Quantitative Risk Project

8/12/2019 Quantitative Risk Project

1/79

Date CMG 25.00% Plus 100% SKX 20.00% Plus 100% GILD 18.00%

1/4/2010 91.89 29.29 22.27

1/11/2010 98.06 6.71% 106.71% 30.84 5.29% 105.29% 22.76 2.20%

1/19/2010 97.77 -0.30% 99.70% 29.35 -4.83% 95.17% 23.04 1.23%

1/25/2010 96.46 -1.34% 98.66% 28.06 -4.40% 95.60% 24.14 4.77%

2/1/2010 95.2 -1.31% 98.69% 27.61 -1.60% 98.40% 23.19 -3.94%

2/8/2010 104.87 10.16% 110.16% 28.16 1.99% 101.99% 23.5 1.34%

2/16/2010 104.99 0.11% 100.11% 30.21 7.28% 107.28% 24.42 3.91%

2/22/2010 104.71 -0.27% 99.73% 30.73 1.72% 101.72% 23.81 -2.50%

3/1/2010 110.63 5.65% 105.65% 30.88 0.49% 100.49% 23.81 0.00%

3/8/2010 114.98 3.93% 103.93% 33.19 7.48% 107.48% 23.71 -0.42%

3/15/2010 113.63 -1.17% 98.83% 33.01 -0.54% 99.46% 23.93 0.93%

3/22/2010 114.02 0.34% 100.34% 37.4 13.30% 113.30% 22.67 -5.27%

3/29/2010 114.48 0.40% 100.40% 37.02 -1.02% 98.98% 22.82 0.66%

4/5/2010 122.52 7.02% 107.02% 38.76 4.70% 104.70% 22.9 0.35%

4/12/2010 124.05 1.25% 101.25% 38.73 -0.08% 99.92% 22.85 -0.22%

4/19/2010 142.98 15.26% 115.26% 41.5 7.15% 107.15% 20.83 -8.84%

4/26/2010 134.91 -5.64% 94.36% 38.35 -7.59% 92.41% 19.85 -4.70%

5/3/2010 128.83 -4.51% 95.49% 34.09 -11.11% 88.89% 19.18 -3.38%

5/10/2010 138.61 7.59% 107.59% 36.89 8.21% 108.21% 18.89 -1.51%

5/17/2010 135.77 -2.05% 97.95% 35.84 -2.85% 97.15% 18.28 -3.23%

5/24/2010 142.28 4.79% 104.79% 37.68 5.13% 105.13% 17.96 -1.75%

6/1/2010 143.81 1.08% 101.08% 35.28 -6.37% 93.63% 17.35 -3.40%

6/7/2010 149.48 3.94% 103.94% 40.71 15.39% 115.39% 17.26 -0.52%

6/14/2010 152.74 2.18% 102.18% 43.85 7.71% 107.71% 18.01 4.35%

6/21/2010 146.84 -3.86% 96.14% 40.05 -8.67% 91.33% 18.17 0.89%

6/28/2010 137.24 -6.54% 93.46%

38.04 -5.02% 94.98%

17.43 -4.07%

7/6/2010 140.41 2.31% 102.31% 37.7 -0.89% 99.11% 17.37 -0.34%

7/12/2010 136.82 -2.56% 97.44% 32.09 -14.88% 85.12% 15.97 -8.06%

7/19/2010 145.5 6.34% 106.34% 33.61 4.74% 104.74% 16.72 4.70%

7/26/2010 147.9 1.65% 101.65% 37.09 10.35% 110.35% 16.66 -0.36%

8/2/2010 151.6 2.50% 102.50% 33.11 -10.73% 89.27% 17.91 7.50%

8/9/2010 142.63 -5.92% 94.08% 27.39 -17.28% 82.72% 17.16 -4.19%

8/16/2010 149.84 5.06% 105.06% 28.32 3.40% 103.40% 16.32 -4.90%

8/23/2010 153.03 2.13% 102.13% 26.36 -6.92% 93.08% 16.26 -0.37%

8/30/2010 163.51 6.85% 106.85% 27.5 4.32% 104.32% 17.01 4.61%

9/7/2010 166.01 1.53% 101.53% 22.84 -16.95% 83.05% 17.19 1.06%

9/13/2010 168.31 1.39% 101.39% 23.75 3.98% 103.98% 17.28 0.52%

9/20/2010 173.19 2.90% 102.90% 22.11 -6.91% 93.09% 18.27 5.73%

9/27/2010 174.5 0.76% 100.76% 22.56 2.04% 102.04% 17.88 -2.13%

10/4/2010 176.56 1.18% 101.18% 25.42 12.68% 112.68% 18.17 1.62%

10/11/2010 181.87 3.01% 103.01% 24.78 -2.52% 97.48% 18.86 3.80%

10/18/2010 205.77 13.14% 113.14% 23.79 -4.00% 96.00% 19.56 3.71%

10/25/2010 210.21 2.16% 102.16% 19.44 -18.28% 81.72% 19.83 1.38%

11/1/2010 230.56 9.68% 109.68% 20.78 6.89% 106.89% 19.48 -1.77%

11/8/2010 234.02 1.50% 101.50% 20.27 -2.45% 97.55% 18.9 -2.98%


2/79

11/15/2010 232.27 -0.75% 99.25% 21.54 6.27% 106.27% 19.04 0.74%

11/22/2010 255.65 10.07% 110.07% 22.68 5.29% 105.29% 18.55 -2.57%

11/29/2010 235.95 -7.71% 92.29% 22.38 -1.32% 98.68% 18.62 0.38%

12/6/2010 238.22 0.96% 100.96% 22.03 -1.56% 98.44% 18.81 1.02%

12/13/2010 238.02 -0.08% 99.92% 21.34 -3.13% 96.87% 18.59 -1.17%

12/20/2010 228.29 -4.09% 95.91% 19.88 -6.84% 93.16% 18.13 -2.47%

12/27/2010 212.66 -6.85% 93.15% 20 0.60% 100.60% 18.12 -0.06%

1/3/2011 224.26 5.45% 105.45% 20.19 0.95% 100.95% 18.75 3.48%

1/10/2011 234.89 4.74% 104.74% 21.91 8.52% 108.52% 19.11 1.92%

1/18/2011 223.63 -4.79% 95.21% 21.29 -2.83% 97.17% 19.09 -0.10%

1/24/2011 219.43 -1.88% 98.12% 21 -1.36% 98.64% 19.1 0.05%

1/31/2011 246.31 12.25% 112.25% 22.81 8.62% 108.62% 19.4 1.57%

2/7/2011 268.73 9.10% 109.10% 22.42 -1.71% 98.29% 19.19 -1.08%

2/14/2011 260.15 -3.19% 96.81% 21.63 -3.52% 96.48% 19.65 2.40%

2/22/2011 248.36 -4.53% 95.47% 20.97 -3.05% 96.95% 19.5 -0.76%

2/28/2011 255 2.67% 102.67% 19.92 -5.01% 94.99% 20.35 4.36%

3/7/2011 252.76 -0.88% 99.12% 19.65 -1.36% 98.64% 20.42 0.34%

3/14/2011 246.81 -2.35% 97.65% 18.46 -6.06% 93.94% 20.08 -1.67%

3/21/2011 256.74 4.02% 104.02% 18.8 1.84% 101.84% 21.04 4.78%

3/28/2011 274 6.72% 106.72% 20.22 7.55% 107.55% 21.33 1.38%

4/4/2011 269.24 -1.74% 98.26% 20.64 2.08% 102.08% 20.62 -3.33%

4/11/2011 285.13 5.90% 105.90% 20.38 -1.26% 98.74% 20.85 1.12%

4/18/2011 277.3 -2.75% 97.25% 20.53 0.74% 100.74% 19.53 -6.33%

4/25/2011 266.79 -3.79% 96.21% 19.05 -7.21% 92.79% 19.42 -0.56%

5/2/2011 268.1 0.49% 100.49% 18.41 -3.36% 96.64% 20.5 5.56%

5/9/2011 280.4 4.59% 104.59% 18.31 -0.54% 99.46% 20.6 0.49%

5/16/2011 279.89 -0.18% 99.82% 18.13 -0.98% 99.02% 20.49 -0.53%

5/23/2011 292.94 4.66% 104.66% 17.65 -2.65% 97.35% 20.59 0.49%

5/31/2011 286.51 -2.19% 97.81% 16 -9.35% 90.65% 20.52 -0.34%

6/6/2011 271.87 -5.11% 94.89% 13.75 -14.06% 85.94% 20.11 -2.00%

6/13/2011 268.97 -1.07% 98.93% 14.24 3.56% 103.56% 19.77 -1.69%

6/20/2011 293.25 9.03% 109.03% 13.65 -4.14% 95.86% 19.85 0.40%

6/27/2011 315.72 7.66% 107.66% 14.69 7.62% 107.62% 20.98 5.69%

7/5/2011 325.3 3.03% 103.03% 14.8 0.75% 100.75% 21.22 1.14%

7/11/2011 324.6 -0.22% 99.78% 14.12 -4.59% 95.41% 20.5 -3.39%

7/18/2011 335.52 3.36% 103.36% 14.48 2.55% 102.55% 21.6 5.37%

7/25/2011 324.58 -3.26% 96.74% 16.65 14.99% 114.99% 21.18 -1.94%

8/1/2011 311.52 -4.02% 95.98% 14.54 -12.67% 87.33% 18.88 -10.86%8/8/2011 317.7 1.98% 101.98% 15.46 6.33% 106.33% 18.72 -0.85%

8/15/2011 279.37 -12.06% 87.94% 14.44 -6.60% 93.40% 18.6 -0.64%

8/22/2011 298.88 6.98% 106.98% 16.02 10.94% 110.94% 19.36 4.09%

8/29/2011 305.5 2.21% 102.21% 14.73 -8.05% 91.95% 19.41 0.26%

9/6/2011 305.17 -0.11% 99.89% 14.98 1.70% 101.70% 18.91 -2.58%

9/12/2011 318.06 4.22% 104.22% 17.14 14.42% 114.42% 20.2 6.82%

9/19/2011 320.5 0.77% 100.77% 15.35 -10.44% 89.56% 19.22 -4.85%

9/26/2011 302.95 -5.48% 94.52% 14.03 -8.60% 91.40% 19.4 0.94%

10/3/2011 294.59 -2.76% 97.24% 14.23 1.43% 101.43% 19.66 1.34%


3/79

10/10/2011 320.8 8.90% 108.90% 14.27 0.28% 100.28% 20.22 2.85%

10/17/2011 333.49 3.96% 103.96% 14.15 -0.84% 99.16% 20.74 2.57%

10/24/2011 341.4 2.37% 102.37% 13.86 -2.05% 97.95% 21.4 3.18%

10/31/2011 338.97 -0.71% 99.29% 14.26 2.89% 102.89% 20.36 -4.86%

11/7/2011 332.02 -2.05% 97.95% 13.9 -2.52% 97.48% 20.54 0.88%

11/14/2011 311.06 -6.31% 93.69% 12.32 -11.37% 88.63% 19.94 -2.92%

11/21/2011 300.75 -3.31% 96.69% 12.18 -1.14% 98.86% 19.64 -1.50%

11/28/2011 330.49 9.89% 109.89% 12.8 5.09% 105.09% 19.7 0.31%

12/5/2011 338.6 2.45% 102.45% 12.73 -0.55% 99.45% 19.5 -1.02%

12/12/2011 318.4 -5.97% 94.03% 12.23 -3.93% 96.07% 18.58 -4.72%

12/19/2011 335.32 5.31% 105.31% 12.74 4.17% 104.17% 19.65 5.76%

12/27/2011 337.74 0.72% 100.72% 12.12 -4.87% 95.13% 20.47 4.17%

1/3/2012 348.95 3.32% 103.32% 11.7 -3.47% 96.53% 21.39 4.49%

1/9/2012 354.62 1.62% 101.62% 13.31 13.76% 113.76% 22.44 4.91%

1/17/2012 356.39 0.50% 100.50% 12.1 -9.09% 90.91% 23.72 5.70%

1/23/2012 366.76 2.91% 102.91% 12.43 2.73% 102.73% 24.36 2.70%

1/30/2012 372.19 1.48% 101.48% 13.08 5.23% 105.23% 27.35 12.27%

2/6/2012 376.45 1.14% 101.14% 13.98 6.88% 106.88% 26.88 -1.72%

2/13/2012 384.7 2.19% 102.19% 13.04 -6.72% 93.28% 23.5 -12.57%

2/21/2012 387.42 0.71% 100.71% 12.69 -2.68% 97.32% 22.63 -3.70%

2/27/2012 394.39 1.80% 101.80% 12.53 -1.26% 98.74% 23.5 3.84%

3/5/2012 398.12 0.95% 100.95% 12.62 0.72% 100.72% 23.05 -1.91%

3/12/2012 410.91 3.21% 103.21% 13.54 7.29% 107.29% 23.36 1.34%

3/19/2012 415.51 1.12% 101.12% 13.98 3.25% 103.25% 23.42 0.26%

3/26/2012 418 0.60% 100.60% 12.72 -9.01% 90.99% 24.43 4.31%

4/2/2012 424.98 1.67% 101.67% 12.66 -0.47% 99.53% 23.88 -2.25%

4/9/2012 440.4 3.63% 103.63% 13.18 4.11% 104.11% 22.75 -4.73%

4/16/2012 419.26 -4.80% 95.20% 14.76 11.99% 111.99% 25.5 12.09%

4/23/2012 419.41 0.04% 100.04% 17.97 21.75% 121.75% 26.08 2.27%

4/30/2012 407.88 -2.75% 97.25% 18.07 0.56% 100.56% 25.14 -3.60%

5/7/2012 408.25 0.09% 100.09% 18.19 0.66% 100.66% 25.92 3.10%

5/14/2012 392.13 -3.95% 96.05% 16.61 -8.69% 91.31% 24.97 -3.67%

5/21/2012 400.42 2.11% 102.11% 17.45 5.06% 105.06% 25.25 1.12%

5/29/2012 397.14 -0.82% 99.18% 16.25 -6.88% 93.12% 24.33 -3.64%

6/4/2012 407.34 2.57% 102.57% 19.29 18.71% 118.71% 24.82 2.01%

6/11/2012 402.45 -1.20% 98.80% 20.72 7.41% 107.41% 25.15 1.33%

6/18/2012 415.48 3.24% 103.24% 20.97 1.21% 101.21% 25.26 0.44%

6/25/2012 379.95 -8.55% 91.45% 20.37 -2.86% 97.14% 25.64 1.50%7/2/2012 383.49 0.93% 100.93% 20.22 -0.74% 99.26% 25.48 -0.62%

7/9/2012 392.37 2.32% 102.32% 19.37 -4.20% 95.80% 25.58 0.39%

7/16/2012 316.98 -19.21% 80.79% 19.41 0.21% 100.21% 26.54 3.75%

7/23/2012 296.08 -6.59% 93.41% 20.32 4.69% 104.69% 27.75 4.56%

7/30/2012 297.65 0.53% 100.53% 19.21 -5.46% 94.54% 28.43 2.45%

8/6/2012 295.39 -0.76% 99.24% 19.75 2.81% 102.81% 28.39 -0.14%

8/13/2012 299.1 1.26% 101.26% 20.01 1.32% 101.32% 28.38 -0.04%

8/20/2012 295 -1.37% 98.63% 22.25 11.19% 111.19% 28.65 0.95%

8/27/2012 288.64 -2.16% 97.84% 21.67 -2.61% 97.39% 28.84 0.66%


4/79

9/4/2012 326.35 13.06% 113.06% 21.03 -2.95% 97.05% 29.63 2.74%

9/10/2012 336.45 3.09% 103.09% 21.42 1.85% 101.85% 31.01 4.66%

9/17/2012 336.4 -0.01% 99.99% 21.1 -1.49% 98.51% 33.88 9.26%

9/24/2012 317.54 -5.61% 94.39% 20.4 -3.32% 96.68% 33.17 -2.10%

10/1/2012 280.93 -11.53% 88.47% 17.22 -15.59% 84.41% 34.72 4.67%

10/8/2012 290.47 3.40% 103.40% 17.64 2.44% 102.44% 33.97 -2.16%

10/15/2012 243 -16.34% 83.66% 17.33 -1.76% 98.24% 33.29 -2.00%

10/22/2012 251.52 3.51% 103.51% 16.15 -6.81% 93.19% 33.53 0.72%

10/31/2012 262.32 4.29% 104.29% 17.28 7.00% 107.00% 33.51 -0.06%

11/5/2012 259.52 -1.07% 98.93% 15.84 -8.33% 91.67% 32.51 -2.98%

11/12/2012 262.76 1.25% 101.25% 15.98 0.88% 100.88% 37.2 14.43%

11/19/2012 274.34 4.41% 104.41% 18.91 18.34% 118.34% 38.06 2.31%

11/26/2012 263.78 -3.85% 96.15% 19.46 2.91% 102.91% 37.5 -1.47%

12/3/2012 268.61 1.83% 101.83% 19.36 -0.51% 99.49% 36.96 -1.44%

12/10/2012 277.25 3.22% 103.22% 18.07 -6.66% 93.34% 37.12 0.43%

12/17/2012 292.52 5.51% 105.51% 18.69 3.43% 103.43% 36.39 -1.97%

12/24/2012 290.53 -0.68% 99.32% 18.15 -2.89% 97.11% 36.19 -0.55%

12/31/2012 300.18 3.32% 103.32% 18.91 4.19% 104.19% 37.86 4.61%

1/7/2013 300 -0.06% 99.94% 18.62 -1.53% 98.47% 39.04 3.12%

1/14/2013 295.02 -1.66% 98.34% 18.5 -0.64% 99.36% 39.14 0.26%

1/22/2013 303.48 2.87% 102.87% 18.16 -1.84% 98.16% 39.68 1.38%

1/28/2013 312.71 3.04% 103.04% 18.84 3.74% 103.74% 40.56 2.22%

2/4/2013 320.72 2.56% 102.56% 19.72 4.67% 104.67% 40.9 0.84%

2/11/2013 314.19 -2.04% 97.96% 21.76 10.34% 110.34% 41.6 1.71%

2/19/2013 315.51 0.42% 100.42% 20.52 -5.70% 94.30% 42.45 2.04%

2/25/2013 319.74 1.34% 101.34% 20.64 0.58% 100.58% 43.45 2.36%

3/4/2013 321.84 0.66% 100.66% 21.73 5.28% 105.28% 45.43 4.56%

3/11/2013 321.35 -0.15% 99.85% 21.66 -0.32% 99.68% 45.17 -0.57%

3/18/2013 318.23 -0.97% 99.03% 20.87 -3.65% 96.35% 45.51 0.75%

3/25/2013 325.87 2.40% 102.40% 21.15 1.34% 101.34% 48.94 7.54%

4/1/2013 328 0.65% 100.65% 20.59 -2.65% 97.35% 47.37 -3.21%

4/8/2013 341.91 4.24% 104.24% 22.36 8.60% 108.60% 51.93 9.63%

4/15/2013 366.25 7.12% 107.12% 21.63 -3.26% 96.74% 53.17 2.39%

4/22/2013 361.73 -1.23% 98.77% 20.87 -3.51% 96.49% 51.38 -3.37%

4/29/2013 367.35 1.55% 101.55% 21.26 1.87% 101.87% 55.15 7.34%

5/6/2013 370.01 0.72% 100.72% 21.93 3.15% 103.15% 52.88 -4.12%

5/13/2013 375.16 1.39% 101.39% 21.26 -3.06% 96.94% 56.3 6.47%

5/20/2013 368.27 -1.84% 98.16% 20.37 -4.19% 95.81% 55.81 -0.87%5/28/2013 361 -1.97% 98.03% 22.5 10.46% 110.46% 54.48 -2.38%

6/3/2013 365.8 1.33% 101.33% 22.23 -1.20% 98.80% 52.89 -2.92%

6/10/2013 368.12 0.63% 100.63% 22.6 1.66% 101.66% 52.23 -1.25%

6/17/2013 361.64 -1.76% 98.24% 21.87 -3.23% 96.77% 48.83 -6.51%

6/24/2013 364.35 0.75% 100.75% 24.01 9.79% 109.79% 51.27 5.00%

7/1/2013 386.33 6.03% 106.03% 24.73 3.00% 103.00% 53.32 4.00%

7/8/2013 386.27 -0.02% 99.98% 26.29 6.31% 106.31% 57.34 7.54%

7/15/2013 408.97 5.88% 105.88% 26.74 1.71% 101.71% 60.1 4.81%

7/22/2013 405.87 -0.76% 99.24% 27.4 2.47% 102.47% 62.57 4.11%


5/79

7/29/2013 412.09 1.53% 101.53% 27.68 1.02% 101.02% 61.75 -1.31%

8/5/2013 405.74 -1.54% 98.46% 28.02 1.23% 101.23% 59.21 -4.11%

8/12/2013 401.94 -0.94% 99.06% 28.98 3.43% 103.43% 56.91 -3.88%

8/19/2013 402.79 0.21% 100.21% 30.77 6.18% 106.18% 59.64 4.80%

8/26/2013 408.17 1.34% 101.34% 30.73 -0.13% 99.87% 60.27 1.06%

9/3/2013 408.52 0.09% 100.09% 31.29 1.82% 101.82% 61.12 1.41%

9/9/2013 425.34 4.12% 104.12% 30.57 -2.30% 97.70% 63.53 3.94%

9/16/2013 415.08 -2.41% 97.59% 29.36 -3.96% 96.04% 63.86 0.52%

9/23/2013 419 0.94% 100.94% 30.45 3.71% 103.71% 63.54 -0.50%

9/30/2013 434.12 3.61% 103.61% 29.17 -4.20% 95.80% 63.04 -0.79%

10/7/2013 443.61 2.19% 102.19% 29.1 -0.24% 99.76% 62.69 -0.56%

10/14/2013 509.74 14.91% 114.91% 29.76 2.27% 102.27% 68.21 8.81%

10/21/2013 527.5 3.48% 103.48% 28.06 -5.71% 94.29% 69.68 2.16%

10/28/2013 527.6 0.02% 100.02% 29.14 3.85% 103.85% 70.97 1.85%


6/79

N 199 199 199

Median 0.96% -0.13% 0.49%

Mean 0.99% 0.22% 0.66%

Geomean 0.88% 0.00% 0.58%

SD 4.71% 6.65% 3.84%

RFR 0.08% 0.08% 0.08%

Sharpe Ratio 19.35% 2.03% 14.97%

SE 0.33% 0.47% 0.27%

Prob(mean


7/79

Plus 100% WWE 15.00% Plus 100% F 10.00% Plus 100% PG 7.00% Plus 100% BAC 5.00%

12.51 11 52.46 16.51

102.20% 12.27 -1.92% 98.08% 10.92 -0.73% 99.27% 52.79 0.63% 100.63% 16 -3.09%

101.23% 12.06 -1.71% 98.29% 9.9 -9.34% 90.66% 52.73 -0.11% 99.89% 14.66 -8.38%

104.77% 12.28 1.82% 101.82% 10.2 3.03% 103.03% 53.81 2.05% 102.05% 14.94 1.91%

96.06% 12.36 0.65% 100.65% 10.27 0.69% 100.69% 53.59 -0.41% 99.59% 14.76 -1.20%

101.34% 12.34 -0.16% 99.84% 10.47 1.95% 101.95% 53.99 0.75% 100.75% 14.22 -3.66%

103.91% 12.62 2.27% 102.27% 10.63 1.53% 101.53% 55.47 2.74% 102.74% 15.63 9.92%

97.50% 13.09 3.72% 103.72% 11.05 3.95% 103.95% 55.32 -0.27% 99.73% 16.39 4.86%

100.00% 13.78 5.27% 105.27% 12.24 10.77% 110.77% 55.68 0.65% 100.65% 16.44 0.31%

99.58% 13.53 -1.81% 98.19% 12.56 2.61% 102.61% 55.36 -0.57% 99.43% 16.59 0.91%

100.93% 13.46 -0.52% 99.48% 12.51 -0.40% 99.60% 55.81 0.81% 100.81% 16.56 -0.18%

94.73% 13.78 2.38% 102.38% 13.05 4.32% 104.32% 55.68 -0.23% 99.77% 17.62 6.40%

100.66% 13.33 -3.27% 96.73% 11.89 -8.89% 91.11% 55.39 -0.52% 99.48% 17.76 0.79%

100.35% 13.47 1.05% 101.05% 11.97 0.67% 100.67% 54.84 -0.99% 99.01% 18.3 3.04%

99.78% 13.77 2.23% 102.23% 12.63 5.51% 105.51% 54.95 0.20% 100.20% 18.13 -0.93%

91.16% 14.62 6.17% 106.17% 13.38 5.94% 105.94% 55.55 1.09% 101.09% 18.15 0.11%

95.30% 14.29 -2.26% 97.74% 12.26 -8.37% 91.63% 54.76 -1.42% 98.58% 17.55 -3.31%

96.62% 12.85 -10.08% 89.92% 10.83 -11.66% 88.34% 53.13 -2.98% 97.02% 15.93 -9.23%

98.49% 13.14 2.26% 102.26% 11.4 5.26% 105.26% 55.1 3.71% 103.71% 16.09 1.00%

96.77% 12.81 -2.51% 97.49% 10.6 -7.02% 92.98% 54.49 -1.11% 98.89% 15.74 -2.18%

98.25% 12.98 1.33% 101.33% 11.04 4.15% 104.15% 53.82 -1.23% 98.77% 15.5 -1.52%

96.60% 12.76 -1.69% 98.31% 10.82 -1.99% 98.01% 53.56 -0.48% 99.52% 15.12 -2.45%

99.48% 13.2 3.45% 103.45% 10.73 -0.83% 99.17% 53.75 0.35% 100.35% 15.37 1.65%

104.35% 13.2 0.00% 100.00% 10.79 0.56% 100.56% 54 0.47% 100.47% 15.59 1.43%

100.89% 13.02 -1.36% 98.64% 10.12 -6.21% 93.79% 52.67 -2.46% 97.54% 15.19 -2.57%

95.93% 12.26 -5.84% 94.16% 9.68 -4.35% 95.65% 52.31 -0.68% 99.32% 13.64 -10.20%

99.66% 12.84 4.73% 104.73% 10.21 5.48% 105.48% 54.4 4.00% 104.00% 14.89 9.16%

91.94% 12.58 -2.02% 97.98% 10.67 4.51% 104.51% 54.61 0.39% 100.39% 13.77 -7.52%

104.70% 13.04 3.66% 103.66% 11.97 12.18% 112.18% 54.97 0.66% 100.66% 13.54 -1.67%

99.64% 12.84 -1.53% 98.47% 12.02 0.42% 100.42% 54.3 -1.22% 98.78% 13.83 2.14%

107.50% 12.31 -4.13% 95.87% 12.27 2.08% 102.08% 53.29 -1.86% 98.14% 13.75 -0.58%

95.81% 11.31 -8.12% 91.88% 11.44 -6.76% 93.24% 53.11 -0.34% 99.66% 13.03 -5.24%

95.10% 11.25 -0.53% 99.47% 11.08 -3.15% 96.85% 53.26 0.28% 100.28% 12.68 -2.69%

99.63% 11.37 1.07% 101.07% 10.88 -1.81% 98.19% 53.1 -0.30% 99.70% 12.45 -1.81%

104.61% 11.39 0.18% 100.18% 11.36 4.41% 104.41% 53.53 0.81% 100.81% 13.31 6.91%

101.06% 11.65 2.28% 102.28% 11.1 -2.29% 97.71% 53.63 0.19% 100.19% 13.36 0.38%

100.52% 11.44 -1.80% 98.20% 11.76 5.95% 105.95% 54.13 0.93% 100.93% 13.21 -1.12%

105.73% 11.35 -0.79% 99.21% 11.82 0.51% 100.51% 54.73 1.11% 101.11% 13.41 1.51%

97.87% 11.47 1.06% 101.06% 11.54 -2.37% 97.63% 53.42 -2.39% 97.61% 13.11 -2.24%

101.62% 11.27 -1.74% 98.26% 12.86 11.44% 111.44% 54.92 2.81% 102.81% 13 -0.84%

103.80% 11.42 1.33% 101.33% 12.99 1.01% 101.01% 55.72 1.46% 101.46% 11.81 -9.15%

103.71% 11.5 0.70% 100.70% 13.13 1.08% 101.08% 56.72 1.79% 101.79% 11.28 -4.49%

101.38% 11.36 -1.22% 98.78% 13.3 1.29% 101.29% 56.88 0.28% 100.28% 11.29 0.09%

98.23% 11.55 1.67% 101.67% 15.26 14.74% 114.74% 58.16 2.25% 102.25% 12.19 7.97%

97.02% 11.18 -3.20% 96.80% 15.34 0.52% 100.52% 57.56 -1.03% 98.97% 11.95 -1.97%


8/79

100.74% 11.36 1.61% 101.61% 15.32 -0.13% 99.87% 57.31 -0.43% 99.57% 11.5 -3.77%

97.43% 11.51 1.32% 101.32% 15.15 -1.11% 98.89% 55.59 -3.00% 97.00% 10.96 -4.70%

100.38% 11.49 -0.17% 99.83% 15.81 4.36% 104.36% 55.77 0.32% 100.32% 11.7 6.75%

101.02% 12.18 6.01% 106.01% 15.75 -0.38% 99.62% 56.55 1.40% 101.40% 12.63 7.95%

98.83% 12.01 -1.40% 98.60% 15.81 0.38% 100.38% 57.99 2.55% 102.55% 12.41 -1.74%

97.53% 12.08 0.58% 100.58% 15.8 -0.06% 99.94% 58.37 0.66% 100.66% 12.89 3.87%

99.94% 11.98 -0.83% 99.17% 15.8 0.00% 100.00% 57.56 -1.39% 98.61% 13.17 2.17%

103.48% 11.95 -0.25% 99.75% 17.2 8.86% 108.86% 57.71 0.26% 100.26% 14.06 6.76%

101.92% 11.8 -1.26% 98.74% 17.56 2.09% 102.09% 58.63 1.59% 101.59% 15.05 7.04%

99.90% 11.36 -3.73% 96.27% 16.9 -3.76% 96.24% 59.41 1.33% 101.33% 14.06 -6.58%

100.05% 10.07 -11.36% 88.64% 15.31 -9.41% 90.59% 57.87 -2.59% 97.41% 13.42 -4.55%

101.57% 10.11 0.40% 100.40% 14.8 -3.33% 96.67% 57.33 -0.93% 99.07% 14.1 5.07%

98.92% 10.17 0.59% 100.59% 15.42 4.19% 104.19% 58.34 1.76% 101.76% 14.58 3.40%

102.40% 10.37 1.97% 101.97% 14.84 -3.76% 96.24% 57.96 -0.65% 99.35% 14.56 -0.14%

99.24% 10.68 2.99% 102.99% 14.19 -4.38% 95.62% 56.64 -2.28% 97.72% 14.01 -3.78%

104.36% 11.09 3.84% 103.84% 13.57 -4.37% 95.63% 55.91 -1.29% 98.71% 13.94 -0.50%

100.34% 10.95 -1.26% 98.74% 13.52 -0.37% 99.63% 55.42 -0.88% 99.12% 14.2 1.87%

98.33% 10.38 -5.21% 94.79% 13.64 0.89% 100.89% 54.62 -1.44% 98.56% 13.87 -2.32%

104.78% 10.84 4.43% 104.43% 14.13 3.59% 103.59% 54.87 0.46% 100.46% 13.17 -5.05%

101.38% 10.82 -0.18% 99.82% 14.27 0.99% 100.99% 55.96 1.99% 101.99% 13.2 0.23%

96.67% 10.8 -0.18% 99.82% 14.43 1.12% 101.12% 55.79 -0.30% 99.70% 13.31 0.83%

101.12% 9.73 -9.91% 90.09% 13.85 -4.02% 95.98% 57.85 3.69% 103.69% 12.66 -4.88%

93.67% 9.78 0.51% 100.51% 14.52 4.84% 104.84% 57.03 -1.42% 98.58% 12.16 -3.95%

99.44% 9.08 -7.16% 92.84% 14.56 0.28% 100.28% 58.98 3.42% 103.42% 12.13 -0.25%

105.56% 9.26 1.98% 101.98% 14.22 -2.34% 97.66% 59.32 0.58% 100.58% 12.16 0.25%

100.49% 8.9 -3.89% 96.11% 14.19 -0.21% 99.79% 60.76 2.43% 102.43% 11.78 -3.13%

99.47% 8.92 0.22% 100.22% 14.12 -0.49% 99.51% 61.22 0.76% 100.76% 11.44 -2.89%

100.49% 8.97 0.56% 100.56% 13.74 -2.69% 97.31% 60.16 -1.73% 98.27% 11.54 0.87%

99.66% 8.78 -2.12% 97.88% 13.19 -4.00% 96.00% 59.46 -1.16% 98.84% 11.15 -3.38%

98.00% 8.11 -7.63% 92.37% 12.57 -4.70% 95.30% 58.8 -1.11% 98.89% 10.68 -4.22%

98.31% 8.38 3.33% 103.33% 12.02 -4.38% 95.62% 58.79 -0.02% 99.98% 10.56 -1.12%

100.40% 8.44 0.72% 100.72% 12.46 3.66% 103.66% 56.88 -3.25% 96.75% 10.4 -1.52%

105.69% 8.58 1.66% 101.66% 13.2 5.94% 105.94% 58.41 2.69% 102.69% 10.96 5.38%

101.14% 8.61 0.35% 100.35% 13.07 -0.98% 99.02% 59.01 1.03% 101.03% 10.58 -3.47%

96.61% 8.62 0.12% 100.12% 12.32 -5.74% 94.26% 58.92 -0.15% 99.85% 9.88 -6.62%

105.37% 8.98 4.18% 104.18% 12.53 1.70% 101.70% 58.87 -0.08% 99.92% 10.01 1.32%

98.06% 8.81 -1.89% 98.11% 11.49 -8.30% 91.70% 56.34 -4.30% 95.70% 9.6 -4.10%

89.14% 8.44 -4.20% 95.80% 10.2 -11.23% 88.77% 55.52 -1.46% 98.54% 8.08 -15.83%99.15% 8.26 -2.13% 97.87% 10.41 2.06% 102.06% 56.02 0.90% 100.90% 7.11 -12.00%

99.36% 7.72 -6.54% 93.46% 9.4 -9.70% 90.30% 55.86 -0.29% 99.71% 6.89 -3.09%

104.09% 7.93 2.72% 102.72% 9.79 4.15% 104.15% 57.33 2.63% 102.63% 7.67 11.32%

100.26% 7.91 -0.25% 99.75% 9.81 0.20% 100.20% 57.31 -0.03% 99.97% 7.17 -6.52%

97.42% 7.96 0.63% 100.63% 9.46 -3.57% 96.43% 56.66 -1.13% 98.87% 6.91 -3.63%

106.82% 8.26 3.77% 103.77% 10 5.71% 105.71% 58.94 4.02% 104.02% 7.16 3.62%

95.15% 8.07 -2.30% 97.70% 9.28 -7.20% 92.80% 56.12 -4.78% 95.22% 6.24 -12.85%

100.94% 7.9 -2.11% 97.89% 9.1 -1.94% 98.06% 57.89 3.15% 103.15% 6.06 -2.88%

101.34% 8.26 4.56% 104.56% 10.06 10.55% 110.55% 58.56 1.16% 101.16% 5.84 -3.63%


9/79

102.85% 8.8 6.54% 106.54% 10.88 8.15% 108.15% 59.46 1.54% 101.54% 6.13 4.97%

102.57% 9.42 7.05% 107.05% 11.54 6.07% 106.07% 61.21 2.94% 102.94% 6.39 4.24%

103.18% 9.23 -2.02% 97.98% 11.3 -2.08% 97.92% 59.79 -2.32% 97.68% 7.27 13.77%

95.14% 9.39 1.73% 101.73% 10.61 -6.11% 93.89% 58.22 -2.63% 97.37% 6.42 -11.69%

100.88% 9.07 -3.41% 96.59% 10.49 -1.13% 98.87% 59.02 1.37% 101.37% 6.15 -4.21%

97.08% 8.51 -6.17% 93.83% 9.51 -9.34% 90.66% 58.42 -1.02% 98.98% 5.72 -6.99%

98.50% 8.11 -4.70% 95.30% 9.18 -3.47% 96.53% 56.35 -3.54% 96.46% 5.12 -10.49%

100.31% 8.76 8.01% 108.01% 10.26 11.76% 111.76% 59.73 6.00% 106.00% 5.59 9.18%

98.98% 9.29 6.05% 106.05% 10.38 1.17% 101.17% 60.01 0.47% 100.47% 5.67 1.43%

95.28% 8.57 -7.75% 92.25% 9.65 -7.03% 92.97% 60.17 0.27% 100.27% 5.16 -8.99%

105.76% 8.47 -1.17% 98.83% 10.31 6.84% 106.84% 61.59 2.36% 102.36% 5.55 7.56%

104.17% 8.37 -1.18% 98.82% 10.13 -1.75% 98.25% 61.62 0.05% 100.05% 5.51 -0.72%

104.49% 8.65 3.35% 103.35% 11.02 8.79% 108.79% 61.3 -0.52% 99.48% 6.13 11.25%

104.91% 8.54 -1.27% 98.73% 11.33 2.81% 102.81% 60.79 -0.83% 99.17% 6.55 6.85%

105.70% 8.64 1.17% 101.17% 11.85 4.59% 104.59% 61.67 1.45% 101.45% 7.01 7.02%

102.70% 8.72 0.93% 100.93% 11.54 -2.62% 97.38% 59.87 -2.92% 97.08% 7.23 3.14%

112.27% 8.9 2.06% 102.06% 12.09 4.77% 104.77% 58.45 -2.37% 97.63% 7.77 7.47%

98.28% 8.72 -2.02% 97.98% 11.76 -2.73% 97.27% 59.48 1.76% 101.76% 8 2.96%

87.43% 8.7 -0.23% 99.77% 12.05 2.47% 102.47% 60.44 1.61% 101.61% 7.95 -0.62%

96.30% 8.21 -5.63% 94.37% 11.56 -4.07% 95.93% 62.11 2.76% 102.76% 7.81 -1.76%

103.84% 8.12 -1.10% 98.90% 12.02 3.98% 103.98% 62.08 -0.05% 99.95% 8.07 3.33%

98.09% 8.1 -0.25% 99.75% 11.89 -1.08% 98.92% 62.32 0.39% 100.39% 7.99 -0.99%

101.34% 8.01 -1.11% 98.89% 11.82 -0.59% 99.41% 62.62 0.48% 100.48% 9.73 21.78%

100.26% 8 -0.12% 99.88% 11.64 -1.52% 98.48% 62.78 0.26% 100.26% 9.78 0.51%

104.31% 8.07 0.88% 100.88% 11.79 1.29% 101.29% 62.58 -0.32% 99.68% 9.5 -2.86%

97.75% 7.58 -6.07% 93.93% 11.78 -0.08% 99.92% 62.67 0.14% 100.14% 9.16 -3.58%

95.27% 7.38 -2.64% 97.36% 11.26 -4.41% 95.59% 61.28 -2.22% 97.78% 8.62 -5.90%

112.09% 7.27 -1.49% 98.51% 10.78 -4.26% 95.74% 62.86 2.58% 102.58% 8.3 -3.71%

102.27% 7.21 -0.83% 99.17% 10.96 1.67% 101.67% 60.51 -3.74% 96.26% 8.19 -1.33%

96.40% 7.96 10.40% 110.40% 10.13 -7.57% 92.43% 60.36 -0.25% 99.75% 7.68 -6.23%

103.10% 8 0.50% 100.50% 10.04 -0.89% 99.11% 59.79 -0.94% 99.06% 7.5 -2.34%

96.33% 7.5 -6.25% 93.75% 9.5 -5.38% 94.62% 59.64 -0.25% 99.75% 6.97 -7.07%

101.12% 7.26 -3.20% 96.80% 10.06 5.89% 105.89% 58.68 -1.61% 98.39% 7 .1 1.87%

96.36% 6.95 -4.27% 95.73% 9.6 -4.57% 95.43% 57.79 -1.52% 98.48% 6.98 -1.69%

102.01% 7.2 3.60% 103.60% 10.12 5.42% 105.42% 58.92 1.96% 101.96% 7.52 7.74%

101.33% 6.92 -3.89% 96.11% 9.82 -2.96% 97.04% 59.04 0.20% 100.20% 7.85 4.39%

100.44% 6.98 0.87% 100.87% 9.67 -1.53% 98.47% 56.18 -4.84% 95.16% 7.89 0.51%

101.50% 7.23 3.58% 103.58% 9.1 -5.89% 94.11% 57.51 2.37% 102.37% 8.13 3.04%99.38% 7.22 -0.14% 99.86% 9.02 -0.88% 99.12% 57.54 0.05% 100.05% 7.62 -6.27%

100.39% 7.22 0.00% 100.00% 8.8 -2.44% 97.56% 61.12 6.22% 106.22% 7.77 1.97%

103.75% 7.16 -0.83% 99.17% 8.74 -0.68% 99.32% 61.31 0.31% 100.31% 7.03 -9.52%

104.56% 7.26 1.40% 101.40% 8.54 -2.29% 97.71% 61.65 0.55% 100.55% 7.27 3.41%

102.45% 7.41 2.07% 102.07% 8.67 1.52% 101.52% 62.04 0.63% 100.63% 7.39 1.65%

99.86% 7.72 4.18% 104.18% 8.92 2.88% 102.88% 63.24 1.93% 101.93% 7.69 4.06%

99.96% 7.91 2.46% 102.46% 9.19 3.03% 103.03% 63.46 0.35% 100.35% 7.95 3.38%

100.95% 7.43 -6.07% 93.93% 9.06 -1.41% 98.59% 63.48 0.03% 100.03% 8.11 2.01%

100.66% 8.21 10.50% 110.50% 8.91 -1.66% 98.34% 63.64 0.25% 100.25% 7.94 -2.10%


10/79

102.74% 8.18 -0.37% 99.63% 9.68 8.64% 108.64% 64.9 1.98% 101.98% 8.76 10.33%

104.66% 8.34 1.96% 101.96% 10.05 3.82% 103.82% 65.5 0.92% 100.92% 9.51 8.56%

109.26% 8.06 -3.36% 96.64% 9.92 -1.29% 98.71% 65.75 0.38% 100.38% 9.07 -4.63%

97.90% 7.54 -6.45% 93.55% 9.41 -5.14% 94.86% 65.69 -0.09% 99.91% 8.79 -3.09%

104.67% 7.73 2.52% 102.52% 9.7 3.08% 103.08% 65.95 0.40% 100.40% 9.28 5.57%

97.84% 7.7 -0.39% 99.61% 9.66 -0.41% 99.59% 64.35 -2.43% 97.57% 9.08 -2.16%

98.00% 7.55 -1.95% 98.05% 9.71 0.52% 100.52% 65.48 1.76% 101.76% 9 .4 3.52%

100.72% 7.64 1.19% 101.19% 9.89 1.85% 101.85% 66.31 1.27% 101.27% 9.08 -3.40%

99.94% 7.73 1.18% 101.18% 10.71 8.29% 108.29% 66.07 -0.36% 99.64% 9 .8 7.93%

97.02% 7.51 -2.85% 97.15% 10.48 -2.15% 97.85% 63.99 -3.15% 96.85% 9.39 -4.18%

114.43% 7.22 -3.86% 96.14% 10.07 -3.91% 96.09% 63.81 -0.28% 99.72% 9.08 -3.30%

102.31% 7.47 3.46% 103.46% 10.64 5.66% 105.66% 66.45 4.14% 104.14% 9.85 8.48%

98.53% 7.56 1.20% 101.20% 10.98 3.20% 103.20% 66.68 0.35% 100.35% 9.81 -0.41%

98.56% 7.51 -0.66% 99.34% 11.01 0.27% 100.27% 67.12 0.66% 100.66% 10.6 8.05%

100.43% 7.64 1.73% 101.73% 10.64 -3.36% 96.64% 66.78 -0.51% 99.49% 10.54 -0.57%

98.03% 7.59 -0.65% 99.35% 11.37 6.86% 106.86% 65.62 -1.74% 98.26% 11.25 6.74%

99.45% 7.34 -3.29% 96.71% 12.34 8.53% 108.53% 64.12 -2.29% 97.71% 11.32 0.62%

104.61% 7.69 4.77% 104.77% 13.01 5.43% 105.43% 65.97 2.89% 102.89% 12.07 6.63%

103.12% 7.64 -0.65% 99.35% 13.42 3.15% 103.15% 66.1 0.20% 100.20% 11.59 -3.98%

100.26% 7.85 2.75% 102.75% 13.53 0.82% 100.82% 67.33 1.86% 101.86% 11.1 -4.23%

101.38% 7.94 1.15% 101.15% 13.12 -3.03% 96.97% 70.51 4.72% 104.72% 11.58 4.32%

102.22% 8.15 2.64% 102.64% 12.58 -4.12% 95.88% 73.08 3.64% 103.64% 11.67 0.78%

100.84% 8.07 -0.98% 99.02% 12.65 0.56% 100.56% 72.92 -0.22% 99.78% 11.72 0.43%

101.71% 8.24 2.11% 102.11% 12.58 -0.55% 99.45% 73.68 1.04% 101.04% 11.99 2.30%

102.04% 8.17 -0.85% 99.15% 12.05 -4.21% 95.79% 74.11 0.58% 100.58% 11.4 -4.92%

102.36% 8.16 -0.12% 99.88% 12.18 1.08% 101.08% 73.63 -0.65% 99.35% 11.31 -0.79%

104.56% 8.34 2.21% 102.21% 12.54 2.96% 102.96% 74.3 0.91% 100.91% 12.04 6.45%

99.43% 8.25 -1.08% 98.92% 12.99 3.59% 103.59% 73.49 -1.09% 98.91% 12.54 4.15%

100.75% 8.39 1.70% 101.70% 12.81 -1.39% 98.61% 74.38 1.21% 101.21% 12.53 -0.08%

107.54% 8.51 1.43% 101.43% 12.7 -0.86% 99.14% 74.18 -0.27% 99.73% 12.15 -3.03%

96.79% 8.46 -0.59% 99.41% 12.02 -5.35% 94.65% 75.31 1.52% 101.52% 11.94 -1.73%

109.63% 8.78 3.78% 103.78% 13.07 8.74% 108.74% 77.09 2.36% 102.36% 12.14 1.68%

102.39% 8.36 -4.78% 95.22% 12.49 -4.44% 95.56% 78.39 1.69% 101.69% 11.63 -4.20%

96.63% 8.84 5.74% 105.74% 13.2 5.68% 105.68% 74.77 -4.62% 95.38% 12.39 6.53%

107.34% 8.97 1.47% 101.47% 13.46 1.97% 101.97% 75.82 1.40% 101.40% 12.21 -1.45%

95.88% 9.06 1.00% 101.00% 13.73 2.01% 102.01% 76.38 0.74% 100.74% 12.98 6.31%

106.47% 8.92 -1.55% 98.45% 14.67 6.85% 106.85% 77.6 1.60% 101.60% 13.39 3.16%

99.13% 8.95 0.34% 100.34% 14.39 -1.91% 98.09% 79.4 2.32% 102.32% 13.2 -1.42%97.62% 9.39 4.92% 104.92% 15.26 6.05% 106.05% 74.44 -6.25% 93.75% 13.62 3.18%

97.08% 9.48 0.96% 100.96% 15.31 0.33% 100.33% 75.4 1.29% 101.29% 13.35 -1.98%

98.75% 9.68 2.11% 102.11% 14.96 -2.29% 97.71% 75.67 0.36% 100.36% 13.04 -2.32%

93.49% 9.61 -0.72% 99.28% 14.6 -2.41% 97.59% 75.09 -0.77% 99.23% 12.67 -2.84%

105.00% 10.07 4.79% 104.79% 15.05 3.08% 103.08% 74.66 -0.57% 99.43% 12.84 1.34%

104.00% 10.36 2.88% 102.88% 16.25 7.97% 107.97% 75.97 1.75% 101.75% 13.03 1.48%

107.54% 10.75 3.76% 103.76% 16.65 2.46% 102.46% 79.08 4.09% 104.09% 13.75 5.53%

104.81% 10.9 1.40% 101.40% 16.31 -2.04% 97.96% 79.5 0.53% 100.53% 14.72 7.05%

104.11% 10.58 -2.94% 97.06% 16.56 1.53% 101.53% 78.54 -1.21% 98.79% 14.7 -0.14%


11/79

98.69% 10.15 -4.06% 95.94% 17.13 3.44% 103.44% 79.42 1.12% 101.12% 14.81 0.75%

95.89% 9.96 -1.87% 98.13% 16.66 -2.74% 97.26% 79.76 0.43% 100.43% 14.42 -2.63%

96.12% 9.68 -2.81% 97.19% 15.95 -4.26% 95.74% 78.06 -2.13% 97.87% 14.39 -0.21%

104.80% 9.84 1.65% 101.65% 16.1 0.94% 100.94% 78.17 0.14% 100.14% 14.54 1.04%

101.06% 9.54 -3.05% 96.95% 15.85 -1.55% 98.45% 76.1 -2.65% 97.35% 14.09 -3.09%

101.41% 9.96 4.40% 104.40% 16.64 4.98% 104.98% 75.37 -0.96% 99.04% 14.34 1.77%

103.94% 10.04 0.80% 100.80% 16.98 2.04% 102.04% 77.23 2.47% 102.47% 14.47 0.91%

100.52% 9.58 -4.58% 95.42% 17.02 0.24% 100.24% 77.56 0.43% 100.43% 14.42 -0.35%

99.50% 9.95 3.86% 103.86% 16.69 -1.94% 98.06% 75.43 -2.75% 97.25% 13.88 -3.74%

99.21% 10.78 8.34% 108.34% 16.73 0.24% 100.24% 74.27 -1.54% 98.46% 14.03 1.08%

99.44% 10.95 1.58% 101.58% 16.75 0.12% 100.12% 76.67 3.23% 103.23% 14.17 1.00%

108.81% 11.39 4.02% 104.02% 17.16 2.45% 102.45% 78.19 1.98% 101.98% 14.61 3.11%

102.16% 11.76 3.25% 103.25% 17.23 0.41% 100.41% 78.77 0.74% 100.74% 14.24 -2.53%

101.85% 13.1 11.39% 111.39% 16.63 -3.48% 96.52% 79.9 1.43% 101.43% 14 -1.69%


12/79

199 199 199 199

0.18% 0.24% 0.28% -0.25%

0.09% 0.32% 0.23% 0.05%

0.02% 0.21% 0.21% -0.08%

3.62% 4.69% 1.95% 5.19%

0.08% 0.08% 0.08% 0.08%

0.18% 5.00% 7.60% -0.61%

0.26% 0.33% 0.14% 0.37%

36.50% 17.04% 4.80% 44.54%

121 121 121 121

-0.18% 0.00% 0.19% -0.99%

-0.30% 0.07% 0.13% -0.47%

-0.37% -0.07% 0.12% -0.63%

3.69% 5.20% 1.88% 5.74%

0.09% 0.09% 0.09% 0.09%

-10.63% -0.43% 2.43% -9.70%

0.34% 0.47% 0.17% 0.52%

81.80% 44.50% 21.74% 81.54%

78 78 78 78

1.07% 0.30% 0.41% 0.76%

0.70% 0.71% 0.38% 0.86%

0.64% 0.64% 0.36% 0.77%

3.44% 3.78% 2.07% 4.12%

0.07% 0.07% 0.07% 0.07%

18.16% 16.76% 14.92% 18.99%

0.39% 0.43% 0.23% 0.47%

3.66% 4.94% 5.15% 3.33%


13/79

Plus 100% Port Plus 100% S&P Plus 100% RFR Port-RFR S&P-RFR

Port Moving

Avg

S&P Moving

Avg

1144.98

96.91% 2.66% 102.66% 1136.03 -0.78% 99.22% 0.10% 2.56% -0.88%

91.63% -2.44% 97.56% 1091.76 -3.90% 96.10% 0.10% -2.54% -4.00%

101.91% 0.46% 100.46% 1073.87 -1.64% 98.36% 0.10% 0.36% -1.74%

98.80% -1.28% 98.72% 1066.19 -0.72% 99.28% 0.10% -1.38% -0.81%

96.34% 3.22% 103.22% 1075.51 0.87% 100.87% 0.10% 3.12% 0.78%

109.92% 3.37% 103.37% 1109.17 3.13% 103.13% 0.10% 3.27% 3.03%

104.86% 1.01% 101.01% 1104.49 -0.42% 99.58% 0.10% 0.91% -0.52%

100.31% 3.44% 103.44% 1138.7 3.10% 103.10% 0.10% 3.34% 3.00%

100.91% 2.40% 102.40% 1149.99 0.99% 100.99% 0.10% 2.30% 0.89%

99.82% -0.30% 99.70% 1159.9 0.86% 100.86% 0.10% -0.40% 0.76%

106.40% 2.89% 102.89% 1166.59 0.58% 100.58% 0.10% 2.79% 0.48%

100.79% -1.36% 98.64% 1178.1 0.99% 100.99% 0.10% -1.46% 0.89% 1.17% 0.26%

103.04% 3.07% 103.07% 1194.37 1.38% 101.38% 0.10% 2.97% 1.28% 1.21% 0.44%

99.07% 1.11% 101.11% 1192.13 -0.19% 99.81% 0.10% 1.01% -0.29% 1.50% 0.74%

100.11% 5.26% 105.26% 1217.28 2.11% 102.11% 0.10% 5.16% 2.01% 1.90% 1.06%

96.69% -5.22% 94.78% 1186.69 -2.51% 97.49% 0.10% -5.32% -2.61% 1.57% 0.91%

90.77% -7.30% 92.70% 1110.88 -6.39% 93.61% 0.10% -7.40% -6.49% 0.70% 0.30%

101.00% 4.44% 104.44% 1135.68 2.23% 102.23% 0.10% 4.35% 2.13% 0.79% 0.23%

97.82% -2.93% 97.07% 1087.69 -4.23% 95.77% 0.09% -3.02% -4.32% 0.46% -0.09%

98.48% 2.36% 102.36% 1089.41 0.16% 100.16% 0.10% 2.27% 0.06% 0.37% -0.33%

97.55% -2.23% 97.77% 1064.88 -2.25% 97.75% 0.09% -2.32% -2.34% -0.02% -0.60%

101.65% 4.51% 104.51% 1091.6 2.51% 102.51% 0.09% 4.42% 2.42% 0.38% -0.47%

101.43% 3.03% 103.03% 1117.51 2.37% 102.37% 0.09% 2.94% 2.28% 0.40% -0.32%

97.43% -3.67% 96.33% 1076.76 -3.65% 96.35% 0.09% -3.76% -3.74% 0.20% -0.70%

89.80% -5.24% 94.76% 1022.58 -5.03% 94.97% 0.09% -5.33% -5.12% -0.49% -1.24%

109.16% 2.33% 102.33% 1077.96 5.42% 105.42% 0.09% 2.24% 5.32% -0.39% -0.77%

92.48% -5.27% 94.73% 1064.88 -1.21% 98.79% 0.09% -5.36% -1.30% -1.26% -1.05%

98.33% 5.11% 105.11% 1102.66 3.55% 103.55% 0.09% 5.02% 3.46% -0.40% -0.54%

102.14% 2.25% 102.25% 1101.6 -0.10% 99.90% 0.09% 2.16% -0.19% 0.39% -0.02%

99.42% -0.74% 99.26% 1121.64 1.82% 101.82% 0.09% -0.83% 1.73% -0.04% -0.05%

94.76% -7.87% 92.13% 1079.25 -3.78% 96.22% 0.09% -7.96% -3.87% -0.45% -0.02%

97.31% 0.55% 100.55% 1071.69 -0.70% 99.30% 0.09% 0.46% -0.79% -0.60% -0.09%

98.19% -1.05% 98.95% 1064.59 -0.66% 99.34% 0.09% -1.14% -0.75% -0.50% 0.04%

106.91% 4.28% 104.28% 1104.51 3.75% 103.75% 0.08% 4.19% 3.67% -0.52% 0.15%

100.38% -2.67% 97.33% 1109.55 0.46% 100.46% 0.08% -2.75% 0.38% -1.00% -0.01%

98.88% 1.57% 101.57% 1125.59 1.45% 101.45% 0.08% 1.49% 1.36% -0.56% 0.41%

101.51% 0.46% 100.46% 1148.67 2.05% 102.05% 0.08% 0.38% 1.97% -0.09% 1.00%

97.76% -0.15% 99.85% 1146.24 -0.21% 99.79% 0.09% -0.23% -0.30% -0.29% 0.53%

99.16% 4.16% 104.16% 1165.15 1.65% 101.65% 0.09% 4.07% 1.56% 0.49% 0.77%

90.85% 0.88% 100.88% 1176.19 0.95% 100.95% 0.09% 0.79% 0.86% 0.14% 0.56%

95.51% 3.27% 103.27% 1183.08 0.59% 100.59% 0.09% 3.18% 0.50% 0.22% 0.61%

100.09% -2.90% 97.10% 1183.26 0.02% 100.02% 0.09% -2.99% -0.07% 0.04% 0.46%

107.97% 5.76% 105.76% 1225.85 3.60% 103.60% 0.09% 5.67% 3.51% 1.18% 1.08%

98.03% -1.25% 98.75% 1199.21 -2.17% 97.83% 0.09% -1.34% -2.26% 1.03% 0.95%


14/79

96.23% 1.21% 101.21% 1199.73 0.04% 100.04% 0.09% 1.12% -0.05% 1.22% 1.01%

95.30% 2.75% 102.75% 1189.4 -0.86% 99.14% 0.09% 2.66% -0.95% 1.09% 0.63%

106.75% -1.35% 98.65% 1224.71 2.97% 102.97% 0.09% -1.45% 2.88% 1.20% 0.84%

107.95% 1.47% 101.47% 1240.4 1.28% 101.28% 0.09% 1.38% 1.19% 1.19% 0.82%

98.26% -0.94% 99.06% 1243.91 0.28% 100.28% 0.09% -1.03% 0.19% 1.08% 0.68%

103.87% -2.52% 97.48% 1256.77 1.03% 101.03% 0.09% -2.61% 0.94% 0.88% 0.78%

102.17% -1.71% 98.29% 1257.64 0.07% 100.07% 0.10% -1.81% -0.03% 0.39% 0.65%

106.76% 3.38% 103.38% 1271.5 1.10% 101.10% 0.09% 3.29% 1.01% 0.60% 0.66%

107.04% 3.72% 103.72% 1293.24 1.71% 101.71% 0.09% 3.63% 1.62% 0.64% 0.76%

93.42% -2.95% 97.05% 1283.35 -0.76% 99.24% 0.09% -3.05% -0.86% 0.63% 0.69%

95.45% -3.79% 96.21% 1276.34 -0.55% 99.45% 0.09% -3.88% -0.64% -0.16% 0.35%

105.07% 4.98% 104.98% 1310.87 2.71% 102.71% 0.10% 4.89% 2.61% 0.35% 0.75%

103.40% 2.54% 102.54% 1329.15 1.39% 101.39% 0.09% 2.45% 1.30% 0.47% 0.86%

99.86% -1.21% 98.79% 1343.01 1.04% 101.04% 0.10% -1.30% 0.95% 0.14% 1.02%

96.22% -2.22% 97.78% 1319.88 -1.72% 98.28% 0.10% -2.32% -1.82% 0.06% 0.63%

99.50% 0.48% 100.48% 1321.15 0.10% 100.10% 0.10% 0.38% 0.00% -0.02% 0.53%

101.87% -0.62% 99.38% 1304.28 -1.28% 98.72% 0.10% -0.72% -1.37% 0.01% 0.40%

97.68% -3.01% 96.99% 1279.21 -1.92% 98.08% 0.10% -3.11% -2.02% -0.03% 0.16%

94.95% 3.04% 103.04% 1313.8 2.70% 102.70% 0.10% 2.94% 2.61% 0.36% 0.38%

100.23% 3.66% 103.66% 1332.41 1.42% 101.42% 0.10% 3.57% 1.32% 0.39% 0.40%

100.83% -0.51% 99.49% 1328.17 -0.32% 99.68% 0.10% -0.61% -0.41% 0.03% 0.23%

95.12% -0.45% 99.55% 1319.68 -0.64% 99.36% 0.10% -0.55% -0.74% 0.24% 0.24%

96.05% -1.41% 98.59% 1337.38 1.34% 101.34% 0.10% -1.51% 1.24% 0.44% 0.40%

99.75% -3.31% 96.69% 1363.61 1.96% 101.96% 0.10% -3.41% 1.86% -0.25% 0.34%

100.25% 0.57% 100.57% 1340.2 -1.72% 98.28% 0.10% 0.47% -1.81% -0.42% 0.08%

96.88% 0.54% 100.54% 1337.77 -0.18% 99.82% 0.10% 0.44% -0.28% -0.27% -0.02%

97.11% -0.45% 99.55% 1333.27 -0.34% 99.66% 0.09% -0.54% -0.43% -0.12% 0.09%

100.87% 0.46% 100.46% 1331.1 -0.16% 99.84% 0.09% 0.37% -0.26% -0.12% 0.07%

96.62% -3.45% 96.55% 1300.16 -2.32% 97.68% 0.09% -3.54% -2.42% -0.36% -0.01%

95.78% -6.35% 93.65% 1270.98 -2.24% 97.76% 0.09% -6.45% -2.34% -0.64% -0.04%

98.88% 0.15% 100.15% 1271.5 0.04% 100.04% 0.09% 0.05% -0.05% -0.88% -0.26%

98.48% 1.67% 101.67% 1268.45 -0.24% 99.76% 0.09% 1.58% -0.33% -1.05% -0.40%

105.38% 5.76% 105.76% 1339.67 5.61% 105.61% 0.09% 5.67% 5.52% -0.52% 0.09%

96.53% 0.97% 100.97% 1343.8 0.31% 100.31% 0.09% 0.87% 0.22% -0.40% 0.17%

93.38% -2.48% 97.52% 1316.14 -2.06% 97.94% 0.10% -2.58% -2.15% -0.49% -0.11%

101.32% 3.17% 103.17% 1345.02 2.19% 102.19% 0.10% 3.08% 2.10% 0.05% -0.09%

95.90% 0.21% 100.21% 1292.28 -3.92% 96.08% 0.09% 0.12% -4.01% 0.02% -0.28%

84.17% -8.14% 91.86% 1199.38 -7.19% 92.81% 0.09% -8.23% -7.28% -0.71% -0.86%88.00% 0.96% 100.96% 1178.81 -1.72% 98.28% 0.09% 0.87% -1.81% -0.59% -0.97%

96.91% -6.58% 93.42% 1123.53 -4.69% 95.31% 0.08% -6.66% -4.77% -1.18% -1.35%

111.32% 6.24% 106.24% 1176.8 4.74% 104.74% 0.08% 6.16% 4.66% -0.37% -0.76%

93.48% -1.36% 98.64% 1173.97 -0.24% 99.76% 0.08% -1.44% -0.32% 0.05% -0.60%

96.37% -0.67% 99.33% 1154.23 -1.68% 98.32% 0.08% -0.76% -1.76% -0.02% -0.74%

103.62% 6.77% 106.77% 1216.01 5.35% 105.35% 0.08% 6.68% 5.27% 0.40% -0.27%

87.15% -4.81% 95.19% 1136.43 -6.54% 93.46% 0.08% -4.89% -6.62% -0.48% -1.29%

97.12% -3.35% 96.65% 1131.42 -0.44% 99.56% 0.08% -3.43% -0.52% -0.84% -1.35%

96.37% 1.47% 101.47% 1155.46 2.12% 102.12% 0.08% 1.40% 2.05% -0.51% -1.00%


15/79

104.97% 4.94% 104.94% 1224.58 5.98% 105.98% 0.08% 4.87% 5.91% -0.36% -0.69%

104.24% 3.37% 103.37% 1238.25 1.12% 101.12% 0.07% 3.29% 1.04% -0.10% -0.27%

113.77% 0.77% 100.77% 1285.09 3.78% 103.78% 0.08% 0.69% 3.71% 0.65% 0.65%

88.31% -1.59% 98.41% 1253.23 -2.48% 97.52% 0.08% -1.67% -2.55% 0.43% 0.59%

95.79% -1.60% 98.40% 1263.85 0.85% 100.85% 0.07% -1.67% 0.77% 0.85% 1.05%

93.01% -6.66% 93.34% 1215.65 -3.81% 96.19% 0.07% -6.73% -3.89% -0.23% 0.33%

89.51% -3.15% 96.85% 1158.67 -4.69% 95.31% 0.07% -3.22% -4.76% -0.38% -0.04%

109.18% 6.80% 106.80% 1244.28 7.39% 107.39% 0.07% 6.73% 7.32% 0.25% 0.72%

101.43% 1.45% 101.45% 1255.19 0.88% 100.88% 0.07% 1.38% 0.80% -0.20% 0.35%

91.01% -5.42% 94.58% 1219.66 -2.83% 97.17% 0.08% -5.50% -2.91% -0.25% 0.66%

107.56% 4.25% 104.25% 1265.33 3.74% 103.74% 0.08% 4.18% 3.67% 0.39% 1.00%

99.28% -0.43% 99.57% 1257.6 -0.61% 99.39% 0.07% -0.50% -0.68% 0.23% 0.78%

111.25% 2.85% 102.85% 1277.81 1.61% 101.61% 0.07% 2.78% 1.53% 0.05% 0.41%

106.85% 4.42% 104.42% 1289.09 0.88% 100.88% 0.07% 4.34% 0.81% 0.14% 0.39%

107.02% 0.42% 100.42% 1315.38 2.04% 102.04% 0.07% 0.35% 1.97% 0.11% 0.25%

103.14% 1.59% 101.59% 1316.33 0.07% 100.07% 0.07% 1.52% 0.00% 0.38% 0.46%

107.47% 4.62% 104.62% 1344.9 2.17% 102.17% 0.07% 4.55% 2.10% 0.90% 0.57%

102.96% 1.05% 101.05% 1342.64 -0.17% 99.83% 0.07% 0.97% -0.24% 1.54% 0.87%

99.38% -2.77% 97.23% 1361.23 1.38% 101.38% 0.07% -2.84% 1.31% 1.57% 1.38%

98.24% -2.17% 97.83% 1365.74 0.33% 100.33% 0.07% -2.25% 0.26% 0.82% 0.79%

103.33% 1.29% 101.29% 1369.63 0.28% 100.28% 0.07% 1.21% 0.21% 0.81% 0.74%

99.01% -0.13% 99.87% 1370.87 0.09% 100.09% 0.07% -0.20% 0.02% 1.25% 0.99%

121.78% 3.40% 103.40% 1404.17 2.43% 102.43% 0.07% 3.33% 2.36% 1.18% 0.88%

100.51% 0.85% 100.85% 1397.11 -0.50% 99.50% 0.07% 0.78% -0.58% 1.28% 0.89%

97.14% -0.78% 99.22% 1408.47 0.81% 100.81% 0.08% -0.86% 0.74% 0.98% 0.82%

96.42% -1.17% 98.83% 1398.08 -0.74% 99.26% 0.08% -1.25% -0.81% 0.52% 0.68%

94.10% -0.41% 99.59% 1370.26 -1.99% 98.01% 0.08% -0.49% -2.07% 0.45% 0.35%

96.29% 2.72% 102.72% 1378.53 0.60% 100.60% 0.08% 2.64% 0.53% 0.54% 0.39%

98.67% 4.48% 104.48% 1403.36 1.80% 101.80% 0.07% 4.41% 1.73% 0.53% 0.36%

93.77% -0.75% 99.25% 1369.1 -2.44% 97.56% 0.07% -0.82% -2.52% 0.38% 0.17%

97.66% 0.52% 100.52% 1353.39 -1.15% 98.85% 0.07% 0.44% -1.22% 0.65% -0.04%

92.93% -5.23% 94.77% 1295.22 -4.30% 95.70% 0.07% -5.30% -4.37% 0.40% -0.42%

101.87% 1.83% 101.83% 1317.82 1.74% 101.74% 0.07% 1.76% 1.67% 0.44% -0.30%

98.31% -3.52% 96.48% 1278.04 -3.02% 96.98% 0.07% -3.59% -3.09% 0.16% -0.56%

107.74% 6.35% 106.35% 1325.66 3.73% 103.73% 0.07% 6.28% 3.66% 0.41% -0.45%

104.39% 0.78% 100.78% 1342.84 1.30% 101.30% 0.07% 0.71% 1.23% 0.40% -0.30%

100.51% 0.79% 100.79% 1335.02 -0.58% 99.42% 0.07% 0.72% -0.65% 0.53% -0.42%

103.04% -2.17% 97.83% 1362.16 2.03% 102.03% 0.07% -2.24% 1.96% 0.45% -0.19%93.73% -0.45% 99.55% 1354.68 -0.55% 99.45% 0.07% -0.51% -0.62% 0.45% -0.07%

101.97% 0.10% 100.10% 1356.78 0.16% 100.16% 0.07% 0.03% 0.09% 0.23% -0.11%

90.48% -4.73% 95.27% 1362.66 0.43% 100.43% 0.07% -4.80% 0.37% -0.54% -0.22%

103.41% 0.30% 100.30% 1385.97 1.71% 101.71% 0.07% 0.24% 1.65% -0.45% 0.13%

101.65% 0.07% 100.07% 1390.99 0.36% 100.36% 0.06% 0.01% 0.30% -0.49% 0.25%

104.06% 1.60% 101.60% 1405.87 1.07% 101.07% 0.06% 1.54% 1.01% 0.08% 0.70%

103.38% 1.44% 101.44% 1418.16 0.87% 100.87% 0.06% 1.37% 0.81% 0.05% 0.63%

102.01% 1.12% 101.12% 1411.13 -0.50% 99.50% 0.07% 1.05% -0.56% 0.43% 0.84%

97.90% 0.38% 100.38% 1406.58 -0.32% 99.68% 0.07% 0.31% -0.39% -0.06% 0.50%


16/79

110.33% 4.63% 104.63% 1437.92 2.23% 102.23% 0.07% 4.57% 2.16% 0.26% 0.58%

108.56% 3.15% 103.15% 1465.77 1.94% 101.94% 0.06% 3.09% 1.87% 0.45% 0.79%

95.37% 0.53% 100.53% 1460.15 -0.38% 99.62% 0.06% 0.46% -0.45% 0.68% 0.58%

96.91% -4.08% 95.92% 1440.67 -1.33% 98.67% 0.07% -4.15% -1.40% 0.37% 0.52%

105.57% -4.17% 95.83% 1460.93 1.41% 101.41% 0.07% -4.23% 1.34% 0.02% 0.62%

97.84% 0.57% 100.57% 1428.59 -2.21% 97.79% 0.06% 0.51% -2.28% 0.46% 0.40%

103.52% -4.74% 95.26% 1433.19 0.32% 100.32% 0.07% -4.80% 0.26% 0.04% 0.29%

96.60% -0.07% 99.93% 1411.94 -1.48% 98.52% 0.07% -0.14% -1.55% 0.03% 0.13%

107.93% 3.84% 103.84% 1414.2 0.16% 100.16% 0.07% 3.77% 0.09% 0.22% 0.06%

95.82% -3.54% 96.46% 1379.85 -2.43% 97.57% 0.07% -3.61% -2.50% -0.20% -0.22%

96.70% 1.93% 101.93% 1359.88 -1.45% 98.55% 0.07% 1.87% -1.51% -0.13% -0.30%

108.48% 6.98% 106.98% 1409.15 3.62% 103.62% 0.06% 6.92% 3.56% 0.42% 0.03%

99.59% -0.14% 99.86% 1416.18 0.50% 100.50% 0.07% -0.21% 0.43% 0.02% -0.11%

108.05% 0.47% 100.47% 1418.07 0.13% 100.13% 0.07% 0.41% 0.07% -0.20% -0.26%

99.43% -0.59% 99.41% 1413.58 -0.32% 99.68% 0.07% -0.66% -0.38% -0.29% -0.26%

106.74% 2.51% 102.51% 1430.15 1.17% 101.17% 0.07% 2.44% 1.10% 0.25% -0.05%

100.62% -0.62% 99.38% 1402.43 -1.94% 98.06% 0.07% -0.69% -2.01% 0.55% -0.33%

106.63% 4.29% 104.29% 1466.47 4.57% 104.57% 0.07% 4.22% 4.50% 0.86% 0.24%

96.02% 0.27% 100.27% 1472.05 0.38% 100.38% 0.07% 0.20% 0.31% 1.28% 0.24%

95.77% -0.08% 99.92% 1485.98 0.95% 100.95% 0.07% -0.16% 0.88% 1.28% 0.45%

104.32% 1.01% 101.01% 1502.96 1.14% 101.14% 0.07% 0.94% 1.07% 1.04% 0.53%

100.78% 2.19% 102.19% 1513.17 0.68% 100.68% 0.07% 2.12% 0.61% 1.52% 0.79%

100.43% 1.64% 101.64% 1517.93 0.31% 100.31% 0.07% 1.57% 0.24% 1.49% 0.93%

102.30% 2.32% 102.32% 1519.79 0.12% 100.12% 0.07% 2.24% 0.05% 1.11% 0.64%

95.08% -1.42% 98.58% 1515.6 -0.28% 99.72% 0.07% -1.49% -0.35% 1.00% 0.58%

99.21% 0.88% 100.88% 1518.2 0.17% 100.17% 0.07% 0.81% 0.10% 1.03% 0.58%

106.45% 3.05% 103.05% 1551.18 2.17% 102.17% 0.07% 2.98% 2.10% 1.34% 0.79%

104.15% 0.12% 100.12% 1560.7 0.61% 100.61% 0.07% 0.05% 0.54% 1.14% 0.74%

99.92% -0.64% 99.36% 1556.89 -0.24% 99.76% 0.07% -0.71% -0.32% 1.14% 0.88%

96.97% 2.18% 102.18% 1569.19 0.79% 100.79% 0.08% 2.11% 0.71% 0.96% 0.57%

98.27% -1.55% 98.45% 1553.28 -1.01% 98.99% 0.07% -1.62% -1.09% 0.81% 0.45%

101.68% 6.20% 106.20% 1588.85 2.29% 102.29% 0.07% 6.13% 2.22% 1.33% 0.56%

95.80% 0.30% 100.30% 1555.25 -2.11% 97.89% 0.07% 0.23% -2.19% 1.27% 0.29%

106.53% -0.18% 99.82% 1582.24 1.74% 101.74% 0.07% -0.25% 1.66% 1.08% 0.38%

98.55% 2.53% 102.53% 1614.42 2.03% 102.03% 0.07% 2.46% 1.96% 1.15% 0.52%

106.31% 0.79% 100.79% 1633.7 1.19% 101.19% 0.07% 0.72% 1.12% 1.02% 0.61%

103.16% 1.62% 101.62% 1667.47 2.07% 102.07% 0.07% 1.55% 2.00% 1.28% 0.81%

98.58% -1.50% 98.50% 1649.6 -1.07% 98.93% 0.07% -1.57% -1.14% 1.08% 0.70%103.18% 2.23% 102.23% 1630.74 -1.14% 98.86% 0.07% 2.16% -1.22% 1.01% 0.43%

98.02% -0.27% 99.73% 1643.38 0.78% 100.78% 0.07% -0.34% 0.70% 0.98% 0.44%

97.68% 0.26% 100.26% 1626.73 -1.01% 98.99% 0.08% 0.19% -1.09% 1.05% 0.38%

97.16% -2.80% 97.20% 1592.43 -2.11% 97.89% 0.08% -2.88% -2.19% 0.64% 0.14%

101.34% 4.10% 104.10% 1606.28 0.87% 100.87% 0.08% 4.02% 0.79% 1.11% 0.29%

101.48% 4.25% 104.25% 1631.89 1.59% 101.59% 0.08% 4.17% 1.51% 0.94% 0.23%

105.53% 3.99% 103.99% 1680.19 2.96% 102.96% 0.08% 3.91% 2.88% 1.25% 0.66%

107.05% 3.07% 103.07% 1692.09 0.71% 100.71% 0.08% 2.99% 0.63% 1.52% 0.57%

99.86% 0.67% 100.67% 1691.65 -0.03% 99.97% 0.08% 0.58% -0.11% 1.37% 0.40%


17/79

100.75% 0.20% 100.20% 1709.67 1.07% 101.07% 0.08% 0.12% 0.98% 1.32% 0.39%

97.37% -1.54% 98.46% 1691.42 -1.07% 98.93% 0.08% -1.62% -1.15% 1.06% 0.13%

99.79% -1.26% 98.74% 1655.83 -2.10% 97.90% 0.08% -1.34% -2.19% 1.08% 0.04%

101.04% 2.56% 102.56% 1663.5 0.46% 100.46% 0.08% 2.47% 0.38% 1.10% 0.18%

96.91% -0.45% 99.55% 1632.97 -1.84% 98.16% 0.09% -0.54% -1.92% 1.09% -0.04%

101.77% 1.82% 101.82% 1655.17 1.36% 101.36% 0.09% 1.73% 1.27% 1.22% 0.16%

100.91% 1.82% 101.82% 1687.99 1.98% 101.98% 0.09% 1.74% 1.90% 1.60% 0.50%

99.65% -1.95% 98.05% 1709.91 1.30% 101.30% 0.09% -2.04% 1.21% 1.10% 0.53%

96.26% 0.89% 100.89% 1691.75 -1.06% 98.94% 0.09% 0.81% -1.15% 0.82% 0.31%

101.08% 1.14% 101.14% 1690.5 -0.07% 99.93% 0.09% 1.05% -0.16% 0.58% 0.06%

101.00% 0.92% 100.92% 1703.2 0.75% 100.75% 0.09% 0.84% 0.67% 0.40% 0.06%

103.11% 6.91% 106.91% 1744.5 2.42% 102.42% 0.09% 6.82% 2.34% 0.92% 0.27%

97.47% 0.57% 100.57% 1759.77 0.88% 100.88% 0.09% 0.48% 0.79% 0.95% 0.25%

98.31% 2.48% 102.48% 1761.64 0.11% 100.11% 0.09% 2.40% 0.02% 1.29% 0.35%


18/79

199 199

0.54% 0.31%

0.47% 0.24%

0.43% 0.22%

3.03% 2.22%

0.08% 0.08% 0.08%

12.90% 7.16%

0.22% 0.16%

1.38% 6.28%

121 121

0.46% 0.16%

0.29% 0.18%

0.23% 0.15%

3.30% 2.55%

0.09% 0.09% 0.09%

6.04% 3.62%

0.30% 0.23%

16.93% 21.86%

78 78

0.62% 0.41%

0.76% 0.34%

0.73% 0.32%

2.56% 1.60%

0.07% 0.07% 0.07%

26.97% 16.50%

0.29% 0.18%

0.42% 3.13%


19/79

Date CMG 25.00% Plus 100% SKX 20.00% Plus 100% GILD 18.00% Plus 100%

11/4/2013 535.2 30.5 67.37

11/11/2013 546.97 2.20% 102.20% 31.99 4.89% 104.89% 69.89 3.74% 103.74%

11/18/2013 537.48 -1.74% 98.26% 32.81 2.56% 102.56% 74.27 6.27% 106.27%

11/25/2013 523.86 -2.53% 97.47% 33.62 2.47% 102.47% 74.81 0.73% 100.73%

12/2/2013 525.81 0.37% 100.37% 33.82 0.59% 100.59% 73.99 -1.10% 98.90%

12/9/2013 512.85 -2.46% 97.54% 33.1 -2.13% 97.87% 71.4 -3.50% 96.50%

12/16/2013 533.14 3.96% 103.96% 33.25 0.45% 100.45% 74.66 4.57% 104.57%

12/23/2013 530.75 -0.45% 99.55% 33.07 -0.54% 99.46% 74.45 -0.28% 99.72%

12/30/2013 531.31 0.11% 100.11% 34.04 2.93% 102.93% 74.32 -0.17% 99.83%

1/6/2014 538.57 1.37% 101.37% 32.34 -4.99% 95.01% 74.87 0.74% 100.74%

1/13/2014 527.61 -2.04% 97.96% 29.26 -9.52% 90.48% 78.4 4.71% 104.71%

1/21/2014 492.48 -6.66% 93.34% 27.26 -6.84% 93.16% 80.62 2.83% 102.83%

1/27/2014 551.96 12.08% 112.08% 28.89 5.98% 105.98% 80.65 0.04% 100.04%

2/3/2014 549.29 -0.48% 99.52% 28.99 0.35% 100.35% 78.75 -2.36% 97.64%

2/10/2014 554.11 0.88% 100.88% 35.47 22.35% 122.35% 81.21 3.12% 103.12%

2/18/2014 549.49 -0.83% 99.17% 34.22 -3.52% 96.48% 82.59 1.70% 101.70%

2/24/2014 565.21 2.86% 102.86% 33.73 -1.43% 98.57% 82.79 0.24% 100.24%

3/3/2014 593.41 4.99% 104.99% 35.55 5.40% 105.40% 79.58 -3.88% 96.12%

3/10/2014 575.96 -2.94% 97.06% 34.71 -2.36% 97.64% 75.05 -5.69% 94.31%

3/17/2014 611.12 6.10% 106.10% 34.75 0.12% 100.12% 72.07 -3.97% 96.03%

3/24/2014 567.17 -7.19% 92.81% 35.01 0.75% 100.75% 68.55 -4.88% 95.12%

3/31/2014 555.16 -2.12% 97.88% 35.73 2.06% 102.06% 72.2 5.32% 105.32%

4/7/2014 534.87 -3.65% 96.35% 33.21 -7.05% 92.95% 66.03 -8.55% 91.45%

4/14/2014 519.61 -2.85% 97.15% 35.26 6.17% 106.17% 70 6.01% 106.01%

4/21/2014 502.31 -3.33% 96.67% 40.05 13.58% 113.58% 73.9 5.57% 105.57%

4/28/2014 476.28 -5.18% 94.82% 39.66 -0.97% 99.03% 74.08 0.24% 100.24%

N 25 25 25

Median -0.83% 0.45% 0.24%

Mean -0.38% 1.25% 0.46%

Geomean -0.47% 1.06% 0.38%

SD 4.21% 6.57% 4.02%

RFR 0.08% 0.08% 0.08%

Sharpe Ratio -11.09% 17.75% 9.30%

SE 0.84% 1.31% 0.80%

Prob(mean


20/79


21/79


22/79


23/79


24/79


25/79

WWE 15.00% Plus 100% F 10.00% Plus 100% PG 7.00% Plus 100% BAC 5.00% Plus 100% Port

12.78 16.59 81.24 14.3

13.16 2.97% 102.97% 16.8 1.27% 101.27% 83.54 2.83% 102.83% 14.9 4.20% 104.20% 3.18%

14.24 8.21% 108.21% 16.74 -0.36% 99.64% 83.64 0.12% 100.12% 15.62 4.83% 104.83% 2.65%

15.12 6.18% 106.18% 16.81 0.42% 100.42% 82.93 -0.85% 99.15% 15.8 1.15% 101.15% 0.96%

14.27 -5.62% 94.38% 16.44 -2.20% 97.80% 83.22 0.35% 100.35% 15.55 -1.58% 98.42% -1.10%

14.25 -0.14% 99.86% 16.33 -0.67% 99.33% 81.1 -2.55% 97.45% 15.17 -2.44% 97.56% -2.06%

15.34 7.65% 107.65% 15.18 -7.04% 92.96% 80.58 -0.64% 99.36% 15.59 2.77% 102.77% 2.44%

16.02 4.43% 104.43% 15.06 -0.79% 99.21% 80.75 0.21% 100.21% 15.66 0.45% 100.45% 0.35%

15.84 -1.12% 98.88% 15.27 1.39% 101.39% 79.21 -1.91% 98.09% 16.4 4.73% 104.73% 0.66%

16.96 7.07% 107.07% 15.82 3.60% 103.60% 79.07 -0.18% 99.82% 16.76 2.20% 102.20% 0.99%

19.47 14.80% 114.80% 16.26 2.78% 102.78% 78.65 -0.53% 99.47% 17 1.43% 101.43% 0.97%

20.76 6.63% 106.63% 15.58 -4.18% 95.82% 78.55 -0.13% 99.87% 16.44 -3.29% 96.71% -2.12%

24.09 16.04% 116.04% 14.84 -4.75% 95.25% 76.01 -3.23% 96.77% 16.74 1.82% 101.82% 6.02%

23.05 -4.32% 95.68% 14.85 0.07% 100.07% 76.7 0.91% 100.91% 16.81 0.42% 100.42% -1.03%

23.41 1.56% 101.56% 15.12 1.82% 101.82% 78.77 2.70% 102.70% 16.69 -0.71% 99.29% 5.82%

24.57 4.96% 104.96% 15.04 -0.53% 99.47% 77.35 -1.80% 98.20% 16.28 -2.46% 97.54% -0.17%

22.83 -7.08% 92.92% 15.27 1.53% 101.53% 78.04 0.89% 100.89% 16.52 1.47% 101.47% -0.30%

29.52 29.30% 129.30% 15.5 1.51% 101.51% 77.76 -0.36% 99.64% 17.33 4.90% 104.90% 6.39%

30.94 4.81% 104.81% 14.96 -3.48% 96.52% 78.35 0.76% 100.76% 16.8 -3.06% 96.94% -1.96%

30.83 -0.36% 99.64% 15.35 2.61% 102.61% 77.26 -1.39% 98.61% 17.56 4.52% 104.52% 1.17%

27.52 -10.74% 89.26% 15.33 -0.13% 99.87% 79.13 2.42% 102.42% 16.98 -3.30% 96.70% -4.15%

28.02 1.82% 101.82% 16 4.37% 104.37% 79.14 0.01% 100.01% 16.72 -1.53% 98.47% 1.47%

20.29 -27.59% 72.41% 15.51 -3.06% 96.94% 80.12 1.24% 101.24% 15.77 -5.68% 94.32% -8.50%

21.57 6.31% 106.31% 15.88 2.39% 102.39% 81.11 1.24% 101.24% 16.15 2.41% 102.41% 3.00%

20.29 -5.93% 94.07% 15.66 -1.39% 98.61% 81.41 0.37% 100.37% 15.95 -1.24% 98.76% 1.82%

19.51 -3.84% 96.16% 15.85 1.21% 101.21% 82.94 1.88% 101.88% 14.95 -6.27% 93.73% -2.08%

25 25 25 25 25

2.97% 0.07% 0.12% 0.45% 0.96%

2.24% -0.14% 0.09% 0.23% 0.58%

1.71% -0.18% 0.08% 0.18% 0.53%

10.44% 2.77% 1.55% 3.26% 3.25%

0.08% 0.08% 0.08% 0.08% 0.08%

20.64% -8.28% 0.63% 4.43% 15.13%

2.09% 0.55% 0.31% 0.65% 0.65%

14.18% 60.32% 38.01% 36.27% 18.76%


26/79


27/79


28/79


29/79


30/79


31/79

Plus 100% S&P Plus 100% RFR

1770.61

103.18% 1798.18 1.56% 101.56% 0.08%

102.65% 1804.76 0.37% 100.37% 0.08%

100.96% 1805.81 0.06% 100.06% 0.09%

98.90% 1805.09 -0.04% 99.96% 0.09%

97.94% 1775.32 -1.65% 98.35% 0.09%

102.44% 1818.32 2.42% 102.42% 0.09%

100.35% 1841.4 1.27% 101.27% 0.09%

100.66% 1831.37 -0.54% 99.46% 0.09%

100.99% 1842.37 0.60% 100.60% 0.09%

100.97% 1838.7 -0.20% 99.80% 0.09%

97.88% 1790.29 -2.63% 97.37% 0.09%

106.02% 1782.59 -0.43% 99.57% 0.09%

98.97% 1797.02 0.81% 100.81% 0.08%

105.82% 1838.63 2.32% 102.32% 0.08%

99.83% 1836.25 -0.13% 99.87% 0.08%

99.70% 1859.45 1.26% 101.26% 0.08%

106.39% 1878.04 1.00% 101.00% 0.08%

98.04% 1841.13 -1.97% 98.03% 0.08%

101.17% 1866.52 1.38% 101.38% 0.08%

95.85% 1857.62 -0.48% 99.52% 0.08%

101.47% 1865.09 0.40% 100.40% 0.08%

91.50% 1815.69 -2.65% 97.35% 0.08%

103.00% 1864.85 2.71% 102.71% 0.08%

101.82% 1863.4 -0.08% 99.92% 0.08%

97.92% 1881.14 0.95% 100.95% 0.08%

25

0.37%

0.25%

0.24%

1.43%

0.08% 0.08%

11.74%

0.29%

18.87%


32/79


33/79


34/79


35/79


36/79


37/79

Date CMG SKX GILD WWE F PG BAC

1/4/2010

1/11/2010 6.71% 5.29% 2.20% -1.92% -0.73% 0.63% -3.09%

1/19/2010 -0.30% -4.83% 1.23% -1.71% -9.34% -0.11% -8.38%

1/25/2010 -1.34% -4.40% 4.77% 1.82% 3.03% 2.05% 1.91%

2/1/2010 -1.31% -1.60% -3.94% 0.65% 0.69% -0.41% -1.20%

2/8/2010 10.16% 1.99% 1.34% -0.16% 1.95% 0.75% -3.66%

2/16/2010 0.11% 7.28% 3.91% 2.27% 1.53% 2.74% 9.92%

2/22/2010 -0.27% 1.72% -2.50% 3.72% 3.95% -0.27% 4.86%

3/1/2010 5.65% 0.49% 0.00% 5.27% 10.77% 0.65% 0.31%

3/8/2010 3.93% 7.48% -0.42% -1.81% 2.61% -0.57% 0.91%

3/15/2010 -1.17% -0.54% 0.93% -0.52% -0.40% 0.81% -0.18%

3/22/2010 0.34% 13.30% -5.27% 2.38% 4.32% -0.23% 6.40%

3/29/2010 0.40% -1.02% 0.66% -3.27% -8.89% -0.52% 0.79%

4/5/2010 7.02% 4.70% 0.35% 1.05% 0.67% -0.99% 3.04%

4/12/2010 1.25% -0.08% -0.22% 2.23% 5.51% 0.20% -0.93%

4/19/2010 15.26% 7.15% -8.84% 6.17% 5.94% 1.09% 0.11%

4/26/2010 -5.64% -7.59% -4.70% -2.26% -8.37% -1.42% -3.31%

5/3/2010 -4.51% -11.11% -3.38% -10.08% -11.66% -2.98% -9.23%

5/10/2010 7.59% 8.21% -1.51% 2.26% 5.26% 3.71% 1.00%

5/17/2010 -2.05% -2.85% -3.23% -2.51% -7.02% -1.11% -2.18%

5/24/2010 4.79% 5.13% -1.75% 1.33% 4.15% -1.23% -1.52%

6/1/2010 1.08% -6.37% -3.40% -1.69% -1.99% -0.48% -2.45%

6/7/2010 3.94% 15.39% -0.52% 3.45% -0.83% 0.35% 1.65%

6/14/2010 2.18% 7.71% 4.35% 0.00% 0.56% 0.47% 1.43%

6/21/2010 -3.86% -8.67% 0.89% -1.36% -6.21% -2.46% -2.57%

6/28/2010 -6.54% -5.02% -4.07% -5.84% -4.35% -0.68% -10.20%

7/6/2010 2.31% -0.89% -0.34% 4.73% 5.48% 4.00% 9.16%

7/12/2010 -2.56% -14.88% -8.06% -2.02% 4.51% 0.39% -7.52%

7/19/2010 6.34% 4.74% 4.70% 3.66% 12.18% 0.66% -1.67%

7/26/2010 1.65% 10.35% -0.36% -1.53% 0.42% -1.22% 2.14%

8/2/2010 2.50% -10.73% 7.50% -4.13% 2.08% -1.86% -0.58%

8/9/2010 -5.92% -17.28% -4.19% -8.12% -6.76% -0.34% -5.24%

8/16/2010 5.06% 3.40% -4.90% -0.53% -3.15% 0.28% -2.69%

8/23/2010 2.13% -6.92% -0.37% 1.07% -1.81% -0.30% -1.81%

8/30/2010 6.85% 4.32% 4.61% 0.18% 4.41% 0.81% 6.91%

9/7/2010 1.53% -16.95% 1.06% 2.28% -2.29% 0.19% 0.38%

9/13/2010 1.39% 3.98% 0.52% -1.80% 5.95% 0.93% -1.12%

9/20/2010 2.90% -6.91% 5.73% -0.79% 0.51% 1.11% 1.51%

9/27/2010 0.76% 2.04% -2.13% 1.06% -2.37% -2.39% -2.24%

10/4/2010 1.18% 12.68% 1.62% -1.74% 11.44% 2.81% -0.84%

10/11/2010 3.01% -2.52% 3.80% 1.33% 1.01% 1.46% -9.15%

10/18/2010 13.14% -4.00% 3.71% 0.70% 1.08% 1.79% -4.49%

10/25/2010 2.16% -18.28% 1.38% -1.22% 1.29% 0.28% 0.09%

11/1/2010 9.68% 6.89% -1.77% 1.67% 14.74% 2.25% 7.97%

11/8/2010 1.50% -2.45% -2.98% -3.20% 0.52% -1.03% -1.97%


38/79

11/15/2010 -0.75% 6.27% 0.74% 1.61% -0.13% -0.43% -3.77%

11/22/2010 10.07% 5.29% -2.57% 1.32% -1.11% -3.00% -4.70%

11/29/2010 -7.71% -1.32% 0.38% -0.17% 4.36% 0.32% 6.75%

12/6/2010 0.96% -1.56% 1.02% 6.01% -0.38% 1.40% 7.95%

12/13/2010 -0.08% -3.13% -1.17% -1.40% 0.38% 2.55% -1.74%

12/20/2010 -4.09% -6.84% -2.47% 0.58% -0.06% 0.66% 3.87%

12/27/2010 -6.85% 0.60% -0.06% -0.83% 0.00% -1.39% 2.17%

1/3/2011 5.45% 0.95% 3.48% -0.25% 8.86% 0.26% 6.76%

1/10/2011 4.74% 8.52% 1.92% -1.26% 2.09% 1.59% 7.04%

1/18/2011 -4.79% -2.83% -0.10% -3.73% -3.76% 1.33% -6.58%

1/24/2011 -1.88% -1.36% 0.05% -11.36% -9.41% -2.59% -4.55%

1/31/2011 12.25% 8.62% 1.57% 0.40% -3.33% -0.93% 5.07%

2/7/2011 9.10% -1.71% -1.08% 0.59% 4.19% 1.76% 3.40%

2/14/2011 -3.19% -3.52% 2.40% 1.97% -3.76% -0.65% -0.14%

2/22/2011 -4.53% -3.05% -0.76% 2.99% -4.38% -2.28% -3.78%

2/28/2011 2.67% -5.01% 4.36% 3.84% -4.37% -1.29% -0.50%

3/7/2011 -0.88% -1.36% 0.34% -1.26% -0.37% -0.88% 1.87%

3/14/2011 -2.35% -6.06% -1.67% -5.21% 0.89% -1.44% -2.32%

3/21/2011 4.02% 1.84% 4.78% 4.43% 3.59% 0.46% -5.05%

3/28/2011 6.72% 7.55% 1.38% -0.18% 0.99% 1.99% 0.23%

4/4/2011 -1.74% 2.08% -3.33% -0.18% 1.12% -0.30% 0.83%

4/11/2011 5.90% -1.26% 1.12% -9.91% -4.02% 3.69% -4.88%

4/18/2011 -2.75% 0.74% -6.33% 0.51% 4.84% -1.42% -3.95%

4/25/2011 -3.79% -7.21% -0.56% -7.16% 0.28% 3.42% -0.25%

5/2/2011 0.49% -3.36% 5.56% 1.98% -2.34% 0.58% 0.25%

5/9/2011 4.59% -0.54% 0.49% -3.89% -0.21% 2.43% -3.13%

5/16/2011 -0.18% -0.98% -0.53% 0.22% -0.49% 0.76% -2.89%

5/23/2011 4.66% -2.65% 0.49% 0.56% -2.69% -1.73% 0.87%

5/31/2011 -2.19% -9.35% -0.34% -2.12% -4.00% -1.16% -3.38%

6/6/2011 -5.11% -14.06% -2.00% -7.63% -4.70% -1.11% -4.22%

6/13/2011 -1.07% 3.56% -1.69% 3.33% -4.38% -0.02% -1.12%

6/20/2011 9.03% -4.14% 0.40% 0.72% 3.66% -3.25% -1.52%

6/27/2011 7.66% 7.62% 5.69% 1.66% 5.94% 2.69% 5.38%

7/5/2011 3.03% 0.75% 1.14% 0.35% -0.98% 1.03% -3.47%

7/11/2011 -0.22% -4.59% -3.39% 0.12% -5.74% -0.15% -6.62%

7/18/2011 3.36% 2.55% 5.37% 4.18% 1.70% -0.08% 1.32%

7/25/2011 -3.26% 14.99% -1.94% -1.89% -8.30% -4.30% -4.10%

8/1/2011 -4.02% -12.67% -10.86% -4.20% -11.23% -1.46% -15.83%8/8/2011 1.98% 6.33% -0.85% -2.13% 2.06% 0.90% -12.00%

8/15/2011 -12.06% -6.60% -0.64% -6.54% -9.70% -0.29% -3.09%

8/22/2011 6.98% 10.94% 4.09% 2.72% 4.15% 2.63% 11.32%

8/29/2011 2.21% -8.05% 0.26% -0.25% 0.20% -0.03% -6.52%

9/6/2011 -0.11% 1.70% -2.58% 0.63% -3.57% -1.13% -3.63%

9/12/2011 4.22% 14.42% 6.82% 3.77% 5.71% 4.02% 3.62%

9/19/2011 0.77% -10.44% -4.85% -2.30% -7.20% -4.78% -12.85%

9/26/2011 -5.48% -8.60% 0.94% -2.11% -1.94% 3.15% -2.88%

10/3/2011 -2.76% 1.43% 1.34% 4.56% 10.55% 1.16% -3.63%


39/79

10/10/2011 8.90% 0.28% 2.85% 6.54% 8.15% 1.54% 4.97%

10/17/2011 3.96% -0.84% 2.57% 7.05% 6.07% 2.94% 4.24%

10/24/2011 2.37% -2.05% 3.18% -2.02% -2.08% -2.32% 13.77%

10/31/2011 -0.71% 2.89% -4.86% 1.73% -6.11% -2.63% -11.69%

11/7/2011 -2.05% -2.52% 0.88% -3.41% -1.13% 1.37% -4.21%

11/14/2011 -6.31% -11.37% -2.92% -6.17% -9.34% -1.02% -6.99%

11/21/2011 -3.31% -1.14% -1.50% -4.70% -3.47% -3.54% -10.49%

11/28/2011 9.89% 5.09% 0.31% 8.01% 11.76% 6.00% 9.18%

12/5/2011 2.45% -0.55% -1.02% 6.05% 1.17% 0.47% 1.43%

12/12/2011 -5.97% -3.93% -4.72% -7.75% -7.03% 0.27% -8.99%

12/19/2011 5.31% 4.17% 5.76% -1.17% 6.84% 2.36% 7.56%

12/27/2011 0.72% -4.87% 4.17% -1.18% -1.75% 0.05% -0.72%

1/3/2012 3.32% -3.47% 4.49% 3.35% 8.79% -0.52% 11.25%

1/9/2012 1.62% 13.76% 4.91% -1.27% 2.81% -0.83% 6.85%

1/17/2012 0.50% -9.09% 5.70% 1.17% 4.59% 1.45% 7.02%

1/23/2012 2.91% 2.73% 2.70% 0.93% -2.62% -2.92% 3.14%

1/30/2012 1.48% 5.23% 12.27% 2.06% 4.77% -2.37% 7.47%

2/6/2012 1.14% 6.88% -1.72% -2.02% -2.73% 1.76% 2.96%

2/13/2012 2.19% -6.72% -12.57% -0.23% 2.47% 1.61% -0.62%

2/21/2012 0.71% -2.68% -3.70% -5.63% -4.07% 2.76% -1.76%

2/27/2012 1.80% -1.26% 3.84% -1.10% 3.98% -0.05% 3.33%

3/5/2012 0.95% 0.72% -1.91% -0.25% -1.08% 0.39% -0.99%

3/12/2012 3.21% 7.29% 1.34% -1.11% -0.59% 0.48% 21.78%

3/19/2012 1.12% 3.25% 0.26% -0.12% -1.52% 0.26% 0.51%

3/26/2012 0.60% -9.01% 4.31% 0.88% 1.29% -0.32% -2.86%

4/2/2012 1.67% -0.47% -2.25% -6.07% -0.08% 0.14% -3.58%

4/9/2012 3.63% 4.11% -4.73% -2.64% -4.41% -2.22% -5.90%

4/16/2012 -4.80% 11.99% 12.09% -1.49% -4.26% 2.58% -3.71%

4/23/2012 0.04% 21.75% 2.27% -0.83% 1.67% -3.74% -1.33%

4/30/2012 -2.75% 0.56% -3.60% 10.40% -7.57% -0.25% -6.23%

5/7/2012 0.09% 0.66% 3.10% 0.50% -0.89% -0.94% -2.34%

5/14/2012 -3.95% -8.69% -3.67% -6.25% -5.38% -0.25% -7.07%

5/21/2012 2.11% 5.06% 1.12% -3.20% 5.89% -1.61% 1.87%

5/29/2012 -0.82% -6.88% -3.64% -4.27% -4.57% -1.52% -1.69%

6/4/2012 2.57% 18.71% 2.01% 3.60% 5.42% 1.96% 7.74%

6/11/2012 -1.20% 7.41% 1.33% -3.89% -2.96% 0.20% 4.39%

6/18/2012 3.24% 1.21% 0.44% 0.87% -1.53% -4.84% 0.51%

6/25/2012 -8.55% -2.86% 1.50% 3.58% -5.89% 2.37% 3.04%7/2/2012 0.93% -0.74% -0.62% -0.14% -0.88% 0.05% -6.27%

7/9/2012 2.32% -4.20% 0.39% 0.00% -2.44% 6.22% 1.97%

7/16/2012 -19.21% 0.21% 3.75% -0.83% -0.68% 0.31% -9.52%

7/23/2012 -6.59% 4.69% 4.56% 1.40% -2.29% 0.55% 3.41%

7/30/2012 0.53% -5.46% 2.45% 2.07% 1.52% 0.63% 1.65%

8/6/2012 -0.76% 2.81% -0.14% 4.18% 2.88% 1.93% 4.06%

8/13/2012 1.26% 1.32% -0.04% 2.46% 3.03% 0.35% 3.38%

8/20/2012 -1.37% 11.19% 0.95% -6.07% -1.41% 0.03% 2.01%

8/27/2012 -2.16% -2.61% 0.66% 10.50% -1.66% 0.25% -2.10%


40/79

9/4/2012 13.06% -2.95% 2.74% -0.37% 8.64% 1.98% 10.33%

9/10/2012 3.09% 1.85% 4.66% 1.96% 3.82% 0.92% 8.56%

9/17/2012 -0.01% -1.49% 9.26% -3.36% -1.29% 0.38% -4.63%

9/24/2012 -5.61% -3.32% -2.10% -6.45% -5.14% -0.09% -3.09%

10/1/2012 -11.53% -15.59% 4.67% 2.52% 3.08% 0.40% 5.57%

10/8/2012 3.40% 2.44% -2.16% -0.39% -0.41% -2.43% -2.16%

10/15/2012 -16.34% -1.76% -2.00% -1.95% 0.52% 1.76% 3.52%

10/22/2012 3.51% -6.81% 0.72% 1.19% 1.85% 1.27% -3.40%

10/31/2012 4.29% 7.00% -0.06% 1.18% 8.29% -0.36% 7.93%

11/5/2012 -1.07% -8.33% -2.98% -2.85% -2.15% -3.15% -4.18%

11/12/2012 1.25% 0.88% 14.43% -3.86% -3.91% -0.28% -3.30%

11/19/2012 4.41% 18.34% 2.31% 3.46% 5.66% 4.14% 8.48%

11/26/2012 -3.85% 2.91% -1.47% 1.20% 3.20% 0.35% -0.41%

12/3/2012 1.83% -0.51% -1.44% -0.66% 0.27% 0.66% 8.05%

12/10/2012 3.22% -6.66% 0.43% 1.73% -3.36% -0.51% -0.57%

12/17/2012 5.51% 3.43% -1.97% -0.65% 6.86% -1.74% 6.74%

12/24/2012 -0.68% -2.89% -0.55% -3.29% 8.53% -2.29% 0.62%

12/31/2012 3.32% 4.19% 4.61% 4.77% 5.43% 2.89% 6.63%

1/7/2013 -0.06% -1.53% 3.12% -0.65% 3.15% 0.20% -3.98%

1/14/2013 -1.66% -0.64% 0.26% 2.75% 0.82% 1.86% -4.23%

1/22/2013 2.87% -1.84% 1.38% 1.15% -3.03% 4.72% 4.32%

1/28/2013 3.04% 3.74% 2.22% 2.64% -4.12% 3.64% 0.78%

2/4/2013 2.56% 4.67% 0.84% -0.98% 0.56% -0.22% 0.43%

2/11/2013 -2.04% 10.34% 1.71% 2.11% -0.55% 1.04% 2.30%

2/19/2013 0.42% -5.70% 2.04% -0.85% -4.21% 0.58% -4.92%

2/25/2013 1.34% 0.58% 2.36% -0.12% 1.08% -0.65% -0.79%

3/4/2013 0.66% 5.28% 4.56% 2.21% 2.96% 0.91% 6.45%

3/11/2013 -0.15% -0.32% -0.57% -1.08% 3.59% -1.09% 4.15%

3/18/2013 -0.97% -3.65% 0.75% 1.70% -1.39% 1.21% -0.08%

3/25/2013 2.40% 1.34% 7.54% 1.43% -0.86% -0.27% -3.03%

4/1/2013 0.65% -2.65% -3.21% -0.59% -5.35% 1.52% -1.73%

4/8/2013 4.24% 8.60% 9.63% 3.78% 8.74% 2.36% 1.68%

4/15/2013 7.12% -3.26% 2.39% -4.78% -4.44% 1.69% -4.20%

4/22/2013 -1.23% -3.51% -3.37% 5.74% 5.68% -4.62% 6.53%

4/29/2013 1.55% 1.87% 7.34% 1.47% 1.97% 1.40% -1.45%

5/6/2013 0.72% 3.15% -4.12% 1.00% 2.01% 0.74% 6.31%

5/13/2013 1.39% -3.06% 6.47% -1.55% 6.85% 1.60% 3.16%

5/20/2013 -1.84% -4.19% -0.87% 0.34% -1.91% 2.32% -1.42%5/28/2013 -1.97% 10.46% -2.38% 4.92% 6.05% -6.25% 3.18%

6/3/2013 1.33% -1.20% -2.92% 0.96% 0.33% 1.29% -1.98%

6/10/2013 0.63% 1.66% -1.25% 2.11% -2.29% 0.36% -2.32%

6/17/2013 -1.76% -3.23% -6.51% -0.72% -2.41% -0.77% -2.84%

6/24/2013 0.75% 9.79% 5.00% 4.79% 3.08% -0.57% 1.34%

7/1/2013 6.03% 3.00% 4.00% 2.88% 7.97% 1.75% 1.48%

7/8/2013 -0.02% 6.31% 7.54% 3.76% 2.46% 4.09% 5.53%

7/15/2013 5.88% 1.71% 4.81% 1.40% -2.04% 0.53% 7.05%

7/22/2013 -0.76% 2.47% 4.11% -2.94% 1.53% -1.21% -0.14%


41/79

7/29/2013 1.53% 1.02% -1.31% -4.06% 3.44% 1.12% 0.75%

8/5/2013 -1.54% 1.23% -4.11% -1.87% -2.74% 0.43% -2.63%

8/12/2013 -0.94% 3.43% -3.88% -2.81% -4.26% -2.13% -0.21%

8/19/2013 0.21% 6.18% 4.80% 1.65% 0.94% 0.14% 1.04%

8/26/2013 1.34% -0.13% 1.06% -3.05% -1.55% -2.65% -3.09%

9/3/2013 0.09% 1.82% 1.41% 4.40% 4.98% -0.96% 1.77%

9/9/2013 4.12% -2.30% 3.94% 0.80% 2.04% 2.47% 0.91%

9/16/2013 -2.41% -3.96% 0.52% -4.58% 0.24% 0.43% -0.35%

9/23/2013 0.94% 3.71% -0.50% 3.86% -1.94% -2.75% -3.74%

9/30/2013 3.61% -4.20% -0.79% 8.34% 0.24% -1.54% 1.08%

10/7/2013 2.19% -0.24% -0.56% 1.58% 0.12% 3.23% 1.00%

10/14/2013 14.91% 2.27% 8.81% 4.02% 2.45% 1.98% 3.11%

10/21/2013 3.48% -5.71% 2.16% 3.25% 0.41% 0.74% -2.53%

10/28/2013 0.02% 3.85% 1.85% 11.39% -3.48% 1.43% -1.69%


42/79

Date Port S&P Port over S&P

1/4/2010

1/11/2010 2.66% -0.78% 3.44%

1/19/2010 -2.44% -3.90% 1.46%

1/25/2010 0.46% -1.64% 2.10%

2/1/2010 -1.28% -0.72% -0.56%

2/8/2010 3.22% 0.87% 2.34%

2/16/2010 3.37% 3.13% 0.24%

2/22/2010 1.01% -0.42% 1.43%

3/1/2010 3.44% 3.10% 0.34%

3/8/2010 2.40% 0.99% 1.41%

3/15/2010 -0.30% 0.86% -1.17%

3/22/2010 2.89% 0.58% 2.31%

3/29/2010 -1.36% 0.99% -2.35%

4/5/2010 3.07% 1.38% 1.69%

4/12/2010 1.11% -0.19% 1.30%

4/19/2010 5.26% 2.11% 3.15%

4/26/2010 -5.22% -2.51% -2.70%

5/3/2010 -7.30% -6.39% -0.92%

5/10/2010 4.44% 2.23% 2.21%

5/17/2010 -2.93% -4.23% 1.30%

5/24/2010 2.36% 0.16% 2.20%

6/1/2010 -2.23% -2.25% 0.03%

6/7/2010 4.51% 2.51% 2.00%

6/14/2010 3.03% 2.37% 0.66%

6/21/2010 -3.67% -3.65% -0.02%

6/28/2010 -5.24% -5.03% -0.21%

7/6/2010 2.33% 5.42% -3.08%

7/12/2010 -5.27% -1.21% -4.05%

7/19/2010 5.11% 3.55% 1.56%

7/26/2010 2.25% -0.10% 2.35%

8/2/2010 -0.74% 1.82% -2.56%

8/9/2010 -7.87% -3.78% -4.09%

8/16/2010 0.55% -0.70% 1.25%

8/23/2010 -1.05% -0.66% -0.39%

8/30/2010 4.28% 3.75% 0.53%

9/7/2010 -2.67% 0.46% -3.13%

9/13/2010 1.57% 1.45% 0.13%9/20/2010 0.46% 2.05% -1.59%

9/27/2010 -0.15% -0.21% 0.07%

10/4/2010 4.16% 1.65% 2.51%

10/11/2010 0.88% 0.95% -0.07%

10/18/2010 3.27% 0.59% 2.68%

10/25/2010 -2.90% 0.02% -2.91%

11/1/2010 5.76% 3.60% 2.16%

11/8/2010 -1.25% -2.17% 0.92%

11/15/2010 1.21% 0.04% 1.17%


43/79

11/22/2010 2.75% -0.86% 3.61%

11/29/2010 -1.35% 2.97% -4.32%

12/6/2010 1.47% 1.28% 0.19%

12/13/2010 -0.94% 0.28% -1.22%

12/20/2010 -2.52% 1.03% -3.55%

12/27/2010 -1.71% 0.07% -1.78%

1/3/2011 3.38% 1.10% 2.28%

1/10/2011 3.72% 1.71% 2.01%

1/18/2011 -2.95% -0.76% -2.19%

1/24/2011 -3.79% -0.55% -3.24%

1/31/2011 4.98% 2.71% 2.28%

2/7/2011 2.54% 1.39% 1.15%

2/14/2011 -1.21% 1.04% -2.25%

2/22/2011 -2.22% -1.72% -0.50%

2/28/2011 0.48% 0.10% 0.38%

3/7/2011 -0.62% -1.28% 0.65%

3/14/2011 -3.01% -1.92% -1.09%

3/21/2011 3.04% 2.70% 0.33%

3/28/2011 3.66% 1.42% 2.24%

4/4/2011 -0.51% -0.32% -0.20%

4/11/2011 -0.45% -0.64% 0.19%

4/18/2011 -1.41% 1.34% -2.76%

4/25/2011 -3.31% 1.96% -5.27%

5/2/2011 0.57% -1.72% 2.29%

5/9/2011 0.54% -0.18% 0.72%

5/16/2011 -0.45% -0.34% -0.11%

5/23/2011 0.46% -0.16% 0.62%

5/31/2011 -3.45% -2.32% -1.12%

6/6/2011 -6.35% -2.24% -4.11%

6/13/2011 0.15% 0.04% 0.11%

6/20/2011 1.67% -0.24% 1.91%

6/27/2011 5.76% 5.61% 0.15%

7/5/2011 0.97% 0.31% 0.66%

7/11/2011 -2.48% -2.06% -0.42%

7/18/2011 3.17% 2.19% 0.98%

7/25/2011 0.21% -3.92% 4.13%

8/1/2011 -8.14% -7.19% -0.95%

8/8/2011 0.96% -1.72% 2.67%8/15/2011 -6.58% -4.69% -1.89%

8/22/2011 6.24% 4.74% 1.50%

8/29/2011 -1.36% -0.24% -1.12%

9/6/2011 -0.67% -1.68% 1.01%

9/12/2011 6.77% 5.35% 1.41%

9/19/2011 -4.81% -6.54% 1.73%

9/26/2011 -3.35% -0.44% -2.91%

10/3/2011 1.47% 2.12% -0.65%

10/10/2011 4.94% 5.98% -1.04%


44/79

10/17/2011 3.37% 1.12% 2.25%

10/24/2011 0.77% 3.78% -3.01%

10/31/2011 -1.59% -2.48% 0.88%

11/7/2011 -1.60% 0.85% -2.44%

11/14/2011 -6.66% -3.81% -2.84%

11/21/2011 -3.15% -4.69% 1.54%

11/28/2011 6.80% 7.39% -0.59%

12/5/2011 1.45% 0.88% 0.57%

12/12/2011 -5.42% -2.83% -2.59%

12/19/2011 4.25% 3.74% 0.51%

12/27/2011 -0.43% -0.61% 0.18%

1/3/2012 2.85% 1.61% 1.25%

1/9/2012 4.42% 0.88% 3.53%

1/17/2012 0.42% 2.04% -1.62%

1/23/2012 1.59% 0.07% 1.52%

1/30/2012 4.62% 2.17% 2.45%

2/6/2012 1.05% -0.17% 1.22%

2/13/2012 -2.77% 1.38% -4.15%

2/21/2012 -2.17% 0.33% -2.50%

2/27/2012 1.29% 0.28% 1.00%

3/5/2012 -0.13% 0.09% -0.22%

3/12/2012 3.40% 2.43% 0.97%

3/19/2012 0.85% -0.50% 1.35%

3/26/2012 -0.78% 0.81% -1.59%

4/2/2012 -1.17% -0.74% -0.43%

4/9/2012 -0.41% -1.99% 1.58%

4/16/2012 2.72% 0.60% 2.11%

4/23/2012 4.48% 1.80% 2.68%

4/30/2012 -0.75% -2.44% 1.69%

5/7/2012 0.52% -1.15% 1.66%

5/14/2012 -5.23% -4.30% -0.93%

5/21/2012 1.83% 1.74% 0.09%

5/29/2012 -3.52% -3.02% -0.51%

6/4/2012 6.35% 3.73% 2.63%

6/11/2012 0.78% 1.30% -0.52%

6/18/2012 0.79% -0.58% 1.38%

6/25/2012 -2.17% 2.03% -4.21%

7/2/2012 -0.45% -0.55% 0.10%7/9/2012 0.10% 0.16% -0.06%

7/16/2012 -4.73% 0.43% -5.17%

7/23/2012 0.30% 1.71% -1.41%

7/30/2012 0.07% 0.36% -0.29%

8/6/2012 1.60% 1.07% 0.53%

8/13/2012 1.44% 0.87% 0.56%

8/20/2012 1.12% -0.50% 1.61%

8/27/2012 0.38% -0.32% 0.70%

9/4/2012 4.63% 2.23% 2.40%


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9/10/2012 3.15% 1.94% 1.21%

9/17/2012 0.53% -0.38% 0.91%

9/24/2012 -4.08% -1.33% -2.75%

10/1/2012 -4.17% 1.41% -5.57%

10/8/2012 0.57% -2.21% 2.78%

10/15/2012 -4.74% 0.32% -5.06%

10/22/2012 -0.07% -1.48% 1.41%

10/31/2012 3.84% 0.16% 3.68%

11/5/2012 -3.54% -2.43% -1.11%

11/12/2012 1.93% -1.45% 3.38%

11/19/2012 6.98% 3.62% 3.36%

11/26/2012 -0.14% 0.50% -0.64%

12/3/2012 0.47% 0.13% 0.34%

12/10/2012 -0.59% -0.32% -0.27%

12/17/2012 2.51% 1.17% 1.34%

12/24/2012 -0.62% -1.94% 1.32%

12/31/2012 4.29% 4.57% -0.28%

1/7/2013 0.27% 0.38% -0.11%

1/14/2013 -0.08% 0.95% -1.03%

1/22/2013 1.01% 1.14% -0.13%

1/28/2013 2.19% 0.68% 1.51%

2/4/2013 1.64% 0.31% 1.33%

2/11/2013 2.32% 0.12% 2.19%

2/19/2013 -1.42% -0.28% -1.15%

2/25/2013 0.88% 0.17% 0.71%

3/4/2013 3.05% 2.17% 0.88%

3/11/2013 0.12% 0.61% -0.49%

3/18/2013 -0.64% -0.24% -0.40%

3/25/2013 2.18% 0.79% 1.39%

4/1/2013 -1.55% -1.01% -0.53%

4/8/2013 6.20% 2.29% 3.91%

4/15/2013 0.30% -2.11% 2.42%

4/22/2013 -0.18% 1.74% -1.92%

4/29/2013 2.53% 2.03% 0.49%

5/6/2013 0.79% 1.19% -0.41%

5/13/2013 1.62% 2.07% -0.44%

5/20/2013 -1.50% -1.07% -0.43%

5/28/2013 2.23% -1.14% 3.38%6/3/2013 -0.27% 0.78% -1.04%

6/10/2013 0.26% -1.01% 1.28%

6/17/2013 -2.80% -2.11% -0.69%

6/24/2013 4.10% 0.87% 3.23%

7/1/2013 4.25% 1.59% 2.66%

7/8/2013 3.99% 2.96% 1.03%

7/15/2013 3.07% 0.71% 2.36%

7/22/2013 0.67% -0.03% 0.69%

7/29/2013 0.20% 1.07% -0.86%


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8/5/2013 -1.54% -1.07% -0.47%

8/12/2013 -1.26% -2.10% 0.85%

8/19/2013 2.56% 0.46% 2.09%

8/26/2013 -0.45% -1.84% 1.38%

9/3/2013 1.82% 1.36% 0.46%

9/9/2013 1.82% 1.98% -0.16%

9/16/2013 -1.95% 1.30% -3.25%

9/23/2013 0.89% -1.06% 1.96%

9/30/2013 1.14% -0.07% 1.22%

10/7/2013 0.92% 0.75% 0.17%

10/14/2013 6.91% 2.42% 4.48%

10/21/2013 0.57% 0.88% -0.31%

10/28/2013 2.48% 0.11% 2.38%


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Overall (0.5 points) Overall

N 199 199 199 N

Mean 0.47% 0.24% 0.23% diff

Variance 0.09% 0.05% 0.04% Var of the diff

SD 3.03% 2.22% 2.01% SD of the diff

SE 0.22% 0.16% 0.14% SE of the diff

95% Prob(diff>0)

Period 1 (0.5 points)

N 121 121

Mean 0.29% 0.18%

Variance 0.11% 0.07%

SD 3.30% 2.55%

SE 0.30% 0.23%

Period 2 (0.5 points) Period 2

N 78 78 78 N

Mean 0.76% 0.34% 0.43% diff

Variance 0.07% 0.03% 0.04% Var of the diff

SD 2.56% 1.60% 1.98% SD of the diff

SE 0.29% 0.18% 0.22% SE of the diff

97.12% Prob(diff>0)

Difference in means over time (0.5 points)

Diff 0.48% 0.16%

SE(diff) 0.42% 0.29%

Prob(diff>0) 87% 70%

Difference in SDs over time (0.5 points)F-stat 1.67 2.56

N-larger Variance 121 121

N-smaller Variance 78 78

Prob(SDs are the same) 1% 0.0%

Has the mean

changed over

time? EXPLAIN! yes

The mean

increses

between

period 1

and

period 2

and has a

very low

standard

error.

Note -

we will

use

85% as

the

cutoff


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Has the variabilitychanged over

time? EXPLAIN! Yes

Since SD

decreased

from

period 1

to period

2, thevariation

decreased

Note =

we will

use

15% asthe

cutoff

What time period

will you use AND

WHY? I choose the 2nd period because the most recent time period gives you more accurate numb

Port SD vs S&P SD Overall Period 1 Period 2

F-stat 2.57

N-larger Variance 78

N-smaller Variance 78

Prob(SDs are the same)

Is the mean of Port

significantly

different than that

of the S&P for the

time period you

chose? EXPLAIN!

Yes. The mean in period 2

is significantly greater

@.76% than the mean of

the S&P @.34%

Is the SD of the

Port significantly

different than that

of the S&P for the

time period you

chose? EXPLAIN!

Yes. The SD was higher

for the portfolio at 2.56%

compared to the S&P @

1.60%

Based ONLY on

these two items,

what do you

conclude AND

WHY?

Based on these two items

the portfolio out

performs the S&P. The

portfolio has a higher

return, but carries more

risk than the S&P.


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ers. I also picked period 2, due to the mean having a greater percentage(because theirs less numbers) and als


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a lower SD(risk) than the overall. I feel a more recent time period along with a smaller amount of num


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ers can elimate any possiable outliers


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SUMMARY OUTPUT

Regression Statistics

Multiple R 0.747941797

R Square 0.559416932

Adjusted R Square 0.55718047

Standard Error 0.02019158

Observations 199

ANOVA

df SS MS F Significance F

Regression 1 0.101979916 0.101979916 250.1347502 6.53618E-37

Residual 197 0.080316883 0.0004077

Total 198 0.182296799

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%

Alpha 0.002289676 0.001435027 1.595562912 0.112189373 -0.000540311 0.005119663 -0.000540311Beta 1.020365738 0.064516211 15.8156489 6.53618E-37 0.893134672 1.147596805 0.893134672

RESIDUAL OUTPUT

Observation Predicted Y Residuals

1 -0.006707576 0.032328156

2 -0.038486867 0.01313057

3 -0.015433103 0.019059354

4 -0.006006618 -0.007754207

5 0.01019897 0.020993153

6 0.033211835 -0.000502682

7 -0.003040683 0.012094992

8 0.032854081 0.000521323

9 0.01139068 0.011596028

10 0.01007997 -0.014107962

11 0.007164742 0.020743787

12 0.011359901 -0.025924163

13 0.015367439 0.014301358

14 -0.000649042 0.010749041

15 0.022787233 0.028763129

16 -0.024362046 -0.028792441

17 -0.063899475 -0.010122215

18 0.024073771 0.019380994

19

Documents

Quantitative Risk Project