KSE-100 Weekly Returns

Week Time PSO SEARLE

Index (%): PSO
1 Dec 29 to Jan 02 2009 130.50 64.9 5,794
2 Jan 05 to Jan 09 2009 123.90 61.66 6,144 -5.06
3 Jan 12 to Jan 16 2009 109.63 58.58 5,512 -11.52
4 Jan 19 to Jan 23 2009 100.57 58.58 4,930 -8.26
5 Jan 26 to Jan 30 2009 121.42 53.3 5,377 20.73
6 Feb 02 to Feb 06 2009 128.53 48.66 5,597 5.86
7 Feb 09 to Feb 13 2009 124.29 50.44 5,626 -3.30
8 Feb 16 to Feb 20 2009 138.79 51.18 5,969 11.67
9 Feb 23 to Feb 27 2009 141.37 46.61 5,727 1.86
10 Mar 02 to Mar 06 2009 148.41 45.99 5,748 4.98
11 Mar 09 to Mar 13 2009 147.95 42.2 5,750 -0.31
12 Mar 16 to Mar 20 2009 175.47 44.93 6,340 18.60
13 Mar 24 to Mar 27 2009 195.38 43.56 6,803 11.35
14 Mar 30 to Apr 03 2009 200.76 50.15 7,433 2.75
15 Apr 06 to Apr 10 2009 191.13 58.94 7,618 -4.80
16 Apr 13 to Apr 17 2009 223.68 65 7,795 17.03
17 Apr 20 to Apr 24 2009 210.26 63.23 7,621 -6.00
18 Apr 27 to Apr 30 2009 197.84 61.01 7,202 -5.91
19 May 04 to May 08 2009 191.08 60.79 7,130 -3.42
20 May 11 to May 15 2009 188.17 61.98 7,178 -1.52
21 May 18 to May 22 2009 196.09 60.9 7,146 4.21
22 May 25 to May 29 2009 210.11 61.75 7,277 7.15
23 Jun 1 to Jun 5 2009 206.38 58.16 6,895 -1.78
24 Jun 08 to Jun 12 2009 213.64 55.11 7,056 3.52
25 Jun 15 to Jun 19 2009 206.81 47.24 7,040 -3.20
26 Jun 22 to Jun 26 2009 207.17 48.45 7,206 0.17
27 Jun 29 to July 3 2009 227.01 43.74 7,471 9.58
28 Jul 06 to Jul 10 2009 234.04 50.44 7,503 3.10
29 Jul 13 to Jul 17 2009 233.79 50.95 7,764 -0.11
30 Jul 20 to Jul 24 2009 237.02 52 7,783 1.38
31 Jul 27 to Jul 31 2009 238.04 50.01 7,721 0.43
32 Aug 03 to Aug 07 2009 257.74 51.67 7,872 8.28
33 Aug 10 to Aug 13 2009 254.08 51 8,011 -1.42
34 Aug 17 to Aug 21 2009 273.68 53.08 8,108 7.71
35 Aug 24 to Aug 28 2009 286.60 52.67 8,541 4.72
36 Aug 31 to Sep 04 2009 290.12 59.29 9,003 1.23
37 Sep 07 to Sep 11 2009 295.66 60.09 9,059 1.91
38 Sep 14 to Sep 18 2009 330.75 71.06 9,437 11.87
39 Sep 24 to Sep 25 2009 330.20 67.72 9,664 -0.17
40 Sep 28 to Oct 2 2009 327.64 72.31 9,455 -0.78
41 Oct 5 to Oct 9 2009 330.34 72.17 9,769 0.82
42 Oct 12 to Oct 16 2009 339.95 73 9,838 2.91
43 Oct 19 to Oct 23 2009 306.10 56.3 9,151 -9.96
44 Oct 26 to Oct 30 2009 304.63 56.61 9,159 -0.48
45 Nov 02 to Nov 06 2009 297.49 58.03 8,936 -2.34
46 Nov 10 to Nov 13 2009 295.21 60.99 9,067 -0.77
47 Nov 16 to Nov 20 2009 297.21 63.67 9,306 0.68
48 Nov 23 to Nov 26 2009 298.35 62 9,206 0.38
49 Dec 01 to Dec 04 2009 289.25 60.27 9,009 -3.05
50 Dec 07 to Dec 11 2009 290.97 60.42 9,037 0.59
51 Dec 14 to Dec 18 2009 293.42 59.26 9,184 0.84
52 Dec 21 to Dec 24 2009 298.05 60.8 9,422 1.58
53 Dec 29 to Dec 31 2009 297.44 62.35 9,387 -0.20
54 Jan 04 to Jan 08 2010 306.91 57.29 9,776 3.18
55 Jan 11 to Jan 15 2010 308.96 54.12 9,923 0.67
56 Jan 18 to Jan 22 2010 311.62 55.49 9,778 0.86
57 Jan 25 to Jan 29 2010 299.52 50.72 9,614 -3.88
58 Feb 01 to Feb 04 2010 305.18 53.55 9,770 1.89
59 Feb 08 to Feb 12 2010 300.91 53.87 9,806 -1.40
60 Feb 15 to Feb 19 2010 303.66 53.73 9,903 0.91
61 Feb 22 to Feb 26 2010 299.33 51.19 9,658 -1.43
62 Mar 01 to Mar 05 2010 300.59 49.17 9,626 0.42
63 Mar 08 to Mar 12 2010 311.76 53.08 10,026 3.72
64 Mar 15 to Mar 19 2010 307.47 52 10,001 -1.38
65 Mar 22 to Mar 26 2010 312.59 52.49 10,138 1.67
66 Mar 29 to Apr 02 2010 320.02 55.06 10,417 2.38
67 Apr 05 to Apr 09 2010 319.35 56.1 10,586 -0.21
68 Apr 12 to Apr 16 2010 319.51 59.34 10,659 0.05
69 Apr 19 to Apr 23 2010 315.51 58.86 10,607 -1.25
70 Apr 26 to Apr 30 2010 313.88 58.1 10,428 -0.52
71 May 03 to May 07 2010 303.54 58 10,271 -3.29
72 May 10 to May 14 2010 301.49 59.25 10,272 -0.68
73 May 17 to May 21 2010 290.10 58 9,871 -3.78
74 May 24 to May 28 2010 266.43 57.8 9,521 -8.16
75 May 31 to Jun 04 2010 270.76 57.88 9,637 1.63
76 Jun 7 to Jun 11 2010 260.12 57.6 9,471 -3.93
77 Jun 14 to Jun 18 2010 267.39 58.01 9,646 2.79
78 Jun 21 to Jun 25 2010 268.74 58 9,797 0.50
79 Jun 28 to Jul 02 2010 258.84 58.98 9,698 -3.68
80 Jul 05 to Jul 09 2010 262.55 58.5 9,974 1.43
81 Jul 12 to Jul 16 2010 265.96 58.7 10,154 1.30
82 Jul 18 to Jul 23 2010 275.05 58 10,296 3.42
83 Jul 25 to Jul 30 2010 287.05 58.61 10,519 4.36
84 Aug 2 to Aug 6 2010 271.64 57.6 10,315 -5.37
85 Aug 8 to Aug 13 2010 259.15 55.62 9,823 -4.60
86 Aug 15 to Aug 20 2010 259.01 56.82 9,860 -0.05
87 Aug 23 to Aug 27 2010 237.50 57.02 9,599 -8.30
88 Sep 29 to Sep 3 2010 247.78 57.9 9,703 4.33
89 Sep 6 to Sep 9 2010 254.79 58 9,879 2.83
90 Sep 14 to Sep 17 2010 268.68 61 10053 5.45
91 Sep 20 to Sep 24 2010 264.22 62.17 9909 -1.66

Average weekly returns 0.93

Standard Deviation 5.51
Coefficient of Variation 5.92
Weighted Average(Portfolio Return)

Correlation(PSO:SEARLE) 0.24
Correlation(Market:PSO) 0.73
Correlation(Market:SEARLE) 0.33
Beta; PSO 1.15
Beta; SEARLE 0.58
Weekly Returns Weekly Returns (%): Portfolio
(%): SEARLE KSE-100 Index Returns

-4.99 6.04 -5.02

-5.00 -10.29 -8.26
0.00 -10.56 -4.13
-9.01 9.07 5.86
-8.71 4.09 -1.42
3.66 0.52 0.18
1.47 6.10 6.57
-8.93 -4.05 -3.54
-1.33 0.37 1.82
-8.24 0.03 -4.28
6.47 10.26 12.54
-3.05 7.30 4.15
15.13 9.26 8.94
17.53 2.49 6.37
10.28 2.32 13.66
-2.72 -2.23 -4.36
-3.51 -5.50 -4.71
-0.36 -1.00 -1.89
1.96 0.67 0.22
-1.74 -0.45 1.23
1.40 1.83 4.27
-5.81 -5.25 -3.79
-5.24 2.34 -0.86
-14.28 -0.23 -8.74
2.56 2.36 1.37
-9.72 3.68 -0.07
15.32 0.42 9.21
1.01 3.48 0.45
2.06 0.25 1.72
-3.83 -0.80 -1.70
3.32 1.96 5.80
-1.30 1.77 -1.36
4.08 1.21 5.90
-0.77 5.34 1.97
12.57 5.41 6.90
1.35 0.62 1.63
18.26 4.17 15.06
-4.70 2.41 -2.43
6.78 -2.16 3.00
-0.19 3.32 0.32
1.15 0.71 2.03
-22.88 -6.98 -16.42
 0.55 0.09 0.04
2.51 -2.43 0.08
5.10 1.47 2.17
4.39 2.64 2.54
-2.62 -1.07 -1.12
-2.79 -2.14 -2.92
0.25 0.31 0.42
-1.92 1.62 -0.54
2.60 2.59 2.09
2.55 -0.37 1.17
-8.12 4.14 -2.47
-5.53 1.50 -2.43
2.53 -1.46 1.70
-8.60 -1.68 -6.24
5.58 1.62 3.73
0.60 0.37 -0.40
-0.26 0.99 0.33
-4.73 -2.47 -3.08
-3.95 -0.33 -1.76
7.95 4.16 5.83
-2.03 -0.25 -1.71
0.94 1.37 1.30
4.90 2.75 3.64
1.89 1.62 0.84
5.78 0.69 2.91
-0.81 -0.49 -1.03
-1.29 -1.69 -0.90
-0.17 -1.51 -1.73
2.16 0.01 0.74
-2.11 -3.90 -2.94
-0.34 -3.55 -4.25
0.14 1.22 0.88
-0.48 -1.72 -2.21
0.71 1.85 1.75
-0.02 1.57 0.24
1.69 -1.01 -1.00
-0.81 2.85 0.31
0.34 1.80 0.82
-1.19 1.40 1.11
1.05 2.17 2.71
-1.72 -1.94 -3.55
-3.44 -4.77 -4.02
2.16 0.38 1.05
0.35 -2.65 -3.98
1.54 1.09 2.94
0.17 1.82 1.50
5.17 1.76 5.31
1.92 -1.43 0.13

0.14 0.66
6.14 3.49 4.59
43.89 5.30
5.82
 PSO
25.00

20.00

15.00

10.00 PSO
5.00

0.00
-15.00 -10.00 -5.00 0.00 5.00 10.00 15.00
-5.00

-10.00

-15.00
 PSO

10.00 15.00
 SEARLE
25.00
20.00
15.00
10.00
5.00 SEARLE
0.00
-15.00 -10.00 -5.00 -5.000.00 5.00 10.00 15.00

-10.00
-15.00
-20.00
-25.00
 SEARLE

10.00 15.00
30.00

20.00

10.00

0.00
1 4 7 10 13 16 19 22 25 28 31 34 37 40 43 46 49 52 55 58 61 64 67 70

-10.00

-20.00

-30.00
 PSO
SEARLE
52 55 58 61 64 67 70 73 76 79 82 85 88