Day

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42

RIL
0.28%
-0.32%
0.60%
-0.88%
0.11%
-0.40%
1.83%
3.32%
1.90%
-1.32%
0.22%
1.30%
1.12%
-0.64%
-0.97%
0.66%
0.08%
0.85%
-1.15%
0.82%
-0.19%
0.89%
0.13%
0.41%
0.15%
-0.38%
-2.36%
0.52%
0.81%
2.17%
0.98%
-0.43%
-0.55%
0.38%
0.08%
-0.47%
-0.08%
-3.77%
1.13%
-3.77%
-4.32%

43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87

3.06%
-0.71%
3.64%
-1.30%
-0.19%
0.84%
-3.12%
-0.15%
1.31%
1.03%
0.72%
1.29%
2.63%
0.06%
-0.84%
-1.07%
0.53%
0.97%
-4.11%
2.04%
1.68%
-0.32%
1.87%
0.01%
0.16%
0.06%
1.76%
3.24%
1.24%
0.65%
0.47%
3.29%
0.83%
1.84%
0.98%
-0.10%
-3.61%
1.42%
4.17%
-2.64%
1.47%
-0.83%
0.32%
-1.05%
0.49%

88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
Average
Variance
SD
Beta
RSQ
SysRisk - Beta
SysRisk - RSQ
Unsys Risk
Annualized Return
Annualized Risk

1.96%
-1.34%
2.26%
3.09%
0.78%
3.68%
1.04%
-1.30%
-1.65%
0.05%
-0.24%
1.91%
-0.23%
0.34%
-0.43%
-0.53%
0.20%
-3.10%
-1.31%
-0.72%
0.55%
1.97%
-1.38%
1.23%
-0.83%
-0.61%
3.29%
0.37%
0.08%
-1.69%
0.24%
-0.35%
-0.28%
-0.39%
0.51%
0.25%
0.03%
1.62%
0.95
0.69
1.35%
1.35%
0.27%
85.55%
25.67%

Sharpe Ratio @ 10% Rf

Expected Return (CAPM @ 10%)
Alpha @ 10% Rf

Weight - Equal
Weight - Max. Sharpe Ratio
Weight - Max. Return
Weight - Min Risk
Weight - Beta = 1
Weight - Max. Beta
Weight - Min. Beta
Weight - Enhanced Alpha
Weight - Max. Sharpe Ratio - With Shorting
Weight - Market Neutral

2.94
19.19%
66.36%

20%
98%
100%
40%
21%
0%
0%
100%
10979225356%
5282049216%

TATA

SBI
0.94%
0.94%
-1.02%
-0.95%
-1.87%
-0.29%
1.09%
2.49%
0.78%
0.95%
0.75%
-1.07%
-0.39%
1.33%
-1.33%
-3.62%
1.27%
-3.04%
-2.35%
3.19%
0.39%
1.01%
0.11%
-1.93%
-0.61%
0.92%
-3.31%
-0.95%
-1.91%
2.25%
0.06%
-1.59%
0.33%
-2.80%
-2.13%
2.76%
-1.93%
-4.95%
0.82%
-1.73%
-4.58%

Infosys
0.90%
-1.73%
0.09%
-2.44%
-3.20%
-3.28%
0.97%
6.80%
-0.26%
-1.02%
1.05%
0.53%
-0.71%
0.35%
-4.12%
-0.13%
0.33%
-1.73%
-1.36%
5.48%
-1.82%
1.35%
-0.05%
-0.12%
0.85%
-0.46%
-1.33%
-0.87%
-6.06%
1.84%
0.85%
-2.15%
-0.17%
-2.52%
-1.84%
2.85%
-1.77%
-2.55%
1.32%
-4.81%
-4.21%

Biocon
1.70%
-1.13%
-0.45%
-3.05%
-0.70%
-1.17%
0.86%
1.85%
0.88%
-0.93%
-0.75%
0.85%
-0.98%
2.35%
-0.84%
-0.05%
0.31%
0.15%
0.13%
0.96%
-0.15%
0.17%
0.16%
3.70%
0.71%
-0.52%
-0.42%
-2.00%
-0.85%
4.30%
-0.29%
-0.68%
-2.08%
-1.01%
-2.18%
-0.87%
-1.40%
-5.00%
3.93%
-3.04%
-4.12%

-1.45%
0.05%
0.73%
-0.49%
-2.66%
-2.13%
1.76%
-0.70%
0.25%
-0.07%
2.54%
10.51%
2.44%
1.09%
-3.00%
-0.65%
1.46%
-1.54%
-1.75%
2.23%
2.17%
2.93%
7.62%
0.89%
-1.78%
-3.13%
-5.33%
-2.20%
0.19%
6.00%
5.36%
8.32%
-3.46%
-5.82%
1.48%
-0.40%
1.48%
-2.13%
-2.50%
-4.89%
0.13%

-1.80%
1.65%
3.82%
-1.26%
1.00%
1.10%
-3.81%
-2.38%
3.07%
3.13%
-0.32%
0.85%
3.78%
-1.93%
-4.69%
-4.38%
-0.44%
1.64%
-7.87%
1.57%
0.21%
0.48%
2.57%
2.54%
0.17%
-1.44%
1.95%
3.30%
-2.62%
-1.11%
-1.30%
1.37%
-0.66%
3.27%
2.35%
0.99%
-2.25%
0.32%
-2.48%
-0.22%
-0.44%
-0.44%
-0.26%
-1.16%
0.17%

2.65%
-2.39%
3.62%
-1.67%
-0.86%
0.64%
-3.30%
-2.73%
-0.92%
1.41%
2.79%
3.21%
4.73%
-0.31%
-1.22%
-3.95%
1.23%
0.89%
-6.43%
-0.40%
0.99%
1.34%
4.26%
0.23%
-0.99%
-1.37%
3.09%
1.56%
-0.33%
2.36%
1.86%
1.97%
-1.27%
6.88%
0.58%
0.47%
-3.81%
0.02%
1.96%
0.43%
-0.77%
-3.39%
3.81%
0.04%
2.64%

5.35%
-1.38%
2.42%
-0.69%
-0.27%
-0.48%
-4.04%
2.94%
-1.54%
1.94%
-1.50%
1.85%
1.20%
-1.25%
-1.65%
-3.21%
-0.07%
1.40%
-4.74%
2.17%
1.51%
-0.10%
2.77%
-2.38%
-0.13%
2.48%
2.01%
2.00%
-2.16%
-0.31%
-1.75%
0.75%
0.69%
-0.55%
-1.91%
0.02%
-0.68%
2.28%
1.50%
-0.47%
-1.45%
-1.94%
-1.08%
-0.32%
1.34%

-1.71%
2.91%
1.01%
3.07%
2.17%
0.85%
0.94%
4.15%
-3.08%
0.52%
-1.20%
-0.19%
0.08%
1.71%
1.35%
-2.75%
0.45%
3.66%
-4.42%
0.67%
0.72%
-0.05%
3.85%
-1.67%
-0.02%
1.85%
4.72%
2.00%
-2.00%
1.96%
-2.63%
-0.84%
-3.08%
0.45%
-1.28%
-0.25%
-1.47%
0.86%
-1.37%
-1.59%
0.54%
0.13%
-0.76%
-0.65%
-0.64%

-0.13%
-0.12%
2.84%
2.17%
-1.17%
-2.20%
0.21%
-2.61%
0.66%
2.00%
0.80%
1.11%
0.17%
1.83%
-1.03%
-4.96%
-0.05%
-3.17%
-1.48%
-3.78%
0.15%
-1.84%
0.62%
-0.46%
1.27%
-0.84%
2.88%
3.45%
0.16%
-0.47%
-0.90%
0.95%
-1.88%
-1.09%
0.87%
-0.25%
0.05%
2.12%
1.06
0.50
1.50%
1.50%
0.62%
-46.16%
33.58%

4.58%
1.80%
4.62%
3.35%
0.02%
1.60%
-1.68%
-1.30%
-1.73%
0.98%
0.76%
1.07%
0.34%
2.01%
1.87%
1.99%
2.14%
-3.27%
-2.08%
-0.30%
-1.24%
-0.56%
-3.14%
1.82%
0.78%
-0.42%
4.04%
3.78%
1.60%
0.60%
-0.38%
0.52%
-0.73%
1.69%
3.72%
0.19%
0.06%
2.46%
1.30
0.56
1.84%
1.84%
0.62%
61.70%
38.83%

0.06%
-1.42%
-1.10%
1.63%
-0.08%
-1.08%
-0.70%
-1.08%
0.58%
2.50%
-0.70%
-0.91%
-2.43%
0.91%
0.78%
-1.15%
1.40%
-0.25%
0.97%
-0.32%
1.48%
0.49%
-0.04%
1.53%
-0.49%
-0.99%
-1.65%
-0.12%
0.22%
-0.39%
-0.73%
-0.75%
0.69%
-0.53%
0.21%
-0.12%
0.03%
1.74%
0.86
0.49
1.22%
1.22%
0.52%
-25.98%
27.58%

-0.75%
2.84%
0.67%
-1.20%
-1.40%
2.51%
-0.33%
2.69%
-0.96%
-0.93%
1.07%
0.05%
0.11%
-4.05%
0.75%
0.46%
0.30%
-2.80%
-3.64%
0.50%
0.35%
1.40%
-0.51%
2.82%
-0.87%
1.40%
0.77%
-0.58%
-0.26%
-0.04%
-1.09%
-0.05%
-0.91%
-1.17%
-1.09%
0.15%
0.06%
2.54%
0.51
0.08
0.73%
0.73%
1.81%
46.69%
40.09%

-1.67
20.24%
-66.40%

20%
0%
0%
12%
22%
0%
0%
0%
-5368709100%
0%

1.33
22.51%
39.18%

20%
0%
0%
0%
26%
100%
0%
0%
-598421766%
5368709120%

-1.30
18.32%
-44.30%

20%
0%
0%
31%
18%
0%
0%
0%
-3990385405%
0%

0.92
14.95%
31.74%

20%
2%
0%
16%
12%
0%
100%
0%
-1021708985%
2788392869%

Equal
Weight

Nifty
0.42%
-0.88%
-0.14%
-1.26%
-0.56%
-1.56%
2.39%
2.80%
0.64%
0.05%
-0.10%
0.80%
-0.46%
0.30%
-0.89%
0.59%
1.41%
-0.56%
-1.01%
1.33%
1.12%
0.76%
-0.46%
0.68%
-0.02%
-0.85%
-3.08%
-0.34%
0.06%
2.45%
0.44%
-1.38%
-0.26%
-1.37%
-2.50%
0.08%
-1.22%
-3.82%
1.76%
-2.22%
-4.03%

0.48%
-0.43%
-0.01%
-1.56%
-1.66%
-1.46%
1.30%
2.75%
0.71%
-0.48%
0.76%
2.42%
0.30%
0.89%
-2.05%
-0.76%
0.69%
-1.06%
-1.29%
2.54%
0.08%
1.27%
1.60%
0.59%
-0.13%
-0.72%
-2.55%
-1.10%
-1.56%
3.31%
1.39%
0.69%
-1.19%
-2.35%
-0.92%
0.77%
-0.74%
-3.68%
0.94%
-3.65%
-3.42%

Max. Sharpe
Ratio
0.26%
-0.31%
0.60%
-0.87%
0.07%
-0.43%
1.83%
3.25%
1.87%
-1.30%
0.25%
1.45%
1.14%
-0.62%
-1.00%
0.64%
0.10%
0.81%
-1.16%
0.84%
-0.15%
0.93%
0.26%
0.42%
0.12%
-0.42%
-2.41%
0.47%
0.80%
2.23%
1.05%
-0.29%
-0.60%
0.28%
0.11%
-0.47%
-0.05%
-3.74%
1.07%
-3.79%
-4.25%

Max.
Return
0.28%
-0.32%
0.60%
-0.88%
0.11%
-0.40%
1.83%
3.32%
1.90%
-1.32%
0.22%
1.30%
1.12%
-0.64%
-0.97%
0.66%
0.08%
0.85%
-1.15%
0.82%
-0.19%
0.89%
0.13%
0.41%
0.15%
-0.38%
-2.36%
0.52%
0.81%
2.17%
0.98%
-0.43%
-0.55%
0.38%
0.08%
-0.47%
-0.08%
-3.77%
1.13%
-3.77%
-4.32%

Min.
Risk
0.52%
-0.35%
0.09%
-1.50%
-0.84%
-0.91%
1.43%
2.10%
1.17%
-0.71%
0.36%
2.38%
0.50%
0.81%
-1.31%
-0.31%
0.53%
-0.24%
-1.00%
1.39%
0.28%
1.02%
1.37%
1.22%
-0.09%
-0.71%
-2.36%
-0.89%
-0.14%
3.47%
1.19%
0.78%
-1.40%
-1.47%
-0.66%
-0.18%
-0.47%
-4.03%
1.37%
-3.47%
-3.56%

Beta = 1
0.65%
-0.52%
-0.07%
-1.66%
-1.68%
-1.48%
1.25%
3.31%
0.70%
-0.52%
0.65%
1.58%
0.08%
0.81%
-2.10%
-0.78%
0.61%
-1.10%
-1.31%
2.77%
-0.21%
1.15%
0.97%
0.41%
0.04%
-0.47%
-2.30%
-0.95%
-1.98%
2.94%
1.03%
-0.15%
-0.88%
-2.08%
-1.16%
1.05%
-0.99%
-3.74%
1.20%
-3.59%
-3.79%

2.21%
-0.79%
3.72%
-1.16%
0.45%
0.96%
-3.43%
0.07%
-0.96%
1.95%
0.51%
1.81%
2.96%
-0.38%
-1.06%
-1.54%
0.98%
0.62%
-4.92%
1.57%
1.15%
0.50%
2.44%
0.12%
0.38%
-0.85%
2.28%
2.45%
-0.71%
0.67%
-0.35%
2.15%
0.04%
1.39%
0.62%
0.25%
-2.26%
0.11%
1.54%
-0.81%
-0.15%
-0.83%
0.06%
-0.31%
0.24%

1.51%
0.02%
2.90%
-0.37%
0.37%
0.59%
-2.67%
0.37%
-0.23%
1.61%
0.10%
1.40%
2.48%
-0.35%
-1.41%
-3.07%
0.34%
1.71%
-5.51%
1.21%
1.02%
0.27%
3.07%
-0.25%
-0.16%
0.32%
2.71%
2.42%
-1.17%
0.71%
-0.67%
1.31%
-0.70%
2.38%
0.14%
0.23%
-2.36%
0.98%
0.75%
-0.90%
-0.13%
-1.30%
0.41%
-0.63%
0.80%

2.98%
-0.65%
3.60%
-1.23%
-0.15%
0.84%
-3.05%
-0.08%
1.23%
1.02%
0.68%
1.26%
2.59%
0.08%
-0.80%
-1.09%
0.53%
1.01%
-4.12%
2.02%
1.66%
-0.32%
1.91%
-0.02%
0.16%
0.09%
1.81%
3.22%
1.19%
0.67%
0.42%
3.22%
0.77%
1.82%
0.94%
-0.10%
-3.58%
1.41%
4.08%
-2.63%
1.46%
-0.82%
0.30%
-1.05%
0.47%

3.06%
-0.71%
3.64%
-1.30%
-0.19%
0.84%
-3.12%
-0.15%
1.31%
1.03%
0.72%
1.29%
2.63%
0.06%
-0.84%
-1.07%
0.53%
0.97%
-4.11%
2.04%
1.68%
-0.32%
1.87%
0.01%
0.16%
0.06%
1.76%
3.24%
1.24%
0.65%
0.47%
3.29%
0.83%
1.84%
0.98%
-0.10%
-3.61%
1.42%
4.17%
-2.64%
1.47%
-0.83%
0.32%
-1.05%
0.49%

2.39%
-0.03%
2.85%
-0.39%
0.32%
0.46%
-2.83%
1.24%
-0.08%
1.49%
-0.42%
1.17%
1.91%
-0.32%
-1.21%
-2.42%
0.21%
1.63%
-4.82%
1.80%
1.29%
-0.11%
2.56%
-0.70%
0.04%
0.92%
2.35%
2.66%
-0.83%
0.35%
-0.95%
1.58%
-0.04%
1.05%
-0.12%
0.05%
-2.18%
1.46%
1.61%
-1.49%
0.17%
-0.97%
-0.36%
-0.77%
0.53%

1.74%
-0.33%
3.14%
-0.76%
0.16%
0.60%
-3.01%
-0.25%
0.07%
1.70%
0.40%
1.63%
2.87%
-0.52%
-1.68%
-3.15%
0.38%
1.49%
-5.70%
1.15%
1.03%
0.37%
3.06%
-0.01%
-0.22%
0.01%
2.55%
2.44%
-1.03%
0.69%
-0.33%
1.56%
-0.54%
2.88%
0.38%
0.30%
-2.57%
0.90%
0.97%
-0.77%
-0.19%
-1.51%
0.73%
-0.61%
1.01%

1.41%
-0.34%
1.23%
1.17%
-0.12%
1.10%
0.40%
-0.75%
-0.97%
1.03%
0.20%
0.86%
-1.02%
1.09%
0.03%
-0.70%
0.41%
-2.02%
-0.45%
-0.83%
0.01%
0.23%
-1.01%
1.38%
0.03%
-0.58%
1.62%
0.82%
0.44%
-0.36%
0.17%
0.62%
-0.51%
0.42%
0.85%
0.07%
0.02%
1.42%
1.00
1.00
1.42%
1.42%
0.00%
19.64%
22.37%

1.14%
0.35%
1.86%
1.81%
-0.37%
0.90%
-0.29%
-0.72%
-0.62%
0.92%
0.34%
0.65%
-0.41%
0.21%
0.39%
-0.84%
0.80%
-2.52%
-1.51%
-0.93%
0.26%
0.29%
-0.89%
1.39%
-0.03%
-0.29%
1.87%
1.38%
0.36%
-0.40%
-0.57%
0.07%
-0.62%
-0.30%
0.84%
0.05%
0.02%
1.50%
0.94
0.78
1.33%
1.33%
0.17%
11.94%
23.71%

1.92%
-1.27%
2.24%
3.02%
0.75%
3.66%
1.02%
-1.23%
-1.64%
0.03%
-0.22%
1.88%
-0.22%
0.27%
-0.41%
-0.51%
0.20%
-3.09%
-1.35%
-0.70%
0.55%
1.96%
-1.37%
1.26%
-0.83%
-0.58%
3.25%
0.36%
0.08%
-1.66%
0.22%
-0.34%
-0.29%
-0.40%
0.48%
0.25%
0.03%
1.61%
0.95
0.69
1.34%
1.34%
0.27%
84.84%
25.42%

1.96%
-1.34%
2.26%
3.09%
0.78%
3.68%
1.04%
-1.30%
-1.65%
0.05%
-0.24%
1.91%
-0.23%
0.34%
-0.43%
-0.53%
0.20%
-3.10%
-1.31%
-0.72%
0.55%
1.97%
-1.38%
1.23%
-0.83%
-0.61%
3.29%
0.37%
0.08%
-1.69%
0.24%
-0.35%
-0.28%
-0.39%
0.51%
0.25%
0.03%
1.62%
0.95
0.69
1.35%
1.35%
0.27%
85.55%
25.67%

0.67%
-0.53%
1.03%
1.82%
-0.09%
1.28%
0.17%
-0.74%
-0.55%
0.89%
-0.04%
0.63%
-0.81%
-0.02%
0.07%
-1.11%
0.56%
-2.17%
-1.00%
-0.78%
0.76%
0.94%
-0.57%
1.38%
-0.47%
-0.43%
1.29%
0.44%
0.08%
-0.86%
-0.42%
-0.26%
-0.28%
-0.65%
0.20%
0.06%
0.02%
1.39%
0.87
0.78
1.23%
1.23%
0.16%
15.12%
21.93%

1.52%
0.24%
2.21%
2.18%
-0.27%
0.82%
-0.34%
-1.08%
-0.67%
1.06%
0.32%
0.78%
-0.36%
0.69%
0.41%
-0.84%
0.89%
-2.60%
-1.41%
-1.07%
0.14%
0.13%
-1.06%
1.26%
0.11%
-0.44%
2.19%
1.75%
0.48%
-0.38%
-0.51%
0.13%
-0.65%
-0.11%
1.19%
0.05%
0.02%
1.56%
1.00
0.82
1.42%
1.42%
0.14%
12.02%
24.66%

0.43
19.64%
0.00%

100%
100%
100%
100%
100%
100%
100%
100%
100%
-13439151105%

0.08
19.04%
-7.10%

100%

2.94
19.12%
65.72%

2.94
19.19%
66.36%

0.23
18.36%
-3.24%

0.08
19.64%
-7.62%

Max. Beta Min. Beta

0.90%
-1.73%
0.09%
-2.44%
-3.20%
-3.28%
0.97%
6.80%
-0.26%
-1.02%
1.05%
0.53%
-0.71%
0.35%
-4.12%
-0.13%
0.33%
-1.73%
-1.36%
5.48%
-1.82%
1.35%
-0.05%
-0.12%
0.85%
-0.46%
-1.33%
-0.87%
-6.06%
1.84%
0.85%
-2.15%
-0.17%
-2.52%
-1.84%
2.85%
-1.77%
-2.55%
1.32%
-4.81%
-4.21%

-1.45%
0.05%
0.73%
-0.49%
-2.66%
-2.13%
1.76%
-0.70%
0.25%
-0.07%
2.54%
10.51%
2.44%
1.09%
-3.00%
-0.65%
1.46%
-1.54%
-1.75%
2.23%
2.17%
2.93%
7.62%
0.89%
-1.78%
-3.13%
-5.33%
-2.20%
0.19%
6.00%
5.36%
8.32%
-3.46%
-5.82%
1.48%
-0.40%
1.48%
-2.13%
-2.50%
-4.89%
0.13%

Enhanced
Alpha
0.28%
-0.32%
0.60%
-0.88%
0.11%
-0.40%
1.83%
3.32%
1.90%
-1.32%
0.22%
1.30%
1.12%
-0.64%
-0.97%
0.66%
0.08%
0.85%
-1.15%
0.82%
-0.19%
0.89%
0.13%
0.41%
0.15%
-0.38%
-2.36%
0.52%
0.81%
2.17%
0.98%
-0.43%
-0.55%
0.38%
0.08%
-0.47%
-0.08%
-3.77%
1.13%
-3.77%
-4.32%

With Shorting
-77810382.67%
-30490527.98%
130447119.93%
96103703.22%
187452485.45%
59524354.92%
84848665.03%
123185565.10%
130893683.09%
-152294978.90%
-18910575.99%
55647067.92%
162798302.87%
-248666557.98%
54025876.68%
275954692.84%
-88536352.30%
276934200.77%
21172405.30%
-175878397.37%
-46281290.06%
-715994.56%
-75237219.86%
-7411988.45%
34531063.80%
-34909015.98%
-1862619.77%
215417841.42%
259465743.37%
-126226469.43%
56204839.39%
-7386004.15%
40510895.41%
306633330.35%
206558665.90%
-178360056.46%
146543310.51%
88810154.07%
-59530239.54%
-120878438.87%
-39940940.17%

2.65%
-2.39%
3.62%
-1.67%
-0.86%
0.64%
-3.30%
-2.73%
-0.92%
1.41%
2.79%
3.21%
4.73%
-0.31%
-1.22%
-3.95%
1.23%
0.89%
-6.43%
-0.40%
0.99%
1.34%
4.26%
0.23%
-0.99%
-1.37%
3.09%
1.56%
-0.33%
2.36%
1.86%
1.97%
-1.27%
6.88%
0.58%
0.47%
-3.81%
0.02%
1.96%
0.43%
-0.77%
-3.39%
3.81%
0.04%
2.64%

-1.71%
2.91%
1.01%
3.07%
2.17%
0.85%
0.94%
4.15%
-3.08%
0.52%
-1.20%
-0.19%
0.08%
1.71%
1.35%
-2.75%
0.45%
3.66%
-4.42%
0.67%
0.72%
-0.05%
3.85%
-1.67%
-0.02%
1.85%
4.72%
2.00%
-2.00%
1.96%
-2.63%
-0.84%
-3.08%
0.45%
-1.28%
-0.25%
-1.47%
0.86%
-1.37%
-1.59%
0.54%
0.13%
-0.76%
-0.65%
-0.64%

3.06%
-0.71%
3.64%
-1.30%
-0.19%
0.84%
-3.12%
-0.15%
1.31%
1.03%
0.72%
1.29%
2.63%
0.06%
-0.84%
-1.07%
0.53%
0.97%
-4.11%
2.04%
1.68%
-0.32%
1.87%
0.01%
0.16%
0.06%
1.76%
3.24%
1.24%
0.65%
0.47%
3.29%
0.83%
1.84%
0.98%
-0.10%
-3.61%
1.42%
4.17%
-2.64%
1.47%
-0.83%
0.32%
-1.05%
0.49%

220422686.26%
-126992953.97%
65798135.22%
-68415422.05%
-80742484.65%
40042589.70%
33270164.54%
-32257600.33%
76627682.25%
-146445899.53%
151082394.37%
4676317.28%
9177097.40%
144310345.77%
219041754.07%
297855014.98%
72790982.92%
-80800478.16%
243795642.08%
48976984.47%
99772152.22%
-64864170.61%
-107650891.82%
-24844800.66%
19466372.57%
-25515401.66%
-58057997.36%
69399499.59%
385085968.97%
108766870.73%
207314869.69%
254585979.16%
138419108.75%
3161838.22%
66849893.24%
-65046003.49%
-210687350.86%
38792510.19%
533449374.07%
-246228868.80%
242407695.07%
28745111.37%
76892281.26%
-34031950.26%
-18604132.53%

4.58%
1.80%
4.62%
3.35%
0.02%
1.60%
-1.68%
-1.30%
-1.73%
0.98%
0.76%
1.07%
0.34%
2.01%
1.87%
1.99%
2.14%
-3.27%
-2.08%
-0.30%
-1.24%
-0.56%
-3.14%
1.82%
0.78%
-0.42%
4.04%
3.78%
1.60%
0.60%
-0.38%
0.52%
-0.73%
1.69%
3.72%
0.19%
0.06%
2.46%
1.30
0.56
1.84%
1.84%
0.62%
61.70%
38.83%

-0.75%
2.84%
0.67%
-1.20%
-1.40%
2.51%
-0.33%
2.69%
-0.96%
-0.93%
1.07%
0.05%
0.11%
-4.05%
0.75%
0.46%
0.30%
-2.80%
-3.64%
0.50%
0.35%
1.40%
-0.51%
2.82%
-0.87%
1.40%
0.77%
-0.58%
-0.26%
-0.04%
-1.09%
-0.05%
-0.91%
-1.17%
-1.09%
0.15%
0.06%
2.54%
0.51
0.08
0.73%
0.73%
1.81%
46.69%
40.09%

1.96%
-1.34%
2.26%
3.09%
0.78%
3.68%
1.04%
-1.30%
-1.65%
0.05%
-0.24%
1.91%
-0.23%
0.34%
-0.43%
-0.53%
0.20%
-3.10%
-1.31%
-0.72%
0.55%
1.97%
-1.38%
1.23%
-0.83%
-0.61%
3.29%
0.37%
0.08%
-1.69%
0.24%
-0.35%
-0.28%
-0.39%
0.51%
0.25%
0.03%
1.62%
0.95
0.69
1.35%
1.35%
0.27%
85.55%
25.67%

199654822.30%
-124034587.19%
105556536.28%
150105545.51%
166348272.05%
530458940.67%
144185494.27%
20795722.29%
-219754511.35%
-198218230.73%
-56609232.38%
180016986.63%
59566532.67%
-68058779.25%
-42110374.57%
237126390.19%
-47502784.45%
-112128428.44%
-53654085.55%
133055688.11%
-3318817.80%
283871562.48%
-159790129.10%
59119331.51%
-136106727.97%
5566128.33%
240325592.65%
-156396137.54%
-15316191.61%
-147724160.19%
116641991.82%
-61662148.51%
57162952.60%
39038106.77%
-10800408.85%
42541633.79%
218205122460309.00%
147717677.50%
157397.73
0.00
222726.94%
222726.94%
147494950.56%
#NUM!
2335621557.85%

1.33
22.51%
39.18%

0.92
14.95%
31.74%

2.94
19.19%
66.36%

#NUM!
1517125.66%
#NUM!

Market Neutral
-32748288.48%
9817046.33%
74965623.32%
-22499100.02%
-164702001.98%
-46762856.74%
-122768676.73%
144932263.88%
7220770.74%
-133185546.91%
152117579.75%
282703014.19%
151039703.17%
-25207460.27%
-237101770.34%
-69035918.87%
-126982134.49%
-15155232.18%
-46154021.06%
220229802.90%
-197753271.03%
99343958.35%
279167295.64%
-50758770.35%
7056278.68%
-17651243.84%
69656266.16%
-35128780.34%
-285655914.23%
51769984.08%
187328547.26%
279603578.39%
-99645214.95%
-93174772.95%
283092358.74%
106612996.16%
106073923.86%
117410138.09%
-175606505.22%
-295711758.19%
91036232.56%

-41314250.12%
21095023.75%
-84735478.09%
83347475.60%
-55705100.71%
-27037627.46%
145468678.60%
-48221559.61%
62966279.96%
-117206547.62%
85900279.32%
-8138531.92%
-2762500.69%
85464410.11%
70925250.90%
-137792066.20%
-25329167.09%
117893553.88%
-24800437.09%
-106303553.86%
6492253.14%
-14033067.42%
107628577.93%
-49859414.76%
-95905708.24%
95859305.31%
83677674.13%
-18349581.33%
87049463.05%
125723878.09%
97953436.55%
-33037163.34%
-115233585.54%
293001981.59%
-35681030.78%
-20611735.75%
-132731747.02%
85704783.37%
80040765.94%
-52432994.50%
71923605.62%
-110902167.87%
192994701.10%
-30838447.78%
117354563.05%

138203807.29%
150291320.33%
221114418.32%
153194768.85%
19573632.56%
202072909.67%
-98677285.14%
36542652.35%
-76108868.58%
-108957285.44%
31366685.06%
44133740.32%
145567681.92%
-133184409.73%
94447156.79%
185766451.92%
78306216.82%
-146502477.14%
-222171281.78%
70672630.85%
-29800912.29%
81993509.78%
-119900960.20%
55128236.89%
-31204249.76%
62792637.04%
194376148.19%
96916182.98%
23487641.83%
-9849763.17%
-61291062.06%
-74601929.04%
-11058417.74%
-19016896.91%
82014607.70%
18040725.93%
145945434712983.00%
120807878.35%
0.00
0.00
0.00%
0.00%
120807878.35%
#NUM!
1910140274.38%

#NUM!
10.00%
#NUM!