Date

HDFC
Jan-11
Feb-11
Mar-11
Apr-11
May-11
Jun-11
Jul-11
Aug-11
Sep-11
Oct-11
Nov-11
Dec-11
Jan-12
Feb-12
Mar-12
Apr-12
May-12
Jun-12
Jul-12
Aug-12
Sep-12
Oct-12
Nov-12
Dec-12
Jan-13
Feb-13
Mar-13
Apr-13
May-13
Jun-13
Jul-13
Aug-13
Sep-13
Oct-13
Nov-13
Dec-13
Jan-14
Feb-14
Mar-14
Apr-14
May-14
Jun-14
Jul-14
Aug-14

HUL
408.57
409.94
468.59
458.5
477.66
500.52
487.4
472.2
467.25
489.05
441.45
427.05
490.9
517.8
520.05
542.2
505.95
563.5
587.85
595.05
628.7
634.55
703.65
678.8
643.4
625.6
624.1
682.15
700.45
668.5
609.7
593.8
593.7
679.45
661.2
665.75
628.9
667.5
748.85
718.25
794.1
821.35
833.65
842.95

Maruti
271.15
282.1
284.6
285.2
304.85
342.75
323.95
320.9
340.25
375.25
396.1
407.8
379.35
380.2
409.9
416.35
426.7
454.35
466.95
518.25
544.55
547.45
538.35
524.7
472.95
443.9
466.1
583.6
592.5
585.05
613.45
628.55
627.4
609.25
594.45
570.95
570.35
548.8
603.65
566.9
600.95
619.5
685.5
741.25

Infosys
1252.8
779.08
1206.7
750.77
1263.55
809.19
1319.75
726.49
1227.5
697.97
1158.45
726.85
1207.9
691.7
1092.35
585.7
1081.4
633.45
1125.65
718.8
968.65
651.89
920.05
691.27
1187.55
685.84
1256.25
718.85
1349.1
716.24
1369.9
615.65
1106.45
609.97
1169.75
625.64
1133.05
556.85
1138.55
593.32
1349.9
633.5
1436.25
590.88
1473.55
609.15
1488.95
579.63
1582.65
697.19
1356.65
726.5
1279.7
722.48
1668.85
558.62
1606.1
601.9
1538
623.32
1327.1
741.79
1244.05
775.08
1357.95
753.87
1633.7
827.17
1677.4
838.38
1763
871.38
1635.35
924.87
1586.3
955.05
1971.4
819.72
1918
794.3
2269.5
735.38
2438.35
811.62
2524.5
841.43
2784.35
898.5

Sep-14
Oct-14
Nov-14
Dec-14
Jan-15
Feb-15
Mar-15
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
Dec-15
Jan-16
Feb-16
Mar-16
Apr-16
May-16
Jun-16
Jul-16
Aug-16

871.5
912.2
957.4
952
1076
1067.85
1022.85
989.2
1051.1
1067.45
1111.2
1028.15
1068.9
1097.05
1075.95
1082.75
1048.95
972.55
1071.2
1133.45
1181.35
1175.9
1246.55
1290.75

745.85
738.35
786.6
759.5
932.8
909.8
872.9
849.5
859.8
916.45
921.05
861.5
813.3
801.85
809.45
862.35
816.9
829.8
869.5
866.65
849.9
898.6
921.5
916.65

3064.35
3338.35
3336.1
3328.3
3645.25
3618.25
3699.25
3732.05
3785.45
4022.7
4330.4
4167.5
4689.3
4448.65
4576.7
4615.35
4097.45
3242.6
3719.1
3794.95
4167.9
4185.15
4755.2
5052.65

936.92
1012.87
1089.82
985.6
1071.38
1147.43
1108.3
971.2
1011.2
985.35
1078.05
1095.2
1160.45
1136.05
1088.45
1104.55
1164.85
1083.75
1217.95
1210.85
1249.85
1170.75
1073.95
1036.8

Tata Motor
TCS
227.22
214.07
246.86
243.21
216.18
196.59
187.47
146.77
154.45
196.35
170.62
176.51
241.02
267.93
272.78
313.39
230.73
239.48
223.51
231.27
264.62
251.95
271.34
309.09
294.84
284.35
266.45
296.28
310.13
278.47
287.47
295.53
328.83
376.17
394.37
372.41
346.14
412.63
394.13
410.06
411.05
426.58
442.16
518.84

1157.15
1112.95
1182.5
1163.6
1158.8
1180.35
1134.45
1040.6
1037.5
1114.2
1113.1
1161.25
1130.5
1221.05
1167.85
1244.9
1245.8
1277.55
1240.65
1347.3
1294
1313.4
1312.85
1258.55
1342.75
1514.75
1571.8
1376.25
1499.6
1518.4
1815.1
2023.15
1926.7
2108.25
2004.6
2170.95
2236.2
2272.8
2128.25
2189.4
2144.2
2419.45
2577.3
2524.6

Return HDFC
Return HUL
0.0033531586 0.040383552
0.1430697175 0.008862106
-0.0215326832 0.002108222
0.0417884406 0.068899018
0.0478583093 0.124323438
-0.0262127388 -0.05485047
-0.0311858843 -0.00941503
-0.0104828463 0.060299159
0.0466559658 0.10286554
-0.0973315612 0.055562958
-0.0326197757 0.029537995
0.1495141084 -0.06976459
0.0547973111 0.002240675
0.0043453071 0.078116781
0.0425920585 0.015735545
-0.0668572482 0.024858893
0.1137464176 0.064799625
0.0432120674 0.027731925
0.0122480225 0.10986187
0.0565498698 0.050747709
0.0093049149 0.005325498
0.1088960681 -0.01662252
-0.0353158531 -0.02535525
-0.0521508544 -0.09862779
-0.0276655269 -0.06142298
-0.0023976982 0.050011264
0.0930139401 0.252091826
0.0268269442 0.015250171
-0.0456135342 -0.01257384
-0.0879581152 0.04854286
-0.0260783992 0.024614883
-0.0001684069 -0.00182961
0.1444332154 -0.02892891
-0.0268599603 -0.02429216
0.0068814277 -0.03953234
-0.0553511078 -0.00105088
0.0613770075 -0.03778382
0.1218726592 0.099945335
-0.0408626561 -0.06087965
0.1056038984 0.060063503
0.0343155774 0.030867793
0.0149753455 0.10653753
0.0111557608 0.081327498
0.03386915 0.006205734

497.42
529.97
527.3
490.84
578.75
587.36
544.12
508.45
481.6
434.55
384.35
340.15
298.45
384.45
423.35
391.25
336.7
300.25
386.3
408.85
458.2
459.25
503
537.45

2738.2
2604.55
2643.1
2554.7
2481
2675.3
2547.05
2466.65
2610.6
2552.2
2510
2565.25
2587.7
2497.3
2365.25
2439.2
2391.2
2181.9
2516.05
2530.05
2575.1
2550.8
2618.55
2512.55

0.0467010901
0.0495505372
-0.0056402757
0.1302521008
-0.0075743494
-0.0421407501
-0.0328982744
0.0625758188
0.0155551327
0.0409855263
-0.0747390209
0.0396342946
0.0263354851
-0.0192333987
0.0063199963
-0.0312168091
-0.0728347395
0.1014343736
0.0581123973
0.0422603556
-0.0046133661
0.0600816396
0.0354578637

Average
Variance
St.Dev
Weight
weight*St.Dev

0.0189548872 0.020161353
0.0034217071
0.0039179
0.0017108535 0.00195895
0.0437247924 0.045893152
7.480672E-005 8.9902E-005

Return

0.015

Column
Column
Column
Column
Column
Column
Variance Of Portfolio

-0.01005564
0.065348412
-0.03445207
0.228176432
-0.02465695
-0.04055836
-0.02680719
0.012124779
0.065887416
0.005019368
-0.06465447
-0.05594893
-0.01407845
0.009478082
0.065353017
-0.05270482
0.015791407
0.047842854
-0.00327775
-0.01932729
0.057300859
0.025484086
-0.00526316

1
2
3
4
5
6

5.849900E-008

Column 1
0.003370637
0.001125096
0.000704837
0.001210679
0.003776021
1.6782E-005

Maruti
Infosys
Tata Motor
TCS
-0.03679757 -0.03633773 -0.05787343 -0.0381973
0.047111958 0.077813445 0.153174195 0.062491576
0.04447786 -0.10220097 -0.01478571 -0.01598309
-0.0698996 -0.03925725 -0.11113852 -0.00412513
-0.05625255 0.041377137 -0.09061893 0.018596824
0.042686348 -0.04835936 -0.04639097 -0.03888677
-0.09566189 -0.15324563 -0.2171014 -0.08272731
-0.01002426 0.081526379 0.05232677 -0.00297905
0.040919179 0.134738338 0.271285206 0.073927711
-0.13947497 -0.0930857 -0.13104151 -0.00098726
-0.05017292 0.060408965 0.034521158 0.043257569
0.290745068 -0.00785511 0.365475044 -0.02648009
0.057850196 0.048130759 0.111650485 0.080097302
0.073910448 -0.0036308 0.018101743 -0.04356906
0.015417686 -0.14044175 0.148874551 0.065975939
-0.19231331 -0.00922602 -0.26376081 0.00072295
0.057209996 0.025689788 0.037923114 0.025485632
-0.03137423 -0.10995141 -0.06668615 -0.02888341
0.004854155
0.0654934 0.034718805 0.085963003
0.185630846 0.067720623 0.144203745 -0.0395606
0.063967701 -0.06727703 -0.04787998 0.014992272
0.025970409 0.030919984 0.076959714 -0.00041876
0.010450952 -0.04846097 0.139124346 -0.0413604
0.062930253 0.20281904 -0.04610308 0.066902388
-0.14279847 0.04204019 -0.03557862 0.128095327
-0.0567206 -0.00553338 -0.06295059 0.037662981
0.30409471 -0.22680213 0.111953462 -0.1244115
-0.03760074 0.077476639 0.046746321 0.089627611
-0.04240085 0.035587307 -0.10208622 0.012536676
-0.13712614 0.190062889 0.03231946 0.195403056
-0.06258006 0.04487793 0.028037708 0.114621784
0.091555806 -0.02736492 0.112678916 -0.04767318
0.203063441 0.097231618 0.143964967 0.094228474
0.026749097 0.013552232 0.04838238
-0.049164
0.051031358 0.039361626 -0.05568375 0.082984136
-0.07240499 0.061385389 -0.07054053 0.030055966
-0.02999358 0.032631613 0.192089906 0.016367051
0.242766185 -0.14169939 -0.04483436 -0.06359996
-0.02708735 -0.03101059 0.040418136 0.028732527
0.183263816 -0.07417852 0.002414281 -0.02064493
0.074399647 0.103674291 0.037781292 0.128369555
0.035331269 0.036729011 0.036523044
0.0652421
0.102931274 0.067825012 0.173421386 -0.02044776
0.10056207 0.042760156 -0.0412844 0.084607463

0.089415374
-0.00067399
-0.00233806
0.095228795
-0.0074069
0.022386513
0.008866662
0.01430849
0.062674187
0.076490914
-0.03761777
0.125206959
-0.05131896
0.028784013
0.008444949
-0.11221251
-0.20862976
0.146949978
0.020394719
0.09827534
0.004138775
0.136207782
0.062552574

0.081063485
0.075972237
-0.09563047
0.087033279
0.070983218
-0.0341023
-0.12370297
0.041186161
-0.02556369
0.094078246
0.015908353
0.059578159
-0.02102633
-0.04189956
0.014791676
0.054592368
-0.0696227
0.123829296
-0.00582947
0.032208779
-0.06328759
-0.08268204
-0.03459193

0.065437658
-0.00503802
-0.0691447
0.179101133
0.01487689
-0.07361754
-0.06555539
-0.05280755
-0.09769518
-0.1155218
-0.11499935
-0.12259297
0.28815547
0.101183509
-0.07582379
-0.13942492
-0.10825661
0.286594505
0.05837432
0.120704415
0.002291576
0.095264017
0.068489066

-0.04880944
0.014801021
-0.03344558
-0.02884879
0.078315195
-0.04793855
-0.03156593
0.058358502
-0.02237034
-0.01653475
0.022011952
0.008751584
-0.0349345
-0.05287711
0.031265194
-0.01967858
-0.08752927
0.15314634
0.005564277
0.017805972
-0.00943653
0.026560295
-0.04048042

0.025810832
0.01003403
0.005017015
0.314533939
0.001578022

0.00760002
0.006631405
0.003315702
0.543022712
0.001800502

0.01983173
0.014562654
0.007281327
0.045489772
0.000331226

0.013417595
0.003725611
0.001862805
0.007335632
1.3665E-005

Column 2
0.001125096
0.003859423
0.000462846
0.0008413
0.000943064
-0.00042844

Column 3
0.000704837
0.000462846
0.009884269
0.001175288
0.002191252
0.000453293

Column 4
0.001210679
0.0008413
0.001175288
0.006532428
0.000749236
0.000789106

Column 5
0.003776021
0.000943064
0.002191252
0.000749236
0.014345301
0.001037049

Column 6
1.6782E-005
-0.00042844
0.000453293
0.000789106
0.001037049
0.003670005

7.4807E-005
8.9902E-005
0.001578022
0.001800502
0.000331226
1.3665E-005

Column
Column
Column
Column
Column
Column
Column

1
2
3
4
5
6
7

Column 1 Column 2 Column 3 Column 4 Column 5 Column 6

0.0033706 0.0011251 0.0007048 0.0012107 0.003776 1.68E-005
0.0011251 0.0038594 0.0004628 0.0008413 0.0009431 -0.000428
0.0007048 0.0004628 0.0098843 0.0011753 0.0021913 0.0004533
0.0012107 0.0008413 0.0011753 0.0065324 0.0007492 0.0007891
0.003776 0.0009431 0.0021913 0.0007492 0.0143453 0.001037
1.68E-005 -0.000428 0.0004533 0.0007891 0.001037
0.00367
0.0004318 0.0007819 0.0005791 0.0014526 0.0021622 0.0008587

Column 7
0.0004318
0.0007819
0.0005791
0.0014526
0.0021622
0.0008587
#DIV/0!