JPY EURUSD USD/GBP RETURN

Date Adj Close Adj Close Adj Close share1 share 2 share 3
3/23/2021 108.776 1.193303 1.386251
3/24/2021 108.52 1.184021 1.373042 -0.24% -0.78% -0.96%
3/25/2021 108.79 1.181307 1.368888 0.25% -0.23% -0.30%
3/26/2021 109.179 1.177662 1.374911 0.36% -0.31% 0.44% return
3/29/2021 109.791 1.1788 1.379101 0.56% 0.10% 0.30% good indicator of risk
3/30/2021 109.836 1.177101 1.377505 0.04% -0.14% -0.12%
3/31/2021 110.305 1.17236 1.374665 0.43% -0.40% -0.21%
1/4/2021 110.75 1.172883 1.378626 0.40% 0.04% 0.29%
2/4/2021 110.613 1.177995 1.383509 -0.12% 0.43% 0.35%
5/4/2021 110.677 1.176817 1.383126 0.06% -0.10% -0.03%
6/4/2021 110.193 1.181893 1.391401 -0.44% 0.43% 0.60%
7/4/2021 109.793 1.187423 1.383126 -0.36% 0.47% -0.60%
8/4/2021 109.852 1.187366 1.374382 0.05% 0.00% -0.63%
9/4/2021 109.33 1.191568 1.373438 -0.48% 0.35% -0.07%
12/4/2021 109.694 1.190051 1.371215 0.33% -0.13% -0.16%
4/13/2021 109.374 1.191469 1.375383 -0.29% 0.12% 0.30%
4/14/2021 108.924 1.195414 1.37597 -0.41% 0.33% 0.04%
4/15/2021 108.894 1.19861 1.377923 -0.03% 0.27% 0.14%
4/16/2021 108.689 1.197175 1.37855 -0.19% -0.12% 0.05%
4/19/2021 108.719 1.196945 1.381845 0.03% -0.02% 0.24%
4/20/2021 108.098 1.204529 1.399384 -0.57% 0.63% 1.26%
4/21/2021 108.133 1.203239 1.393884 0.03% -0.11% -0.39%
4/22/2021 108.039 1.203775 1.393185 -0.09% 0.04% -0.05%
4/23/2021 107.978 1.201475 1.384026 -0.06% -0.19% -0.66%
4/26/2021 107.874 1.208985 1.386636 -0.10% 0.62% 0.19%
4/27/2021 108.202 1.208167 1.389564 0.30% -0.07% 0.21%
4/28/2021 108.75 1.209031 1.390356 0.51% 0.07% 0.06%
4/29/2021 108.505 1.213592 1.395673 -0.23% 0.38% 0.38%
4/30/2021 108.904 1.212709 1.395284 0.37% -0.07% -0.03%
3/5/2021 109.283 1.202776 1.381979 0.35% -0.82% -0.96%
4/5/2021 109.087 1.206127 1.390376 -0.18% 0.28% 0.61%
5/5/2021 109.329 1.201504 1.388812 0.22% -0.38% -0.11%
6/5/2021 109.219 1.200797 1.390975 -0.10% -0.06% 0.16%
7/5/2021 109.05 1.206855 1.389854 -0.15% 0.50% -0.08%
10/5/2021 108.572 1.217108 1.40412 -0.44% 0.85% 1.02%
11/5/2021 108.844 1.214093 1.413128 0.25% -0.25% 0.64%
12/5/2021 108.715 1.21445 1.413827 -0.12% 0.03% 0.05%
5/13/2021 109.664 1.207851 1.406371 0.87% -0.54% -0.53%
5/14/2021 109.516 1.207729 1.405086 -0.14% -0.01% -0.09%
5/17/2021 109.412 1.215037 1.410179 -0.10% 0.60% 0.36%
5/18/2021 109.242 1.215687 1.414867 -0.16% 0.05% 0.33%
5/19/2021 108.868 1.2224 1.418802 -0.34% 0.55% 0.28%
5/20/2021 109.273 1.217285 1.410616 0.37% -0.42% -0.58%
5/21/2021 108.86 1.222539 1.41856 -0.38% 0.43% 0.56%
5/24/2021 108.919 1.218324 1.414287 0.05% -0.35% -0.30%
5/25/2021 108.851 1.221464 1.415609 -0.06% 0.26% 0.09%
5/26/2021 108.802 1.224909 1.414387 -0.05% 0.28% -0.09%
5/27/2021 109.17 1.21926 1.411612 0.34% -0.46% -0.20%
5/28/2021 109.809 1.219319 1.420374 0.58% 0.00% 0.62%
5/31/2021 109.907 1.219007 1.418037 0.09% -0.03% -0.16%
1/6/2021 109.493 1.223287 1.422678 -0.38% 0.35% 0.33%
2/6/2021 109.493 1.221777 1.415709 0.00% -0.12% -0.49%
3/6/2021 109.595 1.220986 1.417193 0.09% -0.06% 0.10%
4/6/2021 110.266 1.213301 1.410994 0.61% -0.63% -0.44%
7/6/2021 109.617 1.216841 1.416431 -0.59% 0.29% 0.38%
8/6/2021 109.274 1.219363 1.417656 -0.31% 0.21% 0.09%
9/6/2021 109.469 1.217285 1.414988 0.18% -0.17% -0.19%
10/6/2021 109.61 1.2182 1.411233 0.13% 0.08% -0.27%
11/6/2021 109.409 1.217256 1.417013 -0.18% -0.08% 0.41%
6/14/2021 109.709 1.21102 1.411931 0.27% -0.51% -0.36%
6/15/2021 110.041 1.212224 1.410994 0.30% 0.10% -0.07%
6/16/2021 110.084 1.212709 1.408153 0.04% 0.04% -0.20%
6/17/2021 110.77 1.199559 1.399071 0.62% -1.09% -0.65%
6/18/2021 110.325 1.191341 1.393864 -0.40% -0.69% -0.37%
6/21/2021 110.201 1.187366 1.381712 -0.11% -0.33% -0.88%
6/22/2021 110.374 1.191256 1.39254 0.16% 0.33% 0.78%
6/23/2021 110.654 1.193673 1.394992 0.25% 0.20% 0.18%
6/24/2021 111.012 1.193317 1.396746 0.32% -0.03% 0.13%
6/25/2021 110.921 1.193033 1.391692 -0.08% -0.02% -0.36%
6/28/2021 110.822 1.194215 1.389506 -0.09% 0.10% -0.16%
6/29/2021 110.603 1.19289 1.387906 -0.20% -0.11% -0.12%
6/30/2021 110.535 1.190193 1.384275 -0.06% -0.23% -0.26%
1/7/2021 111.124 1.185677 1.382915 0.53% -0.38% -0.10%
2/7/2021 111.572 1.184624 1.375951 0.40% -0.09% -0.50%
5/7/2021 111.135 1.185621 1.383126 -0.39% 0.08% 0.52%
6/7/2021 110.916 1.18638 1.385617 -0.20% 0.06% 0.18%
7/7/2021 110.602 1.182452 1.380567 -0.28% -0.33% -0.37%
8/7/2021 110.635 1.17934 1.38011 0.03% -0.26% -0.03%
9/7/2021 109.801 1.1848 1.379082 -0.76% 0.46% -0.07%
12/7/2021 110.215 1.187296 1.389951 0.38% 0.21% 0.79%
7/13/2021 110.325 1.186521 1.388696 0.10% -0.07% -0.09%
7/14/2021 110.595 1.177537 1.380605 0.24% -0.76% -0.58%
7/15/2021 109.984 1.183334 1.385809 -0.55% 0.49% 0.38%
7/16/2021 109.778 1.181181 1.382973 -0.19% -0.18% -0.20%
7/19/2021 109.874 1.181401 1.376387 0.09% 0.02% -0.48%
7/20/2021 109.534 1.179384 1.366998 -0.31% -0.17% -0.68%
7/21/2021 109.92 1.178411 1.363327 0.35% -0.08% -0.27%
7/22/2021 110.255 1.179273 1.371404 0.30% 0.07% 0.59%
7/23/2021 110.14 1.177274 1.37739 -0.10% -0.17% 0.44%
7/26/2021 110.544 1.177343 1.375781 0.37% 0.01% -0.12%
7/27/2021 110.302 1.180777 1.382915 -0.22% 0.29% 0.52%
7/28/2021 109.806 1.182313 1.388272 -0.45% 0.13% 0.39%
7/29/2021 109.891 1.184596 1.390685 0.08% 0.19% 0.17%
7/30/2021 109.409 1.1893 1.396433 -0.44% 0.40% 0.41%
2/8/2021 109.706 1.186704 1.389622 0.27% -0.22% -0.49%
3/8/2021 109.269 1.187465 1.389275 -0.40% 0.06% -0.02%
4/8/2021 108.991 1.186944 1.391788 -0.25% -0.04% 0.18%
5/8/2021 109.529 1.18374 1.389043 0.49% -0.27% -0.20%
6/8/2021 109.752 1.183572 1.392758 0.20% -0.01% 0.27%
9/8/2021 110.259 1.17495 1.386847 0.46% -0.73% -0.43%
10/8/2021 110.306 1.173847 1.384907 0.04% -0.09% -0.14%
11/8/2021 110.598 1.172333 1.383604 0.26% -0.13% -0.09%
12/8/2021 110.374 1.17419 1.386693 -0.20% 0.16% 0.22%
8/13/2021 110.403 1.173626 1.381158 0.03% -0.05% -0.40%
8/16/2021 109.624 1.179468 1.386386 -0.71% 0.50% 0.38%
8/17/2021 109.297 1.177995 1.384275 -0.30% -0.12% -0.15%
8/18/2021 109.537 1.170974 1.374042 0.22% -0.60% -0.74%
8/19/2021 109.842 1.17033 1.374382 0.28% -0.06% 0.02%
8/20/2021 109.768 1.16766 1.363085 -0.07% -0.23% -0.83%
8/23/2021 109.84 1.169755 1.362528 0.07% 0.18% -0.04%
8/24/2021 109.678 1.174453 1.372476 -0.15% 0.40% 0.73%
8/25/2021 109.73 1.175309 1.372552 0.05% 0.07% 0.01%
8/26/2021 109.976 1.17744 1.376652 0.22% 0.18% 0.30%
8/27/2021 110.048 1.175641 1.370238 0.07% -0.15% -0.47%
8/30/2021 109.865 1.179901 1.3763 -0.17% 0.36% 0.44%
8/31/2021 109.944 1.17969 1.376046 0.07% -0.02% -0.02%
1/9/2021 110.056 1.181028 1.37534 0.10% 0.11% -0.05%
2/9/2021 110.096 1.184091 1.377164 0.04% 0.26% 0.13%
3/9/2021 109.945 1.187648 1.383681 -0.14% 0.30% 0.47%
6/9/2021 109.764 1.188594 1.385925 -0.16% 0.08% 0.16%
7/9/2021 109.82 1.187507 1.383949 0.05% -0.09% -0.14%
8/9/2021 110.296 1.184357 1.37798 0.43% -0.27% -0.43%
9/9/2021 110.218 1.18191 1.376766 -0.07% -0.21% -0.09%
10/9/2021 109.781 1.182592 1.383968 -0.40% 0.06% 0.52%
9/13/2021 109.915 1.181195 1.384083 0.12% -0.12% 0.01%
9/14/2021 109.994 1.181195 1.383815 0.07% 0.00% -0.02%
9/15/2021 109.719 1.180498 1.381025 -0.25% -0.06% -0.20%
9/16/2021 109.383 1.182 1.384888 -0.31% 0.13% 0.28%
9/17/2021 109.699 1.176747 1.379701 0.29% -0.45% -0.38%
9/20/2021 109.971 1.172993 1.372966 0.25% -0.32% -0.49%
9/21/2021 109.437 1.17302 1.36627 -0.49% 0.00% -0.49%
9/22/2021 109.149 1.172292 1.365747 -0.26% -0.06% -0.04%
9/23/2021 109.822 1.16877 1.361711 0.61% -0.30% -0.30%
9/24/2021 110.326 1.174026 1.37225 0.46% 0.45% 0.77%
9/27/2021 110.764 1.172305 1.366904 0.40% -0.15% -0.39%
9/28/2021 110.964 1.16968 1.370163 0.18% -0.22% 0.24%
9/29/2021 111.528 1.168634 1.354224 0.51% -0.09% -1.17%
9/30/2021 111.936 1.16016 1.342642 0.37% -0.73% -0.86%
1/10/2021 111.461 1.157448 1.346983 -0.43% -0.23% 0.32%
4/10/2021 110.947 1.160726 1.357092 -0.46% 0.28% 0.75%
5/10/2021 110.968 1.161845 1.360748 0.02% 0.10% 0.27%
6/10/2021 111.487 1.159608 1.362769 0.47% -0.19% 0.15%
7/10/2021 111.413 1.155535 1.359213 -0.07% -0.35% -0.26%
8/10/2021 111.662 1.155976 1.362027 0.22% 0.04% 0.21%
11/10/2021 112.27 1.156604 1.361656 0.54% 0.05% -0.03%
12/10/2021 113.388 1.155375 1.359065 0.99% -0.11% -0.19%
10/13/2021 113.519 1.153403 1.357884 0.12% -0.17% -0.09%
10/14/2021 113.301 1.159958 1.366923 -0.19% 0.57% 0.66%
10/15/2021 113.834 1.159152 1.366886 0.47% -0.07% 0.00%
10/18/2021 114.324 1.159703 1.376159 0.43% 0.05% 0.68%
10/19/2021 114.285 1.161386 1.373645 -0.03% 0.15% -0.18%
10/20/2021 114.543 1.163196 1.37932 0.23% 0.16% 0.41%
10/21/2021 114.389 1.165501 1.3823 -0.13% 0.20% 0.22%
10/22/2021 113.85 1.162534 1.37912 -0.47% -0.25% -0.23%
10/25/2021 113.664 1.164009 1.376273 -0.16% 0.13% -0.21%
10/26/2021 113.765 1.16117 1.376444 0.09% -0.24% 0.01%
10/27/2021 114.188 1.159824 1.376614 0.37% -0.12% 0.01%
10/28/2021 113.776 1.160012 1.373287 -0.36% 0.02% -0.24%
10/29/2021 113.616 1.168361 1.380072 -0.14% 0.72% 0.49%
1/11/2021 114.236 1.155668 1.368326 0.54% -1.09% -0.85%
2/11/2021 114.094 1.159958 1.365542 -0.12% 0.37% -0.20%
3/11/2021 113.962 1.157943 1.361739 -0.12% -0.17% -0.28%
4/11/2021 114.07 1.161575 1.369488 0.09% 0.31% 0.57%
5/11/2021 113.837 1.155535 1.35086 -0.20% -0.52% -1.37%
8/11/2021 113.475 1.156885 1.349127 -0.32% 0.12% -0.13%
9/11/2021 113.254 1.159152 1.356451 -0.19% 0.20% 0.54%
10/11/2021 112.912 1.159555 1.356 -0.30% 0.03% -0.03%
11/11/2021 113.905 1.148594 1.341274 0.88% -0.95% -1.09%
12/11/2021 114.043 1.145082 1.336648 0.12% -0.31% -0.35%
11/15/2021 113.981 1.144165 1.341706 -0.05% -0.08% 0.38%
11/16/2021 114.132 1.136648 1.340842 0.13% -0.66% -0.06%
11/17/2021 114.904 1.132118 1.342462 0.67% -0.40% 0.12%
11/18/2021 114.19 1.132118 1.349164 -0.62% 0.00% 0.50%
11/19/2021 114.282 1.136842 1.349965 0.08% 0.42% 0.06%
11/22/2021 114.138 1.127574 1.343454 -0.13% -0.82% -0.48%
11/23/2021 114.79 1.124215 1.339764 0.57% -0.30% -0.28%
11/24/2021 115.141 1.124493 1.337596 0.31% 0.02% -0.16%
11/25/2021 115.408 1.120298 1.333067 0.23% -0.37% -0.34%
11/26/2021 115.069 1.120963 1.331416 -0.29% 0.06% -0.12%
11/29/2021 113.719 1.129318 1.334098 -1.18% 0.74% 0.20%
11/30/2021 113.804 1.129344 1.331505 0.07% 0.00% -0.19%
1/12/2021 113.299 1.133029 1.329593 -0.44% 0.33% -0.14%
2/12/2021 112.882 1.131952 1.328 -0.37% -0.10% -0.12%
3/12/2021 113.022 1.130621 1.329999 0.12% -0.12% 0.15%
6/12/2021 113.042 1.13048 1.323732 0.02% -0.01% -0.47%
7/12/2021 113.458 1.128668 1.326436 0.37% -0.16% 0.20%
8/12/2021 113.525 1.12765 1.324609 0.06% -0.09% -0.14%
9/12/2021 113.684 1.134559 1.321004 0.14% 0.61% -0.27%
10/12/2021 113.448 1.129331 1.322401 -0.21% -0.46% 0.11%
12/13/2021 113.501 1.131183 1.325715 0.05% 0.16% 0.25%
12/14/2021 113.577 1.128541 1.321353 0.07% -0.23% -0.33%
12/15/2021 113.743 1.126126 1.323051 0.15% -0.21% 0.13%
12/16/2021 114.136 1.129076 1.326313 0.34% 0.26% 0.25%
12/17/2021 113.663 1.133414 1.332374 -0.42% 0.38% 0.46%
12/20/2021 113.518 1.124354 1.322944 -0.13% -0.80% -0.71%
12/21/2021 113.662 1.127752 1.321 0.13% 0.30% -0.15%
12/22/2021 113.994 1.128757 1.326964 0.29% 0.09% 0.45%
12/23/2021 114.121 1.132888 1.335203 0.11% 0.37% 0.62%
12/24/2021 114.458 1.132734 1.340662 0.29% -0.01% 0.41%
12/27/2021 114.333 1.132426 1.34043 -0.11% -0.03% -0.02%
12/28/2021 114.792 1.133003 1.344267 0.40% 0.05% 0.29%
12/29/2021 114.773 1.131478 1.343328 -0.02% -0.13% -0.07%
12/30/2021 114.948 1.136015 1.349879 0.15% 0.40% 0.49%
12/31/2021 115.063 1.132503 1.349837 0.10% -0.31% 0.00%
3/1/2022 115.142 1.137346 1.352228 0.07% 0.43% 0.18%
4/1/2022 115.328 1.130224 1.348327 0.16% -0.63% -0.29%
5/1/2022 116.174 1.128363 1.353143 0.73% -0.16% 0.36%
6/1/2022 116.128 1.13135 1.355565 -0.04% 0.26% 0.18%
7/1/2022 115.865 1.129688 1.353363 -0.23% -0.15% -0.16%
10/1/2022 115.618 1.135396 1.359231 -0.21% 0.50% 0.43%
11/1/2022 115.278 1.133042 1.358031 -0.29% -0.21% -0.09%
12/1/2022 115.331 1.136648 1.363327 0.05% 0.32% 0.39%
1/13/2022 114.675 1.144165 1.370999 -0.57% 0.66% 0.56%
1/14/2022 114.118 1.145712 1.371366 -0.49% 0.14% 0.03%
1/17/2022 114.306 1.14107 1.367353 0.16% -0.41% -0.29%
1/18/2022 114.571 1.141057 1.3648 0.23% 0.00% -0.19%
1/19/2022 114.554 1.132965 1.360026 -0.01% -0.71% -0.35%
1/20/2022 114.347 1.13434 1.360859 -0.18% 0.12% 0.06%
1/21/2022 113.993 1.131375 1.359767 -0.31% -0.26% -0.08%
1/24/2022 113.785 1.134147 1.355583 -0.18% 0.24% -0.31%
1/25/2022 114.011 1.132413 1.348927 0.20% -0.15% -0.49%
1/26/2022 113.875 1.130454 1.351078 -0.12% -0.17% 0.16%
1/27/2022 114.721 1.124354 1.346801 0.74% -0.54% -0.32%
1/28/2022 115.352 1.114703 1.338832 0.55% -0.86% -0.59%
1/31/2022 115.262 1.115237 1.340339 -0.08% 0.05% 0.11%
1/2/2022 115.121 1.122965 1.344538 -0.12% 0.69% 0.31%
2/2/2022 114.736 1.127396 1.352539 -0.33% 0.39% 0.59%
3/2/2022 114.382 1.129995 1.356502 -0.31% 0.23% 0.29%
4/2/2022 114.957 1.143576 1.359841 0.50% 1.19% 0.25%
7/2/2022 115.224 1.145515 1.353345 0.23% 0.17% -0.48%
8/2/2022 115.063 1.144296 1.353781 -0.14% -0.11% 0.03%
9/2/2022 115.531 1.142126 1.354757 0.41% -0.19% 0.07%
10/2/2022 115.602 1.142152 1.353327 0.06% 0.00% -0.11%
11/2/2022 116.047 1.141553 1.355179 0.38% -0.05% 0.14%
2/14/2022 115.584 1.136506 1.356963 -0.40% -0.44% 0.13%
2/15/2022 115.536 1.130633 1.35329 -0.04% -0.52% -0.27%
2/16/2022 115.635 1.13568 1.354115 0.09% 0.45% 0.06%
2/17/2022 115.387 1.137527 1.358493 -0.21% 0.16% 0.32%
2/18/2022 114.866 1.136648 1.361878 -0.45% -0.08% 0.25%
2/21/2022 114.961 1.131721 1.359342 0.08% -0.43% -0.19%
2/22/2022 114.609 1.130966 1.359601 -0.31% -0.07% 0.02%
2/23/2022 115.096 1.132913 1.358936 0.42% 0.17% -0.05%
2/24/2022 114.898 1.130569 1.354573 -0.17% -0.21% -0.32%
2/25/2022 115.571 1.119069 1.337327 0.58% -1.02% -1.28%
2/28/2022 115.585 1.118105 1.337327 0.01% -0.09% 0.00%
1/3/2022 115.078 1.121592 1.342282 -0.44% 0.31% 0.37%
2/3/2022 114.833 1.113276 1.333511 -0.21% -0.74% -0.66%
3/3/2022 115.519 1.111235 1.339692 0.60% -0.18% 0.46%
4/3/2022 115.474 1.106684 1.335096 -0.04% -0.41% -0.34%
7/3/2022 114.95 1.087453 1.321248 -0.45% -1.75% -1.04%
8/3/2022 115.373 1.086531 1.31123 0.37% -0.08% -0.76%
9/3/2022 115.722 1.089823 1.309929 0.30% 0.30% -0.10%
10/3/2022 115.909 1.107383 1.318565 0.16% 1.60% 0.66%
11/3/2022 116.179 1.101394 1.310324 0.23% -0.54% -0.63%
3/14/2022 117.529 1.093207 1.30503 1.16% -0.75% -0.40%
3/15/2022 118.218 1.094319 1.301185 0.58% 0.10% -0.30%
3/16/2022 118.292 1.096936 1.304649 0.06% 0.24% 0.27%
3/17/2022 118.87 1.102196 1.314112 0.49% 0.48% 0.72%
3/18/2022 118.486 1.109952 1.316041 -0.32% 0.70% 0.15%
3/21/2022 119.263 1.104313 1.316084 0.65% -0.51% 0.00%
3/22/2022 119.594 1.101722 1.316829 0.28% -0.23% 0.06%
3/23/2022 121.34 1.102974 1.326647 1.45% 0.11% 0.74%
3/24/2022 121.127 1.100631 1.320603 -0.18% -0.21% -0.46%
3/25/2022 122.346 1.100958 1.319575 1.00% 0.03% -0.08%
3/28/2022 122.27 1.098189 1.317627 -0.06% -0.25% -0.15%
3/29/2022 123.66 1.099384 1.310358 1.13% 0.11% -0.55%
3/30/2022 123.125 1.109152 1.30938 -0.43% 0.88% -0.07%
3/31/2022 122.021 1.116184 1.313888 -0.90% 0.63% 0.34%
 1/4/2022 121.756 1.107236 1.3147 -0.22% -0.80% 0.06%
4/4/2022 122.61 1.104728 1.310376 0.70% -0.23% -0.33%
5/4/2022 122.809 1.097586 1.311458 0.16% -0.65% 0.08%
6/4/2022 123.656 1.090643 1.307737 0.69% -0.63% -0.28%
7/4/2022 123.723 1.089823 1.307207 0.05% -0.08% -0.04%
8/4/2022 124.096 1.086484 1.306933 0.30% -0.31% -0.02%
11/4/2022 124.385 1.088495 1.30322 0.23% 0.18% -0.28%
12/4/2022 125.472 1.087796 1.302423 0.87% -0.06% -0.06%
4/13/2022 125.416 1.082614 1.300255 -0.04% -0.48% -0.17%
4/14/2022 125.377 1.089657 1.312026 -0.03% 0.65% 0.90%
4/15/2022 126.179 1.082099 1.307002 0.64% -0.70% -0.38%
4/18/2022 126.618 1.081525 1.305756 0.35% -0.05% -0.10%
4/19/2022 127.098 1.078179 1.300982 0.38% -0.31% -0.37%
4/20/2022 129.333 1.079447 1.301372 1.74% 0.12% 0.03%
4/21/2022 128.013 1.084987 1.306882 -1.03% 0.51% 0.42%
4/22/2022 128.408 1.083518 1.302626 0.31% -0.14% -0.33%
4/25/2022 128.605 1.081105 1.283088 0.15% -0.22% -1.51%
4/26/2022 127.744 1.071421 1.273999 -0.67% -0.90% -0.71%
4/27/2022 127.266 1.064362 1.2584 -0.37% -0.66% -1.23%
4/28/2022 128.394 1.055509 1.254186 0.88% -0.84% -0.34%
4/29/2022 130.811 1.05042 1.246385 1.86% -0.48% -0.62%
2/5/2022 130.011 1.053596 1.257387 -0.61% 0.30% 0.88%
3/5/2022 130.112 1.050906 1.249828 0.08% -0.26% -0.60%
4/5/2022 130.116 1.052853 1.250041 0.00% 0.19% 0.02%
5/5/2022 129.223 1.062248 1.261814 -0.69% 0.89% 0.94%
6/5/2022 130.33 1.053974 1.236415 0.85% -0.78% -2.03%
9/5/2022 130.749 1.053219 1.232666 0.32% -0.07% -0.30%
10/5/2022 130.377 1.05658 1.233882 -0.28% 0.32% 0.10%
11/5/2022 130.351 1.053297 1.230921 -0.02% -0.31% -0.24%
12/5/2022 129.835 1.051248 1.223421 -0.40% -0.19% -0.61%
5/13/2022 128.588 1.037958 1.220614 -0.97% -1.27% -0.23%
5/16/2022 129.432 1.040063 1.225851 0.65% 0.20% 0.43%
5/17/2022 128.923 1.043896 1.232483 -0.39% 0.37% 0.54%
5/18/2022 129.454 1.054786 1.248439 0.41% 1.04% 1.29%
5/19/2022 127.914 1.047274 1.234583 -1.20% -0.71% -1.12%
5/20/2022 127.832 1.057899 1.246215 -0.06% 1.01% 0.94%
5/23/2022 127.903 1.056982 1.250406 0.06% -0.09% 0.34%
5/24/2022 127.846 1.068205 1.256755 -0.04% 1.06% 0.51%
5/25/2022 126.769 1.073653 1.254296 -0.85% 0.51% -0.20%
5/26/2022 127.152 1.068661 1.25861 0.30% -0.47% 0.34%
5/27/2022 127.045 1.073295 1.261734 -0.08% 0.43% 0.25%
5/30/2022 127.285 1.073146 1.262834 0.19% -0.01% 0.09%
5/31/2022 127.784 1.077354 1.264702 0.39% 0.39% 0.15%
1/6/2022 128.736 1.073411 1.260891 0.74% -0.37% -0.30%
2/6/2022 130.122 1.065417 1.248315 1.07% -0.75% -1.00%
 3/6/2022 129.918 1.075107 1.257925 -0.16% 0.91% 0.77%
6/6/2022 130.707 1.072605 1.24923 0.61% -0.23% -0.69%
7/6/2022 132.176 1.069141 1.252348 1.12% -0.32% 0.25%
8/6/2022 132.847 1.069862 1.258732 0.51% 0.07% 0.51%
9/6/2022 134.43 1.071765 1.254029 1.18% 0.18% -0.37%
10/6/2022 134.418 1.061921 1.249297 -0.01% -0.92% -0.38%
6/13/2022 134.814 1.048999 1.227491 0.29% -1.22% -1.76%
6/14/2022 134.225 1.041515 1.214477 -0.44% -0.72% -1.07%
6/15/2022 135.294 1.044059 1.201259 0.79% 0.24% -1.09%
6/16/2022 134.115 1.04562 1.217434 -0.88% 0.15% 1.34%
6/17/2022 132.421 1.054685 1.235483 -1.27% 0.86% 1.47%
6/20/2022 135.276 1.049142 1.222823 2.13% -0.53% -1.03%
6/21/2022 135.087 1.052078 1.225175 -0.14% 0.28% 0.19%
6/22/2022 136.269 1.053264 1.226663 0.87% 0.11% 0.12%
6/23/2022 136.024 1.056412 1.225085 -0.18% 0.30% -0.13%
6/24/2022 134.84 1.052011 1.226076 -0.87% -0.42% 0.08%
6/27/2022 135.062 1.056613 1.228245 0.16% 0.44% 0.18%
6/28/2022 135.435 1.058089 1.226738 0.28% 0.14% -0.12%
6/29/2022 136.047 1.052355 1.218977 0.45% -0.54% -0.63%
6/30/2022 136.589 1.044659 1.21318 0.40% -0.73% -0.48%
1/7/2022 135.786 1.047768 1.216086 -0.59% 0.30% 0.24%
4/7/2022 135.043 1.043395 1.210273 -0.55% -0.42% -0.48%
5/7/2022 135.84 1.043319 1.211446 0.59% -0.01% 0.10%
6/7/2022 135.521 1.025767 1.194914 -0.24% -1.70% -1.37%
7/7/2022 135.966 1.018641 1.192321 0.33% -0.70% -0.22%
8/7/2022 135.913 1.016984 1.202805 -0.04% -0.16% 0.88%
11/7/2022 136.301 1.016611 1.201663 0.29% -0.04% -0.09%
12/7/2022 137.388 1.004753 1.190094 0.79% -1.17% -0.97%
7/13/2022 136.726 1.003311 1.187775 -0.48% -0.14% -0.20%
7/14/2022 137.628 1.003271 1.18638 0.66% 0.00% -0.12%
7/15/2022 138.967 1.002567 1.183964 0.97% -0.07% -0.20%
7/18/2022 138.314 1.009632 1.188834 -0.47% 0.70% 0.41%
7/19/2022 138.229 1.014518 1.194829 -0.06% 0.48% 0.50%
7/20/2022 138.191 1.023133 1.200351 -0.03% 0.85% 0.46%
7/21/2022 138.395 1.018278 1.197175 0.15% -0.48% -0.26%
7/22/2022 137.098 1.022108 1.199616 -0.94% 0.38% 0.20%
7/25/2022 136.312 1.020023 1.198696 -0.57% -0.20% -0.08%
7/26/2022 136.431 1.022495 1.205516 0.09% 0.24% 0.57%
7/27/2022 136.97 1.012956 1.203688 0.39% -0.94% -0.15%
7/28/2022 136.111 1.020929 1.216308 -0.63% 0.78% 1.04%
7/29/2022 134.397 1.019233 1.217345 -1.27% -0.17% 0.09%
1/8/2022 133.407 1.020825 1.216737 -0.74% 0.16% -0.05%
2/8/2022 131.572 1.026136 1.225415 -1.39% 0.52% 0.71%
3/8/2022 133.379 1.015569 1.2143 1.36% -1.04% -0.91%
4/8/2022 133.962 1.015765 1.213828 0.44% 0.02% -0.04%
 5/8/2022 132.621 1.024779 1.21585 -1.01% 0.88% 0.17%
8/8/2022 135.057 1.017087 1.205953 1.82% -0.75% -0.82%
9/8/2022 134.84 1.019763 1.208474 -0.16% 0.26% 0.21%
10/8/2022 135.187 1.020814 1.207423 0.26% 0.10% -0.09%
11/8/2022 132.83 1.030078 1.2213 -1.76% 0.90% 1.14%
12/8/2022 132.994 1.031672 1.219616 0.12% 0.15% -0.14%
8/15/2022 133.288 1.025641 1.212797 0.22% -0.59% -0.56%
8/16/2022 133.143 1.016198 1.205691 -0.11% -0.92% -0.59%
8/17/2022 134.277 1.017066 1.209819 0.85% 0.09% 0.34%
8/18/2022 134.944 1.018019 1.204515 0.50% 0.09% -0.44%
8/19/2022 135.795 1.00899 1.193275 0.63% -0.89% -0.94%
8/22/2022 137.041 1.003522 1.18181 0.91% -0.54% -0.97%
8/23/2022 137.546 0.993947 1.176651 0.37% -0.96% -0.44%
8/24/2022 136.733 0.996691 1.183278 -0.59% 0.28% 0.56%
8/25/2022 137.081 0.99691 1.179176 0.25% 0.02% -0.35%
8/26/2022 136.563 0.997128 1.182401 -0.38% 0.02% 0.27%
8/29/2022 137.52 0.993868 1.169454 0.70% -0.33% -1.10%
8/30/2022 138.596 1.001402 1.172251 0.78% 0.76% 0.24%
8/31/2022 138.734 1.002506 1.165977 0.10% 0.11% -0.54%
1/9/2022 139.296 1.003905 1.159851 0.40% 0.14% -0.53%
2/9/2022 140.081 0.995233 1.154894 0.56% -0.87% -0.43%
5/9/2022 140.487 0.990943 1.14746 0.29% -0.43% -0.65%
6/9/2022 140.43 0.995223 1.156644 -0.04% 0.43% 0.80%
7/9/2022 143.151 0.989795 1.151185 1.92% -0.55% -0.47%
8/9/2022 144.128 0.99957 1.151981 0.68% 0.98% 0.07%
9/9/2022 143.856 1.001202 1.15216 -0.19% 0.16% 0.02%
12/9/2022 142.596 1.007141 1.16194 -0.88% 0.59% 0.85%
9/13/2022 142.585 1.012956 1.168975 -0.01% 0.58% 0.60%
9/14/2022 144.404 0.998203 1.150616 1.27% -1.47% -1.58%
9/15/2022 142.923 0.998403 1.154494 -1.03% 0.02% 0.34%
9/16/2022 143.365 0.998831 1.145265 0.31% 0.04% -0.80%
9/19/2022 142.765 1.002235 1.143314 -0.42% 0.34% -0.17%
9/20/2022 143.223 1.002959 1.144322 0.32% 0.07% 0.09%
9/21/2022 143.602 0.997079 1.138058 0.26% -0.59% -0.55%
9/22/2022 144.316 0.983072 1.125594 0.50% -1.41% -1.10%
9/23/2022 142.28 0.984155 1.126418 -1.42% 0.11% 0.07%
9/26/2022 143.511 0.968992 1.079739 0.86% -1.55% -4.23%
9/27/2022 144.459 0.962371 1.077284 0.66% -0.69% -0.23%
9/28/2022 144.691 0.959619 1.072754 0.16% -0.29% -0.42%
9/29/2022 144.398 0.970817 1.0836 -0.20% 1.16% 1.01%
9/30/2022 144.431 0.982956 1.116944 0.02% 1.24% 3.03%
3/10/2022 144.816 0.979269 1.114057 0.27% -0.38% -0.26%
4/10/2022 144.519 0.983207 1.133414 -0.21% 0.40% 1.72%
5/10/2022 143.787 0.998432 1.145134 -0.51% 1.54% 1.03%
6/10/2022 144.449 0.9911 1.135538 0.46% -0.74% -0.84%
 7/10/2022 145.039 0.978905 1.116208 0.41% -1.24% -1.72%
10/10/2022 145.482 0.973501 1.107273 0.30% -0.55% -0.80%
11/10/2022 145.674 0.971006 1.107641 0.13% -0.26% 0.03%
12/10/2022 145.87 0.970017 1.09678 0.13% -0.10% -0.99%
10/13/2022 146.737 0.970798 1.110556 0.59% 0.08% 1.25%
10/14/2022 147.293 0.975134 1.130391 0.38% 0.45% 1.77%
10/17/2022 148.632 0.973937 1.124417 0.90% -0.12% -0.53%
10/18/2022 148.971 0.98464 1.135396 0.23% 1.09% 0.97%
10/19/2022 149.209 0.986388 1.13443 0.16% 0.18% -0.09%
10/20/2022 149.821 0.976648 1.121101 0.41% -0.99% -1.18%
10/21/2022 150.176 0.97789 1.122146 0.24% 0.13% 0.09%
10/24/2022 147.819 0.986009 1.134469 -1.58% 0.83% 1.09%
10/25/2022 148.887 0.98865 1.130774 0.72% 0.27% -0.33%
10/26/2022 147.98 0.996373 1.146224 -0.61% 0.78% 1.36%
10/27/2022 146.134 1.009194 1.163819 -1.26% 1.28% 1.52%
10/28/2022 146.274 0.99678 1.156604 0.10% -1.24% -0.62%
10/31/2022 147.812 0.9955 1.159595 1.05% -0.13% 0.26%
1/11/2022 148.737 0.988631 1.146815 0.62% -0.69% -1.11%
2/11/2022 147.915 0.987791 1.14895 -0.55% -0.09% 0.19%
3/11/2022 147.892 0.981441 1.138433 -0.02% -0.64% -0.92%
4/11/2022 148.393 0.974963 1.117119 0.34% -0.66% -1.89%
7/11/2022 146.841 0.992881 1.133157 -1.05% 1.82% 1.43%
8/11/2022 146.624 1.001863 1.151795 -0.15% 0.90% 1.63%
9/11/2022 145.295 1.008085 1.155268 -0.91% 0.62% 0.30%
10/11/2022 146.209 1.001954 1.136816 0.63% -0.61% -1.61%
11/11/2022 141.734 1.019222 1.169563 -3.11% 1.71% 2.84%
11/14/2022 139.553 1.032855 1.179913 -1.55% 1.33% 0.88%
11/15/2022 140.115 1.031928 1.17525 0.40% -0.09% -0.40%
11/16/2022 138.965 1.035786 1.188044 -0.82% 0.37% 1.08%
11/17/2022 139.322 1.039501 1.191526 0.26% 0.36% 0.29%
11/18/2022 140.412 1.036173 1.186015 0.78% -0.32% -0.46%
11/21/2022 140.253 1.03309 1.188637 -0.11% -0.30% 0.22%
11/22/2022 142.098 1.024569 1.18276 1.31% -0.83% -0.50%
11/23/2022 141.155 1.031109 1.189457 -0.67% 0.64% 0.56%
11/24/2022 139.278 1.041623 1.20735 -1.34% 1.01% 1.49%
11/25/2022 138.603 1.04081 1.211343 -0.49% -0.08% 0.33%
11/28/2022 139.1 1.036753 1.205473 0.36% -0.39% -0.49%
11/29/2022 138.719 1.034554 1.196029 -0.27% -0.21% -0.79%
11/30/2022 138.745 1.03245 1.194686 0.02% -0.20% -0.11%
1/12/2022 137.359 1.042535 1.20775 -1.00% 0.97% 1.09%
2/12/2022 135.15 1.052842 1.225926 -1.62% 0.98% 1.49%
5/12/2022 134.475 1.054419 1.229725 -0.50% 0.15% 0.31%
6/12/2022 136.652 1.049692 1.219245 1.61% -0.45% -0.86%
7/12/2022 136.886 1.046901 1.213301 0.17% -0.27% -0.49%
8/12/2022 136.381 1.051326 1.22124 -0.37% 0.42% 0.65%
 9/12/2022 136.614 1.055966 1.223601 0.17% 0.44% 0.19%
12/12/2022 136.712 1.052222 1.223915 0.07% -0.36% 0.03%
12/13/2022 137.504 1.054174 1.227084 0.58% 0.19% 0.26%
12/14/2022 135.584 1.062665 1.235666 -1.41% 0.80% 0.70%
12/15/2022 135.348 1.067635 1.241943 -0.17% 0.47% 0.51%
12/16/2022 137.751 1.064056 1.218918 1.76% -0.34% -1.87%
12/19/2022 136.69 1.058504 1.216027 -0.77% -0.52% -0.24%
12/20/2022 136.995 1.061458 1.215333 0.22% 0.28% -0.06%
12/21/2022 131.892 1.062699 1.218918 -3.80% 0.12% 0.29%
12/22/2022 132.37 1.061008 1.20774 0.36% -0.16% -0.92%
12/23/2022 132.357 1.060333 1.203992 -0.01% -0.06% -0.31%
12/26/2022 132.79 1.06678 1.206001 0.33% 0.61% 0.17%
12/27/2022 132.764 1.064022 1.208415 -0.02% -0.26% 0.20%
12/28/2022 133.486 1.063717 1.202733 0.54% -0.03% -0.47%
12/29/2022 134.034 1.062925 1.202848 0.41% -0.07% 0.01%
12/30/2022 132.916 1.066075 1.205633 -0.84% 0.30% 0.23%
2/1/2023 130.845 1.070973 1.212033 -1.57% 0.46% 0.53%
3/1/2023 130.794 1.067771 1.206287 -0.04% -0.30% -0.48%
4/1/2023 131.248 1.054685 1.196974 0.35% -1.23% -0.78%
5/1/2023 132.246 1.060637 1.205705 0.76% 0.56% 0.73%
6/1/2023 133.307 1.052222 1.191228 0.80% -0.80% -1.21%
9/1/2023 131.862 1.065632 1.211637 -1.09% 1.27% 1.70%
10/1/2023 131.729 1.073318 1.218487 -0.10% 0.72% 0.56%
11/1/2023 132.101 1.073895 1.215451 0.28% 0.05% -0.25%
12/1/2023 131.902 1.0766 1.215953 -0.15% 0.25% 0.04%
1/13/2023 129.172 1.086024 1.221777 -2.09% 0.87% 0.48%
1/16/2023 128.026 1.082462 1.222673 -0.89% -0.33% 0.07%
1/17/2023 128.321 1.083013 1.220778 0.23% 0.05% -0.16%
1/18/2023 128.281 1.079331 1.228471 -0.03% -0.34% 0.63%
1/19/2023 128.539 1.079785 1.234766 0.20% 0.04% 0.51%
1/20/2023 128.37 1.083388 1.239326 -0.13% 0.33% 0.37%
1/23/2023 129.354 1.086508 1.240633 0.76% 0.29% 0.11%
1/24/2023 130.597 1.087429 1.237976 0.96% 0.08% -0.21%
1/25/2023 130.239 1.088815 1.232924 -0.27% 0.13% -0.41%
1/26/2023 129.237 1.092204 1.241249 -0.77% 0.31% 0.67%
1/27/2023 129.8 1.089443 1.241527 0.43% -0.25% 0.02%
1/30/2023 129.854 1.087146 1.24003 0.04% -0.21% -0.12%
1/31/2023 130.479 1.085069 1.235361 0.48% -0.19% -0.38%
1/2/2023 130.11 1.086095 1.23089 -0.28% 0.09% -0.36%
2/2/2023 128.622 1.101285 1.239004 -1.15% 1.39% 0.66%
3/2/2023 128.746 1.090513 1.2223 0.10% -0.98% -1.36%
6/2/2023 132.009 1.079086 1.204515 2.50% -1.05% -1.47%
7/2/2023 132.623 1.073076 1.202675 0.46% -0.56% -0.15%
8/2/2023 131.042 1.072973 1.205458 -1.20% -0.01% 0.23%
9/2/2023 131.387 1.071582 1.207146 0.26% -0.13% 0.14%
 10/2/2023 131.519 1.074229 1.211681 0.10% 0.25% 0.37%
2/13/2023 131.551 1.067771 1.205226 0.02% -0.60% -0.53%
2/14/2023 132.337 1.073042 1.215214 0.60% 0.49% 0.83%
2/15/2023 132.991 1.073572 1.217434 0.49% 0.05% 0.18%
2/16/2023 133.903 1.069176 1.203978 0.68% -0.41% -1.11%
2/17/2023 134.074 1.066576 1.197533 0.13% -0.24% -0.54%
2/20/2023 134.307 1.068444 1.202979 0.17% 0.17% 0.45%
2/21/2023 134.336 1.068262 1.20392 0.02% -0.02% 0.08%
2/22/2023 134.976 1.065201 1.210932 0.48% -0.29% 0.58%
2/23/2023 134.932 1.06058 1.204993 -0.03% -0.43% -0.49%
2/24/2023 134.628 1.059805 1.201779 -0.23% -0.07% -0.27%
2/27/2023 136.395 1.055476 1.195243 1.30% -0.41% -0.55%
2/28/2023 136.317 1.061121 1.206156 -0.06% 0.53% 0.91%
1/3/2023 136.348 1.057731 1.203355 0.02% -0.32% -0.23%
2/3/2023 136.194 1.066894 1.202993 -0.11% 0.86% -0.03%
3/3/2023 136.705 1.059973 1.195157 0.37% -0.65% -0.65%
6/3/2023 135.86 1.06262 1.202848 -0.62% 0.25% 0.64%
7/3/2023 135.999 1.068833 1.202646 0.10% 0.58% -0.02%
8/3/2023 137.391 1.055075 1.182774 1.02% -1.30% -1.67%
9/3/2023 137.226 1.054953 1.185017 -0.12% -0.01% 0.19%
10/3/2023 136.395 1.05847 1.19225 -0.61% 0.33% 0.61%
3/13/2023 134.98 1.068365 1.207934 -1.04% 0.93% 1.31%
3/14/2023 133.114 1.072501 1.217137 -1.39% 0.39% 0.76%
3/15/2023 134.397 1.072766 1.215214 0.96% 0.02% -0.16%
3/16/2023 132.929 1.058335 1.206928 -1.10% -1.35% -0.68%
3/17/2023 133.368 1.061413 1.21105 0.33% 0.29% 0.34%
3/20/2023 132.284 1.067886 1.218769 -0.82% 0.61% 0.64%
3/21/2023 131.392 1.071915 1.227626 -0.68% 0.38% 0.72%
3/22/2023 132.348 1.077424 1.222509 0.72% 0.51% -0.42%
3/23/2023 130.64 1.091584 1.232848 -1.30% 1.31% 0.84%
 share1 share 2 share 3
average daily return 0.04% -0.02% -0.03%
st.dev daily return 0.62% 0.52% 0.64%
average annual return 8.77% -4.27% -7.35%
st.dev annual return 9.73% 8.28% 10.16%
Correlation -0.43613
si tenemos 3 debemos hacer una matriz
share1 share 2 share 3
share1 1
share 2 -0.43613 1
share 3 -0.454026 0.750866 1

return/risk
mean/variance
 J&J Nvidia C x^T Proportion
Expected Annual ret 0.04 0.34 R^T 0.0441 0.0231 0 1
Std. Dev Annual ret 0.21 0.55 Risk 0.0231 0.3025 0.1 0.9
CORREL 0.2 0.2 0.8
0.3 0.7
0.4 0.6
0.5 0.5
0.6 0.4
X= W1 W1+W2=1 0.7 0.3
W2 W2=1-W1 0.8 0.2
0.9 0.1
R= E(R1) E(Rp)= x^t* R 1 0
E(R2) Tangent -0.109035 1.10903477
Var(Rp)= x^t Cx MinVar 0.930093 0.06990679

Mean- variance analysis

0.38

0.37

0.36
original
0.9 scenario
RETURN

0.35 0.5 scenario

-0.9 scenario
0.34 Tangent

0.33

0.32
0.5 0.6 0.7 0.8 0.9 1 1.1
RISK
 E(Rp) (x^T)C Var(Rp) Stdev(Rp) weighted average of stdev
0.34 0.0231 0.3025 #NAME? 0.55 0.55
0.31 0.0252 0.27456 #NAME? #NAME? 0.516
0.28 0.0273 0.24662 #NAME? #NAME? 0.482
0.25 0.0294 0.21868 #NAME? #NAME? 0.448
0.22 0.0315 0.19074 #NAME? #NAME? 0.414
0.19 0.0336 0.1628 #NAME? #NAME? 0.38
0.16 0.0357 0.13486 #NAME? #NAME? 0.346
0.13 0.0378 0.10692 #NAME? #NAME? 0.312
0.1 0.0399 0.07898 #NAME? #NAME? 0.278
0.07 0.042 0.05104 #NAME? #NAME? 0.244
0.04 0.0441 0.0231 #NAME? #NAME? 0.21
0.37271 0.02081 0.332964 #NAME? #NAME? 0.587072
0.060972 0.042632 0.042632 #NAME? #NAME? 0.233768
 J&J Nvidia C e C-1
Expected A 0.04 0.34 R^T 0.0441 0.0231 1 23.62056 -1.8037518038
Std. Dev An 0.21 0.55 Risk 0.0231 0.3025 1 -1.803752 3.4435261708
CORREL 0.2

x^T Proportion E(Rp) (x^T)C Var(Rp) Stdev(Rp) weighted average of stdev

-0.109035 1.10903477 0.37 0.0231 0.3025 0.367 0.6 0.55

J&J Nvidia C x^T Proportion

Expected A 0.04 0.34 R^T 0.0441 0.0231 Tangent -0.109035 1.1090347741
Std. Dev An 0.21 0.55 Risk 0.0231 0.3025 MinVar 0.930093 0.0699067909
CORREL 0.2
 Rf Rhat y X
0.02 0.02 -0.104789 -0.109035 BORROW
0.32 1.065853 1.109035
C-1e MinVar 0.961064 1
21.81681 0.930093
age of stdev 1.639774 0.069907
23.45658 1

E(Rp) (x^T)C Var(Rp) Stdev(Rp) weighted average of stdev

0.37271 0.02081 0.332964 #NAME? 0.605805 0.587072
0.060972 0.042632 0.042632 #NAME? 0.206475 0.233768
 J&J Nvidia C x^T Proportion
Expected Annual ret 0.04 0.34 R^T 0.0441 0.10395 0 1
Std. Dev Annual ret 0.21 0.55 Risk 0.10395 0.3025 0.1 0.9
CORREL 0.9 0.2 0.8
0.3 0.7
0.4 0.6
0.5 0.5
0.6 0.4
X= W1 W1+W2=1 0.7 0.3
W2 W2=1-W1 0.8 0.2
0.9 0.1
R= E(R1) E(Rp)= x^t* R 1 0
E(R2)
Var(Rp)= x^t Cx

Mean- variance analysis

0.4

0.35

0.3

0.25
RETURN

0.2 Column J

0.15

0.1

0.05

0
0.5 0.6 0.7 0.8 0.9 1 1.1
RISK
E(Rp) (x^T)C Var(Rp) Stdev(Rp) weighted average of stdev
0.34 0.10395 0.3025 #NAME? 0.55 0.55
0.31 0.097965 0.282645 #NAME? #NAME? 0.516
0.28 0.09198 0.26279 #NAME? #NAME? 0.482
0.25 0.085995 0.242935 #NAME? #NAME? 0.448
0.22 0.08001 0.22308 #NAME? #NAME? 0.414
0.19 0.074025 0.203225 #NAME? #NAME? 0.38
0.16 0.06804 0.18337 #NAME? #NAME? 0.346
0.13 0.062055 0.163515 #NAME? #NAME? 0.312
0.1 0.05607 0.14366 #NAME? #NAME? 0.278
0.07 0.050085 0.123805 #NAME? #NAME? 0.244
0.04 0.0441 0.10395 #NAME? #NAME? 0.21
 J&J Nvidia C x^T Proportion
Expected Annual ret 0.04 0.34 R^T 0.0441 0.05775 0 1
Std. Dev Annual ret 0.21 0.55 Risk 0.05775 0.3025 0.1 0.9
CORREL 0.5 0.2 0.8
0.3 0.7
0.4 0.6
0.5 0.5
0.6 0.4
X= W1 W1+W2=1 0.7 0.3
W2 W2=1-W1 0.8 0.2
0.9 0.1
R= E(R1) E(Rp)= x^t* R 1 0
E(R2)
Var(Rp)= x^t Cx

Mean- variance analysis

0.4

0.35

0.3

0.25
RETURN

0.2 Column J

0.15

0.1

0.05

0
0.5 0.6 0.7 0.8 0.9 1 1.1
RISK
E(Rp) (x^T)C Var(Rp) Stdev(Rp) weighted average of stdev
0.34 0.05775 0.3025 #NAME? 0.55 0.55
0.31 0.056385 0.278025 #NAME? #NAME? 0.516
0.28 0.05502 0.25355 #NAME? #NAME? 0.482
0.25 0.053655 0.229075 #NAME? #NAME? 0.448
0.22 0.05229 0.2046 #NAME? #NAME? 0.414
0.19 0.050925 0.180125 #NAME? #NAME? 0.38
0.16 0.04956 0.15565 #NAME? #NAME? 0.346
0.13 0.048195 0.131175 #NAME? #NAME? 0.312
0.1 0.04683 0.1067 #NAME? #NAME? 0.278
0.07 0.045465 0.082225 #NAME? #NAME? 0.244
0.04 0.0441 0.05775 #NAME? #NAME? 0.21
 J&J Nvidia C x^T Proportion
Expected Annual ret 0.04 0.34 R^T 0.0441 -0.10395 0 1
Std. Dev Annual ret 0.21 0.55 Risk -0.10395 0.3025 0.1 0.9
CORREL -0.9 0.2 0.8
0.3 0.7
0.4 0.6
0.5 0.5
0.6 0.4
X= W1 W1+W2=1 0.7 0.3
W2 W2=1-W1 0.8 0.2
0.9 0.1
R= E(R1) E(Rp)= x^t* R 1 0
E(R2)
Var(Rp)= x^t Cx

Mean- variance analysis

0.4

0.35

0.3

0.25
RETURN

0.2 Column J

0.15

0.1

0.05

0
0.5 0.6 0.7 0.8 0.9 1 1.1
RISK
E(Rp) (x^T)C Var(Rp) Stdev(Rp) weighted average of stdev
0.34 -0.10395 0.3025 #NAME? 0.55 0.55
0.31 -0.089145 0.261855 #NAME? #NAME? 0.516
0.28 -0.07434 0.22121 #NAME? #NAME? 0.482
0.25 -0.059535 0.180565 #NAME? #NAME? 0.448
0.22 -0.04473 0.13992 #NAME? #NAME? 0.414
0.19 -0.029925 0.099275 #NAME? #NAME? 0.38
0.16 -0.01512 0.05863 #NAME? #NAME? 0.346
0.13 -0.000315 0.017985 #NAME? #NAME? 0.312
0.1 0.01449 -0.02266 #NAME? #NAME? 0.278
0.07 0.029295 -0.063305 #NAME? #NAME? 0.244
0.04 0.0441 -0.10395 #NAME? #NAME? 0.21
 JPY EURUSD USD/GBP C
Expected Annual ret 0.087718 -0.04267 -0.073538 0.009466 -0.003514 -0.00448941
Std. Dev Annual ret 0.097295 0.082822 0.101629 -0.003514 0.00686 0.00632012
CORREL share1 share 2 share 3 -0.004489 0.00632 0.01032839
share1 1
share 2 -0.43613 1
share 3 -0.454026 0.750866 1

X= W1 W1+W2=1
W2 W2=1-W1

R= E(R1) E(Rp)= x^t* R

E(R2)
Var(Rp)= x^t Cx

Mean- variance analysis

1.2

0.8
original
RETURN

0.6 0.9 scenario

0.5 scenario
-0.9 scenario
0.4

0.2

0
-0.1 0 0.1 0.2 0.3 0.4 0.5 0.6
RISK
x^T Proportion E(Rp) (x^T)C Var(Rp) Stdev(Rp)
0 1 0 -0.04267 -0.003514 0.00686 #NAME? 0.082822
0.05 0.9 0.05 -0.034017 -0.00269 0.005998 #NAME? #NAME?
0.1 0.8 0.1 -0.025364 -0.001865 0.005136 #NAME? #NAME?
0.2 0.6 0.2 -0.008059 -0.000215 0.003413 #NAME? #NAME?
0.3 0.4 0.3 0.009247 0.001434 0.001689 #NAME? #NAME?
0.4 0.2 0.4 0.026553 0.003084 -3.39E-05 #NAME? #NAME?
0.45 0.1 0.45 0.035206 0.003908 -0.000896 #NAME? #NAME?
0.5 0 0.5 0.043859 0.004733 -0.001757 #NAME? #NAME?
1 0 0 0.087718 0.009466 -0.003514 #NAME? #NAME?
0 0 1 0 0 0 #NAME? #NAME?
0.05 0.05 0.9 0.002252 0.000298 0.000167 #NAME? #NAME?
0.1 0.1 0.8 0.004505 0.000595 0.000335 #NAME? #NAME?
0.2 0.15 0.65 0.011143 0.001366 0.000326 #NAME? #NAME?
0.3 0.25 0.45 0.015648 0.001961 0.000661 #NAME? #NAME?
0.3 0.3 0.4 0.013514 0.001786 0.001004 #NAME? #NAME?
0.4 0.35 0.25 0.020153 0.002557 0.000995 #NAME? #NAME?
0.5 0.45 0.05 0.024657 0.003152 0.00133 #NAME? #NAME?
0.9 0.05 0.05 0.076812 0.008344 -0.00282 #NAME? #NAME?
0.8 0.1 0.1 0.065907 0.007222 -0.002126 #NAME? #NAME?
0.65 0.2 0.15 0.048483 0.00545 -0.000912 #NAME? #NAME?
0.45 0.3 0.25 0.026672 0.003206 0.000476 #NAME? #NAME?
0.25 0.4 0.35 0.004861 0.000961 0.001865 #NAME? #NAME?
0.2 0.4 0.4 0.000476 0.000488 0.002041 #NAME? #NAME?
0.1 0.45 0.45 -0.01043 -0.000635 0.002735 #NAME? #NAME?
0 0.5 0.5 -0.021335 -0.001757 0.00343 #NAME? #NAME?
0.5 0.5 0 0.022524 0.002976 0.001673 #NAME? #NAME?
weighted average of stdev
0.082822
0.079405
0.075987
0.069152
0.062317
0.055483
0.052065
0.048648
0.097295
0
0.009006
0.018012
0.031882
0.049894
0.054035
0.067906
0.085918
0.091707
0.086118
0.079806
0.06863
0.057453
0.052588
0.046999
0.041411
0.090059