RMIT Classification: Trusted #

ASX All NASDAQ

Date Ordinaries ASX200 S&P 500 Composite Hang Seng NIKKEI 225

2/28/2019 6287.10 6203.80 2784.49 7408.14 28228.42 21025.56

1/31/2019 6252.70 6169.00 2704.10 7532.53 28633.18 21385.16
12/31/2018 5937.30 5864.70 2506.85 7281.74 27942.47 20773.49
11/30/2018 5709.40 5646.40 2760.17 6635.28 25845.70 20014.77
10/31/2018 5749.30 5667.20 2711.74 7330.54 26506.75 22351.06
9/30/2018 5913.30 5830.30 2913.98 7305.90 24979.69 21920.46
8/31/2018 6325.50 6207.60 2901.52 8046.35 27788.52 24120.04
7/31/2018 6427.80 6319.50 2816.29 8109.54 27888.55 22865.15
6/30/2018 6366.20 6280.20 2718.37 7671.79 28583.01 22553.72
5/31/2018 6289.70 6194.60 2705.27 7510.30 28955.11 22304.51
4/30/2018 6123.50 6011.90 2648.05 7442.12 30468.56 22201.82
3/31/2018 6071.60 5982.70 2640.87 7066.27 30808.45 22467.87
2/28/2018 5868.90 5759.40 2713.83 7063.45 30093.38 21454.30
1/31/2018 6117.30 6016.00 2823.81 7273.01 30844.72 22068.24
12/31/2017 6146.50 6037.70 2673.61 7411.48 32887.27 23098.29
11/30/2017 6167.30 6065.10 2584.84 6903.39 29919.15 22764.94
10/31/2017 6023.50 5969.90 2575.26 6873.97 29177.35 22724.96
9/30/2017 5976.40 5909.00 2519.36 6727.67 28245.54 22011.61
8/31/2017 5744.90 5681.60 2471.65 6495.96 27554.30 20356.28
7/31/2017 5776.30 5714.50 2470.30 6428.66 27970.30 19646.24
6/30/2017 5773.90 5720.60 2423.41 6348.12 27323.99 19925.18
5/31/2017 5764.00 5721.50 2411.80 6140.42 25764.58 20033.43
4/30/2017 5761.30 5724.60 2384.20 6198.52 25660.65 19650.57
3/31/2017 5947.60 5924.10 2362.72 6047.61 24615.13 19196.74
2/28/2017 5903.80 5864.90 2363.64 5911.74 24111.59 18909.26
1/31/2017 5761.00 5712.20 2278.87 5825.44 23740.73 19118.99
12/31/2016 5675.00 5620.90 2238.83 5614.79 23360.78 19041.34
11/30/2016 5719.10 5665.80 2198.81 5444.50 22000.56 19114.37
10/31/2016 5502.40 5440.50 2126.15 5323.68 22789.77 18308.48
9/30/2016 5402.40 5317.70 2168.27 5189.14 22934.54 17425.02
8/31/2016 5525.20 5435.90 2170.95 5312.00 23297.15 16449.84
7/31/2016 5529.40 5433.00 2173.60 5213.22 22976.88 16887.40
6/30/2016 5644.00 5562.30 2098.86 5162.13 21891.37 16569.27
5/31/2016 5310.40 5233.40 2096.95 4842.67 20794.37 15575.92
4/30/2016 5447.80 5378.60 2065.30 4948.05 20815.09 17234.98
3/31/2016 5316.00 5252.20 2059.74 4775.36 21067.05 16666.05
2/29/2016 5151.80 5082.80 1932.23 4869.85 20776.70 16758.67
1/31/2016 4947.90 4880.90 1940.24 4557.95 19111.93 16026.76
12/31/2015 5056.60 5005.50 2043.94 4613.95 19683.11 17518.30
11/30/2015 5344.60 5295.90 2080.41 5007.41 21914.40 19033.71
10/31/2015 5218.20 5166.50 2079.36 5108.67 21996.42 19747.47
9/30/2015 5288.60 5239.40 1920.03 5053.75 22640.04 19083.10
8/31/2015 5058.60 5021.60 1972.18 4620.16 20846.30 17388.15
7/31/2015 5222.10 5207.00 2103.84 4812.71 21670.58 18890.48
6/30/2015 5681.70 5699.20 2063.11 5128.28 24636.28 20585.24
5/31/2015 5451.20 5459.00 2107.39 4986.87 26250.03 20235.73
4/30/2015 5774.90 5777.20 2085.51 5070.03 27424.19 20563.15
 RMIT Classification: Trusted #

3/31/2015 5773.70 5790.00 2067.89 4941.42 28133.00 19520.01

2/28/2015 5861.90 5891.50 2104.50 4900.88 24900.89 19206.99
1/31/2015 5898.50 5928.80 1994.99 4963.53 24823.29 18797.94
12/31/2014 5551.60 5588.30 2058.90 4635.24 24507.05 17674.39
11/30/2014 5388.60 5411.00 2067.56 4736.05 23605.04 17450.77
10/31/2014 5298.10 5313.00 2018.05 4791.63 23987.45 17459.85
9/30/2014 5505.00 5526.60 1972.29 4630.74 23998.06 16413.76
8/31/2014 5296.80 5292.80 2003.37 4493.39 22932.98 16173.52
7/31/2014 5624.60 5625.90 1930.67 4580.27 24742.06 15424.59
6/30/2014 5623.10 5632.90 1960.23 4369.77 24756.85 15620.77
5/31/2014 5382.00 5395.70 1923.57 4408.18 23190.72 15162.10
4/30/2014 5473.80 5492.50 1883.95 4242.62 23081.65 14632.38
3/31/2014 5470.80 5489.10 1872.34 4114.56 22133.97 14304.11
2/28/2014 5403.00 5394.80 1859.45 4198.99 22151.06 14827.83
1/31/2014 5415.40 5404.80 1782.59 4308.12 22836.96 14841.07
12/31/2013 5205.10 5190.00 1848.36 4103.88 22035.42 14914.53
11/30/2013 5353.10 5352.20 1805.81 4176.59 23306.39 16291.31
10/31/2013 5314.30 5320.10 1756.54 4059.89 23881.29 15661.87
9/30/2013 5420.30 5425.50 1681.55 3919.71 23206.37 14327.94
8/31/2013 5217.70 5218.90 1632.97 3771.48 22859.86 14455.80
7/31/2013 5125.30 5135.00 1685.73 3589.87 21731.37 13388.86
6/30/2013 5035.70 5052.00 1606.28 3626.37 21883.66 13668.32
5/31/2013 4775.40 4802.60 1630.74 3403.25 20803.29 13677.32
4/30/2013 4914.00 4926.60 1597.57 3455.91 22392.16 13774.54
3/31/2013 5168.60 5191.20 1569.19 3328.79 22737.01 13860.86
2/28/2013 4979.90 4966.50 1514.68 3267.52 22299.63 12397.91
1/31/2013 5120.40 5104.10 1498.11 3160.19 23020.27 11559.36
12/31/2012 4901.00 4878.80 1426.19 3142.13 23729.53 11138.66
11/30/2012 4664.60 4649.00 1416.18 3019.51 22656.92 10395.18
10/31/2012 4518.00 4506.00 1412.16 3010.24 22030.39 9446.01
9/30/2012 4535.40 4517.00 1440.67 2977.23 21641.82 8928.29
8/31/2012 4406.30 4387.00 1406.58 3116.23 20840.38 8870.16
7/31/2012 4339.00 4316.10 1379.32 3066.96 19482.57 8839.91
6/30/2012 4289.40 4269.20 1362.16 2939.52 19796.81 8695.06
5/31/2012 4135.50 4094.60 1310.33 2935.05 19441.46 9006.78
4/30/2012 4133.70 4076.30 1397.91 2827.34 18629.52 8542.73
3/31/2012 4467.20 4396.60 1408.47 3046.36 21094.21 9520.89
2/29/2012 4420.00 4335.20 1365.68 3091.57 20555.58 10083.56
1/31/2012 4388.10 4298.50 1312.41 2966.89 21680.08 9723.24
12/31/2011 4325.70 4262.70 1257.60 2813.84 20390.49 8802.51
11/30/2011 4111.00 4056.60 1246.96 2605.15 18434.39 8455.35
10/31/2011 4184.70 4119.80 1253.30 2620.34 17989.35 8434.61
9/30/2011 4360.50 4298.10 1131.42 2684.41 19864.87 8988.39
8/31/2011 4070.10 4008.60 1218.89 2415.40 17592.41 8700.29
7/31/2011 4369.90 4296.50 1292.28 2579.46 20534.85 8955.20
6/30/2011 4500.50 4424.60 1320.64 2756.38 22440.25 9833.03
5/31/2011 4659.80 4608.00 1345.20 2773.52 22398.10 9816.09
4/30/2011 4788.90 4708.30 1363.61 2835.30 23684.13 9693.73
3/31/2011 4899.00 4823.20 1325.83 2873.54 23720.81 9849.74
2/28/2011 4928.60 4837.90 1327.22 2781.07 23527.52 9755.10
 RMIT Classification: Trusted #

1/31/2011 4923.60 4831.70 1286.12 2782.27 23338.02 10624.09

12/31/2010 4850.00 4753.90 1257.64 2700.08 23447.34 10237.92
11/30/2010 4846.90 4745.20 1180.55 2652.87 23035.45 10228.92
10/31/2010 4676.40 4584.40 1183.26 2498.23 23007.99 9937.04
9/30/2010 4733.40 4661.60 1141.20 2507.41 23096.32 9202.45
8/31/2010 4636.90 4582.90 1049.33 2368.62 22358.17 9369.35
7/31/2010 4438.80 4404.20 1101.60 2114.03 20536.49 8824.06
6/30/2010 4507.40 4493.50 1030.71 2254.70 21029.81 9537.30
5/31/2010 4324.80 4301.50 1089.41 2109.24 20128.99 9382.64
4/30/2010 4453.60 4429.70 1186.69 2257.04 19765.19 9768.70
3/31/2010 4833.90 4807.40 1169.43 2461.19 21108.59 11057.40
2/28/2010 4893.10 4875.50 1104.49 2397.96 21239.35 11089.94
1/31/2010 4651.10 4637.70 1073.87 2238.26 20608.70 10126.03
12/31/2009 4596.90 4569.60 1115.10 2147.35 20121.99 10198.04
11/30/2009 4882.70 4870.60 1095.63 2269.15 21872.50 10546.44
10/31/2009 4715.50 4701.40 1036.19 2144.60 21821.50 9345.55
9/30/2009 4646.90 4643.20 1057.08 2045.11 21752.87 10034.74
8/31/2009 4739.30 4743.60 1020.62 2122.42 20955.25 10133.23
7/31/2009 4484.10 4479.10 987.48 2009.06 19724.19 10492.53
6/30/2009 4249.50 4244.00 919.32 1978.50 20573.33 10356.83
5/31/2009 3947.80 3954.90 919.14 1835.04 18378.73 9958.44
4/30/2009 3813.30 3818.00 872.81 1774.33 18171.00 9522.50
3/31/2009 3744.70 3780.50 797.87 1717.30 15520.99 8828.26
2/28/2009 3532.30 3582.10 735.09 1528.59 13576.02 8109.53
 RMIT Classification: Trusted #

ASX All NASDAQ

Monthly return Ordinaries ASX200 S&P 500 Composite Hang Seng

0.55% 0.56% 2.97% -1.65% -1.41%

5.31% 5.19% 7.87% 3.44% 2.47%
3.99% 3.87% -9.18% 9.74% 8.11%
-0.69% -0.37% 1.79% -9.48% -2.49%
-2.77% -2.80% -6.94% 0.34% 6.11%
-6.52% -6.08% 0.43% -9.20% -10.11%
-1.59% -1.77% 3.03% -0.78% -0.36%
0.97% 0.63% 3.60% 5.71% -2.43%
1.22% 1.38% 0.48% 2.15% -1.29%
2.71% 3.04% 2.16% 0.92% -4.97%
0.85% 0.49% 0.27% 5.32% -1.10%
3.45% 3.88% -2.69% 0.04% 2.38%
-4.06% -4.27% -3.89% -2.88% -2.44%
-0.48% -0.36% 5.62% -1.87% -6.21%
-0.34% -0.45% 3.43% 7.36% 9.92%
2.39% 1.59% 0.37% 0.43% 2.54%
0.79% 1.03% 2.22% 2.17% 3.30%
4.03% 4.00% 1.93% 3.57% 2.51%
-0.54% -0.58% 0.05% 1.05% -1.49%
0.04% -0.11% 1.93% 1.27% 2.37%
0.17% -0.02% 0.48% 3.38% 6.05%
0.05% -0.05% 1.16% -0.94% 0.41%
-3.13% -3.37% 0.91% 2.50% 4.25%
0.74% 1.01% -0.04% 2.30% 2.09%
2.48% 2.67% 3.72% 1.48% 1.56%
1.52% 1.62% 1.79% 3.75% 1.63%
-0.77% -0.79% 1.82% 3.13% 6.18%
3.94% 4.14% 3.42% 2.27% -3.46%
1.85% 2.31% -1.94% 2.59% -0.63%
-2.22% -2.17% -0.12% -2.31% -1.56%
-0.08% 0.05% -0.12% 1.89% 1.39%
-2.03% -2.32% 3.56% 0.99% 4.96%
6.28% 6.28% 0.09% 6.60% 5.28%
-2.52% -2.70% 1.53% -2.13% -0.10%
2.48% 2.41% 0.27% 3.62% -1.20%
3.19% 3.33% 6.60% -1.94% 1.40%
4.12% 4.14% -0.41% 6.84% 8.71%
-2.15% -2.49% -5.07% -1.21% -2.90%
-5.39% -5.48% -1.75% -7.86% -10.18%
2.42% 2.50% 0.05% -1.98% -0.37%
-1.33% -1.39% 8.30% 1.09% -2.84%
4.55% 4.34% -2.64% 9.38% 8.60%
-3.13% -3.56% -6.26% -4.00% -3.80%
-8.09% -8.64% 1.97% -6.15% -12.04%
4.23% 4.40% -2.10% 2.84% -6.15%
-5.61% -5.51% 1.05% -1.64% -4.28%
0.02% -0.22% 0.85% 2.60% -2.52%
RMIT Classification: Trusted #

-1.50% -1.72% -1.74% 0.83% 12.98%

-0.62% -0.63% 5.49% -1.26% 0.31%
6.25% 6.09% -3.10% 7.08% 1.29%
3.02% 3.28% -0.42% -2.13% 3.82%
1.71% 1.84% 2.45% -1.16% -1.59%
-3.76% -3.86% 2.32% 3.47% -0.04%
3.93% 4.42% -1.55% 3.06% 4.64%
-5.83% -5.92% 3.77% -1.90% -7.31%
0.03% -0.12% -1.51% 4.82% -0.06%
4.48% 4.40% 1.91% -0.87% 6.75%
-1.68% -1.76% 2.10% 3.90% 0.47%
0.05% 0.06% 0.62% 3.11% 4.28%
1.25% 1.75% 0.69% -2.01% -0.08%
-0.23% -0.19% 4.31% -2.53% -3.00%
4.04% 4.14% -3.56% 4.98% 3.64%
-2.76% -3.03% 2.36% -1.74% -5.45%
0.73% 0.60% 2.80% 2.87% -2.41%
-1.96% -1.94% 4.46% 3.58% 2.91%
3.88% 3.96% 2.97% 3.93% 1.52%
1.80% 1.63% -3.13% 5.06% 5.19%
1.78% 1.64% 4.95% -1.01% -0.70%
5.45% 5.19% -1.50% 6.56% 5.19%
-2.82% -2.52% 2.08% -1.52% -7.10%
-4.93% -5.10% 1.81% 3.82% -1.52%
3.79% 4.52% 3.60% 1.88% 1.96%
-2.74% -2.70% 1.11% 3.40% -3.13%
4.48% 4.62% 5.04% 0.57% -2.99%
5.07% 4.94% 0.71% 4.06% 4.73%
3.24% 3.17% 0.28% 0.31% 2.84%
-0.38% -0.24% -1.98% 1.11% 1.80%
2.93% 2.96% 2.42% -4.46% 3.85%
1.55% 1.64% 1.98% 1.61% 6.97%
1.16% 1.10% 1.26% 4.34% -1.59%
3.72% 4.26% 3.96% 0.15% 1.83%
0.04% 0.45% -6.27% 3.81% 4.36%
-7.47% -7.29% -0.75% -7.19% -11.68%
1.07% 1.42% 3.13% -1.46% 2.62%
0.73% 0.85% 4.06% 4.20% -5.19%
1.44% 0.84% 4.36% 5.44% 6.32%
5.22% 5.08% 0.85% 8.01% 10.61%
-1.76% -1.53% -0.51% -0.58% 2.47%
-4.03% -4.15% 10.77% -2.39% -9.44%
7.13% 7.22% -7.18% 11.14% 12.92%
-6.86% -6.70% -5.68% -6.36% -14.33%
-2.90% -2.90% -2.15% -6.42% -8.49%
-3.42% -3.98% -1.83% -0.62% 0.19%
-2.70% -2.13% -1.35% -2.18% -5.43%
-2.25% -2.38% 2.85% -1.33% -0.15%
-0.60% -0.30% -0.10% 3.32% 0.82%
0.10% 0.13% 3.20% -0.04% 0.81%
 RMIT Classification: Trusted #

1.52% 1.64% 2.26% 3.04% -0.47%

0.06% 0.18% 6.53% 1.78% 1.79%
3.65% 3.51% -0.23% 6.19% 0.12%
-1.20% -1.66% 3.69% -0.37% -0.38%
2.08% 1.72% 8.76% 5.86% 3.30%
4.46% 4.06% -4.74% 12.04% 8.87%
-1.52% -1.99% 6.88% -6.24% -2.35%
4.22% 4.46% -5.39% 6.90% 4.48%
-2.89% -2.89% -8.20% -6.55% 1.84%
-7.87% -7.86% 1.48% -8.29% -6.36%
-1.21% -1.40% 5.88% 2.64% -0.62%

Expected return (ER) 0.29% 0.28% 0.92% 1.14% 0.39%

Variance 0.11% 0.11% 0.13% 0.18% 0.26%
 RMIT Classification: Trusted #

NIKKEI
225 Portfolio return

-1.68% -0.11%
2.94% 4.54%
3.79% 3.39%
-10.45% -3.62%
1.96% -0.68%
-9.12% -6.77%
5.49% 0.67%
1.38% 1.64%
1.12% 0.84%
0.46% 0.72%
-1.18% 0.77%
4.72% 1.96%
-2.78% -3.39%
-4.46% -1.29%
1.46% 3.57%
0.18% 1.25%
3.24% 2.13%
8.13% 4.03%
3.61% 0.35%
-1.40% 0.68%
-0.54% 1.59%
1.95% 0.43%
2.36% 0.59%
1.52% 1.27%
-1.10% 1.80%
0.41% 1.79%
-0.38% 1.53%
4.40% 2.45%
5.07% 1.54%
5.93% -0.41%
-2.59% 0.09%
1.92% 1.18%
6.38% 5.15%
-9.63% -2.59%
3.41% 1.83%
-0.55% 2.00%
4.57% 4.66%
-8.51% -3.72%
-7.96% -6.44%
-3.61% -0.17%
3.48% 1.22%
9.75% 5.66%
-7.95% -4.78%
-8.23% -6.86%
1.73% 0.82%
-1.59% -2.93%
5.34% 1.01%
 RMIT Classification: Trusted #

1.63% 1.74%
2.18% 0.91%
6.36% 3.99%
1.28% 1.48%
-0.05% 0.53%
6.37% 0.75%
1.49% 2.66%
4.86% -2.06%
-1.26% 0.32%
3.03% 3.28%
3.62% 1.11%
2.29% 1.74%
-3.53% -0.32%
-0.09% -0.29%
-0.49% 2.12%
-8.45% -3.18%
4.02% 1.44%
9.31% 2.73%
-0.88% 2.56%
7.97% 3.09%
-2.04% 0.77%
-0.07% 3.47%
-0.71% -2.10%
-0.62% -1.09%
11.80% 4.59%
7.25% 0.53%
3.78% 2.58%
7.15% 4.44%
10.05% 3.32%
5.80% 1.02%
0.66% 1.39%
0.34% 2.35%
1.67% 1.32%
-3.46% 1.74%
5.43% 1.30%
-10.27% -7.44%
-5.58% 0.20%
3.71% 1.39%
10.46% 4.81%
4.11% 5.65%
0.25% -0.28%
-6.16% -2.57%
3.31% 5.76%
-2.85% -7.13%
-8.93% -5.30%
0.17% -1.58%
1.26% -2.09%
-1.58% -0.81%
0.97% 0.68%
-8.18% -0.66%
 RMIT Classification: Trusted #

3.77% 1.96%
0.09% 1.74%
2.94% 2.70%
7.98% 1.34%
-1.78% 3.32%
6.18% 5.14%
-7.48% -2.12%
1.65% 2.72%
-3.95% -3.77%
-11.65% -6.76%
-0.29% 0.83%

0.72% 0.62%
0.25% 0.08%
 RMIT Classification: Trusted #

Covariance Relationship

Weight
ASX All Ordinaries 16.67%
ASX200 16.67%
S&P 500 16.67%
NASDAQ Composite 16.67%
Hang Seng 16.67%
NIKKEI 225 16.67%

Sum