Var
91
hero ajnta bob ntpc Date Close Close Close Close 5/1/2015 2328.9 1263 169 150.3 5/4/2015 2389.55 1326.7 170.7 152.35 5/5/2015 2357.45 1340.65 170 150.5 5/6/2015 2326.4 1420.5 162.15 144.6 5/7/2015 2354.55 1343.75 153.45 142.5 5/8/2015 2300.65 1263.9 145.1 142 5/11/2015 2384.25 1277.3 169.7 144.95 5/12/2015 2466.4 1247.4 158.4 141.65 5/13/2015 2503.75 1274.2 162.45 138.4 5/14/2015 2537.5 1285.1 164.55 139.05 5/15/2015 2529.7 1297 160.15 136.1 5/18/2015 2520.55 1313.8 162 136.15 5/19/2015 2580.75 1335.9 160.65 136.1 5/20/2015 2579.4 1359.9 159.75 136.15 5/21/2015 2602.4 1372.15 156.55 134.95 5/22/2015 2603.45 1411.2 155.4 135.35 5/25/2015 2588.1 1415.65 157.8 134.25 5/26/2015 2613.85 1448.05 159.45 132.5 5/27/2015 2606.3 1454.4 161.15 134.25 5/28/2015 2643.4 1451.3 160.1 134.65 5/29/2015 2696.85 1579.65 162.6 136.55 6/1/2015 2710 1621.1 165.2 138.55 6/2/2015 2608.6 1558.2 160.4 137.95 6/3/2015 2576.95 1546.7 161.25 138.45 6/4/2015 2547.9 1558.1 161.7 136.9 6/5/2015 2577.65 1563.15 160.25 140.05 6/8/2015 2520.65 1486.9 155.8 138.45 6/9/2015 2499.95 1484.75 153.15 139 6/10/2015 2514.95 1508.9 152.95 140 6/11/2015 2504.2 1478.15 148.5 136.55 6/12/2015 2503.55 1455.7 146.95 136.5 6/15/2015 2506.05 1425.25 143 135.85 6/16/2015 2543.2 1400.85 142 137.65 6/17/2015 2522.3 1445.2 140.65 137 6/18/2015 2526.3 1505.35 138.65 136.6 6/19/2015 2551.45 1503.5 142.1 136.05 6/22/2015 2581.55 1523 146.4 137 6/23/2015 2517.4 1542.5 150.3 139.25 6/24/2015 2521 1556.05 145.9 136.8 6/25/2015 2552.1 1519.95 145 135.6 6/26/2015 2539.2 1563.8 144.55 137.7 6/29/2015 2535.75 1524.55 144.1 138.65 6/30/2015 2523.5 1569 144.15 137.65
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hero ajnta bob ntpcDate Close Close Close Close
5/1/2015 2328.9 1263 169 150.35/4/2015 2389.55 1326.7 170.7 152.355/5/2015 2357.45 1340.65 170 150.55/6/2015 2326.4 1420.5 162.15 144.65/7/2015 2354.55 1343.75 153.45 142.55/8/2015 2300.65 1263.9 145.1 142
5/11/2015 2384.25 1277.3 169.7 144.955/12/2015 2466.4 1247.4 158.4 141.655/13/2015 2503.75 1274.2 162.45 138.45/14/2015 2537.5 1285.1 164.55 139.055/15/2015 2529.7 1297 160.15 136.15/18/2015 2520.55 1313.8 162 136.155/19/2015 2580.75 1335.9 160.65 136.15/20/2015 2579.4 1359.9 159.75 136.155/21/2015 2602.4 1372.15 156.55 134.955/22/2015 2603.45 1411.2 155.4 135.355/25/2015 2588.1 1415.65 157.8 134.255/26/2015 2613.85 1448.05 159.45 132.55/27/2015 2606.3 1454.4 161.15 134.255/28/2015 2643.4 1451.3 160.1 134.655/29/2015 2696.85 1579.65 162.6 136.55
6/1/2015 2710 1621.1 165.2 138.556/2/2015 2608.6 1558.2 160.4 137.956/3/2015 2576.95 1546.7 161.25 138.456/4/2015 2547.9 1558.1 161.7 136.96/5/2015 2577.65 1563.15 160.25 140.056/8/2015 2520.65 1486.9 155.8 138.456/9/2015 2499.95 1484.75 153.15 139
6/10/2015 2514.95 1508.9 152.95 1406/11/2015 2504.2 1478.15 148.5 136.556/12/2015 2503.55 1455.7 146.95 136.56/15/2015 2506.05 1425.25 143 135.856/16/2015 2543.2 1400.85 142 137.656/17/2015 2522.3 1445.2 140.65 1376/18/2015 2526.3 1505.35 138.65 136.66/19/2015 2551.45 1503.5 142.1 136.056/22/2015 2581.55 1523 146.4 1376/23/2015 2517.4 1542.5 150.3 139.256/24/2015 2521 1556.05 145.9 136.86/25/2015 2552.1 1519.95 145 135.66/26/2015 2539.2 1563.8 144.55 137.76/29/2015 2535.75 1524.55 144.1 138.656/30/2015 2523.5 1569 144.15 137.65
7/1/2015 2520.6 1584 150.3 138.37/2/2015 2528.3 1589.75 150 137.657/3/2015 2576.65 1587.25 150.8 138.857/6/2015 2613.4 1612.65 153.15 1387/7/2015 2563.75 1612.3 153.65 134.457/8/2015 2549.9 1593.5 151.35 1337/9/2015 2604.75 1601.9 152.95 131.1
7/10/2015 2571.55 1599.3 156.45 129.857/13/2015 2600.2 1603.55 156.35 133.17/14/2015 2638.7 1600.9 155.8 133.17/15/2015 2658.25 1602.15 156.4 133.157/16/2015 2649.3 1612.7 155.55 134.77/17/2015 2649.4 1673 156.25 135.557/20/2015 2661.9 1668.7 152.95 135.77/21/2015 2687.25 1635.3 150.7 135.67/22/2015 2711 1646.85 152.7 137.557/23/2015 2717.6 1611.1 152.75 138.357/24/2015 2740.4 1559.1 155.75 1387/27/2015 2605.05 1571.15 152.3 134.27/28/2015 2531.5 1569 153.85 137.057/29/2015 2569.85 1591.75 153.2 135.57/30/2015 2580.35 1549.1 168.6 135.857/31/2015 2682.7 1563.9 177.5 135.05
8/3/2015 2697.1 1551.5 184.85 135.058/4/2015 2623.85 1629 191.05 135.158/5/2015 2661 1660 188.5 137.28/6/2015 2651.1 1662.8 189.4 135.98/7/2015 2661.85 1659.6 185 133.85
8/10/2015 2703.95 1645.55 182.1 131.358/11/2015 2688.4 1710.5 178.05 130.88/12/2015 2634.8 1667.65 176.05 128.058/13/2015 2646.5 1684.15 176.75 127.858/14/2015 2712.45 1654.35 184.4 129.658/17/2015 2650.25 1660.55 212.8 128.058/18/2015 2641 1647.9 212.9 127.258/19/2015 2684.7 1674 208.75 1268/20/2015 2629.1 1637.1 201.1 125.958/21/2015 2555.05 1636.9 199.65 123.48/24/2015 2472.55 1448.5 182.6 115.38/25/2015 2464.5 1435.3 182.65 119.158/26/2015 2370 1440.1 177 119.88/27/2015 2377.8 1432.3 187.8 119.158/28/2015 2398.6 1429.1 185.2 121.68/31/2015 2397.2 1499.8 184.75 121.45
9/1/2015 2379.95 1520.25 172.65 120.35
9/2/2015 2338.7 1515.5 169.5 116.59/3/2015 2322.35 1501.45 175.6 117.69/4/2015 2290.85 1436.55 174.25 114.59/7/2015 2280.6 1374.1 169.8 112.69/8/2015 2313.2 1377.35 177.7 114.459/9/2015 2344.3 1401.35 180.6 120.9
9/10/2015 2348.6 1413.05 178.95 119.259/11/2015 2343.05 1409.95 181.3 119.659/14/2015 2349.5 1420.9 186.55 125.99/15/2015 2310.55 1477.95 181.85 126.859/16/2015 2368.35 1437.9 182.55 127.859/17/2015 2368.35 1437.9 182.55 127.859/18/2015 2428.5 1450.25 190.3 126.89/21/2015 2423.7 1447.4 192.1 126.759/22/2015 2408 1419.15 186 1219/23/2015 2400.95 1432.55 188.25 121.39/24/2015 2381.7 1426.1 186.4 122.059/25/2015 2381.7 1426.1 186.4 122.059/28/2015 2349.5 1443.85 183.55 120.959/29/2015 2329.25 1437.55 187.25 121.359/30/2015 2394.5 1479.75 183.2 123.7510/1/2015 2412.05 1510.9 181.1 123.510/2/2015 2412.05 1510.9 181.1 123.510/5/2015 2502 1499.85 186.4 127.710/6/2015 2532.35 1523.1 184.35 125.7510/7/2015 2540.75 1510.9 186.35 127.7510/8/2015 2541.95 1495.75 185.75 125.710/9/2015 2564.85 1491.85 182.1 126
10/12/2015 2552.95 1475.55 176.8 127.2510/13/2015 2538.75 1482.8 176 127.4510/14/2015 2500 1497.5 173.5 125.8510/15/2015 2564.05 1505.8 179.9 12510/16/2015 2584 1504.85 177.7 126.810/19/2015 2612.05 1570.7 175.55 127.310/20/2015 2606.2 1593.2 176.25 127.9510/21/2015 2622.8 1570.35 174.75 129.9510/22/2015 2622.8 1570.35 174.75 129.95
rf
nifty future as on 30/10/2015lot sizevalue of nifty futurevalue of portfolio# of contracts
particulars market valbeta beta * market valuenifty future 606300 1 606300portfolio value 10000000 -0.212984273 -2129843hedge ratio -3.512853total value hedged 1818900unhedge value of the portfolio 310943
tcs market nifty returns 0.3880784481 0.5819205519 0.01 0.01Close close market hero ajnta bob ntpc
2466.65 8331.950195 -0.000858 0.0260423376 0.0504354315 0.010059 0.0136392479.1 8324.799805 -0.027364 -0.013433492 0.0105148643 -0.004101 -0.012143
2519.25 8097 -0.004903 -0.013171011 0.0595606451 -0.046176 -0.0392032462.85 8057.299805 0.016656 0.0121002407 -0.054030271 -0.053654 -0.014523
2543.3 8191.5 0.016328 -0.022891848 -0.0594232409 -0.054415 -0.0035092530.7 8325.25 -0.023819 0.0363375568 0.0106021282 0.169538 0.0207752555.8 8126.950195 0.013351 0.0344552794 -0.0234087754 -0.066588 -0.0227662521.2 8235.450195 -0.001366 0.015143529 0.0214846317 0.025568 -0.022944
2519.95 8224.200195 0.004639 0.0134797803 0.0085544109 0.012927 0.0046972499.95 8262.349609 0.013471 -0.003073892 0.0092599955 -0.02674 -0.0212152509.65 8373.650391 -0.000955 -0.00361703 0.0129530069 0.011552 0.0003672519.35 8365.650391 0.006885 0.0238836762 0.0168214105 -0.008333 -0.0003672511.95 8423.25 -0.000267 -0.000523104 0.0179654163 -0.005602 0.0003672557.55 8421 0.004507 0.0089168024 0.0090080152 -0.020031 -0.0088142557.65 8458.950195 -0.010486 0.0004034737 0.0284589363 -0.007346 0.0029642619.55 8370.25 -0.003692 -0.005896023 0.0031533944 0.015444 -0.008127
2601.4 8339.349609 -0.00057 0.0099493837 0.0228870339 0.010456 -0.0130352606.35 8334.599609 -0.001872 -0.00288846 0.0043851868 0.010662 0.0132082616.55 8319 0.013782 0.0142347389 -0.0021314425 -0.006516 0.00298
2609 8433.650391 -3.0E-005 0.020220171 0.0884379285 0.015615 0.0141112610.6 8433.400391 -0.023354 0.0048760591 0.0262399642 0.01599 0.0146472616.4 8236.450195 -0.012305 -0.037416974 -0.0388008332 -0.029056 -0.004331
2600.45 8135.100098 -0.000547 -0.012132945 -0.0073803109 0.005299 0.0036252610.75 8130.649902 -0.001962 -0.011273017 0.0073705504 0.002791 -0.011195
2606.2 8114.700195 -0.008694 0.0116762824 0.0032411527 -0.008967 0.0230092572.35 8044.149902 -0.002704 -0.022113165 -0.048779707 -0.027769 -0.0114242578.65 8022.399902 0.012721 -0.008212167 -0.0014459748 -0.017009 0.003973
2558.1 8124.450195 -0.019583 0.00600012 0.016265378 -0.001306 0.0071942602.05 7965.350098 0.002203 -0.004274439 -0.0203790838 -0.029094 -0.024643
2571 7982.899902 0.003883 -0.000259564 -0.0151879509 -0.010438 -0.0003662512.05 8013.899902 0.004168 0.000998582 -0.0209177379 -0.02688 -0.004762
2511.8 8047.299805 0.005499 0.0148241256 -0.0171198176 -0.006993 0.013252511.05 8091.549805 0.010264 -0.008217993 0.0316593287 -0.009507 -0.0047222514.95 8174.600098 0.006159 0.0015858542 0.0416205591 -0.01422 -0.002922528.55 8224.950195 0.015581 0.0099552706 -0.0012289368 0.024883 -0.004026
2551.1 8353.099609 0.003406 0.0117972133 0.0129697373 0.03026 0.0069832595.7 8381.549805 -0.00247 -0.024849412 0.012803677 0.026639 0.0164232577.7 8360.849609 0.004443 0.0014300469 0.0087844733 -0.029275 -0.0175942568.4 8398 -0.002012 0.0123363745 -0.0231998322 -0.006169 -0.008772
2551.75 8381.099609 -0.007481 -0.005054661 0.0288497 -0.003103 0.0154872594.05 8318.400391 0.006023 -0.001358696 -0.0250991167 -0.003113 0.0068992593.55 8368.5 0.010103 -0.004830918 0.0291561107 0.000347 -0.007212
2552.2 8453.049805 -0.000964 -0.001149198 0.0095602294 0.042664 0.004722
2591.8 8444.900391 0.004737 0.0030548282 0.0036300505 -0.001996 -0.00472580.85 8484.900391 0.00439 0.0191235217 -0.0015725743 0.005333 0.008718
2604.8 8522.150391 -0.001332 0.0142627055 0.0160025327 0.015584 -0.0061222632.8 8510.799805 -0.01736 -0.01899824 -0.0002170155 0.003265 -0.025725
2619.05 8363.049805 -0.004125 -0.005402243 -0.0116603916 -0.014969 -0.0107852594.05 8328.549805 0.003842 0.0215106475 0.0052714277 0.010572 -0.014286
2521.4 8360.549805 0.011853 -0.012745945 -0.0016230539 0.022883 -0.0095352471.9 8459.650391 -0.000656 0.0111411406 0.0026574125 -0.000639 0.0250292508.6 8454.099609 0.008245 0.0148065533 -0.001652602 -0.003518 02499.5 8523.799805 0.009884 0.0074089514 0.0007808108 0.003851 0.000376
2546.25 8608.049805 0.000209 -0.003366877 0.0065848578 -0.005435 0.0116412538.15 8609.849609 -0.000743 3.77458E-005 0.0373907434 0.0045 0.006312559.35 8603.450195 -0.008601 0.0047180494 -0.002570263 -0.02112 0.0011072579.55 8529.450195 0.012199 0.0095232729 -0.0200155217 -0.014711 -0.0007372562.85 8633.5 -0.005062 0.0088380314 0.0070628812 0.013271 0.014381
2528.1 8589.799805 -0.007945 0.002434526 -0.0217081097 0.000327 0.0058162487.95 8521.549805 -0.01884 0.0083897557 -0.0322760851 0.01964 -0.002532503.75 8361 -0.00287 -0.0493906 0.0077288437 -0.022151 -0.027536
2496.9 8337 0.004564 -0.028233623 -0.0013684371 0.010177 0.0212372501.5 8375.049805 0.005582 0.0151491211 0.0144996813 -0.004225 -0.011312508.1 8421.799805 0.013186 0.0040858416 -0.0267944212 0.100522 0.002583
2480.95 8532.849609 0.001195 0.0396651617 0.0095539605 0.052788 -0.0058892510 8543.049805 -0.003061 0.0053677265 -0.0079289084 0.041408 0
2507.95 8516.900391 0.005994 -0.0271588 0.0499516597 0.033541 0.000742509.3 8567.950195 0.002416 0.0141585838 0.0190300798 -0.013347 0.015168
2541.65 8588.650391 -0.0028 -0.003720406 0.0016867771 0.004775 -0.0094752574.3 8564.599609 -0.004554 0.0040549206 -0.0019245068 -0.023231 -0.0150852551.7 8525.599609 -0.007419 0.0158160678 -0.0084658533 -0.015676 -0.0186782570.8 8462.349609 -0.013341 -0.005750846 0.0394700544 -0.022241 -0.004187
2603.05 8349.450195 0.000766 -0.019937509 -0.0250511429 -0.011233 -0.0210242671.4 8355.849609 0.019471 0.0044405647 0.0098941623 0.003976 -0.0015622637.4 8518.549805 -0.004842 0.0249197053 -0.0176944094 0.043281 0.014079
2693.65 8477.299805 -0.001268 -0.022931298 0.0037477378 0.154013 -0.0123412684.75 8466.549805 0.003378 -0.003490237 -0.0076179757 0.00047 -0.006248
2734.6 8495.150391 -0.014408 0.0165467626 0.0158383274 -0.019493 -0.0098232731.4 8372.75 -0.008695 -0.020709949 -0.0220430227 -0.036647 -0.0003972691.2 8299.950195 -0.059151 -0.028165532 -0.0001221428 -0.00721 -0.0202462675.1 7809 0.009182 -0.032288996 -0.1150956184 -0.085399 -0.065642579.2 7880.700195 -0.011274 -0.003255748 -0.0091128409 0.000274 0.033391
2567.35 7791.850098 0.020162 -0.038344492 0.0033441997 -0.030933 0.0054552580 7948.950195 0.006668 0.0032911392 -0.005416242 0.061017 -0.005426
2577.6 8001.950195 -0.00383 0.0087475818 -0.0022342176 -0.013845 0.0205622570.65 7971.299805 -0.023265 -0.000583674 0.0494717451 -0.00243 -0.0012342565.25 7785.850098 -0.008843 -0.007195895 0.0136351176 -0.065494 -0.0090572538.75 7717 0.013736 -0.017332297 -0.0031244861 -0.018245 -0.03199
2593.2 7823 -0.021469 -0.006991063 -0.0092709007 0.035988 0.0094422605.25 7655.049805 -0.012573 -0.013563847 -0.0432248175 -0.007688 -0.0263612549.45 7558.799805 0.017126 -0.004474322 -0.0434722549 -0.025538 -0.016594
2539.5 7688.25 0.016954 0.0142944839 0.0023651845 0.046525 0.016432540.05 7818.600098 -0.003901 0.0134445789 0.0174247652 0.01632 0.056356
2550 7788.100098 0.000154 0.0018342362 0.008349142 -0.009136 -0.0136482542.35 7789.299805 0.010649 -0.00236311 -0.0021939067 0.013132 0.003354
2545.5 7872.25 -0.005481 0.0027528222 0.0077662828 0.028958 0.0522362550.75 7829.100098 0.008947 -0.016577995 0.0401505589 -0.025194 0.0075462543.15 7899.149902 0.010476 0.0250156889 -0.0270982992 0.003849 0.0078832551.15 7981.899902 -0.000601 0 0 0 02551.15 7977.100098 -0.020697 0.0253974286 0.0085889004 0.042454 -0.008213
2552 7812 0.004346 -0.001976529 -0.0019651646 0.009459 -0.0003942550.7 7845.950195 0.002874 -0.006477699 -0.0195177557 -0.031754 -0.045365
2522 7868.5 -0.009252 -0.002927741 0.0094422928 0.012097 0.0024792534.05 7795.700195 0.006106 -0.00801766 -0.0045025094 -0.009827 0.006183
2575.6 7843.299805 0.013464 0 0 0 02575.6 7948.899902 0.000252 -0.013519755 0.0124465327 -0.01529 -0.0090132588.2 7950.899902 0.02118 -0.008618855 -0.0043632857 0.020158 0.0033072590.2 8119.299805 0.004138 0.028013309 0.0293554649 -0.021629 0.0197782587.7 8152.899902 0.003005 0.0073292963 0.0210508667 -0.011463 -0.002022639.7 8177.399902 -0.005876 0 0 0 02639.7 8129.350098 0.007424 0.0372919301 -0.0073135481 0.029266 0.034008
2713.45 8189.700195 -0.005629 0.0121302958 0.0155015504 -0.010998 -0.015272695.7 8143.600098 -0.001461 0.003317077 -0.0080099535 0.010849 0.0159052655.1 8131.700195 -0.002927 0.0004723015 -0.0100271492 -0.00322 -0.016047
2630.05 8107.899902 0.008831 0.0090088318 -0.002607401 -0.01965 0.0023872629.85 8179.5 0.00717 -0.004639648 -0.0109259847 -0.029105 0.009921
2592.4 8238.150391 0.004479 -0.005562193 0.0049134219 -0.004525 0.0015722597.4 8275.049805 -0.001619 -0.015263417 0.0099136428 -0.014205 -0.0125542483.4 8261.650391 -0.001204 0.02562 0.0055426043 0.036888 -0.006754
2468.65 8251.700195 0.005302 0.0077806595 -0.0006309403 -0.012229 0.01442475.95 8295.450195 -0.004207 0.0108552632 0.0437584948 -0.012099 0.0039432486.85 8260.549805 -0.003347 -0.00223962 0.0143248238 0.003987 0.005106
2526.7 8232.900391 -0.007494 0.0063694268 -0.014342186 -0.008511 0.0156312525.5 8171.200195 -0.007276 0 0 0 02525.5 8111.75
avg return -0.000153 0.001082361 0.0020632416 0.000786 -0.001037anuls avg retrn -0.037789 0.3133846098 0.6810208209 0.218908 -0.230145sd 0.011221 0.0157608282 0.0246900927 0.032869 0.016491anualised sd 0.17813 0.2501953915 0.3919430707 0.521778 0.261782
0.075 sharpe ratio -0.633183 0.9527937679 1.5461960327 0.275803 -1.165646covar 1.16407E-005 -4.58316E-005 -5.4E-005 -5.8E-006var of maeket 0.000126beta 0.0924497139 -0.3639922853 -0.426903 -0.045732
8,084.00
75606300
1000000016
beta * market value
0.01 0.999999tcs PORTFOLIO0.005047 0.0397433430.016195 0.000905082
-0.022388 0.028470510.032665 -0.0271006
-0.004954 -0.044092220.009918 0.02227373
-0.013538 -0.00127962-0.000496 0.018400511-0.007937 0.010306069
0.00388 0.0037549220.003865 0.006291771
-0.002937 0.0189410860.018153 0.010380623
3.91E-005 0.0084143080.024202 0.01691562
-0.006929 -0.000449210.001903 0.0171728140.003914 0.001708709
-0.002885 0.0042196490.000613 0.0596142520.002222 0.017490453
-0.006096 -0.037494550.003961 -0.00887444
-0.001743 -0.00018721-0.012988 0.0064279470.002449 -0.037335
-0.007969 -0.004238460.017181 0.012024366
-0.011933 -0.01417453-0.022929 -0.00927624-1.0E-004 -0.01210235-0.000299 -0.004149870.001553 0.0151072280.005408 0.0247179770.008918 0.0034460280.017483 0.012672859
-0.006935 -0.00183152-0.003608 0.005162067-0.006483 -0.008927210.016577 0.01511623
-0.000193 -0.01509704-0.015943 0.0148636770.015516 0.005746336
-0.004225 0.0031887060.00928 0.006739623
0.010749 0.015049364-0.005223 -0.00777592-0.009545 -0.00923491-0.028006 0.011098165-0.019632 -0.005953750.014847 0.006262405
-0.003628 0.0047129680.018704 0.003558929
-0.003181 0.0025555030.008353 0.0219647210.007893 0.000214077
-0.006474 -0.00817088-0.013559 0.007680813-0.015881 -0.011784990.006351 -0.01529163
-0.002736 -0.015194080.001842 -0.011420620.002638 0.014187748
-0.010825 -0.013083790.011709 0.021538921
-0.000817 -0.002124980.000538 0.0188763470.012892 0.0167157670.012846 -0.00038079
-0.008779 -1.723E-0050.007485 0.000942740.012545 0.0205978260.026258 -0.02237509
-0.012727 0.0073777720.021328 0.000160943
-0.003304 -0.005334580.018568 -0.00565964-0.00117 0.015333229
-0.014718 -0.02138199-0.005982 -0.0113359-0.035849 -0.08137606-0.004594 -0.006275730.004927 -0.01314012-0.00093 -0.00132799
-0.002696 0.002134826-0.002101 0.028504474
-0.01033 0.0042931680.021448 -0.00883237
0.004647 -0.00760724-0.021418 -0.03097191-0.003903 -0.027494130.000217 0.0075554480.003917 0.016123314
-0.003 0.0053125260.001239 -0.00201650.002062 0.006420227-0.00298 0.0167245910.003146 -0.00591222
0 00.000333 0.015199998
-0.000509 -0.00182507-0.011252 -0.014755350.004778 0.0045520120.016397 -0.00560406
0 00.004892 0.0018020640.000773 -0.0056415
-0.000965 0.0279257450.020095 0.015160394
0 00.027939 0.011128415
-0.006541 0.013400082-0.015061 -0.00325695-0.009435 -0.00593873-7.6E-005 0.001805438-0.01424 -0.008492850.001929 0.000690409-0.04389 -0.00086094
-0.005939 0.0134098660.002957 0.002703630.004402 0.0296391260.016024 0.007717939
-0.000475 -0.005807720 0
0.000264 0.0016208080.068766 0.5039769950.012183 0.0168235590.193394 0.267065715
-0.032236 1.606260074-4.4E-006 -2.279E-005
-0.035122 -0.18101442
Date Hero Returns(%) Ret($) Data5/1/2015 2328.9 current price 2622.85/4/2015 2389.55 0.026042338 68.30384 VAR(99%) -100.03475/5/2015 2357.45 -0.01343349 -35.23336 95% -70.626395/6/2015 2326.4 -0.01317101 -34.544935/7/2015 2354.55 0.012100241 31.736515/8/2015 2300.65 -0.02289185 -60.04074
5/11/2015 2384.25 0.036337557 95.306145/12/2015 2466.4 0.034455279 90.369315/13/2015 2503.75 0.015143529 39.718455/14/2015 2537.5 0.01347978 35.354775/15/2015 2529.7 -0.00307389 -8.0622035/18/2015 2520.55 -0.00361703 -9.4867455/19/2015 2580.75 0.023883676 62.642115/20/2015 2579.4 -0.0005231 -1.3719975/21/2015 2602.4 0.008916802 23.386995/22/2015 2603.45 0.000403474 1.0582315/25/2015 2588.1 -0.00589602 -15.464095/26/2015 2613.85 0.009949384 26.095245/27/2015 2606.3 -0.00288846 -7.5758525/28/2015 2643.4 0.014234739 37.334875/29/2015 2696.85 0.020220171 53.03346
6/1/2015 2710 0.004876059 12.788936/2/2015 2608.6 -0.03741697 -98.137246/3/2015 2576.95 -0.01213294 -31.822296/4/2015 2547.9 -0.01127302 -29.566876/5/2015 2577.65 0.011676282 30.624556/8/2015 2520.65 -0.02211317 -57.998416/9/2015 2499.95 -0.00821217 -21.53887
6/10/2015 2514.95 0.00600012 15.737116/11/2015 2504.2 -0.00427444 -11.2116/12/2015 2503.55 -0.00025956 -0.6807846/15/2015 2506.05 0.000998582 2.6190816/16/2015 2543.2 0.014824126 38.880726/17/2015 2522.3 -0.00821799 -21.554156/18/2015 2526.3 0.001585854 4.1593786/19/2015 2551.45 0.009955271 26.110686/22/2015 2581.55 0.011797213 30.941736/23/2015 2517.4 -0.02484941 -65.175046/24/2015 2521 0.001430047 3.7507276/25/2015 2552.1 0.012336374 32.355846/26/2015 2539.2 -0.00505466 -13.257366/29/2015 2535.75 -0.0013587 -3.5635876/30/2015 2523.5 -0.00483092 -12.67053
7/1/2015 2520.6 -0.0011492 -3.014115
7/2/2015 2528.3 0.003054828 8.0122037/3/2015 2576.65 0.019123522 50.157177/6/2015 2613.4 0.014262705 37.408227/7/2015 2563.75 -0.01899824 -49.828587/8/2015 2549.9 -0.00540224 -14.1697/9/2015 2604.75 0.021510647 56.41813
7/10/2015 2571.55 -0.01274594 -33.430067/13/2015 2600.2 0.011141141 29.220987/14/2015 2638.7 0.014806553 38.834637/15/2015 2658.25 0.007408951 19.43227/16/2015 2649.3 -0.00336688 -8.8306447/17/2015 2649.4 3.7746E-005 0.0997/20/2015 2661.9 0.004718049 12.37457/21/2015 2687.25 0.009523273 24.977647/22/2015 2711 0.008838031 23.180397/23/2015 2717.6 0.002434526 6.3852757/24/2015 2740.4 0.008389756 22.004657/27/2015 2605.05 -0.0493906 -129.54177/28/2015 2531.5 -0.02823362 -74.051157/29/2015 2569.85 0.015149121 39.733117/30/2015 2580.35 0.004085842 10.716357/31/2015 2682.7 0.039665162 104.0338
8/3/2015 2697.1 0.005367727 14.078478/4/2015 2623.85 -0.0271588 -71.23218/5/2015 2661 0.014158584 37.135138/6/2015 2651.1 -0.00372041 -9.757888/7/2015 2661.85 0.004054921 10.63525
8/10/2015 2703.95 0.015816068 41.482388/11/2015 2688.4 -0.00575085 -15.083328/12/2015 2634.8 -0.01993751 -52.29218/13/2015 2646.5 0.004440565 11.646718/14/2015 2712.45 0.024919705 65.35948/17/2015 2650.25 -0.0229313 -60.144218/18/2015 2641 -0.00349024 -9.1541938/19/2015 2684.7 0.016546763 43.398858/20/2015 2629.1 -0.02070995 -54.318058/21/2015 2555.05 -0.02816553 -73.872568/24/2015 2472.55 -0.032289 -84.687588/25/2015 2464.5 -0.00325575 -8.5391768/26/2015 2370 -0.03834449 -100.56998/27/2015 2377.8 0.003291139 8.6328/28/2015 2398.6 0.008747582 22.943168/31/2015 2397.2 -0.00058367 -1.53086
9/1/2015 2379.95 -0.0071959 -18.873399/2/2015 2338.7 -0.0173323 -45.45915
9/3/2015 2322.35 -0.00699106 -18.336169/4/2015 2290.85 -0.01356385 -35.575269/7/2015 2280.6 -0.00447432 -11.735259/8/2015 2313.2 0.014294484 37.491579/9/2015 2344.3 0.013444579 35.26244
9/10/2015 2348.6 0.001834236 4.8108359/11/2015 2343.05 -0.00236311 -6.1979659/14/2015 2349.5 0.002752822 7.2201029/15/2015 2310.55 -0.016578 -43.480779/16/2015 2368.35 0.025015689 65.611159/17/2015 2368.35 0 09/18/2015 2428.5 0.025397429 66.612389/21/2015 2423.7 -0.00197653 -5.184049/22/2015 2408 -0.0064777 -16.989719/23/2015 2400.95 -0.00292774 -7.6788799/24/2015 2381.7 -0.00801766 -21.028729/25/2015 2381.7 0 09/28/2015 2349.5 -0.01351975 -35.459619/29/2015 2329.25 -0.00861886 -22.605539/30/2015 2394.5 0.028013309 73.4733110/1/2015 2412.05 0.007329296 19.2232810/2/2015 2412.05 0 010/5/2015 2502 0.03729193 97.8092710/6/2015 2532.35 0.012130296 31.8153410/7/2015 2540.75 0.003317077 8.7000310/8/2015 2541.95 0.000472301 1.23875210/9/2015 2564.85 0.009008832 23.62836
10/12/2015 2552.95 -0.00463965 -12.1688710/13/2015 2538.75 -0.00556219 -14.5885210/14/2015 2500 -0.01526342 -40.0328910/15/2015 2564.05 0.02562 67.1961410/16/2015 2584 0.00778066 20.4071110/19/2015 2612.05 0.010855263 28.4711810/20/2015 2606.2 -0.00223962 -5.87407610/21/2015 2622.8 0.006369427 16.7057310/22/2015 2622.8
ajanta pharma Returns(%) Ret($) Data1263 current price 1570.35
1326.69995 0.050435432 79.20128 VAR(99%) -91.452141340.65002 0.010514864 16.51202 95% -59.90627
1420.5 0.059560645 93.531061343.75 -0.05403027 -84.84644
1263.90002 -0.05942324 -93.315291277.30005 0.010602128 16.649051247.40002 -0.02340878 -36.759971274.19995 0.021484632 33.738391285.09998 0.008554411 13.43342
1297 0.009259995 14.541431313.80005 0.012953007 20.340751335.90002 0.016821411 26.41551359.90002 0.017965416 28.211991372.15002 0.009008015 14.145741411.19995 0.028458936 44.690491415.65002 0.003153394 4.9519331448.05005 0.022887034 35.940651454.40002 0.004385187 6.8862781451.30005 -0.00213144 -3.3471111579.65002 0.088437928 138.87851621.09998 0.026239964 41.205931558.19995 -0.03880083 -60.930891546.69995 -0.00738031 -11.589671558.09998 0.00737055 11.574341563.15002 0.003241153 5.0897441486.90002 -0.04877971 -76.60121
1484.75 -0.00144597 -2.2706871508.90002 0.016265378 25.542341478.15002 -0.02037908 -32.002291455.69995 -0.01518795 -23.8504
1425.25 -0.02091774 -32.848171400.84998 -0.01711982 -26.884111445.19995 0.031659329 49.716231505.34998 0.041620559 65.35884
1503.5 -0.00122894 -1.9298611523 0.012969737 20.36703
1542.5 0.012803677 20.106251556.05005 0.008784473 13.79471519.94995 -0.02319983 -36.431861563.80005 0.0288497 45.304131524.55005 -0.02509912 -39.4144
1569 0.029156111 45.78531584 0.009560229 15.01291
1589.75 0.003630051 5.700451587.25 -0.00157257 -2.469492
1612.65002 0.016002533 25.129581612.30005 -0.00021702 -0.34079
1593.5 -0.01166039 -18.31091601.90002 0.005271428 8.2779861599.30005 -0.00162305 -2.5487631603.55005 0.002657413 4.1730681600.90002 -0.0016526 -2.5951631602.15002 0.000780811 1.2261461612.69995 0.006584858 10.34053
1673 0.037390743 58.716551668.69995 -0.00257026 -4.0362121635.30005 -0.02001552 -31.431371646.84998 0.007062881 11.09121611.09998 -0.02170811 -34.089331559.09998 -0.03227609 -50.684751571.15002 0.007728844 12.13699
1569 -0.00136844 -2.1489251591.75 0.014499681 22.76957
1549.09998 -0.02679442 -42.076621563.90002 0.00955396 15.00306
1551.5 -0.00792891 -12.451161629 0.04995166 78.441591660 0.01903008 29.88389
1662.80005 0.001686777 2.648831659.59998 -0.00192451 -3.0221491645.55005 -0.00846585 -13.29435
1710.5 0.039470054 61.98181667.65002 -0.02505114 -39.339061684.15002 0.009894162 15.53731654.34998 -0.01769441 -27.786421660.55005 0.003747738 5.885261647.90002 -0.00761798 -11.96289
1674 0.015838327 24.871721637.09998 -0.02204302 -34.615261636.90002 -0.00012214 -0.191807
1448.5 -0.11509562 -180.74041435.30005 -0.00911284 -14.310351440.09998 0.0033442 5.2515641432.30005 -0.00541624 -8.5053961429.09998 -0.00223422 -3.5085041499.80005 0.049471745 77.68795
1520.25 0.013635118 21.411911515.5 -0.00312449 -4.906537
1501.44995 -0.0092709 -14.558561436.55005 -0.04322482 -67.878091374.09998 -0.04347225 -68.266651377.34998 0.002365185 3.7141671401.34998 0.017424765 27.362981413.05005 0.008349142 13.111081409.94995 -0.00219391 -3.4452011420.90002 0.007766283 12.195781477.94995 0.040150559 63.050431437.90002 -0.0270983 -42.553811437.90002 0 0
1450.25 0.0085889 13.487581447.40002 -0.00196516 -3.0859961419.15002 -0.01951776 -30.649711432.55005 0.009442293 14.82771426.09998 -0.00450251 -7.0705151426.09998 0 01443.84998 0.012446533 19.545411437.55005 -0.00436329 -6.851886
1479.75 0.029355465 46.098351510.90002 0.021050867 33.057231510.90002 0 01499.84998 -0.00731355 -11.484831523.09998 0.01550155 24.342861510.90002 -0.00800995 -12.57843
1495.75 -0.01002715 -15.746131491.84998 -0.0026074 -4.0945321475.55005 -0.01092598 -17.157621482.80005 0.004913422 7.715792
1497.5 0.009913643 15.567891505.80005 0.005542604 8.7038291504.84998 -0.00063094 -0.9907971570.69995 0.043758495 68.716151593.19995 0.014324824 22.494991570.34998 -0.01434219 -22.52225
bob returns(%) ret($) data169 current price
170.7 0.0100591716 1.7578402367 VAR(99%)170 -0.0041007616 -0.7166080844 95%
162.15 -0.0461764706 -8.0693382353153.45 -0.0536540241 -9.3760407031
145.1 -0.0544151189 -9.5090420332169.7 0.1695382495 29.6268090972158.4 -0.0665880966 -11.636269888
162.45 0.0255681818 4.4680397727164.55 0.0129270545 2.2590027701160.15 -0.0267395928 -4.6727438469
162 0.0115516703 2.0186543865160.65 -0.0083333333 -1.45625159.75 -0.0056022409 -0.9789915966156.55 -0.0200312989 -3.5004694836
155.4 -0.0073458959 -1.283695305157.8 0.0154440154 2.6988416988
159.45 0.0104562738 1.8272338403161.15 0.0106616494 1.8631232361
160.1 -0.0065156686 -1.1386130934162.6 0.0156152405 2.728763273165.2 0.0159901599 2.7942804428160.4 -0.0290556901 -5.0774818402
161.25 0.0052992519 0.9260442643161.7 0.0027906977 0.4876744186
160.25 -0.0089672233 -1.5670222635155.8 -0.0277691108 -4.8526521061
153.15 -0.0170089859 -2.9723202824152.95 -0.0013059092 -0.2282076396
148.5 -0.0290944753 -5.0842595619146.95 -0.0104377104 -1.823989899
143 -0.0268798911 -4.6972609731142 -0.006993007 -1.222027972
140.65 -0.0095070423 -1.6613556338138.65 -0.0142196943 -2.4848915748
142.1 0.0248827984 4.3482690227146.4 0.03026038 5.2880014075150.3 0.0266393443 4.6552254098145.9 -0.0292747838 -5.1157684631
145 -0.0061686086 -1.0779643592144.55 -0.0031034483 -0.5423275862
144.1 -0.0031131097 -0.5440159114144.15 0.0003469813 0.0606349757
150.3 0.0426638918 7.4555150884
150 -0.001996008 -0.3488023952150.8 0.0053333333 0.932
153.15 0.0155835544 2.7232261273153.65 0.0032647731 0.5705190989151.35 -0.0149690856 -2.6158477058152.95 0.010571523 1.8473736373156.45 0.0228832952 3.9988558352156.35 -0.0006391818 -0.1116970278
155.8 -0.0035177486 -0.614726575156.4 0.0038510911 0.6729781772
155.55 -0.0054347826 -0.9497282609156.25 0.0045001607 0.7864030858152.95 -0.02112 -3.69072
150.7 -0.0147106898 -2.5706930369152.7 0.0132714001 2.3191771732
152.75 0.0003274394 0.0572200393155.75 0.0196399345 3.4320785597
152.3 -0.0221508828 -3.8708667737153.85 0.0101772817 1.7784799737
153.2 -0.0042248944 -0.7383002925168.6 0.1005221932 17.5662532637177.5 0.0527876631 9.2246441281
184.85 0.0414084507 7.2361267606191.05 0.0335407087 5.8612388423
188.5 -0.0133472913 -2.3324391521189.4 0.0047745358 0.8343501326
185 -0.0232312566 -4.0596620908182.1 -0.0156756757 -2.7393243243
178.05 -0.0222405272 -3.8865321252176.05 -0.0112327998 -1.9629317607176.75 0.0039761431 0.6948310139
184.4 0.043281471 7.563437058212.8 0.1540130152 26.9137744035212.9 0.0004699248 0.0821193609
208.75 -0.0194927196 -3.4063527478201.1 -0.0366467066 -6.404011976
199.65 -0.0072103431 -1.260007459182.6 -0.085399449 -14.923553719
182.65 0.0002738226 0.0478504929177 -0.0309334793 -5.4056255133
187.8 0.0610169492 10.6627118644185.2 -0.0138445154 -2.4193290735
184.75 -0.0024298056 -0.4246085313172.65 -0.0654939107 -11.4450608931
169.5 -0.0182450043 -3.1883145091
175.6 0.0359882006 6.2889380531174.25 -0.0076879271 -1.343465262
169.8 -0.0255380201 -4.46276901177.7 0.0465253239 8.1303003534180.6 0.0163196398 2.8518570625
178.95 -0.0091362126 -1.5965531561181.3 0.0131321598 2.2948449288
186.55 0.028957529 5.0603281853181.85 -0.0251943179 -4.402707049182.55 0.0038493264 0.6726697828182.55 0 0
190.3 0.0424541222 7.4188578472192.1 0.0094587493 1.6529164477
186 -0.0317542946 -5.549062988188.25 0.0120967742 2.1139112903
186.4 -0.0098273572 -1.7173306773186.4 0 0
183.55 -0.0152896996 -2.671875187.25 0.0201579951 3.5226096431
183.2 -0.0216288385 -3.7796395194181.1 -0.0114628821 -2.0031386463181.1 0 0186.4 0.0292655991 5.1141634456
184.35 -0.0109978541 -1.921875186.35 0.010849 1.8958502848185.75 -0.0032197478 -0.5626509257
182.1 -0.0196500673 -3.4338492598176.8 -0.0291048874 -5.0860790774
176 -0.0045248869 -0.7907239819173.5 -0.0142045455 -2.4822443182179.9 0.0368876081 6.4461095101177.7 -0.0122290161 -2.137020567
175.55 -0.0120990433 -2.1143078222176.25 0.003987468 0.6968100256174.75 -0.0085106383 -1.4872340426174.75 0 0
ntpc returns(%) retr($) data174.75 150.3 current price
-11.5922918192 152.35 0.0136393879 1.7724384564 VAR(99%)-6.2757696278 150.5 -0.0121430916 -1.5779947489 95%
144.6 -0.0392026578 -5.0943853821142.5 -0.0145228216 -1.8872406639
142 -0.0035087719 -0.4559649123144.95 0.0207746479 2.699665493141.65 -0.0227664712 -2.958502932
138.4 -0.0229438758 -2.9815566537139.05 0.0046965318 0.6103143064
136.1 -0.0212153901 -2.7569399497136.15 0.0003673769 0.0477406319
136.1 -0.000367242 -0.0477230995136.15 0.0003673769 0.0477406319134.95 -0.0088138083 -1.1453543885135.35 0.0029640608 0.3851796962134.25 -0.0081270779 -1.0561137791
132.5 -0.0130353818 -1.6939478585134.25 0.0132075472 1.7163207547134.65 0.0029795158 0.3871880819136.55 0.0141106573 1.8336799109138.55 0.0146466496 1.9033321128137.95 -0.0043305666 -0.5627571274138.45 0.0036245016 0.471003987
136.9 -0.0111953774 -1.4548392922140.05 0.023009496 2.9900840029138.45 -0.0114244913 -1.4846126383
139 0.0039725533 0.5162332972140 0.0071942446 0.9348920863
136.55 -0.0246428571 -3.2023392857136.5 -0.0003661662 -0.0475833028
135.85 -0.0047619048 -0.6188095238137.65 0.013249908 1.7218255429
137 -0.0047221213 -0.6136396658136.6 -0.002919708 -0.3794160584
136.05 -0.0040263543 -0.5232247438137 0.0069827269 0.9074053657
139.25 0.0164233577 2.1342153285136.8 -0.0175942549 -2.2863734291135.6 -0.0087719298 -1.1399122807137.7 0.0154867257 2.0125
138.65 0.0068990559 0.8965323166137.65 -0.0072124053 -0.9372520736
138.3 0.0047221213 0.6136396658
137.65 -0.0046999277 -0.6107556038138.85 0.0087177624 1.1328732292
138 -0.0061217141 -0.7955167447134.45 -0.0257246377 -3.3429166667
133 -0.0107846783 -1.4014689476131.1 -0.0142857143 -1.8564285714
129.85 -0.0095347063 -1.2390350877133.1 0.0250288795 3.2525028879133.1 0 0
133.15 0.0003756574 0.0488166792134.7 0.0116410064 1.5127487796
135.55 0.0063103192 0.8200259837135.7 0.0011066027 0.1438030247135.6 -0.0007369197 -0.0957627119
137.55 0.014380531 1.86875138.35 0.0058160669 0.7557978917
138 -0.0025298157 -0.3287495482134.2 -0.0275362319 -3.5783333333
137.05 0.0212369598 2.759742921135.5 -0.011309741 -1.4697008391
135.85 0.0025830258 0.3356642066135.05 -0.005888848 -0.7652557968135.05 0 0135.15 0.0007404665 0.0962236209
137.2 0.0151683315 1.9711246763135.9 -0.0094752187 -1.2313046647
133.85 -0.015084621 -1.9602465048131.35 -0.0186776242 -2.4271572656
130.8 -0.0041872859 -0.5441377998128.05 -0.0210244648 -2.7321292049127.85 -0.0015618899 -0.2029675908129.65 0.0140789988 1.8295658975128.05 -0.0123409179 -1.6037022754127.25 -0.0062475595 -0.8118703631
126 -0.0098231827 -1.2765225933125.95 -0.0003968254 -0.0515674603
123.4 -0.0202461294 -2.6309845177115.3 -0.0656401945 -8.5299432739
119.15 0.0333911535 4.339180399119.8 0.0054553084 0.7089173311
119.15 -0.0054257095 -0.7050709516121.6 0.0205623164 2.6720730172
121.45 -0.0012335526 -0.1603001645120.35 -0.0090572252 -1.1769864142
116.5 -0.0319900291 -4.1571042792
117.6 0.0094420601 1.2269957082114.5 -0.0263605442 -3.4255527211112.6 -0.0165938865 -2.1563755459
114.45 0.0164298401 2.1350577265120.9 0.0563564875 7.323525557
119.25 -0.0136476427 -1.7735111663119.65 0.0033542977 0.4358909853
125.9 0.0522356874 6.7880275804126.85 0.0075456712 0.9805599682127.85 0.0078833268 1.024438313127.85 0 0
126.8 -0.0082127493 -1.0672467736126.75 -0.0003943218 -0.0512421136
121 -0.0453648915 -5.8951676529121.3 0.0024793388 0.3221900826
122.05 0.0061830173 0.8034830998122.05 0 0120.95 -0.0090126997 -1.1712003277121.35 0.0033071517 0.4297643654123.75 0.0197775031 2.5700865266
123.5 -0.002020202 -0.2625252525123.5 0 0127.7 0.0340080972 4.4193522267
125.75 -0.0152701644 -1.98435787127.75 0.0159045726 2.0667992048
125.7 -0.0160469667 -2.0853033268126 0.0023866348 0.3101431981
127.25 0.0099206349 1.2891865079127.45 0.0015717092 0.2042436149125.85 -0.0125539427 -1.6313848568
125 -0.0067540723 -0.8776916965126.8 0.0144 1.87128127.3 0.0039432177 0.5124211356
127.95 0.0051060487 0.6635310291129.95 0.0156311059 2.0312622118129.95 0 0
tcs returns(%) ret(%) data129.95 2466.65 current pri 2525.5
-5.7109877306 2479.1 0.005047 12.74704 VAR(99%) -85.9814-3.3218300595 2519.25 0.016195 40.90147 95% -48.18318
2462.85 -0.022388 -56.539922543.3 0.032665 82.496492530.7 -0.004954 -12.511822555.8 0.009918 25.048432521.2 -0.013538 -34.1898
2519.95 -0.000496 -1.2521322499.95 -0.007937 -20.044052509.65 0.00388 9.7991362519.35 0.003865 9.7612622511.95 -0.002937 -7.4180642557.55 0.018153 45.845982557.65 3.91E-005 0.0987472619.55 0.024202 61.12191
2601.4 -0.006929 -17.498362606.35 0.001903 4.8055762616.55 0.003914 9.883592
2609 -0.002885 -7.2872772610.6 0.000613 1.5487932616.4 0.002222 5.610932
2600.45 -0.006096 -15.395862610.75 0.003961 10.00313
2606.2 -0.001743 -4.4014272572.35 -0.012988 -32.801852578.65 0.002449 6.185259
2558.1 -0.007969 -20.126432602.05 0.017181 43.38991
2571 -0.011933 -30.136542512.05 -0.022929 -57.90674
2511.8 -1.0E-004 -0.2513392511.05 -0.000299 -0.7540912514.95 0.001553 3.9224432528.55 0.005408 13.65705
2551.1 0.008918 22.52282595.7 0.017483 44.152442577.7 -0.006935 -17.513192568.4 -0.003608 -9.111669
2551.75 -0.006483 -16.371892594.05 0.016577 41.864862593.55 -0.000193 -0.486787
2552.2 -0.015943 -40.265052591.8 0.015516 39.18572
2580.85 -0.004225 -10.669892604.8 0.00928 23.436362632.8 0.010749 27.14757
2619.05 -0.005223 -13.189622594.05 -0.009545 -24.10702
2521.4 -0.028006 -70.730162471.9 -0.019632 -49.580492508.6 0.014847 37.495792499.5 -0.003628 -9.161305
2546.25 0.018704 47.23632538.15 -0.003181 -8.0339912559.35 0.008353 21.094342579.55 0.007893 19.932832562.85 -0.006474 -16.35008
2528.1 -0.013559 -34.243572487.95 -0.015881 -40.108712503.75 0.006351 16.03847
2496.9 -0.002736 -6.9095062501.5 0.001842 4.6526892508.1 0.002638 6.663322
2480.95 -0.010825 -27.338352510 0.011709 29.57165
2507.95 -0.000817 -2.0626592509.3 0.000538 1.359447
2541.65 0.012892 32.558852574.3 0.012846 32.442542551.7 -0.008779 -22.171582570.8 0.007485 18.90389
2603.05 0.012545 31.681722671.4 0.026258 66.313722637.4 -0.012727 -32.14307
2693.65 0.021328 53.863422684.75 -0.003304 -8.344421
2734.6 0.018568 46.893072731.4 -0.00117 -2.9553132691.2 -0.014718 -37.169622675.1 -0.005982 -15.108712579.2 -0.035849 -90.53697
2567.35 -0.004594 -11.603282580 0.004927 12.44379
2577.6 -0.00093 -2.3493022570.65 -0.002696 -6.8095222565.25 -0.002101 -5.3051562538.75 -0.01033 -26.08937
2593.2 0.021448 54.16582
2605.25 0.004647 11.735412549.45 -0.021418 -54.09189
2539.5 -0.003903 -9.8565282540.05 0.000217 0.546968
2550 0.003917 9.8930042542.35 -0.003 -7.5765
2545.5 0.001239 3.1291232550.75 0.002062 5.2087512543.15 -0.00298 -7.5247672551.15 0.003146 7.9444782551.15 0 0
2552 0.000333 0.8414542550.7 -0.000509 -1.286501
2522 -0.011252 -28.416452534.05 0.004778 12.06672
2575.6 0.016397 41.409812575.6 0 02588.2 0.004892 12.354912590.2 0.000773 1.9515492587.7 -0.000965 -2.4375532639.7 0.020095 50.750092639.7 0 0
2713.45 0.027939 70.559392695.7 -0.006541 -16.520532655.1 -0.015061 -38.03661
2630.05 -0.009435 -23.827272629.85 -7.6E-005 -0.19205
2592.4 -0.01424 -35.964022597.4 0.001929 4.8709692483.4 -0.04389 -110.8443
2468.65 -0.005939 -15.000052475.95 0.002957 7.468112486.85 0.004402 11.11814
2526.7 0.016024 40.469342525.5 -0.000475 -1.199432525.5 0 0
stocks weights anuualised return sd hero ajantahero 0.388078 0.3133846098 0.250195ajnta 0.581921 0.6810208209 0.391943 0.188171bob 0.01 0.2189080786 0.521778 0.264353 0.206278ntpc 0.01 -0.2301449719 0.261782 0.32061 0.269422tcs 0.01 0.0687656632 0.193394 0.208045 0.188799
var of portfolio 0.071324
bob ntpc tcs
0.3436330.179378 0.28618
Bin Frequency-129.5417 1-108.3075 0
-87.0734 2-65.83927 4-44.60514 8-23.37101 9-2.136874 2919.09726 2640.33139 2861.56552 582.79965 7
More 4 0
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Histogram
Frequency
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Frequency
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Histogram
Frequency
Bin
Frequency
Date Hero Returns(%) Ret($) Data5/1/2015 2328.9 Port today 2622.85/4/2015 2389.55 0.026042338 68.30384 Stop Loss -100.03475/5/2015 2357.45 -0.01343349 -35.23336 -70.626395/6/2015 2326.4 -0.01317101 -34.544935/7/2015 2354.55 0.012100241 31.736515/8/2015 2300.65 -0.02289185 -60.04074
5/11/2015 2384.25 0.036337557 95.306145/12/2015 2466.4 0.034455279 90.369315/13/2015 2503.75 0.015143529 39.718455/14/2015 2537.5 0.01347978 35.354775/15/2015 2529.7 -0.00307389 -8.0622035/18/2015 2520.55 -0.00361703 -9.4867455/19/2015 2580.75 0.023883676 62.642115/20/2015 2579.4 -0.0005231 -1.3719975/21/2015 2602.4 0.008916802 23.386995/22/2015 2603.45 0.000403474 1.0582315/25/2015 2588.1 -0.00589602 -15.464095/26/2015 2613.85 0.009949384 26.095245/27/2015 2606.3 -0.00288846 -7.5758525/28/2015 2643.4 0.014234739 37.334875/29/2015 2696.85 0.020220171 53.03346
6/1/2015 2710 0.004876059 12.788936/2/2015 2608.6 -0.03741697 -98.137246/3/2015 2576.95 -0.01213294 -31.822296/4/2015 2547.9 -0.01127302 -29.566876/5/2015 2577.65 0.011676282 30.624556/8/2015 2520.65 -0.02211317 -57.998416/9/2015 2499.95 -0.00821217 -21.53887
6/10/2015 2514.95 0.00600012 15.737116/11/2015 2504.2 -0.00427444 -11.2116/12/2015 2503.55 -0.00025956 -0.6807846/15/2015 2506.05 0.000998582 2.6190816/16/2015 2543.2 0.014824126 38.880726/17/2015 2522.3 -0.00821799 -21.554156/18/2015 2526.3 0.001585854 4.1593786/19/2015 2551.45 0.009955271 26.110686/22/2015 2581.55 0.011797213 30.941736/23/2015 2517.4 -0.02484941 -65.175046/24/2015 2521 0.001430047 3.7507276/25/2015 2552.1 0.012336374 32.355846/26/2015 2539.2 -0.00505466 -13.257366/29/2015 2535.75 -0.0013587 -3.5635876/30/2015 2523.5 -0.00483092 -12.67053
7/1/2015 2520.6 -0.0011492 -3.014115
7/2/2015 2528.3 0.003054828 8.0122037/3/2015 2576.65 0.019123522 50.157177/6/2015 2613.4 0.014262705 37.408227/7/2015 2563.75 -0.01899824 -49.828587/8/2015 2549.9 -0.00540224 -14.1697/9/2015 2604.75 0.021510647 56.41813
7/10/2015 2571.55 -0.01274594 -33.430067/13/2015 2600.2 0.011141141 29.220987/14/2015 2638.7 0.014806553 38.834637/15/2015 2658.25 0.007408951 19.43227/16/2015 2649.3 -0.00336688 -8.8306447/17/2015 2649.4 3.7746E-005 0.0997/20/2015 2661.9 0.004718049 12.37457/21/2015 2687.25 0.009523273 24.977647/22/2015 2711 0.008838031 23.180397/23/2015 2717.6 0.002434526 6.3852757/24/2015 2740.4 0.008389756 22.004657/27/2015 2605.05 -0.0493906 -129.54177/28/2015 2531.5 -0.02823362 -74.051157/29/2015 2569.85 0.015149121 39.733117/30/2015 2580.35 0.004085842 10.716357/31/2015 2682.7 0.039665162 104.0338
8/3/2015 2697.1 0.005367727 14.078478/4/2015 2623.85 -0.0271588 -71.23218/5/2015 2661 0.014158584 37.135138/6/2015 2651.1 -0.00372041 -9.757888/7/2015 2661.85 0.004054921 10.63525
8/10/2015 2703.95 0.015816068 41.482388/11/2015 2688.4 -0.00575085 -15.083328/12/2015 2634.8 -0.01993751 -52.29218/13/2015 2646.5 0.004440565 11.646718/14/2015 2712.45 0.024919705 65.35948/17/2015 2650.25 -0.0229313 -60.144218/18/2015 2641 -0.00349024 -9.1541938/19/2015 2684.7 0.016546763 43.398858/20/2015 2629.1 -0.02070995 -54.318058/21/2015 2555.05 -0.02816553 -73.872568/24/2015 2472.55 -0.032289 -84.687588/25/2015 2464.5 -0.00325575 -8.5391768/26/2015 2370 -0.03834449 -100.56998/27/2015 2377.8 0.003291139 8.6328/28/2015 2398.6 0.008747582 22.943168/31/2015 2397.2 -0.00058367 -1.53086
9/1/2015 2379.95 -0.0071959 -18.873399/2/2015 2338.7 -0.0173323 -45.45915
9/3/2015 2322.35 -0.00699106 -18.336169/4/2015 2290.85 -0.01356385 -35.575269/7/2015 2280.6 -0.00447432 -11.735259/8/2015 2313.2 0.014294484 37.491579/9/2015 2344.3 0.013444579 35.26244
9/10/2015 2348.6 0.001834236 4.8108359/11/2015 2343.05 -0.00236311 -6.1979659/14/2015 2349.5 0.002752822 7.2201029/15/2015 2310.55 -0.016578 -43.480779/16/2015 2368.35 0.025015689 65.611159/17/2015 2368.35 0 09/18/2015 2428.5 0.025397429 66.612389/21/2015 2423.7 -0.00197653 -5.184049/22/2015 2408 -0.0064777 -16.989719/23/2015 2400.95 -0.00292774 -7.6788799/24/2015 2381.7 -0.00801766 -21.028729/25/2015 2381.7 0 09/28/2015 2349.5 -0.01351975 -35.459619/29/2015 2329.25 -0.00861886 -22.605539/30/2015 2394.5 0.028013309 73.4733110/1/2015 2412.05 0.007329296 19.2232810/2/2015 2412.05 0 010/5/2015 2502 0.03729193 97.8092710/6/2015 2532.35 0.012130296 31.8153410/7/2015 2540.75 0.003317077 8.7000310/8/2015 2541.95 0.000472301 1.23875210/9/2015 2564.85 0.009008832 23.62836
10/12/2015 2552.95 -0.00463965 -12.1688710/13/2015 2538.75 -0.00556219 -14.5885210/14/2015 2500 -0.01526342 -40.0328910/15/2015 2564.05 0.02562 67.1961410/16/2015 2584 0.00778066 20.4071110/19/2015 2612.05 0.010855263 28.4711810/20/2015 2606.2 -0.00223962 -5.87407610/21/2015 2622.8 0.006369427 16.7057310/22/2015 2622.8
Date SBI Returns7/1/2013 170.97817/2/2013 168.7981 -0.012757/3/2013 161.066 -0.0458077/4/2013 161.1678 0.0006327/5/2013 160.7013 -0.0028947/8/2013 158.8987 -0.0112177/9/2013 160.7182 0.011451
7/10/2013 159.1617 -0.0096857/11/2013 162.1349 0.018687/12/2013 160.6122 -0.0093927/15/2013 162.2154 0.0099827/16/2013 155.0348 -0.0442667/17/2013 153.2577 -0.0114637/18/2013 154.7464 0.0097147/19/2013 153.6479 -0.0070997/22/2013 154.7846 0.0073987/23/2013 157.8596 0.0198667/24/2013 152.7954 -0.032087/25/2013 152.5324 -0.0017217/26/2013 149.7416 -0.0182967/29/2013 147.6039 -0.0142767/30/2013 146.1831 -0.0096267/31/2013 144.9191 -0.008647
8/1/2013 142.7815 -0.014758/2/2013 142.5609 -0.0015458/5/2013 142.7009 0.0009828/6/2013 139.2357 -0.0242838/7/2013 145.5723 0.045518/8/2013 141.1655 -0.0302728/9/2013 141.1655 0
8/12/2013 136.1777 -0.0353338/13/2013 137.4162 0.0090958/14/2013 137.7936 0.0027468/15/2013 137.7936 08/16/2013 133.2299 -0.033128/19/2013 129.8283 -0.0255328/20/2013 131.826 0.0153878/21/2013 131.3128 -0.0038938/22/2013 132.7337 0.0108218/23/2013 132.2544 -0.0036118/26/2013 132.0975 -0.0011868/27/2013 128.9377 -0.023928/28/2013 127.0587 -0.0145738/29/2013 126.2062 -0.006709
8/30/2013 128.8486 0.0209379/2/2013 128.628 -0.0017129/3/2013 125.1756 -0.026849/4/2013 126.7491 0.012579/5/2013 138.96 0.0963399/6/2013 138.6546 -0.0021989/9/2013 138.6546 0
9/10/2013 138.5656 -0.0006429/11/2013 143.3626 0.0346199/12/2013 140.6778 -0.0187279/13/2013 140.9068 0.0016289/16/2013 139.6556 -0.008889/17/2013 138.5783 -0.0077149/18/2013 141.9714 0.0244859/19/2013 153.3467 0.0801249/20/2013 148.2401 -0.0333019/23/2013 140.3597 -0.053169/24/2013 139.5368 -0.0058639/25/2013 143.5831 0.0289989/26/2013 142.1792 -0.0097789/27/2013 139.1763 -0.0211219/30/2013 136.9878 -0.01572510/1/2013 139.4011 0.01761710/2/2013 139.4011 010/3/2013 140.8305 0.01025410/4/2013 140.0204 -0.00575210/7/2013 138.5274 -0.01066310/8/2013 136.3643 -0.01561510/9/2013 136.4873 0.000902
10/10/2013 138.5189 0.01488510/11/2013 140.2027 0.01215610/14/2013 140.576 0.00266310/15/2013 137.6579 -0.02075810/16/2013 137.6579 010/17/2013 137.5307 -0.00092410/18/2013 141.2037 0.02670710/21/2013 141.7932 0.00417510/22/2013 142.1071 0.00221410/23/2013 145.6105 0.02465310/24/2013 145.7589 0.00101910/25/2013 145.9837 0.00154210/28/2013 142.1198 -0.02646810/29/2013 147.6379 0.03882710/30/2013 145.9922 -0.01114710/31/2013 152.4136 0.043985
11/1/2013 159.3907 0.04577711/4/2013 159.3907 011/5/2013 159.132 -0.00162311/6/2013 153.4994 -0.03539611/7/2013 148.6685 -0.03147211/8/2013 147.9644 -0.004736
11/11/2013 144.5756 -0.02290311/12/2013 141.912 -0.01842411/13/2013 143.9563 0.01440511/14/2013 146.1661 0.0153511/15/2013 146.1661 011/18/2013 149.9409 0.02582511/19/2013 154.6743 0.03156811/20/2013 152.3246 -0.01519111/21/2013 149.5465 -0.01823811/22/2013 147.4258 -0.01418111/25/2013 153.2534 0.03952911/26/2013 151.4381 -0.01184511/27/2013 149.6101 -0.01207111/28/2013 149.6016 -5.7E-00511/29/2013 154.3392 0.031668
12/2/2013 154.5683 0.00148412/3/2013 153.8345 -0.00474712/4/2013 154.1611 0.00212312/5/2013 157.4354 0.02123912/6/2013 157.7408 0.0019412/9/2013 160.3959 0.016832
12/10/2013 156.3624 -0.02514712/11/2013 152.3967 -0.02536212/12/2013 150.7383 -0.01088212/13/2013 147.9051 -0.01879512/16/2013 146.9296 -0.00659512/17/2013 145.7589 -0.00796812/18/2013 149.5846 0.02624712/19/2013 146.8405 -0.01834512/20/2013 148.5497 0.0116412/23/2013 149.1648 0.00414112/24/2013 149.2326 0.00045512/25/2013 149.2326 012/26/2013 148.7406 -0.00329712/27/2013 150.153 0.00949612/30/2013 149.6864 -0.00310712/31/2013 149.8476 0.001077
1/1/2014 149.7246 -0.0008211/2/2014 147.8202 -0.012719
1/3/2014 145.8734 -0.013171/6/2014 143.2014 -0.0183171/7/2014 140.9323 -0.0158461/8/2014 140.5717 -0.0025591/9/2014 139.1 -0.010469
1/10/2014 136.4152 -0.0193011/13/2014 139.223 0.0205831/14/2014 138.0566 -0.0083781/15/2014 139.1763 0.008111/16/2014 138.7946 -0.0027431/17/2014 137.5519 -0.0089541/20/2014 139.2739 0.0125191/21/2014 140.7711 0.010751/22/2014 139.698 -0.0076231/23/2014 140.6693 0.0069531/24/2014 137.5222 -0.0223721/27/2014 135.2573 -0.0164691/28/2014 135.41 0.0011291/29/2014 133.4887 -0.0141891/30/2014 128.6492 -0.0362541/31/2014 129.2642 0.00478
2/3/2014 126.2529 -0.0232962/4/2014 128.5474 0.0181742/5/2014 129.0819 0.0041582/6/2014 127.6525 -0.0110742/7/2014 129.5823 0.015118
2/10/2014 128.4372 -0.0088372/11/2014 128.9122 0.0036982/12/2014 129.998 0.0084232/13/2014 127.2878 -0.0208482/14/2014 125.1289 -0.0169612/17/2014 125.0017 -0.0010172/18/2014 127.3217 0.018562/19/2014 127.924 0.0047312/20/2014 125.5955 -0.0182022/21/2014 127.4193 0.0145212/24/2014 128.1318 0.0055922/25/2014 127.7501 -0.0029792/26/2014 128.9716 0.0095622/27/2014 128.9716 02/28/2014 130.0616 0.008451
3/3/2014 128.7977 -0.0097183/4/2014 131.5122 0.0210763/5/2014 133.7389 0.0169323/6/2014 133.8068 0.000508
3/7/2014 139.9355 0.0458033/10/2014 143.5407 0.0257633/11/2014 155.8875 0.0860163/12/2014 153.1231 -0.0177333/13/2014 153.7747 0.0042553/14/2014 153.9655 0.0012413/17/2014 153.9655 03/18/2014 158.3541 0.0285043/19/2014 159.0568 0.0044383/20/2014 156.1807 -0.0180823/21/2014 158.4332 0.0144223/24/2014 160.6159 0.0137773/25/2014 162.2727 0.0103153/26/2014 164.5159 0.0138243/27/2014 170.9848 0.0393213/28/2014 177.0303 0.0353573/31/2014 178.4963 0.008281
4/1/2014 176.2577 -0.0125414/2/2014 180.0972 0.0217834/3/2014 176.4951 -0.0200014/4/2014 177.1094 0.0034814/7/2014 178.9337 0.01034/8/2014 178.9337 04/9/2014 184.7604 0.032563
4/10/2014 188.7674 0.0216884/11/2014 185.6121 -0.0167154/14/2014 185.6121 04/15/2014 182.8104 -0.0150944/16/2014 182.3776 -0.0023674/17/2014 187.7668 0.029554/18/2014 187.7668 04/21/2014 192.8675 0.0271654/22/2014 190.6755 -0.0113654/23/2014 192.2253 0.0081284/24/2014 192.2253 04/25/2014 194.0915 0.0097084/28/2014 196.0415 0.0100474/29/2014 192.2811 -0.0191824/30/2014 193.4725 0.006196
5/1/2014 193.4725 05/2/2014 190.643 -0.0146255/5/2014 190.3032 -0.0017825/6/2014 191.0153 0.0037425/7/2014 193.2119 0.01155/8/2014 194.6965 0.007684
5/9/2014 202.2824 0.0389635/12/2014 208.7467 0.0319575/13/2014 211.8555 0.0148935/14/2014 212.4559 0.0028345/15/2014 212.1487 -0.0014465/16/2014 224.9889 0.0605255/19/2014 239.0344 0.0624285/20/2014 235.1763 -0.016145/21/2014 228.9074 -0.0266565/22/2014 233.7801 0.0212875/23/2014 256.2911 0.0962915/26/2014 251.4883 -0.018745/27/2014 244.7354 -0.0268525/28/2014 242.953 -0.0072835/29/2014 256.9019 0.0574145/30/2014 251.0557 -0.022757
6/2/2014 261.173 0.0402996/3/2014 261.2223 0.0001896/4/2014 264.9207 0.0141586/5/2014 266.4266 0.0056846/6/2014 270.5644 0.0155316/9/2014 267.3944 -0.011716
6/10/2014 263.2566 -0.0154756/11/2014 266.3723 0.0118356/12/2014 266.7624 0.001464 7%6/13/2014 257.5388 -0.034576 Stop Loss(95%) Actual Loss Long 95%6/16/2014 254.8478 -0.010449 -6.8417831969 10.05001 7.1744 06/17/2014 262.0222 0.028152 -7.0343910568 10.33293 -1.1603 06/18/2014 260.8619 -0.004428 -6.9799815752 10.28718 -3.565 06/19/2014 257.2969 -0.013666 -6.8845915074 10.14659 -2.2072 06/20/2014 255.0897 -0.008578 -6.8255326133 10.05955 1.6887 06/23/2014 256.7784 0.00662 -6.8707178047 10.12614 6.2215 06/24/2014 262.9999 0.024229 -7.0371888585 10.37149 2.8342 06/25/2014 265.8341 0.010776 -7.1130246313 10.48326 -3.8859 06/26/2014 261.9482 -0.014618 -7.0090481195 10.33002 -1.3431 06/27/2014 260.6051 -0.005127 -6.9731102794 10.27705 4.6711 06/30/2014 265.2762 0.017924 -7.0980966877 10.46126 -0.5975 0
7/1/2014 264.6787 -0.002252 -7.0329115049 10.43769 2.1775 07/2/2014 266.8562 0.008227 -7.0907709579 10.52356 -0.5975 07/3/2014 266.2587 -0.002239 -7.0748944834 10.5 0.1877 07/4/2014 266.4464 0.000705 -7.079881955 10.5074 -1.3233 07/7/2014 265.1231 -0.004966 -7.0447198819 10.45522 -10.8135 17/8/2014 254.3096 -0.040787 -6.8046591794 10.02879 0.6962 07/9/2014 255.0058 0.002738 -6.7758879904 10.05624 -3.6094 0
7/10/2014 251.3964 -0.014154 -6.6799807988 9.913902 -11.8949 1
7/11/2014 239.5015 -0.047315 -6.4084331872 9.444823 -1.4023 07/14/2014 238.0992 -0.005855 -6.37091131 9.389523 10.5222 07/15/2014 248.6214 0.044193 -6.6524578376 9.933054 5.5253 07/16/2014 254.1467 0.022224 -6.8003004018 10.1538 2.8342 07/17/2014 256.9809 0.011152 -6.8761361746 10.26704 -3.9255 07/18/2014 253.0554 -0.015275 -6.7711000706 10.1102 -3.881 07/21/2014 249.1744 -0.015337 -6.66725467 9.955148 0.0988 07/22/2014 249.2732 0.000397 -6.6698982994 9.959095 2.054 07/23/2014 251.3272 0.00824 -6.7248579626 9.911173 1.195 07/24/2014 252.5222 0.004755 -6.7098949996 9.958299 -5.5845 07/25/2014 246.9377 -0.022115 -6.5615064277 9.738072 -1.0765 07/28/2014 245.8612 -0.004359 -6.4038792492 9.69562 0 07/29/2014 245.8612 0 -6.4038792492 9.69562 -1.9898 07/30/2014 243.8714 -0.008093 -6.3520514743 9.617151 -2.9873 07/31/2014 240.8841 -0.012249 -6.2742420905 9.499346 -0.2025 0
8/1/2014 240.6816 -0.000841 -6.1266703254 9.491361 2.3899 08/4/2014 243.0715 0.00993 -6.1413102621 9.585607 1.2344 08/5/2014 244.3059 0.005078 -6.1724979307 9.634286 -4.7056 08/6/2014 239.6003 -0.019261 -6.0536088401 9.448719 0.9727 08/7/2014 240.573 0.00406 -6.0781845411 9.487078 -1.7924 08/8/2014 238.7806 -0.007451 -6.0328987527 9.416394 -0.3456 0
8/11/2014 238.435 -0.001447 -6.024167014 9.402765 1.4517 08/12/2014 239.8867 0.006088 -6.0608448644 9.460013 -5.945 08/13/2014 233.9417 -0.024783 -5.910641778 9.22557 -0.6369 08/14/2014 233.3048 -0.002722 -5.8945502144 9.200454 0 08/15/2014 233.3048 0 -5.8945502144 9.200454 5.7968 08/18/2014 239.1016 0.024846 -6.0410089614 9.429053 2.0787 08/19/2014 241.1803 0.008694 -6.0254250588 9.511027 -2.7157 08/20/2014 238.4646 -0.01126 -5.9575785273 9.403932 5.2142 08/21/2014 243.6788 0.021866 -6.0878452669 9.54238 5.6438 08/22/2014 249.3226 0.023161 -6.2288447347 9.763389 -1.8319 08/25/2014 247.4907 -0.007348 -6.1830782431 9.691652 -1.0024 08/26/2014 246.4883 -0.00405 -6.1580352107 9.652399 0.8888 08/27/2014 247.3771 0.003606 -6.180240166 9.687204 -4.3748 08/28/2014 243.0023 -0.017685 -6.070944218 9.515888 0 08/29/2014 243.0023 0 -6.070944218 9.515888 4.3106 0
9/1/2014 247.3129 0.017739 -6.1786362528 9.68469 1.743 09/2/2014 249.0559 0.007048 -6.2221817491 9.752945 -1.6788 09/3/2014 247.3771 -0.006741 -6.180240166 9.687204 -1.8615 09/4/2014 245.5156 -0.007525 -6.1337341755 9.550969 2.9231 09/5/2014 248.4387 0.011906 -5.990716141 9.664682 4.9525 09/8/2014 253.3912 0.019934 -5.8581252451 9.857343 0.1432 09/9/2014 253.5344 0.000565 -5.8614358712 9.862913 -1.7183 0
9/10/2014 251.8161 -0.006777 -5.8217106692 9.796069 5.2487 09/11/2014 257.0648 0.020843 -5.9430548279 10.00025 2.696 0
9/12/2014 259.7608 0.010488 -6.0053833762 10.10513 -0.7061 09/15/2014 259.0547 -0.002718 -5.9890591225 10.07766 -5.94 09/16/2014 253.1147 -0.02293 -5.8547756307 9.846586 -0.0741 09/17/2014 253.0406 -0.000293 -5.8530616296 9.843704 5.7327 09/18/2014 258.7733 0.022655 -5.9856642491 10.06672 -5.1747 09/19/2014 253.5986 -0.019997 -5.8659686824 9.865411 3.3131 09/22/2014 256.9117 0.013064 -5.9426037303 9.994296 -4.4784 09/23/2014 252.4333 -0.017432 -5.8390142225 9.820079 -6.8979 19/24/2014 245.5354 -0.027326 -5.9207075386 9.551739 -10.7296 19/25/2014 234.8058 -0.043699 -5.8661704595 9.134339 6.6708 09/26/2014 241.4766 0.02841 -6.0328275434 9.393845 0.4395 09/29/2014 241.9161 0.00182 -6.043807604 9.410942 -0.3951 09/30/2014 241.521 -0.001633 -6.0339367918 9.395572 -2.2071 010/1/2014 239.3139 -0.009138 -5.9787966512 9.309712 0 010/2/2014 239.3139 0 -5.9787966512 9.309712 0 010/3/2014 239.3139 0 -5.9787966512 9.309712 0 010/6/2014 239.3139 0 -5.9787966512 9.309712 -5.624 010/7/2014 233.6899 -0.023501 -5.8382918483 9.090929 4.4291 010/8/2014 238.119 0.018953 -5.9489443772 9.263228 6.7448 010/9/2014 244.8638 0.028325 -6.1174502085 9.525613 -2.7996 0
10/10/2014 242.0642 -0.011433 -6.0475075971 9.416703 3.3823 010/13/2014 245.4465 0.013973 -5.9411859265 9.548281 3.7625 010/14/2014 249.209 0.015329 -6.0322595904 9.30549 0 010/15/2014 249.209 0 -6.0322595904 9.30549 -5.6438 010/16/2014 243.5652 -0.022647 -5.8956478843 8.305543 5.4808 010/17/2014 249.046 0.022502 -6.0283140735 8.041811 4.6958 010/20/2014 253.7418 0.018855 -6.1419788472 8.193441 1.4516 010/21/2014 255.1934 0.005721 -6.1771157324 8.240314 -0.8789 010/22/2014 254.3145 -0.003444 -5.9530824202 8.211934 0 010/23/2014 254.3145 0 -5.8825281074 8.211934 0 010/24/2014 254.3145 0 -5.8825281074 8.211934 2.2269 010/27/2014 256.5414 0.008756 -5.934038351 8.283841 5.8215 010/28/2014 262.3629 0.022692 -6.0686949961 8.47182 -1.2838 010/29/2014 261.0791 -0.004893 -6.0389995222 8.430366 -0.5678 010/30/2014 260.5113 -0.002175 -6.0258657864 8.412031 6.3997 010/31/2014 266.911 0.024566 -6.1738967289 8.618681 2.039 0
11/3/2014 268.95 0.007639 -6.2210606728 8.684521 0 011/4/2014 268.95 0 -6.2210606728 8.684521 5.772 011/5/2014 274.722 0.021461 -6.3545723374 8.870901 0 011/6/2014 274.722 0 -6.3545723374 8.870901 -3.891 011/7/2014 270.831 -0.014163 -6.2645699315 8.745259 -0.296 0
11/10/2014 270.535 -0.001093 -6.2577231795 8.610289 0.084 011/11/2014 270.619 0.00031 -6.2596661767 8.612962 0.563 011/12/2014 271.182 0.00208 -6.2726888841 8.630881 -2.642 011/13/2014 268.54 -0.009743 -6.211576996 8.546794 6.769 0
11/14/2014 275.309 0.025207 -6.3681501869 8.49978 15.085 011/17/2014 290.394 0.054793 -6.7170801005 9.376958 0.509 011/18/2014 290.903 0.001753 -6.7288537383 9.393393 -3.481 011/19/2014 287.422 -0.011966 -6.6483350091 9.28099 5.9742 011/20/2014 293.3962 0.020785 -6.7865237456 9.4739 8.2953 011/21/2014 301.6915 0.028273 -6.9784016582 9.741759 3.3082 011/24/2014 304.9997 0.010966 -7.0549233645 9.848582 -4.3451 011/25/2014 300.6546 -0.014246 -6.870463319 9.708277 1.7775 011/26/2014 302.4321 0.005912 -6.8673816735 9.765673 -0.395 011/27/2014 302.0371 -0.001306 -6.8584123354 9.752919 15.3561 011/28/2014 317.3932 0.050842 -7.2071061404 10.82307 -1.7775 0
12/1/2014 315.6157 -0.0056 -7.1667441189 10.76246 -0.8888 012/2/2014 314.7269 -0.002816 -7.1465619728 10.73215 -0.7406 012/3/2014 313.9863 -0.002353 -7.1297450315 10.70689 2.3206 012/4/2014 316.3069 0.007391 -7.1824393252 10.78603 -2.7157 012/5/2014 313.5912 -0.008586 -7.1207734227 10.69342 -4.592 012/8/2014 308.9992 -0.014643 -7.0165020287 10.53683 -6.2709 012/9/2014 302.7283 -0.020294 -6.8741075417 10.323 9.2829 0
12/10/2014 312.0112 0.030664 -7.0848960702 10.63954 -1.8764 012/11/2014 310.1348 -0.006014 -7.0422883081 10.57556 -2.6663 012/12/2014 307.4685 -0.008597 -6.9817441405 10.48464 -0.79 012/15/2014 306.6785 -0.002569 -6.9638054643 10.4577 -14.7636 112/16/2014 291.9149 -0.04814 -6.6707464736 9.954262 6.0733 012/17/2014 297.9882 0.020805 -6.809531594 10.16136 5.2833 012/18/2014 303.2715 0.01773 -6.9302638857 10.34152 -2.9132 012/19/2014 300.3583 -0.009606 -6.8636923656 10.24218 3.5057 012/22/2014 303.864 0.011672 -6.9438035073 10.36172 -0.4937 012/23/2014 303.3703 -0.001625 -6.9325216319 10.34489 -1.432 012/24/2014 301.9383 -0.00472 -6.8997980232 10.29606 0 012/25/2014 301.9383 0 -6.8997980232 10.29606 1.8763 012/26/2014 303.8146 0.006214 -6.9426746342 10.36004 -0.0987 012/29/2014 303.7159 -0.000325 -6.9404191732 10.35667 2.1726 012/30/2014 305.8885 0.007153 -6.9900667376 10.43076 2.0738 012/31/2014 307.9623 0.00678 -7.0374565557 10.50148 2.1232 0
1/1/2015 310.0855 0.006894 -7.085975247 10.57388 1.2344 01/2/2015 311.3199 0.003981 -7.1141833633 10.61597 -2.4688 01/5/2015 308.8511 -0.00793 -7.0577671307 10.53178 -12.6898 11/6/2015 296.1613 -0.041087 -6.8504830498 10.09906 0.2468 01/7/2015 296.4081 0.000833 -6.8561917606 10.10748 4.6415 01/8/2015 301.0496 0.015659 -6.9635539213 10.26575 -1.6295 01/9/2015 299.4201 -0.005413 -6.9258620887 10.21019 3.8514 0
1/12/2015 303.2715 0.012863 -7.0149485103 10.34152 -1.9751 01/13/2015 301.2964 -0.006513 -6.9692626321 10.27417 -0.395 01/14/2015 300.9014 -0.001311 -6.9601259191 10.2607 15.4055 01/15/2015 316.3069 0.051198 -7.2281447016 11.81093 -4.7895 0
1/16/2015 311.5174 -0.015142 -7.1186965705 11.63209 -2.2713 01/19/2015 309.2461 -0.007291 -7.0221084327 11.54728 4.9376 01/20/2015 314.1837 0.015967 -7.1342274299 11.73165 7.9497 01/21/2015 322.1334 0.025303 -7.3147427392 12.0285 -1.5307 01/22/2015 320.6027 -0.004752 -7.279984851 11.97134 2.7651 01/23/2015 323.3678 0.008625 -7.3427724885 12.07459 0 01/26/2015 323.3678 0 -7.3427724885 12.07459 2.5676 01/27/2015 325.9354 0.00794 -7.4010754569 12.17046 4.4933 01/28/2015 330.4287 0.013786 -7.5031056517 12.33824 -7.5053 11/29/2015 322.9234 -0.022714 -7.3424133942 12.05799 -17.8249 11/30/2015 305.0985 -0.055199 -6.9720139088 11.39241 -1.432 0
2/2/2015 303.6665 -0.004694 -6.9392903001 11.33894 -7.1102 12/3/2015 296.5563 -0.023415 -6.8789971768 11.07344 -7.1597 12/4/2015 289.3966 -0.024143 -6.7897679217 10.8061 -2.2219 02/5/2015 287.1747 -0.007678 -6.737638127 10.72313 -0.4938 02/6/2015 286.6809 -0.00172 -6.7260526854 10.7047 -10.6653 12/9/2015 276.0156 -0.037203 -6.5840134623 10.30645 7.7027 0
2/10/2015 283.7183 0.027907 -6.7677519195 10.59407 -1.3331 02/11/2015 282.3852 -0.004699 -6.7359524547 10.54429 -1.6295 02/12/2015 280.7557 -0.00577 -6.6970827316 10.48345 22.3677 02/13/2015 303.1234 0.07967 -7.2306367696 11.87021 -0.2469 02/16/2015 302.8765 -0.000815 -7.2247472731 11.86054 0 02/17/2015 302.8765 0 -7.2247472731 11.86054 -0.9875 02/18/2015 301.889 -0.00326 -7.2011916722 11.82187 -3.3083 02/19/2015 298.5807 -0.010959 -7.1222762351 11.69232 -0.0494 02/20/2015 298.5313 -0.000165 -7.1210978587 11.14719 -5.6783 02/23/2015 292.853 -0.019021 -6.9856489796 10.93516 -0.2962 02/24/2015 292.5568 -0.001011 -6.978583492 9.97615 -0.6913 02/25/2015 291.8655 -0.002363 -6.9620933787 9.952577 -6.0733 02/26/2015 285.7922 -0.020809 -6.8172222593 9.745478 10.3691 02/27/2015 296.1613 0.036282 -7.0645644167 10.62203 2.0738 0
3/2/2015 298.2351 0.007002 -7.1140323711 10.69641 0.5925 03/3/2015 298.8276 0.001987 -7.1281657316 10.71766 -8.6409 13/4/2015 290.1867 -0.028916 -7.1080227727 10.40775 -0.0494 03/5/2015 290.1373 -0.00017 -7.1068127368 10.40598 0 03/6/2015 290.1373 0 -7.1068127368 10.40598 -3.1107 03/9/2015 287.0266 -0.010721 -7.030617217 10.29441 -3.012 0
3/10/2015 284.0146 -0.010494 -6.9568393196 10.18638 -2.4195 03/11/2015 281.5951 -0.008519 -6.8975745046 10.09961 1.6789 03/12/2015 283.274 0.005962 -6.938698579 9.659608 -6.024 03/13/2015 277.25 -0.021266 -6.7911427841 8.952532 0.8888 03/16/2015 278.1388 0.003206 -6.8129136324 8.981231 1.4319 03/17/2015 279.5707 0.005148 -6.8479875273 9.027468 4.1476 03/18/2015 283.7183 0.014836 -6.9495815537 9.161396 -5.6289 03/19/2015 278.0894 -0.01984 -6.8117035965 8.979636 -3.3082 0
3/20/2015 274.7812 -0.011896 -6.7306703826 8.872813 -3.4564 03/23/2015 271.3248 -0.012579 -6.646007061 8.761204 -4.1477 03/24/2015 267.1771 -0.015287 -6.5444105852 8.627273 -5.0857 03/25/2015 262.0914 -0.019035 -6.419838124 8.223145 -8.641 13/26/2015 253.4504 -0.032969 -6.5423239359 7.952033 6.8634 03/27/2015 260.3138 0.02708 -6.7194891174 8.167372 4.2464 03/30/2015 264.5602 0.016313 -6.8291015874 8.300604 -0.8394 03/31/2015 263.7208 -0.003173 -6.8074341261 8.274267 6.3202 0
4/1/2015 270.041 0.023965 -6.9705776672 8.472564 0 04/2/2015 270.041 0 -6.9705776672 8.472564 0 04/3/2015 270.041 0 -6.9705776672 8.472564 1.185 04/6/2015 271.226 0.004388 -7.0011661132 8.509744 -2.5676 04/7/2015 268.6584 -0.009467 -6.9348885656 8.429185 1.827 04/8/2015 270.4854 0.0068 -6.9820489798 8.486507 6.8634 04/9/2015 277.3488 0.025374 -7.1592141612 8.701847 4.8389 0
4/10/2015 282.1877 0.017447 -7.2841208542 8.853668 0.5431 04/13/2015 282.7308 0.001925 -7.2981399132 8.870708 0 04/14/2015 282.7308 0 -7.2981399132 8.870708 3.6539 04/15/2015 286.3847 0.012924 -7.3924581602 8.98535 2.3701 04/16/2015 288.7548 0.008276 -7.4536376335 9.059712 -0.6419 04/17/2015 288.1129 -0.002223 -7.4370682466 9.039572 -4.0489 04/20/2015 284.064 -0.014053 -7.3325538509 8.912537 1.5307 04/21/2015 285.5947 0.005389 -7.3720658629 8.960563 -5.2833 04/22/2015 280.3114 -0.018499 -7.2356878574 8.794799 -6.1228 04/23/2015 274.1886 -0.021843 -7.0776398094 8.602696 -2.0738 04/24/2015 272.1148 -0.007563 -7.0241087383 8.068125 -8.394 14/27/2015 263.7208 -0.030847 -7.0581543929 7.48224 5.382 04/28/2015 269.1028 0.020408 -7.2021968307 7.634937 -0.5925 04/29/2015 268.5103 -0.002202 -7.186339316 7.618127 -2.1232 04/30/2015 266.3871 -0.007907 -7.1295145475 7.557888 0 0
5/1/2015 266.3871 0 -7.1295145475 7.539275 7.3078 05/4/2015 273.6949 0.027433 -7.325098592 7.723293 -5.0365 05/5/2015 268.6584 -0.018402 -7.1903030256 7.58117 -6.567 05/6/2015 262.0914 -0.024444 -6.7935663798 7.395858 -4.3945 05/7/2015 257.6969 -0.016767 -6.6796583024 7.271851 0.9875 05/8/2015 258.6844 0.003832 -6.7052548951 7.253893 13.9242 0
5/11/2015 272.6086 0.053827 -7.0661785156 7.692639 -8.5422 15/12/2015 264.0664 -0.031335 -6.9135854022 7.45159 6.814 05/13/2015 270.8804 0.025804 -7.0919843615 7.643872 6.5671 05/14/2015 277.4475 0.024244 -7.2639191729 7.780038 6.419 05/15/2015 283.8665 0.023136 -7.4319765429 7.960036 2.2713 05/18/2015 286.1378 0.008001 -7.49144199 7.924177 -1.2838 05/19/2015 284.854 -0.004487 -7.457830516 7.888624 4.0983 05/20/2015 288.9523 0.014387 -7.5651290858 8.002121 -2.3207 05/21/2015 286.6316 -0.008031 -7.5043702856 7.937852 -7.7028 1
5/22/2015 278.9288 -0.026874 -7.5651578796 7.724534 -4.7402 05/25/2015 274.1886 -0.016994 -7.4365933091 7.593261 -0.4937 05/26/2015 273.6949 -0.001801 -7.4232030875 7.579589 3.5551 05/27/2015 277.25 0.012989 -7.5196251593 7.678042 0.35 05/28/2015 277.6 0.001262 -7.5291179232 7.687735 0.55 05/29/2015 278.15 0.001981 -7.2131459231 7.702967 0.05 0
6/1/2015 278.2 0.00018 -7.2144425519 7.704351 -11.95 16/2/2015 266.25 -0.042955 -7.2212811493 7.261727 -8.85 16/3/2015 257.4 -0.033239 -7.258766852 7.020351 0.2 06/4/2015 257.6 0.000777 -7.2644069195 7.025806 0.2 06/5/2015 257.8 0.000776 -7.270046987 7.03126 -2.85 06/8/2015 254.95 -0.011055 -7.1896760253 6.953529 2.65 06/9/2015 257.6 0.010394 -7.2644069195 7.025806 3 0
6/10/2015 260.6 0.011646 -7.3490079318 7.107628 -6.6 06/11/2015 254 -0.025326 -7.1628857048 6.927619 -0.05 06/12/2015 253.95 -0.000197 -7.1614756879 6.926255 -3.7 06/15/2015 250.25 -0.01457 -7.0571344395 6.825341 4.35 06/16/2015 254.6 0.017383 -7.1798059072 6.943983 0.5 06/17/2015 255.1 0.001964 -7.193906076 6.95762 3 06/18/2015 258.1 0.01176 -7.2785070882 7.039443 2.05 06/19/2015 260.15 0.007943 -7.3363177799 7.095355 5.85 06/22/2015 266 0.022487 -7.5012897538 7.254908 1.75 06/23/2015 267.75 0.006579 -7.2619644234 7.302638 -5.4 06/24/2015 262.35 -0.020168 -7.1155046367 7.155358 2.45 06/25/2015 264.8 0.009339 -7.1819539844 7.222179 0.4 06/26/2015 265.2 0.001511 -6.9421967819 7.233089 -5.55 06/29/2015 259.65 -0.020928 -6.796913252 7.081718 3.1 06/30/2015 262.75 0.011939 -6.8780626111 6.964392 5 0
7/1/2015 267.75 0.019029 -7.0089486741 7.096921 0.1 07/2/2015 267.85 0.000373 -7.0115663953 7.099571 1.55 07/3/2015 269.4 0.005787 -7.0521410749 7.140655 1.4 07/6/2015 270.8 0.005197 -7.0887891725 7.177763 2.1 07/7/2015 272.9 0.007755 -7.143761319 7.233425 -5.55 07/8/2015 267.35 -0.020337 -6.998477789 7.086318 0.4 07/9/2015 267.75 0.001496 -7.0089486741 7.096921 2.8 0
7/10/2015 270.55 0.010458 -7.0822448694 7.171137 3.15 07/13/2015 273.7 0.011643 -7.1647030891 7.25463 -5.5 07/14/2015 268.2 -0.020095 -7.0207284198 7.108848 -0.15 07/15/2015 268.05 -0.000559 -7.0168018379 7.104872 4.15 07/16/2015 272.2 0.015482 -7.1254372702 7.214871 -1.1 07/17/2015 271.1 -0.004041 -7.0966423363 7.185715 -3.65 07/20/2015 267.45 -0.013464 -7.0010955103 7.088969 -3.15 07/21/2015 264.3 -0.011778 -6.9186372906 7.005476 4.25 07/22/2015 268.55 0.01608 -7.0298904442 7.118125 1.5 07/23/2015 270.05 0.005586 -7.0691562631 7.157884 -6.8 0
7/24/2015 263.25 -0.025181 -6.8911512174 6.977645 -4.8 07/27/2015 258.45 -0.018234 -6.7655005969 6.850417 0.75 07/28/2015 259.2 0.002902 -6.7851335063 6.870296 -5.6 07/29/2015 253.6 -0.021605 -6.6385411158 6.721864 3.2 07/30/2015 256.8 0.012618 -6.7223081961 6.806682 13.25 07/31/2015 270.05 0.051597 -7.0691562631 7.365368 11 0
8/3/2015 281.05 0.040733 -7.3571056017 7.783278 7.55 08/4/2015 288.6 0.026864 -7.5547435568 7.992364 -3.65 08/5/2015 284.95 -0.012647 -7.4591967308 7.891283 4.1 08/6/2015 289.05 0.014388 -7.5665233025 8.004827 -7.75 18/7/2015 281.3 -0.026812 -7.5517298815 7.790201 1.45 0
8/10/2015 282.75 0.005155 -7.5906563242 7.830357 -13.95 18/11/2015 268.8 -0.049337 -7.2904427153 7.444032 -12.45 18/12/2015 256.35 -0.046317 -7.2291564977 7.099247 2.95 08/13/2015 259.3 0.011508 -7.3123474931 7.180943 9.2 08/14/2015 268.5 0.03548 -7.5717905974 7.547104 11.25 08/17/2015 279.75 0.041899 -7.8890443934 7.917471 5.05 08/18/2015 284.8 0.018052 -8.0314560973 8.060396 -6.8 08/19/2015 278 -0.023876 -7.8396938029 7.867942 -7.45 08/20/2015 270.55 -0.026799 -7.6296012891 7.657093 -3.05 08/21/2015 267.5 -0.011273 -7.54359026 7.570772 -22.1 18/24/2015 245.4 -0.082617 -7.3566509667 6.945299 7.95 08/25/2015 253.35 0.032396 -7.594977679 7.188001 -7.6 18/26/2015 245.75 -0.029998 -7.4868015234 6.972376 3.7 08/27/2015 249.45 0.015056 -7.5995224415 7.077351 -0.5 08/28/2015 248.95 -0.002004 -7.584289885 7.063165 -1.6 08/31/2015 247.35 -0.006427 -7.5355457042 7.01777 -8.05 1
9/1/2015 239.3 -0.032545 -7.4459494026 6.789377 -8.75 19/2/2015 230.55 -0.036565 -7.37771595 6.541124 1.7 09/3/2015 232.25 0.007374 -7.4321168049 6.589356 -7.1 09/4/2015 225.15 -0.030571 -7.2049132342 6.387916 -4.05 09/7/2015 221.1 -0.017988 -7.0753111973 6.27301 7.25 09/8/2015 228.35 0.032791 -7.3073148435 6.770511 3.3 09/9/2015 231.65 0.014451 -7.4129165032 6.868355 -4.2 0
9/10/2015 227.45 -0.018131 -7.0772302199 6.743826 2.65 09/11/2015 230.1 0.011651 -7.1596864084 6.813646 5.15 09/14/2015 235.25 0.022382 -7.319931454 6.966146 -1.25 09/15/2015 234 -0.005313 -7.2810370255 6.929131 2.8 09/16/2015 236.8 0.011966 -7.3681605454 7.012044 0 09/17/2015 236.8 0 -7.3681605454 7.012044 5.2 09/18/2015 242 0.021959 -7.5299613682 7.166025 3.25 09/21/2015 245.25 0.01343 -7.6310868825 7.262262 -7.65 19/22/2015 237.6 -0.031193 -7.4299816292 7.035733 2.25 09/23/2015 239.85 0.00947 -7.5003413037 7.102359 -0.8 09/24/2015 239.05 -0.003335 -7.4753245305 7.073081 0 0
9/25/2015 239.05 0 -7.4753245305 7.073081 0.4 09/28/2015 239.45 0.001673 -7.4878329171 7.084916 2.45 09/29/2015 241.9 0.010232 -7.5644467849 7.157407 -4.75 09/30/2015 237.15 -0.019636 -7.4159096943 7.016863 -2 010/1/2015 235.15 -0.008433 -7.3533677614 6.957686 0 010/2/2015 235.15 0 -7.3533677614 6.957686 4.85 010/5/2015 240 0.020625 -7.5050319487 7.101189 0.1 010/6/2015 240.1 0.000417 -7.5081590453 7.104148 3.45 010/7/2015 243.55 0.014369 -7.6160438796 7.206228 -0.25 010/8/2015 243.3 -0.001026 -7.6082261379 7.198831 0.15 010/9/2015 243.45 0.000617 -7.6129167829 7.203269 1.1 0
10/12/2015 244.55 0.004518 -7.647314846 7.235816 -0.75 010/13/2015 243.8 -0.003067 -7.6238616212 7.213625 0.45 010/14/2015 244.25 0.001846 -7.6379335561 7.22694 4.7 010/15/2015 248.95 0.019243 -7.7849070984 7.366005 5.9 010/16/2015 254.85 0.0237 -7.9694058005 7.540575 -0.35 010/19/2015 254.5 -0.001373 -7.9584609622 7.53022 0.35 010/20/2015 254.85 0.001375 -7.9694058005 7.540575 -5.05 010/21/2015 249.8 -0.019816 -7.8114874199 7.391155 0 010/22/2015 249.8 0 -7.8114874199 7.391155 3.6 010/23/2015 253.4 0.014412 -7.9240628991 7.497672 -2.15 010/26/2015 251.25 -0.008485 -7.8568303212 7.434058 -2.45 010/27/2015 248.8 -0.009751 -7.7802164534 7.361566 -6.75 010/28/2015 242.05 -0.02713 -7.5691374299 7.161845 -5.1 010/29/2015 236.95 -0.02107 -7.409655501 7.010945 0.1 010/30/2015 237.05 0.000422 -7.4127825976 7.013904
2%Stop Loss (99%) Long 99%
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-9.416242022 0-9.4228800347 0-9.3760815148 1
-9.112795644 0-9.1377429064 0-9.0084055766 1
50 100 150 200 250 300 350
-25-20-15-10-505
10152025
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50 100 150 200 250 300 350
-25
-20
-15
-10
-5
0
5
10
15
20
25
50 100 150 200 250 300 350
-25
-20
-15
-10
-5
0
5
10
15
20
25
hero ajnta Port ret 0.026042 0.050435 0.041881
-0.013433 0.010515 0.002507-0.013171 0.059561 0.034964
0.0121 -0.05403 -0.031667 w1 w2 port-0.022892 -0.059423 -0.046774 0.33 0.67 0.3958960.036338 0.010602 0.0189890.034455 -0.023409 -0.00408 0.24 0.54 0.80.015144 0.021485 0.019177
0.01348 0.008554 0.010094 0.33 0.67 0.24 0.288-0.003074 0.00926 0.005097 0.288 0.54-0.003617 0.012953 0.0073550.023884 0.016821 0.018984 0.395896
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0 0 0
0.330.67
![MLRG: Basic Monte Carlo Methods - cs.ubc.ca · Var( ) = E[Var( jY)] + Var(E[ jY]) =)Var( ) Var(E[ jY]) If E[ ] is the quantity we wish to approximate, then we can use E[ jY] instead](https://static.fdocuments.in/doc/165x107/5f3ec4f2b30bfe38ed1927ea/mlrg-basic-monte-carlo-methods-csubcca-var-evar-jy-vare-jy-var.jpg)
