.4% 4.1% 7.6%
1/18/2021 565.17 282.21 13,543.06 -6.0% -6.5% -3.6% -6.2%
1/25/2021 532.39 264.51 13,070.69 3.4% 7.1% 5.8% 5.3%
2/1/2021 550.79 284.08 13,856.30 1.0% -4.3% 1.7% -1.6%
2/8/2021 556.52 272.04 14,095.47 -3.0% -4.4% -1.6% -3.7%
2/15/2021 540.22 260.43 13,874.46 -0.3% -14.6% -5.0% -7.4%
2/22/2021 538.85 225.17 13,192.35 -4.3% -12.2% -2.1% -8.2%
3/1/2021 516.39 199.32 12,920.15 0.3% 14.9% 3.0% 7.6%
3/8/2021 518.02 231.24 13,319.86 -1.1% -5.8% -0.8% -3.4%
3/15/2021 512.18 218.29 13,215.24 -0.8% -5.7% -0.6% -3.2%
3/22/2021 508.05 206.24 13,138.73 6.0% 6.7% 2.6% 6.4%
3/29/2021 539.42 220.58 13,480.11 2.9% 2.3% 3.1% 2.6%
4/5/2021 555.31 225.67 13,900.19 -1.6% 8.9% 1.1% 3.6%
4/12/2021 546.54 246.59 14,052.34 -7.8% -1.4% -0.3% -4.6%
4/19/2021 505.55 243.13 14,016.81 1.6% -2.8% -0.4% -0.6%
4/26/2021 513.47 236.48 13,962.68 -1.9% -5.4% -1.5% -3.6%
5/3/2021 503.84 224.12 13,752.24 -2.1% -13.1% -2.4% -7.6%
5/10/2021 493.37 196.58 13,429.98 0.9% -1.5% 0.3% -0.3%
5/17/2021 497.89 193.63 13,470.99 1.0% 7.4% 2.0% 4.2%
5/24/2021 502.81 208.41 13,748.74 -1.6% -4.3% 0.5% -2.9%
5/31/2021 494.74 199.68 13,814.49 -1.2% 1.8% 1.8% 0.3%
6/7/2021 488.77 203.30 14,069.42 2.4% 2.2% -0.3% 2.3%
6/14/2021 500.77 207.77 14,030.38 5.1% 7.5% 2.3% 6.3%
6/21/2021 527.07 223.96 14,360.39 1.3% 1.0% 1.9% 1.2%
6/28/2021 533.98 226.30 14,639.33 0.4% -3.3% 0.4% -1.5%
7/5/2021 535.98 218.98 14,701.92 -1.1% -2.0% -1.9% -1.5%
7/12/2021 530.31 214.74 14,427.24 -2.8% -0.1% 2.8% -1.5%
7/19/2021 515.41 214.46 14,836.99 0.4% 6.6% -1.1% 3.5%
7/26/2021 517.57 229.07 14,672.68 0.6% 1.7% 1.1% 1.1%
8/2/2021 520.55 233.03 14,835.76 -0.9% 2.6% -0.1% 0.8%
8/9/2021 515.92 239.06 14,822.90 5.8% -5.3% -0.7% 0.3%
8/16/2021 546.88 226.75 14,714.66 2.2% 4.5% 2.8% 3.4%
8/23/2021 558.92 237.31 15,129.50 5.5% 3.0% 1.5% 4.2%
8/30/2021 590.53 244.52 15,363.52 1.4% 0.4% -1.6% 0.9%
9/6/2021 598.72 245.42 15,115.49 -1.6% 3.1% -0.5% 0.8%
9/13/2021 589.35 253.16 15,043.97 0.5% 1.9% 0.0% 1.2%
9/20/2021 592.39 258.13 15,047.70 3.4% 0.1% -3.2% 1.8%
9/27/2021 613.15 258.41 14,566.70 3.1% 1.3% 0.1% 2.2%
10/4/2021 632.66 261.83 14,579.54 -0.7% 7.1% 2.2% 3.2%
10/11/2021 628.29 281.01 14,897.34 5.6% 7.6% 1.3% 6.6%
10/18/2021 664.78 303.23 15,090.20 3.8% 20.3% 2.7% 12.0%
10/25/2021 690.31 371.33 15,498.39 -6.7% 9.3% 3.0% 1.3%
11/1/2021 645.72 407.36 15,971.59 5.6% -16.8% -0.7% -5.6%
11/8/2021 682.61 344.47 15,860.96 -0.6% 9.6% 1.2% 4.5%
11/15/2021 678.80 379.02 16,057.44 -2.0% -5.0% -3.6% -3.5%
11/22/2021 665.64 360.64 15,491.66 -10.0% -6.4% -2.7% -8.2%
11/29/2021 602.13 338.32 15,085.47 1.6% 0.2% 3.5% 0.9%
12/6/2021 611.66 339.01 15,630.60 -4.2% -8.7% -3.0% -6.4%
12/13/2021 586.73 310.86 15,169.68 4.6% 13.5% 3.1% 9.0%
12/20/2021 614.09 355.67 15,653.37 -1.9% -1.0% -0.1% -1.4%
12/27/2021 602.44 352.26 15,644.97 -10.7% -2.9% -4.6% -6.8%
1/3/2022 541.06 342.32 14,935.90 -2.9% 2.2% -0.3% -0.4%
1/10/2022 525.69 349.87 14,893.75 -28.0% -10.6% -7.9% -19.3%
1/17/2022 397.50 314.63 13,768.92 -3.4% -10.9% 0.0% -7.1%
1/24/2022 384.36 282.12 13,770.57 6.5% 8.7% 2.3% 7.6%
1/31/2022 410.17 307.77 14,098.01 -4.7% -7.1% -2.2% -5.9%
2/7/2022 391.31 286.67 13,791.15 0.0% -0.4% -1.8% -0.2%
2/14/2022 391.29 285.66 13,548.07 -0.1% -5.7% 1.1% -2.9%
2/21/2022 390.80 269.96 13,694.62 -7.7% 3.4% -2.8% -2.1%
2/28/2022 361.73 279.43 13,313.44 -6.1% -5.3% -3.6% -5.7%
3/7/2022 340.32 265.12 12,843.81 11.2% 13.0% 7.9% 12.1%
3/14/2022 380.60 301.80 13,893.84 -1.8% 11.0% 2.0% 4.6%
3/21/2022 373.85 336.88 14,169.30 -0.1% 7.1% 0.6% 3.5%
3/28/2022 373.47 361.53 14,261.50 -4.8% -5.6% -3.9% -5.2%
4/4/2022 355.88 341.83 13,711.00 -4.2% -4.0% -2.7% -4.1%
4/11/2022 341.13 328.33 13,351.08 -45.9% 2.0% -3.9% -22.0%
4/18/2022 215.52 335.02 12,839.29 -12.4% -14.3% -4.0% -13.4%
4/25/2022 190.36 290.25 12,334.64 -5.1% -0.6% -1.6% -2.8%
5/2/2022 180.97 288.55 12,144.66 3.6% -11.8% -2.8% -4.1%
5/9/2022 187.64 256.53 11,805.00 -0.7% -14.8% -3.9% -7.7%
5/16/2022 186.35 221.30 11,354.62 4.6% 13.5% 6.6% 9.1%
5/23/2022 195.19 253.21 12,131.13 1.9% -7.7% -1.0% -2.9%
5/30/2022 198.98 234.52 12,012.73 -8.4% -1.0% -5.8% -4.7%
6/6/2022 182.94 232.23 11,340.02 -4.1% -6.9% -4.9% -5.5%
6/13/2022 175.51 216.76 10,798.35 8.4% 12.5% 7.2% 10.5%
6/20/2022 190.85 245.71 11,607.62 -5.9% -7.8% -4.2% -6.8%
6/27/2022 179.95 227.26 11,127.85 3.8% 9.8% 4.5% 6.8%
7/4/2022 186.98 250.76 11,635.31 1.1% -4.4% -1.6% -1.6%
7/11/2022 189.11 240.07 11,452.42 15.3% 12.6% 3.3% 14.0%
7/18/2022 220.44 272.24 11,834.11 2.0% 8.8% 4.6% 5.4%
7/25/2022 224.90 297.15 12,390.69 0.8% -3.1% 2.1% -1.1%
8/1/2022 226.78 288.17 12,657.55 9.5% 4.0% 3.0% 6.8%
8/8/2022 249.30 300.03 13,047.19 -3.3% -1.1% -2.7% -2.2%
8/15/2022 241.16 296.67 12,705.22 -7.7% -2.9% -4.5% -5.3%
8/22/2022 223.28 288.09 12,141.71 1.3% -6.4% -4.3% -2.6%
8/29/2022 226.11 270.21 11,630.86 3.2% 10.4% 4.1% 6.8%
9/5/2022 233.57 299.68 12,112.31 2.8% 1.2% -5.6% 2.0%
9/12/2022 240.13 303.35 11,448.40 -5.9% -9.7% -5.2% -7.8%
9/19/2022 226.41 275.33 10,867.93 3.9% -3.7% -2.7% 0.1%
9/26/2022 235.44 265.25 10,575.62 -4.6% -17.3% 0.7% -11.0%
10/3/2022 224.75 223.07 10,652.40 2.3% -8.5% -3.2% -3.1%
10/10/2022 230.00 204.99 10,321.39 23.0% 4.5% 5.1% 13.8%
10/17/2022 289.57 214.44 10,859.72 2.1% 6.4% 2.2% 4.2%
10/24/2022 295.72 228.52 11,102.45 -12.6% -9.7% -5.8% -11.1%
10/31/2022 260.79 207.47 10,475.25 10.7% -5.7% 7.8% 2.5%
11/7/2022 290.13 195.97 11,323.33 -0.7% -8.4% -1.6% -4.6%
11/14/2022 287.98 180.19 11,146.06 -0.9% 1.5% 0.7% 0.3%
11/21/2022 285.54 182.86 11,226.36 11.5% 6.4% 2.1% 8.9%
11/28/2022 320.41 194.86 11,461.50 -0.1% -8.5% -4.1% -4.3%
12/5/2022 320.01 179.05 11,004.62 -9.6% -17.5% -2.8% -13.6%
12/12/2022 290.71 150.23 10,705.41 1.5% -19.9% -2.0% -9.2%
12/19/2022 294.96 123.15 10,497.86 0.0% 0.0% -0.3% 0.0%
12/26/2022 294.88 123.18 10,466.48 6.8% -8.6% 1.0% -0.9%
1/2/2023 315.55 113.06 10,569.29 5.3% 7.9% 4.7% 6.6%
1/9/2023 332.82 122.40 11,079.16 2.9% 8.6% 0.6% 5.7%
1/16/2023 342.50 133.42 11,140.43 5.2% 28.8% 4.2% 17.0%
1/23/2023 360.77 177.90 11,621.71 1.4% 6.6% 3.3% 4.0%
1/30/2023 365.90 189.98 12,006.95 -5.2% 3.6% -2.4% -0.8%
2/6/2023 347.36 196.89 11,718.12 0.2% 5.6% 0.6% 2.9%
2/13/2023 347.96 208.31 11,787.27 -9.3% -5.6% -3.4% -7.5%
2/20/2023 317.15 196.88 11,394.94 -0.6% 0.5% 2.5% -0.1%
2/27/2023 315.18 197.79 11,689.01 -7.4% -13.1% -4.8% -10.3%
3/6/2023 292.76 173.44 11,138.89 3.6% 3.8% 4.3% 3.7%
3/13/2023 303.50 180.13 11,630.51 7.9% 5.6% 1.6% 6.7%
3/20/2023 328.39 190.41 11,823.96 5.1% 8.6% 3.3% 6.8%
3/27/2023 345.48 207.46 12,221.91 -1.8% -11.4% -1.1% -6.6%
4/3/2023 339.33 185.06 12,087.96 -0.2% 0.0% 0.3% -0.1%
4/10/2023 338.63 185.00 12,123.47 -3.2% -11.4% -0.4% -7.3%
4/17/2023 327.98 165.08 12,072.46 0.6% -0.5% 1.3% 0.1%
4/24/2023 329.93 164.31 12,226.58 -2.2% 3.4% 0.1% 0.6%
5/1/2023 322.76 170.06 12,235.41 5.2% -1.2% 0.4% 2.0%
5/8/2023 339.89 167.98 12,284.74 7.2% 7.0% 3.0% 7.1%
5/15/2023 365.36 180.14 12,657.90 3.6% 7.0% 2.5% 5.3%
5/22/2023 378.88 193.17 12,975.69 5.5% 10.2% 2.0% 7.9%
5/29/2023 400.47 213.97 13,240.77 4.8% 13.3% 0.1% 9.0%
6/5/2023 420.02 244.40 13,259.14 2.8% 6.4% 3.2% 4.6%
6/12/2023 431.96 260.54 13,689.57 -1.9% -1.5% -1.4% -1.7%
6/19/2023 424.02 256.60 13,492.52 3.8% 2.0% 2.2% 2.9%
6/26/2023 440.49 261.77 13,787.92 -0.5% 4.7% -0.9% 2.1%
7/3/2023 438.10 274.43 13,660.72 0.9% 2.5% 3.3% 1.7%
7/10/2023 441.91 281.38 14,113.70 -3.3% -7.9% -0.6% -5.6%
7/17/2023 427.50 260.02 14,032.81 -0.4% 2.4% 2.0% 1.0%
7/24/2023 425.78 266.44 14,316.66 1.4% -4.8% -2.9% -1.7%
7/31/2023 431.60 253.86 13,909.24 -2.3% -4.5% -1.9% -3.4%
8/7/2023 421.66 242.65 13,644.85 -4.1% -11.9% -2.6% -8.0%
8/14/2023 404.53 215.49 13,290.78 2.8% 10.2% 2.2% 6.5%
8/21/2023 416.03 238.59 13,590.65 5.6% 2.7% 3.2% 4.1%
8/28/2023 439.88 245.01 14,031.81 0.7% 1.4% -1.9% 1.0%
9/4/2023 442.80 248.50 13,761.53 -10.9% 9.9% -0.4% -0.5%
9/11/2023 396.94 274.39 13,708.33 -4.4% -11.4% -3.7% -7.9%
9/18/2023 379.81 244.88 13,211.81 -0.6% 2.2% 0.1% 0.8%
9/25/2023 377.60 250.22 13,219.32 1.0% 4.0% 1.6% 2.5%
10/2/2023 381.51 260.53 13,431.34 -7.0% -3.7% -0.2% -5.3%
10/9/2023 355.68 251.12 13,407.23 12.0% -16.9% -3.2% -2.5%
10/16/2023 400.96 211.99 12,983.81 -0.8% -2.2% -2.7% -1.5%
10/23/2023 397.87 207.30 12,643.01 8.3% 5.9% 6.4% 7.1%
10/30/2023 432.36 219.96 13,478.28 3.4% -2.4% 2.3% 0.5%
11/6/2023 447.24 214.65 13,798.11 4.1% 8.8% 2.3% 6.4%
11/13/2023 465.91 234.30 14,125.48 2.9% 0.5% 0.9% 1.7%
11/20/2023 479.56 235.45 14,250.85 -2.9% 1.4% 0.4% -0.7%
11/27/2023 465.74 238.83 14,305.03 -2.6% 2.1% 0.7% -0.3%
12/4/2023 453.76 243.84 14,403.97 4.0% 3.9% 2.8% 3.9%
12/11/2023 472.06 253.50 14,813.92 3.1% -0.4% 1.2% 1.3%
12/18/2023 486.76 252.54 14,992.97 0.0% -1.6% 0.1% -0.8%
12/25/2023 486.88 248.48 15,011.35 -2.7% -4.5% -3.3% -3.6%
1/1/2024 474.06 237.49 14,524.07 3.7% -8.2% 3.0% -2.2%
1/8/2024 492.16 218.89 14,972.76 -1.9% -3.1% 2.2% -2.5%
1/15/2024 482.95 212.19 15,310.97 16.6% -14.7% 0.9% 1.0%
1/22/2024 570.42 183.25 15,455.36 -1.0% 2.5% 1.1% 0.7%
1/29/2024 564.64 187.91 15,628.95 -0.6% 3.0% 2.3% 1.2%
2/5/2024 561.32 193.57 15,990.66 4.0% 3.2% -1.4% 3.6%
2/12/2024 583.95 199.95 15,775.65 -0.1% -4.1% 1.4% -2.1%
2/19/2024 583.56 191.97 15,996.82 6.0% 5.4% 1.7% 5.7%
2/26/2024 619.34 202.64 16,274.94 -2.4% -14.5% -1.2% -8.4%
3/4/2024 604.82 175.34 16,085.11 0.2% -6.9% -0.7% -3.4%
3/11/2024 605.88 163.57 15,973.17 3.6% 4.3% 2.8% 4.0%
3/18/2024 628.01 170.83 16,428.82 -3.3% 2.9% -0.3% -0.2%
3/25/2024 607.33 175.79 16,379.46 4.6% -6.4% -0.8% -0.9%
4/1/2024 636.18 164.90 16,248.52 0.0% 0.0% 0.0% 0.0%
4/5/2024 636.18 164.90 16,248.52
PORTAFOLIO
T 262 262 262 262
Promedio 0.21% 0.84% 0.27% 0.53%
Minimo (MIN) -45.92% -29.92% -13.51% -21.95%
P10 = PERCENTIL.EXC -6.02% -10.82% -3.58% -6.83%
P25 -2.55% -5.01% -1.58% -3.40%
Mediana (MEDIANA) 0.25% 1.42% 0.38% 0.30%
P75 3.62% 6.52% 2.23% 4.49%
P90 6.18% 12.23% 3.60% 7.80%
maximo (MAX) 23.03% 28.77% 10.06% 20.31%
rango (MAX-MIN) 68.95% 58.70% 23.58% 42.26%
RIP (P90-P10) 12.20% 23.05% 7.18% 14.63%
RIQ (P75-P25) 6.17% 11.52% 3.81% 7.89%
SDM 4.77% 6.40% 2.27% 4.43%
Confianza 95% 95% 95% 95%
LI (PROM - ERROR) -0.54% -0.27% -0.10% -0.24%
LS (PROM + ERROR) 0.96% 1.94% 0.65% 1.29%
CVaR10 Hist 11.06% 15.38% 5.40% 10.49%
CVaR5 Hist 14.98% 18.59% 6.81% 13.37%
CVaR1 Hist 36.94% 27.58% 12.32% 20.62%
VaR5 Param 10.21% 14.99% 5.13% 10.33%
VaR1 Param 14.48% 21.25% 7.27% 14.64%
BETA (PENDIENTE) 1.12 1.93 1.00 1.53
Ho: BETA = 1
p-valor 24% 0% 0%
Ho: ALFA = 0
p-valor 99% 96%

GMV 76% 24% A)
SDM 67% 33% B)


EJ 3 MAXIMIZAR LA UTILIDAD
Lambda (l) 1.5
𝑢_𝑝=𝑟_𝑝−𝜆𝜎_𝑝 Utilidad -8.86%
LAMBDA (X 0.00 0.10 0.25 0.50 0.75 1.00

UTILIDAD ( 0.81% -0.06% -1.03% -2.50% -3.95% -5.40%
2.00%
0.00%
0.00 0.20 0.40 0.60 0.80 1.00 1.20 1.40 1.60
-2.00%
UTILIDAD
-4.00%
-6.00%
-8.00%
-10.00%
AVERSIÓN AL RIESGO (LAMBDA)

-4.22% -3.51% 0.30% -3.87% 1 1 0
2.38% 1.22% -0.10% 1.80% 0 0 1
3.73% -15.86% 1.56% -6.06% 0 1 0
2.47% 7.28% -0.06% 4.87% 0 0 1
-6.64% -7.11% -3.35% -6.88% 1 1 1
-2.05% -13.50% -1.55% -7.78% 1 1 1
-0.23% -11.01% -2.59% -5.62% 1 1 1
-3.40% -3.75% -2.71% -3.57% 1 1 1
4.79% 9.10% 3.53% 6.94% 0 0 0
-6.25% 4.13% 0.43% -1.06% 1 0 0
8.11% 2.34% 2.70% 5.22% 0 0 0
-0.72% -0.12% -0.59% -0.42% 1 1 1
3.33% 3.39% 1.65% 3.36% 0 0 0
-2.15% 4.17% 0.73% 1.01% 1 0 0
-17.15% 4.37% -1.46% -6.39% 1 0 1
6.15% -13.25% 1.96% -3.55% 0 1 0
-5.39% 1.89% -4.27% -1.75% 1 0 1
-3.37% -0.55% -0.84% -1.96% 1 1 1
-2.22% -7.47% -1.07% -4.84% 1 1 1
-4.04% -4.80% -2.12% -4.42% 1 1 1
0.58% 5.67% 2.41% 3.12% 0 0 0
-1.44% -0.03% 1.47% -0.73% 1 1 0
1.15% 6.68% 0.63% 3.91% 0 0 0
-8.50% -2.72% -1.00% -5.61% 1 1 1
-3.09% -0.21% -2.49% -1.65% 1 1 1
3.41% -5.36% 0.26% -0.97% 0 1 0
3.44% 6.03% 0.66% 4.74% 0 0 0
-2.95% 2.75% 0.13% -0.10% 1 0 0
0.34% 23.61% 1.61% 11.98% 0 0 0
3.33% -5.46% 1.45% -1.06% 0 1 0
1.43% 6.49% 0.78% 3.96% 0 0 0
0.97% 3.52% 0.50% 2.25% 0 0 0
4.89% -6.42% -0.52% -0.77% 0 1 1
1.13% -1.77% 1.42% -0.32% 0 1 0
-2.56% 0.95% -0.38% -0.81% 1 0 1
-3.13% 5.65% 0.63% 1.26% 1 0 0
11.89% 11.53% 1.88% 11.71% 0 0 0
-2.56% 5.09% 0.64% 1.27% 1 0 0
-1.19% 2.05% -0.12% 0.43% 1 0 1
0.75% 6.79% 1.46% 3.77% 0 0 0
2.96% 5.71% 1.99% 4.34% 0 0 0
3.68% 9.27% -1.06% 6.48% 0 0 1
-2.52% 13.30% -2.05% 5.39% 1 0 1
5.88% 13.13% 3.69% 9.50% 0 0 0
3.44% 5.88% 1.92% 4.66% 0 0 0
-0.30% 11.05% -1.87% 5.37% 1 0 1
-3.16% -30.76% -11.41% -16.96% 1 1 1
-0.23% 4.34% -0.18% 2.06% 1 0 1
-9.48% -26.07% -8.80% -17.77% 1 1 1
-1.25% -25.41% -13.79% -13.33% 1 1 1
6.83% 17.65% 8.39% 12.24% 0 0 0
1.08% -7.75% -2.01% -3.34% 0 1 1
2.24% 16.87% 9.79% 9.55% 0 0 0
12.97% 26.60% 5.64% 19.78% 0 0 0
0.27% -4.73% -0.45% -2.23% 0 1 1
-2.53% -4.18% -0.62% -3.35% 1 1 1
4.56% 14.72% 5.55% 9.64% 0 0 0
3.98% -3.34% -1.45% 0.32% 0 1 1
-5.84% 1.35% 3.11% -2.24% 1 0 0
-2.47% 1.36% 1.48% -0.56% 1 0 0
-0.24% 5.05% 3.09% 2.40% 1 0 0
-0.58% 4.61% -2.60% 2.02% 1 0 1
7.97% 5.94% 3.39% 6.96% 0 0 0
-2.51% -5.04% -2.19% -3.78% 1 1 1
7.07% 22.22% 4.24% 14.65% 0 0 0
13.82% 23.69% 3.66% 18.76% 0 0 0
-10.92% -3.72% -1.36% -7.32% 1 1 1
-2.79% -6.59% -1.62% -4.69% 1 1 1
1.53% 0.13% 3.35% 0.83% 0 0 0
0.98% 0.68% 2.17% 0.83% 0 0 0
-2.68% 11.94% -0.20% 4.63% 1 0 1
1.76% 20.82% 2.35% 11.29% 0 0 0
6.01% 6.83% 3.06% 6.42% 0 0 0
-1.72% -6.50% -3.60% -4.11% 1 1 1
-7.03% -12.38% -4.42% -9.71% 1 1 1
-2.75% 16.24% -0.83% 6.75% 1 0 1
2.50% -9.04% 0.83% -3.27% 0 1 0
3.88% 1.05% 1.20% 2.46% 0 0 0
6.77% 3.62% 4.18% 5.19% 0 0 0
-1.83% 0.46% 0.51% -0.68% 1 0 0
-8.56% -5.27% -1.34% -6.91% 1 1 1
-2.81% -8.90% -5.94% -5.86% 1 1 1
7.67% 9.42% 8.36% 8.54% 0 0 0
-6.61% -5.96% -0.83% -6.28% 1 1 1
0.90% 17.27% -0.06% 9.09% 0 0 1
0.43% 17.09% 2.64% 8.76% 0 0 0
1.19% 1.40% 1.82% 1.30% 0 0 0
0.77% 0.97% -0.97% 0.87% 0 0 1
5.81% 12.21% 2.73% 9.01% 0 0 0
-4.12% -5.74% 0.11% -4.93% 1 1 0
4.86% 5.58% 0.38% 5.22% 0 0 0
-5.98% 21.24% 2.13% 7.63% 1 0 0
-2.68% -7.15% -1.83% -4.91% 1 1 1
12.45% 1.61% 3.83% 7.03% 0 0 0
-6.19% -7.32% -3.82% -6.75% 1 1 1
3.19% 6.30% 5.56% 4.74% 0 0 0
0.82% -5.17% 1.44% -2.17% 0 1 0
-3.18% -5.20% -1.85% -4.19% 1 1 1
-0.47% -15.39% -5.31% -7.93% 1 1 1
-4.47% -13.03% -2.36% -8.75% 1 1 1
0.10% 14.02% 2.77% 7.06% 0 0 0
-1.35% -6.60% -1.06% -3.97% 1 1 1
-1.02% -6.52% -0.85% -3.77% 1 1 1
5.78% 5.89% 2.29% 5.83% 0 0 0
2.69% 1.44% 2.80% 2.07% 0 0 0
-1.80% 8.03% 0.82% 3.11% 1 0 0
-8.01% -2.25% -0.53% -5.13% 1 1 1
1.34% -3.61% -0.66% -1.14% 0 1 1
-2.10% -6.21% -1.79% -4.15% 1 1 1
-2.31% -13.95% -2.64% -8.13% 1 1 1
0.70% -2.35% 0.03% -0.83% 0 1 0
0.77% 6.52% 1.77% 3.64% 0 0 0
-1.83% -5.11% 0.20% -3.47% 1 1 0
-1.43% 0.95% 1.56% -0.24% 1 0 0
2.21% 1.34% -0.55% 1.78% 0 0 1
4.91% 6.66% 2.05% 5.79% 0 0 0
1.09% 0.20% 1.65% 0.65% 0 0 0
0.16% -4.13% 0.15% -1.98% 0 1 0
-1.28% -2.80% -2.16% -2.04% 1 1 1
-3.06% -0.97% 2.53% -2.02% 1 1 0
0.21% 5.75% -1.39% 2.98% 0 0 1
0.36% 0.88% 0.83% 0.62% 0 0 0
-1.10% 1.71% -0.36% 0.30% 1 0 1
5.62% -6.12% -1.01% -0.25% 0 1 1
1.97% 3.71% 2.51% 2.84% 0 0 0
5.29% 2.16% 1.26% 3.72% 0 0 0
1.17% -0.47% -1.90% 0.35% 0 1 1
-1.79% 2.27% -0.75% 0.24% 1 0 1
0.30% 1.10% -0.25% 0.70% 0 0 1
3.23% -0.73% -3.52% 1.25% 0 1 1
2.92% 0.48% -0.19% 1.70% 0 0 1
-0.90% 6.23% 1.88% 2.66% 1 0 0
5.43% 6.77% 1.01% 6.10% 0 0 0
3.56% 19.42% 2.40% 11.49% 0 0 0
-6.89% 8.42% 2.73% 0.77% 1 0 0
5.34% -17.61% -0.97% -6.13% 0 1 1
-0.77% 8.72% 0.96% 3.97% 1 0 0
-2.17% -5.81% -3.86% -3.99% 1 1 1
-10.24% -7.23% -2.93% -8.73% 1 1 1
1.36% -0.64% 3.28% 0.36% 0 1 0
-4.37% -9.51% -3.27% -6.94% 1 1 1
4.35% 12.63% 2.87% 8.49% 0 0 0
-2.13% -1.80% -0.33% -1.96% 1 1 1
-10.96% -3.70% -4.91% -7.33% 1 1 1
-3.09% 1.34% -0.56% -0.88% 1 0 1
-28.16% -11.45% -8.13% -19.81% 1 1 1
-3.57% -11.75% -0.26% -7.66% 1 1 1
6.29% 7.87% 2.08% 7.08% 0 0 0
-4.92% -7.94% -2.47% -6.43% 1 1 1
-0.22% -1.19% -2.05% -0.70% 1 1 1
-0.34% -6.49% 0.80% -3.41% 1 1 0
-7.94% 2.61% -3.10% -2.67% 1 0 1
-6.31% -6.10% -3.86% -6.20% 1 1 1
10.97% 12.12% 7.58% 11.55% 0 0 0
-2.00% 10.16% 1.69% 4.08% 1 0 0
-0.31% 6.22% 0.38% 2.96% 1 0 0
-5.04% -6.44% -4.21% -5.74% 1 1 1
-4.44% -4.87% -2.93% -4.66% 1 1 1
-46.13% 1.18% -4.18% -22.48% 1 0 1
-12.63% -15.18% -4.28% -13.90% 1 1 1
-5.27% -1.43% -1.83% -3.35% 1 1 1
3.41% -12.60% -3.11% -4.60% 0 1 1
-0.90% -15.61% -4.16% -8.26% 1 1 1
4.42% 12.63% 6.34% 8.53% 0 0 0
1.71% -8.51% -1.25% -3.40% 0 1 1
-8.62% -1.82% -6.04% -5.22% 1 1 1
-4.36% -7.73% -5.17% -6.04% 1 1 1
8.17% 11.70% 6.95% 9.93% 0 0 0
-6.09% -8.64% -4.49% -7.37% 1 1 1
3.62% 9.00% 4.19% 6.31% 0 0 0
0.92% -5.20% -1.86% -2.14% 0 1 1
15.12% 11.74% 3.01% 13.43% 0 0 0
1.79% 7.92% 4.32% 4.85% 0 0 0
0.62% -3.91% 1.86% -1.64% 0 1 0
9.26% 3.19% 2.76% 6.23% 0 0 0
-3.53% -1.97% -2.93% -2.75% 1 1 1
-7.91% -3.77% -4.81% -5.84% 1 1 1
1.05% -7.25% -4.57% -3.10% 0 1 1
3.03% 9.51% 3.78% 6.27% 0 0 0
2.56% 0.38% -5.91% 1.47% 0 0 1
-6.09% -10.53% -5.48% -8.31% 1 1 1
3.70% -4.57% -3.00% -0.43% 0 1 1
-4.86% -18.16% 0.45% -11.51% 1 1 0
2.10% -9.29% -3.43% -3.60% 0 1 1
22.82% 3.67% 4.81% 13.24% 0 0 0
1.89% 5.52% 1.94% 3.71% 0 0 0
-12.78% -10.50% -6.09% -11.64% 1 1 1
10.45% -6.54% 7.51% 1.95% 0 1 0
-0.96% -9.23% -1.85% -5.09% 1 1 1
-1.06% 0.63% 0.44% -0.21% 1 0 0
11.31% 5.52% 1.80% 8.41% 0 0 0
-0.34% -9.30% -4.34% -4.82% 1 1 1
-9.81% -18.39% -3.03% -14.10% 1 1 1
1.24% -20.71% -2.23% -9.74% 0 1 1
-0.24% -0.81% -0.57% -0.53% 1 1 1
6.56% -9.41% 0.70% -1.42% 0 1 0
5.12% 7.10% 4.44% 6.11% 0 0 0
2.66% 7.78% 0.28% 5.22% 0 0 0
4.99% 27.93% 3.96% 16.46% 0 0 0
1.20% 5.73% 2.99% 3.47% 0 0 0
-5.41% 2.73% -2.71% -1.34% 1 0 1
-0.04% 4.80% 0.31% 2.38% 1 0 0
-9.48% -6.48% -3.66% -7.98% 1 1 1
-0.83% -0.38% 2.27% -0.61% 1 1 0
-7.59% -13.98% -5.09% -10.78% 1 1 1
3.39% 2.95% 4.05% 3.17% 0 0 0
7.67% 4.71% 1.38% 6.19% 0 0 0
4.86% 7.74% 3.04% 6.30% 0 0 0
-2.01% -12.26% -1.38% -7.14% 1 1 1
-0.42% -0.87% 0.02% -0.64% 1 1 0
-3.41% -12.23% -0.70% -7.82% 1 1 1
0.38% -1.31% 1.00% -0.46% 0 1 0
-2.41% 2.60% -0.20% 0.10% 1 0 1
4.96% -2.07% 0.13% 1.45% 0 1 0
7.01% 6.15% 2.72% 6.58% 0 0 0
3.42% 6.15% 2.21% 4.78% 0 0 0
5.33% 9.39% 1.75% 7.36% 0 0 0
4.55% 12.46% -0.13% 8.51% 0 0 1
2.59% 5.56% 2.92% 4.07% 0 0 0
-2.07% -2.36% -1.72% -2.21% 1 1 1
3.60% 1.16% 1.89% 2.38% 0 0 0
-0.76% 3.88% -1.20% 1.56% 1 0 1
0.65% 1.66% 2.99% 1.16% 0 0 0
-3.53% -8.73% -0.85% -6.13% 1 1 1
-0.61% 1.60% 1.73% 0.49% 1 0 0
1.15% -5.68% -3.16% -2.26% 0 1 1
-2.54% -5.35% -2.19% -3.95% 1 1 1
-4.36% -12.71% -2.90% -8.53% 1 1 1
2.59% 9.34% 1.96% 5.97% 0 0 0
5.36% 1.82% 2.92% 3.59% 0 0 0
0.45% 0.58% -2.22% 0.51% 0 0 1
-11.14% 9.07% -0.66% -1.04% 1 0 1
-4.62% -12.22% -3.96% -8.42% 1 1 1
-0.80% 1.32% -0.22% 0.26% 1 0 1
0.82% 3.20% 1.32% 2.01% 0 0 0
-7.22% -4.52% -0.45% -5.87% 1 1 1
11.77% -17.78% -3.48% -3.00% 0 1 1
-0.99% -3.08% -2.93% -2.03% 1 1 1
8.10% 5.09% 6.12% 6.60% 0 0 0
3.17% -3.28% 2.07% -0.06% 0 1 0
3.88% 7.92% 2.07% 5.90% 0 0 0
2.68% -0.35% 0.61% 1.16% 0 1 0
-3.14% 0.59% 0.11% -1.27% 1 0 0
-2.82% 1.24% 0.42% -0.79% 1 0 0
3.74% 3.05% 2.53% 3.39% 0 0 0
2.85% -1.22% 0.93% 0.82% 0 1 0
-0.19% -2.46% -0.15% -1.32% 1 1 1
-2.88% -5.36% -3.57% -4.12% 1 1 1
3.54% -8.99% 2.77% -2.73% 0 1 0
-2.10% -3.95% 1.96% -3.02% 1 1 0
16.43% -15.50% 0.67% 0.47% 0 1 0
-1.23% 1.67% 0.84% 0.22% 1 0 0
-0.80% 2.13% 2.01% 0.66% 1 0 0
3.74% 2.40% -1.63% 3.07% 0 0 1
-0.28% -4.91% 1.12% -2.59% 1 1 0
5.74% 4.57% 1.45% 5.15% 0 0 0
-2.58% -15.31% -1.45% -8.95% 1 1 1
-0.04% -7.79% -0.97% -3.91% 1 1 1
3.38% 3.50% 2.54% 3.44% 0 0 0
-3.56% 2.02% -0.57% -0.77% 1 0 1
4.43% -7.23% -1.08% -1.40% 0 1 1
-0.21% -0.84% -0.27% -0.53% 1 1 1
ORTAFOLIO

= T / 6 * ( As^2 + K^2 / 4)

1.50
-8.30%
PORTAFOLIO-p<0
1
0
1
0
1
1
1
1
0
1
0
1
0
0
1
1
1
1
1
1
0
1
0
1
1
1
0
1
0
1
0
0
1
1
1
0
0
0
0
0
0
0
0
0
0
0
1
0
1
1
0
1
0
0
1
1
0
0
1
1
0
0
0
1
0
0
1
1
0
0
0
0
0
1
1
0
1
0
0
1
1
1
0
1
0
0
0
0
0
1
0
0
1
0
1
0
1
1
1
1
0
1
1
0
0
0
1
1
1
1
1
0
1
1
0
0
0
1
1
1
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
1
0
1
1
0
1
0
1
1
1
1
1
0
1
1
1
1
1
0
0
0
1
1
1
1
1
1
1
0
1
1
1
0
1
0
1
0
0
1
0
1
1
1
0
0
1
1
1
1
0
0
1
0
1
1
0
1
1
1
1
1
0
0
0
0
1
0
1
1
1
0
0
0
1
1
1
1
0
0
0
0
0
0
0
1
0
0
0
1
0
1
1
1
0
0
0
1
1
0
0
1
1
1
0
1
0
0
1
1
0
0
1
1
1
1
0
0
0
0
1
0
1
1
0
1
1
1

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Date NFLX TSLA NASDAQ rNFLX rTSLA rNASDAQ PORTAFOLI

4/1/2019 365.49 18.33 7,938.69 -4.0% -2.7% 0.6% -3.3%

PORTAFOLIO rNFLX rTSLA

Tasa libre de Riesgo Anual 1.50%

(Rent Promedio - TLR)/DESV RATIO DE SHARPE 0.079 Max

Los datos tienden a desviarse 6,18%, 9,08% y 3,11% de rentabilidad

es decir que hay una mayor variabilidad entre los datos

s no siguen una distribución normal

la de TSLA Sube 0,31%

+/- 0.1021 y 0,1361

PORTAFOLIO rNFLX rTSLA

Tasa libre de Riesgo Anual 1.50%

(Rent Promedio - TLR)/DESV RATIO DE SHARPE 0.074 Max

PORTAFOLIO rNFLX rTSLA

El dato mas alto es el mas riesgoso

Si el mercado sube 1, la rentabilidad sube a 0,61 y 0,49 respectivamente

es decir que hay una mayor variabilidad entre los datos

s no siguen una distribución normal

PORTAFOLIO rNFLX rTSLA

Tasa libre de Riesgo Anual 1.50%

(Rent Promedio - TLR)/DESV RATIO DE SHARPE 0.089

PORTAFOLIO rNFLX rTSLA

El dato mas alto es el mas riesgoso

Si el mercado sube 1, la rentabilidad sube a 0,61 y 0,49 respectivamente

ortafolio por encima de

es decir que hay una mayor variabilidad entre los datos

s no siguen una distribución normal

PORTAFOLIO rNFLX rTSLA

Tasa libre de Riesgo Anual 1.50%

(Rent Promedio - TLR)/DESV RATIO DE SHARPE 0.089 Max

PORTAFOLIO rNFLX rTSLA

Por cada unidad de riesgo asumido se obtiene un rendimiento de 0,127

El dato mas alto es el mas riesgoso

Si el mercado sube 1, la rentabilidad sube a 0,61 y 0,49 respectivamente

es decir que hay una mayor variabilidad entre los datos

s no siguen una distribución normal

PORTAFOLIO rNFLX rTSLA

Tasa libre de Riesgo Anual 1.50%

(Rent Promedio - TLR)/DESV RATIO DE SHARPE 0.089

PORTAFOLIO rNFLX rTSLA

Por cada unidad de riesgo , solo se obtiene un rendimiento adicional de 0.004 en

El dato mas alto es el mas riesgoso

Si el mercado sube 1, la rentabilidad sube a 0,61 y 0,49 respectivamente

es decir que hay una mayor variabilidad entre los datos

s no siguen una distribución normal

PORTAFOLIO rNFLX rTSLA

Tasa libre de Riesgo Anual 1.50%

(Rent Promedio - TLR)/DESV RATIO DE SHARPE 0.079 Max

LAMBDA (X 0.00 0.10 0.25 0.50 0.75 1.00

AVERSIÓN AL RIESGO (LAMBDA)

El dato mas alto es el mas riesgoso

Si el mercado sube 1, la rentabilidad sube a 0,61 y 0,49 respectivamente

es decir que hay una mayor variabilidad entre los datos

s no siguen una distribución normal

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