Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret

01-01-201 24.19 24.35 23.46 23.51 20.57 0.00 0.03 0.11 0.00
01-02-201 23.73 25.26 23.73 25.17 22.02 0.00 0.02 0.07 0.07
01-03-201 25.31 25.31 24.56 25.07 21.93 0.00 0.03 0.12 0.00
01-04-201 25.04 25.42 24.56 24.56 21.49 0.00 0.02 0.10 -0.02
01-05-201 24.90 25.41 24.71 24.94 21.82 0.00 0.02 0.07 0.02
01-06-201 25.01 25.47 24.56 24.58 21.50 0.00 0.02 0.06 -0.01
01-07-201 24.79 25.19 24.30 24.76 21.66 0.00 0.03 0.14 0.01
01-08-201 24.65 24.96 22.42 23.60 20.65 0.00 0.07 0.32 -0.05
01-09-201 22.82 23.78 22.05 22.35 19.55 0.00 0.02 0.09 -0.05
01-10-201 22.41 23.54 22.41 23.54 20.59 0.00 0.02 0.06 0.05
01-11-201 23.75 24.01 22.82 23.83 20.85 0.00 0.12 0.60 0.01
01-12-201 24.00 24.00 22.29 22.69 19.85 0.00 0.23 1.27 -0.05
01-01-201 22.38 22.38 20.24 21.37 18.69 0.00 0.26 1.48 -0.06
01-02-201 21.34 22.19 20.32 21.96 19.21 0.00 0.31 1.97 0.03
01-03-201 22.50 23.48 22.50 23.47 20.53 0.00 0.29 1.80 0.07
01-04-201 23.59 23.92 23.06 23.42 20.49 0.00 0.23 1.27 0.00
01-05-201 23.59 24.06 22.98 24.06 21.05 0.00 0.27 1.64 0.03
01-06-201 24.14 24.46 22.85 24.18 21.15 0.00 0.27 1.60 0.00
01-07-201 24.18 25.34 23.92 25.30 22.13 0.00 0.30 1.83 0.05
01-08-201 25.18 25.79 24.84 25.51 22.32 0.00 0.30 1.83 0.01
01-09-201 25.44 25.65 24.46 24.76 21.66 0.00 0.29 1.79 -0.03
01-10-201 24.57 24.66 23.94 24.04 21.03 0.00 0.33 2.10 -0.03
01-11-201 23.88 25.95 23.66 25.68 22.47 0.00 0.45 3.37 0.07
01-12-201 25.67 26.54 25.67 25.98 22.73 0.00 0.51 4.13 0.01
01-01-201 26.21 27.21 26.21 26.46 23.15 0.00 0.51 4.22 0.02
01-02-201 26.35 27.28 26.29 26.96 23.58 0.00 0.52 4.35 0.02
01-03-201 27.44 27.44 26.71 26.95 23.58 0.00 0.74 8.11 0.00
01-04-201 26.71 27.30 26.23 27.08 23.69 0.00 0.80 9.46 0.00
01-05-201 27.04 27.34 26.63 27.30 23.88 0.00 0.89 11.74 0.01
01-06-201 27.69 27.79 27.26 27.43 24.00 0.00 0.98 14.45 0.00
01-07-201 27.49 28.13 27.27 27.91 24.42 0.00 1.07 17.25 0.02
01-08-201 27.99 27.99 27.00 27.63 24.17 0.00 1.01 15.46 -0.01
01-09-201 27.74 29.02 27.31 29.02 25.39 0.00 1.03 15.97 0.05
01-10-201 29.11 29.61 29.11 29.37 25.69 0.00 1.07 17.53 0.01
01-11-201 29.32 30.58 29.01 30.58 26.75 0.00 1.23 23.71 0.04
01-12-201 30.51 30.84 30.18 30.61 26.78 0.00 1.32 28.07 0.00
01-01-201 30.76 32.52 30.76 32.04 28.31 0.00 1.41 32.92 0.06
01-02-201 32.03 32.03 29.63 31.18 27.55 0.00 1.57 42.48 -0.03
01-03-201 30.89 32.07 30.03 30.81 27.23 0.00 1.70 51.88 -0.01
01-04-201 30.13 31.36 30.13 30.77 27.19 0.00 1.76 56.83 0.00
01-05-201 30.77 32.27 30.49 31.83 28.13 0.00 1.86 66.29 0.03
01-06-201 32.09 33.04 31.80 31.98 28.26 0.00 1.90 69.64 0.00
01-07-201 32.03 33.35 32.03 33.07 29.23 0.00 1.96 75.47 0.03
01-08-201 32.90 34.08 32.90 33.80 29.87 0.00 2.03 83.73 0.02
01-09-201 33.85 34.06 33.00 33.01 29.17 0.00 2.13 94.53 -0.02
01-10-201 33.02 33.02 29.60 30.79 27.21 0.00 2.25 110.44 -0.07
01-11-201 31.39 32.16 30.36 31.41 27.76 0.00 2.33 121.45 0.02
01-12-201 31.64 31.64 26.51 28.22 24.94 0.00 2.37 127.34 -0.10
01-01-201 28.20 30.28 27.63 30.28 27.84 0.00 2.37 128.64 0.12
01-02-201 30.56 32.11 30.56 32.10 29.51 0.00 2.39 130.82 0.06
01-03-201 32.30 32.46 31.58 32.46 29.84 0.00 2.40 133.01 0.01
01-04-201 32.90 34.31 32.90 34.19 31.43 0.00 2.38 129.96 0.05
01-05-201 33.89 34.31 31.93 31.93 29.35 0.00 2.35 125.36 -0.07
01-06-201 32.18 34.30 32.18 34.30 31.53 0.00 2.17 100.04 0.07
01-07-201 34.63 35.75 34.61 35.30 32.45 0.00 2.10 91.19 0.03
01-08-201 34.87 34.87 33.65 34.65 31.85 0.00 1.95 74.69 -0.02
01-09-201 34.44 36.41 34.44 36.34 33.41 0.00 1.89 69.19 0.05
01-10-201 35.92 37.03 35.11 36.82 33.85 0.00 1.65 48.08 0.01
01-11-201 37.20 37.87 37.18 37.55 34.52 0.00 1.54 40.76 0.02
01-12-201 37.24 37.50 36.66 37.17 34.17 0.00 1.54 40.31 -0.01
01-01-202 37.34 38.84 37.07 37.67 35.48 0.00 1.52 39.48 0.04
01-02-202 38.00 39.08 34.31 34.31 32.31 0.00 1.52 39.03 -0.09
01-03-202 35.50 35.91 25.17 28.78 27.10 0.00 0.29 1.74 -0.16
01-04-202 27.47 32.70 27.11 31.85 29.99 0.00 0.14 0.68 0.11
01-05-202 30.97 33.82 30.26 33.78 31.81 0.00 0.13 0.62 0.06
01-06-202 33.91 36.45 32.79 33.80 31.83 0.00 0.16 0.81 0.00
01-07-202 33.62 35.85 33.29 35.19 33.14 0.00 0.13 0.61 0.04
01-08-202 35.42 37.03 35.42 36.77 34.63 0.00 0.10 0.49 0.04
01-09-202 36.99 37.66 35.06 36.38 34.26 0.00 0.11 0.51 -0.01
01-10-202 36.81 38.83 35.69 36.01 33.91 0.00 0.10 0.47 -0.01
01-11-202 36.78 40.49 36.78 40.12 37.78 0.00 0.09 0.42 0.11
01-12-202 40.68 41.16 39.62 40.65 38.28 0.00 0.09 0.40 0.01
01-01-202 39.95 41.88 39.95 40.08 38.47 0.00 0.08 0.38 0.00
01-02-202 40.83 42.69 40.83 41.55 39.88 0.00 0.04 0.18 0.04
01-03-202 42.59 43.50 41.11 42.94 41.21 0.00 0.03 0.13 0.03
01-04-202 43.44 44.76 43.44 44.15 42.37 0.00 0.02 0.09 0.03
01-05-202 44.37 44.83 42.92 43.83 42.06 0.00 0.02 0.07 -0.01
01-06-202 43.89 44.24 42.55 44.16 42.38 0.00 0.04 0.15 0.01
01-07-202 44.31 44.46 42.92 44.17 42.39 0.00 0.05 0.23 0.00
01-08-202 44.23 44.60 43.56 44.38 42.59 0.00 0.05 0.24 0.00
01-09-202 44.47 44.64 43.00 43.00 41.27 0.00 0.04 0.18 -0.03
01-10-202 43.47 45.36 43.05 44.76 42.96 0.00 0.05 0.22 0.04
01-11-202 45.38 46.84 44.05 44.05 42.28 0.00 0.05 0.22 -0.02
01-12-202 43.68 45.91 42.83 45.08 43.26 0.00 0.06 0.26 0.02
01-01-202 44.97 45.17 40.68 42.18 41.64 0.00 0.15 0.75 -0.04
01-02-202 42.51 43.05 40.57 41.59 41.06 0.00 0.33 2.09 -0.01
01-03-202 40.69 42.58 39.12 41.36 40.83 0.00 0.44 3.34 -0.01
01-04-202 41.38 41.74 39.42 39.42 38.92 0.00 0.76 8.66 -0.05
01-05-202 39.66 40.92 37.97 39.95 39.44 0.00 0.98 14.47 0.01
01-06-202 39.65 40.46 35.85 37.45 36.97 0.00 1.49 37.74 -0.06
01-07-202 37.71 40.79 37.64 40.79 40.27 0.00 2.23 108.18 0.09
01-08-202 40.89 41.73 38.42 38.42 37.93 0.00 2.63 172.80 -0.06
01-09-202 38.43 39.88 35.64 35.64 35.18 0.00 3.13 289.00 -0.07
01-10-202 36.45 37.90 35.76 37.80 37.32 0.00 3.72 494.07 0.06
01-11-202 37.91 39.61 36.68 39.61 39.10 0.00 4.15 703.26 0.05
01-12-202 39.75 39.83 36.69 37.18 36.71 0.00 4.25 760.07 -0.06
18.46 20.4 18.46 20.4 19.82292 0
20.69 21 19.85 19.88 19.31763 0
19.68 20.15 18.61 19.6 19.04555 0
19.55 19.94 19.12 19.88 19.31763 0
19.87 20.18 19.41 19.75 19.19131 0
19.95 20.76 19.92 20.76 20.17274 0
20.72 21.64 20.34 21.46 21.46 0
21.44 21.44 20.88 20.96 20.96 0
Monthly Index
Beta Return
CAPM 2 Touchstone Mid Cap Fund (TMCJX)
0.00 1.13 -0.02
0.05 1.13 0.05
-0.02 1.13 -0.04
0.01 0.40 0.06
0.01 0.40 0.04
-0.02 0.40 0.03
0.02 0.73 0.05
-0.06 0.73 0.04
-0.03 0.73 0.00
0.08 0.87 0.08
0.00 0.87 0.08
-0.02 0.87 0.15
-0.05 1.03 -0.09
0.00 1.03 -0.05
0.07 1.03 0.02
0.00 1.29 -0.38
0.02 1.29 -0.46
0.00 1.29 -0.47
0.04 1.42 -0.72
0.00 1.42 -0.77
0.00 1.42 -0.75
-0.02 1.68 -1.46
0.03 1.68 -2.25
0.02 1.68 -2.78
0.02 0.48 2.20
0.04 0.48 2.28
0.00 0.48 4.20
0.01 0.17 7.84
0.01 0.17 9.73
0.00 0.17 11.98
0.02 2.20 -20.61
0.00 2.20 -18.51
0.02 2.20 -19.06
0.02 2.01 -17.68
0.03 2.01 -23.91
0.01 2.01 -28.36
0.06 0.81 6.19
-0.04 0.81 7.89
-0.03 0.81 9.65
0.00 1.64 -36.20
0.02 1.64 -42.20
0.00 1.64 -44.36
 0.04 1.45 -34.25
0.03 1.45 -38.01
0.00 1.45 -42.97
-0.07 1.06 -7.25
0.02 1.06 -7.87
-0.09 1.06 -8.36
0.08 1.55 -70.12
0.03 1.55 -71.39
0.02 1.55 -72.60
0.04 1.02 -3.18
-0.07 1.02 -3.18
0.07 1.02 -2.41
0.01 1.66 -59.98
-0.02 1.66 -49.17
0.02 1.66 -45.49
0.02 -0.84 88.23
0.03 -0.84 74.79
0.03 -0.84 73.97
0.00 1.54 -21.30
-0.08 1.54 -21.18
-0.13 1.54 -1.14
0.13 0.88 0.19
0.05 0.88 0.12
0.02 0.88 0.11
0.06 0.51 0.33
0.07 0.51 0.27
-0.04 0.51 0.23
-0.03 0.89 0.03
0.11 0.89 0.14
0.04 0.89 0.08
-0.01 0.64 0.13
0.03 0.64 0.09
0.04 0.64 0.07
0.05 0.84 0.06
0.01 0.84 0.02
0.02 0.84 0.04
0.02 0.45 0.13
0.03 0.45 0.14
-0.05 0.45 0.08
0.07 0.72 0.11
-0.01 0.72 0.06
0.04 0.72 0.10
-0.05 0.29 0.51
-0.03 0.29 1.47
0.04 0.29 2.37
-0.09 0.78 1.85
0.00 0.78 3.22
-0.08 0.78 8.32
0.09 0.94 6.06
-0.04 0.94 9.51
-0.09 0.94 15.88
0.08 0.90 47.50
0.05 0.90 67.55
-0.06 0.90 72.90
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 72.20 72.21 68.76 70.23 59.47 0.00 0.03 0.11 0.00
01-02-201 70.45 77.28 70.45 76.96 65.17 0.00 0.02 0.07 0.10
01-03-201 79.21 80.09 74.77 76.66 64.92 0.00 0.03 0.12 0.00
01-04-201 76.20 78.98 75.18 75.18 63.66 0.00 0.02 0.10 -0.02
01-05-201 77.12 81.21 75.29 81.20 68.76 0.00 0.02 0.07 0.08
01-06-201 81.28 81.28 75.18 75.57 63.99 0.00 0.02 0.06 -0.07
01-07-201 75.43 75.66 69.47 70.27 59.51 0.00 0.03 0.14 -0.07
01-08-201 69.71 71.13 61.27 66.48 56.30 0.00 0.07 0.32 -0.05
01-09-201 64.27 68.51 62.62 65.45 55.42 0.00 0.02 0.09 -0.02
01-10-201 64.66 73.49 64.66 71.64 60.67 0.00 0.02 0.06 0.09
01-11-201 72.38 74.71 70.24 74.71 63.27 0.00 0.12 0.60 0.04
01-12-201 75.59 75.77 72.44 73.50 62.35 0.00 0.23 1.27 -0.01
01-01-201 72.69 72.69 63.22 68.48 58.09 0.00 0.26 1.48 -0.07
01-02-201 68.59 69.26 61.89 69.26 58.76 0.00 0.31 1.97 0.01
01-03-201 70.93 74.66 70.04 74.32 63.05 0.00 0.29 1.80 0.07
01-04-201 74.76 74.76 70.47 70.47 59.78 0.00 0.23 1.27 -0.05
01-05-201 70.90 75.00 68.08 75.00 63.63 0.00 0.27 1.64 0.06
01-06-201 75.40 76.16 69.11 73.80 62.61 0.00 0.27 1.60 -0.02
01-07-201 73.09 81.80 71.78 81.12 68.82 0.00 0.30 1.83 0.10
01-08-201 81.42 84.01 79.93 84.01 71.27 0.00 0.30 1.83 0.04
01-09-201 84.88 87.30 81.00 87.30 74.06 0.00 0.29 1.79 0.04
01-10-201 86.80 87.91 84.06 84.70 71.85 0.00 0.33 2.10 -0.03
01-11-201 84.15 90.65 82.68 89.38 75.83 0.00 0.45 3.37 0.06
01-12-201 85.39 94.26 85.39 91.19 77.36 0.00 0.51 4.13 0.02
01-01-201 91.58 95.87 91.16 94.17 79.89 0.00 0.51 4.22 0.03
01-02-201 95.40 99.07 95.28 96.84 82.15 0.00 0.52 4.35 0.03
01-03-201 98.14 100.45 97.02 100.32 85.11 0.00 0.74 8.11 0.04
01-04-201 99.73 101.99 95.82 100.19 85.00 0.00 0.80 9.46 0.00
01-05-201 101.09 107.69 100.26 107.56 91.25 0.00 0.89 11.74 0.07
01-06-201 107.81 111.67 101.51 101.51 86.12 0.00 0.98 14.45 -0.06
01-07-201 100.35 109.77 100.35 106.85 90.65 0.00 1.07 17.25 0.05
01-08-201 107.60 107.60 102.44 107.50 91.20 0.00 1.01 15.46 0.01
01-09-201 107.85 112.81 105.49 112.81 95.70 0.00 1.03 15.97 0.05
01-10-201 113.78 122.31 113.78 122.31 103.76 0.00 1.07 17.53 0.08
01-11-201 121.72 127.43 120.50 121.26 102.87 0.00 1.23 23.71 -0.01
01-12-201 120.11 122.76 117.15 119.66 101.51 0.00 1.32 28.07 -0.01
01-01-201 123.08 130.73 123.08 127.29 108.04 0.00 1.41 32.92 0.06
01-02-201 126.89 128.63 113.62 126.84 107.66 0.00 1.57 42.48 0.00
01-03-201 124.93 135.28 121.92 124.62 105.78 0.00 1.70 51.88 -0.02
01-04-201 120.07 127.88 117.31 117.31 99.57 0.00 1.76 56.83 -0.06
01-05-201 119.27 131.17 119.17 129.95 110.30 0.00 1.86 66.29 0.11
01-06-201 132.64 134.51 122.06 123.26 104.62 0.00 1.90 69.64 -0.05
01-07-201 124.18 128.99 122.05 126.36 107.25 0.00 1.96 75.47 0.03
01-08-201 126.32 129.76 122.00 128.67 109.21 0.00 2.03 83.73 0.02
01-09-201 129.90 129.90 122.11 123.52 104.84 0.00 2.13 94.53 -0.04
01-10-201 123.62 124.26 103.60 109.78 93.18 0.00 2.25 110.44 -0.11
01-11-201 114.99 114.99 106.60 113.38 96.23 0.00 2.33 121.45 0.03
01-12-201 116.25 116.25 87.02 94.11 79.88 0.00 2.37 127.34 -0.17
01-01-201 94.93 104.77 89.28 104.40 98.42 0.00 2.37 128.64 0.23
01-02-201 105.57 113.40 105.57 111.35 104.97 0.00 2.39 130.82 0.07
01-03-201 112.45 117.38 108.50 113.46 106.96 0.00 2.40 133.01 0.02
01-04-201 116.18 127.80 116.18 124.79 117.64 0.00 2.38 129.96 0.10
01-05-201 123.84 126.20 105.44 105.44 99.40 0.00 2.35 125.36 -0.16
01-06-201 106.01 119.28 106.01 119.28 112.45 0.00 2.17 100.04 0.13
01-07-201 122.27 132.04 118.54 126.36 119.12 0.00 2.10 91.19 0.06
01-08-201 124.27 124.27 116.90 122.77 115.74 0.00 1.95 74.69 -0.03
01-09-201 120.80 131.29 120.80 127.20 119.91 0.00 1.89 69.19 0.04
01-10-201 125.80 136.01 123.57 134.27 126.58 0.00 1.65 48.08 0.06
01-11-201 137.22 141.43 136.88 139.28 131.30 0.00 1.54 40.76 0.04
01-12-201 137.31 151.51 135.52 150.00 141.40 0.00 1.54 40.31 0.08
01-01-202 153.26 158.44 145.85 145.85 137.51 0.00 1.52 39.48 -0.03
01-02-202 147.59 161.64 137.10 139.89 131.89 0.00 1.52 39.03 -0.04
01-03-202 144.48 146.58 104.70 123.34 116.28 0.00 0.29 1.74 -0.12
01-04-202 116.63 148.79 116.63 142.80 134.63 0.00 0.14 0.68 0.16
01-05-202 135.44 153.61 135.44 153.60 144.81 0.00 0.13 0.62 0.08
01-06-202 153.18 165.40 153.18 163.19 153.85 0.00 0.16 0.81 0.06
01-07-202 160.82 176.25 160.82 175.76 165.70 0.00 0.13 0.61 0.08
01-08-202 179.03 185.63 177.80 185.12 174.53 0.00 0.10 0.49 0.05
01-09-202 188.53 193.47 171.00 183.82 173.30 0.00 0.11 0.51 -0.01
01-10-202 188.11 200.98 182.54 186.21 175.56 0.00 0.10 0.47 0.01
01-11-202 187.51 221.81 187.51 221.81 209.12 0.00 0.09 0.42 0.19
01-12-202 224.69 233.45 219.35 229.21 216.10 0.00 0.09 0.40 0.03
01-01-202 228.43 257.61 228.43 237.15 228.72 0.00 0.08 0.38 0.06
01-02-202 245.63 264.17 242.45 248.27 239.44 0.00 0.04 0.18 0.05
01-03-202 256.74 256.74 221.68 251.22 242.29 0.00 0.03 0.13 0.01
01-04-202 259.99 263.68 248.22 248.22 239.39 0.00 0.02 0.09 -0.01
01-05-202 244.87 252.61 225.14 252.61 243.63 0.00 0.02 0.07 0.02
01-06-202 251.57 270.34 248.61 269.73 260.14 0.00 0.04 0.15 0.07
01-07-202 265.62 268.20 251.05 268.20 258.66 0.00 0.05 0.23 -0.01
01-08-202 269.59 276.13 255.34 273.59 263.86 0.00 0.05 0.24 0.02
01-09-202 273.23 278.37 261.74 262.70 253.36 0.00 0.04 0.18 -0.04
01-10-202 263.56 289.70 255.96 289.70 279.40 0.00 0.05 0.22 0.10
01-11-202 294.67 325.45 294.67 316.65 305.39 0.00 0.05 0.22 0.09
01-12-202 313.70 324.00 288.10 305.73 294.86 0.00 0.06 0.26 -0.03
01-01-202 312.11 312.11 247.43 267.38 267.38 0.00 0.15 0.75 -0.09
01-02-202 269.35 281.14 251.73 268.04 268.04 0.00 0.33 2.09 0.00
01-03-202 258.93 284.90 237.75 269.75 269.75 0.00 0.44 3.34 0.01
01-04-202 265.24 270.17 224.83 226.90 226.90 0.00 0.76 8.66 -0.16
01-05-202 234.64 246.64 215.56 240.35 240.35 0.00 0.98 14.47 0.06
01-06-202 237.03 246.44 201.52 203.12 203.12 0.00 1.49 37.74 -0.15
01-07-202 195.77 238.44 195.77 238.44 238.44 0.00 2.23 108.18 0.17
01-08-202 239.03 248.03 217.70 217.70 217.70 0.00 2.63 172.80 -0.09
01-09-202 212.83 222.55 188.51 188.51 188.51 0.00 3.13 289.00 -0.13
01-10-202 195.46 204.55 176.00 194.06 194.06 0.00 3.72 494.07 0.03
01-11-202 195.42 230.30 187.29 230.30 230.30 0.00 4.15 703.26 0.19
01-12-202 228.14 230.38 199.84 205.99 205.99 0.00 4.25 760.07 -0.11
18.46 20.4 18.46 20.4 19.82292 0
20.69 21 19.85 19.88 19.31763 0
19.68 20.15 18.61 19.6 19.04555 0
19.55 19.94 19.12 19.88 19.31763 0
19.87 20.18 19.41 19.75 19.19131 0
19.95 20.76 19.92 20.76 20.17274 0
20.72 21.64 20.34 21.46 21.46 0
21.44 21.44 20.88 20.96 20.96 0
Monthly Index
Beta Return
CAPM 2 Rydex Electronics Fund (RYSAX)
0.00 1.52 -0.06
0.05 1.52 0.04
-0.02 1.52 -0.09
0.01 3.32 -0.19
0.01 3.32 -0.12
-0.02 3.32 -0.21
0.02 -0.29 0.17
-0.06 -0.29 0.43
-0.03 -0.29 0.13
0.08 0.96 0.08
0.00 0.96 0.02
-0.02 0.96 0.03
-0.05 1.16 -0.29
0.00 1.16 -0.31
0.07 1.16 -0.21
0.00 4.91 -4.98
0.02 4.91 -6.30
0.00 4.91 -6.25
0.04 1.54 -0.94
0.00 1.54 -1.00
0.00 1.54 -0.97
-0.02 1.57 -1.23
0.03 1.57 -1.88
0.02 1.57 -2.33
0.02 -0.19 5.02
0.04 -0.19 5.17
0.00 -0.19 9.65
0.01 9.24 -77.85
0.01 9.24 -96.58
0.00 9.24 -119.07
0.02 2.25 -21.45
0.00 2.25 -19.27
0.02 2.25 -19.85
0.02 0.23 13.49
0.03 0.23 18.25
0.01 0.23 21.60
0.06 0.77 7.63
-0.04 0.77 9.75
-0.03 0.77 11.93
0.00 8.14 -405.80
0.02 8.14 -473.21
0.00 8.14 -497.26
 0.04 1.70 -52.90
0.03 1.70 -58.71
0.00 1.70 -66.35
-0.07 1.77 -85.05
0.02 1.77 -93.35
-0.09 1.77 -98.07
0.08 3.47 -318.00
0.03 3.47 -323.58
0.02 3.47 -329.03
0.04 2.12 -145.29
-0.07 2.12 -140.38
0.07 2.12 -111.77
0.01 1.92 -83.46
-0.02 1.92 -68.41
0.02 1.92 -63.30
0.02 0.16 40.59
0.03 0.16 34.41
0.03 0.16 34.04
0.00 0.65 13.88
-0.08 0.65 13.67
-0.13 0.65 0.53
0.13 0.90 0.18
0.05 0.90 0.11
0.02 0.90 0.10
0.06 0.67 0.24
0.07 0.67 0.21
-0.04 0.67 0.14
-0.03 1.27 -0.17
0.11 1.27 0.03
0.04 1.27 -0.06
-0.01 -0.75 0.67
0.03 -0.75 0.30
0.04 -0.75 0.20
0.05 -1.18 0.13
0.01 -1.18 0.15
0.02 -1.18 0.31
0.02 0.65 0.09
0.03 0.65 0.10
-0.05 0.65 0.03
0.07 -0.15 0.25
-0.01 -0.15 0.26
0.04 -0.15 0.30
-0.05 0.83 0.08
-0.03 0.83 0.33
0.04 0.83 0.59
-0.09 2.52 -13.40
0.00 2.52 -22.01
-0.08 2.52 -57.59
0.09 1.77 -83.18
-0.04 1.77 -133.18
-0.09 1.77 -222.78
0.08 1.42 -208.03
0.05 1.42 -296.21
-0.06 1.42 -320.30
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 15.31 15.31 14.78 14.79 9.14 0.00 0.03 0.11 0.00
01-02-201 14.98 15.65 14.98 15.59 9.63 0.00 0.02 0.07 0.05
01-03-201 15.69 15.69 15.15 15.42 9.53 0.00 0.03 0.12 -0.01
01-04-201 15.36 15.67 15.36 15.40 9.52 0.00 0.02 0.10 0.00
01-05-201 15.56 15.73 15.36 15.56 9.61 0.00 0.02 0.07 0.01
01-06-201 15.58 15.68 15.17 15.22 9.40 0.00 0.02 0.06 -0.02
01-07-201 15.32 15.60 15.09 15.45 9.55 0.00 0.03 0.14 0.02
01-08-201 15.42 15.54 13.80 14.54 8.98 0.00 0.07 0.32 -0.06
01-09-201 14.14 14.72 13.83 14.11 8.72 0.00 0.02 0.09 -0.03
01-10-201 14.14 15.29 14.14 15.21 9.40 0.00 0.02 0.06 0.08
01-11-201 15.38 15.43 14.82 15.26 9.43 0.00 0.12 0.60 0.00
01-12-201 15.40 15.40 13.79 14.08 8.70 0.00 0.23 1.27 -0.08
01-01-201 13.87 13.91 12.76 13.29 8.68 0.00 0.26 1.48 0.00
01-02-201 13.29 13.43 12.52 13.34 8.71 0.00 0.31 1.97 0.00
01-03-201 13.65 14.31 13.65 14.31 9.34 0.00 0.29 1.80 0.07
01-04-201 14.39 14.72 14.19 14.44 9.43 0.00 0.23 1.27 0.01
01-05-201 14.55 14.65 14.22 14.65 9.57 0.00 0.27 1.64 0.01
01-06-201 14.67 14.83 13.92 14.65 9.57 0.00 0.27 1.60 0.00
01-07-201 14.70 15.22 14.58 15.22 9.94 0.00 0.30 1.83 0.04
01-08-201 15.20 15.43 15.10 15.33 10.01 0.00 0.30 1.83 0.01
01-09-201 15.33 15.46 14.99 15.33 10.01 0.00 0.29 1.79 0.00
01-10-201 15.27 15.27 14.97 14.98 9.78 0.00 0.33 2.10 -0.02
01-11-201 14.86 15.78 14.73 15.66 10.23 0.00 0.45 3.37 0.05
01-12-201 15.60 16.07 14.90 14.90 9.73 0.00 0.51 4.13 -0.05
01-01-201 15.03 15.32 15.03 15.17 10.60 0.00 0.51 4.22 0.09
01-02-201 15.12 15.72 15.12 15.66 10.95 0.00 0.52 4.35 0.03
01-03-201 15.87 15.87 15.47 15.64 10.93 0.00 0.74 8.11 0.00
01-04-201 15.60 15.91 15.45 15.85 11.08 0.00 0.80 9.46 0.01
01-05-201 15.87 16.07 15.68 16.06 11.23 0.00 0.89 11.74 0.01
01-06-201 16.20 16.39 16.16 16.23 11.35 0.00 0.98 14.45 0.01
01-07-201 16.28 16.61 16.13 16.55 11.57 0.00 1.07 17.25 0.02
01-08-201 16.58 16.58 16.15 16.48 11.52 0.00 1.01 15.46 0.00
01-09-201 16.51 16.93 16.40 16.93 11.83 0.00 1.03 15.97 0.03
01-10-201 17.01 17.33 17.01 17.28 12.08 0.00 1.07 17.53 0.02
01-11-201 17.30 17.76 17.16 17.76 12.41 0.00 1.23 23.71 0.03
01-12-201 17.74 17.74 17.05 17.24 12.05 0.00 1.32 28.07 -0.03
01-01-201 17.37 18.52 17.37 18.17 13.24 0.00 1.41 32.92 0.10
01-02-201 18.16 18.16 16.65 17.46 12.72 0.00 1.57 42.48 -0.04
01-03-201 17.27 18.06 16.84 17.19 12.52 0.00 1.70 51.88 -0.02
01-04-201 16.79 17.62 16.79 17.22 12.55 0.00 1.76 56.83 0.00
01-05-201 17.26 17.73 17.07 17.56 12.79 0.00 1.86 66.29 0.02
01-06-201 17.76 18.12 17.52 17.65 12.86 0.00 1.90 69.64 0.01
01-07-201 17.70 18.40 17.64 18.24 13.29 0.00 1.96 75.47 0.03
01-08-201 18.21 18.88 18.21 18.83 13.72 0.00 2.03 83.73 0.03
01-09-201 18.81 19.00 18.65 18.83 13.72 0.00 2.13 94.53 0.00
01-10-201 18.83 18.89 16.94 17.40 12.68 0.00 2.25 110.44 -0.08
01-11-201 17.62 18.11 17.06 17.85 13.01 0.00 2.33 121.45 0.03
01-12-201 18.03 18.03 13.81 14.73 10.73 0.00 2.37 127.34 -0.17
01-01-201 14.70 15.98 14.36 15.98 12.81 0.00 2.37 128.64 0.19
01-02-201 16.03 16.67 16.03 16.57 13.28 0.00 2.39 130.82 0.04
01-03-201 16.68 16.92 16.25 16.77 13.44 0.00 2.40 133.01 0.01
01-04-201 16.97 17.33 16.97 17.33 13.89 0.00 2.38 129.96 0.03
01-05-201 17.20 17.37 16.28 16.28 13.05 0.00 2.35 125.36 -0.06
01-06-201 16.25 17.47 16.25 17.39 13.94 0.00 2.17 100.04 0.07
01-07-201 17.52 17.91 17.52 17.71 14.19 0.00 2.10 91.19 0.02
01-08-201 17.55 17.55 16.85 17.37 13.92 0.00 1.95 74.69 -0.02
01-09-201 17.24 17.90 17.24 17.72 14.20 0.00 1.89 69.19 0.02
01-10-201 17.48 18.12 17.17 18.07 14.48 0.00 1.65 48.08 0.02
01-11-201 18.07 18.78 18.07 18.70 14.98 0.00 1.54 40.76 0.03
01-12-201 18.53 18.58 17.74 18.33 14.69 0.00 1.54 40.31 -0.02
01-01-202 18.45 18.91 18.32 18.32 15.48 0.00 1.52 39.48 0.05
01-02-202 18.49 19.35 16.85 16.85 14.23 0.00 1.52 39.03 -0.08
01-03-202 17.61 17.86 12.59 14.56 12.30 0.00 0.29 1.74 -0.14
01-04-202 13.88 16.73 13.88 16.52 13.96 0.00 0.14 0.68 0.13
01-05-202 16.03 17.38 15.99 17.38 14.68 0.00 0.13 0.62 0.05
01-06-202 17.48 18.49 17.10 17.80 15.04 0.00 0.16 0.81 0.02
01-07-202 17.85 18.73 17.85 18.63 15.74 0.00 0.13 0.61 0.05
01-08-202 18.83 19.96 18.83 19.95 16.85 0.00 0.10 0.49 0.07
01-09-202 20.07 20.37 18.56 19.29 16.30 0.00 0.11 0.51 -0.03
01-10-202 19.41 20.30 18.86 18.88 15.95 0.00 0.10 0.47 -0.02
01-11-202 19.14 21.24 19.14 21.11 17.83 0.00 0.09 0.42 0.12
01-12-202 21.31 21.70 21.02 21.70 18.33 0.00 0.09 0.40 0.03
01-01-202 21.41 22.54 21.41 21.71 18.59 0.00 0.08 0.38 0.01
01-02-202 22.04 23.11 22.04 22.41 19.19 0.00 0.04 0.18 0.03
01-03-202 22.95 23.34 22.02 23.25 19.91 0.00 0.03 0.13 0.04
01-04-202 23.56 24.46 23.56 24.25 20.76 0.00 0.02 0.09 0.04
01-05-202 24.31 24.58 23.56 24.55 21.02 0.00 0.02 0.07 0.01
01-06-202 24.54 25.13 24.28 25.13 21.52 0.00 0.04 0.15 0.02
01-07-202 25.27 25.59 24.66 25.50 21.83 0.00 0.05 0.23 0.01
01-08-202 25.47 26.23 25.42 26.18 22.42 0.00 0.05 0.24 0.03
01-09-202 26.20 26.30 25.02 25.02 21.42 0.00 0.04 0.18 -0.04
01-10-202 25.33 26.78 25.02 26.78 22.93 0.00 0.05 0.22 0.07
01-11-202 26.96 27.43 26.17 26.17 22.41 0.00 0.05 0.22 -0.02
01-12-202 25.82 27.02 23.56 24.71 21.16 0.00 0.06 0.26 -0.06
01-01-202 24.76 24.76 22.15 23.10 21.93 0.00 0.15 0.75 0.04
01-02-202 23.24 23.51 21.61 22.40 21.26 0.00 0.33 2.09 -0.03
01-03-202 22.04 23.62 21.33 23.07 21.90 0.00 0.44 3.34 0.03
01-04-202 23.15 23.33 21.18 21.18 20.10 0.00 0.76 8.66 -0.08
01-05-202 21.31 21.98 19.94 21.18 20.10 0.00 0.98 14.47 0.00
01-06-202 21.00 21.44 18.77 19.36 18.38 0.00 1.49 37.74 -0.09
01-07-202 19.55 21.11 19.20 21.11 20.04 0.00 2.23 108.18 0.09
01-08-202 21.07 22.09 20.33 20.33 19.30 0.00 2.63 172.80 -0.04
01-09-202 20.30 21.12 18.48 18.48 17.54 0.00 3.13 289.00 -0.09
01-10-202 18.98 20.27 18.43 20.15 19.13 0.00 3.72 494.07 0.09
01-11-202 20.14 21.47 19.44 21.47 20.38 0.00 4.15 703.26 0.07
01-12-202 21.48 21.48 18.93 19.23 18.25 0.00 4.25 760.07 -0.10
18.46 20.4 18.46 20.4 19.82292 0
20.69 21 19.85 19.88 19.31763 0
19.68 20.15 18.61 19.6 19.04555 0
19.55 19.94 19.12 19.88 19.31763 0
19.87 20.18 19.41 19.75 19.19131 0
19.95 20.76 19.92 20.76 20.17274 0
20.72 21.64 20.34 21.46 21.46 0
21.44 21.44 20.88 20.96 20.96 0
Monthly Index
Beta Return
CAPM 2 TIAA-CREF Social Choice Equity Fund (TICRX)
0.00 0.96 0.00
0.05 0.96 0.05
-0.02 0.96 -0.01
0.01 0.88 0.02
0.01 0.88 0.02
-0.02 0.88 -0.01
0.02 0.92 0.03
-0.06 0.92 -0.03
-0.03 0.92 -0.02
0.08 1.38 0.09
0.00 1.38 -0.23
-0.02 1.38 -0.51
-0.05 0.65 0.49
0.00 0.65 0.69
0.07 0.65 0.68
0.00 0.50 0.64
0.02 0.50 0.83
0.00 0.50 0.80
0.04 0.88 0.25
0.00 0.88 0.22
0.00 0.88 0.21
-0.02 0.79 0.42
0.03 0.79 0.73
0.02 0.79 0.88
0.02 0.84 0.69
0.04 0.84 0.73
0.00 0.84 1.30
0.01 0.28 6.86
0.01 0.28 8.51
0.00 0.28 10.48
0.02 1.39 -6.65
0.00 1.39 -5.99
0.02 1.39 -6.15
0.02 2.85 -32.42
0.03 2.85 -43.84
0.01 2.85 -51.98
0.06 1.33 -10.88
-0.04 1.33 -14.19
-0.03 1.33 -17.30
0.00 0.82 10.49
0.02 0.82 12.25
0.00 0.82 12.85
 0.04 0.89 8.21
0.03 0.89 9.10
0.00 0.89 10.24
-0.07 1.61 -67.72
0.02 1.61 -74.32
-0.09 1.61 -78.10
0.08 3.05 -263.75
0.03 3.05 -268.39
0.02 3.05 -272.90
0.04 0.90 12.76
-0.07 0.90 12.21
0.07 0.90 9.85
0.01 1.05 -4.18
-0.02 1.05 -3.45
0.02 1.05 -3.16
0.02 -1.22 106.77
0.03 -1.22 90.50
0.03 -1.22 89.51
0.00 1.48 -18.86
-0.08 1.48 -18.77
-0.13 1.48 -1.02
0.13 1.01 0.12
0.05 1.01 0.04
0.02 1.01 0.01
0.06 0.88 0.12
0.07 0.88 0.12
-0.04 0.88 0.02
-0.03 1.00 -0.03
0.11 1.00 0.11
0.04 1.00 0.04
-0.01 0.46 0.20
0.03 0.46 0.11
0.04 0.46 0.09
0.05 0.74 0.06
0.01 0.74 0.03
0.02 0.74 0.05
0.02 0.87 0.05
0.03 0.87 0.06
-0.05 0.87 -0.02
0.07 0.98 0.07
-0.01 0.98 0.00
0.04 0.98 0.04
-0.05 0.17 0.61
-0.03 0.17 1.73
0.04 0.17 2.78
-0.09 0.97 0.15
0.00 0.97 0.39
-0.08 0.97 0.94
0.09 1.00 -0.13
-0.04 1.00 -0.40
-0.09 1.00 -0.69
0.08 1.43 -213.37
0.05 1.43 -303.80
-0.06 1.43 -328.51
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 10.66 10.72 10.37 10.37 6.17 0.00 0.03 0.11 0.00
01-02-201 10.52 10.95 10.52 10.91 6.49 0.00 0.02 0.07 0.05
01-03-201 10.94 10.94 10.48 10.55 6.27 0.00 0.03 0.12 -0.03
01-04-201 10.55 10.90 10.55 10.76 6.43 0.00 0.02 0.10 0.03
01-05-201 10.86 10.97 10.75 10.82 6.47 0.00 0.02 0.07 0.01
01-06-201 10.82 10.86 10.47 10.47 6.26 0.00 0.02 0.06 -0.03
01-07-201 10.53 10.78 10.39 10.57 6.35 0.00 0.03 0.14 0.01
01-08-201 10.54 10.54 9.38 9.88 5.94 0.00 0.07 0.32 -0.07
01-09-201 9.59 9.89 9.37 9.57 5.75 0.00 0.02 0.09 -0.03
01-10-201 9.59 10.38 9.59 10.34 6.30 0.00 0.02 0.06 0.10
01-11-201 10.46 10.51 10.03 10.28 6.26 0.00 0.12 0.60 -0.01
01-12-201 10.36 10.36 9.46 9.46 5.76 0.00 0.23 1.27 -0.08
01-01-201 9.33 9.33 8.68 9.07 5.88 0.00 0.26 1.48 0.02
01-02-201 9.05 9.16 8.68 9.03 5.86 0.00 0.31 1.97 0.00
01-03-201 9.23 9.58 9.23 9.55 6.19 0.00 0.29 1.80 0.06
01-04-201 9.61 9.86 9.53 9.65 6.29 0.00 0.23 1.27 0.02
01-05-201 9.71 9.76 9.50 9.73 6.34 0.00 0.27 1.64 0.01
01-06-201 9.76 9.85 9.28 9.69 6.32 0.00 0.27 1.60 0.00
01-07-201 9.71 9.99 9.64 9.99 6.55 0.00 0.30 1.83 0.04
01-08-201 9.96 10.06 9.91 9.92 6.50 0.00 0.30 1.83 -0.01
01-09-201 9.93 10.02 9.76 9.85 6.45 0.00 0.29 1.79 -0.01
01-10-201 9.82 9.83 9.69 9.70 6.38 0.00 0.33 2.10 -0.01
01-11-201 9.65 9.83 9.50 9.81 6.46 0.00 0.45 3.37 0.01
01-12-201 9.75 10.13 9.74 10.00 6.58 0.00 0.51 4.13 0.02
01-01-201 10.06 10.33 10.06 10.24 6.76 0.00 0.51 4.22 0.03
01-02-201 10.26 10.60 10.26 10.60 7.00 0.00 0.52 4.35 0.04
01-03-201 10.74 10.78 10.63 10.71 7.07 0.00 0.74 8.11 0.01
01-04-201 10.70 10.92 10.61 10.91 7.23 0.00 0.80 9.46 0.02
01-05-201 10.93 11.18 10.87 11.17 7.40 0.00 0.89 11.74 0.02
01-06-201 11.23 11.35 11.15 11.17 7.40 0.00 0.98 14.45 0.00
01-07-201 11.18 11.47 11.12 11.39 7.58 0.00 1.07 17.25 0.02
01-08-201 11.42 11.49 11.28 11.49 7.64 0.00 1.01 15.46 0.01
01-09-201 11.50 11.60 11.42 11.59 7.71 0.00 1.03 15.97 0.01
01-10-201 11.61 11.88 11.61 11.88 7.94 0.00 1.07 17.53 0.03
01-11-201 11.92 12.20 11.91 12.20 8.16 0.00 1.23 23.71 0.03
01-12-201 12.20 12.50 11.93 11.93 7.98 0.00 1.32 28.07 -0.02
01-01-201 12.01 12.78 12.01 12.53 8.73 0.00 1.41 32.92 0.09
01-02-201 12.55 12.55 11.43 12.05 8.39 0.00 1.57 42.48 -0.04
01-03-201 11.90 12.39 11.43 11.64 8.11 0.00 1.70 51.88 -0.03
01-04-201 11.40 11.98 11.40 11.59 8.10 0.00 1.76 56.83 0.00
01-05-201 11.63 12.08 11.55 11.94 8.35 0.00 1.86 66.29 0.03
01-06-201 12.06 12.27 11.91 11.98 8.38 0.00 1.90 69.64 0.00
01-07-201 12.01 12.63 11.93 12.35 8.67 0.00 1.96 75.47 0.03
01-08-201 12.34 12.64 12.31 12.59 8.83 0.00 2.03 83.73 0.02
01-09-201 12.52 12.68 12.35 12.55 8.81 0.00 2.13 94.53 0.00
01-10-201 12.62 12.62 11.53 11.87 8.35 0.00 2.25 110.44 -0.05
01-11-201 11.96 12.22 11.50 12.02 8.46 0.00 2.33 121.45 0.01
01-12-201 12.17 12.17 9.78 10.34 7.28 0.00 2.37 127.34 -0.14
01-01-201 10.36 11.07 10.07 11.07 8.28 0.00 2.37 128.64 0.14
01-02-201 11.11 11.54 11.11 11.49 8.59 0.00 2.39 130.82 0.04
01-03-201 11.58 11.95 11.45 11.82 8.84 0.00 2.40 133.01 0.03
01-04-201 11.95 12.49 11.95 12.49 9.37 0.00 2.38 129.96 0.06
01-05-201 12.40 12.47 11.71 11.71 8.78 0.00 2.35 125.36 -0.06
01-06-201 11.64 12.54 11.64 12.43 9.32 0.00 2.17 100.04 0.06
01-07-201 12.54 12.97 12.54 12.74 9.59 0.00 2.10 91.19 0.03
01-08-201 12.67 12.67 12.18 12.57 9.46 0.00 1.95 74.69 -0.01
01-09-201 12.47 12.83 12.47 12.68 9.54 0.00 1.89 69.19 0.01
01-10-201 12.55 12.94 12.30 12.91 9.74 0.00 1.65 48.08 0.02
01-11-201 13.04 13.46 13.04 13.42 10.13 0.00 1.54 40.76 0.04
01-12-201 13.30 13.71 13.22 13.33 10.06 0.00 1.54 40.31 -0.01
01-01-202 13.48 13.91 13.38 13.42 10.55 0.00 1.52 39.48 0.05
01-02-202 13.52 14.20 12.37 12.37 9.73 0.00 1.52 39.03 -0.08
01-03-202 12.95 13.14 9.59 11.07 8.70 0.00 0.29 1.74 -0.11
01-04-202 10.63 12.51 10.63 12.45 9.83 0.00 0.14 0.68 0.13
01-05-202 12.15 13.13 12.15 13.13 10.36 0.00 0.13 0.62 0.05
01-06-202 13.19 13.75 13.01 13.47 10.63 0.00 0.16 0.81 0.03
01-07-202 13.58 14.39 13.58 14.25 11.27 0.00 0.13 0.61 0.06
01-08-202 14.33 15.49 14.33 15.45 12.22 0.00 0.10 0.49 0.08
01-09-202 15.59 15.83 14.27 14.81 11.72 0.00 0.11 0.51 -0.04
01-10-202 14.91 15.55 14.36 14.36 11.38 0.00 0.10 0.47 -0.03
01-11-202 14.52 15.86 14.52 15.77 12.50 0.00 0.09 0.42 0.10
01-12-202 15.97 16.13 15.09 15.39 12.20 0.00 0.09 0.40 -0.02
01-01-202 15.16 15.49 14.98 14.98 12.69 0.00 0.08 0.38 0.04
01-02-202 15.25 15.89 15.25 15.30 12.96 0.00 0.04 0.18 0.02
01-03-202 15.68 16.02 15.12 15.95 13.51 0.00 0.03 0.13 0.04
01-04-202 16.16 17.16 16.16 17.00 14.43 0.00 0.02 0.09 0.07
01-05-202 16.98 17.11 16.45 17.08 14.50 0.00 0.02 0.07 0.00
01-06-202 17.01 17.64 16.98 17.61 14.95 0.00 0.04 0.15 0.03
01-07-202 17.70 18.40 17.67 18.25 15.52 0.00 0.05 0.23 0.04
01-08-202 18.21 18.75 18.19 18.68 15.88 0.00 0.05 0.24 0.02
01-09-202 18.77 18.79 17.57 17.57 14.94 0.00 0.04 0.18 -0.06
01-10-202 17.81 18.98 17.51 18.98 16.15 0.00 0.05 0.22 0.08
01-11-202 18.87 19.36 18.72 18.72 15.93 0.00 0.05 0.22 -0.01
01-12-202 18.55 19.48 17.96 18.10 15.40 0.00 0.06 0.26 -0.03
01-01-202 18.10 18.10 16.17 16.93 15.57 0.00 0.15 0.75 0.01
01-02-202 17.05 17.29 15.63 16.08 14.79 0.00 0.33 2.09 -0.05
01-03-202 15.85 16.94 15.16 16.59 15.26 0.00 0.44 3.34 0.03
01-04-202 16.66 16.84 15.25 15.25 14.04 0.00 0.76 8.66 -0.08
01-05-202 15.29 15.70 14.30 15.22 14.02 0.00 0.98 14.47 0.00
01-06-202 15.13 15.44 13.63 14.09 12.97 0.00 1.49 37.74 -0.07
01-07-202 14.22 15.35 14.05 15.35 14.16 0.00 2.23 108.18 0.09
01-08-202 15.29 15.92 14.68 14.68 13.54 0.00 2.63 172.80 -0.04
01-09-202 14.69 15.20 13.13 13.13 12.11 0.00 3.13 289.00 -0.11
01-10-202 13.51 14.31 13.21 14.18 13.11 0.00 3.72 494.07 0.08
01-11-202 14.11 15.20 13.61 15.20 14.05 0.00 4.15 703.26 0.07
01-12-202 15.21 15.22 13.35 13.48 12.46 0.00 4.25 760.07 -0.11
18.46 20.4 18.46 20.4 19.82292 0
20.69 21 19.85 19.88 19.31763 0
19.68 20.15 18.61 19.6 19.04555 0
19.55 19.94 19.12 19.88 19.31763 0
19.87 20.18 19.41 19.75 19.19131 0
19.95 20.76 19.92 20.76 20.17274 0
20.72 21.64 20.34 21.46 21.46 0
21.44 21.44 20.88 20.96 20.96 0
Monthly Index
Beta Return
CAPM 2 Sarofim Equity Fund (SRFMX)
0.00 1.18 -0.02
0.05 1.18 0.05
-0.02 1.18 -0.04
0.01 1.60 -0.04
0.01 1.60 -0.02
-0.02 1.60 -0.07
0.02 0.99 0.02
-0.06 0.99 -0.05
-0.03 0.99 -0.03
0.08 1.61 0.09
0.00 1.61 -0.37
-0.02 1.61 -0.81
-0.05 0.34 0.96
0.00 0.34 1.30
0.07 0.34 1.21
0.00 0.13 1.11
0.02 0.13 1.43
0.00 0.13 1.39
0.04 1.08 -0.11
0.00 1.08 -0.15
0.00 1.08 -0.15
-0.02 0.53 0.96
0.03 0.53 1.58
0.02 0.53 1.93
0.02 0.62 1.62
0.04 0.62 1.68
0.00 0.62 3.09
0.01 2.34 -12.65
0.01 2.34 -15.69
0.00 2.34 -19.36
0.02 0.36 11.03
0.00 0.36 9.88
0.02 0.36 10.20
0.02 2.45 -25.43
0.03 2.45 -34.38
0.01 2.45 -40.77
0.06 1.36 -11.91
-0.04 1.36 -15.53
-0.03 1.36 -18.93
0.00 1.44 -25.02
0.02 1.44 -29.15
0.00 1.44 -30.66
 0.04 0.90 7.52
0.03 0.90 8.33
0.00 0.90 9.38
-0.07 1.18 -19.89
0.02 1.18 -21.76
-0.09 1.18 -22.94
0.08 1.87 -111.31
0.03 1.87 -113.30
0.02 1.87 -115.21
0.04 0.95 6.86
-0.07 0.95 6.51
0.07 0.95 5.32
0.01 0.75 23.15
-0.02 0.75 18.94
0.02 0.75 17.57
0.02 -0.44 69.16
0.03 -0.44 58.63
0.03 -0.44 57.98
0.00 1.22 -8.78
-0.08 1.22 -8.78
-0.13 1.22 -0.55
0.13 0.93 0.17
0.05 0.93 0.09
0.02 0.93 0.07
0.06 1.09 0.01
0.07 1.09 0.03
-0.04 1.09 -0.09
-0.03 0.91 0.02
0.11 0.91 0.14
0.04 0.91 0.07
-0.01 -0.10 0.42
0.03 -0.10 0.20
0.04 -0.10 0.14
0.05 1.51 0.03
0.01 1.51 -0.02
0.02 1.51 -0.05
0.02 1.17 -0.01
0.03 1.17 0.00
-0.05 1.17 -0.09
0.07 1.02 0.07
-0.01 1.02 -0.02
0.04 1.02 0.03
-0.05 0.47 0.37
-0.03 0.47 1.08
0.04 0.47 1.78
-0.09 0.88 0.97
0.00 0.88 1.75
-0.08 0.88 4.49
0.09 1.08 -9.02
-0.04 1.08 -14.61
-0.09 1.08 -24.45
0.08 1.47 -233.74
0.05 1.47 -332.80
-0.06 1.47 -359.85
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 52.64 53.50 51.72 52.78 36.80 0.00 0.03 0.11 0.00
01-02-201 53.30 54.65 53.30 54.58 38.06 0.00 0.02 0.07 0.03
01-03-201 54.59 54.78 52.98 53.87 37.56 0.00 0.03 0.12 -0.01
01-04-201 53.99 55.65 53.99 54.90 38.28 0.00 0.02 0.10 0.02
01-05-201 55.10 55.63 54.67 54.84 38.24 0.00 0.02 0.07 0.00
01-06-201 54.77 55.09 53.66 53.66 37.41 0.00 0.02 0.06 -0.02
01-07-201 53.72 53.95 52.49 53.09 37.02 0.00 0.03 0.14 -0.01
01-08-201 52.94 53.63 49.71 51.53 35.93 0.00 0.07 0.32 -0.03
01-09-201 50.38 51.57 49.35 50.02 34.88 0.00 0.02 0.09 -0.03
01-10-201 50.08 53.56 50.08 53.43 37.25 0.00 0.02 0.06 0.07
01-11-201 53.70 53.70 52.35 53.23 37.11 0.00 0.12 0.60 0.00
01-12-201 53.64 53.64 50.69 51.55 35.94 0.00 0.23 1.27 -0.03
01-01-201 50.94 50.95 47.81 49.80 35.22 0.00 0.26 1.48 -0.02
01-02-201 49.87 50.92 48.58 50.78 35.91 0.00 0.31 1.97 0.02
01-03-201 51.42 53.56 51.42 53.38 37.75 0.00 0.29 1.80 0.05
01-04-201 53.19 55.21 52.58 55.21 39.04 0.00 0.23 1.27 0.03
01-05-201 55.14 55.14 53.72 54.71 38.69 0.00 0.27 1.64 -0.01
01-06-201 54.71 55.80 53.06 55.13 38.99 0.00 0.27 1.60 0.01
01-07-201 55.43 57.11 55.03 57.11 40.39 0.00 0.30 1.83 0.04
01-08-201 57.01 57.84 56.91 57.09 40.37 0.00 0.30 1.83 0.00
01-09-201 57.17 57.89 56.16 57.33 40.54 0.00 0.29 1.79 0.00
01-10-201 57.26 57.26 56.21 56.70 40.10 0.00 0.33 2.10 -0.01
01-11-201 56.67 57.12 56.12 56.78 40.15 0.00 0.45 3.37 0.00
01-12-201 56.80 57.84 54.30 54.49 38.53 0.00 0.51 4.13 -0.04
01-01-201 54.65 56.20 54.65 55.98 41.53 0.00 0.51 4.22 0.08
01-02-201 56.03 57.13 55.97 56.83 42.16 0.00 0.52 4.35 0.02
01-03-201 57.33 57.65 56.48 57.48 42.64 0.00 0.74 8.11 0.01
01-04-201 57.44 57.94 57.08 57.61 42.74 0.00 0.80 9.46 0.00
01-05-201 57.53 58.37 57.44 58.37 43.30 0.00 0.89 11.74 0.01
01-06-201 58.70 58.97 58.32 58.40 43.32 0.00 0.98 14.45 0.00
01-07-201 58.40 59.23 57.94 59.12 43.86 0.00 1.07 17.25 0.01
01-08-201 59.28 59.30 58.50 59.22 43.93 0.00 1.01 15.46 0.00
01-09-201 59.26 60.03 59.14 60.03 44.53 0.00 1.03 15.97 0.01
01-10-201 60.08 60.85 60.08 60.85 45.14 0.00 1.07 17.53 0.01
01-11-201 60.90 61.58 60.44 61.58 45.68 0.00 1.23 23.71 0.01
01-12-201 61.65 61.65 58.52 59.31 44.00 0.00 1.32 28.07 -0.04
01-01-201 59.66 62.55 59.66 61.55 47.73 0.00 1.41 32.92 0.08
01-02-201 61.74 61.74 57.81 59.00 45.75 0.00 1.57 42.48 -0.04
01-03-201 58.52 59.92 57.69 58.67 45.50 0.00 1.70 51.88 -0.01
01-04-201 58.03 59.83 58.03 58.97 45.73 0.00 1.76 56.83 0.01
01-05-201 58.94 60.01 58.70 59.18 45.89 0.00 1.86 66.29 0.00
01-06-201 59.48 60.02 58.32 58.62 45.46 0.00 1.90 69.64 -0.01
01-07-201 58.41 59.57 58.41 59.57 46.20 0.00 1.96 75.47 0.02
01-08-201 59.29 59.62 58.14 59.19 45.90 0.00 2.03 83.73 -0.01
01-09-201 58.73 59.93 58.26 59.42 46.08 0.00 2.13 94.53 0.00
01-10-201 59.55 59.58 55.72 56.73 43.99 0.00 2.25 110.44 -0.05
01-11-201 57.14 57.96 56.01 57.13 44.30 0.00 2.33 121.45 0.01
01-12-201 57.57 57.57 49.52 51.10 39.63 0.00 2.37 127.34 -0.11
01-01-201 51.03 54.79 50.65 54.79 45.27 0.00 2.37 128.64 0.14
01-02-201 54.93 56.30 54.58 55.93 46.21 0.00 2.39 130.82 0.02
01-03-201 56.06 56.62 55.27 56.18 46.42 0.00 2.40 133.01 0.00
01-04-201 56.65 57.34 56.64 57.34 47.38 0.00 2.38 129.96 0.02
01-05-201 56.91 57.14 54.79 54.79 45.27 0.00 2.35 125.36 -0.04
01-06-201 55.20 58.26 55.20 58.26 48.14 0.00 2.17 100.04 0.06
01-07-201 58.36 59.10 58.20 58.20 48.09 0.00 2.10 91.19 0.00
01-08-201 58.06 58.06 56.51 57.71 47.68 0.00 1.95 74.69 -0.01
01-09-201 57.53 59.32 57.53 58.82 48.60 0.00 1.89 69.19 0.02
01-10-201 58.30 59.58 57.55 59.52 49.18 0.00 1.65 48.08 0.01
01-11-201 59.99 60.28 59.71 59.86 49.46 0.00 1.54 40.76 0.01
01-12-201 59.64 61.23 57.72 58.21 48.10 0.00 1.54 40.31 -0.03
01-01-202 58.47 58.58 56.62 56.62 49.48 0.00 1.52 39.48 0.03
01-02-202 56.74 58.04 53.07 53.07 46.37 0.00 1.52 39.03 -0.06
01-03-202 54.20 54.83 42.39 46.90 40.98 0.00 0.29 1.74 -0.12
01-04-202 45.74 52.44 45.74 51.52 45.02 0.00 0.14 0.68 0.10
01-05-202 50.61 53.08 49.86 53.00 46.31 0.00 0.13 0.62 0.03
01-06-202 53.51 56.21 52.92 53.83 47.04 0.00 0.16 0.81 0.02
01-07-202 53.77 57.29 53.77 56.36 49.25 0.00 0.13 0.61 0.05
01-08-202 56.66 58.61 56.66 58.31 50.95 0.00 0.10 0.49 0.03
01-09-202 58.45 58.88 55.87 56.90 49.72 0.00 0.11 0.51 -0.02
01-10-202 57.00 58.82 55.56 55.79 48.75 0.00 0.10 0.47 -0.02
01-11-202 56.59 61.63 56.59 60.75 53.09 0.00 0.09 0.42 0.09
01-12-202 60.02 61.56 60.02 61.56 53.79 0.00 0.09 0.40 0.01
01-01-202 61.56 62.94 60.52 60.52 54.32 0.00 0.08 0.38 0.01
01-02-202 61.25 63.75 61.25 61.79 55.46 0.00 0.04 0.18 0.02
01-03-202 62.77 64.80 62.05 64.09 57.53 0.00 0.03 0.13 0.04
01-04-202 64.89 67.06 64.89 66.52 59.71 0.00 0.02 0.09 0.04
01-05-202 67.14 69.20 66.87 69.20 62.11 0.00 0.02 0.07 0.04
01-06-202 69.48 69.90 67.13 67.95 60.99 0.00 0.04 0.15 -0.02
01-07-202 68.22 68.82 66.90 68.39 61.38 0.00 0.05 0.23 0.01
01-08-202 68.48 68.88 67.21 68.73 61.69 0.00 0.05 0.24 0.00
01-09-202 68.90 69.33 66.68 66.68 59.85 0.00 0.04 0.18 -0.03
01-10-202 67.23 69.45 66.82 68.91 61.85 0.00 0.05 0.22 0.03
01-11-202 69.37 70.21 66.46 66.46 59.65 0.00 0.05 0.22 -0.04
01-12-202 61.91 64.86 61.91 64.86 58.22 0.00 0.06 0.26 -0.02
01-01-202 65.08 66.26 63.59 64.60 61.91 0.00 0.15 0.75 0.06
01-02-202 65.08 65.67 63.35 64.13 61.46 0.00 0.33 2.09 -0.01
01-03-202 63.64 66.05 62.48 65.08 62.37 0.00 0.44 3.34 0.01
01-04-202 65.36 65.55 61.63 61.63 59.06 0.00 0.76 8.66 -0.05
01-05-202 61.51 63.07 59.70 62.54 59.93 0.00 0.98 14.47 0.01
01-06-202 62.30 63.10 57.66 58.29 55.86 0.00 1.49 37.74 -0.07
01-07-202 58.69 60.37 56.60 60.37 57.85 0.00 2.23 108.18 0.04
01-08-202 60.26 61.42 58.04 58.04 55.62 0.00 2.63 172.80 -0.04
01-09-202 57.70 59.37 53.39 53.63 51.39 0.00 3.13 289.00 -0.08
01-10-202 55.02 57.19 54.07 56.98 54.60 0.00 3.72 494.07 0.06
01-11-202 57.19 61.64 55.75 61.64 59.07 0.00 4.15 703.26 0.08
01-12-202 59.35 59.35 57.35 58.28 55.85 0.00 4.25 760.07 -0.05
18.46 20.4 18.46 20.4 19.82292 0
20.69 21 19.85 19.88 19.31763 0
19.68 20.15 18.61 19.6 19.04555 0
19.55 19.94 19.12 19.88 19.31763 0
19.87 20.18 19.41 19.75 19.19131 0
19.95 20.76 19.92 20.76 20.17274 0
20.72 21.64 20.34 21.46 21.46 0
21.44 21.44 20.88 20.96 20.96 0
Monthly Index
Beta Return
CAPM 2 First Eagle Global Fund (SGIIX)
0.00 0.67 0.04
0.05 0.67 0.06
-0.02 0.67 0.02
0.01 1.02 0.01
0.01 1.02 0.01
-0.02 1.02 -0.02
0.02 0.25 0.11
-0.06 0.25 0.23
-0.03 0.25 0.06
0.08 0.97 0.08
0.00 0.97 0.02
-0.02 0.97 0.02
-0.05 0.59 0.59
0.00 0.59 0.82
0.07 0.59 0.79
0.00 -1.50 3.19
0.02 -1.50 4.06
0.00 -1.50 4.00
0.04 0.85 0.31
0.00 0.85 0.28
0.00 0.85 0.27
-0.02 -0.03 2.16
0.03 -0.03 3.48
0.02 -0.03 4.27
0.02 0.09 3.83
0.04 0.09 3.95
0.00 0.09 7.35
0.01 0.72 2.64
0.01 0.72 3.28
0.00 0.72 4.03
0.02 0.57 7.51
0.00 0.57 6.72
0.02 0.57 6.95
0.02 2.44 -25.25
0.03 2.44 -34.14
0.01 2.44 -40.48
0.06 1.16 -5.21
-0.04 1.16 -6.86
-0.03 1.16 -8.35
0.00 0.29 40.53
0.02 0.29 47.28
0.00 0.29 49.66
 0.04 0.16 63.55
0.03 0.16 70.50
0.00 0.16 79.60
-0.07 0.89 12.27
0.02 0.89 13.57
-0.09 0.89 14.13
0.08 2.34 -172.40
0.03 2.34 -175.45
0.02 2.34 -178.41
0.04 0.72 36.16
-0.07 0.72 34.80
0.07 0.72 27.87
0.01 0.59 37.52
-0.02 0.59 30.71
0.02 0.59 28.48
0.02 -2.28 157.78
0.03 -2.28 133.74
0.03 -2.28 132.26
0.00 1.12 -4.65
-0.08 1.12 -4.68
-0.13 1.12 -0.35
0.13 0.78 0.25
0.05 0.78 0.18
0.02 0.78 0.20
0.06 0.61 0.28
0.07 0.61 0.23
-0.04 0.61 0.18
-0.03 0.77 0.08
0.11 0.77 0.18
0.04 0.77 0.12
-0.01 0.47 0.20
0.03 0.47 0.11
0.04 0.47 0.09
0.05 0.38 0.07
0.01 0.38 0.05
0.02 0.38 0.10
0.02 0.47 0.13
0.03 0.47 0.14
-0.05 0.47 0.07
0.07 0.80 0.10
-0.01 0.80 0.04
0.04 0.80 0.08
-0.05 -0.32 1.00
-0.03 -0.32 2.76
0.04 -0.32 4.39
-0.09 0.86 1.13
0.00 0.86 2.01
-0.08 0.86 5.18
0.09 0.61 42.19
-0.04 0.61 67.28
-0.09 0.61 112.50
0.08 0.94 27.52
0.05 0.94 39.11
-0.06 0.94 42.16
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 16.97 17.41 16.47 17.18 14.30 0.00 0.03 0.11 0.00
01-02-201 17.36 18.20 17.36 18.15 15.11 0.00 0.02 0.07 0.06
01-03-201 18.16 18.24 17.48 17.81 14.83 0.00 0.03 0.12 -0.02
01-04-201 17.90 18.88 17.90 18.54 15.43 0.00 0.02 0.10 0.04
01-05-201 18.63 19.04 18.38 18.53 15.43 0.00 0.02 0.07 0.00
01-06-201 18.42 18.83 18.18 18.18 15.13 0.00 0.02 0.06 -0.02
01-07-201 18.22 18.74 17.58 18.60 15.48 0.00 0.03 0.14 0.02
01-08-201 18.54 18.70 16.74 17.32 14.42 0.00 0.07 0.32 -0.07
01-09-201 16.83 17.39 16.34 16.73 13.93 0.00 0.02 0.09 -0.03
01-10-201 16.77 18.01 16.77 17.77 14.79 0.00 0.02 0.06 0.06
01-11-201 17.87 17.87 17.07 17.38 14.47 0.00 0.12 0.60 -0.02
01-12-201 17.48 17.48 16.71 16.75 13.94 0.00 0.23 1.27 -0.04
01-01-201 16.49 16.49 15.13 15.84 13.40 0.00 0.26 1.48 -0.04
01-02-201 15.82 15.82 14.75 15.25 12.90 0.00 0.31 1.97 -0.04
01-03-201 15.57 16.25 15.57 16.17 13.68 0.00 0.29 1.80 0.06
01-04-201 15.91 16.70 15.68 16.46 13.93 0.00 0.23 1.27 0.02
01-05-201 16.51 16.51 15.91 16.45 13.92 0.00 0.27 1.64 0.00
01-06-201 16.38 16.71 14.81 15.62 13.22 0.00 0.27 1.60 -0.05
01-07-201 15.66 16.25 15.29 16.25 13.75 0.00 0.30 1.83 0.04
01-08-201 16.13 16.49 15.96 16.28 13.77 0.00 0.30 1.83 0.00
01-09-201 16.39 16.74 16.12 16.54 13.99 0.00 0.29 1.79 0.02
01-10-201 16.50 16.52 16.11 16.21 13.72 0.00 0.33 2.10 -0.02
01-11-201 16.14 16.14 15.63 15.76 13.33 0.00 0.45 3.37 -0.03
01-12-201 15.72 16.36 15.54 15.65 13.24 0.00 0.51 4.13 -0.01
01-01-201 15.72 16.14 15.72 15.99 13.97 0.00 0.51 4.22 0.06
01-02-201 16.06 16.28 16.00 16.05 14.03 0.00 0.52 4.35 0.00
01-03-201 16.24 16.69 16.05 16.59 14.50 0.00 0.74 8.11 0.03
01-04-201 16.56 17.22 16.51 17.20 15.03 0.00 0.80 9.46 0.04
01-05-201 17.21 17.65 17.21 17.59 15.37 0.00 0.89 11.74 0.02
01-06-201 17.70 17.86 17.47 17.60 15.38 0.00 0.98 14.45 0.00
01-07-201 17.60 18.04 17.48 18.03 15.76 0.00 1.07 17.25 0.02
01-08-201 18.12 18.12 17.67 17.90 15.64 0.00 1.01 15.46 -0.01
01-09-201 17.90 18.24 17.80 18.24 15.94 0.00 1.03 15.97 0.02
01-10-201 18.23 18.57 18.19 18.49 16.16 0.00 1.07 17.53 0.01
01-11-201 18.53 18.78 18.27 18.73 16.37 0.00 1.23 23.71 0.01
01-12-201 18.69 19.02 18.59 18.73 16.37 0.00 1.32 28.07 0.00
01-01-201 18.87 19.91 18.87 19.49 17.32 0.00 1.41 32.92 0.06
01-02-201 19.53 19.53 18.05 18.68 16.60 0.00 1.57 42.48 -0.04
01-03-201 18.44 18.95 18.23 18.75 16.66 0.00 1.70 51.88 0.00
01-04-201 18.46 19.16 18.46 18.77 16.68 0.00 1.76 56.83 0.00
01-05-201 18.71 19.24 18.61 18.67 16.59 0.00 1.86 66.29 -0.01
01-06-201 18.82 19.15 18.17 18.33 16.29 0.00 1.90 69.64 -0.02
01-07-201 18.18 18.86 18.18 18.75 16.66 0.00 1.96 75.47 0.02
01-08-201 18.68 18.89 18.04 18.65 16.57 0.00 2.03 83.73 -0.01
01-09-201 18.52 18.89 18.16 18.72 16.64 0.00 2.13 94.53 0.00
01-10-201 18.75 18.75 16.68 17.07 15.17 0.00 2.25 110.44 -0.09
01-11-201 17.41 17.71 16.98 17.53 15.58 0.00 2.33 121.45 0.03
01-12-201 17.71 17.71 16.10 16.42 14.59 0.00 2.37 127.34 -0.06
01-01-201 16.32 17.19 16.13 17.19 15.49 0.00 2.37 128.64 0.06
01-02-201 17.22 18.08 17.18 17.93 16.16 0.00 2.39 130.82 0.04
01-03-201 18.08 18.44 17.74 18.36 16.55 0.00 2.40 133.01 0.02
01-04-201 18.54 19.06 18.54 19.06 17.18 0.00 2.38 129.96 0.04
01-05-201 18.96 19.12 18.22 18.22 16.42 0.00 2.35 125.36 -0.04
01-06-201 18.39 19.53 18.39 19.53 17.60 0.00 2.17 100.04 0.07
01-07-201 19.66 19.87 19.30 19.30 17.39 0.00 2.10 91.19 -0.01
01-08-201 19.33 19.33 18.54 19.09 17.20 0.00 1.95 74.69 -0.01
01-09-201 19.06 19.61 19.06 19.43 17.51 0.00 1.89 69.19 0.02
01-10-201 19.29 20.29 18.90 20.20 18.20 0.00 1.65 48.08 0.04
01-11-201 20.43 20.78 20.42 20.65 18.61 0.00 1.54 40.76 0.02
01-12-201 20.53 21.54 20.49 21.28 19.18 0.00 1.54 40.31 0.03
01-01-202 21.46 21.76 21.02 21.02 19.16 0.00 1.52 39.48 0.00
01-02-202 21.10 21.88 19.93 19.93 18.16 0.00 1.52 39.03 -0.05
01-03-202 20.30 20.70 15.28 17.43 15.89 0.00 0.29 1.74 -0.13
01-04-202 16.84 18.78 16.70 18.48 16.84 0.00 0.14 0.68 0.06
01-05-202 18.23 19.78 18.11 19.75 18.00 0.00 0.13 0.62 0.07
01-06-202 19.98 21.03 19.86 20.53 18.71 0.00 0.16 0.81 0.04
01-07-202 20.61 21.72 20.61 20.99 19.13 0.00 0.13 0.61 0.02
01-08-202 21.26 22.16 21.26 22.03 20.08 0.00 0.10 0.49 0.05
01-09-202 22.07 22.34 21.39 21.77 19.84 0.00 0.11 0.51 -0.01
01-10-202 21.95 22.66 20.90 20.90 19.05 0.00 0.10 0.47 -0.04
01-11-202 21.20 24.22 21.20 23.90 21.78 0.00 0.09 0.42 0.14
01-12-202 24.27 25.12 24.26 24.99 22.78 0.00 0.09 0.40 0.05
01-01-202 25.07 25.73 24.58 24.58 22.49 0.00 0.08 0.38 -0.01
01-02-202 25.06 26.08 25.04 25.04 22.91 0.00 0.04 0.18 0.02
01-03-202 25.48 25.57 24.78 25.33 23.18 0.00 0.03 0.13 0.01
01-04-202 25.67 26.68 25.67 26.30 24.07 0.00 0.02 0.09 0.04
01-05-202 26.55 27.41 26.08 27.41 25.08 0.00 0.02 0.07 0.04
01-06-202 27.37 27.72 26.86 26.95 24.66 0.00 0.04 0.15 -0.02
01-07-202 27.01 27.51 26.40 27.39 25.07 0.00 0.05 0.23 0.02
01-08-202 27.50 28.07 27.44 28.00 25.62 0.00 0.05 0.24 0.02
01-09-202 28.30 28.50 26.78 26.83 24.55 0.00 0.04 0.18 -0.04
01-10-202 26.94 28.27 26.66 28.10 25.72 0.00 0.05 0.22 0.05
01-11-202 28.39 28.83 26.81 26.81 24.53 0.00 0.05 0.22 -0.05
01-12-202 26.84 27.79 25.49 26.34 24.10 0.00 0.06 0.26 -0.02
01-01-202 26.41 26.44 23.96 24.59 23.99 0.00 0.15 0.75 0.00
01-02-202 24.83 25.06 23.39 23.71 23.13 0.00 0.33 2.09 -0.04
01-03-202 23.10 24.26 21.42 23.73 23.15 0.00 0.44 3.34 0.00
01-04-202 23.96 24.12 22.08 22.22 21.68 0.00 0.76 8.66 -0.06
01-05-202 22.12 22.51 20.76 22.28 21.74 0.00 0.98 14.47 0.00
01-06-202 22.01 22.46 19.91 20.44 19.94 0.00 1.49 37.74 -0.08
01-07-202 20.46 21.95 20.13 21.95 21.42 0.00 2.23 108.18 0.07
01-08-202 21.97 22.15 20.19 20.19 19.70 0.00 2.63 172.80 -0.08
01-09-202 19.90 20.83 18.09 18.35 17.90 0.00 3.13 289.00 -0.09
01-10-202 18.76 19.68 18.25 19.43 18.96 0.00 3.72 494.07 0.06
01-11-202 19.57 21.89 19.08 21.89 21.36 0.00 4.15 703.26 0.13
01-12-202 22.13 22.20 20.68 20.82 20.31 0.00 4.25 760.07 -0.05
18.46 20.4 18.46 20.4 19.82292 0
20.69 21 19.85 19.88 19.31763 0
19.68 20.15 18.61 19.6 19.04555 0
19.55 19.94 19.12 19.88 19.31763 0
19.87 20.18 19.41 19.75 19.19131 0
19.95 20.76 19.92 20.76 20.17274 0
20.72 21.64 20.34 21.46 21.46 0
21.44 21.44 20.88 20.96 20.96 0
Monthly Index
Beta Return
CAPM 2 Calvert International Equity Fund (CWVIX)
0.00 1.08 -0.01
0.05 1.08 0.05
-0.02 1.08 -0.03
0.01 1.30 -0.02
0.01 1.30 -0.01
-0.02 1.30 -0.04
0.02 1.15 0.00
-0.06 1.15 -0.12
-0.03 1.15 -0.05
0.08 1.00 0.08
0.00 1.00 0.00
-0.02 1.00 -0.02
-0.05 0.86 0.16
0.00 0.86 0.27
0.07 0.86 0.31
0.00 0.78 0.28
0.02 0.78 0.37
0.00 0.78 0.35
0.04 0.79 0.42
0.00 0.79 0.39
0.00 0.79 0.38
-0.02 -0.02 2.14
0.03 -0.02 3.44
0.02 -0.02 4.21
0.02 -0.75 7.36
0.04 -0.75 7.58
0.00 -0.75 14.17
0.01 2.92 -18.09
0.01 2.92 -22.45
0.00 2.92 -27.68
0.02 1.45 -7.67
0.00 1.45 -6.90
0.02 1.45 -7.09
0.02 0.65 6.17
0.03 0.65 8.34
0.01 0.65 9.86
0.06 0.84 5.24
-0.04 0.84 6.66
-0.03 0.84 8.15
0.00 0.16 47.61
0.02 0.16 55.54
0.00 0.16 58.34
 0.04 0.30 52.95
0.03 0.30 58.74
0.00 0.30 66.31
-0.07 0.96 4.27
0.02 0.96 4.79
-0.09 0.96 4.91
0.08 0.54 58.67
0.03 0.54 59.64
0.02 0.54 60.63
0.04 0.81 25.18
-0.07 0.81 24.20
0.07 0.81 19.42
0.01 0.54 41.51
-0.02 0.54 33.98
0.02 0.54 31.50
0.02 -1.32 111.69
0.03 -1.32 94.68
0.03 -1.32 93.63
0.00 0.93 2.87
-0.08 0.93 2.76
-0.13 0.93 0.01
0.13 0.13 0.61
0.05 0.13 0.54
0.02 0.13 0.71
0.06 0.47 0.35
0.07 0.47 0.29
-0.04 0.47 0.25
-0.03 1.31 -0.18
0.11 1.31 0.01
0.04 1.31 -0.07
-0.01 0.56 0.16
0.03 0.56 0.10
0.04 0.56 0.08
0.05 0.35 0.07
0.01 0.35 0.05
0.02 0.35 0.11
0.02 0.81 0.06
0.03 0.81 0.07
-0.05 0.81 -0.01
0.07 1.10 0.05
-0.01 1.10 -0.03
0.04 1.10 0.02
-0.05 0.18 0.60
-0.03 0.18 1.70
0.04 0.18 2.74
-0.09 0.86 1.11
0.00 0.86 1.98
-0.08 0.86 5.09
0.09 0.97 3.27
-0.04 0.97 5.04
-0.09 0.97 8.41
0.08 0.99 3.80
0.05 0.99 5.35
-0.06 0.99 5.67
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 19.69 19.96 19.69 19.93 15.89 0.00 0.03 0.11 0.00
01-02-201 19.94 19.96 19.71 19.96 15.94 0.00 0.02 0.07 0.00
01-03-201 19.80 19.86 19.67 19.76 15.81 0.00 0.03 0.12 -0.01
01-04-201 19.79 19.88 19.76 19.76 15.86 0.00 0.02 0.10 0.00
01-05-201 19.71 19.71 19.63 19.66 15.82 0.00 0.02 0.07 0.00
01-06-201 19.61 19.61 19.39 19.39 15.63 0.00 0.02 0.06 -0.01
01-07-201 19.36 19.43 19.32 19.36 15.66 0.00 0.03 0.14 0.00
01-08-201 19.38 19.38 19.24 19.24 15.59 0.00 0.07 0.32 0.00
01-09-201 19.27 19.34 19.24 19.25 15.63 0.00 0.02 0.09 0.00
01-10-201 19.25 19.37 19.25 19.28 15.69 0.00 0.02 0.06 0.00
01-11-201 19.27 19.28 19.17 19.19 15.64 0.00 0.12 0.60 0.00
01-12-201 19.22 19.22 18.93 18.95 15.47 0.00 0.23 1.27 -0.01
01-01-201 18.97 19.00 18.84 18.93 15.50 0.00 0.26 1.48 0.00
01-02-201 18.90 18.96 18.83 18.96 15.56 0.00 0.31 1.97 0.00
01-03-201 18.97 19.25 18.97 19.25 15.84 0.00 0.29 1.80 0.02
01-04-201 19.24 19.41 19.24 19.41 16.02 0.00 0.23 1.27 0.01
01-05-201 19.40 19.45 19.37 19.42 16.06 0.00 0.27 1.64 0.00
01-06-201 19.42 19.63 19.42 19.63 16.26 0.00 0.27 1.60 0.01
01-07-201 19.64 19.72 19.64 19.71 16.38 0.00 0.30 1.83 0.01
01-08-201 19.70 19.79 19.68 19.71 16.41 0.00 0.30 1.83 0.00
01-09-201 19.71 19.77 19.65 19.67 16.41 0.00 0.29 1.79 0.00
01-10-201 19.67 19.68 19.58 19.58 16.37 0.00 0.33 2.10 0.00
01-11-201 19.57 19.57 19.25 19.25 16.14 0.00 0.45 3.37 -0.01
01-12-201 19.22 19.30 19.19 19.22 16.15 0.00 0.51 4.13 0.00
01-01-201 19.21 19.31 19.21 19.28 16.24 0.00 0.51 4.22 0.01
01-02-201 19.28 19.37 19.28 19.36 16.34 0.00 0.52 4.35 0.01
01-03-201 19.31 19.35 19.26 19.32 16.34 0.00 0.74 8.11 0.00
01-04-201 19.34 19.43 19.33 19.35 16.42 0.00 0.80 9.46 0.00
01-05-201 19.35 19.47 19.35 19.42 16.50 0.00 0.89 11.74 0.01
01-06-201 19.41 19.45 19.35 19.35 16.50 0.00 0.98 14.45 0.00
01-07-201 19.33 19.47 19.33 19.43 16.62 0.00 1.07 17.25 0.01
01-08-201 19.45 19.47 19.43 19.44 16.65 0.00 1.01 15.46 0.00
01-09-201 19.42 19.47 19.39 19.39 16.65 0.00 1.03 15.97 0.00
01-10-201 19.40 19.46 19.40 19.41 16.71 0.00 1.07 17.53 0.00
01-11-201 19.41 19.43 19.34 19.34 16.68 0.00 1.23 23.71 0.00
01-12-201 19.36 19.36 19.25 19.26 16.65 0.00 1.32 28.07 0.00
01-01-201 19.24 19.25 19.09 19.09 16.55 0.00 1.41 32.92 -0.01
01-02-201 19.07 19.09 18.98 18.98 16.49 0.00 1.57 42.48 0.00
01-03-201 19.02 19.02 18.94 18.95 16.50 0.00 1.70 51.88 0.00
01-04-201 18.96 18.98 18.87 18.89 16.50 0.00 1.76 56.83 0.00
01-05-201 18.87 19.01 18.85 18.93 16.57 0.00 1.86 66.29 0.00
01-06-201 18.90 18.92 18.88 18.88 16.57 0.00 1.90 69.64 0.00
01-07-201 18.87 18.91 18.84 18.85 16.58 0.00 1.96 75.47 0.00
01-08-201 18.85 18.97 18.85 18.94 16.70 0.00 2.03 83.73 0.01
01-09-201 18.93 18.94 18.88 18.88 16.68 0.00 2.13 94.53 0.00
01-10-201 18.88 18.89 18.77 18.77 16.62 0.00 2.25 110.44 0.00
01-11-201 18.77 18.80 18.74 18.74 16.63 0.00 2.33 121.45 0.00
01-12-201 18.76 18.82 18.76 18.79 16.71 0.00 2.37 127.34 0.00
01-01-201 18.81 18.93 18.81 18.93 16.88 0.00 2.37 128.64 0.01
01-02-201 18.92 19.01 18.92 18.97 16.96 0.00 2.39 130.82 0.00
01-03-201 18.98 19.16 18.98 19.09 17.10 0.00 2.40 133.01 0.01
01-04-201 19.08 19.16 19.08 19.12 17.18 0.00 2.38 129.96 0.00
01-05-201 19.12 19.25 19.10 19.24 17.33 0.00 2.35 125.36 0.01
01-06-201 19.27 19.40 19.27 19.36 17.48 0.00 2.17 100.04 0.01
01-07-201 19.36 19.41 19.34 19.35 17.50 0.00 2.10 91.19 0.00
01-08-201 19.40 19.52 19.40 19.47 17.65 0.00 1.95 74.69 0.01
01-09-201 19.49 19.50 19.38 19.41 17.63 0.00 1.89 69.19 0.00
01-10-201 19.43 19.48 19.40 19.42 17.68 0.00 1.65 48.08 0.00
01-11-201 19.41 19.43 19.36 19.39 17.69 0.00 1.54 40.76 0.00
01-12-201 19.39 19.46 19.39 19.42 17.76 0.00 1.54 40.31 0.00
01-01-202 19.43 19.53 19.32 19.51 17.88 0.00 1.52 39.48 0.01
01-02-202 19.51 19.58 19.50 19.54 17.94 0.00 1.52 39.03 0.00
01-03-202 19.56 19.64 18.35 18.59 17.10 0.00 0.29 1.74 -0.05
01-04-202 18.59 18.92 18.54 18.91 17.44 0.00 0.14 0.68 0.02
01-05-202 18.90 19.13 18.90 19.12 17.68 0.00 0.13 0.62 0.01
01-06-202 19.14 19.30 19.14 19.26 17.85 0.00 0.16 0.81 0.01
01-07-202 19.26 19.40 19.26 19.39 18.02 0.00 0.13 0.61 0.01
01-08-202 19.39 19.53 19.39 19.51 18.17 0.00 0.10 0.49 0.01
01-09-202 19.52 19.54 19.46 19.48 18.18 0.00 0.11 0.51 0.00
01-10-202 19.48 19.52 19.45 19.46 18.21 0.00 0.10 0.47 0.00
01-11-202 19.46 19.66 19.46 19.64 18.41 0.00 0.09 0.42 0.01
01-12-202 19.65 19.75 19.65 19.71 18.51 0.00 0.09 0.40 0.01
01-01-202 19.71 19.78 19.69 19.74 18.59 0.00 0.08 0.38 0.00
01-02-202 19.75 19.80 19.67 19.69 18.58 0.00 0.04 0.18 0.00
01-03-202 19.72 19.73 19.66 19.66 18.59 0.00 0.03 0.13 0.00
01-04-202 19.66 19.75 19.66 19.71 18.69 0.00 0.02 0.09 0.01
01-05-202 19.72 19.79 19.72 19.74 18.76 0.00 0.02 0.07 0.00
01-06-202 19.75 19.79 19.74 19.74 18.79 0.00 0.04 0.15 0.00
01-07-202 19.74 19.84 19.74 19.80 18.89 0.00 0.05 0.23 0.01
01-08-202 19.82 19.82 19.75 19.76 18.89 0.00 0.05 0.24 0.00
01-09-202 19.77 19.78 19.70 19.71 18.88 0.00 0.04 0.18 0.00
01-10-202 19.72 19.72 19.61 19.61 18.82 0.00 0.05 0.22 0.00
01-11-202 19.61 19.68 19.52 19.53 18.79 0.00 0.05 0.22 0.00
01-12-202 19.53 19.56 19.50 19.51 18.80 0.00 0.06 0.26 0.00
01-01-202 19.50 19.50 19.25 19.25 18.60 0.00 0.15 0.75 -0.01
01-02-202 19.26 19.27 18.92 18.97 18.36 0.00 0.33 2.09 -0.01
01-03-202 19.00 19.00 18.64 18.65 18.08 0.00 0.44 3.34 -0.02
01-04-202 18.62 18.64 18.35 18.35 17.83 0.00 0.76 8.66 -0.01
01-05-202 18.29 18.29 18.08 18.19 17.71 0.00 0.98 14.47 -0.01
01-06-202 18.17 18.17 17.82 17.82 17.39 0.00 1.49 37.74 -0.02
01-07-202 17.87 18.12 17.85 18.12 17.71 0.00 2.23 108.18 0.02
01-08-202 18.14 18.20 17.99 17.99 17.64 0.00 2.63 172.80 0.00
01-09-202 17.95 17.98 17.63 17.63 17.32 0.00 3.13 289.00 -0.02
01-10-202 17.67 17.71 17.44 17.48 17.21 0.00 3.72 494.07 -0.01
01-11-202 17.49 17.73 17.46 17.69 17.45 0.00 4.15 703.26 0.01
01-12-202 17.75 17.84 17.69 17.70 17.51 0.00 4.25 760.07 0.00
18.46 20.4 18.46 20.4 19.82292 0
20.69 21 19.85 19.88 19.31763 0
19.68 20.15 18.61 19.6 19.04555 0
19.55 19.94 19.12 19.88 19.31763 0
19.87 20.18 19.41 19.75 19.19131 0
19.95 20.76 19.92 20.76 20.17274 0
20.72 21.64 20.34 21.46 21.46 0
21.44 21.44 20.88 20.96 20.96 0
Monthly Index
Beta Return
CAPM 2 Archer Income Fund (ARINX)
0.00 0.15 0.10
0.05 0.15 0.07
-0.02 0.15 0.10
0.01 0.39 0.06
0.01 0.39 0.05
-0.02 0.39 0.03
0.02 0.06 0.13
-0.06 0.06 0.30
-0.03 0.06 0.08
0.08 0.13 0.06
0.00 0.13 0.52
-0.02 0.13 1.11
-0.05 0.13 1.28
0.00 0.13 1.71
0.07 0.13 1.57
0.00 -0.47 1.87
0.02 -0.47 2.39
0.00 -0.47 2.34
0.04 0.15 1.57
0.00 0.15 1.56
0.00 0.15 1.52
-0.02 -0.16 2.43
0.03 -0.16 3.91
0.02 -0.16 4.79
0.02 0.15 3.58
0.04 0.15 3.69
0.00 0.15 6.87
0.01 0.53 4.44
0.01 0.53 5.50
0.00 0.53 6.77
0.02 0.05 16.31
0.00 0.05 14.62
0.02 0.05 15.09
0.02 0.04 16.75
0.03 0.04 22.66
0.01 0.04 26.82
0.06 -0.04 34.32
-0.04 -0.04 44.29
-0.03 -0.04 54.09
0.00 0.22 44.29
0.02 0.22 51.67
0.00 0.22 54.28
 0.04 0.10 68.13
0.03 0.10 75.58
0.00 0.10 85.33
-0.07 -0.01 111.64
0.02 -0.01 122.77
-0.09 -0.01 128.72
0.08 0.06 121.46
0.03 0.06 123.52
0.02 0.06 125.58
0.04 -0.01 131.66
-0.07 -0.01 127.00
0.07 -0.01 101.35
0.01 -0.24 112.63
-0.02 -0.24 92.25
0.02 -0.24 85.46
0.02 -0.08 51.80
0.03 -0.08 43.92
0.03 -0.08 43.43
0.00 0.38 24.47
-0.08 0.38 24.15
-0.13 0.38 1.03
0.13 0.09 0.63
0.05 0.09 0.57
0.02 0.09 0.74
0.06 0.08 0.57
0.07 0.08 0.45
-0.04 0.08 0.47
-0.03 0.07 0.43
0.11 0.07 0.40
0.04 0.07 0.37
-0.01 -0.09 0.41
0.03 -0.09 0.20
0.04 -0.09 0.14
0.05 0.06 0.08
0.01 0.06 0.07
0.02 0.06 0.14
0.02 0.03 0.22
0.03 0.03 0.23
-0.05 0.03 0.17
0.07 -0.01 0.23
-0.01 -0.01 0.22
0.04 -0.01 0.26
-0.05 -0.04 0.78
-0.03 -0.04 2.18
0.04 -0.04 3.49
-0.09 0.10 7.75
0.00 0.10 12.96
-0.08 0.10 33.79
0.09 0.20 86.93
-0.04 0.20 138.82
-0.09 0.20 232.17
0.08 -0.02 504.75
0.05 -0.02 718.47
-0.06 -0.02 776.51
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 17.80 17.80 17.20 17.43 12.46 0.00 0.03 0.11 0.00
01-02-201 17.68 18.52 17.68 18.26 13.06 0.00 0.02 0.07 0.05
01-03-201 18.39 18.39 17.69 17.98 12.86 0.00 0.03 0.12 -0.02
01-04-201 17.90 18.61 17.90 18.41 13.16 0.00 0.02 0.10 0.02
01-05-201 18.70 18.89 18.37 18.64 13.33 0.00 0.02 0.07 0.01
01-06-201 18.66 18.76 18.03 18.04 12.90 0.00 0.02 0.06 -0.03
01-07-201 18.11 18.22 17.65 17.94 12.83 0.00 0.03 0.14 -0.01
01-08-201 17.77 17.94 15.86 16.87 12.06 0.00 0.07 0.32 -0.06
01-09-201 16.41 17.27 16.09 16.39 11.72 0.00 0.02 0.09 -0.03
01-10-201 16.29 17.56 16.29 17.47 12.49 0.00 0.02 0.06 0.07
01-11-201 17.71 17.86 16.97 17.62 12.60 0.00 0.12 0.60 0.01
01-12-201 17.73 17.73 17.03 17.25 12.33 0.00 0.23 1.27 -0.02
01-01-201 17.03 17.03 15.47 16.13 11.60 0.00 0.26 1.48 -0.06
01-02-201 16.14 16.59 15.41 16.53 11.88 0.00 0.31 1.97 0.02
01-03-201 16.94 17.83 16.94 17.80 12.80 0.00 0.29 1.80 0.08
01-04-201 17.88 18.25 17.58 17.96 12.91 0.00 0.23 1.27 0.01
01-05-201 18.05 18.05 17.16 17.70 12.72 0.00 0.27 1.64 -0.01
01-06-201 17.71 18.12 17.10 17.94 12.90 0.00 0.27 1.60 0.01
01-07-201 18.04 18.76 17.84 18.73 13.46 0.00 0.30 1.83 0.04
01-08-201 18.67 19.18 18.45 18.97 13.64 0.00 0.30 1.83 0.01
01-09-201 18.93 19.02 18.52 18.86 13.56 0.00 0.29 1.79 -0.01
01-10-201 18.77 18.98 18.51 18.62 13.39 0.00 0.33 2.10 -0.01
01-11-201 18.47 19.97 18.31 19.88 14.29 0.00 0.45 3.37 0.07
01-12-201 19.87 20.54 19.79 20.14 14.48 0.00 0.51 4.13 0.01
01-01-201 20.08 20.35 20.00 20.11 14.54 0.00 0.51 4.22 0.00
01-02-201 20.08 21.18 20.08 21.01 15.19 0.00 0.52 4.35 0.04
01-03-201 21.28 21.28 20.74 21.02 15.20 0.00 0.74 8.11 0.00
01-04-201 20.97 21.36 20.79 21.33 15.42 0.00 0.80 9.46 0.01
01-05-201 21.34 21.60 21.04 21.26 15.37 0.00 0.89 11.74 0.00
01-06-201 21.41 21.49 21.23 21.39 15.47 0.00 0.98 14.45 0.01
01-07-201 21.50 21.85 21.26 21.75 15.73 0.00 1.07 17.25 0.02
01-08-201 21.78 21.85 21.23 21.59 15.61 0.00 1.01 15.46 -0.01
01-09-201 21.69 22.20 21.58 22.20 16.05 0.00 1.03 15.97 0.03
01-10-201 22.22 22.50 22.21 22.21 16.06 0.00 1.07 17.53 0.00
01-11-201 22.22 23.05 22.16 23.05 16.67 0.00 1.23 23.71 0.04
01-12-201 23.04 23.29 22.99 23.06 16.67 0.00 1.32 28.07 0.00
01-01-201 23.30 24.17 23.30 23.79 17.29 0.00 1.41 32.92 0.04
01-02-201 23.69 23.69 22.07 22.83 16.59 0.00 1.57 42.48 -0.04
01-03-201 22.76 23.61 22.14 22.57 16.41 0.00 1.70 51.88 -0.01
01-04-201 22.07 23.07 22.07 22.88 16.63 0.00 1.76 56.83 0.01
01-05-201 22.89 23.53 22.61 23.36 16.98 0.00 1.86 66.29 0.02
01-06-201 23.51 24.05 23.51 23.64 17.18 0.00 1.90 69.64 0.01
01-07-201 23.66 24.61 23.61 24.61 17.89 0.00 1.96 75.47 0.04
01-08-201 24.56 25.06 24.55 24.95 18.14 0.00 2.03 83.73 0.01
01-09-201 24.89 25.40 24.89 25.11 18.25 0.00 2.13 94.53 0.01
01-10-201 25.14 25.18 23.33 23.70 17.23 0.00 2.25 110.44 -0.06
01-11-201 23.96 24.59 23.62 24.39 17.73 0.00 2.33 121.45 0.03
01-12-201 24.48 24.48 21.26 22.27 16.19 0.00 2.37 127.34 -0.09
01-01-201 22.35 24.41 22.02 24.41 17.88 0.00 2.37 128.64 0.10
01-02-201 24.37 25.13 24.37 25.10 18.39 0.00 2.39 130.82 0.03
01-03-201 25.34 25.90 24.84 25.90 18.97 0.00 2.40 133.01 0.03
01-04-201 26.09 27.12 26.09 27.12 19.87 0.00 2.38 129.96 0.05
01-05-201 26.98 27.06 25.44 25.44 18.64 0.00 2.35 125.36 -0.06
01-06-201 25.55 27.10 25.55 26.95 19.74 0.00 2.17 100.04 0.06
01-07-201 27.08 27.79 27.04 27.45 20.11 0.00 2.10 91.19 0.02
01-08-201 27.31 27.31 25.71 26.52 19.43 0.00 1.95 74.69 -0.03
01-09-201 26.42 28.02 26.42 27.73 20.31 0.00 1.89 69.19 0.05
01-10-201 27.29 28.46 26.79 28.46 20.85 0.00 1.65 48.08 0.03
01-11-201 28.77 29.46 28.77 29.33 21.48 0.00 1.54 40.76 0.03
01-12-201 29.20 29.79 28.87 29.15 21.35 0.00 1.54 40.31 -0.01
01-01-202 29.17 29.46 28.14 28.14 21.35 0.00 1.52 39.48 0.00
01-02-202 28.28 29.27 25.76 25.76 19.55 0.00 1.52 39.03 -0.08
01-03-202 26.93 27.06 19.07 21.73 16.49 0.00 0.29 1.74 -0.16
01-04-202 20.86 25.19 20.86 24.79 18.81 0.00 0.14 0.68 0.14
01-05-202 23.92 25.69 23.25 25.34 19.23 0.00 0.13 0.62 0.02
01-06-202 25.49 28.36 24.51 25.37 19.25 0.00 0.16 0.81 0.00
01-07-202 25.33 26.57 25.07 25.79 19.57 0.00 0.13 0.61 0.02
01-08-202 26.04 27.29 26.04 26.96 20.46 0.00 0.10 0.49 0.05
01-09-202 26.79 27.26 24.91 25.68 19.49 0.00 0.11 0.51 -0.05
01-10-202 25.70 26.84 24.90 25.07 19.02 0.00 0.10 0.47 -0.02
01-11-202 25.55 30.08 25.55 29.56 22.43 0.00 0.09 0.42 0.18
01-12-202 29.92 31.23 28.19 28.35 21.51 0.00 0.09 0.40 -0.04
01-01-202 28.06 30.33 28.06 28.86 23.79 0.00 0.08 0.38 0.11
01-02-202 28.99 30.98 28.99 29.86 24.61 0.00 0.04 0.18 0.03
01-03-202 30.58 32.30 30.37 32.08 26.44 0.00 0.03 0.13 0.07
01-04-202 32.30 33.58 32.30 33.30 27.45 0.00 0.02 0.09 0.04
01-05-202 33.60 34.52 33.58 34.43 28.38 0.00 0.02 0.07 0.03
01-06-202 34.58 35.46 34.26 34.71 28.61 0.00 0.04 0.15 0.01
01-07-202 34.93 35.00 33.62 34.64 28.55 0.00 0.05 0.23 0.00
01-08-202 34.61 35.36 34.52 35.12 28.95 0.00 0.05 0.24 0.01
01-09-202 35.03 35.26 33.62 33.82 27.87 0.00 0.04 0.18 -0.04
01-10-202 34.24 35.29 34.13 34.90 28.76 0.00 0.05 0.22 0.03
01-11-202 35.30 36.19 33.12 33.12 27.30 0.00 0.05 0.22 -0.05
01-12-202 32.77 34.91 32.29 32.29 26.61 0.00 0.06 0.26 -0.03
01-01-202 32.82 34.04 32.11 32.82 29.15 0.00 0.15 0.75 0.10
01-02-202 33.19 33.43 31.60 32.46 28.83 0.00 0.33 2.09 -0.01
01-03-202 31.95 33.61 30.97 32.86 29.19 0.00 0.44 3.34 0.01
01-04-202 33.11 33.37 30.63 30.63 27.21 0.00 0.76 8.66 -0.07
01-05-202 30.84 31.97 29.43 30.84 27.40 0.00 0.98 14.47 0.01
01-06-202 30.62 31.11 27.54 28.35 25.18 0.00 1.49 37.74 -0.08
01-07-202 28.56 30.05 28.05 30.05 26.69 0.00 2.23 108.18 0.06
01-08-202 30.06 31.12 28.34 28.34 25.17 0.00 2.63 172.80 -0.06
01-09-202 28.27 29.32 25.87 25.87 22.98 0.00 3.13 289.00 -0.09
01-10-202 26.56 28.14 25.88 27.91 24.79 0.00 3.72 494.07 0.08
01-11-202 27.89 30.36 27.02 30.36 26.97 0.00 4.15 703.26 0.09
01-12-202 30.24 30.30 25.63 25.63 22.77 0.00 4.25 760.07 -0.16
18.46 20.4 18.46 20.4 19.82292 0
20.69 21 19.85 19.88 19.31763 0
19.68 20.15 18.61 19.6 19.04555 0
19.55 19.94 19.12 19.88 19.31763 0
19.87 20.18 19.41 19.75 19.19131 0
19.95 20.76 19.92 20.76 20.17274 0
20.72 21.64 20.34 21.46 21.46 0
21.44 21.44 20.88 20.96 20.96 0
Monthly Index
Beta Return
CAPM 2 Hillman Value Fund (HCMAX)
0.00 0.91 0.01
0.05 0.91 0.05
-0.02 0.91 -0.01
0.01 1.68 -0.05
0.01 1.68 -0.03
-0.02 1.68 -0.08
0.02 0.65 0.06
-0.06 0.65 0.07
-0.03 0.65 0.01
0.08 0.83 0.08
0.00 0.83 0.10
-0.02 0.83 0.21
-0.05 1.11 -0.23
0.00 1.11 -0.22
0.07 1.11 -0.13
0.00 -1.29 2.92
0.02 -1.29 3.72
0.00 -1.29 3.65
0.04 1.01 0.02
0.00 1.01 -0.02
0.00 1.01 -0.02
-0.02 1.33 -0.72
0.03 1.33 -1.08
0.02 1.33 -1.35
0.02 1.11 -0.43
0.04 1.11 -0.42
0.00 1.11 -0.87
0.01 -0.04 9.82
0.01 -0.04 12.18
0.00 -0.04 15.01
0.02 1.49 -8.51
0.00 1.49 -7.65
0.02 1.49 -7.87
0.02 1.87 -15.20
0.03 1.87 -20.56
0.01 1.87 -24.38
0.06 0.68 10.55
-0.04 0.68 13.54
-0.03 0.68 16.55
0.00 0.41 33.76
0.02 0.41 39.39
0.00 0.41 41.37
 0.04 0.72 20.96
0.03 0.72 23.24
0.00 0.72 26.21
-0.07 1.02 -2.50
0.02 1.02 -2.65
-0.09 1.02 -2.89
0.08 1.31 -40.29
0.03 1.31 -41.04
0.02 1.31 -41.74
0.04 0.90 13.01
-0.07 0.90 12.45
0.07 0.90 10.05
0.01 1.93 -85.00
-0.02 1.93 -69.67
0.02 1.93 -64.47
0.02 -1.41 115.89
0.03 -1.41 98.23
0.03 -1.41 97.15
0.00 1.19 -7.49
-0.08 1.19 -7.50
-0.13 1.19 -0.48
0.13 1.31 -0.04
0.05 1.31 -0.13
0.02 1.31 -0.23
0.06 0.76 0.19
0.07 0.76 0.17
-0.04 0.76 0.09
-0.03 1.45 -0.25
0.11 1.45 -0.03
0.04 1.45 -0.12
-0.01 -0.96 0.75
0.03 -0.96 0.33
0.04 -0.96 0.22
0.05 0.31 0.08
0.01 0.31 0.05
0.02 0.31 0.11
0.02 0.59 0.11
0.03 0.59 0.12
-0.05 0.59 0.04
0.07 0.98 0.07
-0.01 0.98 -0.01
0.04 0.98 0.04
-0.05 -0.60 1.22
-0.03 -0.60 3.35
0.04 -0.60 5.31
-0.09 0.93 0.51
0.00 0.93 0.99
-0.08 0.93 2.50
0.09 0.83 18.06
-0.04 0.83 28.70
-0.09 0.83 47.98
0.08 1.82 -405.68
0.05 1.82 -577.56
-0.06 1.82 -624.42
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 23.20 23.28 23.00 23.16 16.24 0.00 0.03 0.11 0.00
01-02-201 23.20 23.56 23.20 23.56 16.58 0.00 0.02 0.07 0.02
01-03-201 23.64 23.68 23.36 23.48 16.58 0.00 0.03 0.12 0.00
01-04-201 23.52 23.72 23.52 23.68 16.78 0.00 0.02 0.10 0.01
01-05-201 23.72 23.76 23.64 23.68 16.84 0.00 0.02 0.07 0.00
01-06-201 23.72 23.72 23.48 23.48 16.75 0.00 0.02 0.06 -0.01
01-07-201 23.56 23.64 23.28 23.36 16.73 0.00 0.03 0.14 0.00
01-08-201 23.36 23.36 22.84 23.00 16.53 0.00 0.07 0.32 -0.01
01-09-201 22.96 23.04 22.52 22.52 16.25 0.00 0.02 0.09 -0.02
01-10-201 22.52 22.84 22.48 22.84 16.55 0.00 0.02 0.06 0.02
01-11-201 22.84 22.88 22.56 22.60 16.44 0.00 0.12 0.60 -0.01
01-12-201 22.60 22.64 22.20 22.28 16.27 0.00 0.23 1.27 -0.01
01-01-201 22.28 22.32 21.72 21.96 16.11 0.00 0.26 1.48 -0.01
01-02-201 21.96 21.96 21.44 21.96 16.17 0.00 0.31 1.97 0.00
01-03-201 22.08 22.72 22.08 22.60 16.70 0.00 0.29 1.80 0.03
01-04-201 22.60 23.00 22.60 23.00 17.05 0.00 0.23 1.27 0.02
01-05-201 23.00 23.00 22.88 22.96 17.07 0.00 0.27 1.64 0.00
01-06-201 22.96 23.12 22.80 23.00 17.15 0.00 0.27 1.60 0.00
01-07-201 23.08 23.44 23.08 23.32 17.44 0.00 0.30 1.83 0.02
01-08-201 23.32 23.60 23.28 23.56 17.66 0.00 0.30 1.83 0.01
01-09-201 23.56 23.60 23.40 23.56 17.71 0.00 0.29 1.79 0.00
01-10-201 23.56 23.68 23.52 23.52 17.73 0.00 0.33 2.10 0.00
01-11-201 23.48 23.52 23.16 23.24 17.55 0.00 0.45 3.37 -0.01
01-12-201 23.20 23.36 23.12 23.28 17.62 0.00 0.51 4.13 0.00
01-01-201 23.32 23.52 23.32 23.44 17.83 0.00 0.51 4.22 0.01
01-02-201 23.48 23.60 23.48 23.56 17.97 0.00 0.52 4.35 0.01
01-03-201 23.52 23.56 23.28 23.56 18.01 0.00 0.74 8.11 0.00
01-04-201 23.60 23.72 23.60 23.72 18.18 0.00 0.80 9.46 0.01
01-05-201 23.72 23.84 23.72 23.80 18.29 0.00 0.89 11.74 0.01
01-06-201 23.84 23.88 23.80 23.88 18.40 0.00 0.98 14.45 0.01
01-07-201 23.88 24.04 23.84 24.04 18.57 0.00 1.07 17.25 0.01
01-08-201 24.04 24.04 23.92 24.00 18.58 0.00 1.01 15.46 0.00
01-09-201 24.00 24.08 24.00 24.08 18.69 0.00 1.03 15.97 0.01
01-10-201 24.08 24.16 24.08 24.08 18.74 0.00 1.07 17.53 0.00
01-11-201 24.12 24.12 23.96 24.00 18.74 0.00 1.23 23.71 0.00
01-12-201 24.00 24.04 23.68 23.72 18.57 0.00 1.32 28.07 -0.01
01-01-201 23.72 23.84 23.72 23.80 18.91 0.00 1.41 32.92 0.02
01-02-201 23.80 23.80 23.52 23.56 18.77 0.00 1.57 42.48 -0.01
01-03-201 23.56 23.56 23.36 23.44 18.73 0.00 1.70 51.88 0.00
01-04-201 23.44 23.56 23.32 23.36 18.72 0.00 1.76 56.83 0.00
01-05-201 23.32 23.32 23.20 23.28 18.71 0.00 1.86 66.29 0.00
01-06-201 23.24 23.24 23.12 23.12 18.64 0.00 1.90 69.64 0.00
01-07-201 23.12 23.28 23.12 23.24 18.79 0.00 1.96 75.47 0.01
01-08-201 23.24 23.32 23.20 23.20 18.82 0.00 2.03 83.73 0.00
01-09-201 23.16 23.24 23.16 23.20 18.87 0.00 2.13 94.53 0.00
01-10-201 23.20 23.20 22.80 22.80 18.61 0.00 2.25 110.44 -0.01
01-11-201 22.80 22.84 22.64 22.68 18.57 0.00 2.33 121.45 0.00
01-12-201 22.76 22.80 22.40 22.52 18.51 0.00 2.37 127.34 0.00
01-01-201 22.52 23.08 22.52 23.08 19.17 0.00 2.37 128.64 0.04
01-02-201 23.08 23.20 23.08 23.20 19.34 0.00 2.39 130.82 0.01
01-03-201 23.16 23.44 23.16 23.40 19.57 0.00 2.40 133.01 0.01
01-04-201 23.40 23.52 23.40 23.48 19.70 0.00 2.38 129.96 0.01
01-05-201 23.48 23.52 23.40 23.44 19.74 0.00 2.35 125.36 0.00
01-06-201 23.44 23.72 23.44 23.68 20.01 0.00 2.17 100.04 0.01
01-07-201 23.72 23.80 23.72 23.76 20.15 0.00 2.10 91.19 0.01
01-08-201 23.80 23.80 23.64 23.68 20.15 0.00 1.95 74.69 0.00
01-09-201 23.68 23.76 23.60 23.64 20.19 0.00 1.89 69.19 0.00
01-10-201 23.64 23.72 23.64 23.72 20.33 0.00 1.65 48.08 0.01
01-11-201 23.72 23.72 23.68 23.68 20.37 0.00 1.54 40.76 0.00
01-12-201 23.68 23.84 23.68 23.84 20.57 0.00 1.54 40.31 0.01
01-01-202 23.84 23.96 23.80 23.88 20.67 0.00 1.52 39.48 0.00
01-02-202 23.88 23.96 23.68 23.68 20.56 0.00 1.52 39.03 -0.01
01-03-202 23.72 23.84 20.40 21.24 18.50 0.00 0.29 1.74 -0.10
01-04-202 21.08 22.08 21.00 21.96 19.19 0.00 0.14 0.68 0.04
01-05-202 21.92 22.72 21.88 22.72 19.92 0.00 0.13 0.62 0.04
01-06-202 22.76 23.40 22.76 23.20 20.41 0.00 0.16 0.81 0.02
01-07-202 23.28 23.88 23.28 23.88 21.08 0.00 0.13 0.61 0.03
01-08-202 23.92 24.04 23.88 23.88 21.15 0.00 0.10 0.49 0.00
01-09-202 23.92 24.00 23.67 23.74 21.28 0.00 0.11 0.51 0.01
01-10-202 23.77 23.98 23.75 23.78 21.38 0.00 0.10 0.47 0.00
01-11-202 23.80 24.40 23.80 24.40 22.01 0.00 0.09 0.42 0.03
01-12-202 24.45 24.69 24.45 24.69 22.33 0.00 0.09 0.40 0.01
01-01-202 24.70 24.83 24.69 24.75 22.45 0.00 0.08 0.38 0.01
01-02-202 24.76 24.96 24.76 24.80 22.56 0.00 0.04 0.18 0.00
01-03-202 24.83 24.83 24.63 24.66 22.50 0.00 0.03 0.13 0.00
01-04-202 24.70 24.81 24.70 24.74 22.63 0.00 0.02 0.09 0.01
01-05-202 24.75 24.79 24.72 24.76 22.71 0.00 0.02 0.07 0.00
01-06-202 24.77 24.90 24.77 24.82 22.83 0.00 0.04 0.15 0.01
01-07-202 24.82 24.89 24.78 24.79 22.87 0.00 0.05 0.23 0.00
01-08-202 24.82 24.82 24.69 24.75 22.89 0.00 0.05 0.24 0.00
01-09-202 24.76 24.81 24.59 24.59 22.81 0.00 0.04 0.18 0.00
01-10-202 24.59 24.59 24.46 24.48 22.76 0.00 0.05 0.22 0.00
01-11-202 24.47 24.56 24.24 24.25 22.61 0.00 0.05 0.22 -0.01
01-12-202 24.28 24.41 23.99 24.08 22.50 0.00 0.06 0.26 0.00
01-01-202 24.09 24.09 23.65 23.66 22.42 0.00 0.15 0.75 0.00
01-02-202 23.71 23.74 23.06 23.26 22.10 0.00 0.33 2.09 -0.01
01-03-202 23.33 23.33 22.68 22.89 21.81 0.00 0.44 3.34 -0.01
01-04-202 22.88 22.92 22.05 22.05 21.06 0.00 0.76 8.66 -0.03
01-05-202 21.96 22.00 21.65 21.90 20.98 0.00 0.98 14.47 0.00
01-06-202 21.90 21.92 21.14 21.21 20.38 0.00 1.49 37.74 -0.03
01-07-202 21.32 21.84 21.19 21.84 21.05 0.00 2.23 108.18 0.03
01-08-202 21.96 21.96 21.44 21.44 20.74 0.00 2.63 172.80 -0.02
01-09-202 21.28 21.35 20.35 20.35 19.75 0.00 3.13 289.00 -0.05
01-10-202 20.48 20.58 19.83 20.00 19.48 0.00 3.72 494.07 -0.01
01-11-202 20.05 20.72 19.96 20.72 20.27 0.00 4.15 703.26 0.04
01-12-202 20.94 21.08 20.55 20.55 20.18 0.00 4.25 760.07 0.00
Monthly Index
Beta Return
CAPM 2 Davenport Equity Opportunities Fund (DEOPX)
0.00 0.32 0.08
0.05 0.32 0.07
-0.02 0.32 0.07
0.01 0.43 0.06
0.01 0.43 0.04
-0.02 0.43 0.03
0.02 0.15 0.12
-0.06 0.15 0.26
-0.03 0.15 0.07
0.08 0.29 0.07
0.00 0.29 0.43
-0.02 0.29 0.89
-0.05 0.36 0.93
0.00 0.36 1.26
0.07 0.36 1.18
0.00 -0.57 2.00
0.02 -0.57 2.55
0.00 -0.57 2.50
0.04 0.22 1.44
0.00 0.22 1.43
0.00 0.22 1.39
-0.02 -0.13 2.38
0.03 -0.13 3.82
0.02 -0.13 4.69
0.02 0.13 3.66
0.04 0.13 3.78
0.00 0.13 7.03
0.01 0.18 7.73
0.01 0.18 9.59
0.00 0.18 11.80
0.02 0.34 11.47
0.00 0.34 10.28
0.02 0.34 10.62
0.02 0.43 10.08
0.03 0.43 13.63
0.01 0.43 16.12
0.06 0.24 24.98
-0.04 0.24 32.21
-0.03 0.24 39.34
0.00 0.08 52.21
0.02 0.08 60.90
0.00 0.08 63.97
 0.04 0.08 69.24
0.03 0.08 76.82
0.00 0.08 86.72
-0.07 0.05 104.86
0.02 0.05 115.32
-0.09 0.05 120.90
0.08 0.44 71.85
0.03 0.44 73.05
0.02 0.44 74.27
0.04 0.08 120.08
-0.07 0.08 115.82
0.07 0.08 92.44
0.01 0.08 83.46
-0.02 0.08 68.35
0.02 0.08 63.33
0.02 -0.08 52.15
0.03 -0.08 44.21
0.03 -0.08 43.72
0.00 0.75 10.04
-0.08 0.75 9.86
-0.13 0.75 0.34
0.13 0.09 0.63
0.05 0.09 0.56
0.02 0.09 0.74
0.06 0.09 0.56
0.07 0.09 0.45
-0.04 0.09 0.46
-0.03 0.17 0.38
0.11 0.17 0.36
0.04 0.17 0.34
-0.01 -0.12 0.43
0.03 -0.12 0.20
0.04 -0.12 0.14
0.05 0.05 0.08
0.01 0.05 0.07
0.02 0.05 0.14
0.02 0.07 0.21
0.03 0.07 0.22
-0.05 0.07 0.16
0.07 0.06 0.22
-0.01 0.06 0.21
0.04 0.06 0.25
-0.05 -0.08 0.81
-0.03 -0.08 2.25
0.04 -0.08 3.60
-0.09 0.32 5.83
0.00 0.32 9.78
-0.08 0.32 25.48
0.09 0.43 61.49
-0.04 0.43 98.14
-0.09 0.43 164.12
0.08 0.06 464.54
0.05 0.06 661.23
-0.06 0.06 714.64
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 23.20 23.28 23.00 23.16 16.24 0.00 0.03 0.11 0.00
01-02-201 23.20 23.56 23.20 23.56 16.58 0.00 0.02 0.07 0.02
01-03-201 23.64 23.68 23.36 23.48 16.58 0.00 0.03 0.12 0.00
01-04-201 23.52 23.72 23.52 23.68 16.78 0.00 0.02 0.10 0.01
01-05-201 23.72 23.76 23.64 23.68 16.84 0.00 0.02 0.07 0.00
01-06-201 23.72 23.72 23.48 23.48 16.75 0.00 0.02 0.06 -0.01
01-07-201 23.56 23.64 23.28 23.36 16.73 0.00 0.03 0.14 0.00
01-08-201 23.36 23.36 22.84 23.00 16.53 0.00 0.07 0.32 -0.01
01-09-201 22.96 23.04 22.52 22.52 16.25 0.00 0.02 0.09 -0.02
01-10-201 22.52 22.84 22.48 22.84 16.55 0.00 0.02 0.06 0.02
01-11-201 22.84 22.88 22.56 22.60 16.44 0.00 0.12 0.60 -0.01
01-12-201 22.60 22.64 22.20 22.28 16.27 0.00 0.23 1.27 -0.01
01-01-201 22.28 22.32 21.72 21.96 16.11 0.00 0.26 1.48 -0.01
01-02-201 21.96 21.96 21.44 21.96 16.17 0.00 0.31 1.97 0.00
01-03-201 22.08 22.72 22.08 22.60 16.70 0.00 0.29 1.80 0.03
01-04-201 22.60 23.00 22.60 23.00 17.05 0.00 0.23 1.27 0.02
01-05-201 23.00 23.00 22.88 22.96 17.07 0.00 0.27 1.64 0.00
01-06-201 22.96 23.12 22.80 23.00 17.15 0.00 0.27 1.60 0.00
01-07-201 23.08 23.44 23.08 23.32 17.44 0.00 0.30 1.83 0.02
01-08-201 23.32 23.60 23.28 23.56 17.66 0.00 0.30 1.83 0.01
01-09-201 23.56 23.60 23.40 23.56 17.71 0.00 0.29 1.79 0.00
01-10-201 23.56 23.68 23.52 23.52 17.73 0.00 0.33 2.10 0.00
01-11-201 23.48 23.52 23.16 23.24 17.55 0.00 0.45 3.37 -0.01
01-12-201 23.20 23.36 23.12 23.28 17.62 0.00 0.51 4.13 0.00
01-01-201 23.32 23.52 23.32 23.44 17.83 0.00 0.51 4.22 0.01
01-02-201 23.48 23.60 23.48 23.56 17.97 0.00 0.52 4.35 0.01
01-03-201 23.52 23.56 23.28 23.56 18.01 0.00 0.74 8.11 0.00
01-04-201 23.60 23.72 23.60 23.72 18.18 0.00 0.80 9.46 0.01
01-05-201 23.72 23.84 23.72 23.80 18.29 0.00 0.89 11.74 0.01
01-06-201 23.84 23.88 23.80 23.88 18.40 0.00 0.98 14.45 0.01
01-07-201 23.88 24.04 23.84 24.04 18.57 0.00 1.07 17.25 0.01
01-08-201 24.04 24.04 23.92 24.00 18.58 0.00 1.01 15.46 0.00
01-09-201 24.00 24.08 24.00 24.08 18.69 0.00 1.03 15.97 0.01
01-10-201 24.08 24.16 24.08 24.08 18.74 0.00 1.07 17.53 0.00
01-11-201 24.12 24.12 23.96 24.00 18.74 0.00 1.23 23.71 0.00
01-12-201 24.00 24.04 23.68 23.72 18.57 0.00 1.32 28.07 -0.01
01-01-201 23.72 23.84 23.72 23.80 18.91 0.00 1.41 32.92 0.02
01-02-201 23.80 23.80 23.52 23.56 18.77 0.00 1.57 42.48 -0.01
01-03-201 23.56 23.56 23.36 23.44 18.73 0.00 1.70 51.88 0.00
01-04-201 23.44 23.56 23.32 23.36 18.72 0.00 1.76 56.83 0.00
01-05-201 23.32 23.32 23.20 23.28 18.71 0.00 1.86 66.29 0.00
01-06-201 23.24 23.24 23.12 23.12 18.64 0.00 1.90 69.64 0.00
01-07-201 23.12 23.28 23.12 23.24 18.79 0.00 1.96 75.47 0.01
01-08-201 23.24 23.32 23.20 23.20 18.82 0.00 2.03 83.73 0.00
01-09-201 23.16 23.24 23.16 23.20 18.87 0.00 2.13 94.53 0.00
01-10-201 23.20 23.20 22.80 22.80 18.61 0.00 2.25 110.44 -0.01
01-11-201 22.80 22.84 22.64 22.68 18.57 0.00 2.33 121.45 0.00
01-12-201 22.76 22.80 22.40 22.52 18.51 0.00 2.37 127.34 0.00
01-01-201 22.52 23.08 22.52 23.08 19.17 0.00 2.37 128.64 0.04
01-02-201 23.08 23.20 23.08 23.20 19.34 0.00 2.39 130.82 0.01
01-03-201 23.16 23.44 23.16 23.40 19.57 0.00 2.40 133.01 0.01
01-04-201 23.40 23.52 23.40 23.48 19.70 0.00 2.38 129.96 0.01
01-05-201 23.48 23.52 23.40 23.44 19.74 0.00 2.35 125.36 0.00
01-06-201 23.44 23.72 23.44 23.68 20.01 0.00 2.17 100.04 0.01
01-07-201 23.72 23.80 23.72 23.76 20.15 0.00 2.10 91.19 0.01
01-08-201 23.80 23.80 23.64 23.68 20.15 0.00 1.95 74.69 0.00
01-09-201 23.68 23.76 23.60 23.64 20.19 0.00 1.89 69.19 0.00
01-10-201 23.64 23.72 23.64 23.72 20.33 0.00 1.65 48.08 0.01
01-11-201 23.72 23.72 23.68 23.68 20.37 0.00 1.54 40.76 0.00
01-12-201 23.68 23.84 23.68 23.84 20.57 0.00 1.54 40.31 0.01
01-01-202 23.84 23.96 23.80 23.88 20.67 0.00 1.52 39.48 0.00
01-02-202 23.88 23.96 23.68 23.68 20.56 0.00 1.52 39.03 -0.01
01-03-202 23.72 23.84 20.40 21.24 18.50 0.00 0.29 1.74 -0.10
01-04-202 21.08 22.08 21.00 21.96 19.19 0.00 0.14 0.68 0.04
01-05-202 21.92 22.72 21.88 22.72 19.92 0.00 0.13 0.62 0.04
01-06-202 22.76 23.40 22.76 23.20 20.41 0.00 0.16 0.81 0.02
01-07-202 23.28 23.88 23.28 23.88 21.08 0.00 0.13 0.61 0.03
01-08-202 23.92 24.04 23.88 23.88 21.15 0.00 0.10 0.49 0.00
01-09-202 23.92 24.00 23.67 23.74 21.28 0.00 0.11 0.51 0.01
01-10-202 23.77 23.98 23.75 23.78 21.38 0.00 0.10 0.47 0.00
01-11-202 23.80 24.40 23.80 24.40 22.01 0.00 0.09 0.42 0.03
01-12-202 24.45 24.69 24.45 24.69 22.33 0.00 0.09 0.40 0.01
01-01-202 24.70 24.83 24.69 24.75 22.45 0.00 0.08 0.38 0.01
01-02-202 24.76 24.96 24.76 24.80 22.56 0.00 0.04 0.18 0.00
01-03-202 24.83 24.83 24.63 24.66 22.50 0.00 0.03 0.13 0.00
01-04-202 24.70 24.81 24.70 24.74 22.63 0.00 0.02 0.09 0.01
01-05-202 24.75 24.79 24.72 24.76 22.71 0.00 0.02 0.07 0.00
01-06-202 24.77 24.90 24.77 24.82 22.83 0.00 0.04 0.15 0.01
01-07-202 24.82 24.89 24.78 24.79 22.87 0.00 0.05 0.23 0.00
01-08-202 24.82 24.82 24.69 24.75 22.89 0.00 0.05 0.24 0.00
01-09-202 24.76 24.81 24.59 24.59 22.81 0.00 0.04 0.18 0.00
01-10-202 24.59 24.59 24.46 24.48 22.76 0.00 0.05 0.22 0.00
01-11-202 24.47 24.56 24.24 24.25 22.61 0.00 0.05 0.22 -0.01
01-12-202 24.28 24.41 23.99 24.08 22.50 0.00 0.06 0.26 0.00
01-01-202 24.09 24.09 23.65 23.66 22.42 0.00 0.15 0.75 0.00
01-02-202 23.71 23.74 23.06 23.26 22.10 0.00 0.33 2.09 -0.01
01-03-202 23.33 23.33 22.68 22.89 21.81 0.00 0.44 3.34 -0.01
01-04-202 22.88 22.92 22.05 22.05 21.06 0.00 0.76 8.66 -0.03
01-05-202 21.96 22.00 21.65 21.90 20.98 0.00 0.98 14.47 0.00
01-06-202 21.90 21.92 21.14 21.21 20.38 0.00 1.49 37.74 -0.03
01-07-202 21.32 21.84 21.19 21.84 21.05 0.00 2.23 108.18 0.03
01-08-202 21.96 21.96 21.44 21.44 20.74 0.00 2.63 172.80 -0.02
01-09-202 21.28 21.35 20.35 20.35 19.75 0.00 3.13 289.00 -0.05
01-10-202 20.48 20.58 19.83 20.00 19.48 0.00 3.72 494.07 -0.01
01-11-202 20.05 20.72 19.96 20.72 20.27 0.00 4.15 703.26 0.04
01-12-202 20.94 21.08 20.55 20.55 20.18 0.00 4.25 760.07 0.00
Monthly Index
Beta Return
CAPM 2 Columbia Strategic Income Fund (CTIVX)
0.00 0.32 0.08
0.05 0.32 0.07
-0.02 0.32 0.07
0.01 0.43 0.06
0.01 0.43 0.04
-0.02 0.43 0.03
0.02 0.15 0.12
-0.06 0.15 0.26
-0.03 0.15 0.07
0.08 0.29 0.07
0.00 0.29 0.43
-0.02 0.29 0.89
-0.05 0.36 0.93
0.00 0.36 1.26
0.07 0.36 1.18
0.00 -0.57 2.00
0.02 -0.57 2.55
0.00 -0.57 2.50
0.04 0.22 1.44
0.00 0.22 1.43
0.00 0.22 1.39
-0.02 -0.13 2.38
0.03 -0.13 3.82
0.02 -0.13 4.69
0.02 0.13 3.66
0.04 0.13 3.78
0.00 0.13 7.03
0.01 0.18 7.73
0.01 0.18 9.59
0.00 0.18 11.80
0.02 0.34 11.47
0.00 0.34 10.28
0.02 0.34 10.62
0.02 0.43 10.08
0.03 0.43 13.63
0.01 0.43 16.12
0.06 0.24 24.98
-0.04 0.24 32.21
-0.03 0.24 39.34
0.00 0.08 52.21
0.02 0.08 60.90
0.00 0.08 63.97
 0.04 0.08 69.24
0.03 0.08 76.82
0.00 0.08 86.72
-0.07 0.05 104.86
0.02 0.05 115.32
-0.09 0.05 120.90
0.08 0.44 71.85
0.03 0.44 73.05
0.02 0.44 74.27
0.04 0.08 120.08
-0.07 0.08 115.82
0.07 0.08 92.44
0.01 0.08 83.46
-0.02 0.08 68.35
0.02 0.08 63.33
0.02 -0.08 52.15
0.03 -0.08 44.21
0.03 -0.08 43.72
0.00 0.75 10.04
-0.08 0.75 9.86
-0.13 0.75 0.34
0.13 0.09 0.63
0.05 0.09 0.56
0.02 0.09 0.74
0.06 0.09 0.56
0.07 0.09 0.45
-0.04 0.09 0.46
-0.03 0.17 0.38
0.11 0.17 0.36
0.04 0.17 0.34
-0.01 -0.12 0.43
0.03 -0.12 0.20
0.04 -0.12 0.14
0.05 0.05 0.08
0.01 0.05 0.07
0.02 0.05 0.14
0.02 0.07 0.21
0.03 0.07 0.22
-0.05 0.07 0.16
0.07 0.06 0.22
-0.01 0.06 0.21
0.04 0.06 0.25
-0.05 -0.08 0.81
-0.03 -0.08 2.25
0.04 -0.08 3.60
-0.09 0.32 5.83
0.00 0.32 9.78
-0.08 0.32 25.48
0.09 0.43 61.49
-0.04 0.43 98.14
-0.09 0.43 164.12
0.08 0.06 464.54
0.05 0.06 661.23
-0.06 0.06 714.64
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 22.91 23.17 22.91 23.13 15.96 0.00 0.03 0.11 0.00
01-02-201 23.14 23.14 22.90 22.95 15.89 0.00 0.02 0.07 0.00
01-03-201 22.93 23.09 22.86 22.97 15.95 0.00 0.03 0.12 0.00
01-04-201 23.00 23.06 22.84 22.84 15.93 0.00 0.02 0.10 0.00
01-05-201 22.82 22.82 22.72 22.76 15.94 0.00 0.02 0.07 0.00
01-06-201 22.74 22.77 22.63 22.63 15.91 0.00 0.02 0.06 0.00
01-07-201 22.62 22.74 22.62 22.66 15.99 0.00 0.03 0.14 0.01
01-08-201 22.68 22.69 22.51 22.53 15.97 0.00 0.07 0.32 0.00
01-09-201 22.53 22.61 22.47 22.52 16.03 0.00 0.02 0.09 0.00
01-10-201 22.53 22.65 22.50 22.52 16.11 0.00 0.02 0.06 0.00
01-11-201 22.51 22.60 22.45 22.56 16.21 0.00 0.12 0.60 0.01
01-12-201 22.61 22.67 22.54 22.55 16.25 0.00 0.23 1.27 0.00
01-01-201 22.58 22.73 22.58 22.67 16.41 0.00 0.26 1.48 0.01
01-02-201 22.63 22.76 22.49 22.52 16.37 0.00 0.31 1.97 0.00
01-03-201 22.48 22.66 22.48 22.60 16.49 0.00 0.29 1.80 0.01
01-04-201 22.61 22.72 22.61 22.65 16.61 0.00 0.23 1.27 0.01
01-05-201 22.64 22.77 22.64 22.67 16.69 0.00 0.27 1.64 0.01
01-06-201 22.67 23.01 22.67 22.88 16.92 0.00 0.27 1.60 0.01
01-07-201 22.91 23.07 22.91 23.00 17.10 0.00 0.30 1.83 0.01
01-08-201 22.99 23.09 22.97 22.98 17.16 0.00 0.30 1.83 0.00
01-09-201 22.99 23.04 22.91 22.92 17.20 0.00 0.29 1.79 0.00
01-10-201 22.92 22.92 22.75 22.76 17.15 0.00 0.33 2.10 0.00
01-11-201 22.77 22.82 22.27 22.27 16.86 0.00 0.45 3.37 -0.02
01-12-201 22.21 22.39 22.21 22.35 17.01 0.00 0.51 4.13 0.01
01-01-201 22.36 22.55 22.34 22.37 17.10 0.00 0.51 4.22 0.01
01-02-201 22.37 22.57 22.37 22.48 17.27 0.00 0.52 4.35 0.01
01-03-201 22.41 22.55 22.33 22.41 17.28 0.00 0.74 8.11 0.00
01-04-201 22.44 22.64 22.44 22.48 17.44 0.00 0.80 9.46 0.01
01-05-201 22.46 22.80 22.46 22.74 17.73 0.00 0.89 11.74 0.02
01-06-201 22.73 22.89 22.66 22.66 17.75 0.00 0.98 14.45 0.00
01-07-201 22.65 22.78 22.63 22.66 17.84 0.00 1.07 17.25 0.00
01-08-201 22.69 22.94 22.69 22.84 18.05 0.00 1.01 15.46 0.01
01-09-201 22.83 22.92 22.70 22.70 18.03 0.00 1.03 15.97 0.00
01-10-201 22.70 22.80 22.65 22.65 18.06 0.00 1.07 17.53 0.00
01-11-201 22.66 22.77 22.61 22.61 18.10 0.00 1.23 23.71 0.00
01-12-201 22.67 22.78 22.63 22.65 18.21 0.00 1.32 28.07 0.01
01-01-201 22.63 22.64 22.42 22.42 18.10 0.00 1.41 32.92 -0.01
01-02-201 22.39 22.41 22.31 22.31 18.08 0.00 1.57 42.48 0.00
01-03-201 22.37 22.44 22.33 22.40 18.22 0.00 1.70 51.88 0.01
01-04-201 22.41 22.41 22.22 22.24 18.16 0.00 1.76 56.83 0.00
01-05-201 22.23 22.43 22.18 22.30 18.29 0.00 1.86 66.29 0.01
01-06-201 22.27 22.35 22.23 22.26 18.33 0.00 1.90 69.64 0.00
01-07-201 22.25 22.31 22.16 22.16 18.32 0.00 1.96 75.47 0.00
01-08-201 22.14 22.30 22.14 22.21 18.43 0.00 2.03 83.73 0.01
01-09-201 22.20 22.22 22.07 22.08 18.39 0.00 2.13 94.53 0.00
01-10-201 22.07 22.08 21.92 21.92 18.32 0.00 2.25 110.44 0.00
01-11-201 21.93 22.03 21.89 21.99 18.44 0.00 2.33 121.45 0.01
01-12-201 22.01 22.13 22.01 22.10 18.60 0.00 2.37 127.34 0.01
01-01-201 22.13 22.20 22.10 22.19 18.73 0.00 2.37 128.64 0.01
01-02-201 22.16 22.30 22.15 22.21 18.81 0.00 2.39 130.82 0.00
01-03-201 22.18 22.54 22.18 22.47 19.09 0.00 2.40 133.01 0.01
01-04-201 22.42 22.55 22.41 22.48 19.16 0.00 2.38 129.96 0.00
01-05-201 22.49 22.77 22.46 22.77 19.47 0.00 2.35 125.36 0.02
01-06-201 22.83 22.97 22.80 22.88 19.62 0.00 2.17 100.04 0.01
01-07-201 22.86 22.93 22.82 22.82 19.64 0.00 2.10 91.19 0.00
01-08-201 22.94 23.29 22.94 23.22 20.07 0.00 1.95 74.69 0.02
01-09-201 23.26 23.27 22.92 23.07 20.00 0.00 1.89 69.19 0.00
01-10-201 23.09 23.20 22.93 23.01 20.01 0.00 1.65 48.08 0.00
01-11-201 22.99 23.03 22.83 22.94 20.02 0.00 1.54 40.76 0.00
01-12-201 22.90 22.99 22.77 22.77 19.94 0.00 1.54 40.31 0.00
01-01-202 22.81 23.25 22.81 23.25 20.45 0.00 1.52 39.48 0.03
01-02-202 23.26 23.51 23.14 23.51 20.70 0.00 1.52 39.03 0.01
01-03-202 23.51 23.76 21.16 22.03 19.47 0.00 0.29 1.74 -0.06
01-04-202 22.01 22.09 21.86 22.06 19.55 0.00 0.14 0.68 0.00
01-05-202 22.08 22.40 22.08 22.40 19.92 0.00 0.13 0.62 0.02
01-06-202 22.40 22.69 22.38 22.68 20.24 0.00 0.16 0.81 0.02
01-07-202 22.67 23.02 22.67 23.02 20.60 0.00 0.13 0.61 0.02
01-08-202 23.01 23.08 22.95 22.99 20.66 0.00 0.10 0.49 0.00
01-09-202 23.01 23.06 22.97 23.01 20.73 0.00 0.11 0.51 0.00
01-10-202 23.01 23.01 22.81 22.81 20.63 0.00 0.10 0.47 0.00
01-11-202 22.83 23.11 22.81 23.11 20.97 0.00 0.09 0.42 0.02
01-12-202 23.08 23.21 23.08 23.15 21.07 0.00 0.09 0.40 0.00
01-01-202 23.16 23.25 23.04 23.23 21.25 0.00 0.08 0.38 0.01
01-02-202 23.23 23.28 22.79 22.89 20.97 0.00 0.04 0.18 -0.01
01-03-202 22.88 22.90 22.66 22.71 20.86 0.00 0.03 0.13 -0.01
01-04-202 22.77 22.94 22.75 22.90 21.10 0.00 0.02 0.09 0.01
01-05-202 22.93 22.98 22.81 22.94 21.20 0.00 0.02 0.07 0.00
01-06-202 22.92 23.11 22.92 23.11 21.43 0.00 0.04 0.15 0.01
01-07-202 23.09 23.32 23.09 23.28 21.62 0.00 0.05 0.23 0.01
01-08-202 23.33 23.33 23.13 23.17 21.59 0.00 0.05 0.24 0.00
01-09-202 23.18 23.24 22.93 22.96 21.44 0.00 0.04 0.18 -0.01
01-10-202 23.02 23.02 22.73 22.84 21.38 0.00 0.05 0.22 0.00
01-11-202 22.83 23.00 22.71 22.93 21.55 0.00 0.05 0.22 0.01
01-12-202 22.94 23.00 22.68 22.73 21.41 0.00 0.06 0.26 -0.01
01-01-202 22.61 22.61 22.29 22.30 21.14 0.00 0.15 0.75 -0.01
01-02-202 22.30 22.34 21.90 22.06 20.93 0.00 0.33 2.09 -0.01
01-03-202 22.16 22.16 21.20 21.35 20.31 0.00 0.44 3.34 -0.03
01-04-202 21.29 21.29 20.63 20.63 19.65 0.00 0.76 8.66 -0.03
01-05-202 20.53 20.60 20.29 20.49 19.58 0.00 0.98 14.47 0.00
01-06-202 20.43 20.44 19.80 20.07 19.25 0.00 1.49 37.74 -0.02
01-07-202 20.15 20.38 19.97 20.38 19.61 0.00 2.23 108.18 0.02
01-08-202 20.44 20.44 19.89 19.89 19.21 0.00 2.63 172.80 -0.02
01-09-202 19.78 19.84 19.00 19.03 18.43 0.00 3.13 289.00 -0.04
01-10-202 19.16 19.22 18.63 18.75 18.22 0.00 3.72 494.07 -0.01
01-11-202 18.77 19.22 18.64 19.22 18.75 0.00 4.15 703.26 0.03
01-12-202 19.39 19.50 19.06 19.08 18.66 0.00 4.25 760.07 0.00
Monthly Index
Beta Return
CAPM 2 WCM International Small Cap Growth Fund (WCMSX)
0.00 -0.11 0.13
0.05 -0.11 0.08
-0.02 -0.11 0.13
0.01 0.05 0.09
0.01 0.05 0.06
-0.02 0.05 0.06
0.02 0.08 0.13
-0.06 0.08 0.29
-0.03 0.08 0.08
0.08 0.01 0.06
0.00 0.01 0.59
-0.02 0.01 1.25
-0.05 -0.01 1.51
0.00 -0.01 2.00
0.07 -0.01 1.83
0.00 -0.27 1.62
0.02 -0.27 2.08
0.00 -0.27 2.03
0.04 0.19 1.49
0.00 0.19 1.48
0.00 0.19 1.44
-0.02 -0.13 2.37
0.03 -0.13 3.80
0.02 -0.13 4.66
0.02 0.22 3.28
0.04 0.22 3.39
0.00 0.22 6.30
0.01 1.20 -1.85
0.01 1.20 -2.30
0.00 1.20 -2.85
0.02 -0.52 26.18
0.00 -0.52 23.47
0.02 -0.52 24.22
0.02 -0.20 20.95
0.03 -0.20 28.33
0.01 -0.20 33.55
0.06 -0.09 35.82
-0.04 -0.09 46.23
-0.03 -0.09 56.46
0.00 0.39 34.46
0.02 0.39 40.20
0.00 0.39 42.23
 0.04 0.08 69.17
0.03 0.08 76.74
0.00 0.08 86.64
-0.07 0.02 108.06
0.02 0.02 118.84
-0.09 0.02 124.59
0.08 -0.06 136.80
0.03 -0.06 139.12
0.02 -0.06 141.45
0.04 -0.08 139.87
-0.07 -0.08 134.92
0.07 -0.08 107.67
0.01 -0.65 150.52
-0.02 -0.65 123.30
0.02 -0.65 114.21
0.02 -0.22 58.56
0.03 -0.22 49.65
0.03 -0.22 49.10
0.00 0.61 15.40
-0.08 0.61 15.18
-0.13 0.61 0.60
0.13 -0.12 0.74
0.05 -0.12 0.69
0.02 -0.12 0.90
0.06 0.05 0.58
0.07 0.05 0.46
-0.04 0.05 0.48
-0.03 0.15 0.39
0.11 0.15 0.37
0.04 0.15 0.34
-0.01 -0.36 0.52
0.03 -0.36 0.24
0.04 -0.36 0.16
0.05 0.13 0.08
0.01 0.13 0.07
0.02 0.13 0.14
0.02 0.13 0.20
0.03 0.13 0.21
-0.05 0.13 0.15
0.07 -0.15 0.25
-0.01 -0.15 0.26
0.04 -0.15 0.30
-0.05 -0.22 0.92
-0.03 -0.22 2.55
0.04 -0.22 4.06
-0.09 0.26 6.41
0.00 0.26 10.76
-0.08 0.26 28.02
0.09 0.32 73.24
-0.04 0.32 116.92
-0.09 0.32 195.55
0.08 0.05 470.38
0.05 0.05 669.54
-0.06 0.05 723.62
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 22.91 23.17 22.91 23.13 15.96 0.00 0.03 0.11 0.00
01-02-201 23.14 23.14 22.90 22.95 15.89 0.00 0.02 0.07 0.00
01-03-201 22.93 23.09 22.86 22.97 15.95 0.00 0.03 0.12 0.00
01-04-201 23.00 23.06 22.84 22.84 15.93 0.00 0.02 0.10 0.00
01-05-201 22.82 22.82 22.72 22.76 15.94 0.00 0.02 0.07 0.00
01-06-201 22.74 22.77 22.63 22.63 15.91 0.00 0.02 0.06 0.00
01-07-201 22.62 22.74 22.62 22.66 15.99 0.00 0.03 0.14 0.01
01-08-201 22.68 22.69 22.51 22.53 15.97 0.00 0.07 0.32 0.00
01-09-201 22.53 22.61 22.47 22.52 16.03 0.00 0.02 0.09 0.00
01-10-201 22.53 22.65 22.50 22.52 16.11 0.00 0.02 0.06 0.00
01-11-201 22.51 22.60 22.45 22.56 16.21 0.00 0.12 0.60 0.01
01-12-201 22.61 22.67 22.54 22.55 16.25 0.00 0.23 1.27 0.00
01-01-201 22.58 22.73 22.58 22.67 16.41 0.00 0.26 1.48 0.01
01-02-201 22.63 22.76 22.49 22.52 16.37 0.00 0.31 1.97 0.00
01-03-201 22.48 22.66 22.48 22.60 16.49 0.00 0.29 1.80 0.01
01-04-201 22.61 22.72 22.61 22.65 16.61 0.00 0.23 1.27 0.01
01-05-201 22.64 22.77 22.64 22.67 16.69 0.00 0.27 1.64 0.01
01-06-201 22.67 23.01 22.67 22.88 16.92 0.00 0.27 1.60 0.01
01-07-201 22.91 23.07 22.91 23.00 17.10 0.00 0.30 1.83 0.01
01-08-201 22.99 23.09 22.97 22.98 17.16 0.00 0.30 1.83 0.00
01-09-201 22.99 23.04 22.91 22.92 17.20 0.00 0.29 1.79 0.00
01-10-201 22.92 22.92 22.75 22.76 17.15 0.00 0.33 2.10 0.00
01-11-201 22.77 22.82 22.27 22.27 16.86 0.00 0.45 3.37 -0.02
01-12-201 22.21 22.39 22.21 22.35 17.01 0.00 0.51 4.13 0.01
01-01-201 22.36 22.55 22.34 22.37 17.10 0.00 0.51 4.22 0.01
01-02-201 22.37 22.57 22.37 22.48 17.27 0.00 0.52 4.35 0.01
01-03-201 22.41 22.55 22.33 22.41 17.28 0.00 0.74 8.11 0.00
01-04-201 22.44 22.64 22.44 22.48 17.44 0.00 0.80 9.46 0.01
01-05-201 22.46 22.80 22.46 22.74 17.73 0.00 0.89 11.74 0.02
01-06-201 22.73 22.89 22.66 22.66 17.75 0.00 0.98 14.45 0.00
01-07-201 22.65 22.78 22.63 22.66 17.84 0.00 1.07 17.25 0.00
01-08-201 22.69 22.94 22.69 22.84 18.05 0.00 1.01 15.46 0.01
01-09-201 22.83 22.92 22.70 22.70 18.03 0.00 1.03 15.97 0.00
01-10-201 22.70 22.80 22.65 22.65 18.06 0.00 1.07 17.53 0.00
01-11-201 22.66 22.77 22.61 22.61 18.10 0.00 1.23 23.71 0.00
01-12-201 22.67 22.78 22.63 22.65 18.21 0.00 1.32 28.07 0.01
01-01-201 22.63 22.64 22.42 22.42 18.10 0.00 1.41 32.92 -0.01
01-02-201 22.39 22.41 22.31 22.31 18.08 0.00 1.57 42.48 0.00
01-03-201 22.37 22.44 22.33 22.40 18.22 0.00 1.70 51.88 0.01
01-04-201 22.41 22.41 22.22 22.24 18.16 0.00 1.76 56.83 0.00
01-05-201 22.23 22.43 22.18 22.30 18.29 0.00 1.86 66.29 0.01
01-06-201 22.27 22.35 22.23 22.26 18.33 0.00 1.90 69.64 0.00
01-07-201 22.25 22.31 22.16 22.16 18.32 0.00 1.96 75.47 0.00
01-08-201 22.14 22.30 22.14 22.21 18.43 0.00 2.03 83.73 0.01
01-09-201 22.20 22.22 22.07 22.08 18.39 0.00 2.13 94.53 0.00
01-10-201 22.07 22.08 21.92 21.92 18.32 0.00 2.25 110.44 0.00
01-11-201 21.93 22.03 21.89 21.99 18.44 0.00 2.33 121.45 0.01
01-12-201 22.01 22.13 22.01 22.10 18.60 0.00 2.37 127.34 0.01
01-01-201 22.13 22.20 22.10 22.19 18.73 0.00 2.37 128.64 0.01
01-02-201 22.16 22.30 22.15 22.21 18.81 0.00 2.39 130.82 0.00
01-03-201 22.18 22.54 22.18 22.47 19.09 0.00 2.40 133.01 0.01
01-04-201 22.42 22.55 22.41 22.48 19.16 0.00 2.38 129.96 0.00
01-05-201 22.49 22.77 22.46 22.77 19.47 0.00 2.35 125.36 0.02
01-06-201 22.83 22.97 22.80 22.88 19.62 0.00 2.17 100.04 0.01
01-07-201 22.86 22.93 22.82 22.82 19.64 0.00 2.10 91.19 0.00
01-08-201 22.94 23.29 22.94 23.22 20.07 0.00 1.95 74.69 0.02
01-09-201 23.26 23.27 22.92 23.07 20.00 0.00 1.89 69.19 0.00
01-10-201 23.09 23.20 22.93 23.01 20.01 0.00 1.65 48.08 0.00
01-11-201 22.99 23.03 22.83 22.94 20.02 0.00 1.54 40.76 0.00
01-12-201 22.90 22.99 22.77 22.77 19.94 0.00 1.54 40.31 0.00
01-01-202 22.81 23.25 22.81 23.25 20.45 0.00 1.52 39.48 0.03
01-02-202 23.26 23.51 23.14 23.51 20.70 0.00 1.52 39.03 0.01
01-03-202 23.51 23.76 21.16 22.03 19.47 0.00 0.29 1.74 -0.06
01-04-202 22.01 22.09 21.86 22.06 19.55 0.00 0.14 0.68 0.00
01-05-202 22.08 22.40 22.08 22.40 19.92 0.00 0.13 0.62 0.02
01-06-202 22.40 22.69 22.38 22.68 20.24 0.00 0.16 0.81 0.02
01-07-202 22.67 23.02 22.67 23.02 20.60 0.00 0.13 0.61 0.02
01-08-202 23.01 23.08 22.95 22.99 20.66 0.00 0.10 0.49 0.00
01-09-202 23.01 23.06 22.97 23.01 20.73 0.00 0.11 0.51 0.00
01-10-202 23.01 23.01 22.81 22.81 20.63 0.00 0.10 0.47 0.00
01-11-202 22.83 23.11 22.81 23.11 20.97 0.00 0.09 0.42 0.02
01-12-202 23.08 23.21 23.08 23.15 21.07 0.00 0.09 0.40 0.00
01-01-202 23.16 23.25 23.04 23.23 21.25 0.00 0.08 0.38 0.01
01-02-202 23.23 23.28 22.79 22.89 20.97 0.00 0.04 0.18 -0.01
01-03-202 22.88 22.90 22.66 22.71 20.86 0.00 0.03 0.13 -0.01
01-04-202 22.77 22.94 22.75 22.90 21.10 0.00 0.02 0.09 0.01
01-05-202 22.93 22.98 22.81 22.94 21.20 0.00 0.02 0.07 0.00
01-06-202 22.92 23.11 22.92 23.11 21.43 0.00 0.04 0.15 0.01
01-07-202 23.09 23.32 23.09 23.28 21.62 0.00 0.05 0.23 0.01
01-08-202 23.33 23.33 23.13 23.17 21.59 0.00 0.05 0.24 0.00
01-09-202 23.18 23.24 22.93 22.96 21.44 0.00 0.04 0.18 -0.01
01-10-202 23.02 23.02 22.73 22.84 21.38 0.00 0.05 0.22 0.00
01-11-202 22.83 23.00 22.71 22.93 21.55 0.00 0.05 0.22 0.01
01-12-202 22.94 23.00 22.68 22.73 21.41 0.00 0.06 0.26 -0.01
01-01-202 22.61 22.61 22.29 22.30 21.14 0.00 0.15 0.75 -0.01
01-02-202 22.30 22.34 21.90 22.06 20.93 0.00 0.33 2.09 -0.01
01-03-202 22.16 22.16 21.20 21.35 20.31 0.00 0.44 3.34 -0.03
01-04-202 21.29 21.29 20.63 20.63 19.65 0.00 0.76 8.66 -0.03
01-05-202 20.53 20.60 20.29 20.49 19.58 0.00 0.98 14.47 0.00
01-06-202 20.43 20.44 19.80 20.07 19.25 0.00 1.49 37.74 -0.02
01-07-202 20.15 20.38 19.97 20.38 19.61 0.00 2.23 108.18 0.02
01-08-202 20.44 20.44 19.89 19.89 19.21 0.00 2.63 172.80 -0.02
01-09-202 19.78 19.84 19.00 19.03 18.43 0.00 3.13 289.00 -0.04
01-10-202 19.16 19.22 18.63 18.75 18.22 0.00 3.72 494.07 -0.01
01-11-202 18.77 19.22 18.64 19.22 18.75 0.00 4.15 703.26 0.03
01-12-202 19.39 19.50 19.06 19.08 18.66 0.00 4.25 760.07 0.00
Monthly Index
Beta Return
CAPM 2 Performance Trust Strategic Bond Fund Institutional Class (PTIAX)
0.00 -0.11 0.13
0.05 -0.11 0.08
-0.02 -0.11 0.13
0.01 0.05 0.09
0.01 0.05 0.06
-0.02 0.05 0.06
0.02 0.08 0.13
-0.06 0.08 0.29
-0.03 0.08 0.08
0.08 0.01 0.06
0.00 0.01 0.59
-0.02 0.01 1.25
-0.05 -0.01 1.51
0.00 -0.01 2.00
0.07 -0.01 1.83
0.00 -0.27 1.62
0.02 -0.27 2.08
0.00 -0.27 2.03
0.04 0.19 1.49
0.00 0.19 1.48
0.00 0.19 1.44
-0.02 -0.13 2.37
0.03 -0.13 3.80
0.02 -0.13 4.66
0.02 0.22 3.28
0.04 0.22 3.39
0.00 0.22 6.30
0.01 1.20 -1.85
0.01 1.20 -2.30
0.00 1.20 -2.85
0.02 -0.52 26.18
0.00 -0.52 23.47
0.02 -0.52 24.22
0.02 -0.20 20.95
0.03 -0.20 28.33
0.01 -0.20 33.55
0.06 -0.09 35.82
-0.04 -0.09 46.23
-0.03 -0.09 56.46
0.00 0.39 34.46
0.02 0.39 40.20
0.00 0.39 42.23
 0.04 0.08 69.17
0.03 0.08 76.74
0.00 0.08 86.64
-0.07 0.02 108.06
0.02 0.02 118.84
-0.09 0.02 124.59
0.08 -0.06 136.80
0.03 -0.06 139.12
0.02 -0.06 141.45
0.04 -0.08 139.87
-0.07 -0.08 134.92
0.07 -0.08 107.67
0.01 -0.65 150.52
-0.02 -0.65 123.30
0.02 -0.65 114.21
0.02 -0.22 58.56
0.03 -0.22 49.65
0.03 -0.22 49.10
0.00 0.61 15.40
-0.08 0.61 15.18
-0.13 0.61 0.60
0.13 -0.12 0.74
0.05 -0.12 0.69
0.02 -0.12 0.90
0.06 0.05 0.58
0.07 0.05 0.46
-0.04 0.05 0.48
-0.03 0.15 0.39
0.11 0.15 0.37
0.04 0.15 0.34
-0.01 -0.36 0.52
0.03 -0.36 0.24
0.04 -0.36 0.16
0.05 0.13 0.08
0.01 0.13 0.07
0.02 0.13 0.14
0.02 0.13 0.20
0.03 0.13 0.21
-0.05 0.13 0.15
0.07 -0.15 0.25
-0.01 -0.15 0.26
0.04 -0.15 0.30
-0.05 -0.22 0.92
-0.03 -0.22 2.55
0.04 -0.22 4.06
-0.09 0.26 6.41
0.00 0.26 10.76
-0.08 0.26 28.02
0.09 0.32 73.24
-0.04 0.32 116.92
-0.09 0.32 195.55
0.08 0.05 470.38
0.05 0.05 669.54
-0.06 0.05 723.62
Class (PTIAX)
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 46.20 46.20 43.98 44.22 23.96 0.00 0.03 0.11 0.00
01-02-201 44.88 47.22 44.88 46.96 25.45 0.00 0.02 0.07 0.06
01-03-201 47.30 48.02 45.82 47.76 25.88 0.00 0.03 0.12 0.02
01-04-201 47.90 48.91 47.25 47.25 25.61 0.00 0.02 0.10 -0.01
01-05-201 47.27 48.00 46.87 47.10 25.53 0.00 0.02 0.07 0.00
01-06-201 47.18 49.11 47.18 47.73 25.87 0.00 0.02 0.06 0.01
01-07-201 47.82 48.21 45.50 46.31 25.10 0.00 0.03 0.14 -0.03
01-08-201 45.95 46.30 42.13 44.86 24.31 0.00 0.07 0.32 -0.03
01-09-201 43.57 45.16 42.23 42.71 23.15 0.00 0.02 0.09 -0.05
01-10-201 42.55 46.47 42.55 45.84 24.84 0.00 0.02 0.06 0.07
01-11-201 46.54 46.75 40.66 42.17 22.85 0.00 0.12 0.60 -0.08
01-12-201 42.38 42.38 38.78 39.31 23.62 0.00 0.23 1.27 0.03
01-01-201 38.47 38.58 34.31 36.46 21.91 0.00 0.26 1.48 -0.07
01-02-201 36.14 36.76 34.04 36.72 22.06 0.00 0.31 1.97 0.01
01-03-201 37.53 40.42 37.53 40.42 24.29 0.00 0.29 1.80 0.10
01-04-201 40.44 42.30 39.32 41.66 25.03 0.00 0.23 1.27 0.03
01-05-201 42.00 42.00 40.14 41.92 25.19 0.00 0.27 1.64 0.01
01-06-201 42.21 42.96 36.39 38.50 23.13 0.00 0.27 1.60 -0.08
01-07-201 38.72 40.93 37.89 40.90 26.10 0.00 0.30 1.83 0.13
01-08-201 40.55 42.81 39.96 42.55 27.15 0.00 0.30 1.83 0.04
01-09-201 42.49 43.23 41.43 43.01 27.45 0.00 0.29 1.79 0.01
01-10-201 42.93 43.25 41.03 41.10 26.23 0.00 0.33 2.10 -0.04
01-11-201 40.77 47.48 40.03 47.02 30.01 0.00 0.45 3.37 0.14
01-12-201 47.21 48.56 46.37 46.48 29.66 0.00 0.51 4.13 -0.01
01-01-201 46.90 47.77 45.65 46.49 31.28 0.00 0.51 4.22 0.05
01-02-201 46.44 48.21 46.15 47.09 31.69 0.00 0.52 4.35 0.01
01-03-201 48.13 48.13 45.02 46.98 31.61 0.00 0.74 8.11 0.00
01-04-201 46.37 47.97 45.38 46.89 31.55 0.00 0.80 9.46 0.00
01-05-201 46.94 46.94 45.21 45.65 30.72 0.00 0.89 11.74 -0.03
01-06-201 46.52 48.00 43.87 44.91 30.22 0.00 0.98 14.45 -0.02
01-07-201 45.54 46.12 44.56 45.81 32.77 0.00 1.07 17.25 0.08
01-08-201 45.76 45.76 42.96 44.80 32.05 0.00 1.01 15.46 -0.02
01-09-201 45.13 48.48 44.30 48.40 34.62 0.00 1.03 15.97 0.08
01-10-201 49.00 49.11 48.38 48.72 34.85 0.00 1.07 17.53 0.01
01-11-201 48.61 50.31 47.41 50.29 35.98 0.00 1.23 23.71 0.03
01-12-201 50.26 50.50 46.65 47.77 34.17 0.00 1.32 28.07 -0.05
01-01-201 48.26 49.88 48.21 48.21 36.01 0.00 1.41 32.92 0.05
01-02-201 48.43 48.43 45.00 45.59 34.05 0.00 1.57 42.48 -0.05
01-03-201 45.61 48.27 45.05 45.75 34.17 0.00 1.70 51.88 0.00
01-04-201 44.79 47.43 44.79 46.56 34.78 0.00 1.76 56.83 0.02
01-05-201 46.89 49.35 46.54 48.98 36.58 0.00 1.86 66.29 0.05
01-06-201 49.43 50.97 48.54 48.54 36.26 0.00 1.90 69.64 -0.01
01-07-201 48.79 50.17 48.54 48.98 37.28 0.00 1.96 75.47 0.03
01-08-201 48.83 50.12 48.48 49.78 37.89 0.00 2.03 83.73 0.02
01-09-201 49.67 49.67 48.00 48.11 36.62 0.00 2.13 94.53 -0.03
01-10-201 47.60 47.82 41.73 43.45 33.07 0.00 2.25 110.44 -0.10
01-11-201 44.32 45.45 42.97 43.95 33.46 0.00 2.33 121.45 0.01
01-12-201 44.56 44.56 34.45 36.38 27.69 0.00 2.37 127.34 -0.17
01-01-201 36.91 40.99 36.49 40.99 32.91 0.00 2.37 128.64 0.19
01-02-201 41.29 43.22 41.04 42.56 34.17 0.00 2.39 130.82 0.04
01-03-201 42.90 42.90 39.91 40.91 32.84 0.00 2.40 133.01 -0.04
01-04-201 41.50 42.68 41.34 42.37 34.01 0.00 2.38 129.96 0.04
01-05-201 41.99 42.88 38.16 38.16 30.63 0.00 2.35 125.36 -0.10
01-06-201 38.54 39.98 38.46 39.97 32.09 0.00 2.17 100.04 0.05
01-07-201 40.16 40.36 39.20 40.10 33.05 0.00 2.10 91.19 0.03
01-08-201 39.08 39.08 35.77 36.91 30.42 0.00 1.95 74.69 -0.08
01-09-201 36.31 40.76 36.31 39.30 32.39 0.00 1.89 69.19 0.06
01-10-201 38.46 40.53 37.53 39.86 32.85 0.00 1.65 48.08 0.01
01-11-201 40.68 41.42 40.04 41.10 33.87 0.00 1.54 40.76 0.03
01-12-201 40.74 42.67 40.35 42.63 35.14 0.00 1.54 40.31 0.04
01-01-202 42.50 42.66 39.79 39.79 33.07 0.00 1.52 39.48 -0.06
01-02-202 40.13 41.51 35.68 35.68 29.66 0.00 1.52 39.03 -0.10
01-03-202 36.52 36.52 23.80 27.28 22.67 0.00 0.29 1.74 -0.24
01-04-202 25.41 32.73 24.64 31.32 26.03 0.00 0.14 0.68 0.15
01-05-202 30.11 34.06 27.82 32.58 27.08 0.00 0.13 0.62 0.04
01-06-202 32.79 37.89 31.78 33.58 27.91 0.00 0.16 0.81 0.03
01-07-202 32.68 34.50 31.36 33.73 28.10 0.00 0.13 0.61 0.01
01-08-202 34.12 36.87 34.12 35.97 29.96 0.00 0.10 0.49 0.07
01-09-202 36.37 36.66 33.15 34.43 28.68 0.00 0.11 0.51 -0.04
01-10-202 34.96 38.04 34.96 35.82 29.84 0.00 0.10 0.47 0.04
01-11-202 36.61 44.51 36.61 42.72 35.59 0.00 0.09 0.42 0.19
01-12-202 43.34 45.82 43.34 45.76 38.12 0.00 0.09 0.40 0.07
01-01-202 45.25 49.85 45.25 46.96 39.30 0.00 0.08 0.38 0.03
01-02-202 48.21 54.78 48.21 53.02 44.37 0.00 0.04 0.18 0.13
01-03-202 54.55 58.61 53.46 55.90 46.78 0.00 0.03 0.13 0.05
01-04-202 56.76 58.22 55.32 57.47 48.09 0.00 0.02 0.09 0.03
01-05-202 58.54 59.81 56.82 59.51 49.80 0.00 0.02 0.07 0.04
01-06-202 60.38 61.16 55.92 56.12 46.96 0.00 0.04 0.15 -0.06
01-07-202 56.66 56.66 51.96 54.59 47.24 0.00 0.05 0.23 0.01
01-08-202 54.21 56.19 52.80 55.82 48.31 0.00 0.05 0.24 0.02
01-09-202 55.89 56.43 53.40 55.22 47.79 0.00 0.04 0.18 -0.01
01-10-202 56.12 58.03 56.01 57.04 49.36 0.00 0.05 0.22 0.03
01-11-202 58.56 60.37 55.08 55.08 47.67 0.00 0.05 0.22 -0.03
01-12-202 54.47 56.40 50.29 52.98 45.85 0.00 0.06 0.26 -0.04
01-01-202 53.71 54.28 49.29 50.82 47.48 0.00 0.15 0.75 0.04
01-02-202 51.53 52.21 49.88 52.00 48.58 0.00 0.33 2.09 0.02
01-03-202 50.83 53.58 50.12 52.06 48.64 0.00 0.44 3.34 0.00
01-04-202 52.40 52.47 48.60 48.60 45.40 0.00 0.76 8.66 -0.07
01-05-202 49.07 51.12 45.99 49.42 46.17 0.00 0.98 14.47 0.02
01-06-202 49.49 50.97 42.25 42.30 39.52 0.00 1.49 37.74 -0.14
01-07-202 42.79 46.47 42.01 46.47 45.62 0.00 2.23 108.18 0.15
01-08-202 46.42 49.45 45.34 45.34 44.51 0.00 2.63 172.80 -0.02
01-09-202 44.80 46.52 40.79 40.97 40.22 0.00 3.13 289.00 -0.10
01-10-202 42.05 45.93 41.95 45.91 45.07 0.00 3.72 494.07 0.12
01-11-202 46.12 47.97 44.46 47.97 47.09 0.00 4.15 703.26 0.04
01-12-202 48.06 48.23 44.78 45.86 45.02 0.00 4.25 760.07 -0.04
Monthly Index
Beta Return
CAPM 2 Columbia Small Cap Value Fund I Advisor Class (CVVRX)
0.00 0.76 0.03
0.05 0.76 0.06
-0.02 0.76 0.01
0.01 -0.68 0.15
0.01 -0.68 0.11
-0.02 -0.68 0.12
0.02 0.05 0.13
-0.06 0.05 0.30
-0.03 0.05 0.09
0.08 0.83 0.08
0.00 0.83 0.10
-0.02 0.83 0.20
-0.05 1.44 -0.72
0.00 1.44 -0.86
0.07 1.44 -0.69
0.00 1.58 -0.75
0.02 1.58 -0.93
0.00 1.58 -0.93
0.04 2.57 -2.77
0.00 2.57 -2.87
0.00 2.57 -2.80
-0.02 2.93 -4.10
0.03 2.93 -6.41
0.02 2.93 -7.91
0.02 0.38 2.62
0.04 0.38 2.71
0.00 0.38 5.02
0.01 0.20 7.54
0.01 0.20 9.35
0.00 0.20 11.52
0.02 5.22 -72.76
0.00 5.22 -65.30
0.02 5.22 -67.32
0.02 4.12 -54.55
0.03 4.12 -73.77
0.01 4.12 -87.45
0.06 0.87 4.21
-0.04 0.87 5.33
-0.03 0.87 6.52
0.00 2.38 -78.47
0.02 2.38 -91.48
0.00 2.38 -96.15
 0.04 1.57 -43.26
0.03 1.57 -48.02
0.00 1.57 -54.27
-0.07 1.53 -58.40
0.02 1.53 -64.07
-0.09 1.53 -67.35
0.08 3.53 -325.25
0.03 3.53 -330.96
0.02 3.53 -336.53
0.04 1.10 -12.55
-0.07 1.10 -12.22
0.07 1.10 -9.62
0.01 3.62 -238.69
-0.02 3.62 -195.60
0.02 3.62 -181.07
0.02 1.99 -47.65
0.03 1.99 -40.37
0.03 1.99 -39.92
0.00 1.28 -11.23
-0.08 1.28 -11.21
-0.13 1.28 -0.66
0.13 1.13 0.06
0.05 1.13 -0.02
0.02 1.13 -0.08
0.06 0.79 0.18
0.07 0.79 0.16
-0.04 0.79 0.07
-0.03 1.09 -0.07
0.11 1.09 0.08
0.04 1.09 0.01
-0.01 1.04 -0.02
0.03 1.04 0.02
0.04 1.04 0.04
0.05 0.51 0.07
0.01 0.51 0.04
0.02 0.51 0.08
0.02 0.35 0.15
0.03 0.35 0.16
-0.05 0.35 0.10
0.07 0.75 0.11
-0.01 0.75 0.05
0.04 0.75 0.10
-0.05 -0.36 1.04
-0.03 -0.36 2.86
0.04 -0.36 4.55
-0.09 1.34 -3.09
0.00 1.34 -4.96
-0.08 1.34 -13.03
0.09 1.39 -42.05
-0.04 1.39 -67.41
-0.09 1.39 -112.78
0.08 1.08 -37.56
0.05 1.08 -53.53
-0.06 1.08 -57.98
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 25.54 29.77 25.54 28.63 20.96 0.00 0.03 0.11 0.00
01-02-201 28.93 29.27 26.75 27.84 20.38 0.00 0.02 0.07 -0.03
01-03-201 27.27 27.27 23.08 23.64 17.31 0.00 0.03 0.12 -0.15
01-04-201 24.82 26.85 24.46 26.24 19.21 0.00 0.02 0.10 0.11
01-05-201 26.36 27.06 24.74 25.13 18.40 0.00 0.02 0.07 -0.04
01-06-201 24.98 25.43 22.77 22.77 16.67 0.00 0.02 0.06 -0.09
01-07-201 22.13 22.92 17.02 17.46 12.78 0.00 0.03 0.14 -0.23
01-08-201 16.74 20.10 16.38 18.07 13.23 0.00 0.07 0.32 0.03
01-09-201 17.56 18.23 16.60 17.30 12.66 0.00 0.02 0.09 -0.04
01-10-201 16.90 21.48 16.90 19.07 13.96 0.00 0.02 0.06 0.10
01-11-201 19.22 19.22 16.26 17.21 12.60 0.00 0.12 0.60 -0.10
01-12-201 17.77 18.66 16.42 17.11 12.60 0.00 0.23 1.27 0.00
01-01-201 17.53 18.42 14.85 17.34 12.77 0.00 0.26 1.48 0.01
01-02-201 17.86 23.80 17.46 23.80 17.53 0.00 0.31 1.97 0.37
01-03-201 22.88 26.38 22.88 25.64 18.89 0.00 0.29 1.80 0.08
01-04-201 25.82 33.66 25.04 33.66 24.79 0.00 0.23 1.27 0.31
01-05-201 32.94 33.09 28.78 29.25 21.55 0.00 0.27 1.64 -0.13
01-06-201 29.30 36.04 29.30 36.04 26.55 0.00 0.27 1.60 0.23
01-07-201 37.89 40.67 36.83 40.67 29.96 0.00 0.30 1.83 0.13
01-08-201 41.22 41.70 33.35 33.35 24.57 0.00 0.30 1.83 -0.18
01-09-201 34.64 37.66 33.84 34.46 25.38 0.00 0.29 1.79 0.03
01-10-201 33.83 33.83 29.38 31.95 23.53 0.00 0.33 2.10 -0.07
01-11-201 32.83 32.86 26.97 27.34 20.14 0.00 0.45 3.37 -0.14
01-12-201 27.18 28.24 24.95 26.98 20.73 0.00 0.51 4.13 0.03
01-01-201 28.18 31.38 28.18 31.38 24.11 0.00 0.51 4.22 0.16
01-02-201 31.43 33.23 28.98 29.17 22.41 0.00 0.52 4.35 -0.07
01-03-201 29.45 29.51 26.72 28.95 22.24 0.00 0.74 8.11 -0.01
01-04-201 29.50 30.95 27.73 28.26 21.71 0.00 0.80 9.46 -0.02
01-05-201 27.44 29.57 26.56 28.28 21.73 0.00 0.89 11.74 0.00
01-06-201 28.13 29.81 27.15 27.76 21.33 0.00 0.98 14.45 -0.02
01-07-201 27.09 28.97 26.36 28.73 22.07 0.00 1.07 17.25 0.03
01-08-201 28.74 30.33 27.49 30.33 23.30 0.00 1.01 15.46 0.06
01-09-201 30.46 31.34 28.42 28.42 21.83 0.00 1.03 15.97 -0.06
01-10-201 28.50 29.53 27.41 27.50 21.13 0.00 1.07 17.53 -0.03
01-11-201 27.55 27.97 27.02 27.02 20.76 0.00 1.23 23.71 -0.02
01-12-201 27.08 27.17 25.37 27.06 20.79 0.00 1.32 28.07 0.00
01-01-201 27.82 28.44 26.70 27.00 22.06 0.00 1.41 32.92 0.06
01-02-201 26.96 26.96 24.03 24.15 19.73 0.00 1.57 42.48 -0.11
01-03-201 24.39 25.51 24.23 25.01 20.43 0.00 1.70 51.88 0.04
01-04-201 25.29 26.48 24.82 25.20 20.59 0.00 1.76 56.83 0.01
01-05-201 25.28 25.99 25.28 25.60 20.91 0.00 1.86 66.29 0.02
01-06-201 25.55 26.08 24.91 25.43 20.78 0.00 1.90 69.64 -0.01
01-07-201 25.27 26.12 24.15 24.33 19.88 0.00 1.96 75.47 -0.04
01-08-201 23.98 24.00 20.35 20.95 17.12 0.00 2.03 83.73 -0.14
01-09-201 20.10 21.08 19.53 20.65 16.87 0.00 2.13 94.53 -0.01
01-10-201 20.61 22.34 20.36 20.36 16.63 0.00 2.25 110.44 -0.01
01-11-201 21.19 21.19 19.47 20.30 16.58 0.00 2.33 121.45 0.00
01-12-201 20.74 22.18 20.74 22.16 18.10 0.00 2.37 127.34 0.09
01-01-201 22.22 24.04 21.51 24.04 19.95 0.00 2.37 128.64 0.10
01-02-201 23.93 25.14 23.39 24.14 20.03 0.00 2.39 130.82 0.00
01-03-201 23.58 25.23 23.22 24.06 19.96 0.00 2.40 133.01 0.00
01-04-201 23.67 24.61 22.37 22.46 18.63 0.00 2.38 129.96 -0.07
01-05-201 21.90 22.34 21.05 22.34 18.54 0.00 2.35 125.36 -0.01
01-06-201 23.30 27.01 23.30 26.69 22.14 0.00 2.17 100.04 0.19
01-07-201 25.78 29.49 25.78 27.82 23.08 0.00 2.10 91.19 0.04
01-08-201 29.16 32.17 28.88 31.47 26.11 0.00 1.95 74.69 0.13
01-09-201 31.89 32.39 28.00 28.00 23.23 0.00 1.89 69.19 -0.11
01-10-201 28.16 30.35 27.69 30.35 25.18 0.00 1.65 48.08 0.08
01-11-201 30.29 30.29 28.70 30.00 24.89 0.00 1.54 40.76 -0.01
01-12-201 30.18 33.07 30.07 33.00 27.38 0.00 1.54 40.31 0.10
01-01-202 32.91 32.91 30.92 32.13 27.33 0.00 1.52 39.48 0.00
01-02-202 31.73 34.21 28.60 28.60 24.33 0.00 1.52 39.03 -0.11
01-03-202 29.76 31.94 21.27 24.30 20.67 0.00 0.29 1.74 -0.15
01-04-202 24.84 36.77 24.84 34.98 29.75 0.00 0.14 0.68 0.44
01-05-202 36.03 39.65 35.92 36.91 31.40 0.00 0.13 0.62 0.06
01-06-202 38.01 39.70 34.64 39.70 33.77 0.00 0.16 0.81 0.08
01-07-202 39.57 49.08 39.11 47.83 40.68 0.00 0.13 0.61 0.20
01-08-202 47.35 49.86 43.93 48.08 40.90 0.00 0.10 0.49 0.01
01-09-202 47.51 48.95 42.34 44.51 37.86 0.00 0.11 0.51 -0.07
01-10-202 44.99 47.03 41.79 43.24 36.78 0.00 0.10 0.47 -0.03
01-11-202 44.63 48.21 39.75 40.98 34.86 0.00 0.09 0.42 -0.05
01-12-202 42.67 44.55 40.47 43.66 37.14 0.00 0.09 0.40 0.07
01-01-202 46.82 46.90 39.97 41.90 36.07 0.00 0.08 0.38 -0.03
01-02-202 44.10 44.10 39.38 39.38 33.90 0.00 0.04 0.18 -0.06
01-03-202 39.23 43.31 39.23 40.41 34.79 0.00 0.03 0.13 0.03
01-04-202 42.12 45.66 42.12 42.60 36.67 0.00 0.02 0.09 0.05
01-05-202 44.65 49.54 43.93 49.09 42.26 0.00 0.02 0.07 0.15
01-06-202 49.65 49.72 41.61 42.11 36.25 0.00 0.04 0.15 -0.14
01-07-202 42.04 42.85 39.78 42.67 36.73 0.00 0.05 0.23 0.01
01-08-202 42.19 42.65 37.14 39.85 34.31 0.00 0.05 0.24 -0.07
01-09-202 39.43 40.42 34.99 35.61 30.66 0.00 0.04 0.18 -0.11
01-10-202 35.48 41.08 35.48 39.13 33.69 0.00 0.05 0.22 0.10
01-11-202 39.46 43.24 39.17 39.17 33.72 0.00 0.05 0.22 0.00
01-12-202 37.82 38.71 33.67 36.98 31.83 0.00 0.06 0.26 -0.06
01-01-202 36.22 38.23 33.34 34.46 31.81 0.00 0.15 0.75 0.00
01-02-202 34.91 39.48 34.27 39.46 36.42 0.00 0.33 2.09 0.15
01-03-202 41.36 44.43 41.20 43.46 40.12 0.00 0.44 3.34 0.10
01-04-202 44.78 45.95 38.51 38.75 35.77 0.00 0.76 8.66 -0.11
01-05-202 38.23 39.54 33.04 34.99 32.30 0.00 0.98 14.47 -0.10
01-06-202 35.24 37.19 30.06 30.06 27.75 0.00 1.49 37.74 -0.14
01-07-202 30.84 30.84 27.31 29.66 27.38 0.00 2.23 108.18 -0.01
01-08-202 29.44 30.44 26.60 26.60 24.55 0.00 2.63 172.80 -0.10
01-09-202 25.62 28.78 24.57 27.20 25.11 0.00 3.13 289.00 0.02
01-10-202 28.60 29.44 26.02 27.83 25.69 0.00 3.72 494.07 0.02
01-11-202 28.39 32.99 26.08 32.99 30.45 0.00 4.15 703.26 0.19
01-12-202 33.92 33.92 30.43 30.46 28.12 0.00 4.25 760.07 -0.08
Monthly Index
Beta Return
CAPM 2 Rydex Precious Metals Fund (RYMPX)
0.00 1.32 -0.04
0.05 1.32 0.04
-0.02 1.32 -0.06
0.01 4.26 -0.27
0.01 4.26 -0.18
-0.02 4.26 -0.29
0.02 -3.40 0.53
-0.06 -3.40 1.61
-0.03 -3.40 0.51
0.08 1.44 0.09
0.00 1.44 -0.27
-0.02 1.44 -0.59
-0.05 0.23 1.13
0.00 0.23 1.52
0.07 0.23 1.41
0.00 -20.17 26.99
0.02 -20.17 34.25
0.00 -20.17 33.83
0.04 5.05 -7.22
0.00 5.05 -7.42
0.00 5.05 -7.22
-0.02 -0.29 2.71
0.03 -0.29 4.35
0.02 -0.29 5.33
0.02 -1.57 10.82
0.04 -1.57 11.13
0.00 -1.57 20.86
0.01 0.68 3.01
0.01 0.68 3.73
0.00 0.68 4.59
0.02 -3.49 77.32
0.00 -3.49 69.36
0.02 -3.49 71.54
0.02 -0.95 34.11
0.03 -0.95 46.13
0.01 -0.95 54.64
0.06 1.12 -3.86
-0.04 1.12 -5.12
-0.03 1.12 -6.23
0.00 0.77 13.08
0.02 0.77 15.28
0.00 0.77 16.03
 0.04 -1.51 189.74
0.03 -1.51 210.52
0.00 -1.51 237.73
-0.07 -0.56 172.23
0.02 -0.56 189.34
-0.09 -0.56 198.58
0.08 1.81 -104.69
0.03 1.81 -106.56
0.02 1.81 -108.36
0.04 0.89 13.92
-0.07 0.89 13.33
0.07 0.89 10.75
0.01 -5.33 576.91
-0.02 -5.33 472.66
0.02 -5.33 437.69
0.02 -3.97 238.85
0.03 -3.97 202.44
0.03 -3.97 200.21
0.00 1.16 -6.39
-0.08 1.16 -6.41
-0.13 1.16 -0.43
0.13 3.62 -1.30
0.05 3.62 -1.43
0.02 3.62 -2.04
0.06 1.56 -0.25
0.07 1.56 -0.16
-0.04 1.56 -0.35
-0.03 -0.17 0.55
0.11 -0.17 0.47
0.04 -0.17 0.46
-0.01 0.56 0.16
0.03 0.56 0.10
0.04 0.56 0.08
0.05 -0.38 0.10
0.01 -0.38 0.10
0.02 -0.38 0.20
0.02 0.95 0.03
0.03 0.95 0.04
-0.05 0.95 -0.04
0.07 0.98 0.07
-0.01 0.98 -0.01
0.04 0.98 0.04
-0.05 0.68 0.21
-0.03 0.68 0.66
0.04 0.68 1.11
-0.09 0.29 6.14
0.00 0.29 10.30
-0.08 0.29 26.84
0.09 -0.02 110.39
-0.04 -0.02 176.33
-0.09 -0.02 294.91
0.08 1.16 -80.88
0.05 1.16 -115.20
-0.06 1.16 -124.64
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 14.38 16.74 14.38 16.30 15.93 0.00 0.03 0.11 0.00
01-02-201 16.41 16.44 15.19 15.67 15.32 0.00 0.02 0.07 -0.04
01-03-201 15.38 15.38 13.61 13.94 13.63 0.00 0.03 0.12 -0.11
01-04-201 14.45 15.25 14.26 14.95 14.61 0.00 0.02 0.10 0.07
01-05-201 14.96 15.43 14.49 14.64 14.31 0.00 0.02 0.07 -0.02
01-06-201 14.58 14.75 13.73 13.73 13.42 0.00 0.02 0.06 -0.06
01-07-201 13.53 13.80 11.43 11.62 11.36 0.00 0.03 0.14 -0.15
01-08-201 11.41 12.88 11.24 11.86 11.59 0.00 0.07 0.32 0.02
01-09-201 11.65 11.96 11.15 11.56 11.30 0.00 0.02 0.09 -0.03
01-10-201 11.40 13.47 11.40 12.36 12.08 0.00 0.02 0.06 0.07
01-11-201 12.37 12.37 11.16 11.48 11.22 0.00 0.12 0.60 -0.07
01-12-201 11.71 12.11 11.08 11.43 11.17 0.00 0.23 1.27 0.00
01-01-201 11.64 12.11 10.63 11.70 11.44 0.00 0.26 1.48 0.02
01-02-201 11.95 14.60 11.78 14.58 14.25 0.00 0.31 1.97 0.25
01-03-201 14.22 15.61 14.22 15.15 14.81 0.00 0.29 1.80 0.04
01-04-201 15.12 18.21 14.86 18.21 17.80 0.00 0.23 1.27 0.20
01-05-201 18.06 18.14 16.28 16.42 16.05 0.00 0.27 1.64 -0.10
01-06-201 16.52 19.77 16.52 19.77 19.32 0.00 0.27 1.60 0.20
01-07-201 20.29 21.46 19.87 21.28 20.80 0.00 0.30 1.83 0.08
01-08-201 21.32 21.68 18.64 18.64 18.22 0.00 0.30 1.83 -0.12
01-09-201 19.04 20.30 18.68 19.16 18.73 0.00 0.29 1.79 0.03
01-10-201 18.90 18.90 17.01 17.99 17.58 0.00 0.33 2.10 -0.06
01-11-201 18.40 18.45 15.56 15.70 15.35 0.00 0.45 3.37 -0.13
01-12-201 15.61 15.98 14.68 15.65 15.30 0.00 0.51 4.13 0.00
01-01-201 16.00 17.34 16.00 17.21 16.82 0.00 0.51 4.22 0.10
01-02-201 17.25 18.17 17.11 17.11 16.72 0.00 0.52 4.35 -0.01
01-03-201 17.22 17.40 16.03 17.08 16.69 0.00 0.74 8.11 0.00
01-04-201 17.24 18.01 16.62 16.90 16.52 0.00 0.80 9.46 -0.01
01-05-201 16.57 17.47 16.16 17.15 16.76 0.00 0.89 11.74 0.01
01-06-201 17.15 17.91 16.70 16.83 16.45 0.00 0.98 14.45 -0.02
01-07-201 16.63 17.11 15.98 17.11 16.72 0.00 1.07 17.25 0.02
01-08-201 17.07 18.07 16.70 18.07 17.66 0.00 1.01 15.46 0.06
01-09-201 18.13 18.55 16.96 16.96 16.58 0.00 1.03 15.97 -0.06
01-10-201 16.95 17.43 16.39 16.50 16.13 0.00 1.07 17.53 -0.03
01-11-201 16.50 16.76 16.32 16.32 15.95 0.00 1.23 23.71 -0.01
01-12-201 16.38 16.92 15.78 16.92 16.54 0.00 1.32 28.07 0.04
01-01-201 17.23 17.71 16.84 17.09 16.70 0.00 1.41 32.92 0.01
01-02-201 17.11 17.11 15.62 15.62 15.27 0.00 1.57 42.48 -0.09
01-03-201 15.66 16.19 15.48 15.86 15.50 0.00 1.70 51.88 0.02
01-04-201 16.07 16.70 15.92 15.92 15.56 0.00 1.76 56.83 0.00
01-05-201 15.91 16.20 15.72 15.95 15.59 0.00 1.86 66.29 0.00
01-06-201 15.90 15.97 15.37 15.65 15.30 0.00 1.90 69.64 -0.02
01-07-201 15.48 15.87 14.79 14.87 14.53 0.00 1.96 75.47 -0.05
01-08-201 14.74 14.74 13.09 13.24 12.94 0.00 2.03 83.73 -0.11
01-09-201 12.82 13.37 12.54 13.12 12.82 0.00 2.13 94.53 -0.01
01-10-201 13.13 13.96 13.06 13.08 12.79 0.00 2.25 110.44 0.00
01-11-201 13.56 13.58 12.74 13.06 12.77 0.00 2.33 121.45 0.00
01-12-201 13.27 14.23 13.27 14.23 13.91 0.00 2.37 127.34 0.09
01-01-201 14.25 15.30 13.99 15.30 14.95 0.00 2.37 128.64 0.08
01-02-201 15.20 15.63 14.86 15.06 14.72 0.00 2.39 130.82 -0.02
01-03-201 14.75 15.79 14.60 15.24 14.90 0.00 2.40 133.01 0.01
01-04-201 15.06 15.35 14.34 14.42 14.09 0.00 2.38 129.96 -0.05
01-05-201 14.23 14.70 14.02 14.70 14.37 0.00 2.35 125.36 0.02
01-06-201 15.15 17.17 15.15 17.03 16.65 0.00 2.17 100.04 0.16
01-07-201 16.68 18.06 16.68 17.32 16.93 0.00 2.10 91.19 0.02
01-08-201 17.92 19.98 17.84 19.62 19.18 0.00 1.95 74.69 0.13
01-09-201 19.90 20.24 17.96 17.96 17.55 0.00 1.89 69.19 -0.08
01-10-201 18.03 18.68 17.58 18.66 18.24 0.00 1.65 48.08 0.04
01-11-201 18.57 18.57 17.60 18.28 17.87 0.00 1.54 40.76 -0.02
01-12-201 18.36 19.75 18.23 19.71 19.27 0.00 1.54 40.31 0.08
01-01-202 19.62 20.03 19.06 19.98 19.53 0.00 1.52 39.48 0.01
01-02-202 19.73 21.11 18.66 18.66 18.24 0.00 1.52 39.03 -0.07
01-03-202 19.17 20.43 15.81 17.63 17.23 0.00 0.29 1.74 -0.06
01-04-202 17.97 23.59 17.97 22.76 22.25 0.00 0.14 0.68 0.29
01-05-202 23.28 25.00 23.26 23.58 23.05 0.00 0.13 0.62 0.04
01-06-202 23.98 24.68 22.53 24.68 24.12 0.00 0.16 0.81 0.05
01-07-202 24.63 28.35 24.46 28.25 27.61 0.00 0.13 0.61 0.14
01-08-202 28.19 29.18 26.76 28.40 27.76 0.00 0.10 0.49 0.01
01-09-202 28.25 28.53 26.03 27.00 26.39 0.00 0.11 0.51 -0.05
01-10-202 27.16 27.81 25.73 26.28 25.69 0.00 0.10 0.47 -0.03
01-11-202 26.79 28.16 24.09 24.49 23.94 0.00 0.09 0.42 -0.07
01-12-202 24.88 25.77 24.32 25.22 24.65 0.00 0.09 0.40 0.03
01-01-202 26.50 26.52 23.81 24.30 24.06 0.00 0.08 0.38 -0.02
01-02-202 24.84 24.84 22.47 22.47 22.25 0.00 0.04 0.18 -0.08
01-03-202 22.40 23.84 22.40 22.87 22.65 0.00 0.03 0.13 0.02
01-04-202 23.53 25.30 23.53 24.03 23.80 0.00 0.02 0.09 0.05
01-05-202 24.83 26.69 24.56 26.60 26.34 0.00 0.02 0.07 0.11
01-06-202 26.67 26.72 23.68 23.86 23.63 0.00 0.04 0.15 -0.10
01-07-202 23.85 24.51 23.57 24.44 24.20 0.00 0.05 0.23 0.02
01-08-202 24.31 24.48 22.61 23.47 23.24 0.00 0.05 0.24 -0.04
01-09-202 23.38 23.90 21.59 21.92 21.71 0.00 0.04 0.18 -0.07
01-10-202 21.84 23.82 21.84 22.94 22.72 0.00 0.05 0.22 0.05
01-11-202 23.01 24.62 22.61 22.61 22.39 0.00 0.05 0.22 -0.01
01-12-202 21.97 23.03 21.56 23.03 22.80 0.00 0.06 0.26 0.02
01-01-202 22.63 23.32 21.34 21.80 21.80 0.00 0.15 0.75 -0.04
01-02-202 21.97 24.15 21.78 23.81 23.81 0.00 0.33 2.09 0.09
01-03-202 24.57 26.21 24.45 25.82 25.82 0.00 0.44 3.34 0.08
01-04-202 26.29 27.04 24.04 24.23 24.23 0.00 0.76 8.66 -0.06
01-05-202 23.94 24.66 22.25 22.96 22.96 0.00 0.98 14.47 -0.05
01-06-202 23.05 23.84 21.02 21.02 21.02 0.00 1.49 37.74 -0.08
01-07-202 21.13 21.13 19.21 20.26 20.26 0.00 2.23 108.18 -0.04
01-08-202 20.23 20.78 18.89 18.89 18.89 0.00 2.63 172.80 -0.07
01-09-202 18.44 20.01 17.84 19.21 19.21 0.00 3.13 289.00 0.02
01-10-202 19.92 20.38 18.40 19.25 19.25 0.00 3.72 494.07 0.00
01-11-202 19.55 22.24 18.32 22.24 22.24 0.00 4.15 703.26 0.16
01-12-202 22.85 23.21 21.92 22.67 22.67 0.00 4.25 760.07 0.02
Monthly Index
Beta Return
CAPM 2 First Eagle Gold Fund (SGGDX)
0.00 0.68 0.04
0.05 0.68 0.06
-0.02 0.68 0.02
0.01 2.93 -0.16
0.01 2.93 -0.10
-0.02 2.93 -0.18
0.02 -2.22 0.39
-0.06 -2.22 1.16
-0.03 -2.22 0.36
0.08 1.03 0.08
0.00 1.03 -0.02
-0.02 1.03 -0.05
-0.05 -0.07 1.59
0.00 -0.07 2.10
0.07 -0.07 1.92
0.00 -15.06 20.48
0.02 -15.06 25.99
0.00 -15.06 25.67
0.04 3.11 -3.75
0.00 3.11 -3.87
0.00 3.11 -3.77
-0.02 -0.53 3.22
0.03 -0.53 5.15
0.02 -0.53 6.32
0.02 -0.10 4.65
0.04 -0.10 4.79
0.00 -0.10 8.93
0.01 2.08 -10.18
0.01 2.08 -12.64
0.00 2.08 -15.59
0.02 -3.93 84.90
0.00 -3.93 76.16
0.02 -3.93 78.55
0.02 -2.38 59.27
0.03 -2.38 80.15
0.01 -2.38 94.96
0.06 0.56 14.61
-0.04 0.56 18.79
-0.03 0.56 22.96
0.00 0.47 30.13
0.02 0.47 35.15
0.00 0.47 36.92
 0.04 -1.56 192.96
0.03 -1.56 214.09
0.00 -1.56 241.77
-0.07 -0.57 173.42
0.02 -0.57 190.64
-0.09 -0.57 199.95
0.08 1.30 -38.53
0.03 1.30 -39.25
0.02 1.30 -39.92
0.04 0.55 59.07
-0.07 0.55 56.92
0.07 0.55 45.50
0.01 -5.07 553.59
-0.02 -5.07 453.55
0.02 -5.07 419.99
0.02 -1.00 96.35
0.03 -1.00 81.67
0.03 -1.00 80.77
0.00 0.57 16.84
-0.08 0.57 16.60
-0.13 0.57 0.67
0.13 2.42 -0.65
0.05 2.42 -0.75
0.02 2.42 -1.10
0.06 1.08 0.02
0.07 1.08 0.04
-0.04 1.08 -0.08
-0.03 -0.30 0.61
0.11 -0.30 0.51
0.04 -0.30 0.50
-0.01 0.23 0.29
0.03 0.23 0.15
0.04 0.23 0.11
0.05 0.10 0.08
0.01 0.10 0.07
0.02 0.10 0.14
0.02 0.68 0.09
0.03 0.68 0.10
-0.05 0.68 0.02
0.07 0.75 0.11
-0.01 0.75 0.05
0.04 0.75 0.10
-0.05 1.03 -0.07
-0.03 1.03 -0.08
0.04 1.03 -0.04
-0.09 0.22 6.77
0.00 0.22 11.34
-0.08 0.22 29.55
0.09 -0.19 128.41
-0.04 -0.19 205.15
-0.09 -0.19 343.11
0.08 0.24 373.66
0.05 0.24 531.85
-0.06 0.24 574.79
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 60.37 61.35 58.87 59.39 30.93 0.00 0.03 0.11 0.00
01-02-201 60.39 63.54 60.39 63.54 33.10 0.00 0.02 0.07 0.07
01-03-201 63.69 63.69 61.33 61.94 32.26 0.00 0.03 0.12 -0.03
01-04-201 62.67 64.85 62.55 63.82 33.24 0.00 0.02 0.10 0.03
01-05-201 63.91 64.05 62.38 63.22 32.96 0.00 0.02 0.07 -0.01
01-06-201 62.88 64.56 62.46 62.56 32.61 0.00 0.02 0.06 -0.01
01-07-201 62.72 63.03 60.65 62.30 32.48 0.00 0.03 0.14 0.00
01-08-201 62.60 62.95 57.23 59.67 31.11 0.00 0.07 0.32 -0.04
01-09-201 58.15 59.72 56.39 57.28 29.86 0.00 0.02 0.09 -0.04
01-10-201 56.97 62.52 56.97 62.40 32.53 0.00 0.02 0.06 0.09
01-11-201 63.15 63.15 60.35 61.66 32.14 0.00 0.12 0.60 -0.01
01-12-201 62.13 62.13 59.20 60.54 31.56 0.00 0.23 1.27 -0.02
01-01-201 59.82 60.57 56.07 60.57 32.18 0.00 0.26 1.48 0.02
01-02-201 60.82 62.58 57.99 62.58 33.25 0.00 0.31 1.97 0.03
01-03-201 63.66 66.52 63.66 66.41 35.29 0.00 0.29 1.80 0.06
01-04-201 66.97 67.17 65.84 66.51 35.34 0.00 0.23 1.27 0.00
01-05-201 67.45 67.57 65.76 67.57 35.97 0.00 0.27 1.64 0.02
01-06-201 67.06 70.59 66.97 70.59 37.57 0.00 0.27 1.60 0.04
01-07-201 70.98 72.81 70.27 72.61 38.65 0.00 0.30 1.83 0.03
01-08-201 72.36 72.36 69.78 70.02 37.27 0.00 0.30 1.83 -0.04
01-09-201 70.09 71.27 68.67 70.21 37.37 0.00 0.29 1.79 0.00
01-10-201 70.24 70.24 68.07 68.72 36.58 0.00 0.33 2.10 -0.02
01-11-201 67.89 71.19 66.22 69.87 37.19 0.00 0.45 3.37 0.02
01-12-201 69.54 73.33 69.10 69.82 37.16 0.00 0.51 4.13 0.00
01-01-201 71.77 72.30 70.67 71.13 40.25 0.00 0.51 4.22 0.08
01-02-201 70.29 71.34 69.21 69.97 39.59 0.00 0.52 4.35 -0.02
01-03-201 70.48 71.03 68.59 69.90 39.55 0.00 0.74 8.11 0.00
01-04-201 69.73 71.17 69.15 69.78 39.48 0.00 0.80 9.46 0.00
01-05-201 69.64 69.71 65.76 67.95 39.37 0.00 0.89 11.74 0.00
01-06-201 68.70 69.09 66.62 66.75 38.67 0.00 0.98 14.45 -0.02
01-07-201 66.91 69.26 65.34 68.83 39.88 0.00 1.07 17.25 0.03
01-08-201 69.44 69.95 67.71 69.36 40.19 0.00 1.01 15.46 0.01
01-09-201 69.63 69.63 66.14 68.57 39.73 0.00 1.03 15.97 -0.01
01-10-201 68.92 70.10 66.28 66.88 38.75 0.00 1.07 17.53 -0.02
01-11-201 66.34 67.86 62.63 67.86 39.32 0.00 1.23 23.71 0.01
01-12-201 68.04 68.83 58.15 58.92 34.14 0.00 1.32 28.07 -0.13
01-01-201 59.42 60.59 58.42 60.10 41.01 0.00 1.41 32.92 0.20
01-02-201 60.26 60.26 55.42 55.88 38.13 0.00 1.57 42.48 -0.07
01-03-201 56.05 57.80 54.19 55.18 37.66 0.00 1.70 51.88 -0.01
01-04-201 54.17 56.80 54.17 54.72 37.34 0.00 1.76 56.83 -0.01
01-05-201 54.19 54.19 52.86 53.42 37.00 0.00 1.86 66.29 -0.01
01-06-201 53.83 55.79 53.83 55.62 38.52 0.00 1.90 69.64 0.04
01-07-201 55.74 57.65 54.89 56.36 39.03 0.00 1.96 75.47 0.01
01-08-201 56.41 60.10 56.41 58.93 40.81 0.00 2.03 83.73 0.05
01-09-201 58.55 60.98 58.55 60.86 42.15 0.00 2.13 94.53 0.03
01-10-201 60.65 61.11 56.44 59.00 40.86 0.00 2.25 110.44 -0.03
01-11-201 58.86 60.29 57.12 59.78 41.40 0.00 2.33 121.45 0.01
01-12-201 59.59 59.59 49.72 52.57 36.41 0.00 2.37 127.34 -0.12
01-01-201 53.40 56.53 53.30 55.81 39.26 0.00 2.37 128.64 0.08
01-02-201 55.79 57.16 54.94 56.04 39.42 0.00 2.39 130.82 0.00
01-03-201 56.13 58.01 54.83 57.21 40.24 0.00 2.40 133.01 0.02
01-04-201 57.81 59.21 56.86 57.47 40.43 0.00 2.38 129.96 0.00
01-05-201 57.25 59.07 55.97 55.97 39.55 0.00 2.35 125.36 -0.02
01-06-201 56.33 59.08 56.33 58.42 41.28 0.00 2.17 100.04 0.04
01-07-201 58.51 61.06 58.43 59.72 42.20 0.00 2.10 91.19 0.02
01-08-201 59.32 59.45 57.07 59.45 42.01 0.00 1.95 74.69 0.00
01-09-201 59.14 63.06 59.14 59.93 42.35 0.00 1.89 69.19 0.01
01-10-201 59.40 61.67 58.35 61.34 43.34 0.00 1.65 48.08 0.02
01-11-201 61.51 62.38 60.71 61.33 43.34 0.00 1.54 40.76 0.00
01-12-201 60.74 62.21 60.74 61.23 43.26 0.00 1.54 40.31 0.00
01-01-202 61.10 62.71 60.61 60.61 44.08 0.00 1.52 39.48 0.02
01-02-202 60.34 66.96 60.34 60.99 44.36 0.00 1.52 39.03 0.01
01-03-202 63.05 64.24 50.44 56.25 40.91 0.00 0.29 1.74 -0.08
01-04-202 54.52 61.21 54.52 59.90 43.57 0.00 0.14 0.68 0.06
01-05-202 59.23 63.53 58.73 63.53 47.05 0.00 0.13 0.62 0.08
01-06-202 64.17 67.61 61.91 63.79 47.25 0.00 0.16 0.81 0.00
01-07-202 64.39 67.91 64.39 67.91 50.30 0.00 0.13 0.61 0.06
01-08-202 68.24 69.47 68.11 69.33 51.35 0.00 0.10 0.49 0.02
01-09-202 69.70 70.44 64.97 66.51 49.26 0.00 0.11 0.51 -0.04
01-10-202 66.95 69.91 64.02 64.74 47.95 0.00 0.10 0.47 -0.03
01-11-202 65.05 72.16 65.05 71.55 52.99 0.00 0.09 0.42 0.11
01-12-202 72.28 74.29 67.62 68.13 50.46 0.00 0.09 0.40 -0.05
01-01-202 67.99 70.98 67.80 67.80 53.46 0.00 0.08 0.38 0.06
01-02-202 68.17 70.57 67.04 67.04 52.86 0.00 0.04 0.18 -0.01
01-03-202 68.57 71.22 67.11 70.48 55.57 0.00 0.03 0.13 0.05
01-04-202 70.84 71.77 69.57 71.05 56.02 0.00 0.02 0.09 0.01
01-05-202 71.27 72.80 69.84 70.93 57.55 0.00 0.02 0.07 0.03
01-06-202 70.93 71.78 70.16 70.62 57.30 0.00 0.04 0.15 0.00
01-07-202 71.06 71.20 69.31 70.45 57.16 0.00 0.05 0.23 0.00
01-08-202 70.02 70.41 68.50 70.32 57.05 0.00 0.05 0.24 0.00
01-09-202 70.47 71.07 67.51 68.10 55.25 0.00 0.04 0.18 -0.03
01-10-202 68.55 68.55 65.67 66.02 53.57 0.00 0.05 0.22 -0.03
01-11-202 66.89 67.35 62.31 62.31 50.56 0.00 0.05 0.22 -0.06
01-12-202 60.99 63.75 57.02 57.52 46.67 0.00 0.06 0.26 -0.08
01-01-202 58.22 58.64 53.80 56.15 51.03 0.00 0.15 0.75 0.09
01-02-202 55.92 57.14 53.61 54.73 49.74 0.00 0.33 2.09 -0.03
01-03-202 54.19 56.18 54.02 55.45 50.40 0.00 0.44 3.34 0.01
01-04-202 56.59 57.14 50.48 50.48 45.88 0.00 0.76 8.66 -0.09
01-05-202 50.77 55.03 50.24 54.47 51.08 0.00 0.98 14.47 0.11
01-06-202 54.23 54.55 49.14 52.07 48.83 0.00 1.49 37.74 -0.04
01-07-202 52.64 52.64 49.14 50.83 47.67 0.00 2.23 108.18 -0.02
01-08-202 50.91 51.90 47.76 47.76 45.02 0.00 2.63 172.80 -0.06
01-09-202 47.70 47.89 41.95 41.95 39.54 0.00 3.13 289.00 -0.12
01-10-202 43.51 45.98 41.03 45.87 43.23 0.00 3.72 494.07 0.09
01-11-202 46.16 47.46 44.82 47.46 45.04 0.00 4.15 703.26 0.04
01-12-202 47.11 47.11 42.73 44.40 42.13 0.00 4.25 760.07 -0.06
Monthly Index
Beta Return
CAPM 2 Fidelity Select Telecommunications Portfolio (FSTCX)
0.00 1.37 -0.04
0.05 1.37 0.04
-0.02 1.37 -0.07
0.01 0.71 0.03
0.01 0.71 0.03
-0.02 0.71 0.00
0.02 0.50 0.08
-0.06 0.50 0.13
-0.03 0.50 0.03
0.08 1.13 0.08
0.00 1.13 -0.08
-0.02 1.13 -0.19
-0.05 0.35 0.95
0.00 0.35 1.28
0.07 0.35 1.20
0.00 -0.27 1.61
0.02 -0.27 2.07
0.00 -0.27 2.02
0.04 1.13 -0.19
0.00 1.13 -0.23
0.00 1.13 -0.23
-0.02 0.69 0.64
0.03 0.69 1.07
0.02 0.69 1.30
0.02 -0.38 5.83
0.04 -0.38 6.00
0.00 -0.38 11.22
0.01 1.53 -5.04
0.01 1.53 -6.26
0.00 1.53 -7.73
0.02 0.11 15.37
0.00 0.11 13.77
0.02 0.11 14.22
0.02 7.32 -110.64
0.03 7.32 -149.61
0.01 7.32 -177.32
0.06 2.58 -51.95
-0.04 2.58 -67.34
-0.03 2.58 -82.19
0.00 -1.28 129.80
0.02 -1.28 151.39
0.00 -1.28 159.05
 0.04 -0.28 96.22
0.03 -0.28 106.75
0.00 -0.28 120.54
-0.07 0.99 0.67
0.02 0.99 0.83
-0.09 0.99 0.76
0.08 1.13 -16.16
0.03 1.13 -16.49
0.02 1.13 -16.78
0.04 0.41 77.23
-0.07 0.41 74.45
0.07 0.41 59.47
0.01 0.45 50.33
-0.02 0.45 41.21
0.02 0.45 38.19
0.02 -2.44 165.46
0.03 -2.44 140.24
0.03 -2.44 138.70
0.00 0.69 12.28
-0.08 0.69 12.08
-0.13 0.69 0.45
0.13 0.40 0.46
0.05 0.40 0.39
0.02 0.40 0.49
0.06 0.76 0.19
0.07 0.76 0.17
-0.04 0.76 0.09
-0.03 0.94 0.00
0.11 0.94 0.13
0.04 0.94 0.06
-0.01 -0.62 0.62
0.03 -0.62 0.28
0.04 -0.62 0.19
0.05 -0.27 0.10
0.01 -0.27 0.09
0.02 -0.27 0.19
0.02 0.39 0.15
0.03 0.39 0.16
-0.05 0.39 0.09
0.07 0.25 0.19
-0.01 0.25 0.17
0.04 0.25 0.21
-0.05 -0.52 1.16
-0.03 -0.52 3.18
0.04 -0.52 5.05
-0.09 2.15 -10.12
0.00 2.15 -16.59
-0.08 2.15 -43.43
0.09 0.48 55.91
-0.04 0.48 89.21
-0.09 0.48 149.19
0.08 1.08 -41.44
0.05 1.08 -59.05
-0.06 1.08 -63.95
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 34.08 34.19 32.83 33.49 28.23 0.00 0.03 0.11 0.00
01-02-201 33.83 36.24 33.83 35.96 30.31 0.00 0.02 0.07 0.07
01-03-201 36.10 36.21 35.25 36.00 30.35 0.00 0.03 0.12 0.00
01-04-201 35.87 36.83 35.84 35.84 30.21 0.00 0.02 0.10 0.00
01-05-201 36.22 36.46 35.88 36.22 30.53 0.00 0.02 0.07 0.01
01-06-201 36.12 36.28 35.00 35.18 29.66 0.00 0.02 0.06 -0.03
01-07-201 35.25 35.35 33.41 34.09 28.74 0.00 0.03 0.14 -0.03
01-08-201 33.85 33.88 30.52 31.85 26.85 0.00 0.07 0.32 -0.07
01-09-201 31.29 32.28 30.59 30.95 26.09 0.00 0.02 0.09 -0.03
01-10-201 31.23 33.20 31.23 32.98 27.80 0.00 0.02 0.06 0.07
01-11-201 33.31 33.39 32.30 32.99 27.81 0.00 0.12 0.60 0.00
01-12-201 33.14 33.14 30.83 31.24 26.34 0.00 0.23 1.27 -0.05
01-01-201 30.65 30.65 27.99 28.77 24.25 0.00 0.26 1.48 -0.08
01-02-201 28.84 29.42 26.49 29.42 24.80 0.00 0.31 1.97 0.02
01-03-201 30.05 31.51 30.05 31.17 26.28 0.00 0.29 1.80 0.06
01-04-201 31.06 32.15 30.45 31.91 26.90 0.00 0.23 1.27 0.02
01-05-201 32.25 32.51 31.46 32.51 27.41 0.00 0.27 1.64 0.02
01-06-201 32.77 33.17 31.42 32.65 27.52 0.00 0.27 1.60 0.00
01-07-201 32.77 33.44 32.46 33.43 28.18 0.00 0.30 1.83 0.02
01-08-201 33.31 33.96 33.03 33.38 28.14 0.00 0.30 1.83 0.00
01-09-201 33.46 35.36 33.46 35.36 29.81 0.00 0.29 1.79 0.06
01-10-201 35.49 36.88 35.22 35.53 29.95 0.00 0.33 2.10 0.00
01-11-201 35.35 37.48 34.53 37.48 31.60 0.00 0.45 3.37 0.05
01-12-201 37.36 38.42 37.17 37.63 31.72 0.00 0.51 4.13 0.00
01-01-201 37.75 39.00 37.75 38.61 32.55 0.00 0.51 4.22 0.03
01-02-201 38.75 39.02 38.56 38.56 32.51 0.00 0.52 4.35 0.00
01-03-201 38.78 38.78 37.56 38.16 32.17 0.00 0.74 8.11 -0.01
01-04-201 38.13 39.53 37.95 39.53 33.32 0.00 0.80 9.46 0.04
01-05-201 39.68 39.87 38.77 39.75 33.51 0.00 0.89 11.74 0.01
01-06-201 39.94 40.62 39.66 40.23 33.91 0.00 0.98 14.45 0.01
01-07-201 40.20 42.38 39.66 42.38 35.73 0.00 1.07 17.25 0.05
01-08-201 42.93 45.14 42.85 45.14 38.05 0.00 1.01 15.46 0.07
01-09-201 44.57 44.90 43.74 44.82 37.78 0.00 1.03 15.97 -0.01
01-10-201 44.96 45.64 44.15 45.11 38.03 0.00 1.07 17.53 0.01
01-11-201 45.08 45.97 44.70 45.97 38.75 0.00 1.23 23.71 0.02
01-12-201 46.23 48.88 45.68 48.32 40.73 0.00 1.32 28.07 0.05
01-01-201 49.19 52.25 48.74 51.21 43.17 0.00 1.41 32.92 0.06
01-02-201 50.77 50.77 47.49 50.12 42.25 0.00 1.57 42.48 -0.02
01-03-201 49.41 50.50 48.10 48.53 40.91 0.00 1.70 51.88 -0.03
01-04-201 48.34 50.54 48.34 50.13 42.26 0.00 1.76 56.83 0.03
01-05-201 51.69 55.32 51.69 54.69 46.10 0.00 1.86 66.29 0.09
01-06-201 55.22 55.71 54.72 54.72 46.13 0.00 1.90 69.64 0.00
01-07-201 55.04 58.68 55.01 56.65 47.76 0.00 1.96 75.47 0.04
01-08-201 57.88 59.71 57.37 59.02 49.75 0.00 2.03 83.73 0.04
01-09-201 59.44 59.44 57.78 59.20 49.91 0.00 2.13 94.53 0.00
01-10-201 59.25 59.43 51.91 54.63 46.05 0.00 2.25 110.44 -0.08
01-11-201 52.49 53.84 48.28 49.50 41.73 0.00 2.33 121.45 -0.09
01-12-201 50.19 50.19 41.27 41.32 34.83 0.00 2.37 127.34 -0.17
01-01-201 42.17 47.82 42.17 47.82 44.67 0.00 2.37 128.64 0.28
01-02-201 48.03 50.86 47.42 49.56 46.30 0.00 2.39 130.82 0.04
01-03-201 50.08 50.53 48.58 50.41 47.09 0.00 2.40 133.01 0.02
01-04-201 51.30 54.63 50.97 52.19 48.75 0.00 2.38 129.96 0.04
01-05-201 52.00 53.82 49.95 49.95 46.66 0.00 2.35 125.36 -0.04
01-06-201 49.59 53.27 49.59 53.27 49.76 0.00 2.17 100.04 0.07
01-07-201 53.89 54.54 52.75 54.26 50.69 0.00 2.10 91.19 0.02
01-08-201 52.40 52.40 49.14 49.93 46.64 0.00 1.95 74.69 -0.08
01-09-201 50.32 51.74 49.10 49.62 46.35 0.00 1.89 69.19 -0.01
01-10-201 48.87 48.87 47.84 47.84 44.69 0.00 1.65 48.08 -0.04
01-11-201 49.25 50.63 49.16 50.57 47.24 0.00 1.54 40.76 0.06
01-12-201 49.87 54.30 49.62 53.38 49.87 0.00 1.54 40.31 0.06
01-01-202 53.19 54.75 52.79 53.33 50.31 0.00 1.52 39.48 0.01
01-02-202 53.27 55.57 49.93 49.93 47.11 0.00 1.52 39.03 -0.06
01-03-202 50.31 50.31 31.39 36.18 34.13 0.00 0.29 1.74 -0.28
01-04-202 35.13 43.74 35.13 43.52 41.06 0.00 0.14 0.68 0.20
01-05-202 41.43 44.92 40.90 44.51 41.99 0.00 0.13 0.62 0.02
01-06-202 44.88 49.29 42.89 43.96 41.47 0.00 0.16 0.81 -0.01
01-07-202 43.63 44.72 42.30 43.59 41.12 0.00 0.13 0.61 -0.01
01-08-202 43.87 46.23 43.87 44.22 41.72 0.00 0.10 0.49 0.01
01-09-202 44.59 44.75 40.07 40.85 38.54 0.00 0.11 0.51 -0.08
01-10-202 41.08 42.67 40.62 40.87 38.56 0.00 0.10 0.47 0.00
01-11-202 41.56 50.42 41.56 49.49 46.69 0.00 0.09 0.42 0.21
01-12-202 49.97 55.20 49.97 53.99 50.94 0.00 0.09 0.40 0.09
01-01-202 53.99 59.56 53.99 56.92 54.89 0.00 0.08 0.38 0.08
01-02-202 57.22 71.15 57.22 67.71 65.30 0.00 0.04 0.18 0.19
01-03-202 68.68 88.31 68.08 83.36 80.39 0.00 0.03 0.13 0.23
01-04-202 84.21 85.75 79.39 82.54 79.60 0.00 0.02 0.09 -0.01
01-05-202 84.67 88.94 78.17 78.17 75.38 0.00 0.02 0.07 -0.05
01-06-202 79.52 82.28 79.01 82.28 79.35 0.00 0.04 0.15 0.05
01-07-202 82.70 82.70 74.57 80.20 77.34 0.00 0.05 0.23 -0.03
01-08-202 79.60 81.35 75.28 77.16 74.41 0.00 0.05 0.24 -0.04
01-09-202 77.22 77.22 71.15 71.15 68.61 0.00 0.04 0.18 -0.08
01-10-202 71.04 78.28 70.68 77.04 74.29 0.00 0.05 0.22 0.08
01-11-202 78.37 83.15 73.67 73.67 71.04 0.00 0.05 0.22 -0.04
01-12-202 72.21 76.88 71.92 73.37 70.75 0.00 0.06 0.26 0.00
01-01-202 73.37 74.86 61.89 65.36 64.07 0.00 0.15 0.75 -0.09
01-02-202 66.96 69.82 63.14 69.82 68.44 0.00 0.33 2.09 0.07
01-03-202 70.27 78.84 70.27 75.43 73.94 0.00 0.44 3.34 0.08
01-04-202 77.88 79.72 72.43 73.01 71.57 0.00 0.76 8.66 -0.03
01-05-202 72.65 77.09 66.87 77.03 75.51 0.00 0.98 14.47 0.06
01-06-202 77.57 83.00 70.37 71.53 70.12 0.00 1.49 37.74 -0.07
01-07-202 73.00 83.53 70.47 83.53 81.88 0.00 2.23 108.18 0.17
01-08-202 82.96 82.96 77.97 82.15 80.53 0.00 2.63 172.80 -0.02
01-09-202 80.53 83.33 73.63 77.98 76.44 0.00 3.13 289.00 -0.05
01-10-202 81.04 94.64 81.04 94.07 92.22 0.00 3.72 494.07 0.21
01-11-202 95.24 105.75 94.38 102.98 100.95 0.00 4.15 703.26 0.09
01-12-202 102.06 103.28 92.59 92.91 91.08 0.00 4.25 760.07 -0.10
Monthly Index
Beta Return
CAPM 2
0.00 1.12 -0.01
0.05 1.12 0.05
-0.02 1.12 -0.04
0.01 1.06 0.00
0.01 1.06 0.01
-0.02 1.06 -0.02
0.02 0.38 0.09
-0.06 0.38 0.17
-0.03 0.38 0.05
0.08 1.08 0.08
0.00 1.08 -0.05
-0.02 1.08 -0.12
-0.05 1.11 -0.23
0.00 1.11 -0.22
0.07 1.11 -0.13
0.00 0.24 0.97
0.02 0.24 1.25
0.00 0.24 1.22
0.04 -0.13 2.06
0.00 -0.13 2.06
0.00 -0.13 2.01
-0.02 0.71 0.59
0.03 0.71 1.00
0.02 0.71 1.21
0.02 0.23 3.27
0.04 0.23 3.37
0.00 0.23 6.27
0.01 0.87 1.28
0.01 0.87 1.58
0.00 0.87 1.94
0.02 -2.10 53.40
0.00 -2.10 47.90
0.02 -2.10 49.41
0.02 -1.60 45.59
0.03 -1.60 61.66
0.01 -1.60 73.04
0.06 0.89 3.59
-0.04 0.89 4.53
-0.03 0.89 5.55
0.00 3.71 -154.02
0.02 3.71 -179.59
0.00 3.71 -188.73
 0.04 0.92 6.23
0.03 0.92 6.89
0.00 0.92 7.75
-0.07 0.39 66.96
0.02 0.39 73.67
-0.09 0.39 77.20
0.08 4.58 -460.44
0.03 4.58 -468.50
0.02 4.58 -476.38
0.04 0.76 30.91
-0.07 0.76 29.73
0.07 0.76 23.82
0.01 2.17 -106.86
-0.02 2.17 -87.58
0.02 2.17 -81.05
0.02 9.22 -394.97
0.03 9.22 -334.73
0.03 9.22 -331.04
0.00 2.07 -42.19
-0.08 2.07 -41.87
-0.13 2.07 -2.13
0.13 2.02 -0.43
0.05 2.02 -0.53
0.02 2.02 -0.78
0.06 0.76 0.19
0.07 0.76 0.17
-0.04 0.76 0.09
-0.03 1.50 -0.28
0.11 1.50 -0.04
0.04 1.50 -0.14
-0.01 2.99 -0.79
0.03 2.99 -0.27
0.04 2.99 -0.14
0.05 0.35 0.07
0.01 0.35 0.05
0.02 0.35 0.11
0.02 0.59 0.10
0.03 0.59 0.11
-0.05 0.59 0.04
0.07 1.50 -0.01
-0.01 1.50 -0.13
0.04 1.50 -0.07
-0.05 1.48 -0.43
-0.03 1.48 -1.05
0.04 1.48 -1.54
-0.09 1.20 -1.87
0.00 1.20 -2.94
-0.08 1.20 -7.76
0.09 1.25 -27.46
-0.04 1.25 -44.09
-0.09 1.25 -73.77
0.08 2.06 -522.71
0.05 2.06 -744.16
-0.06 2.06 -804.51
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-2015 28.04 28.30 27.27 27.63 16.53 0.00 0.03 0.11 0.00
01-02-2015 27.88 29.22 27.88 29.11 17.42 0.00 0.02 0.07 0.05
01-03-2015 29.34 29.34 28.38 28.76 17.21 0.00 0.03 0.12 -0.01
01-04-2015 28.63 29.69 28.63 29.17 17.45 0.00 0.02 0.10 0.01
01-05-2015 29.46 30.00 29.11 29.73 17.79 0.00 0.02 0.07 0.02
01-06-2015 29.77 30.15 28.28 28.38 16.98 0.00 0.02 0.06 -0.05
01-07-2015 28.47 28.94 27.89 28.69 17.73 0.00 0.03 0.14 0.04
01-08-2015 28.57 28.74 25.75 27.08 16.73 0.00 0.07 0.32 -0.06
01-09-2015 26.34 27.26 25.41 26.00 16.07 0.00 0.02 0.09 -0.04
01-10-2015 26.06 27.89 26.06 27.83 17.20 0.00 0.02 0.06 0.07
01-11-2015 28.14 28.24 27.17 28.06 17.34 0.00 0.12 0.60 0.01
01-12-2015 28.31 28.31 25.61 26.08 16.12 0.00 0.23 1.27 -0.07
01-01-2016 25.71 25.71 23.72 24.50 15.92 0.00 0.26 1.48 -0.01
01-02-2016 24.54 24.76 23.16 24.60 15.99 0.00 0.31 1.97 0.00
01-03-2016 25.17 26.24 25.17 26.21 17.03 0.00 0.29 1.80 0.07
01-04-2016 26.35 26.97 26.04 26.54 17.25 0.00 0.23 1.27 0.01
01-05-2016 26.72 27.00 26.06 27.00 17.54 0.00 0.27 1.64 0.02
01-06-2016 27.05 27.37 25.08 26.14 16.99 0.00 0.27 1.60 -0.03
01-07-2016 26.27 27.05 26.00 27.05 17.92 0.00 0.30 1.83 0.06
01-08-2016 27.01 27.64 26.82 27.31 18.10 0.00 0.30 1.83 0.01
01-09-2016 27.31 27.50 26.74 27.45 18.19 0.00 0.29 1.79 0.01
01-10-2016 27.42 27.57 26.79 26.79 17.75 0.00 0.33 2.10 -0.02
01-11-2016 26.68 27.78 26.39 27.74 18.38 0.00 0.45 3.37 0.04
01-12-2016 27.60 28.34 27.37 27.37 18.14 0.00 0.51 4.13 -0.01
01-01-2017 27.61 28.50 27.61 28.29 19.14 0.00 0.51 4.22 0.06
01-02-2017 28.31 29.19 28.31 28.98 19.61 0.00 0.52 4.35 0.02
01-03-2017 29.35 29.35 28.76 29.00 19.62 0.00 0.74 8.11 0.00
01-04-2017 28.94 29.49 28.65 29.41 19.90 0.00 0.80 9.46 0.01
01-05-2017 29.49 29.83 29.19 29.77 20.14 0.00 0.89 11.74 0.01
01-06-2017 29.98 30.12 29.34 29.43 19.91 0.00 0.98 14.45 -0.01
01-07-2017 29.45 30.44 29.45 30.20 20.73 0.00 1.07 17.25 0.04
01-08-2017 30.26 30.26 29.46 30.13 20.68 0.00 1.01 15.46 0.00
01-09-2017 30.18 31.10 30.01 31.10 21.35 0.00 1.03 15.97 0.03
01-10-2017 31.21 32.00 31.21 31.98 21.95 0.00 1.07 17.53 0.03
01-11-2017 32.04 32.67 31.82 32.67 22.43 0.00 1.23 23.71 0.02
01-12-2017 32.55 32.80 31.67 31.67 21.74 0.00 1.32 28.07 -0.03
01-01-2018 32.07 34.62 32.07 33.95 24.28 0.00 1.41 32.92 0.12
01-02-2018 34.04 34.04 31.59 33.27 23.79 0.00 1.57 42.48 -0.02
01-03-2018 32.92 34.51 32.27 32.73 23.41 0.00 1.70 51.88 -0.02
01-04-2018 31.98 33.82 31.98 33.06 23.64 0.00 1.76 56.83 0.01
01-05-2018 33.15 34.32 32.89 34.02 24.33 0.00 1.86 66.29 0.03
01-06-2018 34.35 35.03 33.24 33.52 23.97 0.00 1.90 69.64 -0.01
01-07-2018 33.54 34.61 33.40 34.10 24.99 0.00 1.96 75.47 0.04
01-08-2018 34.04 35.08 33.84 34.94 25.61 0.00 2.03 83.73 0.02
01-09-2018 34.79 35.47 34.44 35.47 26.00 0.00 2.13 94.53 0.02
01-10-2018 35.56 35.56 31.30 32.14 23.56 0.00 2.25 110.44 -0.09
01-11-2018 32.68 33.56 31.35 33.00 24.19 0.00 2.33 121.45 0.03
01-12-2018 33.41 33.41 26.35 28.08 20.58 0.00 2.37 127.34 -0.15
01-01-2019 28.03 30.33 27.33 30.33 24.02 0.00 2.37 128.64 0.17
01-02-2019 30.37 31.25 30.32 31.08 24.61 0.00 2.39 130.82 0.02
01-03-2019 31.32 31.97 30.45 31.66 25.07 0.00 2.40 133.01 0.02
01-04-2019 32.03 32.74 32.03 32.71 25.90 0.00 2.38 129.96 0.03
01-05-2019 32.42 32.68 30.56 30.56 24.20 0.00 2.35 125.36 -0.07
01-06-2019 30.33 32.54 30.33 32.47 25.71 0.00 2.17 100.04 0.06
01-07-2019 32.75 33.11 32.57 32.62 25.97 0.00 2.10 91.19 0.01
01-08-2019 32.24 32.24 31.02 31.88 25.38 0.00 1.95 74.69 -0.02
01-09-2019 31.57 32.56 31.57 31.80 25.32 0.00 1.89 69.19 0.00
01-10-2019 31.41 32.70 30.93 32.60 25.96 0.00 1.65 48.08 0.03
01-11-2019 32.91 34.31 32.91 34.17 27.21 0.00 1.54 40.76 0.05
01-12-2019 33.83 34.97 33.63 33.81 26.92 0.00 1.54 40.31 -0.01
01-01-2020 34.06 35.00 33.64 33.64 28.01 0.00 1.52 39.48 0.04
01-02-2020 33.97 35.78 31.71 31.71 26.40 0.00 1.52 39.03 -0.06
01-03-2020 32.81 33.27 24.68 27.99 23.30 0.00 0.29 1.74 -0.12
01-04-2020 26.80 31.93 26.80 31.76 26.44 0.00 0.14 0.68 0.13
01-05-2020 30.98 33.58 30.98 33.58 27.96 0.00 0.13 0.62 0.06
01-06-2020 33.78 35.17 33.06 33.90 28.23 0.00 0.16 0.81 0.01
01-07-2020 34.27 35.80 34.27 35.45 30.02 0.00 0.13 0.61 0.06
01-08-2020 35.70 37.26 35.63 37.16 31.47 0.00 0.10 0.49 0.05
01-09-2020 37.52 38.03 34.83 36.02 30.51 0.00 0.11 0.51 -0.03
01-10-2020 36.33 37.77 35.19 35.19 29.80 0.00 0.10 0.47 -0.02
01-11-2020 35.58 38.93 35.58 38.70 32.78 0.00 0.09 0.42 0.10
01-12-2020 39.10 39.68 38.74 39.43 33.40 0.00 0.09 0.40 0.02
01-01-2021 38.85 40.81 38.85 39.25 34.11 0.00 0.08 0.38 0.02
01-02-2021 39.88 41.95 39.88 40.51 35.20 0.00 0.04 0.18 0.03
01-03-2021 41.40 41.59 39.73 41.31 35.90 0.00 0.03 0.13 0.02
01-04-2021 42.00 43.74 42.00 43.40 37.71 0.00 0.02 0.09 0.05
01-05-2021 43.37 43.49 41.53 43.47 37.77 0.00 0.02 0.07 0.00
01-06-2021 43.35 43.91 41.85 43.09 37.44 0.00 0.04 0.15 -0.01
01-07-2021 43.32 44.06 42.32 43.95 39.57 0.00 0.05 0.23 0.06
01-08-2021 43.88 45.43 43.67 45.37 40.85 0.00 0.05 0.24 0.03
01-09-2021 45.54 45.71 43.79 43.79 39.43 0.00 0.04 0.18 -0.03
01-10-2021 44.31 47.11 43.53 47.11 42.42 0.00 0.05 0.22 0.08
01-11-2021 47.11 48.44 45.67 45.67 41.12 0.00 0.05 0.22 -0.03
01-12-2021 44.90 46.86 43.89 45.96 41.38 0.00 0.06 0.26 0.01
01-01-2022 45.76 45.76 38.80 41.07 37.95 0.00 0.15 0.75 -0.08
01-02-2022 41.53 42.02 38.15 39.86 36.84 0.00 0.33 2.09 -0.03
01-03-2022 39.24 41.43 36.68 40.27 37.21 0.00 0.44 3.34 0.01
01-04-2022 40.45 40.93 35.75 35.75 33.04 0.00 0.76 8.66 -0.11
01-05-2022 36.13 37.06 32.94 35.20 32.53 0.00 0.98 14.47 -0.02
01-06-2022 34.78 35.72 28.94 30.13 27.84 0.00 1.49 37.74 -0.14
01-07-2022 30.43 33.05 30.15 33.05 32.89 0.00 2.23 108.18 0.18
01-08-2022 33.05 34.75 31.62 31.62 31.47 0.00 2.63 172.80 -0.04
01-09-2022 31.63 33.06 28.91 28.91 28.77 0.00 3.13 289.00 -0.09
01-10-2022 29.59 30.64 28.43 30.35 30.21 0.00 3.72 494.07 0.05
01-11-2022 30.20 32.08 28.98 32.08 31.93 0.00 4.15 703.26 0.06
01-12-2022 32.23 32.23 29.96 30.50 30.36 0.00 4.25 760.07 -0.05
Monthly Index
Beta Return
CAPM 2
0.00 0.96 0.00
0.05 0.96 0.05
-0.02 0.96 -0.01
0.01 2.07 -0.08
0.01 2.07 -0.05
-0.02 2.07 -0.11
0.02 1.30 -0.01
-0.06 1.30 -0.17
-0.03 1.30 -0.07
0.08 1.23 0.08
0.00 1.23 -0.14
-0.02 1.23 -0.32
-0.05 0.66 0.47
0.00 0.66 0.67
0.07 0.66 0.66
0.00 1.35 -0.44
0.02 1.35 -0.54
0.00 1.35 -0.56
0.04 1.20 -0.31
0.00 1.20 -0.36
0.00 1.20 -0.35
-0.02 0.93 0.14
0.03 0.93 0.28
0.02 0.93 0.32
0.02 0.59 1.73
0.04 0.59 1.80
0.00 0.59 3.31
0.01 2.46 -13.80
0.01 2.46 -17.12
0.00 2.46 -21.12
0.02 1.95 -16.35
0.00 1.95 -14.69
0.02 1.95 -15.13
0.02 2.61 -28.16
0.03 2.61 -38.07
0.01 2.61 -45.15
0.06 1.41 -13.42
-0.04 1.41 -17.49
-0.03 1.41 -21.33
0.00 1.57 -32.24
0.02 1.57 -37.57
0.00 1.57 -39.50
 0.04 0.60 30.05
0.03 0.60 33.33
0.00 0.60 37.61
-0.07 1.52 -57.50
0.02 1.52 -63.08
-0.09 1.52 -66.31
0.08 2.59 -204.40
0.03 2.59 -208.00
0.02 2.59 -211.50
0.04 0.91 11.56
-0.07 0.91 11.05
0.07 0.91 8.93
0.01 0.64 32.73
-0.02 0.64 26.79
0.02 0.64 24.84
0.02 -0.63 78.57
0.03 -0.63 66.61
0.03 -0.63 65.87
0.00 1.21 -8.45
-0.08 1.21 -8.45
-0.13 1.21 -0.53
0.13 1.10 0.07
0.05 1.10 -0.01
0.02 1.10 -0.06
0.06 0.81 0.17
0.07 0.81 0.15
-0.04 0.81 0.06
-0.03 0.88 0.03
0.11 0.88 0.15
0.04 0.88 0.08
-0.01 0.06 0.36
0.03 0.06 0.17
0.04 0.06 0.13
0.05 1.40 0.04
0.01 1.40 -0.02
0.02 1.40 -0.03
0.02 1.01 0.02
0.03 1.01 0.03
-0.05 1.01 -0.05
0.07 1.27 0.03
-0.01 1.27 -0.07
0.04 1.27 -0.02
-0.05 0.91 0.02
-0.03 0.91 0.16
0.04 0.91 0.33
-0.09 1.28 -2.54
0.00 1.28 -4.06
-0.08 1.28 -10.68
0.09 1.53 -57.52
-0.04 1.53 -92.16
-0.09 1.53 -154.17
0.08 0.78 110.08
0.05 0.78 156.64
-0.06 0.78 169.20
 Date Open High Low Close Adj Close Volume
01-01-2015 40.88 41.10 39.62 39.62 22.82 0.00
01-02-2015 40.14 42.05 40.14 41.73 24.03 0.00
01-03-2015 41.96 41.96 40.59 40.84 23.52 0.00
01-04-2015 40.70 41.75 40.70 41.21 23.85 0.00
01-05-2015 41.49 41.83 40.96 41.42 23.97 0.00
01-06-2015 41.47 41.59 40.15 40.17 23.25 0.00
01-07-2015 40.51 41.36 40.04 40.88 23.77 0.00
01-08-2015 40.84 40.95 36.61 38.51 22.40 0.00
01-09-2015 37.42 38.93 36.76 37.56 21.84 0.00
01-10-2015 37.62 41.10 37.62 40.74 23.82 0.00
01-11-2015 41.10 41.29 39.83 40.92 23.92 0.00
01-12-2015 41.36 41.36 37.65 38.41 22.45 0.00
01-01-2016 37.88 38.00 34.97 36.77 22.54 0.00
01-02-2016 36.77 37.14 34.97 36.80 22.56 0.00
01-03-2016 37.57 39.05 37.57 38.92 23.86 0.00
01-04-2016 39.12 39.90 38.62 39.36 24.26 0.00
01-05-2016 39.63 39.87 38.83 39.72 24.48 0.00
01-06-2016 39.83 40.47 38.36 40.08 24.70 0.00
01-07-2016 40.12 41.25 39.88 41.08 25.45 0.00
01-08-2016 40.94 41.49 40.77 40.99 25.39 0.00
01-09-2016 40.99 41.27 40.13 40.65 25.18 0.00
01-10-2016 40.58 40.71 40.10 40.19 25.03 0.00
01-11-2016 40.01 42.25 39.57 42.22 26.29 0.00
01-12-2016 42.20 43.45 40.92 40.92 25.48 0.00
01-01-2017 41.18 41.84 41.18 41.48 27.12 0.00
01-02-2017 41.37 42.91 41.37 42.84 28.01 0.00
01-03-2017 43.36 43.36 42.21 42.50 27.79 0.00
01-04-2017 42.43 43.05 42.00 42.86 28.16 0.00
01-05-2017 42.86 43.52 42.49 43.47 28.57 0.00
01-06-2017 43.74 43.98 42.20 42.33 27.82 0.00
01-07-2017 42.45 43.36 42.35 43.36 29.33 0.00
01-08-2017 43.46 43.54 42.80 43.42 29.37 0.00
01-09-2017 43.51 44.50 43.27 44.50 30.10 0.00
01-10-2017 44.69 45.46 44.69 45.34 30.82 0.00
01-11-2017 45.43 46.62 44.96 46.62 31.69 0.00
01-12-2017 46.59 47.16 45.50 45.61 31.01 0.00
01-01-2018 45.88 48.74 45.88 47.96 33.88 0.00
01-02-2018 47.98 47.98 44.22 46.02 32.51 0.00
01-03-2018 45.46 46.98 43.79 44.78 31.63 0.00
01-04-2018 43.90 46.11 43.90 45.24 32.11 0.00
01-05-2018 45.26 46.64 44.80 45.91 32.59 0.00
01-06-2018 46.31 47.21 44.00 44.31 31.45 0.00
01-07-2018 44.37 46.16 44.24 45.86 33.78 0.00
01-08-2018 45.70 46.82 45.46 46.58 34.31 0.00
01-09-2018 46.50 47.26 46.38 46.67 34.37 0.00
01-10-2018 46.94 47.07 43.26 44.38 32.84 0.00
01-11-2018 44.79 46.09 44.00 45.80 33.90 0.00
01-12-2018 46.18 46.18 38.68 41.04 30.37 0.00
01-01-2019 41.04 43.48 40.16 43.48 33.19 0.00
01-02-2019 43.63 45.11 43.63 44.90 34.27 0.00
01-03-2019 45.12 45.27 44.10 45.08 34.41 0.00
01-04-2019 45.59 46.64 45.53 46.64 35.78 0.00
01-05-2019 46.22 46.46 44.17 44.17 33.89 0.00
01-06-2019 44.28 46.13 44.28 45.79 35.13 0.00
01-07-2019 46.08 46.92 46.08 46.21 36.33 0.00
01-08-2019 45.85 45.85 44.36 45.79 36.00 0.00
01-09-2019 45.43 46.94 45.43 46.34 36.43 0.00
01-10-2019 45.76 47.23 44.96 47.03 37.16 0.00
01-11-2019 47.40 48.80 47.40 48.61 38.40 0.00
01-12-2019 48.17 49.55 47.83 48.10 38.00 0.00
01-01-2020 48.47 49.18 47.49 47.49 38.91 0.00
01-02-2020 47.66 49.62 43.37 43.37 35.53 0.00
01-03-2020 45.24 46.06 32.23 37.51 30.73 0.00
01-04-2020 35.96 42.42 35.96 41.89 34.54 0.00
01-05-2020 40.81 43.72 40.53 43.72 36.05 0.00
01-06-2020 43.71 46.35 42.37 43.48 35.85 0.00
01-07-2020 43.55 45.63 43.37 44.93 37.24 0.00
01-08-2020 45.16 47.22 45.16 46.99 38.94 0.00
01-09-2020 47.12 47.98 44.53 45.81 37.97 0.00
01-10-2020 45.90 47.72 44.38 44.43 37.00 0.00
01-11-2020 45.15 49.96 45.15 49.41 41.15 0.00
01-12-2020 49.96 50.78 49.00 50.10 41.73 0.00
01-01-2021 49.42 51.54 49.42 49.63 42.12 0.00
01-02-2021 50.23 52.99 50.23 51.59 43.79 0.00
01-03-2021 52.71 54.68 51.55 54.18 45.98 0.00
01-04-2021 54.70 56.68 54.70 56.29 47.98 0.00
01-05-2021 56.70 57.99 56.08 57.78 49.25 0.00
01-06-2021 57.79 58.23 54.31 55.68 47.46 0.00
01-07-2021 55.97 56.59 54.66 56.44 49.78 0.00
01-08-2021 56.36 57.71 56.36 57.65 50.84 0.00
01-09-2021 57.59 57.90 55.23 55.23 48.71 0.00
01-10-2021 55.81 58.97 55.37 58.97 52.22 0.00
01-11-2021 58.93 60.03 57.94 57.94 51.31 0.00
01-12-2021 57.60 60.60 57.60 60.41 53.50 0.00
01-01-2022 60.42 60.71 56.57 58.05 52.59 0.00
01-02-2022 58.43 59.10 55.57 57.27 51.89 0.00
01-03-2022 56.50 59.96 55.68 59.01 53.46 0.00
01-04-2022 59.21 59.32 55.45 55.45 50.44 0.00
01-05-2022 55.64 57.46 53.71 56.60 51.49 0.00
01-06-2022 56.20 56.89 48.98 50.64 46.07 0.00
01-07-2022 51.00 53.19 49.86 53.19 50.08 0.00
01-08-2022 52.98 55.01 51.61 51.61 48.60 0.00
01-09-2022 51.74 53.31 47.38 47.38 44.61 0.00
01-10-2022 48.68 52.08 47.56 51.83 49.02 0.00
01-11-2022 51.80 55.10 50.72 55.10 52.11 0.00
01-12-2022 54.97 54.97 51.39 51.92 49.11 0.00
3-Month Treasury Bill Rate Risk-Free Rate Fund Return Monthly Index Return Beta
0.03 0.11 0.00 0.00 1.07
0.02 0.07 0.05 0.05 1.07
0.03 0.12 -0.02 -0.02 1.07
0.02 0.10 0.01 0.01 1.33
0.02 0.07 0.01 0.01 1.33
0.02 0.06 -0.03 -0.02 1.33
0.03 0.14 0.02 0.02 1.00
0.07 0.32 -0.06 -0.06 1.00
0.02 0.09 -0.02 -0.03 1.00
0.02 0.06 0.09 0.08 1.39
0.12 0.60 0.00 0.00 1.39
0.23 1.27 -0.06 -0.02 1.39
0.26 1.48 0.00 -0.05 0.47
0.31 1.97 0.00 0.00 0.47
0.29 1.80 0.06 0.07 0.47
0.23 1.27 0.02 0.00 -0.19
0.27 1.64 0.01 0.02 -0.19
0.27 1.60 0.01 0.00 -0.19
0.30 1.83 0.03 0.04 0.89
0.30 1.83 0.00 0.00 0.89
0.29 1.79 -0.01 0.00 0.89
0.33 2.10 -0.01 -0.02 0.63
0.45 3.37 0.05 0.03 0.63
0.51 4.13 -0.03 0.02 0.63
0.51 4.22 0.06 0.02 1.02
0.52 4.35 0.03 0.04 1.02
0.74 8.11 -0.01 0.00 1.02
0.80 9.46 0.01 0.01 4.01
0.89 11.74 0.01 0.01 4.01
0.98 14.45 -0.03 0.00 4.01
1.07 17.25 0.05 0.02 1.92
1.01 15.46 0.00 0.00 1.92
1.03 15.97 0.02 0.02 1.92
1.07 17.53 0.02 0.02 2.49
1.23 23.71 0.03 0.03 2.49
1.32 28.07 -0.02 0.01 2.49
1.41 32.92 0.09 0.06 1.33
1.57 42.48 -0.04 -0.04 1.33
1.70 51.88 -0.03 -0.03 1.33
1.76 56.83 0.02 0.00 1.23
1.86 66.29 0.01 0.02 1.23
1.90 69.64 -0.03 0.00 1.23
1.96 75.47 0.07 0.04 1.49
2.03 83.73 0.02 0.03 1.49
2.13 94.53 0.00 0.00 1.49
2.25 110.44 -0.04 -0.07 1.12
2.33 121.45 0.03 0.02 1.12
2.37 127.34 -0.10 -0.09 1.12
2.37 128.64 0.09 0.08 1.39
2.39 130.82 0.03 0.03 1.39
2.40 133.01 0.00 0.02 1.39
2.38 129.96 0.04 0.04 0.69
2.35 125.36 -0.05 -0.07 0.69
2.17 100.04 0.04 0.07 0.69
2.10 91.19 0.03 0.01 0.74
1.95 74.69 -0.01 -0.02 0.74
1.89 69.19 0.01 0.02 0.74
1.65 48.08 0.02 0.02 -0.83
1.54 40.76 0.03 0.03 -0.83
1.54 40.31 -0.01 0.03 -0.83
1.52 39.48 0.02 0.00 1.24
1.52 39.03 -0.09 -0.08 1.24
0.29 1.74 -0.14 -0.13 1.24
0.14 0.68 0.12 0.13 1.14
0.13 0.62 0.04 0.05 1.14
0.16 0.81 -0.01 0.02 1.14
0.13 0.61 0.04 0.06 0.64
0.10 0.49 0.05 0.07 0.64
0.11 0.51 -0.03 -0.04 0.64
0.10 0.47 -0.03 -0.03 0.98
0.09 0.42 0.11 0.11 0.98
0.09 0.40 0.01 0.04 0.98
0.08 0.38 0.01 -0.01 0.80
0.04 0.18 0.04 0.03 0.80
0.03 0.13 0.05 0.04 0.80
0.02 0.09 0.04 0.05 0.94
0.02 0.07 0.03 0.01 0.94
0.04 0.15 -0.04 0.02 0.94
0.05 0.23 0.05 0.02 0.98
0.05 0.24 0.02 0.03 0.98
0.04 0.18 -0.04 -0.05 0.98
0.05 0.22 0.07 0.07 1.13
0.05 0.22 -0.02 -0.01 1.13
0.06 0.26 0.04 0.04 1.13
0.15 0.75 -0.02 -0.05 0.55
0.33 2.09 -0.01 -0.03 0.55
0.44 3.34 0.03 0.04 0.55
0.76 8.66 -0.06 -0.09 1.13
0.98 14.47 0.02 0.00 1.13
1.49 37.74 -0.11 -0.08 1.13
2.23 108.18 0.09 0.09 0.93
2.63 172.80 -0.03 -0.04 0.93
3.13 289.00 -0.08 -0.09 0.93
3.72 494.07 0.10 0.08 1.11
4.15 703.26 0.06 0.05 1.11
4.25 760.07 -0.06 -0.06 1.11
CAPM 2
-0.01
0.05
-0.03
-0.02
-0.01
-0.05
0.02
-0.06
-0.03
0.09
-0.23
-0.52
0.76
1.04
0.99
1.51
1.94
1.90
0.24
0.20
0.20
0.76
1.25
1.53
-0.06
-0.04
-0.15
-28.41
-35.25
-43.46
-15.76
-14.16
-14.58
-26.15
-35.36
-41.93
-10.80
-14.09
-17.18
-13.17
-15.34
-16.14
-36.87
-40.93
-46.26
-13.08
-14.27
-15.09
-50.04
-50.96
-51.83
39.67
38.19
30.56
23.80
19.47
18.07
87.82
74.45
73.63
-9.41
-9.40
-0.58
0.05
-0.03
-0.09
0.26
0.22
0.16
-0.02
0.12
0.05
0.07
0.06
0.06
0.05
0.01
0.03
0.02
0.03
-0.05
0.05
-0.04
0.01
0.31
 0.92
1.52
-1.25
-1.93
-5.11
7.52
11.84
19.78
-55.61
-79.23
-85.75
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 40.76 40.97 39.49 39.49 22.77 0.00 0.03 0.11 0.00
01-02-201 40.01 41.92 40.01 41.60 23.99 0.00 0.02 0.07 0.05
01-03-201 41.83 41.83 40.46 40.71 23.48 0.00 0.03 0.12 -0.02
01-04-201 40.58 41.62 40.58 41.08 23.80 0.00 0.02 0.10 0.01
01-05-201 41.37 41.70 40.83 41.29 23.92 0.00 0.02 0.07 0.01
01-06-201 41.35 41.47 40.02 40.05 23.21 0.00 0.02 0.06 -0.03
01-07-201 40.39 41.24 39.92 40.75 23.72 0.00 0.03 0.14 0.02
01-08-201 40.71 40.83 36.50 38.39 22.35 0.00 0.07 0.32 -0.06
01-09-201 37.31 38.81 36.64 37.44 21.80 0.00 0.02 0.09 -0.02
01-10-201 37.51 40.97 37.51 40.61 23.77 0.00 0.02 0.06 0.09
01-11-201 40.98 41.16 39.70 40.79 23.87 0.00 0.12 0.60 0.00
01-12-201 41.23 41.23 37.53 38.29 22.41 0.00 0.23 1.27 -0.06
01-01-201 37.76 37.88 34.86 36.65 22.49 0.00 0.26 1.48 0.00
01-02-201 36.65 37.02 34.86 36.68 22.51 0.00 0.31 1.97 0.00
01-03-201 37.45 38.93 37.45 38.79 23.80 0.00 0.29 1.80 0.06
01-04-201 39.00 39.77 38.50 39.23 24.20 0.00 0.23 1.27 0.02
01-05-201 39.50 39.74 38.70 39.59 24.42 0.00 0.27 1.64 0.01
01-06-201 39.69 40.33 38.23 39.95 24.64 0.00 0.27 1.60 0.01
01-07-201 39.99 41.12 39.75 40.94 25.38 0.00 0.30 1.83 0.03
01-08-201 40.81 41.35 40.64 40.85 25.33 0.00 0.30 1.83 0.00
01-09-201 40.85 41.14 40.00 40.52 25.12 0.00 0.29 1.79 -0.01
01-10-201 40.45 40.57 39.97 40.06 24.96 0.00 0.33 2.10 -0.01
01-11-201 39.88 42.11 39.44 42.08 26.22 0.00 0.45 3.37 0.05
01-12-201 42.06 43.30 40.78 40.78 25.41 0.00 0.51 4.13 -0.03
01-01-201 41.03 41.69 41.03 41.33 27.04 0.00 0.51 4.22 0.06
01-02-201 41.22 42.76 41.22 42.68 27.93 0.00 0.52 4.35 0.03
01-03-201 43.21 43.21 42.06 42.35 27.71 0.00 0.74 8.11 -0.01
01-04-201 42.29 42.90 41.85 42.71 28.08 0.00 0.80 9.46 0.01
01-05-201 42.71 43.36 42.34 43.32 28.48 0.00 0.89 11.74 0.01
01-06-201 43.59 43.82 42.05 42.17 27.73 0.00 0.98 14.45 -0.03
01-07-201 42.30 43.20 42.19 43.20 29.25 0.00 1.07 17.25 0.05
01-08-201 43.30 43.38 42.65 43.26 29.29 0.00 1.01 15.46 0.00
01-09-201 43.35 44.33 43.11 44.33 30.01 0.00 1.03 15.97 0.02
01-10-201 44.53 45.29 44.53 45.17 30.73 0.00 1.07 17.53 0.02
01-11-201 45.26 46.45 44.79 46.45 31.60 0.00 1.23 23.71 0.03
01-12-201 46.41 46.98 45.33 45.44 30.91 0.00 1.32 28.07 -0.02
01-01-201 45.71 48.56 45.71 47.78 33.78 0.00 1.41 32.92 0.09
01-02-201 47.79 47.79 44.05 45.84 32.40 0.00 1.57 42.48 -0.04
01-03-201 45.28 46.79 43.63 44.61 31.53 0.00 1.70 51.88 -0.03
01-04-201 43.73 45.93 43.73 45.06 32.00 0.00 1.76 56.83 0.01
01-05-201 45.08 46.46 44.63 45.73 32.48 0.00 1.86 66.29 0.01
01-06-201 46.13 47.02 43.83 44.14 31.35 0.00 1.90 69.64 -0.03
01-07-201 44.19 45.97 44.06 45.67 33.66 0.00 1.96 75.47 0.07
01-08-201 45.52 46.63 45.28 46.39 34.19 0.00 2.03 83.73 0.02
01-09-201 46.31 47.07 46.19 46.48 34.25 0.00 2.13 94.53 0.00
01-10-201 46.75 46.88 43.09 44.20 32.73 0.00 2.25 110.44 -0.04
01-11-201 44.61 45.91 43.82 45.62 33.78 0.00 2.33 121.45 0.03
01-12-201 45.99 45.99 38.52 40.87 30.26 0.00 2.37 127.34 -0.10
01-01-201 40.87 43.30 40.00 43.30 33.07 0.00 2.37 128.64 0.09
01-02-201 43.45 44.92 43.45 44.72 34.15 0.00 2.39 130.82 0.03
01-03-201 44.93 45.08 43.92 44.90 34.29 0.00 2.40 133.01 0.00
01-04-201 45.40 46.44 45.34 46.44 35.64 0.00 2.38 129.96 0.04
01-05-201 46.03 46.26 43.99 43.99 33.76 0.00 2.35 125.36 -0.05
01-06-201 44.10 45.94 44.10 45.60 35.00 0.00 2.17 100.04 0.04
01-07-201 45.88 46.72 45.88 46.01 36.19 0.00 2.10 91.19 0.03
01-08-201 45.65 45.65 44.17 45.59 35.86 0.00 1.95 74.69 -0.01
01-09-201 45.24 46.74 45.24 46.14 36.29 0.00 1.89 69.19 0.01
01-10-201 45.56 47.03 44.77 46.83 37.01 0.00 1.65 48.08 0.02
01-11-201 47.20 48.59 47.20 48.40 38.26 0.00 1.54 40.76 0.03
01-12-201 47.97 49.33 47.63 47.89 37.85 0.00 1.54 40.31 -0.01
01-01-202 48.25 48.96 47.28 47.28 38.76 0.00 1.52 39.48 0.02
01-02-202 47.44 49.40 43.17 43.17 35.39 0.00 1.52 39.03 -0.09
01-03-202 45.04 45.85 32.08 37.34 30.61 0.00 0.29 1.74 -0.14
01-04-202 35.80 42.23 35.80 41.70 34.40 0.00 0.14 0.68 0.12
01-05-202 40.63 43.52 40.35 43.52 35.91 0.00 0.13 0.62 0.04
01-06-202 43.51 46.15 42.17 43.29 35.72 0.00 0.16 0.81 -0.01
01-07-202 43.35 45.42 43.17 44.72 37.09 0.00 0.13 0.61 0.04
01-08-202 44.95 47.01 44.95 46.78 38.79 0.00 0.10 0.49 0.05
01-09-202 46.91 47.76 44.32 45.61 37.82 0.00 0.11 0.51 -0.03
01-10-202 45.69 47.51 44.18 44.23 36.86 0.00 0.10 0.47 -0.03
01-11-202 44.92 49.74 44.92 49.18 40.99 0.00 0.09 0.42 0.11
01-12-202 49.73 50.54 48.77 49.87 41.56 0.00 0.09 0.40 0.01
01-01-202 49.19 51.29 49.19 49.39 41.95 0.00 0.08 0.38 0.01
01-02-202 49.99 52.74 49.99 51.35 43.61 0.00 0.04 0.18 0.04
01-03-202 52.46 54.42 51.31 53.92 45.80 0.00 0.03 0.13 0.05
01-04-202 54.43 56.41 54.43 56.01 47.77 0.00 0.02 0.09 0.04
01-05-202 56.42 57.70 55.81 57.50 49.04 0.00 0.02 0.07 0.03
01-06-202 57.50 57.95 54.04 55.40 47.25 0.00 0.04 0.15 -0.04
01-07-202 55.69 56.30 54.39 56.15 49.55 0.00 0.05 0.23 0.05
01-08-202 56.07 57.42 56.07 57.36 50.62 0.00 0.05 0.24 0.02
01-09-202 57.30 57.60 54.95 54.95 48.49 0.00 0.04 0.18 -0.04
01-10-202 55.53 58.67 55.09 58.67 51.98 0.00 0.05 0.22 0.07
01-11-202 58.63 59.72 57.64 57.64 51.07 0.00 0.05 0.22 -0.02
01-12-202 57.30 60.29 57.30 60.10 53.25 0.00 0.06 0.26 0.04
01-01-202 60.11 60.40 56.27 57.75 52.34 0.00 0.15 0.75 -0.02
01-02-202 58.13 58.79 55.28 56.97 51.64 0.00 0.33 2.09 -0.01
01-03-202 56.20 59.65 55.39 58.71 53.21 0.00 0.44 3.34 0.03
01-04-202 58.90 59.01 55.17 55.17 50.20 0.00 0.76 8.66 -0.06
01-05-202 55.35 57.17 53.43 56.30 51.23 0.00 0.98 14.47 0.02
01-06-202 55.90 56.59 48.72 50.37 45.84 0.00 1.49 37.74 -0.11
01-07-202 50.73 52.90 49.60 52.90 49.83 0.00 2.23 108.18 0.09
01-08-202 52.70 54.71 51.33 51.33 48.35 0.00 2.63 172.80 -0.03
01-09-202 51.46 53.02 47.12 47.12 44.38 0.00 3.13 289.00 -0.08
01-10-202 48.42 51.79 47.31 51.55 48.76 0.00 3.72 494.07 0.10
01-11-202 51.52 54.80 50.45 54.80 51.84 0.00 4.15 703.26 0.06
01-12-202 54.67 54.67 51.11 51.63 48.84 0.00 4.25 760.07 -0.06
Monthly Index
Beta Return
CAPM 2
0.00 1.07 -0.01
0.05 1.07 0.05
-0.02 1.07 -0.03
0.01 1.32 -0.02
0.01 1.32 -0.01
-0.02 1.32 -0.05
0.02 1.00 0.02
-0.06 1.00 -0.06
-0.03 1.00 -0.03
0.08 1.39 0.09
0.00 1.39 -0.23
-0.02 1.39 -0.52
-0.05 0.47 0.76
0.00 0.47 1.04
0.07 0.47 0.98
0.00 -0.18 1.51
0.02 -0.18 1.93
0.00 -0.18 1.89
0.04 0.88 0.25
0.00 0.88 0.22
0.00 0.88 0.21
-0.02 0.63 0.75
0.03 0.63 1.25
0.02 0.63 1.52
0.02 1.01 -0.02
0.04 1.01 0.00
0.00 1.01 -0.08
0.01 4.04 -28.72
0.01 4.04 -35.64
0.00 4.04 -43.95
0.02 1.92 -15.78
0.00 1.92 -14.17
0.02 1.92 -14.59
0.02 2.50 -26.32
0.03 2.50 -35.58
0.01 2.50 -42.19
0.06 1.33 -10.82
-0.04 1.33 -14.11
-0.03 1.33 -17.21
0.00 1.24 -13.68
0.02 1.24 -15.93
0.00 1.24 -16.76
 0.04 1.48 -36.47
0.03 1.48 -40.48
0.00 1.48 -45.75
-0.07 1.12 -13.38
0.02 1.12 -14.60
-0.09 1.12 -15.43
0.08 1.39 -49.92
0.03 1.39 -50.84
0.02 1.39 -51.70
0.04 0.69 40.04
-0.07 0.69 38.54
0.07 0.69 30.85
0.01 0.74 23.70
-0.02 0.74 19.39
0.02 0.74 17.99
0.02 -0.83 88.20
0.03 -0.83 74.76
0.03 -0.83 73.94
0.00 1.24 -9.44
-0.08 1.24 -9.43
-0.13 1.24 -0.58
0.13 1.14 0.05
0.05 1.14 -0.03
0.02 1.14 -0.09
0.06 0.64 0.26
0.07 0.64 0.22
-0.04 0.64 0.16
-0.03 0.98 -0.02
0.11 0.98 0.12
0.04 0.98 0.05
-0.01 0.80 0.07
0.03 0.80 0.06
0.04 0.80 0.06
0.05 0.93 0.05
0.01 0.93 0.01
0.02 0.93 0.03
0.02 0.98 0.02
0.03 0.98 0.03
-0.05 0.98 -0.05
0.07 1.13 0.05
-0.01 1.13 -0.04
0.04 1.13 0.01
-0.05 0.55 0.30
-0.03 0.55 0.91
0.04 0.55 1.51
-0.09 1.13 -1.23
0.00 1.13 -1.89
-0.08 1.13 -5.03
0.09 0.93 7.58
-0.04 0.93 11.93
-0.09 0.93 19.94
0.08 1.11 -55.93
0.05 1.11 -79.68
-0.06 1.11 -86.24
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 37.02 37.42 36.02 36.35 20.77 0.00 0.03 0.11 0.00
01-02-201 36.83 38.27 36.83 38.11 21.78 0.00 0.02 0.07 0.05
01-03-201 38.28 38.28 36.44 36.86 21.07 0.00 0.03 0.12 -0.03
01-04-201 36.76 38.23 36.76 37.68 21.78 0.00 0.02 0.10 0.03
01-05-201 38.08 38.42 37.55 37.89 21.91 0.00 0.02 0.07 0.01
01-06-201 37.90 38.13 36.75 36.82 21.29 0.00 0.02 0.06 -0.03
01-07-201 37.00 37.75 36.41 37.52 21.78 0.00 0.03 0.14 0.02
01-08-201 37.42 37.65 33.47 35.21 20.44 0.00 0.07 0.32 -0.06
01-09-201 34.22 35.66 33.13 33.85 19.65 0.00 0.02 0.09 -0.04
01-10-201 33.86 36.95 33.86 36.80 21.46 0.00 0.02 0.06 0.09
01-11-201 37.22 37.25 35.73 36.65 21.37 0.00 0.12 0.60 0.00
01-12-201 36.96 36.96 32.68 33.36 19.46 0.00 0.23 1.27 -0.09
01-01-201 32.92 32.97 30.55 32.17 20.15 0.00 0.26 1.48 0.04
01-02-201 32.13 32.44 30.54 32.17 20.15 0.00 0.31 1.97 0.00
01-03-201 32.81 34.32 32.81 34.24 21.45 0.00 0.29 1.80 0.06
01-04-201 34.36 35.40 33.95 35.01 22.03 0.00 0.23 1.27 0.03
01-05-201 35.22 35.23 34.21 35.21 22.16 0.00 0.27 1.64 0.01
01-06-201 35.23 35.84 33.83 35.44 22.30 0.00 0.27 1.60 0.01
01-07-201 35.56 36.61 35.25 36.61 23.14 0.00 0.30 1.83 0.04
01-08-201 36.51 37.09 36.31 36.59 23.13 0.00 0.30 1.83 0.00
01-09-201 36.60 36.98 35.90 36.63 23.16 0.00 0.29 1.79 0.00
01-10-201 36.56 36.59 35.88 35.88 22.79 0.00 0.33 2.10 -0.02
01-11-201 35.71 37.35 35.32 37.27 23.67 0.00 0.45 3.37 0.04
01-12-201 37.10 38.35 36.21 36.21 22.99 0.00 0.51 4.13 -0.03
01-01-201 36.48 37.57 36.48 37.21 24.65 0.00 0.51 4.22 0.07
01-02-201 37.22 38.19 37.22 38.08 25.22 0.00 0.52 4.35 0.02
01-03-201 38.57 38.62 37.84 38.12 25.25 0.00 0.74 8.11 0.00
01-04-201 38.05 38.52 37.67 38.42 25.56 0.00 0.80 9.46 0.01
01-05-201 38.43 38.89 38.08 38.87 25.86 0.00 0.89 11.74 0.01
01-06-201 39.12 39.27 38.82 38.88 25.86 0.00 0.98 14.45 0.00
01-07-201 38.94 39.76 38.84 39.56 26.43 0.00 1.07 17.25 0.02
01-08-201 39.63 39.63 38.65 39.32 26.27 0.00 1.01 15.46 -0.01
01-09-201 39.40 40.37 39.15 40.37 26.97 0.00 1.03 15.97 0.03
01-10-201 40.53 41.21 40.53 41.08 27.56 0.00 1.07 17.53 0.02
01-11-201 41.21 42.12 40.75 42.12 28.25 0.00 1.23 23.71 0.03
01-12-201 42.07 42.57 40.30 40.37 27.08 0.00 1.32 28.07 -0.04
01-01-201 40.74 43.58 40.74 42.71 30.44 0.00 1.41 32.92 0.12
01-02-201 42.81 42.81 39.50 41.17 29.35 0.00 1.57 42.48 -0.04
01-03-201 40.73 42.15 39.07 39.70 28.30 0.00 1.70 51.88 -0.04
01-04-201 38.86 40.76 38.86 40.08 28.69 0.00 1.76 56.83 0.01
01-05-201 40.21 41.31 39.73 40.68 29.12 0.00 1.86 66.29 0.01
01-06-201 41.01 41.62 39.94 40.33 28.87 0.00 1.90 69.64 -0.01
01-07-201 40.30 41.86 40.24 41.48 30.22 0.00 1.96 75.47 0.05
01-08-201 41.33 42.00 40.98 41.66 30.35 0.00 2.03 83.73 0.00
01-09-201 41.48 42.12 41.18 42.09 30.67 0.00 2.13 94.53 0.01
01-10-201 42.21 42.28 38.40 39.17 28.66 0.00 2.25 110.44 -0.07
01-11-201 39.64 40.72 38.23 39.88 29.18 0.00 2.33 121.45 0.02
01-12-201 40.22 40.22 32.04 33.90 24.80 0.00 2.37 127.34 -0.15
01-01-201 33.91 35.98 33.20 35.98 28.58 0.00 2.37 128.64 0.15
01-02-201 35.97 36.95 35.84 36.75 29.19 0.00 2.39 130.82 0.02
01-03-201 37.01 37.85 36.39 37.60 29.87 0.00 2.40 133.01 0.02
01-04-201 37.95 38.88 37.95 38.85 31.00 0.00 2.38 129.96 0.04
01-05-201 38.45 38.64 36.22 36.22 28.90 0.00 2.35 125.36 -0.07
01-06-201 36.13 38.35 36.13 38.13 30.43 0.00 2.17 100.04 0.05
01-07-201 38.40 39.02 38.40 38.45 30.92 0.00 2.10 91.19 0.02
01-08-201 38.08 38.08 36.80 37.71 30.33 0.00 1.95 74.69 -0.02
01-09-201 37.42 38.71 37.42 37.95 30.52 0.00 1.89 69.19 0.01
01-10-201 37.47 38.66 36.82 38.59 31.18 0.00 1.65 48.08 0.02
01-11-201 38.96 40.34 38.96 40.16 32.44 0.00 1.54 40.76 0.04
01-12-201 39.83 41.00 39.10 39.55 31.95 0.00 1.54 40.31 -0.02
01-01-202 39.81 40.56 39.06 39.06 33.18 0.00 1.52 39.48 0.04
01-02-202 39.33 40.93 36.05 36.05 30.62 0.00 1.52 39.03 -0.08
01-03-202 37.37 37.83 28.05 31.83 27.04 0.00 0.29 1.74 -0.12
01-04-202 30.64 35.78 30.64 35.63 30.44 0.00 0.14 0.68 0.13
01-05-202 34.68 37.26 34.68 37.26 31.83 0.00 0.13 0.62 0.05
01-06-202 37.44 39.25 36.72 37.67 32.18 0.00 0.16 0.81 0.01
01-07-202 38.01 39.59 38.01 39.21 33.75 0.00 0.13 0.61 0.05
01-08-202 39.48 41.75 39.48 41.62 35.83 0.00 0.10 0.49 0.06
01-09-202 41.87 42.53 38.86 40.03 34.46 0.00 0.11 0.51 -0.04
01-10-202 40.24 41.70 38.87 38.90 33.63 0.00 0.10 0.47 -0.02
01-11-202 39.34 43.51 39.34 43.14 37.30 0.00 0.09 0.42 0.11
01-12-202 43.63 44.39 43.50 44.39 38.38 0.00 0.09 0.40 0.03
01-01-202 43.74 45.67 43.74 44.04 38.23 0.00 0.08 0.38 0.00
01-02-202 44.67 46.79 44.67 45.48 39.48 0.00 0.04 0.18 0.03
01-03-202 46.46 47.60 45.29 47.33 41.09 0.00 0.03 0.13 0.04
01-04-202 47.86 49.58 47.86 49.25 42.91 0.00 0.02 0.09 0.04
01-05-202 49.46 50.16 48.32 49.89 43.47 0.00 0.02 0.07 0.01
01-06-202 49.88 50.46 48.70 49.91 43.49 0.00 0.04 0.15 0.00
01-07-202 50.22 50.98 49.05 50.66 44.67 0.00 0.05 0.23 0.03
01-08-202 50.50 52.13 50.50 52.12 45.96 0.00 0.05 0.24 0.03
01-09-202 52.18 52.39 50.03 50.03 44.11 0.00 0.04 0.18 -0.04
01-10-202 50.59 53.05 50.04 53.05 46.94 0.00 0.05 0.22 0.06
01-11-202 52.99 54.01 51.95 51.95 45.97 0.00 0.05 0.22 -0.02
01-12-202 51.47 53.90 49.69 51.76 45.80 0.00 0.06 0.26 0.00
01-01-202 51.83 51.96 47.55 49.28 45.99 0.00 0.15 0.75 0.00
01-02-202 49.69 50.10 46.54 48.00 44.79 0.00 0.33 2.09 -0.03
01-03-202 47.29 50.09 45.77 49.17 45.88 0.00 0.44 3.34 0.02
01-04-202 49.45 49.81 44.95 44.95 42.11 0.00 0.76 8.66 -0.08
01-05-202 45.21 46.66 43.13 45.61 42.73 0.00 0.98 14.47 0.01
01-06-202 45.36 46.09 39.87 40.86 38.28 0.00 1.49 37.74 -0.10
01-07-202 41.19 43.41 40.13 43.41 41.41 0.00 2.23 108.18 0.08
01-08-202 43.30 45.38 42.21 42.21 40.27 0.00 2.63 172.80 -0.03
01-09-202 42.28 43.77 38.37 38.37 36.61 0.00 3.13 289.00 -0.09
01-10-202 39.43 41.66 38.64 41.42 39.68 0.00 3.72 494.07 0.08
01-11-202 41.34 44.17 40.13 44.17 42.32 0.00 4.15 703.26 0.07
01-12-202 44.23 44.30 40.67 41.23 39.50 0.00 4.25 760.07 -0.07
Monthly Index
Beta Return
CAPM 2
0.00 1.12 -0.01
0.05 1.12 0.05
-0.02 1.12 -0.04
0.01 1.60 -0.04
0.01 1.60 -0.02
-0.02 1.60 -0.07
0.02 1.08 0.01
-0.06 1.08 -0.09
-0.03 1.08 -0.04
0.08 1.64 0.09
0.00 1.64 -0.39
-0.02 1.64 -0.85
-0.05 0.28 1.05
0.00 0.28 1.41
0.07 0.28 1.31
0.00 -0.56 1.99
0.02 -0.56 2.54
0.00 -0.56 2.49
0.04 0.94 0.15
0.00 0.94 0.11
0.00 0.94 0.11
-0.02 0.69 0.63
0.03 0.69 1.05
0.02 0.69 1.28
0.02 0.56 1.88
0.04 0.56 1.95
0.00 0.56 3.58
0.01 1.17 -1.62
0.01 1.17 -2.01
0.00 1.17 -2.49
0.02 1.52 -8.86
0.00 1.52 -7.97
0.02 1.52 -8.20
0.02 3.34 -41.01
0.03 3.34 -55.45
0.01 3.34 -65.74
0.06 1.67 -22.01
-0.04 1.67 -28.60
-0.03 1.67 -34.90
0.00 0.62 21.53
0.02 0.62 25.13
0.00 0.62 26.38
 0.04 0.66 25.73
0.03 0.66 28.53
0.00 0.66 32.19
-0.07 1.34 -38.17
0.02 1.34 -41.85
-0.09 1.34 -44.02
0.08 2.30 -167.26
0.03 2.30 -170.22
0.02 2.30 -173.08
0.04 0.89 14.67
-0.07 0.89 14.05
0.07 0.89 11.32
0.01 0.77 21.38
-0.02 0.77 17.49
0.02 0.77 16.23
0.02 -0.88 90.31
0.03 -0.88 76.56
0.03 -0.88 75.71
0.00 1.22 -8.65
-0.08 1.22 -8.65
-0.13 1.22 -0.54
0.13 1.04 0.11
0.05 1.04 0.03
0.02 1.04 -0.01
0.06 0.89 0.12
0.07 0.89 0.12
-0.04 0.89 0.02
-0.03 0.95 -0.01
0.11 0.95 0.13
0.04 0.95 0.06
-0.01 0.90 0.03
0.03 0.90 0.05
0.04 0.90 0.05
0.05 0.94 0.05
0.01 0.94 0.01
0.02 0.94 0.03
0.02 0.90 0.04
0.03 0.90 0.05
-0.05 0.90 -0.03
0.07 0.99 0.07
-0.01 0.99 -0.01
0.04 0.99 0.04
-0.05 0.35 0.46
-0.03 0.35 1.34
0.04 0.35 2.17
-0.09 1.23 -2.14
0.00 1.23 -3.39
-0.08 1.23 -8.93
0.09 0.94 6.87
-0.04 0.94 10.81
-0.09 0.94 18.05
0.08 1.11 -54.97
0.05 1.11 -78.31
-0.06 1.11 -84.76
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 67.23 68.54 65.10 67.34 52.41 0.00 0.03 0.11 0.00
01-02-201 67.85 72.13 67.85 71.63 55.75 0.00 0.02 0.07 0.06
01-03-201 72.39 73.29 70.12 71.28 55.48 0.00 0.03 0.12 0.00
01-04-201 70.81 73.28 70.81 70.96 55.23 0.00 0.02 0.10 0.00
01-05-201 71.73 72.97 70.61 72.18 56.18 0.00 0.02 0.07 0.02
01-06-201 72.50 73.93 71.16 71.63 55.75 0.00 0.02 0.06 -0.01
01-07-201 72.17 75.97 70.82 75.19 58.52 0.00 0.03 0.14 0.05
01-08-201 75.15 76.12 66.88 70.59 54.94 0.00 0.07 0.32 -0.06
01-09-201 68.60 72.51 66.35 68.06 52.97 0.00 0.02 0.09 -0.04
01-10-201 68.66 75.16 68.66 74.80 58.22 0.00 0.02 0.06 0.10
01-11-201 75.68 75.97 72.86 75.16 58.50 0.00 0.12 0.60 0.00
01-12-201 76.29 76.29 71.22 72.38 56.33 0.00 0.23 1.27 -0.04
01-01-201 70.66 70.80 64.62 66.08 53.14 0.00 0.26 1.48 -0.06
01-02-201 66.21 66.21 60.39 64.90 52.19 0.00 0.31 1.97 -0.02
01-03-201 66.77 68.56 65.59 68.41 55.02 0.00 0.29 1.80 0.05
01-04-201 69.04 70.06 67.81 68.30 54.93 0.00 0.23 1.27 0.00
01-05-201 68.99 70.08 67.78 70.08 56.36 0.00 0.27 1.64 0.03
01-06-201 70.15 70.57 65.20 68.23 54.87 0.00 0.27 1.60 -0.03
01-07-201 68.66 72.22 68.43 72.22 58.08 0.00 0.30 1.83 0.06
01-08-201 72.46 73.06 71.92 72.29 58.14 0.00 0.30 1.83 0.00
01-09-201 72.36 73.49 71.20 73.36 59.00 0.00 0.29 1.79 0.01
01-10-201 73.35 73.90 71.98 72.54 58.34 0.00 0.33 2.10 -0.01
01-11-201 72.02 74.00 70.76 73.09 58.78 0.00 0.45 3.37 0.01
01-12-201 72.35 74.48 72.35 72.61 58.39 0.00 0.51 4.13 -0.01
01-01-201 73.34 76.87 73.34 76.14 61.64 0.00 0.51 4.22 0.06
01-02-201 76.27 79.24 76.13 79.03 63.98 0.00 0.52 4.35 0.04
01-03-201 80.17 80.30 78.82 80.17 64.90 0.00 0.74 8.11 0.01
01-04-201 80.19 83.17 79.39 83.17 67.33 0.00 0.80 9.46 0.04
01-05-201 83.74 86.30 83.09 86.14 69.73 0.00 0.89 11.74 0.04
01-06-201 86.84 88.18 85.99 86.66 70.15 0.00 0.98 14.45 0.01
01-07-201 86.27 91.47 86.27 90.54 73.29 0.00 1.07 17.25 0.04
01-08-201 90.88 91.77 88.78 91.77 74.29 0.00 1.01 15.46 0.01
01-09-201 91.78 92.82 91.03 92.66 75.01 0.00 1.03 15.97 0.01
01-10-201 92.91 96.98 92.91 96.98 78.51 0.00 1.07 17.53 0.05
01-11-201 96.95 99.67 96.72 99.14 80.26 0.00 1.23 23.71 0.02
01-12-201 98.36 99.14 96.01 96.31 77.97 0.00 1.32 28.07 -0.03
01-01-201 97.69 107.42 97.69 106.61 88.84 0.00 1.41 32.92 0.14
01-02-201 106.00 106.72 97.07 105.03 87.52 0.00 1.57 42.48 -0.01
01-03-201 103.53 108.71 100.01 101.80 84.83 0.00 1.70 51.88 -0.03
01-04-201 99.25 105.45 99.25 103.59 86.32 0.00 1.76 56.83 0.02
01-05-201 104.20 107.62 103.46 107.13 89.27 0.00 1.86 66.29 0.03
01-06-201 108.73 111.63 106.35 107.61 89.67 0.00 1.90 69.64 0.00
01-07-201 108.32 114.54 107.32 109.92 91.60 0.00 1.96 75.47 0.02
01-08-201 110.01 114.83 110.01 114.16 95.13 0.00 2.03 83.73 0.04
01-09-201 113.99 114.75 111.49 114.53 95.44 0.00 2.13 94.53 0.00
01-10-201 114.88 114.88 100.11 104.02 86.68 0.00 2.25 110.44 -0.09
01-11-201 105.59 109.00 99.48 107.29 89.41 0.00 2.33 121.45 0.03
01-12-201 109.13 109.13 89.00 96.03 80.02 0.00 2.37 127.34 -0.10
01-01-201 95.96 106.70 93.09 106.70 90.96 0.00 2.37 128.64 0.14
01-02-201 106.30 110.40 106.30 109.76 93.57 0.00 2.39 130.82 0.03
01-03-201 110.78 112.90 107.85 111.55 95.10 0.00 2.40 133.01 0.02
01-04-201 112.90 116.44 112.57 115.98 98.87 0.00 2.38 129.96 0.04
01-05-201 115.05 116.22 109.20 109.20 93.09 0.00 2.35 125.36 -0.06
01-06-201 106.87 117.14 106.87 116.06 98.94 0.00 2.17 100.04 0.06
01-07-201 117.12 120.57 117.12 117.73 100.36 0.00 2.10 91.19 0.01
01-08-201 117.05 117.05 111.53 115.70 98.63 0.00 1.95 74.69 -0.02
01-09-201 114.61 117.67 113.43 114.16 97.32 0.00 1.89 69.19 -0.01
01-10-201 112.83 116.80 111.03 116.33 99.17 0.00 1.65 48.08 0.02
01-11-201 117.32 122.62 116.93 122.13 104.11 0.00 1.54 40.76 0.05
01-12-201 120.58 125.42 120.02 124.35 106.01 0.00 1.54 40.31 0.02
01-01-202 126.49 131.20 125.55 127.40 109.01 0.00 1.52 39.48 0.03
01-02-202 129.21 136.86 119.33 119.62 102.35 0.00 1.52 39.03 -0.06
01-03-202 124.48 125.65 94.72 108.00 92.41 0.00 0.29 1.74 -0.10
01-04-202 102.99 124.19 102.38 124.19 106.26 0.00 0.14 0.68 0.15
01-05-202 120.45 132.64 120.45 132.64 113.49 0.00 0.13 0.62 0.07
01-06-202 133.37 140.06 131.30 138.03 118.11 0.00 0.16 0.81 0.04
01-07-202 140.52 148.75 140.52 148.75 127.28 0.00 0.13 0.61 0.08
01-08-202 150.09 162.58 147.72 162.58 139.11 0.00 0.10 0.49 0.09
01-09-202 165.49 167.44 147.31 154.88 132.52 0.00 0.11 0.51 -0.05
01-10-202 156.84 164.29 151.14 151.14 129.32 0.00 0.10 0.47 -0.02
01-11-202 151.72 164.91 151.72 163.49 139.89 0.00 0.09 0.42 0.08
01-12-202 165.24 166.37 161.13 165.52 141.63 0.00 0.09 0.40 0.01
01-01-202 162.85 169.99 162.27 163.30 141.43 0.00 0.08 0.38 0.00
01-02-202 167.70 176.17 165.81 166.41 144.12 0.00 0.04 0.18 0.02
01-03-202 170.89 170.89 160.30 166.27 144.00 0.00 0.03 0.13 0.00
01-04-202 169.55 180.45 169.55 178.69 154.76 0.00 0.02 0.09 0.07
01-05-202 177.41 177.41 166.84 175.79 152.25 0.00 0.02 0.07 -0.02
01-06-202 175.69 187.18 173.96 186.29 161.34 0.00 0.04 0.15 0.06
01-07-202 186.99 196.08 185.82 191.07 165.48 0.00 0.05 0.23 0.03
01-08-202 190.55 198.96 189.62 198.44 171.86 0.00 0.05 0.24 0.04
01-09-202 199.13 200.29 187.08 187.08 162.02 0.00 0.04 0.18 -0.06
01-10-202 189.24 198.63 184.12 197.95 171.44 0.00 0.05 0.22 0.06
01-11-202 197.11 205.01 195.05 195.05 168.93 0.00 0.05 0.22 -0.01
01-12-202 190.68 198.57 170.31 177.82 154.00 0.00 0.06 0.26 -0.09
01-01-202 178.79 178.79 147.69 158.68 150.35 0.00 0.15 0.75 -0.02
01-02-202 160.41 161.24 142.43 151.17 143.24 0.00 0.33 2.09 -0.05
01-03-202 148.25 160.77 135.49 155.74 147.57 0.00 0.44 3.34 0.03
01-04-202 156.42 160.07 132.16 132.16 125.22 0.00 0.76 8.66 -0.15
01-05-202 134.25 138.42 118.04 127.60 120.90 0.00 0.98 14.47 -0.03
01-06-202 126.58 130.67 112.40 116.79 110.66 0.00 1.49 37.74 -0.08
01-07-202 117.84 131.48 117.84 131.48 124.58 0.00 2.23 108.18 0.13
01-08-202 131.10 139.10 124.30 124.30 117.78 0.00 2.63 172.80 -0.05
01-09-202 124.04 129.83 111.28 111.28 105.44 0.00 3.13 289.00 -0.10
01-10-202 113.63 117.63 107.59 113.90 107.92 0.00 3.72 494.07 0.02
01-11-202 112.09 118.43 105.63 118.43 112.22 0.00 4.15 703.26 0.04
01-12-202 118.72 118.72 101.20 103.51 98.08 0.00 4.25 760.07 -0.13
Monthly Index
Beta Return
CAPM 2
0.00 1.04 0.00
0.05 1.04 0.05
-0.02 1.04 -0.02
0.01 0.47 0.06
0.01 0.47 0.04
-0.02 0.47 0.02
0.02 1.42 -0.03
-0.06 1.42 -0.22
-0.03 1.42 -0.08
0.08 1.31 0.09
0.00 1.31 -0.18
-0.02 1.31 -0.42
-0.05 0.93 0.06
0.00 0.93 0.14
0.07 0.93 0.19
0.00 2.00 -1.28
0.02 2.00 -1.60
0.00 2.00 -1.60
0.04 1.26 -0.44
0.00 1.26 -0.49
0.00 1.26 -0.47
-0.02 0.30 1.46
0.03 0.30 2.37
0.02 0.30 2.90
0.02 0.59 1.75
0.04 0.59 1.82
0.00 0.59 3.34
0.01 3.05 -19.39
0.01 3.05 -24.06
0.00 3.05 -29.67
0.02 0.68 5.49
0.00 0.68 4.91
0.02 0.68 5.08
0.02 2.54 -26.96
0.03 2.54 -36.46
0.01 2.54 -43.23
0.06 1.68 -22.31
-0.04 1.68 -28.99
-0.03 1.68 -35.37
0.00 1.16 -8.93
0.02 1.16 -10.39
0.00 1.16 -10.94
 0.04 0.62 28.53
0.03 0.62 31.64
0.00 0.62 35.71
-0.07 1.28 -30.94
0.02 1.28 -33.90
-0.09 1.28 -35.68
0.08 2.06 -135.64
0.03 2.06 -138.05
0.02 2.06 -140.38
0.04 0.87 16.49
-0.07 0.87 15.82
0.07 0.87 12.73
0.01 0.32 62.11
-0.02 0.32 50.86
0.02 0.32 47.13
0.02 1.50 -24.05
0.03 1.50 -20.37
0.03 1.50 -20.15
0.00 0.98 0.81
-0.08 0.98 0.73
-0.13 0.98 -0.09
0.13 1.00 0.13
0.05 1.00 0.05
0.02 1.00 0.02
0.06 1.27 -0.09
0.07 1.27 -0.04
-0.04 1.27 -0.19
-0.03 0.76 0.09
0.11 0.76 0.18
0.04 0.76 0.13
-0.01 0.15 0.32
0.03 0.15 0.16
0.04 0.15 0.12
0.05 1.86 0.02
0.01 1.86 -0.05
0.02 1.86 -0.09
0.02 1.19 -0.02
0.03 1.19 -0.01
-0.05 1.19 -0.09
0.07 0.67 0.12
-0.01 0.67 0.07
0.04 0.67 0.11
-0.05 0.73 0.16
-0.03 0.73 0.54
0.04 0.73 0.92
-0.09 1.04 -0.45
0.00 1.04 -0.60
-0.08 1.04 -1.65
0.09 1.30 -32.57
-0.04 1.30 -52.27
-0.09 1.30 -87.45
0.08 1.19 -92.04
0.05 1.19 -131.09
-0.06 1.19 -141.82
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 37.12 37.41 36.18 36.18 23.74 0.00 0.03 0.11 0.00
01-02-201 36.60 37.91 36.60 37.65 24.70 0.00 0.02 0.07 0.04
01-03-201 37.82 37.82 36.48 36.96 24.25 0.00 0.03 0.12 -0.02
01-04-201 36.82 37.88 36.82 37.39 24.66 0.00 0.02 0.10 0.02
01-05-201 37.71 38.04 37.24 37.53 24.76 0.00 0.02 0.07 0.00
01-06-201 37.55 37.66 36.32 36.36 23.98 0.00 0.02 0.06 -0.03
01-07-201 36.59 37.17 36.00 36.83 24.42 0.00 0.03 0.14 0.02
01-08-201 36.74 36.99 33.24 34.80 23.08 0.00 0.07 0.32 -0.06
01-09-201 33.87 35.03 33.00 33.68 22.33 0.00 0.02 0.09 -0.03
01-10-201 33.66 36.30 33.66 36.15 24.11 0.00 0.02 0.06 0.08
01-11-201 36.53 36.63 35.34 36.20 24.14 0.00 0.12 0.60 0.00
01-12-201 36.46 36.46 33.21 33.82 22.55 0.00 0.23 1.27 -0.07
01-01-201 33.42 33.50 31.37 32.83 22.98 0.00 0.26 1.48 0.02
01-02-201 32.80 33.25 31.57 32.94 23.05 0.00 0.31 1.97 0.00
01-03-201 33.53 34.96 33.53 34.87 24.40 0.00 0.29 1.80 0.06
01-04-201 35.02 35.72 34.65 35.37 24.89 0.00 0.23 1.27 0.02
01-05-201 35.59 35.85 34.95 35.80 25.19 0.00 0.27 1.64 0.01
01-06-201 35.83 36.34 34.80 36.33 25.57 0.00 0.27 1.60 0.01
01-07-201 36.40 37.27 36.21 37.27 26.37 0.00 0.30 1.83 0.03
01-08-201 37.21 37.50 37.03 37.12 26.27 0.00 0.30 1.83 0.00
01-09-201 37.12 37.48 36.38 36.87 26.09 0.00 0.29 1.79 -0.01
01-10-201 36.77 36.77 36.05 36.05 25.65 0.00 0.33 2.10 -0.02
01-11-201 35.84 37.41 35.45 37.31 26.55 0.00 0.45 3.37 0.03
01-12-201 37.17 38.37 36.80 36.80 26.18 0.00 0.51 4.13 -0.01
01-01-201 37.00 37.58 37.00 37.33 27.45 0.00 0.51 4.22 0.05
01-02-201 37.27 38.65 37.27 38.58 28.37 0.00 0.52 4.35 0.03
01-03-201 38.96 38.96 38.12 38.29 28.16 0.00 0.74 8.11 -0.01
01-04-201 38.23 38.60 37.88 38.40 28.39 0.00 0.80 9.46 0.01
01-05-201 38.37 38.83 38.00 38.83 28.71 0.00 0.89 11.74 0.01
01-06-201 39.10 39.33 38.82 38.90 28.76 0.00 0.98 14.45 0.00
01-07-201 39.01 39.60 38.85 39.60 29.43 0.00 1.07 17.25 0.02
01-08-201 39.66 39.76 39.11 39.68 29.49 0.00 1.01 15.46 0.00
01-09-201 39.73 40.62 39.51 40.62 30.19 0.00 1.03 15.97 0.02
01-10-201 40.78 41.25 40.78 40.94 30.58 0.00 1.07 17.53 0.01
01-11-201 41.03 42.24 40.83 42.24 31.55 0.00 1.23 23.71 0.03
01-12-201 42.26 42.56 40.70 40.76 30.44 0.00 1.32 28.07 -0.04
01-01-201 41.03 43.28 41.03 42.48 33.24 0.00 1.41 32.92 0.09
01-02-201 42.56 42.56 39.41 40.85 31.96 0.00 1.57 42.48 -0.04
01-03-201 40.45 41.59 38.87 39.70 31.06 0.00 1.70 51.88 -0.03
01-04-201 38.95 40.58 38.95 39.95 31.42 0.00 1.76 56.83 0.01
01-05-201 39.95 41.05 39.53 40.49 31.84 0.00 1.86 66.29 0.01
01-06-201 40.76 41.42 40.21 40.59 31.92 0.00 1.90 69.64 0.00
01-07-201 40.62 42.03 40.57 41.98 33.18 0.00 1.96 75.47 0.04
01-08-201 41.86 42.88 41.76 42.68 33.74 0.00 2.03 83.73 0.02
01-09-201 42.59 43.12 42.53 42.80 33.83 0.00 2.13 94.53 0.00
01-10-201 43.04 43.10 40.27 40.92 32.50 0.00 2.25 110.44 -0.04
01-11-201 41.21 42.33 40.87 42.33 33.62 0.00 2.33 121.45 0.03
01-12-201 42.50 42.50 35.61 37.47 29.76 0.00 2.37 127.34 -0.11
01-01-201 37.37 39.27 36.79 39.27 32.78 0.00 2.37 128.64 0.10
01-02-201 39.37 40.41 39.36 40.36 33.69 0.00 2.39 130.82 0.03
01-03-201 40.48 40.69 39.72 40.63 33.91 0.00 2.40 133.01 0.01
01-04-201 40.93 41.51 40.90 41.51 34.83 0.00 2.38 129.96 0.03
01-05-201 41.15 41.39 39.85 39.85 33.44 0.00 2.35 125.36 -0.04
01-06-201 40.06 42.00 40.06 41.68 34.98 0.00 2.17 100.04 0.05
01-07-201 41.89 42.40 41.89 41.93 35.37 0.00 2.10 91.19 0.01
01-08-201 41.65 41.92 40.65 41.92 35.36 0.00 1.95 74.69 0.00
01-09-201 41.72 42.79 41.72 42.53 35.88 0.00 1.89 69.19 0.01
01-10-201 42.04 42.86 41.34 42.74 36.24 0.00 1.65 48.08 0.01
01-11-201 43.03 44.03 43.03 43.90 37.23 0.00 1.54 40.76 0.03
01-12-201 43.59 44.55 43.04 43.48 36.87 0.00 1.54 40.31 -0.01
01-01-202 43.60 44.23 42.99 42.99 37.71 0.00 1.52 39.48 0.02
01-02-202 43.16 44.47 39.68 39.68 34.81 0.00 1.52 39.03 -0.08
01-03-202 41.25 41.93 31.02 35.33 30.99 0.00 0.29 1.74 -0.11
01-04-202 34.07 38.97 34.07 38.54 34.03 0.00 0.14 0.68 0.10
01-05-202 37.71 39.81 37.42 39.81 35.15 0.00 0.13 0.62 0.03
01-06-202 39.85 41.93 38.73 39.70 35.06 0.00 0.16 0.81 0.00
01-07-202 39.83 41.57 39.62 41.13 36.52 0.00 0.13 0.61 0.04
01-08-202 41.33 42.82 41.33 42.66 37.88 0.00 0.10 0.49 0.04
01-09-202 42.67 43.34 40.33 41.39 36.75 0.00 0.11 0.51 -0.03
01-10-202 41.41 42.99 40.06 40.12 35.81 0.00 0.10 0.47 -0.03
01-11-202 40.93 44.48 40.93 43.95 39.23 0.00 0.09 0.42 0.10
01-12-202 44.29 44.75 43.66 44.56 39.78 0.00 0.09 0.40 0.01
01-01-202 43.99 45.70 43.99 44.21 39.70 0.00 0.08 0.38 0.00
01-02-202 44.55 46.43 44.55 45.16 40.56 0.00 0.04 0.18 0.02
01-03-202 45.97 48.22 45.29 47.84 42.96 0.00 0.03 0.13 0.06
01-04-202 48.22 49.69 48.22 49.47 44.64 0.00 0.02 0.09 0.04
01-05-202 49.86 50.80 49.44 50.39 45.47 0.00 0.02 0.07 0.02
01-06-202 50.29 50.69 49.00 50.08 45.19 0.00 0.04 0.15 -0.01
01-07-202 50.39 50.87 49.50 50.77 46.01 0.00 0.05 0.23 0.02
01-08-202 50.64 51.75 50.62 51.64 46.80 0.00 0.05 0.24 0.02
01-09-202 51.59 51.92 49.70 49.70 45.04 0.00 0.04 0.18 -0.04
01-10-202 50.18 52.76 49.97 52.74 48.01 0.00 0.05 0.22 0.07
01-11-202 52.81 53.49 51.74 51.74 47.10 0.00 0.05 0.22 -0.02
01-12-202 51.50 53.72 51.02 53.08 48.32 0.00 0.06 0.26 0.03
01-01-202 53.05 53.35 50.92 52.07 49.13 0.00 0.15 0.75 0.02
01-02-202 52.33 52.82 50.08 51.36 48.46 0.00 0.33 2.09 -0.01
01-03-202 50.83 53.63 50.35 52.88 49.90 0.00 0.44 3.34 0.03
01-04-202 53.10 53.57 50.48 50.48 47.84 0.00 0.76 8.66 -0.04
01-05-202 50.45 51.96 49.21 51.47 48.78 0.00 0.98 14.47 0.02
01-06-202 51.16 51.83 46.39 48.23 45.71 0.00 1.49 37.74 -0.06
01-07-202 48.67 50.12 47.42 50.12 47.72 0.00 2.23 108.18 0.04
01-08-202 49.95 51.83 48.81 48.81 46.47 0.00 2.63 172.80 -0.03
01-09-202 49.02 50.38 45.03 45.03 42.87 0.00 3.13 289.00 -0.08
01-10-202 46.21 49.13 45.17 48.91 46.79 0.00 3.72 494.07 0.09
01-11-202 48.91 51.74 48.01 51.74 49.49 0.00 4.15 703.26 0.06
01-12-202 51.72 51.79 47.88 48.36 46.26 0.00 4.25 760.07 -0.07
Monthly Index
Beta Return
CAPM 2
0.00 0.84 0.02
0.05 0.84 0.05
-0.02 0.84 0.00
0.01 1.39 -0.02
0.01 1.39 -0.01
-0.02 1.39 -0.05
0.02 0.93 0.03
-0.06 0.93 -0.03
-0.03 0.93 -0.02
0.08 1.32 0.09
0.00 1.32 -0.19
-0.02 1.32 -0.43
-0.05 0.36 0.93
0.00 0.36 1.26
0.07 0.36 1.18
0.00 -0.26 1.61
0.02 -0.26 2.06
0.00 -0.26 2.02
0.04 0.92 0.18
0.00 0.92 0.14
0.00 0.92 0.14
-0.02 0.76 0.48
0.03 0.76 0.82
0.02 0.76 0.99
0.02 1.03 -0.09
0.04 1.03 -0.07
0.00 1.03 -0.20
0.01 0.79 2.03
0.01 0.79 2.51
0.00 0.79 3.08
0.02 1.07 -1.25
0.00 1.07 -1.14
0.02 1.07 -1.16
0.02 3.34 -40.95
0.03 3.34 -55.37
0.01 3.34 -65.64
0.06 1.31 -10.26
-0.04 1.31 -13.40
-0.03 1.31 -16.34
0.00 0.33 38.06
0.02 0.33 44.41
0.00 0.33 46.64
 0.04 0.81 14.15
0.03 0.81 15.68
0.00 0.81 17.68
-0.07 1.19 -21.32
0.02 1.19 -23.33
-0.09 1.19 -24.59
0.08 1.54 -69.65
0.03 1.54 -70.91
0.02 1.54 -72.11
0.04 0.61 50.36
-0.07 0.61 48.51
0.07 0.61 38.79
0.01 0.37 57.19
-0.02 0.37 46.83
0.02 0.37 43.40
0.02 -0.14 55.00
0.03 -0.14 46.63
0.03 -0.14 46.11
0.00 1.04 -1.61
-0.08 1.04 -1.67
-0.13 1.04 -0.21
0.13 0.89 0.19
0.05 0.89 0.11
0.02 0.89 0.10
0.06 0.65 0.25
0.07 0.65 0.22
-0.04 0.65 0.15
-0.03 0.86 0.04
0.11 0.86 0.15
0.04 0.86 0.09
-0.01 1.04 -0.03
0.03 1.04 0.02
0.04 1.04 0.04
0.05 0.74 0.06
0.01 0.74 0.03
0.02 0.74 0.05
0.02 0.73 0.08
0.03 0.73 0.09
-0.05 0.73 0.01
0.07 1.04 0.06
-0.01 1.04 -0.02
0.04 1.04 0.03
-0.05 0.27 0.53
-0.03 0.27 1.53
0.04 0.27 2.46
-0.09 0.81 1.55
0.00 0.81 2.71
-0.08 0.81 7.01
0.09 0.65 38.15
-0.04 0.65 60.82
-0.09 0.65 101.70
0.08 1.12 -58.60
0.05 1.12 -83.48
-0.06 1.12 -90.35
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 36.94 37.33 35.94 36.26 20.77 0.00 0.03 0.11 0.00
01-02-201 36.74 38.17 36.74 38.01 21.77 0.00 0.02 0.07 0.05
01-03-201 38.19 38.19 36.35 36.78 21.07 0.00 0.03 0.12 -0.03
01-04-201 36.67 38.13 36.67 37.59 21.78 0.00 0.02 0.10 0.03
01-05-201 37.99 38.33 37.46 37.80 21.90 0.00 0.02 0.07 0.01
01-06-201 37.80 38.04 36.66 36.73 21.28 0.00 0.02 0.06 -0.03
01-07-201 36.92 37.66 36.33 37.43 21.77 0.00 0.03 0.14 0.02
01-08-201 37.33 37.56 33.39 35.13 20.44 0.00 0.07 0.32 -0.06
01-09-201 34.14 35.57 33.05 33.77 19.64 0.00 0.02 0.09 -0.04
01-10-201 33.78 36.86 33.78 36.71 21.45 0.00 0.02 0.06 0.09
01-11-201 37.13 37.16 35.64 36.56 21.36 0.00 0.12 0.60 0.00
01-12-201 36.87 36.87 32.60 33.27 19.44 0.00 0.23 1.27 -0.09
01-01-201 32.83 32.88 30.46 32.08 20.13 0.00 0.26 1.48 0.04
01-02-201 32.04 32.35 30.46 32.08 20.13 0.00 0.31 1.97 0.00
01-03-201 32.72 34.23 32.72 34.14 21.42 0.00 0.29 1.80 0.06
01-04-201 34.26 35.30 33.86 34.92 22.01 0.00 0.23 1.27 0.03
01-05-201 35.12 35.13 34.11 35.11 22.13 0.00 0.27 1.64 0.01
01-06-201 35.13 35.74 33.74 35.34 22.28 0.00 0.27 1.60 0.01
01-07-201 35.46 36.51 35.15 36.51 23.12 0.00 0.30 1.83 0.04
01-08-201 36.41 36.98 36.21 36.48 23.10 0.00 0.30 1.83 0.00
01-09-201 36.49 36.87 35.80 36.53 23.13 0.00 0.29 1.79 0.00
01-10-201 36.46 36.49 35.78 35.78 22.75 0.00 0.33 2.10 -0.02
01-11-201 35.61 37.24 35.22 37.16 23.63 0.00 0.45 3.37 0.04
01-12-201 37.00 38.24 36.11 36.11 22.96 0.00 0.51 4.13 -0.03
01-01-201 36.38 37.46 36.38 37.11 24.61 0.00 0.51 4.22 0.07
01-02-201 37.11 38.08 37.11 37.97 25.18 0.00 0.52 4.35 0.02
01-03-201 38.46 38.51 37.74 38.01 25.21 0.00 0.74 8.11 0.00
01-04-201 37.94 38.41 37.56 38.30 25.51 0.00 0.80 9.46 0.01
01-05-201 38.32 38.78 37.97 38.76 25.82 0.00 0.89 11.74 0.01
01-06-201 39.01 39.16 38.71 38.77 25.82 0.00 0.98 14.45 0.00
01-07-201 38.82 39.64 38.72 39.45 26.39 0.00 1.07 17.25 0.02
01-08-201 39.51 39.51 38.53 39.20 26.22 0.00 1.01 15.46 -0.01
01-09-201 39.28 40.25 39.04 40.25 26.92 0.00 1.03 15.97 0.03
01-10-201 40.41 41.09 40.41 40.95 27.50 0.00 1.07 17.53 0.02
01-11-201 41.09 41.99 40.63 41.99 28.20 0.00 1.23 23.71 0.03
01-12-201 41.95 42.44 40.18 40.24 27.03 0.00 1.32 28.07 -0.04
01-01-201 40.61 43.44 40.61 42.57 30.39 0.00 1.41 32.92 0.12
01-02-201 42.68 42.68 39.37 41.04 29.29 0.00 1.57 42.48 -0.04
01-03-201 40.59 42.02 38.95 39.58 28.25 0.00 1.70 51.88 -0.04
01-04-201 38.74 40.63 38.74 39.95 28.63 0.00 1.76 56.83 0.01
01-05-201 40.08 41.18 39.60 40.55 29.06 0.00 1.86 66.29 0.02
01-06-201 40.88 41.49 39.81 40.20 28.81 0.00 1.90 69.64 -0.01
01-07-201 40.17 41.72 40.11 41.34 30.16 0.00 1.96 75.47 0.05
01-08-201 41.19 41.86 40.84 41.53 30.30 0.00 2.03 83.73 0.00
01-09-201 41.34 41.98 41.05 41.95 30.60 0.00 2.13 94.53 0.01
01-10-201 42.07 42.15 38.28 39.04 28.60 0.00 2.25 110.44 -0.07
01-11-201 39.52 40.59 38.11 39.75 29.12 0.00 2.33 121.45 0.02
01-12-201 40.09 40.09 31.92 33.78 24.74 0.00 2.37 127.34 -0.15
01-01-201 33.79 35.85 33.08 35.85 28.51 0.00 2.37 128.64 0.15
01-02-201 35.85 36.82 35.71 36.62 29.13 0.00 2.39 130.82 0.02
01-03-201 36.88 37.71 36.25 37.46 29.80 0.00 2.40 133.01 0.02
01-04-201 37.81 38.74 37.81 38.71 30.93 0.00 2.38 129.96 0.04
01-05-201 38.31 38.50 36.09 36.09 28.84 0.00 2.35 125.36 -0.07
01-06-201 36.00 38.21 36.00 38.00 30.36 0.00 2.17 100.04 0.05
01-07-201 38.26 38.87 38.26 38.31 30.85 0.00 2.10 91.19 0.02
01-08-201 37.94 37.94 36.67 37.57 30.25 0.00 1.95 74.69 -0.02
01-09-201 37.28 38.57 37.28 37.81 30.45 0.00 1.89 69.19 0.01
01-10-201 37.34 38.53 36.69 38.45 31.10 0.00 1.65 48.08 0.02
01-11-201 38.82 40.20 38.82 40.01 32.36 0.00 1.54 40.76 0.04
01-12-201 39.69 40.86 38.95 39.40 31.87 0.00 1.54 40.31 -0.02
01-01-202 39.66 40.41 38.91 38.91 33.10 0.00 1.52 39.48 0.04
01-02-202 39.18 40.77 35.91 35.91 30.55 0.00 1.52 39.03 -0.08
01-03-202 37.22 37.69 27.94 31.71 26.97 0.00 0.29 1.74 -0.12
01-04-202 30.53 35.64 30.53 35.49 30.36 0.00 0.14 0.68 0.13
01-05-202 34.55 37.11 34.55 37.11 31.75 0.00 0.13 0.62 0.05
01-06-202 37.29 39.10 36.58 37.53 32.11 0.00 0.16 0.81 0.01
01-07-202 37.86 39.44 37.86 39.06 33.67 0.00 0.13 0.61 0.05
01-08-202 39.32 41.59 39.32 41.46 35.74 0.00 0.10 0.49 0.06
01-09-202 41.71 42.37 38.71 39.88 34.38 0.00 0.11 0.51 -0.04
01-10-202 40.09 41.54 38.72 38.75 33.55 0.00 0.10 0.47 -0.02
01-11-202 39.19 43.34 39.19 42.97 37.20 0.00 0.09 0.42 0.11
01-12-202 43.45 44.21 43.33 44.21 38.27 0.00 0.09 0.40 0.03
01-01-202 43.57 45.48 43.57 43.87 38.13 0.00 0.08 0.38 0.00
01-02-202 44.49 46.60 44.49 45.29 39.37 0.00 0.04 0.18 0.03
01-03-202 46.27 47.41 45.11 47.14 40.97 0.00 0.03 0.13 0.04
01-04-202 47.66 49.38 47.66 49.05 42.79 0.00 0.02 0.09 0.04
01-05-202 49.25 49.95 48.12 49.68 43.34 0.00 0.02 0.07 0.01
01-06-202 49.67 50.25 48.50 49.70 43.36 0.00 0.04 0.15 0.00
01-07-202 50.01 50.77 48.85 50.45 44.53 0.00 0.05 0.23 0.03
01-08-202 50.28 51.91 50.28 51.90 45.81 0.00 0.05 0.24 0.03
01-09-202 51.96 52.17 49.82 49.82 43.98 0.00 0.04 0.18 -0.04
01-10-202 50.38 52.82 49.83 52.82 46.78 0.00 0.05 0.22 0.06
01-11-202 52.76 53.78 51.73 51.73 45.81 0.00 0.05 0.22 -0.02
01-12-202 51.25 53.67 49.47 51.54 45.65 0.00 0.06 0.26 0.00
01-01-202 51.60 51.73 47.35 49.06 45.82 0.00 0.15 0.75 0.00
01-02-202 49.47 49.88 46.33 47.79 44.64 0.00 0.33 2.09 -0.03
01-03-202 47.08 49.87 45.57 48.96 45.73 0.00 0.44 3.34 0.02
01-04-202 49.24 49.60 44.75 44.75 41.95 0.00 0.76 8.66 -0.08
01-05-202 45.01 46.45 42.94 45.40 42.56 0.00 0.98 14.47 0.01
01-06-202 45.16 45.88 39.69 40.67 38.13 0.00 1.49 37.74 -0.10
01-07-202 41.01 43.21 39.95 43.21 41.25 0.00 2.23 108.18 0.08
01-08-202 43.10 45.18 42.02 42.02 40.11 0.00 2.63 172.80 -0.03
01-09-202 42.09 43.57 38.20 38.20 36.47 0.00 3.13 289.00 -0.09
01-10-202 39.25 41.47 38.47 41.23 39.51 0.00 3.72 494.07 0.08
01-11-202 41.15 43.97 39.95 43.97 42.14 0.00 4.15 703.26 0.07
01-12-202 44.03 44.10 40.48 41.04 39.33 0.00 4.25 760.07 -0.07
Monthly Index
Beta Return
CAPM 2
0.00 1.12 -0.01
0.05 1.12 0.05
-0.02 1.12 -0.04
0.01 1.60 -0.04
0.01 1.60 -0.02
-0.02 1.60 -0.07
0.02 1.08 0.01
-0.06 1.08 -0.09
-0.03 1.08 -0.04
0.08 1.64 0.09
0.00 1.64 -0.39
-0.02 1.64 -0.85
-0.05 0.28 1.05
0.00 0.28 1.41
0.07 0.28 1.31
0.00 -0.58 2.01
0.02 -0.58 2.57
0.00 -0.58 2.52
0.04 0.94 0.15
0.00 0.94 0.12
0.00 0.94 0.11
-0.02 0.70 0.62
0.03 0.70 1.04
0.02 0.70 1.27
0.02 0.55 1.90
0.04 0.55 1.97
0.00 0.55 3.63
0.01 1.17 -1.60
0.01 1.17 -1.99
0.00 1.17 -2.46
0.02 1.53 -9.15
0.00 1.53 -8.22
0.02 1.53 -8.46
0.02 3.35 -41.19
0.03 3.35 -55.70
0.01 3.35 -66.03
0.06 1.67 -21.98
-0.04 1.67 -28.57
-0.03 1.67 -34.85
0.00 0.63 20.87
0.02 0.63 24.36
0.00 0.63 25.58
 0.04 0.66 25.45
0.03 0.66 28.22
0.00 0.66 31.84
-0.07 1.35 -38.42
0.02 1.35 -42.12
-0.09 1.35 -44.31
0.08 2.31 -167.92
0.03 2.31 -170.90
0.02 2.31 -173.78
0.04 0.89 14.53
-0.07 0.89 13.92
0.07 0.89 11.22
0.01 0.77 21.35
-0.02 0.77 17.46
0.02 0.77 16.21
0.02 -0.88 90.46
0.03 -0.88 76.68
0.03 -0.88 75.83
0.00 1.22 -8.67
-0.08 1.22 -8.67
-0.13 1.22 -0.54
0.13 1.03 0.11
0.05 1.03 0.03
0.02 1.03 0.00
0.06 0.89 0.12
0.07 0.89 0.12
-0.04 0.89 0.02
-0.03 0.95 -0.01
0.11 0.95 0.13
0.04 0.95 0.06
-0.01 0.89 0.03
0.03 0.89 0.05
0.04 0.89 0.05
0.05 0.94 0.05
0.01 0.94 0.01
0.02 0.94 0.03
0.02 0.90 0.04
0.03 0.90 0.05
-0.05 0.90 -0.03
0.07 0.98 0.07
-0.01 0.98 -0.01
0.04 0.98 0.04
-0.05 0.36 0.46
-0.03 0.36 1.33
0.04 0.36 2.16
-0.09 1.23 -2.14
0.00 1.23 -3.40
-0.08 1.23 -8.95
0.09 0.94 6.99
-0.04 0.94 10.99
-0.09 0.94 18.36
0.08 1.11 -54.34
0.05 1.11 -77.42
-0.06 1.11 -83.80
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 37.14 37.43 36.20 36.20 23.67 0.00 0.03 0.11 0.00
01-02-201 36.62 37.93 36.62 37.68 24.64 0.00 0.02 0.07 0.04
01-03-201 37.84 37.84 36.51 36.98 24.18 0.00 0.03 0.12 -0.02
01-04-201 36.84 37.90 36.84 37.41 24.60 0.00 0.02 0.10 0.02
01-05-201 37.73 38.06 37.26 37.55 24.69 0.00 0.02 0.07 0.00
01-06-201 37.57 37.69 36.34 36.38 23.92 0.00 0.02 0.06 -0.03
01-07-201 36.60 37.19 36.02 36.85 24.36 0.00 0.03 0.14 0.02
01-08-201 36.76 37.01 33.26 34.82 23.02 0.00 0.07 0.32 -0.06
01-09-201 33.89 35.05 33.02 33.70 22.28 0.00 0.02 0.09 -0.03
01-10-201 33.68 36.32 33.68 36.17 24.05 0.00 0.02 0.06 0.08
01-11-201 36.55 36.65 35.36 36.22 24.08 0.00 0.12 0.60 0.00
01-12-201 36.48 36.48 33.23 33.84 22.50 0.00 0.23 1.27 -0.07
01-01-201 33.44 33.52 31.39 32.84 22.92 0.00 0.26 1.48 0.02
01-02-201 32.82 33.27 31.58 32.96 23.00 0.00 0.31 1.97 0.00
01-03-201 33.55 34.97 33.55 34.88 24.34 0.00 0.29 1.80 0.06
01-04-201 35.04 35.74 34.67 35.39 24.84 0.00 0.23 1.27 0.02
01-05-201 35.61 35.88 34.97 35.82 25.14 0.00 0.27 1.64 0.01
01-06-201 35.85 36.36 34.81 36.35 25.51 0.00 0.27 1.60 0.01
01-07-201 36.42 37.29 36.23 37.29 26.32 0.00 0.30 1.83 0.03
01-08-201 37.23 37.52 37.06 37.14 26.22 0.00 0.30 1.83 0.00
01-09-201 37.15 37.50 36.41 36.89 26.04 0.00 0.29 1.79 -0.01
01-10-201 36.78 36.78 36.07 36.07 25.60 0.00 0.33 2.10 -0.02
01-11-201 35.86 37.43 35.47 37.33 26.50 0.00 0.45 3.37 0.03
01-12-201 37.19 38.39 36.82 36.82 26.13 0.00 0.51 4.13 -0.01
01-01-201 37.02 37.60 37.02 37.35 27.40 0.00 0.51 4.22 0.05
01-02-201 37.29 38.67 37.29 38.60 28.32 0.00 0.52 4.35 0.03
01-03-201 38.99 38.99 38.14 38.31 28.11 0.00 0.74 8.11 -0.01
01-04-201 38.25 38.62 37.90 38.42 28.34 0.00 0.80 9.46 0.01
01-05-201 38.39 38.85 38.02 38.85 28.66 0.00 0.89 11.74 0.01
01-06-201 39.12 39.35 38.84 38.92 28.71 0.00 0.98 14.45 0.00
01-07-201 39.03 39.63 38.87 39.63 29.38 0.00 1.07 17.25 0.02
01-08-201 39.68 39.78 39.13 39.70 29.44 0.00 1.01 15.46 0.00
01-09-201 39.76 40.64 39.54 40.64 30.13 0.00 1.03 15.97 0.02
01-10-201 40.80 41.27 40.80 40.97 30.54 0.00 1.07 17.53 0.01
01-11-201 41.05 42.27 40.85 42.27 31.50 0.00 1.23 23.71 0.03
01-12-201 42.28 42.59 40.72 40.79 30.40 0.00 1.32 28.07 -0.04
01-01-201 41.05 43.31 41.05 42.51 33.19 0.00 1.41 32.92 0.09
01-02-201 42.59 42.59 39.44 40.88 31.92 0.00 1.57 42.48 -0.04
01-03-201 40.47 41.62 38.90 39.72 31.01 0.00 1.70 51.88 -0.03
01-04-201 38.97 40.61 38.97 39.98 31.38 0.00 1.76 56.83 0.01
01-05-201 39.97 41.07 39.56 40.52 31.80 0.00 1.86 66.29 0.01
01-06-201 40.79 41.44 40.23 40.61 31.87 0.00 1.90 69.64 0.00
01-07-201 40.65 42.06 40.60 42.00 33.13 0.00 1.96 75.47 0.04
01-08-201 41.89 42.91 41.78 42.71 33.69 0.00 2.03 83.73 0.02
01-09-201 42.61 43.14 42.55 42.82 33.78 0.00 2.13 94.53 0.00
01-10-201 43.06 43.12 40.29 40.94 32.46 0.00 2.25 110.44 -0.04
01-11-201 41.23 42.35 40.89 42.35 33.58 0.00 2.33 121.45 0.03
01-12-201 42.52 42.52 35.63 37.49 29.72 0.00 2.37 127.34 -0.11
01-01-201 37.39 39.29 36.82 39.29 32.73 0.00 2.37 128.64 0.10
01-02-201 39.39 40.44 39.38 40.38 33.64 0.00 2.39 130.82 0.03
01-03-201 40.51 40.72 39.74 40.66 33.87 0.00 2.40 133.01 0.01
01-04-201 40.96 41.53 40.93 41.53 34.79 0.00 2.38 129.96 0.03
01-05-201 41.18 41.42 39.88 39.88 33.40 0.00 2.35 125.36 -0.04
01-06-201 40.08 42.03 40.08 41.71 34.94 0.00 2.17 100.04 0.05
01-07-201 41.92 42.43 41.92 41.96 35.33 0.00 2.10 91.19 0.01
01-08-201 41.68 41.95 40.68 41.95 35.32 0.00 1.95 74.69 0.00
01-09-201 41.74 42.82 41.74 42.55 35.83 0.00 1.89 69.19 0.01
01-10-201 42.06 42.88 41.37 42.77 36.21 0.00 1.65 48.08 0.01
01-11-201 43.06 44.05 43.06 43.93 37.19 0.00 1.54 40.76 0.03
01-12-201 43.62 44.58 43.06 43.50 36.82 0.00 1.54 40.31 -0.01
01-01-202 43.63 44.26 43.02 43.02 37.68 0.00 1.52 39.48 0.02
01-02-202 43.19 44.50 39.71 39.71 34.78 0.00 1.52 39.03 -0.08
01-03-202 41.28 41.95 31.03 35.35 30.96 0.00 0.29 1.74 -0.11
01-04-202 34.09 39.00 34.09 38.57 34.00 0.00 0.14 0.68 0.10
01-05-202 37.73 39.83 37.44 39.83 35.11 0.00 0.13 0.62 0.03
01-06-202 39.87 41.96 38.75 39.72 35.01 0.00 0.16 0.81 0.00
01-07-202 39.86 41.59 39.65 41.16 36.49 0.00 0.13 0.61 0.04
01-08-202 41.35 42.84 41.35 42.69 37.84 0.00 0.10 0.49 0.04
01-09-202 42.69 43.37 40.36 41.42 36.72 0.00 0.11 0.51 -0.03
01-10-202 41.44 43.02 40.09 40.14 35.78 0.00 0.10 0.47 -0.03
01-11-202 40.73 44.51 40.73 43.98 39.20 0.00 0.09 0.42 0.10
01-12-202 44.32 44.79 43.69 44.59 39.74 0.00 0.09 0.40 0.01
01-01-202 44.02 45.74 44.02 44.24 39.67 0.00 0.08 0.38 0.00
01-02-202 44.58 46.47 44.58 45.19 40.52 0.00 0.04 0.18 0.02
01-03-202 46.01 48.26 45.33 47.87 42.92 0.00 0.03 0.13 0.06
01-04-202 48.25 49.73 48.25 49.51 44.61 0.00 0.02 0.09 0.04
01-05-202 49.91 50.84 49.48 50.43 45.44 0.00 0.02 0.07 0.02
01-06-202 50.33 50.73 49.03 50.12 45.16 0.00 0.04 0.15 -0.01
01-07-202 50.43 50.92 49.54 50.81 45.99 0.00 0.05 0.23 0.02
01-08-202 50.68 51.79 50.66 51.69 46.79 0.00 0.05 0.24 0.02
01-09-202 51.64 51.97 49.74 49.74 45.02 0.00 0.04 0.18 -0.04
01-10-202 50.22 52.81 50.01 52.79 48.00 0.00 0.05 0.22 0.07
01-11-202 52.86 53.53 51.78 51.78 47.08 0.00 0.05 0.22 -0.02
01-12-202 51.55 53.77 51.06 53.12 48.30 0.00 0.06 0.26 0.03
01-01-202 53.09 53.39 50.96 52.12 49.14 0.00 0.15 0.75 0.02
01-02-202 52.37 52.87 50.12 51.41 48.47 0.00 0.33 2.09 -0.01
01-03-202 50.87 53.67 50.40 52.92 49.89 0.00 0.44 3.34 0.03
01-04-202 53.14 53.61 50.52 50.52 47.84 0.00 0.76 8.66 -0.04
01-05-202 50.50 52.00 49.25 51.52 48.79 0.00 0.98 14.47 0.02
01-06-202 51.21 51.88 46.42 48.27 45.71 0.00 1.49 37.74 -0.06
01-07-202 48.71 50.16 47.45 50.16 47.73 0.00 2.23 108.18 0.04
01-08-202 49.99 51.87 48.85 48.85 46.49 0.00 2.63 172.80 -0.03
01-09-202 49.06 50.43 45.06 45.06 42.88 0.00 3.13 289.00 -0.08
01-10-202 46.24 49.18 45.21 48.95 46.81 0.00 3.72 494.07 0.09
01-11-202 48.95 51.79 48.05 51.79 49.52 0.00 4.15 703.26 0.06
01-12-202 51.77 51.83 47.92 48.40 46.28 0.00 4.25 760.07 -0.07
Monthly Index
Beta Return
CAPM 2
0.00 0.84 0.02
0.05 0.84 0.05
-0.02 0.84 0.00
0.01 1.39 -0.02
0.01 1.39 -0.01
-0.02 1.39 -0.05
0.02 0.93 0.03
-0.06 0.93 -0.03
-0.03 0.93 -0.02
0.08 1.32 0.09
0.00 1.32 -0.19
-0.02 1.32 -0.43
-0.05 0.36 0.93
0.00 0.36 1.26
0.07 0.36 1.18
0.00 -0.27 1.62
0.02 -0.27 2.08
0.00 -0.27 2.04
0.04 0.93 0.17
0.00 0.93 0.14
0.00 0.93 0.13
-0.02 0.76 0.49
0.03 0.76 0.83
0.02 0.76 1.00
0.02 1.02 -0.08
0.04 1.02 -0.07
0.00 1.02 -0.20
0.01 0.79 1.99
0.01 0.79 2.47
0.00 0.79 3.03
0.02 1.09 -1.60
0.00 1.09 -1.45
0.02 1.09 -1.48
0.02 3.34 -40.90
0.03 3.34 -55.31
0.01 3.34 -65.57
0.06 1.31 -10.28
-0.04 1.31 -13.43
-0.03 1.31 -16.37
0.00 0.33 38.20
0.02 0.33 44.56
0.00 0.33 46.81
 0.04 0.82 13.49
0.03 0.82 14.95
0.00 0.82 16.85
-0.07 1.19 -21.21
0.02 1.19 -23.20
-0.09 1.19 -24.46
0.08 1.54 -69.24
0.03 1.54 -70.50
0.02 1.54 -71.69
0.04 0.61 50.71
-0.07 0.61 48.85
0.07 0.61 39.06
0.01 0.37 57.58
-0.02 0.37 47.15
0.02 0.37 43.70
0.02 -0.19 57.02
0.03 -0.19 48.34
0.03 -0.19 47.81
0.00 1.04 -1.73
-0.08 1.04 -1.79
-0.13 1.04 -0.21
0.13 0.90 0.19
0.05 0.90 0.11
0.02 0.90 0.10
0.06 0.65 0.25
0.07 0.65 0.21
-0.04 0.65 0.15
-0.03 0.87 0.04
0.11 0.87 0.15
0.04 0.87 0.09
-0.01 1.04 -0.03
0.03 1.04 0.02
0.04 1.04 0.04
0.05 0.75 0.06
0.01 0.75 0.03
0.02 0.75 0.05
0.02 0.73 0.08
0.03 0.73 0.09
-0.05 0.73 0.01
0.07 1.05 0.06
-0.01 1.05 -0.02
0.04 1.05 0.03
-0.05 0.26 0.54
-0.03 0.26 1.54
0.04 0.26 2.48
-0.09 0.81 1.54
0.00 0.81 2.69
-0.08 0.81 6.95
0.09 0.65 37.98
-0.04 0.65 60.55
-0.09 0.65 101.25
0.08 1.12 -60.10
0.05 1.12 -85.61
-0.06 1.12 -92.66
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 36.96 37.36 35.97 36.28 21.20 0.00 0.03 0.11 0.00
01-02-201 36.76 38.19 36.76 38.03 22.22 0.00 0.02 0.07 0.05
01-03-201 38.20 38.20 36.38 36.80 21.50 0.00 0.03 0.12 -0.03
01-04-201 36.70 38.16 36.70 37.61 22.21 0.00 0.02 0.10 0.03
01-05-201 38.01 38.35 37.48 37.82 22.34 0.00 0.02 0.07 0.01
01-06-201 37.82 38.05 36.69 36.76 21.71 0.00 0.02 0.06 -0.03
01-07-201 36.94 37.68 36.35 37.46 22.21 0.00 0.03 0.14 0.02
01-08-201 37.35 37.58 33.41 35.14 20.83 0.00 0.07 0.32 -0.06
01-09-201 34.15 35.58 33.07 33.80 20.04 0.00 0.02 0.09 -0.04
01-10-201 33.81 36.88 33.81 36.73 21.86 0.00 0.02 0.06 0.09
01-11-201 37.16 37.19 35.66 36.58 21.77 0.00 0.12 0.60 0.00
01-12-201 36.88 36.88 32.63 33.30 19.82 0.00 0.23 1.27 -0.09
01-01-201 32.86 32.91 30.49 32.11 20.51 0.00 0.26 1.48 0.03
01-02-201 32.07 32.37 30.48 32.10 20.50 0.00 0.31 1.97 0.00
01-03-201 32.74 34.26 32.74 34.17 21.82 0.00 0.29 1.80 0.06
01-04-201 34.30 35.33 33.89 34.94 22.41 0.00 0.23 1.27 0.03
01-05-201 35.15 35.15 34.13 35.13 22.53 0.00 0.27 1.64 0.01
01-06-201 35.15 35.75 33.77 35.37 22.68 0.00 0.27 1.60 0.01
01-07-201 35.50 36.54 35.19 36.54 23.52 0.00 0.30 1.83 0.04
01-08-201 36.44 37.01 36.23 36.50 23.50 0.00 0.30 1.83 0.00
01-09-201 36.51 36.89 35.83 36.56 23.54 0.00 0.29 1.79 0.00
01-10-201 36.50 36.52 35.81 35.81 23.14 0.00 0.33 2.10 -0.02
01-11-201 35.64 37.26 35.25 37.18 24.03 0.00 0.45 3.37 0.04
01-12-201 37.02 38.26 36.15 36.15 23.36 0.00 0.51 4.13 -0.03
01-01-201 36.41 37.50 36.41 37.13 25.01 0.00 0.51 4.22 0.07
01-02-201 37.14 38.11 37.14 38.00 25.60 0.00 0.52 4.35 0.02
01-03-201 38.48 38.53 37.77 38.05 25.63 0.00 0.74 8.11 0.00
01-04-201 37.98 38.44 37.59 38.34 25.92 0.00 0.80 9.46 0.01
01-05-201 38.35 38.80 38.00 38.78 26.22 0.00 0.89 11.74 0.01
01-06-201 39.03 39.18 38.75 38.81 26.24 0.00 0.98 14.45 0.00
01-07-201 38.86 39.67 38.76 39.48 26.79 0.00 1.07 17.25 0.02
01-08-201 39.54 39.54 38.56 39.22 26.61 0.00 1.01 15.46 -0.01
01-09-201 39.30 40.30 39.06 40.30 27.34 0.00 1.03 15.97 0.03
01-10-201 40.45 41.12 40.45 40.99 27.91 0.00 1.07 17.53 0.02
01-11-201 41.12 42.01 40.66 42.01 28.60 0.00 1.23 23.71 0.02
01-12-201 41.97 42.46 40.22 40.29 27.43 0.00 1.32 28.07 -0.04
01-01-201 40.66 43.48 40.66 42.61 30.81 0.00 1.41 32.92 0.12
01-02-201 42.72 42.72 39.41 41.07 29.70 0.00 1.57 42.48 -0.04
01-03-201 40.62 42.05 39.00 39.62 28.65 0.00 1.70 51.88 -0.04
01-04-201 38.78 40.67 38.78 39.98 29.01 0.00 1.76 56.83 0.01
01-05-201 40.12 41.21 39.64 40.58 29.44 0.00 1.86 66.29 0.02
01-06-201 40.91 41.51 39.86 40.25 29.20 0.00 1.90 69.64 -0.01
01-07-201 40.21 41.76 40.15 41.38 30.54 0.00 1.96 75.47 0.05
01-08-201 41.23 41.89 40.88 41.56 30.67 0.00 2.03 83.73 0.00
01-09-201 41.37 42.03 41.08 42.00 31.00 0.00 2.13 94.53 0.01
01-10-201 42.12 42.19 38.31 39.08 28.95 0.00 2.25 110.44 -0.07
01-11-201 39.55 40.63 38.14 39.77 29.46 0.00 2.33 121.45 0.02
01-12-201 40.12 40.12 31.97 33.82 25.05 0.00 2.37 127.34 -0.15
01-01-201 33.83 35.89 33.12 35.89 28.84 0.00 2.37 128.64 0.15
01-02-201 35.89 36.86 35.75 36.65 29.45 0.00 2.39 130.82 0.02
01-03-201 36.91 37.76 36.29 37.51 30.14 0.00 2.40 133.01 0.02
01-04-201 37.87 38.79 37.87 38.75 31.27 0.00 2.38 129.96 0.04
01-05-201 38.35 38.55 36.13 36.13 29.15 0.00 2.35 125.36 -0.07
01-06-201 36.03 38.26 36.03 38.05 30.70 0.00 2.17 100.04 0.05
01-07-201 38.31 38.92 38.31 38.35 31.16 0.00 2.10 91.19 0.02
01-08-201 37.98 37.98 36.71 37.60 30.55 0.00 1.95 74.69 -0.02
01-09-201 37.31 38.60 37.31 37.86 30.77 0.00 1.89 69.19 0.01
01-10-201 37.39 38.57 36.74 38.49 31.40 0.00 1.65 48.08 0.02
01-11-201 38.86 40.23 38.86 40.05 32.67 0.00 1.54 40.76 0.04
01-12-201 39.73 40.89 39.01 39.45 32.18 0.00 1.54 40.31 -0.01
01-01-202 39.72 40.46 38.96 38.96 33.40 0.00 1.52 39.48 0.04
01-02-202 39.23 40.82 35.95 35.95 30.82 0.00 1.52 39.03 -0.08
01-03-202 37.26 37.73 27.99 31.76 27.23 0.00 0.29 1.74 -0.12
01-04-202 30.58 35.70 30.58 35.54 30.62 0.00 0.14 0.68 0.12
01-05-202 34.60 37.16 34.60 37.16 32.02 0.00 0.13 0.62 0.05
01-06-202 37.34 39.15 36.64 37.59 32.39 0.00 0.16 0.81 0.01
01-07-202 37.92 39.50 37.92 39.12 33.94 0.00 0.13 0.61 0.05
01-08-202 39.38 41.64 39.38 41.51 36.01 0.00 0.10 0.49 0.06
01-09-202 41.76 42.42 38.78 39.94 34.65 0.00 0.11 0.51 -0.04
01-10-202 40.15 41.60 38.78 38.81 33.79 0.00 0.10 0.47 -0.02
01-11-202 39.25 43.40 39.25 43.03 37.47 0.00 0.09 0.42 0.11
01-12-202 43.51 44.29 43.38 44.29 38.57 0.00 0.09 0.40 0.03
01-01-202 43.64 45.56 43.64 43.94 38.39 0.00 0.08 0.38 0.00
01-02-202 44.56 46.67 44.56 45.36 39.63 0.00 0.04 0.18 0.03
01-03-202 46.33 47.49 45.17 47.23 41.26 0.00 0.03 0.13 0.04
01-04-202 47.75 49.46 47.75 49.13 43.06 0.00 0.02 0.09 0.04
01-05-202 49.33 50.03 48.20 49.76 43.61 0.00 0.02 0.07 0.01
01-06-202 49.75 50.32 48.59 49.80 43.64 0.00 0.04 0.15 0.00
01-07-202 50.11 50.86 48.94 50.54 44.79 0.00 0.05 0.23 0.03
01-08-202 50.37 51.99 50.37 51.98 46.07 0.00 0.05 0.24 0.03
01-09-202 52.04 52.25 49.92 49.92 44.24 0.00 0.04 0.18 -0.04
01-10-202 50.48 52.92 49.93 52.92 47.03 0.00 0.05 0.22 0.06
01-11-202 52.86 53.87 51.81 51.81 46.05 0.00 0.05 0.22 -0.02
01-12-202 51.33 53.75 49.57 51.64 45.89 0.00 0.06 0.26 0.00
01-01-202 51.70 51.84 47.43 49.15 46.04 0.00 0.15 0.75 0.00
01-02-202 49.56 49.97 46.41 47.87 44.84 0.00 0.33 2.09 -0.03
01-03-202 47.16 49.97 45.64 49.06 45.96 0.00 0.44 3.34 0.02
01-04-202 49.34 49.70 44.83 44.83 42.13 0.00 0.76 8.66 -0.08
01-05-202 45.10 46.54 43.02 45.48 42.74 0.00 0.98 14.47 0.01
01-06-202 45.24 45.96 39.78 40.76 38.30 0.00 1.49 37.74 -0.10
01-07-202 41.10 43.30 40.03 43.30 41.41 0.00 2.23 108.18 0.08
01-08-202 43.19 45.26 42.09 42.09 40.25 0.00 2.63 172.80 -0.03
01-09-202 42.17 43.64 38.28 38.28 36.61 0.00 3.13 289.00 -0.09
01-10-202 39.34 41.56 38.55 41.31 39.65 0.00 3.72 494.07 0.08
01-11-202 41.23 44.05 40.03 44.05 42.28 0.00 4.15 703.26 0.07
01-12-202 44.12 44.18 40.57 41.13 39.47 0.00 4.25 760.07 -0.07
Monthly Index
Beta Return
CAPM 2
0.00 1.12 -0.01
0.05 1.12 0.05
-0.02 1.12 -0.04
0.01 1.58 -0.04
0.01 1.58 -0.02
-0.02 1.58 -0.07
0.02 1.07 0.01
-0.06 1.07 -0.09
-0.03 1.07 -0.04
0.08 1.63 0.09
0.00 1.63 -0.38
-0.02 1.63 -0.83
-0.05 0.29 1.04
0.00 0.29 1.40
0.07 0.29 1.30
0.00 -0.57 2.00
0.02 -0.57 2.55
0.00 -0.57 2.50
0.04 0.92 0.18
0.00 0.92 0.15
0.00 0.92 0.14
-0.02 0.71 0.60
0.03 0.71 1.00
0.02 0.71 1.22
0.02 0.55 1.90
0.04 0.55 1.97
0.00 0.55 3.63
0.01 1.06 -0.58
0.01 1.06 -0.72
0.00 1.06 -0.91
0.02 1.54 -9.30
0.00 1.54 -8.37
0.02 1.54 -8.61
0.02 3.29 -40.10
0.03 3.29 -54.22
0.01 3.29 -64.28
0.06 1.66 -21.62
-0.04 1.66 -28.09
-0.03 1.66 -34.27
0.00 0.64 20.44
0.02 0.64 23.85
0.00 0.64 25.04
 0.04 0.63 27.96
0.03 0.63 31.01
0.00 0.63 34.98
-0.07 1.34 -37.72
0.02 1.34 -41.35
-0.09 1.34 -43.50
0.08 2.28 -165.11
0.03 2.28 -168.04
0.02 2.28 -170.87
0.04 0.89 14.74
-0.07 0.89 14.12
0.07 0.89 11.38
0.01 0.78 20.47
-0.02 0.78 16.74
0.02 0.78 15.54
0.02 -0.78 85.59
0.03 -0.78 72.55
0.03 -0.78 71.75
0.00 1.21 -8.35
-0.08 1.21 -8.35
-0.13 1.21 -0.53
0.13 1.02 0.12
0.05 1.02 0.04
0.02 1.02 0.01
0.06 0.88 0.13
0.07 0.88 0.12
-0.04 0.88 0.02
-0.03 0.95 -0.01
0.11 0.95 0.12
0.04 0.95 0.06
-0.01 0.92 0.02
0.03 0.92 0.04
0.04 0.92 0.05
0.05 0.92 0.05
0.01 0.92 0.02
0.02 0.92 0.03
0.02 0.88 0.04
0.03 0.88 0.05
-0.05 0.88 -0.02
0.07 0.98 0.07
-0.01 0.98 -0.01
0.04 0.98 0.04
-0.05 0.37 0.45
-0.03 0.37 1.31
0.04 0.37 2.13
-0.09 1.24 -2.17
0.00 1.24 -3.43
-0.08 1.24 -9.05
0.09 0.93 7.60
-0.04 0.93 11.97
-0.09 0.93 20.00
0.08 1.10 -51.15
0.05 1.10 -72.87
-0.06 1.10 -78.89
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 72.84 73.07 70.56 70.67 59.34 0.00 0.03 0.11 0.00
01-02-201 71.58 75.09 71.58 74.73 62.75 0.00 0.02 0.07 0.06
01-03-201 75.19 75.19 72.50 73.54 61.75 0.00 0.03 0.12 -0.02
01-04-201 72.93 74.77 72.93 73.65 61.84 0.00 0.02 0.10 0.00
01-05-201 74.45 75.39 73.49 74.59 63.14 0.00 0.02 0.07 0.02
01-06-201 74.76 75.29 72.96 73.16 61.93 0.00 0.02 0.06 -0.02
01-07-201 73.24 75.07 72.18 74.24 62.84 0.00 0.03 0.14 0.01
01-08-201 74.03 74.30 66.03 69.76 59.41 0.00 0.07 0.32 -0.05
01-09-201 67.70 70.65 66.67 68.03 57.94 0.00 0.02 0.09 -0.02
01-10-201 68.17 73.76 68.17 73.38 62.50 0.00 0.02 0.06 0.08
01-11-201 74.25 74.45 71.49 73.60 63.02 0.00 0.12 0.60 0.01
01-12-201 74.39 74.39 70.41 71.80 61.48 0.00 0.23 1.27 -0.02
01-01-201 70.72 70.86 65.38 68.24 58.94 0.00 0.26 1.48 -0.04
01-02-201 68.21 68.82 64.43 68.15 58.86 0.00 0.31 1.97 0.00
01-03-201 69.78 72.92 69.78 72.77 62.85 0.00 0.29 1.80 0.07
01-04-201 73.23 73.97 72.19 72.67 62.76 0.00 0.23 1.27 0.00
01-05-201 73.24 74.05 71.92 73.98 64.23 0.00 0.27 1.64 0.02
01-06-201 74.07 74.80 70.67 74.17 64.39 0.00 0.27 1.60 0.00
01-07-201 74.33 76.56 73.82 76.53 66.44 0.00 0.30 1.83 0.03
01-08-201 76.43 77.22 75.94 76.63 66.86 0.00 0.30 1.83 0.01
01-09-201 76.63 77.19 75.10 76.65 66.88 0.00 0.29 1.79 0.00
01-10-201 76.41 76.43 74.85 74.87 65.33 0.00 0.33 2.10 -0.02
01-11-201 74.36 78.11 73.46 77.64 68.09 0.00 0.45 3.37 0.04
01-12-201 77.37 80.27 77.37 78.35 68.71 0.00 0.51 4.13 0.01
01-01-201 79.01 80.50 79.01 79.83 70.75 0.00 0.51 4.22 0.03
01-02-201 79.87 83.21 79.87 83.00 73.56 0.00 0.52 4.35 0.04
01-03-201 84.15 84.15 82.33 83.09 73.64 0.00 0.74 8.11 0.00
01-04-201 82.96 83.61 81.49 83.45 73.96 0.00 0.80 9.46 0.00
01-05-201 83.59 84.73 82.64 84.62 75.44 0.00 0.89 11.74 0.02
01-06-201 85.27 86.17 84.98 85.15 75.92 0.00 0.98 14.45 0.01
01-07-201 85.35 86.72 84.72 86.47 77.09 0.00 1.07 17.25 0.02
01-08-201 86.68 86.88 85.05 86.73 77.71 0.00 1.01 15.46 0.01
01-09-201 86.91 88.52 86.26 88.52 79.31 0.00 1.03 15.97 0.02
01-10-201 88.86 90.32 88.86 90.13 80.76 0.00 1.07 17.53 0.02
01-11-201 90.27 92.89 89.88 92.89 83.65 0.00 1.23 23.71 0.04
01-12-201 92.71 93.98 92.26 93.45 84.15 0.00 1.32 28.07 0.01
01-01-201 94.23 100.50 94.23 98.80 89.43 0.00 1.41 32.92 0.06
01-02-201 98.75 98.75 90.35 95.15 86.13 0.00 1.57 42.48 -0.04
01-03-201 93.90 97.77 90.87 92.73 83.94 0.00 1.70 51.88 -0.03
01-04-201 90.66 94.68 90.66 92.59 83.81 0.00 1.76 56.83 0.00
01-05-201 92.83 95.74 91.96 94.82 86.28 0.00 1.86 66.29 0.03
01-06-201 95.86 97.72 94.73 95.40 86.81 0.00 1.90 69.64 0.01
01-07-201 95.70 99.52 95.22 98.49 89.62 0.00 1.96 75.47 0.03
01-08-201 98.39 102.11 98.39 101.70 92.98 0.00 2.03 83.73 0.04
01-09-201 101.54 102.83 100.70 102.28 93.51 0.00 2.13 94.53 0.01
01-10-201 102.65 102.69 92.38 94.86 86.72 0.00 2.25 110.44 -0.07
01-11-201 95.86 98.46 92.26 96.79 88.88 0.00 2.33 121.45 0.02
01-12-201 97.85 97.85 81.76 87.10 79.98 0.00 2.37 127.34 -0.10
01-01-201 87.21 94.08 85.07 94.08 87.32 0.00 2.37 128.64 0.09
01-02-201 94.18 97.46 94.18 97.10 90.12 0.00 2.39 130.82 0.03
01-03-201 97.77 99.67 95.70 98.99 91.88 0.00 2.40 133.01 0.02
01-04-201 100.14 102.41 100.01 102.41 95.05 0.00 2.38 129.96 0.03
01-05-201 101.65 102.42 95.90 95.90 89.52 0.00 2.35 125.36 -0.06
01-06-201 95.64 103.07 95.64 102.66 95.83 0.00 2.17 100.04 0.07
01-07-201 103.45 105.23 103.42 103.66 96.76 0.00 2.10 91.19 0.01
01-08-201 102.74 102.74 98.92 102.02 95.67 0.00 1.95 74.69 -0.01
01-09-201 101.32 104.99 101.32 103.92 97.45 0.00 1.89 69.19 0.02
01-10-201 102.65 105.97 100.54 105.66 99.08 0.00 1.65 48.08 0.02
01-11-201 106.69 109.90 106.69 109.49 103.19 0.00 1.54 40.76 0.04
01-12-201 108.55 112.32 107.83 112.02 105.57 0.00 1.54 40.31 0.02
01-01-202 112.98 115.55 111.98 111.98 106.25 0.00 1.52 39.48 0.01
01-02-202 112.79 117.71 102.76 102.76 97.51 0.00 1.52 39.03 -0.08
01-03-202 107.49 108.89 77.93 90.07 85.46 0.00 0.29 1.74 -0.12
01-04-202 86.09 101.97 86.09 101.04 95.87 0.00 0.14 0.68 0.12
01-05-202 98.21 105.85 97.93 105.85 101.03 0.00 0.13 0.62 0.05
01-06-202 106.25 112.44 104.45 107.95 103.03 0.00 0.16 0.81 0.02
01-07-202 108.50 113.66 108.50 113.53 108.36 0.00 0.13 0.61 0.05
01-08-202 114.35 121.94 114.35 121.69 116.68 0.00 0.10 0.49 0.08
01-09-202 122.61 124.51 112.65 117.07 112.25 0.00 0.11 0.51 -0.04
01-10-202 117.70 122.62 113.51 113.51 108.83 0.00 0.10 0.47 -0.03
01-11-202 114.91 126.49 114.91 125.93 121.21 0.00 0.09 0.42 0.11
01-12-202 127.35 130.17 126.34 130.17 125.29 0.00 0.09 0.40 0.03
01-01-202 128.26 133.72 128.26 128.85 124.59 0.00 0.08 0.38 -0.01
01-02-202 130.92 136.60 130.92 132.41 128.04 0.00 0.04 0.18 0.03
01-03-202 135.56 138.24 130.96 138.21 133.64 0.00 0.03 0.13 0.04
01-04-202 139.84 146.20 139.84 145.16 140.36 0.00 0.02 0.09 0.05
01-05-202 145.56 147.00 141.13 146.18 141.76 0.00 0.02 0.07 0.01
01-06-202 146.11 149.59 144.99 149.59 145.07 0.00 0.04 0.15 0.02
01-07-202 150.38 153.54 147.83 152.64 148.03 0.00 0.05 0.23 0.02
01-08-202 152.35 157.47 152.35 157.27 153.02 0.00 0.05 0.24 0.03
01-09-202 157.33 157.81 149.96 149.96 145.91 0.00 0.04 0.18 -0.05
01-10-202 151.15 159.90 149.20 159.90 155.58 0.00 0.05 0.22 0.07
01-11-202 160.19 163.51 158.80 158.80 155.05 0.00 0.05 0.22 0.00
01-12-202 156.93 166.23 156.93 165.32 161.42 0.00 0.06 0.26 0.04
01-01-202 166.37 166.37 150.18 156.76 153.61 0.00 0.15 0.75 -0.05
01-02-202 157.84 159.33 146.86 152.07 149.02 0.00 0.33 2.09 -0.03
01-03-202 149.72 161.21 145.04 157.71 154.55 0.00 0.44 3.34 0.04
01-04-202 158.25 159.53 143.53 143.53 140.65 0.00 0.76 8.66 -0.09
01-05-202 144.35 149.38 135.68 143.79 141.32 0.00 0.98 14.47 0.00
01-06-202 142.73 145.39 127.73 131.92 129.65 0.00 1.49 37.74 -0.08
01-07-202 132.74 143.46 131.60 143.46 141.00 0.00 2.23 108.18 0.09
01-08-202 143.06 149.66 137.61 137.61 135.84 0.00 2.63 172.80 -0.04
01-09-202 138.04 143.09 124.93 124.93 123.32 0.00 3.13 289.00 -0.09
01-10-202 128.17 135.43 124.13 134.43 132.70 0.00 3.72 494.07 0.08
01-11-202 133.88 141.94 129.16 141.94 140.74 0.00 4.15 703.26 0.06
01-12-202 141.84 141.84 131.15 133.12 132.00 0.00 4.25 760.07 -0.06
Monthly Index
Beta Return
CAPM 2
0.00 1.07 -0.01
0.05 1.07 0.05
-0.02 1.07 -0.03
0.01 1.01 0.01
0.01 1.01 0.01
-0.02 1.01 -0.02
0.02 0.86 0.04
-0.06 0.86 -0.01
-0.03 0.86 -0.01
0.08 0.99 0.08
0.00 0.99 0.01
-0.02 0.99 0.00
-0.05 0.91 0.08
0.00 0.91 0.17
0.07 0.91 0.22
0.00 1.14 -0.18
0.02 1.14 -0.20
0.00 1.14 -0.22
0.04 0.71 0.55
0.00 0.71 0.53
0.00 0.71 0.51
-0.02 1.17 -0.37
0.03 1.17 -0.53
0.02 1.17 -0.67
0.02 0.97 0.16
0.04 0.97 0.19
0.00 0.97 0.28
0.01 0.60 3.83
0.01 0.60 4.75
0.00 0.60 5.84
0.02 0.50 8.57
0.00 0.50 7.67
0.02 0.50 7.93
0.02 1.49 -8.56
0.03 1.49 -11.57
0.01 1.49 -13.74
0.06 0.99 0.40
-0.04 0.99 0.40
-0.03 0.99 0.50
0.00 1.36 -20.42
0.02 1.36 -23.79
0.00 1.36 -25.02
 0.04 0.76 18.34
0.03 0.76 20.34
0.00 0.76 22.94
-0.07 1.12 -13.32
0.02 1.12 -14.54
-0.09 1.12 -15.37
0.08 1.20 -25.71
0.03 1.20 -26.21
0.02 1.20 -26.66
0.04 0.90 13.21
-0.07 0.90 12.64
0.07 0.90 10.20
0.01 0.74 24.00
-0.02 0.74 19.64
0.02 0.74 18.22
0.02 1.55 -26.44
0.03 1.55 -22.40
0.03 1.55 -22.15
0.00 1.01 -0.40
-0.08 1.01 -0.47
-0.13 1.01 -0.15
0.13 0.91 0.18
0.05 0.91 0.10
0.02 0.91 0.09
0.06 0.98 0.07
0.07 0.98 0.08
-0.04 0.98 -0.03
-0.03 1.03 -0.04
0.11 1.03 0.10
0.04 1.03 0.03
-0.01 0.94 0.01
0.03 0.94 0.04
0.04 0.94 0.05
0.05 0.98 0.05
0.01 0.98 0.01
0.02 0.98 0.02
0.02 0.99 0.02
0.03 0.99 0.03
-0.05 0.99 -0.05
0.07 0.87 0.09
-0.01 0.87 0.02
0.04 0.87 0.07
-0.05 0.95 -0.01
-0.03 0.95 0.07
0.04 0.95 0.20
-0.09 1.07 -0.68
0.00 1.07 -0.97
-0.08 1.07 -2.62
0.09 0.99 1.27
-0.04 0.99 1.84
-0.09 0.99 3.06
0.08 1.02 -10.66
0.05 1.02 -15.24
-0.06 1.02 -16.59
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 40.78 40.99 39.51 39.51 23.24 0.00 0.03 0.11 0.00
01-02-201 40.03 41.93 40.03 41.61 24.47 0.00 0.02 0.07 0.05
01-03-201 41.84 41.84 40.47 40.74 23.96 0.00 0.03 0.12 -0.02
01-04-201 40.60 41.64 40.60 41.10 24.28 0.00 0.02 0.10 0.01
01-05-201 41.39 41.72 40.85 41.31 24.40 0.00 0.02 0.07 0.01
01-06-201 41.36 41.48 40.05 40.08 23.68 0.00 0.02 0.06 -0.03
01-07-201 40.42 41.26 39.95 40.78 24.19 0.00 0.03 0.14 0.02
01-08-201 40.73 40.85 36.51 38.40 22.78 0.00 0.07 0.32 -0.06
01-09-201 37.32 38.82 36.67 37.47 22.23 0.00 0.02 0.09 -0.02
01-10-201 37.53 41.00 37.53 40.64 24.22 0.00 0.02 0.06 0.09
01-11-201 41.00 41.18 39.72 40.81 24.32 0.00 0.12 0.60 0.00
01-12-201 41.25 41.25 37.56 38.32 22.84 0.00 0.23 1.27 -0.06
01-01-201 37.79 37.91 34.88 36.67 22.90 0.00 0.26 1.48 0.00
01-02-201 36.68 37.04 34.88 36.70 22.92 0.00 0.31 1.97 0.00
01-03-201 37.47 38.96 37.47 38.82 24.24 0.00 0.29 1.80 0.06
01-04-201 39.03 39.80 38.52 39.25 24.63 0.00 0.23 1.27 0.02
01-05-201 39.53 39.75 38.72 39.60 24.85 0.00 0.27 1.64 0.01
01-06-201 39.71 40.35 38.26 39.98 25.09 0.00 0.27 1.60 0.01
01-07-201 40.02 41.14 39.78 40.97 25.83 0.00 0.30 1.83 0.03
01-08-201 40.83 41.37 40.66 40.87 25.76 0.00 0.30 1.83 0.00
01-09-201 40.87 41.15 40.02 40.55 25.56 0.00 0.29 1.79 -0.01
01-10-201 40.48 40.60 39.99 40.08 25.38 0.00 0.33 2.10 -0.01
01-11-201 39.91 42.13 39.46 42.09 26.65 0.00 0.45 3.37 0.05
01-12-201 42.07 43.32 40.81 40.81 25.84 0.00 0.51 4.13 -0.03
01-01-201 41.07 41.72 41.07 41.36 27.49 0.00 0.51 4.22 0.06
01-02-201 41.25 42.78 41.25 42.71 28.38 0.00 0.52 4.35 0.03
01-03-201 43.23 43.23 42.10 42.39 28.17 0.00 0.74 8.11 -0.01
01-04-201 42.32 42.93 41.89 42.74 28.53 0.00 0.80 9.46 0.01
01-05-201 42.74 43.39 42.37 43.34 28.93 0.00 0.89 11.74 0.01
01-06-201 43.61 43.84 42.09 42.21 28.17 0.00 0.98 14.45 -0.03
01-07-201 42.33 43.23 42.23 43.23 29.69 0.00 1.07 17.25 0.05
01-08-201 43.33 43.41 42.67 43.28 29.72 0.00 1.01 15.46 0.00
01-09-201 43.37 44.37 43.13 44.37 30.47 0.00 1.03 15.97 0.03
01-10-201 44.57 45.33 44.57 45.20 31.17 0.00 1.07 17.53 0.02
01-11-201 45.29 46.47 44.82 46.47 32.05 0.00 1.23 23.71 0.03
01-12-201 46.44 47.00 45.38 45.48 31.36 0.00 1.32 28.07 -0.02
01-01-201 45.75 48.60 45.75 47.82 34.25 0.00 1.41 32.92 0.09
01-02-201 47.83 47.83 44.08 45.86 32.84 0.00 1.57 42.48 -0.04
01-03-201 45.31 46.82 43.67 44.66 31.98 0.00 1.70 51.88 -0.03
01-04-201 43.77 45.97 43.77 45.10 32.43 0.00 1.76 56.83 0.01
01-05-201 45.12 46.49 44.66 45.75 32.90 0.00 1.86 66.29 0.01
01-06-201 46.16 47.05 43.87 44.18 31.77 0.00 1.90 69.64 -0.03
01-07-201 44.24 46.01 44.11 45.71 34.09 0.00 1.96 75.47 0.07
01-08-201 45.55 46.66 45.31 46.42 34.61 0.00 2.03 83.73 0.02
01-09-201 46.34 47.12 46.22 46.53 34.70 0.00 2.13 94.53 0.00
01-10-201 46.80 46.93 43.12 44.24 33.13 0.00 2.25 110.44 -0.05
01-11-201 44.64 45.94 43.85 45.65 34.18 0.00 2.33 121.45 0.03
01-12-201 46.02 46.02 38.57 40.91 30.63 0.00 2.37 127.34 -0.10
01-01-201 40.91 43.34 40.04 43.34 33.45 0.00 2.37 128.64 0.09
01-02-201 43.49 44.95 43.49 44.75 34.54 0.00 2.39 130.82 0.03
01-03-201 44.96 45.13 43.95 44.95 34.69 0.00 2.40 133.01 0.00
01-04-201 45.45 46.49 45.39 46.49 36.03 0.00 2.38 129.96 0.04
01-05-201 46.07 46.31 44.02 44.02 34.12 0.00 2.35 125.36 -0.05
01-06-201 44.13 45.97 44.13 45.65 35.38 0.00 2.17 100.04 0.04
01-07-201 45.93 46.76 45.93 46.06 36.57 0.00 2.10 91.19 0.03
01-08-201 45.69 45.69 44.21 45.62 36.22 0.00 1.95 74.69 -0.01
01-09-201 45.27 46.78 45.27 46.19 36.67 0.00 1.89 69.19 0.01
01-10-201 45.61 47.08 44.82 46.88 37.38 0.00 1.65 48.08 0.02
01-11-201 47.25 48.63 47.25 48.44 38.62 0.00 1.54 40.76 0.03
01-12-201 48.00 49.37 47.67 47.95 38.23 0.00 1.54 40.31 -0.01
01-01-202 48.31 49.01 47.33 47.33 39.11 0.00 1.52 39.48 0.02
01-02-202 47.49 49.45 43.21 43.21 35.71 0.00 1.52 39.03 -0.09
01-03-202 45.08 45.89 32.13 37.40 30.91 0.00 0.29 1.74 -0.13
01-04-202 35.86 42.28 35.86 41.76 34.70 0.00 0.14 0.68 0.12
01-05-202 40.68 43.57 40.40 43.57 36.21 0.00 0.13 0.62 0.04
01-06-202 43.56 46.19 42.24 43.35 36.02 0.00 0.16 0.81 -0.01
01-07-202 43.42 45.48 43.23 44.78 37.38 0.00 0.13 0.61 0.04
01-08-202 45.01 47.06 45.01 46.83 39.09 0.00 0.10 0.49 0.05
01-09-202 46.96 47.81 44.39 45.68 38.13 0.00 0.11 0.51 -0.02
01-10-202 45.76 47.57 44.24 44.28 37.12 0.00 0.10 0.47 -0.03
01-11-202 45.00 49.79 45.00 49.24 41.28 0.00 0.09 0.42 0.11
01-12-202 49.79 50.60 48.85 49.95 41.88 0.00 0.09 0.40 0.01
01-01-202 49.27 51.37 49.27 49.46 42.23 0.00 0.08 0.38 0.01
01-02-202 50.06 52.80 50.06 51.41 43.89 0.00 0.04 0.18 0.04
01-03-202 52.53 54.51 51.37 54.01 46.11 0.00 0.03 0.13 0.05
01-04-202 54.53 56.50 54.53 56.10 48.07 0.00 0.02 0.09 0.04
01-05-202 56.51 57.79 55.89 57.58 49.34 0.00 0.02 0.07 0.03
01-06-202 57.58 58.03 54.14 55.50 47.56 0.00 0.04 0.15 -0.04
01-07-202 55.79 56.40 54.48 56.25 49.84 0.00 0.05 0.23 0.05
01-08-202 56.16 57.51 56.16 57.44 50.90 0.00 0.05 0.24 0.02
01-09-202 57.38 57.69 55.05 55.05 48.78 0.00 0.04 0.18 -0.04
01-10-202 55.63 58.77 55.19 58.77 52.26 0.00 0.05 0.22 0.07
01-11-202 58.72 59.81 57.73 57.73 51.33 0.00 0.05 0.22 -0.02
01-12-202 57.39 60.37 57.39 60.21 53.54 0.00 0.06 0.26 0.04
01-01-202 60.22 60.51 56.37 57.85 52.60 0.00 0.15 0.75 -0.02
01-02-202 58.23 58.89 55.36 57.06 51.88 0.00 0.33 2.09 -0.01
01-03-202 56.29 59.77 55.47 58.82 53.48 0.00 0.44 3.34 0.03
01-04-202 59.01 59.12 55.26 55.26 50.42 0.00 0.76 8.66 -0.06
01-05-202 55.44 57.26 53.51 56.39 51.45 0.00 0.98 14.47 0.02
01-06-202 55.99 56.67 48.82 50.47 46.05 0.00 1.49 37.74 -0.10
01-07-202 50.83 53.00 49.69 53.00 50.02 0.00 2.23 108.18 0.09
01-08-202 52.79 54.81 51.42 51.42 48.53 0.00 2.63 172.80 -0.03
01-09-202 51.55 53.10 47.22 47.22 44.56 0.00 3.13 289.00 -0.08
01-10-202 48.52 51.89 47.40 51.65 48.93 0.00 3.72 494.07 0.10
01-11-202 51.62 54.90 50.54 54.90 52.01 0.00 4.15 703.26 0.06
01-12-202 54.76 54.76 51.22 51.74 49.02 0.00 4.25 760.07 -0.06
Monthly Index
Beta Return
CAPM 2
0.00 1.06 -0.01
0.05 1.06 0.05
-0.02 1.06 -0.03
0.01 1.30 -0.02
0.01 1.30 -0.01
-0.02 1.30 -0.04
0.02 0.99 0.02
-0.06 0.99 -0.06
-0.03 0.99 -0.03
0.08 1.38 0.09
0.00 1.38 -0.23
-0.02 1.38 -0.51
-0.05 0.48 0.75
0.00 0.48 1.02
0.07 0.48 0.97
0.00 -0.19 1.52
0.02 -0.19 1.94
0.00 -0.19 1.90
0.04 0.86 0.28
0.00 0.86 0.25
0.00 0.86 0.24
-0.02 0.65 0.72
0.03 0.65 1.19
0.02 0.65 1.45
0.02 1.00 0.01
0.04 1.00 0.03
0.00 1.00 -0.03
0.01 3.94 -27.78
0.01 3.94 -34.46
0.00 3.94 -42.50
0.02 1.92 -15.76
0.00 1.92 -14.16
0.02 1.92 -14.58
0.02 2.47 -25.72
0.03 2.47 -34.78
0.01 2.47 -41.24
0.06 1.32 -10.53
-0.04 1.32 -13.74
-0.03 1.32 -16.75
0.00 1.23 -12.93
0.02 1.23 -15.06
0.00 1.23 -15.84
 0.04 1.46 -34.43
0.03 1.46 -38.21
0.00 1.46 -43.19
-0.07 1.12 -13.17
0.02 1.12 -14.38
-0.09 1.12 -15.20
0.08 1.37 -47.58
0.03 1.37 -48.46
0.02 1.37 -49.29
0.04 0.70 39.59
-0.07 0.70 38.11
0.07 0.70 30.50
0.01 0.75 22.36
-0.02 0.75 18.29
0.02 0.75 16.98
0.02 -0.76 84.74
0.03 -0.76 71.83
0.03 -0.76 71.04
0.00 1.23 -9.01
-0.08 1.23 -9.00
-0.13 1.23 -0.56
0.13 1.13 0.06
0.05 1.13 -0.02
0.02 1.13 -0.08
0.06 0.63 0.26
0.07 0.63 0.22
-0.04 0.63 0.16
-0.03 0.99 -0.02
0.11 0.99 0.11
0.04 0.99 0.04
-0.01 0.82 0.06
0.03 0.82 0.06
0.04 0.82 0.06
0.05 0.91 0.05
0.01 0.91 0.02
0.02 0.91 0.03
0.02 0.97 0.03
0.03 0.97 0.04
-0.05 0.97 -0.04
0.07 1.12 0.05
-0.01 1.12 -0.04
0.04 1.12 0.01
-0.05 0.56 0.30
-0.03 0.56 0.90
0.04 0.56 1.48
-0.09 1.13 -1.26
0.00 1.13 -1.93
-0.08 1.13 -5.13
0.09 0.92 8.21
-0.04 0.92 12.95
-0.09 0.92 21.63
0.08 1.11 -52.82
0.05 1.11 -75.26
-0.06 1.11 -81.46
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 42.41 42.82 41.11 41.94 23.90 0.00 0.03 0.11 0.00
01-02-201 42.36 44.44 42.36 44.25 25.21 0.00 0.02 0.07 0.06
01-03-201 44.61 44.89 43.25 43.88 25.00 0.00 0.03 0.12 -0.01
01-04-201 43.69 45.55 43.69 44.58 25.40 0.00 0.02 0.10 0.02
01-05-201 45.03 45.55 44.41 45.21 25.76 0.00 0.02 0.07 0.01
01-06-201 45.28 45.91 44.27 44.47 25.34 0.00 0.02 0.06 -0.02
01-07-201 44.66 45.81 43.69 45.52 25.94 0.00 0.03 0.14 0.02
01-08-201 45.42 45.61 40.86 43.05 24.53 0.00 0.07 0.32 -0.05
01-09-201 41.89 43.77 40.58 41.49 23.64 0.00 0.02 0.09 -0.04
01-10-201 41.62 45.08 41.62 44.91 25.59 0.00 0.02 0.06 0.08
01-11-201 45.42 45.62 44.02 45.39 25.86 0.00 0.12 0.60 0.01
01-12-201 45.89 45.89 40.87 41.05 23.39 0.00 0.23 1.27 -0.10
01-01-201 40.27 40.27 36.75 37.96 23.57 0.00 0.26 1.48 0.01
01-02-201 38.02 38.02 35.26 37.56 23.32 0.00 0.31 1.97 -0.01
01-03-201 38.50 40.04 38.35 39.99 24.83 0.00 0.29 1.80 0.06
01-04-201 40.23 41.14 39.75 40.67 25.25 0.00 0.23 1.27 0.02
01-05-201 41.02 41.51 40.01 41.51 25.77 0.00 0.27 1.64 0.02
01-06-201 41.59 42.19 39.26 41.14 25.54 0.00 0.27 1.60 -0.01
01-07-201 41.34 42.94 40.97 42.94 26.66 0.00 0.30 1.83 0.04
01-08-201 42.93 43.73 42.65 43.20 26.82 0.00 0.30 1.83 0.01
01-09-201 43.26 43.80 42.54 43.80 27.20 0.00 0.29 1.79 0.01
01-10-201 43.75 43.97 42.89 43.00 26.70 0.00 0.33 2.10 -0.02
01-11-201 42.80 44.37 42.16 44.25 27.48 0.00 0.45 3.37 0.03
01-12-201 43.99 45.39 41.77 41.77 25.94 0.00 0.51 4.13 -0.06
01-01-201 42.14 44.08 42.14 43.67 28.88 0.00 0.51 4.22 0.11
01-02-201 43.75 44.91 43.75 44.70 29.56 0.00 0.52 4.35 0.02
01-03-201 45.29 45.32 44.55 45.16 29.86 0.00 0.74 8.11 0.01
01-04-201 45.08 46.05 44.65 46.04 30.45 0.00 0.80 9.46 0.02
01-05-201 46.26 47.16 45.87 47.05 31.11 0.00 0.89 11.74 0.02
01-06-201 47.32 47.65 46.85 46.91 31.02 0.00 0.98 14.45 0.00
01-07-201 46.80 48.96 46.80 48.47 32.05 0.00 1.07 17.25 0.03
01-08-201 48.55 48.55 47.33 48.47 32.05 0.00 1.01 15.46 0.00
01-09-201 48.56 49.26 48.24 49.26 32.57 0.00 1.03 15.97 0.02
01-10-201 49.34 51.07 49.34 51.07 33.77 0.00 1.07 17.53 0.04
01-11-201 51.18 52.04 50.74 52.04 34.41 0.00 1.23 23.71 0.02
01-12-201 51.87 52.66 49.15 49.22 32.55 0.00 1.32 28.07 -0.05
01-01-201 49.83 53.88 49.83 53.23 37.66 0.00 1.41 32.92 0.16
01-02-201 53.08 53.08 48.93 51.77 36.63 0.00 1.57 42.48 -0.03
01-03-201 51.20 53.58 49.88 50.66 35.84 0.00 1.70 51.88 -0.02
01-04-201 49.49 52.50 49.49 51.39 36.36 0.00 1.76 56.83 0.01
01-05-201 51.60 53.20 51.16 52.86 37.40 0.00 1.86 66.29 0.03
01-06-201 53.39 54.80 53.10 53.63 37.94 0.00 1.90 69.64 0.01
01-07-201 53.71 55.89 53.41 54.65 38.67 0.00 1.96 75.47 0.02
01-08-201 54.55 56.21 54.12 55.92 39.56 0.00 2.03 83.73 0.02
01-09-201 55.65 56.40 54.75 56.29 39.83 0.00 2.13 94.53 0.01
01-10-201 56.41 56.41 49.23 50.89 36.01 0.00 2.25 110.44 -0.10
01-11-201 51.73 53.18 49.21 51.81 36.66 0.00 2.33 121.45 0.02
01-12-201 52.53 52.53 39.77 42.46 30.04 0.00 2.37 127.34 -0.18
01-01-201 42.52 46.44 41.47 46.44 36.86 0.00 2.37 128.64 0.23
01-02-201 46.39 47.69 46.20 47.41 37.63 0.00 2.39 130.82 0.02
01-03-201 47.75 48.87 46.52 48.31 38.34 0.00 2.40 133.01 0.02
01-04-201 48.89 50.34 48.89 50.16 39.81 0.00 2.38 129.96 0.04
01-05-201 49.75 50.15 46.93 46.93 37.25 0.00 2.35 125.36 -0.06
01-06-201 46.33 50.14 46.33 49.97 39.66 0.00 2.17 100.04 0.06
01-07-201 50.40 51.23 50.22 50.22 39.86 0.00 2.10 91.19 0.01
01-08-201 49.78 49.78 47.80 49.02 38.90 0.00 1.95 74.69 -0.02
01-09-201 48.54 50.19 48.54 48.89 38.80 0.00 1.89 69.19 0.00
01-10-201 48.36 50.67 47.65 50.46 40.05 0.00 1.65 48.08 0.03
01-11-201 50.90 52.96 50.90 52.75 41.87 0.00 1.54 40.76 0.05
01-12-201 52.22 54.16 50.60 50.75 40.28 0.00 1.54 40.31 -0.04
01-01-202 51.29 52.74 51.03 51.20 43.55 0.00 1.52 39.48 0.08
01-02-202 51.91 54.96 48.51 48.53 41.28 0.00 1.52 39.03 -0.05
01-03-202 50.25 50.88 38.27 43.08 36.64 0.00 0.29 1.74 -0.11
01-04-202 41.30 49.29 41.30 49.24 41.88 0.00 0.14 0.68 0.14
01-05-202 47.98 52.38 47.98 52.38 44.55 0.00 0.13 0.62 0.06
01-06-202 52.84 54.92 51.91 54.28 46.17 0.00 0.16 0.81 0.04
01-07-202 55.06 58.25 55.06 57.65 49.04 0.00 0.13 0.61 0.06
01-08-202 58.17 62.70 57.68 62.70 53.33 0.00 0.10 0.49 0.09
01-09-202 63.23 63.78 57.83 60.27 51.26 0.00 0.11 0.51 -0.04
01-10-202 61.11 63.56 58.75 58.75 49.97 0.00 0.10 0.47 -0.03
01-11-202 59.25 66.35 59.25 65.97 56.11 0.00 0.09 0.42 0.12
01-12-202 66.77 69.21 66.15 67.03 57.01 0.00 0.09 0.40 0.02
01-01-202 66.25 70.12 66.25 67.02 59.47 0.00 0.08 0.38 0.04
01-02-202 68.50 71.72 68.03 68.09 60.42 0.00 0.04 0.18 0.02
01-03-202 69.82 69.82 65.69 68.68 60.94 0.00 0.03 0.13 0.01
01-04-202 69.73 72.98 69.73 72.42 64.26 0.00 0.02 0.09 0.05
01-05-202 72.07 72.07 68.41 71.94 63.83 0.00 0.02 0.07 -0.01
01-06-202 71.89 74.58 71.11 74.37 65.99 0.00 0.04 0.15 0.03
01-07-202 74.56 75.66 72.55 75.10 66.64 0.00 0.05 0.23 0.01
01-08-202 75.16 77.84 74.56 77.79 69.03 0.00 0.05 0.24 0.04
01-09-202 78.12 78.58 75.08 75.08 66.62 0.00 0.04 0.18 -0.03
01-10-202 75.86 81.59 74.47 81.59 72.40 0.00 0.05 0.22 0.09
01-11-202 82.17 83.37 79.28 79.28 70.35 0.00 0.05 0.22 -0.03
01-12-202 77.61 80.49 70.22 73.71 65.41 0.00 0.06 0.26 -0.07
01-01-202 74.40 74.40 62.59 66.34 63.83 0.00 0.15 0.75 -0.02
01-02-202 67.11 67.42 60.84 63.92 61.50 0.00 0.33 2.09 -0.04
01-03-202 62.80 67.54 58.57 65.81 63.32 0.00 0.44 3.34 0.03
01-04-202 66.19 67.30 57.90 57.90 55.71 0.00 0.76 8.66 -0.12
01-05-202 58.64 60.50 53.08 56.69 54.55 0.00 0.98 14.47 -0.02
01-06-202 56.17 57.59 49.85 51.34 49.40 0.00 1.49 37.74 -0.09
01-07-202 51.79 56.57 51.24 56.57 54.43 0.00 2.23 108.18 0.10
01-08-202 56.44 59.64 54.64 54.64 52.57 0.00 2.63 172.80 -0.03
01-09-202 54.50 57.14 49.95 49.95 48.06 0.00 3.13 289.00 -0.09
01-10-202 50.88 52.77 48.89 52.22 50.25 0.00 3.72 494.07 0.05
01-11-202 52.04 54.59 50.03 54.59 52.53 0.00 4.15 703.26 0.05
01-12-202 54.67 54.69 48.20 49.09 47.23 0.00 4.25 760.07 -0.10
Monthly Index
Beta Return
CAPM 2
0.00 0.94 0.01
0.05 0.94 0.05
-0.02 0.94 -0.01
0.01 1.05 0.01
0.01 1.05 0.01
-0.02 1.05 -0.02
0.02 1.00 0.02
-0.06 1.00 -0.06
-0.03 1.00 -0.03
0.08 1.53 0.09
0.00 1.53 -0.32
-0.02 1.53 -0.70
-0.05 0.51 0.70
0.00 0.51 0.96
0.07 0.51 0.91
0.00 0.83 0.22
0.02 0.83 0.29
0.00 0.83 0.27
0.04 0.84 0.32
0.00 0.84 0.29
0.00 0.84 0.28
-0.02 0.41 1.24
0.03 0.41 2.01
0.02 0.41 2.46
0.02 0.33 2.82
0.04 0.33 2.92
0.00 0.33 5.42
0.01 2.37 -12.93
0.01 2.37 -16.04
0.00 2.37 -19.78
0.02 1.24 -4.10
0.00 1.24 -3.69
0.02 1.24 -3.79
0.02 3.66 -46.54
0.03 3.66 -62.93
0.01 3.66 -74.61
0.06 1.90 -29.51
-0.04 1.90 -38.31
-0.03 1.90 -46.75
0.00 0.71 16.72
0.02 0.71 19.51
0.00 0.71 20.48
 0.04 0.37 47.83
0.03 0.37 53.06
0.00 0.37 59.90
-0.07 1.64 -70.84
0.02 1.64 -77.74
-0.09 1.64 -81.69
0.08 3.68 -343.98
0.03 3.68 -350.02
0.02 3.68 -355.90
0.04 0.93 9.71
-0.07 0.93 9.26
0.07 0.93 7.51
0.01 0.63 33.67
-0.02 0.63 27.56
0.02 0.63 25.56
0.02 -2.84 184.47
0.03 -2.84 156.35
0.03 -2.84 154.63
0.00 1.51 -19.95
-0.08 1.51 -19.84
-0.13 1.51 -1.07
0.13 0.97 0.14
0.05 0.97 0.06
0.02 0.97 0.04
0.06 1.09 0.01
0.07 1.09 0.03
-0.04 1.09 -0.09
-0.03 1.06 -0.06
0.11 1.06 0.09
0.04 1.06 0.02
-0.01 -0.68 0.65
0.03 -0.68 0.29
0.04 -0.68 0.19
0.05 1.33 0.04
0.01 1.33 -0.01
0.02 1.33 -0.02
0.02 0.79 0.06
0.03 0.79 0.07
-0.05 0.79 0.00
0.07 1.21 0.04
-0.01 1.21 -0.06
0.04 1.21 -0.01
-0.05 0.69 0.20
-0.03 0.69 0.63
0.04 0.69 1.07
-0.09 1.03 -0.37
0.00 1.03 -0.47
-0.08 1.03 -1.30
0.09 1.04 -4.61
-0.04 1.04 -7.55
-0.09 1.04 -12.65
0.08 1.12 -59.69
0.05 1.12 -85.03
-0.06 1.12 -92.03
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 27.78 28.03 27.01 27.37 16.49 0.00 0.03 0.11 0.00
01-02-201 27.61 28.93 27.61 28.83 17.37 0.00 0.02 0.07 0.05
01-03-201 29.06 29.06 28.10 28.47 17.15 0.00 0.03 0.12 -0.01
01-04-201 28.34 29.39 28.34 28.87 17.40 0.00 0.02 0.10 0.01
01-05-201 29.16 29.69 28.81 29.42 17.73 0.00 0.02 0.07 0.02
01-06-201 29.46 29.83 27.97 28.07 16.91 0.00 0.02 0.06 -0.05
01-07-201 28.16 28.62 27.58 28.37 17.66 0.00 0.03 0.14 0.04
01-08-201 28.25 28.42 25.46 26.77 16.67 0.00 0.07 0.32 -0.06
01-09-201 26.04 26.94 25.11 25.69 15.99 0.00 0.02 0.09 -0.04
01-10-201 25.75 27.56 25.75 27.50 17.12 0.00 0.02 0.06 0.07
01-11-201 27.80 27.90 26.85 27.72 17.26 0.00 0.12 0.60 0.01
01-12-201 27.97 27.97 25.28 25.74 16.03 0.00 0.23 1.27 -0.07
01-01-201 25.38 25.38 23.42 24.18 15.84 0.00 0.26 1.48 -0.01
01-02-201 24.21 24.43 22.86 24.27 15.90 0.00 0.31 1.97 0.00
01-03-201 24.83 25.88 24.83 25.86 16.94 0.00 0.29 1.80 0.07
01-04-201 25.99 26.60 25.69 26.17 17.14 0.00 0.23 1.27 0.01
01-05-201 26.36 26.62 25.69 26.62 17.44 0.00 0.27 1.64 0.02
01-06-201 26.67 26.99 24.72 25.76 16.87 0.00 0.27 1.60 -0.03
01-07-201 25.88 26.66 25.62 26.66 17.81 0.00 0.30 1.83 0.06
01-08-201 26.61 27.22 26.42 26.90 17.97 0.00 0.30 1.83 0.01
01-09-201 26.90 27.09 26.34 27.03 18.06 0.00 0.29 1.79 0.00
01-10-201 27.01 27.15 26.38 26.38 17.63 0.00 0.33 2.10 -0.02
01-11-201 26.27 27.35 25.99 27.31 18.25 0.00 0.45 3.37 0.04
01-12-201 27.17 27.90 27.01 27.01 18.05 0.00 0.51 4.13 -0.01
01-01-201 27.24 28.13 27.24 27.91 18.99 0.00 0.51 4.22 0.05
01-02-201 27.94 28.79 27.94 28.58 19.45 0.00 0.52 4.35 0.02
01-03-201 28.95 28.95 28.36 28.61 19.47 0.00 0.74 8.11 0.00
01-04-201 28.55 29.08 28.26 29.00 19.73 0.00 0.80 9.46 0.01
01-05-201 29.08 29.40 28.78 29.35 19.97 0.00 0.89 11.74 0.01
01-06-201 29.55 29.69 28.92 29.00 19.73 0.00 0.98 14.45 -0.01
01-07-201 29.02 29.99 29.02 29.76 20.55 0.00 1.07 17.25 0.04
01-08-201 29.81 29.81 29.02 29.67 20.49 0.00 1.01 15.46 0.00
01-09-201 29.73 30.63 29.56 30.63 21.15 0.00 1.03 15.97 0.03
01-10-201 30.74 31.51 30.74 31.48 21.74 0.00 1.07 17.53 0.03
01-11-201 31.55 32.16 31.33 32.16 22.21 0.00 1.23 23.71 0.02
01-12-201 32.04 32.28 31.22 31.22 21.56 0.00 1.32 28.07 -0.03
01-01-201 31.62 34.12 31.62 33.46 24.03 0.00 1.41 32.92 0.11
01-02-201 33.55 33.55 31.13 32.78 23.54 0.00 1.57 42.48 -0.02
01-03-201 32.43 34.00 31.79 32.24 23.15 0.00 1.70 51.88 -0.02
01-04-201 31.50 33.31 31.50 32.56 23.38 0.00 1.76 56.83 0.01
01-05-201 32.65 33.79 32.39 33.50 24.06 0.00 1.86 66.29 0.03
01-06-201 33.82 34.49 32.71 32.99 23.69 0.00 1.90 69.64 -0.02
01-07-201 33.00 34.05 32.86 33.55 24.70 0.00 1.96 75.47 0.04
01-08-201 33.49 34.50 33.29 34.37 25.31 0.00 2.03 83.73 0.02
01-09-201 34.22 34.88 33.88 34.88 25.68 0.00 2.13 94.53 0.01
01-10-201 34.97 34.97 30.77 31.60 23.27 0.00 2.25 110.44 -0.09
01-11-201 32.13 32.99 30.82 32.43 23.88 0.00 2.33 121.45 0.03
01-12-201 32.84 32.84 25.94 27.65 20.36 0.00 2.37 127.34 -0.15
01-01-201 27.59 29.86 26.91 29.86 23.71 0.00 2.37 128.64 0.16
01-02-201 29.90 30.76 29.85 30.59 24.28 0.00 2.39 130.82 0.02
01-03-201 30.83 31.46 29.96 31.15 24.73 0.00 2.40 133.01 0.02
01-04-201 31.52 32.21 31.52 32.18 25.55 0.00 2.38 129.96 0.03
01-05-201 31.90 32.15 30.06 30.06 23.86 0.00 2.35 125.36 -0.07
01-06-201 29.83 32.00 29.83 31.93 25.35 0.00 2.17 100.04 0.06
01-07-201 32.20 32.55 32.02 32.06 25.60 0.00 2.10 91.19 0.01
01-08-201 31.69 31.69 30.49 31.33 25.01 0.00 1.95 74.69 -0.02
01-09-201 31.03 32.00 31.03 31.24 24.94 0.00 1.89 69.19 0.00
01-10-201 30.86 32.12 30.39 32.02 25.56 0.00 1.65 48.08 0.02
01-11-201 32.33 33.70 32.33 33.56 26.79 0.00 1.54 40.76 0.05
01-12-201 33.23 34.34 33.06 33.26 26.55 0.00 1.54 40.31 -0.01
01-01-202 33.50 34.42 33.08 33.08 27.57 0.00 1.52 39.48 0.04
01-02-202 33.41 35.18 31.18 31.18 25.99 0.00 1.52 39.03 -0.06
01-03-202 32.26 32.71 24.26 27.51 22.93 0.00 0.29 1.74 -0.12
01-04-202 26.34 31.38 26.34 31.21 26.01 0.00 0.14 0.68 0.13
01-05-202 30.44 33.00 30.44 33.00 27.50 0.00 0.13 0.62 0.06
01-06-202 33.19 34.55 32.48 33.30 27.75 0.00 0.16 0.81 0.01
01-07-202 33.65 35.15 33.65 34.80 29.51 0.00 0.13 0.61 0.06
01-08-202 35.05 36.57 34.98 36.48 30.94 0.00 0.10 0.49 0.05
01-09-202 36.83 37.32 34.18 35.35 29.98 0.00 0.11 0.51 -0.03
01-10-202 35.65 37.06 34.52 34.52 29.27 0.00 0.10 0.47 -0.02
01-11-202 34.91 38.18 34.91 37.96 32.19 0.00 0.09 0.42 0.10
01-12-202 38.36 38.92 38.06 38.73 32.84 0.00 0.09 0.40 0.02
01-01-202 38.17 40.09 38.17 38.55 33.48 0.00 0.08 0.38 0.02
01-02-202 39.17 41.20 39.17 39.78 34.55 0.00 0.04 0.18 0.03
01-03-202 40.65 40.84 39.01 40.56 35.23 0.00 0.03 0.13 0.02
01-04-202 41.23 42.94 41.23 42.60 37.00 0.00 0.02 0.09 0.05
01-05-202 42.57 42.68 40.76 42.65 37.04 0.00 0.02 0.07 0.00
01-06-202 42.54 43.08 41.03 42.25 36.70 0.00 0.04 0.15 -0.01
01-07-202 42.48 43.19 41.48 43.07 38.79 0.00 0.05 0.23 0.06
01-08-202 43.01 44.52 42.80 44.46 40.04 0.00 0.05 0.24 0.03
01-09-202 44.62 44.80 42.90 42.90 38.64 0.00 0.04 0.18 -0.04
01-10-202 43.41 46.15 42.65 46.15 41.56 0.00 0.05 0.22 0.08
01-11-202 46.14 47.44 44.73 44.73 40.28 0.00 0.05 0.22 -0.03
01-12-202 43.97 45.89 42.95 44.97 40.50 0.00 0.06 0.26 0.01
01-01-202 44.78 44.78 37.96 40.18 37.16 0.00 0.15 0.75 -0.08
01-02-202 40.63 41.11 37.32 38.99 36.06 0.00 0.33 2.09 -0.03
01-03-202 38.38 40.51 35.88 39.38 36.42 0.00 0.44 3.34 0.01
01-04-202 39.55 40.03 34.95 34.95 32.32 0.00 0.76 8.66 -0.11
01-05-202 35.32 36.23 32.20 34.41 31.83 0.00 0.98 14.47 -0.02
01-06-202 33.99 34.92 28.23 29.39 27.18 0.00 1.49 37.74 -0.15
01-07-202 29.69 32.24 29.41 32.24 32.17 0.00 2.23 108.18 0.18
01-08-202 32.23 33.89 30.83 30.83 30.77 0.00 2.63 172.80 -0.04
01-09-202 30.84 32.23 28.19 28.19 28.13 0.00 3.13 289.00 -0.09
01-10-202 28.85 29.87 27.71 29.58 29.52 0.00 3.72 494.07 0.05
01-11-202 29.43 31.26 28.25 31.26 31.19 0.00 4.15 703.26 0.06
01-12-202 31.41 31.41 29.19 29.72 29.66 0.00 4.25 760.07 -0.05
Monthly Index
Beta Return
CAPM 2
0.00 0.96 0.00
0.05 0.96 0.05
-0.02 0.96 -0.02
0.01 2.08 -0.08
0.01 2.08 -0.05
-0.02 2.08 -0.11
0.02 1.30 -0.01
-0.06 1.30 -0.18
-0.03 1.30 -0.07
0.08 1.24 0.08
0.00 1.24 -0.14
-0.02 1.24 -0.33
-0.05 0.66 0.47
0.00 0.66 0.67
0.07 0.66 0.66
0.00 1.37 -0.47
0.02 1.37 -0.57
0.00 1.37 -0.59
0.04 1.22 -0.35
0.00 1.22 -0.40
0.00 1.22 -0.39
-0.02 0.94 0.11
0.03 0.94 0.23
0.02 0.94 0.26
0.02 0.57 1.81
0.04 0.57 1.88
0.00 0.57 3.46
0.01 2.48 -13.95
0.01 2.48 -17.31
0.00 2.48 -21.36
0.02 2.00 -17.14
0.00 2.00 -15.40
0.02 2.00 -15.86
0.02 2.54 -26.97
0.03 2.54 -36.47
0.01 2.54 -43.24
0.06 1.39 -12.80
-0.04 1.39 -16.68
-0.03 1.39 -20.34
0.00 1.58 -32.73
0.02 1.58 -38.15
0.00 1.58 -40.11
 0.04 0.61 29.39
0.03 0.61 32.60
0.00 0.61 36.78
-0.07 1.50 -55.85
0.02 1.50 -61.27
-0.09 1.50 -64.40
0.08 2.55 -199.49
0.03 2.55 -203.01
0.02 2.55 -206.43
0.04 0.91 11.63
-0.07 0.91 11.12
0.07 0.91 8.99
0.01 0.63 33.48
-0.02 0.63 27.40
0.02 0.63 25.41
0.02 -0.54 73.98
0.03 -0.54 62.72
0.03 -0.54 62.02
0.00 1.20 -7.86
-0.08 1.20 -7.86
-0.13 1.20 -0.50
0.13 1.10 0.07
0.05 1.10 -0.01
0.02 1.10 -0.06
0.06 0.81 0.16
0.07 0.81 0.15
-0.04 0.81 0.06
-0.03 0.88 0.03
0.11 0.88 0.15
0.04 0.88 0.08
-0.01 0.09 0.34
0.03 0.09 0.17
0.04 0.09 0.12
0.05 1.40 0.04
0.01 1.40 -0.02
0.02 1.40 -0.03
0.02 1.02 0.02
0.03 1.02 0.03
-0.05 1.02 -0.05
0.07 1.27 0.03
-0.01 1.27 -0.07
0.04 1.27 -0.02
-0.05 0.91 0.02
-0.03 0.91 0.17
0.04 0.91 0.35
-0.09 1.29 -2.63
0.00 1.29 -4.20
-0.08 1.29 -11.05
0.09 1.55 -58.97
-0.04 1.55 -94.48
-0.09 1.55 -158.05
0.08 0.77 111.57
0.05 0.77 158.77
-0.06 0.77 171.50
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 37.01 37.29 36.07 36.07 24.07 0.00 0.03 0.11 0.00
01-02-201 36.48 37.78 36.48 37.53 25.05 0.00 0.02 0.07 0.04
01-03-201 37.70 37.70 36.36 36.85 24.60 0.00 0.03 0.12 -0.02
01-04-201 36.71 37.76 36.71 37.28 25.00 0.00 0.02 0.10 0.02
01-05-201 37.59 37.92 37.12 37.41 25.09 0.00 0.02 0.07 0.00
01-06-201 37.43 37.54 36.21 36.26 24.32 0.00 0.02 0.06 -0.03
01-07-201 36.48 37.06 35.89 36.71 24.74 0.00 0.03 0.14 0.02
01-08-201 36.62 36.87 33.13 34.68 23.37 0.00 0.07 0.32 -0.06
01-09-201 33.76 34.91 32.91 33.58 22.63 0.00 0.02 0.09 -0.03
01-10-201 33.56 36.19 33.56 36.04 24.41 0.00 0.02 0.06 0.08
01-11-201 36.41 36.51 35.23 36.08 24.44 0.00 0.12 0.60 0.00
01-12-201 36.34 36.34 33.11 33.72 22.84 0.00 0.23 1.27 -0.07
01-01-201 33.32 33.39 31.27 32.72 23.25 0.00 0.26 1.48 0.02
01-02-201 32.69 33.14 31.46 32.83 23.33 0.00 0.31 1.97 0.00
01-03-201 33.41 34.85 33.41 34.76 24.70 0.00 0.29 1.80 0.06
01-04-201 34.91 35.60 34.54 35.25 25.18 0.00 0.23 1.27 0.02
01-05-201 35.48 35.73 34.83 35.67 25.48 0.00 0.27 1.64 0.01
01-06-201 35.70 36.21 34.69 36.21 25.87 0.00 0.27 1.60 0.02
01-07-201 36.28 37.14 36.10 37.14 26.66 0.00 0.30 1.83 0.03
01-08-201 37.08 37.37 36.91 36.99 26.55 0.00 0.30 1.83 0.00
01-09-201 36.99 37.35 36.25 36.75 26.38 0.00 0.29 1.79 -0.01
01-10-201 36.65 36.65 35.93 35.93 25.92 0.00 0.33 2.10 -0.02
01-11-201 35.72 37.28 35.33 37.18 26.82 0.00 0.45 3.37 0.03
01-12-201 37.04 38.23 36.68 36.68 26.46 0.00 0.51 4.13 -0.01
01-01-201 36.88 37.45 36.88 37.20 27.72 0.00 0.51 4.22 0.05
01-02-201 37.14 38.51 37.14 38.44 28.65 0.00 0.52 4.35 0.03
01-03-201 38.82 38.82 38.00 38.16 28.44 0.00 0.74 8.11 -0.01
01-04-201 38.10 38.47 37.75 38.26 28.65 0.00 0.80 9.46 0.01
01-05-201 38.24 38.69 37.86 38.69 28.97 0.00 0.89 11.74 0.01
01-06-201 38.95 39.21 38.69 38.78 29.04 0.00 0.98 14.45 0.00
01-07-201 38.88 39.47 38.72 39.47 29.69 0.00 1.07 17.25 0.02
01-08-201 39.52 39.62 38.96 39.53 29.74 0.00 1.01 15.46 0.00
01-09-201 39.59 40.49 39.37 40.49 30.46 0.00 1.03 15.97 0.02
01-10-201 40.65 41.11 40.65 40.80 30.83 0.00 1.07 17.53 0.01
01-11-201 40.88 42.09 40.68 42.09 31.81 0.00 1.23 23.71 0.03
01-12-201 42.10 42.40 40.56 40.63 30.70 0.00 1.32 28.07 -0.03
01-01-201 40.89 43.13 40.89 42.33 33.49 0.00 1.41 32.92 0.09
01-02-201 42.41 42.41 39.27 40.70 32.20 0.00 1.57 42.48 -0.04
01-03-201 40.30 41.43 38.74 39.57 31.31 0.00 1.70 51.88 -0.03
01-04-201 38.81 40.44 38.81 39.81 31.64 0.00 1.76 56.83 0.01
01-05-201 39.81 40.89 39.39 40.34 32.06 0.00 1.86 66.29 0.01
01-06-201 40.61 41.25 40.07 40.45 32.15 0.00 1.90 69.64 0.00
01-07-201 40.48 41.88 40.43 41.82 33.39 0.00 1.96 75.47 0.04
01-08-201 41.71 42.72 41.60 42.52 33.95 0.00 2.03 83.73 0.02
01-09-201 42.42 42.97 42.36 42.65 34.05 0.00 2.13 94.53 0.00
01-10-201 42.89 42.95 40.13 40.77 32.69 0.00 2.25 110.44 -0.04
01-11-201 41.06 42.16 40.71 42.16 33.81 0.00 2.33 121.45 0.03
01-12-201 42.33 42.33 35.49 37.33 29.93 0.00 2.37 127.34 -0.11
01-01-201 37.23 39.12 36.66 39.12 32.95 0.00 2.37 128.64 0.10
01-02-201 39.22 40.25 39.21 40.20 33.86 0.00 2.39 130.82 0.03
01-03-201 40.32 40.55 39.56 40.48 34.09 0.00 2.40 133.01 0.01
01-04-201 40.78 41.35 40.75 41.35 34.99 0.00 2.38 129.96 0.03
01-05-201 40.99 41.23 39.69 39.69 33.59 0.00 2.35 125.36 -0.04
01-06-201 39.89 41.85 39.89 41.53 35.15 0.00 2.17 100.04 0.05
01-07-201 41.74 42.24 41.74 41.77 35.51 0.00 2.10 91.19 0.01
01-08-201 41.49 41.75 40.49 41.75 35.50 0.00 1.95 74.69 0.00
01-09-201 41.55 42.61 41.55 42.37 36.02 0.00 1.89 69.19 0.01
01-10-201 41.88 42.69 41.19 42.58 36.37 0.00 1.65 48.08 0.01
01-11-201 42.86 43.85 42.86 43.72 37.35 0.00 1.54 40.76 0.03
01-12-201 43.41 44.37 42.88 43.31 37.00 0.00 1.54 40.31 -0.01
01-01-202 43.43 44.06 42.82 42.82 37.82 0.00 1.52 39.48 0.02
01-02-202 42.99 44.29 39.52 39.52 34.91 0.00 1.52 39.03 -0.08
01-03-202 41.08 41.75 30.90 35.19 31.08 0.00 0.29 1.74 -0.11
01-04-202 33.95 38.82 33.95 38.39 34.11 0.00 0.14 0.68 0.10
01-05-202 37.56 39.64 37.27 39.64 35.22 0.00 0.13 0.62 0.03
01-06-202 39.68 41.76 38.58 39.55 35.14 0.00 0.16 0.81 0.00
01-07-202 39.69 41.41 39.47 40.97 36.58 0.00 0.13 0.61 0.04
01-08-202 41.16 42.64 41.16 42.49 37.94 0.00 0.10 0.49 0.04
01-09-202 42.49 43.16 40.18 41.24 36.82 0.00 0.11 0.51 -0.03
01-10-202 41.26 42.82 39.91 39.96 35.85 0.00 0.10 0.47 -0.03
01-11-202 40.54 44.30 40.54 43.77 39.27 0.00 0.09 0.42 0.10
01-12-202 44.11 44.57 43.50 44.39 39.83 0.00 0.09 0.40 0.01
01-01-202 43.83 45.53 43.83 44.04 39.73 0.00 0.08 0.38 0.00
01-02-202 44.38 46.24 44.38 44.97 40.56 0.00 0.04 0.18 0.02
01-03-202 45.78 48.04 45.11 47.66 42.99 0.00 0.03 0.13 0.06
01-04-202 48.04 49.50 48.04 49.28 44.64 0.00 0.02 0.09 0.04
01-05-202 49.67 50.61 49.24 50.19 45.46 0.00 0.02 0.07 0.02
01-06-202 50.09 50.48 48.82 49.90 45.20 0.00 0.04 0.15 -0.01
01-07-202 50.20 50.68 49.31 50.58 46.00 0.00 0.05 0.23 0.02
01-08-202 50.45 51.55 50.42 51.44 46.78 0.00 0.05 0.24 0.02
01-09-202 51.39 51.71 49.52 49.52 45.03 0.00 0.04 0.18 -0.04
01-10-202 49.99 52.56 49.79 52.54 47.97 0.00 0.05 0.22 0.07
01-11-202 52.61 53.27 51.53 51.53 47.05 0.00 0.05 0.22 -0.02
01-12-202 51.29 53.51 50.83 52.87 48.27 0.00 0.06 0.26 0.03
01-01-202 52.84 53.14 50.71 51.86 49.07 0.00 0.15 0.75 0.02
01-02-202 52.12 52.61 49.87 51.15 48.39 0.00 0.33 2.09 -0.01
01-03-202 50.62 53.42 50.14 52.67 49.83 0.00 0.44 3.34 0.03
01-04-202 52.89 53.36 50.28 50.28 47.76 0.00 0.76 8.66 -0.04
01-05-202 50.25 51.75 49.01 51.25 48.68 0.00 0.98 14.47 0.02
01-06-202 50.95 51.61 46.21 48.04 45.63 0.00 1.49 37.74 -0.06
01-07-202 48.48 49.92 47.23 49.92 47.61 0.00 2.23 108.18 0.04
01-08-202 49.75 51.61 48.61 48.61 46.36 0.00 2.63 172.80 -0.03
01-09-202 48.82 50.17 44.86 44.86 42.79 0.00 3.13 289.00 -0.08
01-10-202 46.03 48.94 44.99 48.71 46.65 0.00 3.72 494.07 0.09
01-11-202 48.71 51.53 47.81 51.53 49.36 0.00 4.15 703.26 0.06
01-12-202 51.51 51.57 47.69 48.17 46.14 0.00 4.25 760.07 -0.07
Monthly Index
Beta Return
CAPM 2
0.00 0.83 0.02
0.05 0.83 0.05
-0.02 0.83 0.00
0.01 1.36 -0.02
0.01 1.36 -0.01
-0.02 1.36 -0.05
0.02 0.91 0.03
-0.06 0.91 -0.03
-0.03 0.91 -0.02
0.08 1.31 0.09
0.00 1.31 -0.18
-0.02 1.31 -0.42
-0.05 0.37 0.92
0.00 0.37 1.24
0.07 0.37 1.16
0.00 -0.27 1.61
0.02 -0.27 2.07
0.00 -0.27 2.02
0.04 0.90 0.22
0.00 0.90 0.18
0.00 0.90 0.18
-0.02 0.78 0.45
0.03 0.78 0.78
0.02 0.78 0.94
0.02 1.02 -0.04
0.04 1.02 -0.03
0.00 1.02 -0.13
0.01 0.70 2.88
0.01 0.70 3.58
0.00 0.70 4.40
0.02 1.09 -1.60
0.00 1.09 -1.46
0.02 1.09 -1.48
0.02 3.32 -40.52
0.03 3.32 -54.79
0.01 3.32 -64.96
0.06 1.30 -9.93
-0.04 1.30 -12.97
-0.03 1.30 -15.82
0.00 0.33 37.86
0.02 0.33 44.17
0.00 0.33 46.39
 0.04 0.79 16.01
0.03 0.79 17.75
0.00 0.79 20.01
-0.07 1.19 -21.02
0.02 1.19 -23.00
-0.09 1.19 -24.25
0.08 1.53 -67.94
0.03 1.53 -69.17
0.02 1.53 -70.34
0.04 0.61 50.13
-0.07 0.61 48.29
0.07 0.61 38.62
0.01 0.38 56.63
-0.02 0.38 46.37
0.02 0.38 42.97
0.02 -0.10 52.76
0.03 -0.10 44.73
0.03 -0.10 44.23
0.00 1.04 -1.42
-0.08 1.04 -1.49
-0.13 1.04 -0.20
0.13 0.89 0.19
0.05 0.89 0.11
0.02 0.89 0.11
0.06 0.65 0.26
0.07 0.65 0.22
-0.04 0.65 0.16
-0.03 0.87 0.03
0.11 0.87 0.15
0.04 0.87 0.09
-0.01 1.06 -0.03
0.03 1.06 0.02
0.04 1.06 0.03
0.05 0.72 0.06
0.01 0.72 0.03
0.02 0.72 0.06
0.02 0.72 0.08
0.03 0.72 0.09
-0.05 0.72 0.01
0.07 1.04 0.06
-0.01 1.04 -0.02
0.04 1.04 0.03
-0.05 0.27 0.53
-0.03 0.27 1.52
0.04 0.27 2.45
-0.09 0.81 1.57
0.00 0.81 2.75
-0.08 0.81 7.09
0.09 0.64 38.64
-0.04 0.64 61.60
-0.09 0.64 103.01
0.08 1.11 -55.95
0.05 1.11 -79.71
-0.06 1.11 -86.27
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 42.23 42.64 40.93 41.76 23.27 0.00 0.03 0.11 0.00
01-02-201 42.18 44.26 42.18 44.07 24.55 0.00 0.02 0.07 0.06
01-03-201 44.43 44.71 43.08 43.70 24.35 0.00 0.03 0.12 -0.01
01-04-201 43.52 45.38 43.52 44.41 24.74 0.00 0.02 0.10 0.02
01-05-201 44.86 45.38 44.25 45.05 25.10 0.00 0.02 0.07 0.01
01-06-201 45.12 45.75 44.11 44.32 24.69 0.00 0.02 0.06 -0.02
01-07-201 44.51 45.65 43.54 45.37 25.28 0.00 0.03 0.14 0.02
01-08-201 45.27 45.46 40.73 42.92 23.91 0.00 0.07 0.32 -0.05
01-09-201 41.76 43.64 40.46 41.36 23.04 0.00 0.02 0.09 -0.04
01-10-201 41.50 44.95 41.50 44.78 24.95 0.00 0.02 0.06 0.08
01-11-201 45.29 45.50 43.89 45.27 25.22 0.00 0.12 0.60 0.01
01-12-201 45.76 45.76 40.67 40.84 22.75 0.00 0.23 1.27 -0.10
01-01-201 40.08 40.08 36.57 37.78 22.99 0.00 0.26 1.48 0.01
01-02-201 37.83 37.83 35.09 37.39 22.75 0.00 0.31 1.97 -0.01
01-03-201 38.32 39.86 38.17 39.81 24.22 0.00 0.29 1.80 0.06
01-04-201 40.05 40.96 39.57 40.49 24.64 0.00 0.23 1.27 0.02
01-05-201 40.84 41.34 39.84 41.34 25.16 0.00 0.27 1.64 0.02
01-06-201 41.41 42.01 39.10 40.97 24.93 0.00 0.27 1.60 -0.01
01-07-201 41.18 42.77 40.81 42.77 26.03 0.00 0.30 1.83 0.04
01-08-201 42.76 43.57 42.48 43.04 26.19 0.00 0.30 1.83 0.01
01-09-201 43.10 43.65 42.39 43.65 26.56 0.00 0.29 1.79 0.01
01-10-201 43.60 43.82 42.74 42.85 26.07 0.00 0.33 2.10 -0.02
01-11-201 42.66 44.23 42.01 44.10 26.84 0.00 0.45 3.37 0.03
01-12-201 43.84 45.24 41.55 41.55 25.28 0.00 0.51 4.13 -0.06
01-01-201 41.91 43.85 41.91 43.44 28.22 0.00 0.51 4.22 0.12
01-02-201 43.52 44.68 43.52 44.48 28.89 0.00 0.52 4.35 0.02
01-03-201 45.07 45.10 44.33 44.93 29.19 0.00 0.74 8.11 0.01
01-04-201 44.86 45.83 44.43 45.82 29.77 0.00 0.80 9.46 0.02
01-05-201 46.04 46.94 45.66 46.84 30.43 0.00 0.89 11.74 0.02
01-06-201 47.10 47.44 46.65 46.71 30.34 0.00 0.98 14.45 0.00
01-07-201 46.60 48.75 46.60 48.27 31.36 0.00 1.07 17.25 0.03
01-08-201 48.35 48.35 47.14 48.28 31.36 0.00 1.01 15.46 0.00
01-09-201 48.36 49.07 48.05 49.07 31.88 0.00 1.03 15.97 0.02
01-10-201 49.15 50.89 49.15 50.89 33.06 0.00 1.07 17.53 0.04
01-11-201 51.00 51.86 50.56 51.86 33.69 0.00 1.23 23.71 0.02
01-12-201 51.69 52.49 48.84 48.91 31.77 0.00 1.32 28.07 -0.06
01-01-201 49.52 53.55 49.52 52.90 36.87 0.00 1.41 32.92 0.16
01-02-201 52.75 52.75 48.63 51.47 35.88 0.00 1.57 42.48 -0.03
01-03-201 50.90 53.27 49.60 50.37 35.11 0.00 1.70 51.88 -0.02
01-04-201 49.21 52.20 49.21 51.11 35.63 0.00 1.76 56.83 0.01
01-05-201 51.31 52.91 50.87 52.57 36.64 0.00 1.86 66.29 0.03
01-06-201 53.11 54.51 52.82 53.36 37.19 0.00 1.90 69.64 0.02
01-07-201 53.43 55.61 53.13 54.37 37.90 0.00 1.96 75.47 0.02
01-08-201 54.28 55.94 53.86 55.65 38.79 0.00 2.03 83.73 0.02
01-09-201 55.38 56.13 54.49 56.03 39.06 0.00 2.13 94.53 0.01
01-10-201 56.15 56.15 49.02 50.67 35.32 0.00 2.25 110.44 -0.10
01-11-201 51.51 52.95 49.00 51.59 35.96 0.00 2.33 121.45 0.02
01-12-201 52.30 52.30 39.45 42.12 29.36 0.00 2.37 127.34 -0.18
01-01-201 42.17 46.07 41.14 46.07 36.17 0.00 2.37 128.64 0.23
01-02-201 46.02 47.31 45.83 47.04 36.93 0.00 2.39 130.82 0.02
01-03-201 47.37 48.49 46.16 47.94 37.63 0.00 2.40 133.01 0.02
01-04-201 48.52 49.96 48.52 49.79 39.09 0.00 2.38 129.96 0.04
01-05-201 49.38 49.78 46.58 46.58 36.57 0.00 2.35 125.36 -0.06
01-06-201 45.99 49.78 45.99 49.62 38.95 0.00 2.17 100.04 0.07
01-07-201 50.04 50.87 49.87 49.87 39.15 0.00 2.10 91.19 0.01
01-08-201 49.43 49.43 47.47 48.69 38.22 0.00 1.95 74.69 -0.02
01-09-201 48.22 49.86 48.22 48.57 38.13 0.00 1.89 69.19 0.00
01-10-201 48.05 50.35 47.34 50.14 39.36 0.00 1.65 48.08 0.03
01-11-201 50.57 52.64 50.57 52.43 41.16 0.00 1.54 40.76 0.05
01-12-201 51.90 53.83 50.15 50.30 39.49 0.00 1.54 40.31 -0.04
01-01-202 50.84 52.27 50.58 50.76 42.83 0.00 1.52 39.48 0.08
01-02-202 51.46 54.49 48.10 48.11 40.59 0.00 1.52 39.03 -0.05
01-03-202 49.82 50.45 37.95 42.72 36.05 0.00 0.29 1.74 -0.11
01-04-202 40.95 48.89 40.95 48.84 41.21 0.00 0.14 0.68 0.14
01-05-202 47.59 51.96 47.59 51.96 43.84 0.00 0.13 0.62 0.06
01-06-202 52.42 54.49 51.50 53.86 45.44 0.00 0.16 0.81 0.04
01-07-202 54.64 57.81 54.64 57.21 48.27 0.00 0.13 0.61 0.06
01-08-202 57.73 62.24 57.25 62.24 52.52 0.00 0.10 0.49 0.09
01-09-202 62.76 63.31 57.41 59.83 50.48 0.00 0.11 0.51 -0.04
01-10-202 60.67 63.11 58.34 58.34 49.22 0.00 0.10 0.47 -0.02
01-11-202 58.83 65.93 58.83 65.57 55.33 0.00 0.09 0.42 0.12
01-12-202 66.35 68.79 65.59 66.46 56.08 0.00 0.09 0.40 0.01
01-01-202 65.69 69.53 65.69 66.47 58.65 0.00 0.08 0.38 0.05
01-02-202 67.93 71.13 67.47 67.53 59.59 0.00 0.04 0.18 0.02
01-03-202 69.25 69.25 65.16 68.13 60.12 0.00 0.03 0.13 0.01
01-04-202 69.18 72.40 69.18 71.85 63.40 0.00 0.02 0.09 0.05
01-05-202 71.50 71.50 67.87 71.38 62.98 0.00 0.02 0.07 -0.01
01-06-202 71.34 74.02 70.56 73.81 65.13 0.00 0.04 0.15 0.03
01-07-202 74.00 75.10 72.01 74.55 65.78 0.00 0.05 0.23 0.01
01-08-202 74.60 77.28 74.01 77.23 68.15 0.00 0.05 0.24 0.04
01-09-202 77.55 78.02 74.55 74.55 65.78 0.00 0.04 0.18 -0.03
01-10-202 75.32 81.02 73.94 81.02 71.49 0.00 0.05 0.22 0.09
01-11-202 81.61 82.80 78.74 78.74 69.48 0.00 0.05 0.22 -0.03
01-12-202 77.08 79.95 69.55 73.01 64.42 0.00 0.06 0.26 -0.07
01-01-202 73.70 73.70 62.01 65.72 63.07 0.00 0.15 0.75 -0.02
01-02-202 66.49 66.80 60.28 63.33 60.77 0.00 0.33 2.09 -0.04
01-03-202 62.22 66.92 58.04 65.22 62.59 0.00 0.44 3.34 0.03
01-04-202 65.59 66.69 57.39 57.39 55.07 0.00 0.76 8.66 -0.12
01-05-202 58.12 59.96 52.61 56.19 53.92 0.00 0.98 14.47 -0.02
01-06-202 55.68 57.09 49.41 50.90 48.85 0.00 1.49 37.74 -0.09
01-07-202 51.34 56.09 50.80 56.09 53.83 0.00 2.23 108.18 0.10
01-08-202 55.96 59.14 54.19 54.19 52.00 0.00 2.63 172.80 -0.03
01-09-202 54.05 56.67 49.54 49.54 47.54 0.00 3.13 289.00 -0.09
01-10-202 50.47 52.34 48.50 51.80 49.71 0.00 3.72 494.07 0.05
01-11-202 51.62 54.16 49.63 54.16 51.97 0.00 4.15 703.26 0.05
01-12-202 54.24 54.25 47.70 48.58 46.62 0.00 4.25 760.07 -0.10
Monthly Index
Beta Return
CAPM 2
0.00 0.95 0.01
0.05 0.95 0.05
-0.02 0.95 -0.01
0.01 1.05 0.01
0.01 1.05 0.01
-0.02 1.05 -0.02
0.02 0.99 0.02
-0.06 0.99 -0.06
-0.03 0.99 -0.03
0.08 1.55 0.09
0.00 1.55 -0.33
-0.02 1.55 -0.73
-0.05 0.49 0.73
0.00 0.49 1.00
0.07 0.49 0.95
0.00 0.85 0.20
0.02 0.85 0.27
0.00 0.85 0.25
0.04 0.84 0.32
0.00 0.84 0.29
0.00 0.84 0.28
-0.02 0.40 1.26
0.03 0.40 2.05
0.02 0.40 2.50
0.02 0.35 2.77
0.04 0.35 2.86
0.00 0.35 5.31
0.01 2.38 -13.04
0.01 2.38 -16.18
0.00 2.38 -19.96
0.02 1.23 -4.01
0.00 1.23 -3.61
0.02 1.23 -3.71
0.02 3.80 -48.96
0.03 3.80 -66.20
0.01 3.80 -78.48
0.06 1.93 -30.61
-0.04 1.93 -39.73
-0.03 1.93 -48.48
0.00 0.69 17.88
0.02 0.69 20.87
0.00 0.69 21.91
 0.04 0.36 48.22
0.03 0.36 53.49
0.00 0.36 60.38
-0.07 1.66 -72.98
0.02 1.66 -80.09
-0.09 1.66 -84.16
0.08 3.76 -354.88
0.03 3.76 -361.10
0.02 3.76 -367.17
0.04 0.93 9.21
-0.07 0.93 8.78
0.07 0.93 7.12
0.01 0.63 33.89
-0.02 0.63 27.74
0.02 0.63 25.72
0.02 -2.98 191.30
0.03 -2.98 162.15
0.03 -2.98 160.36
0.00 1.53 -20.98
-0.08 1.53 -20.86
-0.13 1.53 -1.12
0.13 0.97 0.14
0.05 0.97 0.06
0.02 0.97 0.04
0.06 1.09 0.01
0.07 1.09 0.03
-0.04 1.09 -0.09
-0.03 1.06 -0.06
0.11 1.06 0.09
0.04 1.06 0.02
-0.01 -0.74 0.67
0.03 -0.74 0.29
0.04 -0.74 0.20
0.05 1.33 0.04
0.01 1.33 -0.01
0.02 1.33 -0.02
0.02 0.79 0.06
0.03 0.79 0.07
-0.05 0.79 0.00
0.07 1.20 0.04
-0.01 1.20 -0.06
0.04 1.20 0.00
-0.05 0.66 0.22
-0.03 0.66 0.68
0.04 0.66 1.15
-0.09 1.03 -0.35
0.00 1.03 -0.44
-0.08 1.03 -1.22
0.09 1.04 -4.62
-0.04 1.04 -7.56
-0.09 1.04 -12.68
0.08 1.14 -68.97
0.05 1.14 -98.25
-0.06 1.14 -106.32
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 51.89 52.11 50.39 50.70 28.44 0.00 0.03 0.11 0.00
01-02-201 51.36 54.07 51.36 53.83 30.20 0.00 0.02 0.07 0.06
01-03-201 54.20 54.20 51.78 52.03 29.19 0.00 0.03 0.12 -0.03
01-04-201 51.88 53.83 51.88 53.15 30.26 0.00 0.02 0.10 0.04
01-05-201 53.63 54.24 52.97 53.71 30.58 0.00 0.02 0.07 0.01
01-06-201 53.74 54.11 52.43 52.57 29.93 0.00 0.02 0.06 -0.02
01-07-201 52.93 53.99 51.92 53.50 30.56 0.00 0.03 0.14 0.02
01-08-201 53.38 53.46 47.55 50.18 28.66 0.00 0.07 0.32 -0.06
01-09-201 48.74 50.68 47.70 48.69 27.81 0.00 0.02 0.09 -0.03
01-10-201 48.81 53.45 48.81 53.22 30.50 0.00 0.02 0.06 0.10
01-11-201 53.77 53.93 52.04 53.60 30.72 0.00 0.12 0.60 0.01
01-12-201 54.15 54.15 50.48 50.62 29.01 0.00 0.23 1.27 -0.06
01-01-201 49.82 49.87 45.85 48.01 28.63 0.00 0.26 1.48 -0.01
01-02-201 47.98 48.00 45.02 47.70 28.45 0.00 0.31 1.97 -0.01
01-03-201 48.81 50.86 48.81 50.71 30.24 0.00 0.29 1.80 0.06
01-04-201 50.99 52.10 50.37 51.54 30.84 0.00 0.23 1.27 0.02
01-05-201 51.88 52.35 50.76 52.28 31.28 0.00 0.27 1.64 0.01
01-06-201 52.40 53.21 49.38 51.87 31.04 0.00 0.27 1.60 -0.01
01-07-201 51.96 53.51 51.50 53.41 32.32 0.00 0.30 1.83 0.04
01-08-201 53.34 54.24 53.04 53.67 32.48 0.00 0.30 1.83 0.00
01-09-201 53.74 54.19 52.61 53.85 32.58 0.00 0.29 1.79 0.00
01-10-201 53.76 53.98 53.04 53.26 32.33 0.00 0.33 2.10 -0.01
01-11-201 52.99 55.44 52.42 55.23 33.53 0.00 0.45 3.37 0.04
01-12-201 55.09 56.88 54.34 54.34 32.99 0.00 0.51 4.13 -0.02
01-01-201 54.72 56.50 54.72 55.90 35.00 0.00 0.51 4.22 0.06
01-02-201 55.94 57.66 55.94 57.50 36.00 0.00 0.52 4.35 0.03
01-03-201 58.24 58.24 57.05 57.76 36.16 0.00 0.74 8.11 0.00
01-04-201 57.64 58.64 57.03 58.46 36.71 0.00 0.80 9.46 0.02
01-05-201 58.58 59.88 58.31 59.78 37.54 0.00 0.89 11.74 0.02
01-06-201 60.06 60.49 58.71 58.78 36.91 0.00 0.98 14.45 -0.02
01-07-201 58.81 60.76 58.81 60.38 38.44 0.00 1.07 17.25 0.04
01-08-201 60.53 60.63 59.45 60.47 38.50 0.00 1.01 15.46 0.00
01-09-201 60.62 61.68 60.20 61.68 39.27 0.00 1.03 15.97 0.02
01-10-201 61.82 63.46 61.82 63.46 40.53 0.00 1.07 17.53 0.03
01-11-201 63.54 64.58 62.91 64.58 41.24 0.00 1.23 23.71 0.02
01-12-201 64.45 65.78 61.83 62.07 39.64 0.00 1.32 28.07 -0.04
01-01-201 62.68 66.78 62.68 65.93 44.63 0.00 1.41 32.92 0.13
01-02-201 65.66 65.66 60.28 63.12 42.73 0.00 1.57 42.48 -0.04
01-03-201 62.39 64.79 60.45 61.59 41.70 0.00 1.70 51.88 -0.02
01-04-201 60.25 63.34 60.25 61.72 41.90 0.00 1.76 56.83 0.00
01-05-201 61.87 63.67 61.38 62.79 42.63 0.00 1.86 66.29 0.02
01-06-201 63.40 64.51 61.74 62.46 42.41 0.00 1.90 69.64 -0.01
01-07-201 62.44 65.13 62.24 64.36 44.19 0.00 1.96 75.47 0.04
01-08-201 64.03 65.27 63.16 64.85 44.52 0.00 2.03 83.73 0.01
01-09-201 64.56 65.56 63.96 65.19 44.76 0.00 2.13 94.53 0.01
01-10-201 65.37 65.46 58.91 60.71 41.80 0.00 2.25 110.44 -0.07
01-11-201 61.48 63.03 59.07 61.64 42.44 0.00 2.33 121.45 0.02
01-12-201 62.55 62.55 49.07 52.15 35.91 0.00 2.37 127.34 -0.15
01-01-201 52.28 56.28 50.95 56.28 42.35 0.00 2.37 128.64 0.18
01-02-201 56.34 58.10 56.16 57.69 43.41 0.00 2.39 130.82 0.03
01-03-201 58.04 58.86 56.72 58.22 43.81 0.00 2.40 133.01 0.01
01-04-201 58.96 60.48 58.96 60.44 45.62 0.00 2.38 129.96 0.04
01-05-201 59.94 60.32 56.13 56.13 42.37 0.00 2.35 125.36 -0.07
01-06-201 56.00 59.16 56.00 59.12 44.63 0.00 2.17 100.04 0.05
01-07-201 59.61 60.85 59.47 59.58 45.56 0.00 2.10 91.19 0.02
01-08-201 59.07 59.07 56.63 58.31 44.59 0.00 1.95 74.69 -0.02
01-09-201 57.74 60.02 57.74 58.89 45.03 0.00 1.89 69.19 0.01
01-10-201 58.26 60.97 57.32 60.69 46.56 0.00 1.65 48.08 0.03
01-11-201 61.32 63.58 61.32 63.28 48.55 0.00 1.54 40.76 0.04
01-12-201 62.73 64.94 61.65 61.85 47.45 0.00 1.54 40.31 -0.02
01-01-202 62.43 63.51 61.14 61.14 49.59 0.00 1.52 39.48 0.05
01-02-202 61.56 64.56 56.93 56.93 46.18 0.00 1.52 39.03 -0.07
01-03-202 58.98 59.88 42.48 48.71 39.51 0.00 0.29 1.74 -0.14
01-04-202 46.62 54.90 46.62 54.45 44.36 0.00 0.14 0.68 0.12
01-05-202 53.09 56.84 53.06 56.84 46.31 0.00 0.13 0.62 0.04
01-06-202 57.17 60.07 55.71 57.13 46.54 0.00 0.16 0.81 0.01
01-07-202 57.52 60.22 57.52 59.73 49.49 0.00 0.13 0.61 0.06
01-08-202 60.15 63.31 60.15 63.12 52.30 0.00 0.10 0.49 0.06
01-09-202 63.58 64.44 59.10 60.93 50.48 0.00 0.11 0.51 -0.03
01-10-202 61.42 64.03 59.45 59.45 49.42 0.00 0.10 0.47 -0.02
01-11-202 60.06 66.82 60.06 66.40 55.19 0.00 0.09 0.42 0.12
01-12-202 67.24 69.15 67.24 68.95 57.31 0.00 0.09 0.40 0.04
01-01-202 68.30 71.11 68.21 68.21 57.15 0.00 0.08 0.38 0.00
01-02-202 69.39 73.02 69.39 70.86 59.37 0.00 0.04 0.18 0.04
01-03-202 72.47 73.57 70.00 73.14 61.28 0.00 0.03 0.13 0.03
01-04-202 74.18 76.88 74.18 76.27 64.08 0.00 0.02 0.09 0.05
01-05-202 76.46 77.65 74.54 77.65 65.24 0.00 0.02 0.07 0.02
01-06-202 77.75 78.48 74.37 76.15 63.98 0.00 0.04 0.15 -0.02
01-07-202 76.40 77.43 74.36 77.03 66.69 0.00 0.05 0.23 0.04
01-08-202 76.98 78.94 76.59 78.90 68.31 0.00 0.05 0.24 0.02
01-09-202 79.08 79.48 75.08 75.08 65.00 0.00 0.04 0.18 -0.05
01-10-202 75.90 79.61 74.89 79.48 68.99 0.00 0.05 0.22 0.06
01-11-202 79.62 81.37 77.60 77.60 67.36 0.00 0.05 0.22 -0.02
01-12-202 76.85 79.95 72.70 75.73 65.73 0.00 0.06 0.26 -0.02
01-01-202 75.75 75.75 68.81 71.43 66.82 0.00 0.15 0.75 0.02
01-02-202 72.06 72.76 67.96 69.90 65.39 0.00 0.33 2.09 -0.02
01-03-202 68.83 72.67 66.19 71.17 66.58 0.00 0.44 3.34 0.02
01-04-202 71.59 72.16 65.38 65.38 61.34 0.00 0.76 8.66 -0.08
01-05-202 65.80 67.82 62.39 66.22 62.13 0.00 0.98 14.47 0.01
01-06-202 65.73 66.83 57.28 58.57 54.95 0.00 1.49 37.74 -0.12
01-07-202 59.02 62.98 57.99 62.98 60.50 0.00 2.23 108.18 0.10
01-08-202 62.82 65.57 60.87 60.87 58.47 0.00 2.63 172.80 -0.03
01-09-202 60.78 63.16 55.36 55.36 53.18 0.00 3.13 289.00 -0.09
01-10-202 56.95 60.16 55.63 59.83 57.65 0.00 3.72 494.07 0.08
01-11-202 59.84 64.11 58.19 64.11 61.78 0.00 4.15 703.26 0.07
01-12-202 64.08 64.08 59.33 60.06 57.87 0.00 4.25 760.07 -0.06
Monthly Index
Beta Return
CAPM 2
0.00 1.34 -0.04
0.05 1.34 0.04
-0.02 1.34 -0.07
0.01 1.50 -0.03
0.01 1.50 -0.02
-0.02 1.50 -0.06
0.02 1.03 0.02
-0.06 1.03 -0.07
-0.03 1.03 -0.03
0.08 1.41 0.09
0.00 1.41 -0.24
-0.02 1.41 -0.55
-0.05 0.66 0.48
0.00 0.66 0.68
0.07 0.66 0.67
0.00 0.42 0.74
0.02 0.42 0.96
0.00 0.42 0.93
0.04 0.93 0.17
0.00 0.93 0.13
0.00 0.93 0.13
-0.02 0.58 0.87
0.03 0.58 1.44
0.02 0.58 1.76
0.02 0.60 1.69
0.04 0.60 1.75
0.00 0.60 3.22
0.01 3.56 -24.20
0.01 3.56 -30.03
0.00 3.56 -37.03
0.02 1.46 -7.93
0.00 1.46 -7.13
0.02 1.46 -7.33
0.02 2.83 -31.95
0.03 2.83 -43.20
0.01 2.83 -51.22
0.06 1.68 -22.29
-0.04 1.68 -28.96
-0.03 1.68 -35.34
0.00 0.87 7.16
0.02 0.87 8.38
0.00 0.87 8.78
 0.04 0.72 20.84
0.03 0.72 23.11
0.00 0.72 26.07
-0.07 1.34 -38.14
0.02 1.34 -41.81
-0.09 1.34 -43.99
0.08 2.92 -246.13
0.03 2.92 -250.46
0.02 2.92 -254.67
0.04 0.93 9.59
-0.07 0.93 9.15
0.07 0.93 7.42
0.01 0.93 6.80
-0.02 0.93 5.54
0.02 0.93 5.17
0.02 -2.39 163.12
0.03 -2.39 138.26
0.03 -2.39 136.74
0.00 1.46 -17.98
-0.08 1.46 -17.89
-0.13 1.46 -0.98
0.13 1.05 0.10
0.05 1.05 0.02
0.02 1.05 -0.02
0.06 0.89 0.12
0.07 0.89 0.12
-0.04 0.89 0.02
-0.03 0.99 -0.02
0.11 0.99 0.11
0.04 0.99 0.05
-0.01 0.80 0.07
0.03 0.80 0.06
0.04 0.80 0.06
0.05 1.03 0.05
0.01 1.03 0.01
0.02 1.03 0.02
0.02 1.05 0.01
0.03 1.05 0.02
-0.05 1.05 -0.06
0.07 0.95 0.08
-0.01 0.95 0.00
0.04 0.95 0.05
-0.05 0.16 0.62
-0.03 0.16 1.75
0.04 0.16 2.81
-0.09 1.24 -2.21
0.00 1.24 -3.51
-0.08 1.24 -9.25
0.09 1.06 -6.19
-0.04 1.06 -10.08
-0.09 1.06 -16.89
0.08 1.10 -48.66
0.05 1.10 -69.34
-0.06 1.10 -75.06
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 51.97 52.19 50.46 50.78 28.39 0.00 0.03 0.11 0.00
01-02-201 51.44 54.15 51.44 53.91 30.14 0.00 0.02 0.07 0.06
01-03-201 54.28 54.28 51.86 52.11 29.14 0.00 0.03 0.12 -0.03
01-04-201 51.96 53.92 51.96 53.24 30.22 0.00 0.02 0.10 0.04
01-05-201 53.71 54.33 53.05 53.80 30.54 0.00 0.02 0.07 0.01
01-06-201 53.82 54.19 52.51 52.65 29.88 0.00 0.02 0.06 -0.02
01-07-201 53.01 54.07 52.00 53.58 30.51 0.00 0.03 0.14 0.02
01-08-201 53.46 53.55 47.63 50.27 28.63 0.00 0.07 0.32 -0.06
01-09-201 48.82 50.75 47.77 48.77 27.77 0.00 0.02 0.09 -0.03
01-10-201 48.88 53.54 48.88 53.30 30.46 0.00 0.02 0.06 0.10
01-11-201 53.86 54.01 52.13 53.69 30.68 0.00 0.12 0.60 0.01
01-12-201 54.24 54.24 50.55 50.70 28.97 0.00 0.23 1.27 -0.06
01-01-201 49.90 49.95 45.92 48.09 28.60 0.00 0.26 1.48 -0.01
01-02-201 48.06 48.08 45.09 47.78 28.42 0.00 0.31 1.97 -0.01
01-03-201 48.89 50.94 48.89 50.79 30.21 0.00 0.29 1.80 0.06
01-04-201 51.07 52.18 50.45 51.63 30.82 0.00 0.23 1.27 0.02
01-05-201 51.97 52.44 50.85 52.37 31.26 0.00 0.27 1.64 0.01
01-06-201 52.49 53.31 49.46 51.95 31.01 0.00 0.27 1.60 -0.01
01-07-201 52.05 53.59 51.58 53.49 32.29 0.00 0.30 1.83 0.04
01-08-201 53.43 54.33 53.12 53.76 32.46 0.00 0.30 1.83 0.01
01-09-201 53.84 54.28 52.70 53.94 32.56 0.00 0.29 1.79 0.00
01-10-201 53.85 54.07 53.13 53.35 32.32 0.00 0.33 2.10 -0.01
01-11-201 53.08 55.53 52.51 55.32 33.51 0.00 0.45 3.37 0.04
01-12-201 55.18 56.98 54.43 54.43 32.97 0.00 0.51 4.13 -0.02
01-01-201 54.81 56.60 54.81 56.00 34.99 0.00 0.51 4.22 0.06
01-02-201 56.03 57.77 56.03 57.60 35.99 0.00 0.52 4.35 0.03
01-03-201 58.35 58.35 57.15 57.86 36.15 0.00 0.74 8.11 0.00
01-04-201 57.74 58.74 57.13 58.56 36.70 0.00 0.80 9.46 0.02
01-05-201 58.69 59.98 58.42 59.88 37.53 0.00 0.89 11.74 0.02
01-06-201 60.16 60.60 58.82 58.89 36.91 0.00 0.98 14.45 -0.02
01-07-201 58.92 60.87 58.92 60.49 38.43 0.00 1.07 17.25 0.04
01-08-201 60.64 60.74 59.56 60.58 38.49 0.00 1.01 15.46 0.00
01-09-201 60.73 61.80 60.32 61.80 39.26 0.00 1.03 15.97 0.02
01-10-201 61.94 63.58 61.94 63.58 40.52 0.00 1.07 17.53 0.03
01-11-201 63.66 64.71 63.03 64.71 41.24 0.00 1.23 23.71 0.02
01-12-201 64.57 65.91 61.95 62.19 39.64 0.00 1.32 28.07 -0.04
01-01-201 62.81 66.92 62.81 66.06 44.63 0.00 1.41 32.92 0.13
01-02-201 65.79 65.79 60.40 63.25 42.73 0.00 1.57 42.48 -0.04
01-03-201 62.52 64.93 60.57 61.71 41.69 0.00 1.70 51.88 -0.02
01-04-201 60.37 63.47 60.37 61.84 41.91 0.00 1.76 56.83 0.01
01-05-201 61.99 63.79 61.51 62.91 42.63 0.00 1.86 66.29 0.02
01-06-201 63.53 64.64 61.86 62.59 42.41 0.00 1.90 69.64 -0.01
01-07-201 62.57 65.27 62.37 64.49 44.19 0.00 1.96 75.47 0.04
01-08-201 64.16 65.40 63.29 64.98 44.53 0.00 2.03 83.73 0.01
01-09-201 64.70 65.69 64.09 65.32 44.76 0.00 2.13 94.53 0.01
01-10-201 65.50 65.59 59.03 60.83 41.81 0.00 2.25 110.44 -0.07
01-11-201 61.61 63.15 59.19 61.77 42.46 0.00 2.33 121.45 0.02
01-12-201 62.68 62.68 49.18 52.27 35.93 0.00 2.37 127.34 -0.15
01-01-201 52.39 56.41 51.06 56.41 42.37 0.00 2.37 128.64 0.18
01-02-201 56.47 58.23 56.29 57.82 43.42 0.00 2.39 130.82 0.02
01-03-201 58.17 58.99 56.85 58.36 43.83 0.00 2.40 133.01 0.01
01-04-201 59.09 60.62 59.09 60.58 45.65 0.00 2.38 129.96 0.04
01-05-201 60.08 60.46 56.26 56.26 42.39 0.00 2.35 125.36 -0.07
01-06-201 56.13 59.29 56.13 59.25 44.64 0.00 2.17 100.04 0.05
01-07-201 59.74 60.99 59.61 59.72 45.59 0.00 2.10 91.19 0.02
01-08-201 59.20 59.20 56.76 58.45 44.62 0.00 1.95 74.69 -0.02
01-09-201 57.88 60.16 57.88 59.03 45.06 0.00 1.89 69.19 0.01
01-10-201 58.40 61.11 57.45 60.83 46.59 0.00 1.65 48.08 0.03
01-11-201 61.46 63.72 61.46 63.42 48.58 0.00 1.54 40.76 0.04
01-12-201 62.88 65.09 61.80 62.00 47.49 0.00 1.54 40.31 -0.02
01-01-202 62.59 63.66 61.29 61.29 49.63 0.00 1.52 39.48 0.05
01-02-202 61.71 64.73 57.07 57.07 46.21 0.00 1.52 39.03 -0.07
01-03-202 59.13 60.03 42.59 48.83 39.54 0.00 0.29 1.74 -0.14
01-04-202 46.73 55.04 46.73 54.59 44.40 0.00 0.14 0.68 0.12
01-05-202 53.23 56.98 53.20 56.98 46.35 0.00 0.13 0.62 0.04
01-06-202 57.32 60.22 55.86 57.28 46.59 0.00 0.16 0.81 0.01
01-07-202 57.67 60.37 57.67 59.89 49.54 0.00 0.13 0.61 0.06
01-08-202 60.31 63.48 60.31 63.29 52.35 0.00 0.10 0.49 0.06
01-09-202 63.75 64.61 59.25 61.08 50.53 0.00 0.11 0.51 -0.03
01-10-202 61.58 64.19 59.60 59.60 49.47 0.00 0.10 0.47 -0.02
01-11-202 60.23 66.97 60.23 66.54 55.23 0.00 0.09 0.42 0.12
01-12-202 67.39 69.31 67.39 69.11 57.36 0.00 0.09 0.40 0.04
01-01-202 68.46 71.27 68.37 68.37 57.20 0.00 0.08 0.38 0.00
01-02-202 69.54 73.18 69.54 71.02 59.42 0.00 0.04 0.18 0.04
01-03-202 72.64 73.74 70.17 73.30 61.32 0.00 0.03 0.13 0.03
01-04-202 74.35 77.07 74.35 76.45 64.14 0.00 0.02 0.09 0.05
01-05-202 76.64 77.84 74.72 77.84 65.31 0.00 0.02 0.07 0.02
01-06-202 77.94 78.67 74.54 76.33 64.04 0.00 0.04 0.15 -0.02
01-07-202 76.58 77.61 74.54 77.22 66.77 0.00 0.05 0.23 0.04
01-08-202 77.17 79.13 76.78 79.09 68.39 0.00 0.05 0.24 0.02
01-09-202 79.27 79.67 75.25 75.25 65.07 0.00 0.04 0.18 -0.05
01-10-202 76.08 79.80 75.06 79.67 69.08 0.00 0.05 0.22 0.06
01-11-202 79.81 81.57 77.79 77.79 67.45 0.00 0.05 0.22 -0.02
01-12-202 77.04 80.14 72.87 75.91 65.82 0.00 0.06 0.26 -0.02
01-01-202 75.94 75.94 68.98 71.61 66.92 0.00 0.15 0.75 0.02
01-02-202 72.24 72.94 68.13 70.08 65.49 0.00 0.33 2.09 -0.02
01-03-202 69.01 72.85 66.36 71.34 66.66 0.00 0.44 3.34 0.02
01-04-202 71.77 72.34 65.55 65.55 61.44 0.00 0.76 8.66 -0.08
01-05-202 65.96 67.99 62.55 66.39 62.23 0.00 0.98 14.47 0.01
01-06-202 65.90 67.00 57.42 58.71 55.03 0.00 1.49 37.74 -0.12
01-07-202 59.16 63.14 58.13 63.14 60.61 0.00 2.23 108.18 0.10
01-08-202 62.98 65.74 61.03 61.03 58.58 0.00 2.63 172.80 -0.03
01-09-202 60.94 63.33 55.49 55.49 53.27 0.00 3.13 289.00 -0.09
01-10-202 57.09 60.31 55.77 59.98 57.77 0.00 3.72 494.07 0.08
01-11-202 60.00 64.28 58.34 64.28 61.91 0.00 4.15 703.26 0.07
01-12-202 64.25 64.25 59.48 60.21 57.99 0.00 4.25 760.07 -0.06
Monthly Index
Beta Return
CAPM 2
0.00 1.33 -0.04
0.05 1.33 0.04
-0.02 1.33 -0.07
0.01 1.51 -0.03
0.01 1.51 -0.02
-0.02 1.51 -0.06
0.02 1.03 0.02
-0.06 1.03 -0.07
-0.03 1.03 -0.03
0.08 1.41 0.09
0.00 1.41 -0.24
-0.02 1.41 -0.55
-0.05 0.65 0.48
0.00 0.65 0.68
0.07 0.65 0.67
0.00 0.41 0.75
0.02 0.41 0.97
0.00 0.41 0.93
0.04 0.93 0.16
0.00 0.93 0.13
0.00 0.93 0.12
-0.02 0.57 0.88
0.03 0.57 1.45
0.02 0.57 1.77
0.02 0.60 1.69
0.04 0.60 1.76
0.00 0.60 3.23
0.01 3.54 -24.04
0.01 3.54 -29.83
0.00 3.54 -36.78
0.02 1.46 -7.94
0.00 1.46 -7.14
0.02 1.46 -7.34
0.02 2.84 -32.12
0.03 2.84 -43.44
0.01 2.84 -51.50
0.06 1.68 -22.30
-0.04 1.68 -28.97
-0.03 1.68 -35.35
0.00 0.87 7.66
0.02 0.87 8.96
0.00 0.87 9.39
 0.04 0.72 20.81
0.03 0.72 23.08
0.00 0.72 26.03
-0.07 1.34 -38.15
0.02 1.34 -41.83
-0.09 1.34 -44.00
0.08 2.91 -245.70
0.03 2.91 -250.02
0.02 2.91 -254.23
0.04 0.93 9.69
-0.07 0.93 9.24
0.07 0.93 7.49
0.01 0.93 6.80
-0.02 0.93 5.54
0.02 0.93 5.17
0.02 -2.39 163.05
0.03 -2.39 138.20
0.03 -2.39 136.68
0.00 1.45 -17.96
-0.08 1.45 -17.87
-0.13 1.45 -0.98
0.13 1.05 0.10
0.05 1.05 0.02
0.02 1.05 -0.02
0.06 0.89 0.12
0.07 0.89 0.11
-0.04 0.89 0.02
-0.03 0.98 -0.02
0.11 0.98 0.12
0.04 0.98 0.05
-0.01 0.80 0.07
0.03 0.80 0.06
0.04 0.80 0.06
0.05 1.04 0.05
0.01 1.04 0.01
0.02 1.04 0.02
0.02 1.05 0.01
0.03 1.05 0.02
-0.05 1.05 -0.06
0.07 0.96 0.08
-0.01 0.96 0.00
0.04 0.96 0.05
-0.05 0.16 0.62
-0.03 0.16 1.76
0.04 0.16 2.82
-0.09 1.24 -2.19
0.00 1.24 -3.48
-0.08 1.24 -9.17
0.09 1.06 -6.54
-0.04 1.06 -10.65
-0.09 1.06 -17.83
0.08 1.10 -50.37
0.05 1.10 -71.76
-0.06 1.10 -77.68
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 42.41 42.82 41.11 41.94 23.90 0.00 0.03 0.11 0.00
01-02-201 42.36 44.44 42.36 44.25 25.21 0.00 0.02 0.07 0.06
01-03-201 44.61 44.89 43.25 43.88 25.00 0.00 0.03 0.12 -0.01
01-04-201 43.69 45.55 43.69 44.58 25.40 0.00 0.02 0.10 0.02
01-05-201 45.03 45.55 44.41 45.21 25.76 0.00 0.02 0.07 0.01
01-06-201 45.28 45.91 44.27 44.47 25.34 0.00 0.02 0.06 -0.02
01-07-201 44.66 45.81 43.69 45.52 25.94 0.00 0.03 0.14 0.02
01-08-201 45.42 45.61 40.86 43.05 24.53 0.00 0.07 0.32 -0.05
01-09-201 41.89 43.77 40.58 41.49 23.64 0.00 0.02 0.09 -0.04
01-10-201 41.62 45.08 41.62 44.91 25.59 0.00 0.02 0.06 0.08
01-11-201 45.42 45.62 44.02 45.39 25.86 0.00 0.12 0.60 0.01
01-12-201 45.89 45.89 40.87 41.05 23.39 0.00 0.23 1.27 -0.10
01-01-201 40.27 40.27 36.75 37.96 23.57 0.00 0.26 1.48 0.01
01-02-201 38.02 38.02 35.26 37.56 23.32 0.00 0.31 1.97 -0.01
01-03-201 38.50 40.04 38.35 39.99 24.83 0.00 0.29 1.80 0.06
01-04-201 40.23 41.14 39.75 40.67 25.25 0.00 0.23 1.27 0.02
01-05-201 41.02 41.51 40.01 41.51 25.77 0.00 0.27 1.64 0.02
01-06-201 41.59 42.19 39.26 41.14 25.54 0.00 0.27 1.60 -0.01
01-07-201 41.34 42.94 40.97 42.94 26.66 0.00 0.30 1.83 0.04
01-08-201 42.93 43.73 42.65 43.20 26.82 0.00 0.30 1.83 0.01
01-09-201 43.26 43.80 42.54 43.80 27.20 0.00 0.29 1.79 0.01
01-10-201 43.75 43.97 42.89 43.00 26.70 0.00 0.33 2.10 -0.02
01-11-201 42.80 44.37 42.16 44.25 27.48 0.00 0.45 3.37 0.03
01-12-201 43.99 45.39 41.77 41.77 25.94 0.00 0.51 4.13 -0.06
01-01-201 42.14 44.08 42.14 43.67 28.88 0.00 0.51 4.22 0.11
01-02-201 43.75 44.91 43.75 44.70 29.56 0.00 0.52 4.35 0.02
01-03-201 45.29 45.32 44.55 45.16 29.86 0.00 0.74 8.11 0.01
01-04-201 45.08 46.05 44.65 46.04 30.45 0.00 0.80 9.46 0.02
01-05-201 46.26 47.16 45.87 47.05 31.11 0.00 0.89 11.74 0.02
01-06-201 47.32 47.65 46.85 46.91 31.02 0.00 0.98 14.45 0.00
01-07-201 46.80 48.96 46.80 48.47 32.05 0.00 1.07 17.25 0.03
01-08-201 48.55 48.55 47.33 48.47 32.05 0.00 1.01 15.46 0.00
01-09-201 48.56 49.26 48.24 49.26 32.57 0.00 1.03 15.97 0.02
01-10-201 49.34 51.07 49.34 51.07 33.77 0.00 1.07 17.53 0.04
01-11-201 51.18 52.04 50.74 52.04 34.41 0.00 1.23 23.71 0.02
01-12-201 51.87 52.66 49.15 49.22 32.55 0.00 1.32 28.07 -0.05
01-01-201 49.83 53.88 49.83 53.23 37.66 0.00 1.41 32.92 0.16
01-02-201 53.08 53.08 48.93 51.77 36.63 0.00 1.57 42.48 -0.03
01-03-201 51.20 53.58 49.88 50.66 35.84 0.00 1.70 51.88 -0.02
01-04-201 49.49 52.50 49.49 51.39 36.36 0.00 1.76 56.83 0.01
01-05-201 51.60 53.20 51.16 52.86 37.40 0.00 1.86 66.29 0.03
01-06-201 53.39 54.80 53.10 53.63 37.94 0.00 1.90 69.64 0.01
01-07-201 53.71 55.89 53.41 54.65 38.67 0.00 1.96 75.47 0.02
01-08-201 54.55 56.21 54.12 55.92 39.56 0.00 2.03 83.73 0.02
01-09-201 55.65 56.40 54.75 56.29 39.83 0.00 2.13 94.53 0.01
01-10-201 56.41 56.41 49.23 50.89 36.01 0.00 2.25 110.44 -0.10
01-11-201 51.73 53.18 49.21 51.81 36.66 0.00 2.33 121.45 0.02
01-12-201 52.53 52.53 39.77 42.46 30.04 0.00 2.37 127.34 -0.18
01-01-201 42.52 46.44 41.47 46.44 36.86 0.00 2.37 128.64 0.23
01-02-201 46.39 47.69 46.20 47.41 37.63 0.00 2.39 130.82 0.02
01-03-201 47.75 48.87 46.52 48.31 38.34 0.00 2.40 133.01 0.02
01-04-201 48.89 50.34 48.89 50.16 39.81 0.00 2.38 129.96 0.04
01-05-201 49.75 50.15 46.93 46.93 37.25 0.00 2.35 125.36 -0.06
01-06-201 46.33 50.14 46.33 49.97 39.66 0.00 2.17 100.04 0.06
01-07-201 50.40 51.23 50.22 50.22 39.86 0.00 2.10 91.19 0.01
01-08-201 49.78 49.78 47.80 49.02 38.90 0.00 1.95 74.69 -0.02
01-09-201 48.54 50.19 48.54 48.89 38.80 0.00 1.89 69.19 0.00
01-10-201 48.36 50.67 47.65 50.46 40.05 0.00 1.65 48.08 0.03
01-11-201 50.90 52.96 50.90 52.75 41.87 0.00 1.54 40.76 0.05
01-12-201 52.22 54.16 50.60 50.75 40.28 0.00 1.54 40.31 -0.04
01-01-202 51.29 52.74 51.03 51.20 43.55 0.00 1.52 39.48 0.08
01-02-202 51.91 54.96 48.51 48.53 41.28 0.00 1.52 39.03 -0.05
01-03-202 50.25 50.88 38.27 43.08 36.64 0.00 0.29 1.74 -0.11
01-04-202 41.30 49.29 41.30 49.24 41.88 0.00 0.14 0.68 0.14
01-05-202 47.98 52.38 47.98 52.38 44.55 0.00 0.13 0.62 0.06
01-06-202 52.84 54.92 51.91 54.28 46.17 0.00 0.16 0.81 0.04
01-07-202 55.06 58.25 55.06 57.65 49.04 0.00 0.13 0.61 0.06
01-08-202 58.17 62.70 57.68 62.70 53.33 0.00 0.10 0.49 0.09
01-09-202 63.23 63.78 57.83 60.27 51.26 0.00 0.11 0.51 -0.04
01-10-202 61.11 63.56 58.75 58.75 49.97 0.00 0.10 0.47 -0.03
01-11-202 59.25 66.35 59.25 65.97 56.11 0.00 0.09 0.42 0.12
01-12-202 66.77 69.21 66.15 67.03 57.01 0.00 0.09 0.40 0.02
01-01-202 66.25 70.12 66.25 67.02 59.47 0.00 0.08 0.38 0.04
01-02-202 68.50 71.72 68.03 68.09 60.42 0.00 0.04 0.18 0.02
01-03-202 69.82 69.82 65.69 68.68 60.94 0.00 0.03 0.13 0.01
01-04-202 69.73 72.98 69.73 72.42 64.26 0.00 0.02 0.09 0.05
01-05-202 72.07 72.07 68.41 71.94 63.83 0.00 0.02 0.07 -0.01
01-06-202 71.89 74.58 71.11 74.37 65.99 0.00 0.04 0.15 0.03
01-07-202 74.56 75.66 72.55 75.10 66.64 0.00 0.05 0.23 0.01
01-08-202 75.16 77.84 74.56 77.79 69.03 0.00 0.05 0.24 0.04
01-09-202 78.12 78.58 75.08 75.08 66.62 0.00 0.04 0.18 -0.03
01-10-202 75.86 81.59 74.47 81.59 72.40 0.00 0.05 0.22 0.09
01-11-202 82.17 83.37 79.28 79.28 70.35 0.00 0.05 0.22 -0.03
01-12-202 77.61 80.49 70.22 73.71 65.41 0.00 0.06 0.26 -0.07
01-01-202 74.40 74.40 62.59 66.34 63.83 0.00 0.15 0.75 -0.02
01-02-202 67.11 67.42 60.84 63.92 61.50 0.00 0.33 2.09 -0.04
01-03-202 62.80 67.54 58.57 65.81 63.32 0.00 0.44 3.34 0.03
01-04-202 66.19 67.30 57.90 57.90 55.71 0.00 0.76 8.66 -0.12
01-05-202 58.64 60.50 53.08 56.69 54.55 0.00 0.98 14.47 -0.02
01-06-202 56.17 57.59 49.85 51.34 49.40 0.00 1.49 37.74 -0.09
01-07-202 51.79 56.57 51.24 56.57 54.43 0.00 2.23 108.18 0.10
01-08-202 56.44 59.64 54.64 54.64 52.57 0.00 2.63 172.80 -0.03
01-09-202 54.50 57.14 49.95 49.95 48.06 0.00 3.13 289.00 -0.09
01-10-202 50.88 52.77 48.89 52.22 50.25 0.00 3.72 494.07 0.05
01-11-202 52.04 54.59 50.03 54.59 52.53 0.00 4.15 703.26 0.05
01-12-202 54.67 54.69 48.20 49.09 47.23 0.00 4.25 760.07 -0.10
Monthly Index
Beta Return
CAPM 2
0.00 0.94 0.01
0.05 0.94 0.05
-0.02 0.94 -0.01
0.01 1.05 0.01
0.01 1.05 0.01
-0.02 1.05 -0.02
0.02 1.00 0.02
-0.06 1.00 -0.06
-0.03 1.00 -0.03
0.08 1.53 0.09
0.00 1.53 -0.32
-0.02 1.53 -0.70
-0.05 0.51 0.70
0.00 0.51 0.96
0.07 0.51 0.91
0.00 0.83 0.22
0.02 0.83 0.29
0.00 0.83 0.27
0.04 0.84 0.32
0.00 0.84 0.29
0.00 0.84 0.28
-0.02 0.41 1.24
0.03 0.41 2.01
0.02 0.41 2.46
0.02 0.33 2.82
0.04 0.33 2.92
0.00 0.33 5.42
0.01 2.37 -12.93
0.01 2.37 -16.04
0.00 2.37 -19.78
0.02 1.24 -4.10
0.00 1.24 -3.69
0.02 1.24 -3.79
0.02 3.66 -46.54
0.03 3.66 -62.93
0.01 3.66 -74.61
0.06 1.90 -29.51
-0.04 1.90 -38.31
-0.03 1.90 -46.75
0.00 0.71 16.72
0.02 0.71 19.51
0.00 0.71 20.48
 0.04 0.37 47.83
0.03 0.37 53.06
0.00 0.37 59.90
-0.07 1.64 -70.84
0.02 1.64 -77.74
-0.09 1.64 -81.69
0.08 3.68 -343.98
0.03 3.68 -350.02
0.02 3.68 -355.90
0.04 0.93 9.71
-0.07 0.93 9.26
0.07 0.93 7.51
0.01 0.63 33.67
-0.02 0.63 27.56
0.02 0.63 25.56
0.02 -2.84 184.47
0.03 -2.84 156.35
0.03 -2.84 154.63
0.00 1.51 -19.95
-0.08 1.51 -19.84
-0.13 1.51 -1.07
0.13 0.97 0.14
0.05 0.97 0.06
0.02 0.97 0.04
0.06 1.09 0.01
0.07 1.09 0.03
-0.04 1.09 -0.09
-0.03 1.06 -0.06
0.11 1.06 0.09
0.04 1.06 0.02
-0.01 -0.68 0.65
0.03 -0.68 0.29
0.04 -0.68 0.19
0.05 1.33 0.04
0.01 1.33 -0.01
0.02 1.33 -0.02
0.02 0.79 0.06
0.03 0.79 0.07
-0.05 0.79 0.00
0.07 1.21 0.04
-0.01 1.21 -0.06
0.04 1.21 -0.01
-0.05 0.69 0.20
-0.03 0.69 0.63
0.04 0.69 1.07
-0.09 1.03 -0.37
0.00 1.03 -0.47
-0.08 1.03 -1.30
0.09 1.04 -4.61
-0.04 1.04 -7.55
-0.09 1.04 -12.65
0.08 1.12 -59.69
0.05 1.12 -85.03
-0.06 1.12 -92.03
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 9.78 9.87 9.48 9.67 5.38 0.00 0.03 0.11 0.00
01-02-201 9.75 10.19 9.73 10.15 5.65 0.00 0.02 0.07 0.05
01-03-201 10.24 10.35 9.94 10.10 5.68 0.00 0.03 0.12 0.00
01-04-201 10.04 10.25 10.01 10.01 5.63 0.00 0.02 0.10 -0.01
01-05-201 10.12 10.33 10.02 10.23 5.75 0.00 0.02 0.07 0.02
01-06-201 10.26 10.47 10.13 10.20 5.73 0.00 0.02 0.06 0.00
01-07-201 10.28 10.70 10.08 10.55 5.93 0.00 0.03 0.14 0.03
01-08-201 10.54 10.61 9.43 9.92 5.58 0.00 0.07 0.32 -0.06
01-09-201 9.64 10.12 9.54 9.72 5.46 0.00 0.02 0.09 -0.02
01-10-201 9.76 10.50 9.76 10.41 5.85 0.00 0.02 0.06 0.07
01-11-201 10.51 10.57 10.19 10.47 5.89 0.00 0.12 0.60 0.01
01-12-201 10.60 10.60 9.76 9.90 5.56 0.00 0.23 1.27 -0.06
01-01-201 9.69 9.69 9.00 9.33 5.47 0.00 0.26 1.48 -0.02
01-02-201 9.37 9.37 8.63 9.15 5.37 0.00 0.31 1.97 -0.02
01-03-201 9.37 9.69 9.28 9.67 5.71 0.00 0.29 1.80 0.06
01-04-201 9.75 9.89 9.61 9.69 5.73 0.00 0.23 1.27 0.00
01-05-201 9.78 9.86 9.60 9.85 5.82 0.00 0.27 1.64 0.02
01-06-201 9.86 9.93 9.26 9.70 5.73 0.00 0.27 1.60 -0.02
01-07-201 9.74 10.14 9.68 10.14 5.99 0.00 0.30 1.83 0.04
01-08-201 10.15 10.24 10.09 10.17 6.01 0.00 0.30 1.83 0.00
01-09-201 10.18 10.27 9.99 10.21 6.03 0.00 0.29 1.79 0.00
01-10-201 10.19 10.25 10.02 10.04 5.93 0.00 0.33 2.10 -0.02
01-11-201 9.97 10.20 9.81 10.10 5.97 0.00 0.45 3.37 0.01
01-12-201 10.00 10.28 9.85 9.85 5.82 0.00 0.51 4.13 -0.02
01-01-201 9.94 10.39 9.94 10.28 6.26 0.00 0.51 4.22 0.08
01-02-201 10.31 10.67 10.30 10.60 6.46 0.00 0.52 4.35 0.03
01-03-201 10.78 10.81 10.62 10.77 6.60 0.00 0.74 8.11 0.02
01-04-201 10.77 11.07 10.63 11.07 6.79 0.00 0.80 9.46 0.03
01-05-201 11.14 11.50 11.09 11.47 7.03 0.00 0.89 11.74 0.04
01-06-201 11.54 11.67 11.42 11.42 7.01 0.00 0.98 14.45 0.00
01-07-201 11.38 11.94 11.35 11.83 7.25 0.00 1.07 17.25 0.04
01-08-201 11.87 12.02 11.67 12.02 7.37 0.00 1.01 15.46 0.02
01-09-201 12.02 12.13 11.90 12.12 7.43 0.00 1.03 15.97 0.01
01-10-201 12.15 12.69 12.15 12.69 7.78 0.00 1.07 17.53 0.05
01-11-201 12.71 12.96 12.61 12.90 7.91 0.00 1.23 23.71 0.02
01-12-201 12.82 12.82 12.19 12.25 7.51 0.00 1.32 28.07 -0.05
01-01-201 12.38 13.50 12.38 13.38 8.67 0.00 1.41 32.92 0.15
01-02-201 13.37 13.37 12.20 12.88 8.35 0.00 1.57 42.48 -0.04
01-03-201 12.71 13.32 12.21 12.43 8.18 0.00 1.70 51.88 -0.02
01-04-201 12.15 12.84 12.15 12.58 8.28 0.00 1.76 56.83 0.01
01-05-201 12.65 13.15 12.59 13.09 8.61 0.00 1.86 66.29 0.04
01-06-201 13.25 13.58 13.07 13.21 8.69 0.00 1.90 69.64 0.01
01-07-201 13.28 14.02 13.16 13.46 8.86 0.00 1.96 75.47 0.02
01-08-201 13.51 14.17 13.51 14.07 9.26 0.00 2.03 83.73 0.05
01-09-201 14.06 14.15 13.80 14.09 9.27 0.00 2.13 94.53 0.00
01-10-201 14.14 14.14 12.28 12.72 8.37 0.00 2.25 110.44 -0.10
01-11-201 12.87 13.20 12.03 12.81 8.43 0.00 2.33 121.45 0.01
01-12-201 13.00 13.00 10.25 11.01 7.25 0.00 2.37 127.34 -0.14
01-01-201 11.03 12.05 10.72 12.05 8.48 0.00 2.37 128.64 0.17
01-02-201 12.03 12.27 11.94 12.23 8.61 0.00 2.39 130.82 0.01
01-03-201 12.33 12.69 12.08 12.50 8.88 0.00 2.40 133.01 0.03
01-04-201 12.65 13.17 12.65 13.11 9.31 0.00 2.38 129.96 0.05
01-05-201 13.00 13.14 12.36 12.36 8.78 0.00 2.35 125.36 -0.06
01-06-201 12.12 13.27 12.12 13.18 9.36 0.00 2.17 100.04 0.07
01-07-201 13.29 13.63 13.29 13.30 9.45 0.00 2.10 91.19 0.01
01-08-201 13.22 13.22 12.67 13.06 9.28 0.00 1.95 74.69 -0.02
01-09-201 12.93 13.24 12.80 12.86 9.13 0.00 1.89 69.19 -0.02
01-10-201 12.76 13.27 12.54 13.22 9.39 0.00 1.65 48.08 0.03
01-11-201 13.33 13.83 13.30 13.79 9.80 0.00 1.54 40.76 0.04
01-12-201 13.65 13.81 13.39 13.71 9.74 0.00 1.54 40.31 -0.01
01-01-202 13.90 14.39 13.80 14.00 10.29 0.00 1.52 39.48 0.06
01-02-202 14.15 14.87 13.08 13.08 9.61 0.00 1.52 39.03 -0.07
01-03-202 13.62 13.75 10.50 11.76 8.70 0.00 0.29 1.74 -0.09
01-04-202 11.28 13.47 11.28 13.47 9.97 0.00 0.14 0.68 0.15
01-05-202 13.13 14.34 13.13 14.34 10.61 0.00 0.13 0.62 0.06
01-06-202 14.44 15.10 14.15 14.92 11.04 0.00 0.16 0.81 0.04
01-07-202 15.15 15.99 15.15 15.99 11.83 0.00 0.13 0.61 0.07
01-08-202 16.15 17.53 16.00 17.53 12.97 0.00 0.10 0.49 0.10
01-09-202 17.75 17.96 15.99 16.68 12.34 0.00 0.11 0.51 -0.05
01-10-202 16.88 17.59 16.15 16.15 11.95 0.00 0.10 0.47 -0.03
01-11-202 16.23 17.63 16.23 17.50 12.95 0.00 0.09 0.42 0.08
01-12-202 17.68 17.77 16.26 16.76 12.40 0.00 0.09 0.40 -0.04
01-01-202 16.54 17.24 16.49 16.58 13.21 0.00 0.08 0.38 0.06
01-02-202 16.90 17.68 16.45 16.46 13.11 0.00 0.04 0.18 -0.01
01-03-202 16.85 16.85 16.03 16.80 13.69 0.00 0.03 0.13 0.04
01-04-202 17.09 18.17 17.09 17.98 14.65 0.00 0.02 0.09 0.07
01-05-202 17.91 18.02 17.15 18.02 14.69 0.00 0.02 0.07 0.00
01-06-202 17.99 18.79 17.90 18.76 15.29 0.00 0.04 0.15 0.04
01-07-202 18.85 19.47 18.64 19.16 15.62 0.00 0.05 0.23 0.02
01-08-202 19.13 20.06 19.13 20.03 16.32 0.00 0.05 0.24 0.05
01-09-202 20.09 20.11 18.83 18.83 15.35 0.00 0.04 0.18 -0.06
01-10-202 19.00 20.14 18.58 20.14 16.41 0.00 0.05 0.22 0.07
01-11-202 20.09 20.90 20.09 20.12 16.40 0.00 0.05 0.22 0.00
01-12-202 19.71 20.45 18.07 18.76 15.29 0.00 0.06 0.26 -0.07
01-01-202 18.81 18.81 16.34 17.22 15.26 0.00 0.15 0.75 0.00
01-02-202 17.40 17.59 15.49 16.17 14.33 0.00 0.33 2.09 -0.06
01-03-202 15.92 17.12 15.13 16.70 14.99 0.00 0.44 3.34 0.05
01-04-202 16.75 16.95 14.77 14.77 13.26 0.00 0.76 8.66 -0.12
01-05-202 14.90 15.39 13.84 14.58 13.09 0.00 0.98 14.47 -0.01
01-06-202 14.50 14.84 12.97 13.30 11.94 0.00 1.49 37.74 -0.09
01-07-202 13.40 14.51 13.31 14.51 13.03 0.00 2.23 108.18 0.09
01-08-202 14.44 15.17 13.93 13.93 12.51 0.00 2.63 172.80 -0.04
01-09-202 13.95 14.46 12.79 12.79 11.48 0.00 3.13 289.00 -0.08
01-10-202 13.14 13.78 12.79 13.39 12.02 0.00 3.72 494.07 0.05
01-11-202 13.30 14.09 12.81 14.09 12.65 0.00 4.15 703.26 0.05
01-12-202 14.05 14.06 11.89 12.09 10.85 0.00 4.25 760.07 -0.14
Monthly Index
Beta Return
CAPM 2
0.00 0.71 0.03
0.05 0.71 0.06
-0.02 0.71 0.02
0.01 0.32 0.07
0.01 0.32 0.05
-0.02 0.32 0.04
0.02 1.17 0.00
-0.06 1.17 -0.12
-0.03 1.17 -0.05
0.08 1.13 0.08
0.00 1.13 -0.08
-0.02 1.13 -0.19
-0.05 0.70 0.42
0.00 0.70 0.60
0.07 0.70 0.60
0.00 1.15 -0.19
0.02 1.15 -0.23
0.00 1.15 -0.24
0.04 1.03 -0.02
0.00 1.03 -0.06
0.00 1.03 -0.06
-0.02 0.27 1.53
0.03 0.27 2.48
0.02 0.27 3.04
0.02 0.24 3.21
0.04 0.24 3.31
0.00 0.24 6.15
0.01 3.61 -24.66
0.01 3.61 -30.59
0.00 3.61 -37.73
0.02 0.29 12.20
0.00 0.29 10.93
0.02 0.29 11.29
0.02 3.31 -40.40
0.03 3.31 -54.63
0.01 3.31 -64.76
0.06 1.93 -30.54
-0.04 1.93 -39.63
-0.03 1.93 -48.37
0.00 1.50 -28.23
0.02 1.50 -32.90
0.00 1.50 -34.59
 0.04 0.68 24.08
0.03 0.68 26.70
0.00 0.68 30.13
-0.07 1.29 -31.66
0.02 1.29 -34.69
-0.09 1.29 -36.51
0.08 2.59 -203.78
0.03 2.59 -207.37
0.02 2.59 -210.86
0.04 0.90 12.46
-0.07 0.90 11.92
0.07 0.90 9.62
0.01 0.26 67.36
-0.02 0.26 55.16
0.02 0.26 51.11
0.02 -0.93 92.95
0.03 -0.93 78.79
0.03 -0.93 77.92
0.00 1.20 -7.88
-0.08 1.20 -7.88
-0.13 1.20 -0.50
0.13 0.97 0.15
0.05 0.97 0.07
0.02 0.97 0.05
0.06 1.27 -0.09
0.07 1.27 -0.04
-0.04 1.27 -0.19
-0.03 0.82 0.06
0.11 0.82 0.16
0.04 0.82 0.10
-0.01 -0.81 0.69
0.03 -0.81 0.30
0.04 -0.81 0.21
0.05 1.53 0.03
0.01 1.53 -0.02
0.02 1.53 -0.05
0.02 1.26 -0.03
0.03 1.26 -0.02
-0.05 1.26 -0.11
0.07 0.66 0.12
-0.01 0.66 0.07
0.04 0.66 0.12
-0.05 0.80 0.11
-0.03 0.80 0.40
0.04 0.80 0.71
-0.09 1.06 -0.64
0.00 1.06 -0.91
-0.08 1.06 -2.45
0.09 0.97 3.38
-0.04 0.97 5.22
-0.09 0.97 8.71
0.08 1.46 -227.87
0.05 1.46 -324.45
-0.06 1.46 -350.82
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Ret
01-01-201 51.95 52.17 50.45 50.76 29.04 0.00 0.03 0.11 0.00
01-02-201 51.42 54.12 51.42 53.88 30.82 0.00 0.02 0.07 0.06
01-03-201 54.25 54.25 51.85 52.10 29.81 0.00 0.03 0.12 -0.03
01-04-201 51.95 53.90 51.95 53.21 30.88 0.00 0.02 0.10 0.04
01-05-201 53.69 54.30 53.03 53.76 31.20 0.00 0.02 0.07 0.01
01-06-201 53.79 54.18 52.50 52.64 30.55 0.00 0.02 0.06 -0.02
01-07-201 53.00 54.06 51.99 53.56 31.16 0.00 0.03 0.14 0.02
01-08-201 53.44 53.52 47.60 50.24 29.23 0.00 0.07 0.32 -0.06
01-09-201 48.79 50.75 47.76 48.76 28.37 0.00 0.02 0.09 -0.03
01-10-201 48.87 53.52 48.87 53.28 31.09 0.00 0.02 0.06 0.10
01-11-201 53.83 53.99 52.10 53.66 31.31 0.00 0.12 0.60 0.01
01-12-201 54.21 54.21 50.55 50.69 29.58 0.00 0.23 1.27 -0.06
01-01-201 49.89 49.94 45.91 48.07 29.17 0.00 0.26 1.48 -0.01
01-02-201 48.04 48.05 45.07 47.75 28.98 0.00 0.31 1.97 -0.01
01-03-201 48.86 50.93 48.86 50.78 30.82 0.00 0.29 1.80 0.06
01-04-201 51.06 52.16 50.43 51.60 31.41 0.00 0.23 1.27 0.02
01-05-201 51.94 52.41 50.82 52.33 31.85 0.00 0.27 1.64 0.01
01-06-201 52.45 53.26 49.45 51.94 31.61 0.00 0.27 1.60 -0.01
01-07-201 52.03 53.57 51.57 53.47 32.89 0.00 0.30 1.83 0.04
01-08-201 53.40 54.30 53.10 53.72 33.05 0.00 0.30 1.83 0.00
01-09-201 53.80 54.24 52.66 53.93 33.18 0.00 0.29 1.79 0.00
01-10-201 53.83 54.05 53.11 53.33 32.90 0.00 0.33 2.10 -0.01
01-11-201 53.06 55.50 52.48 55.29 34.11 0.00 0.45 3.37 0.04
01-12-201 55.15 56.94 54.41 54.41 33.56 0.00 0.51 4.13 -0.02
01-01-201 54.79 56.58 54.79 55.97 35.59 0.00 0.51 4.22 0.06
01-02-201 56.01 57.73 56.01 57.56 36.60 0.00 0.52 4.35 0.03
01-03-201 58.31 58.31 57.14 57.85 36.78 0.00 0.74 8.11 0.01
01-04-201 57.73 58.72 57.12 58.53 37.31 0.00 0.80 9.46 0.01
01-05-201 58.66 59.95 58.38 59.84 38.14 0.00 0.89 11.74 0.02
01-06-201 60.12 60.56 58.80 58.87 37.52 0.00 0.98 14.45 -0.02
01-07-201 58.90 60.84 58.90 60.46 39.05 0.00 1.07 17.25 0.04
01-08-201 60.61 60.71 59.52 60.54 39.10 0.00 1.01 15.46 0.00
01-09-201 60.69 61.78 60.27 61.78 39.90 0.00 1.03 15.97 0.02
01-10-201 61.92 63.55 61.92 63.55 41.14 0.00 1.07 17.53 0.03
01-11-201 63.63 64.66 62.99 64.66 41.86 0.00 1.23 23.71 0.02
01-12-201 64.52 65.85 61.94 62.17 40.25 0.00 1.32 28.07 -0.04
01-01-201 62.78 66.88 62.78 66.03 45.29 0.00 1.41 32.92 0.13
01-02-201 65.75 65.75 60.37 63.20 43.35 0.00 1.57 42.48 -0.04
01-03-201 62.47 64.88 60.56 61.69 42.31 0.00 1.70 51.88 -0.02
01-04-201 60.35 63.44 60.35 61.81 42.49 0.00 1.76 56.83 0.00
01-05-201 61.96 63.75 61.47 62.87 43.22 0.00 1.86 66.29 0.02
01-06-201 63.48 64.59 61.85 62.57 43.02 0.00 1.90 69.64 0.00
01-07-201 62.55 65.23 62.35 64.46 44.78 0.00 1.96 75.47 0.04
01-08-201 64.13 65.35 63.25 64.93 45.11 0.00 2.03 83.73 0.01
01-09-201 64.65 65.67 64.04 65.30 45.37 0.00 2.13 94.53 0.01
01-10-201 65.48 65.57 59.00 60.80 42.34 0.00 2.25 110.44 -0.07
01-11-201 61.57 63.12 59.15 61.72 42.98 0.00 2.33 121.45 0.02
01-12-201 62.63 62.63 49.17 52.26 36.39 0.00 2.37 127.34 -0.15
01-01-201 52.38 56.38 51.05 56.38 42.87 0.00 2.37 128.64 0.18
01-02-201 56.44 58.20 56.26 57.78 43.93 0.00 2.39 130.82 0.02
01-03-201 58.13 58.97 56.81 58.34 44.36 0.00 2.40 133.01 0.01
01-04-201 59.07 60.59 59.07 60.55 46.16 0.00 2.38 129.96 0.04
01-05-201 60.05 60.43 56.22 56.22 42.86 0.00 2.35 125.36 -0.07
01-06-201 56.08 59.28 56.08 59.23 45.16 0.00 2.17 100.04 0.05
01-07-201 59.73 60.96 59.58 59.69 46.07 0.00 2.10 91.19 0.02
01-08-201 59.17 59.17 56.73 58.41 45.08 0.00 1.95 74.69 -0.02
01-09-201 57.83 60.11 57.83 59.01 45.54 0.00 1.89 69.19 0.01
01-10-201 58.38 61.08 57.43 60.80 47.05 0.00 1.65 48.08 0.03
01-11-201 61.43 63.68 61.43 63.38 49.05 0.00 1.54 40.76 0.04
01-12-201 62.83 65.04 61.78 61.98 47.97 0.00 1.54 40.31 -0.02
01-01-202 62.57 63.64 61.26 61.26 50.09 0.00 1.52 39.48 0.04
01-02-202 61.68 64.68 57.03 57.03 46.63 0.00 1.52 39.03 -0.07
01-03-202 59.08 59.98 42.59 48.83 39.93 0.00 0.29 1.74 -0.14
01-04-202 46.73 55.02 46.73 54.57 44.78 0.00 0.14 0.68 0.12
01-05-202 53.21 56.95 53.18 56.95 46.73 0.00 0.13 0.62 0.04
01-06-202 57.29 60.19 55.86 57.27 47.00 0.00 0.16 0.81 0.01
01-07-202 57.67 60.36 57.67 59.87 49.93 0.00 0.13 0.61 0.06
01-08-202 60.29 63.45 60.29 63.26 52.76 0.00 0.10 0.49 0.06
01-09-202 63.72 64.58 59.25 61.08 50.94 0.00 0.11 0.51 -0.03
01-10-202 61.58 64.18 59.59 59.59 49.83 0.00 0.10 0.47 -0.02
01-11-202 60.21 66.94 60.21 66.51 55.62 0.00 0.09 0.42 0.12
01-12-202 67.35 69.26 67.35 69.10 57.78 0.00 0.09 0.40 0.04
01-01-202 68.45 71.25 68.35 68.35 57.58 0.00 0.08 0.38 0.00
01-02-202 69.52 73.15 69.52 70.98 59.79 0.00 0.04 0.18 0.04
01-03-202 72.60 73.74 70.13 73.30 61.75 0.00 0.03 0.13 0.03
01-04-202 74.35 77.04 74.35 76.43 64.52 0.00 0.02 0.09 0.04
01-05-202 76.62 77.80 74.69 77.80 65.68 0.00 0.02 0.07 0.02
01-06-202 77.90 78.62 74.55 76.32 64.43 0.00 0.04 0.15 -0.02
01-07-202 76.57 77.59 74.53 77.20 67.12 0.00 0.05 0.23 0.04
01-08-202 77.15 79.09 76.75 79.05 68.73 0.00 0.05 0.24 0.02
01-09-202 79.23 79.63 75.25 75.25 65.43 0.00 0.04 0.18 -0.05
01-10-202 76.07 79.78 75.06 79.65 69.39 0.00 0.05 0.22 0.06
01-11-202 79.79 81.54 77.75 77.75 67.74 0.00 0.05 0.22 -0.02
01-12-202 77.00 80.10 72.88 75.91 66.13 0.00 0.06 0.26 -0.02
01-01-202 75.94 75.94 68.97 71.59 67.18 0.00 0.15 0.75 0.02
01-02-202 72.22 72.92 68.10 70.05 65.73 0.00 0.33 2.09 -0.02
01-03-202 68.98 72.85 66.33 71.34 66.94 0.00 0.44 3.34 0.02
01-04-202 71.77 72.34 65.53 65.53 61.63 0.00 0.76 8.66 -0.08
01-05-202 65.95 67.98 62.53 66.36 62.42 0.00 0.98 14.47 0.01
01-06-202 65.87 66.97 57.44 58.72 55.23 0.00 1.49 37.74 -0.12
01-07-202 59.17 63.13 58.13 63.13 60.76 0.00 2.23 108.18 0.10
01-08-202 62.97 65.72 61.00 61.00 58.71 0.00 2.63 172.80 -0.03
01-09-202 60.92 63.30 55.50 55.50 53.42 0.00 3.13 289.00 -0.09
01-10-202 57.10 60.31 55.77 59.97 57.87 0.00 3.72 494.07 0.08
01-11-202 59.99 64.26 58.33 64.26 62.01 0.00 4.15 703.26 0.07
01-12-202 64.23 64.23 59.48 60.22 58.11 0.00 4.25 760.07 -0.06
Monthly Index
Beta Return
CAPM 2
0.00 1.33 -0.04
0.05 1.33 0.04
-0.02 1.33 -0.06
0.01 1.47 -0.03
0.01 1.47 -0.02
-0.02 1.47 -0.06
0.02 1.02 0.02
-0.06 1.02 -0.07
-0.03 1.02 -0.03
0.08 1.40 0.09
0.00 1.40 -0.24
-0.02 1.40 -0.53
-0.05 0.66 0.46
0.00 0.66 0.66
0.07 0.66 0.65
0.00 0.42 0.74
0.02 0.42 0.96
0.00 0.42 0.93
0.04 0.90 0.21
0.00 0.90 0.18
0.00 0.90 0.17
-0.02 0.59 0.85
0.03 0.59 1.40
0.02 0.59 1.70
0.02 0.58 1.77
0.04 0.58 1.83
0.00 0.58 3.37
0.01 3.46 -23.20
0.01 3.46 -28.78
0.00 3.46 -35.49
0.02 1.46 -7.93
0.00 1.46 -7.14
0.02 1.46 -7.34
0.02 2.80 -31.48
0.03 2.80 -42.56
0.01 2.80 -50.46
0.06 1.67 -21.99
-0.04 1.67 -28.57
-0.03 1.67 -34.86
0.00 0.87 7.38
0.02 0.87 8.63
0.00 0.87 9.05
 0.04 0.69 23.16
0.03 0.69 25.68
0.00 0.69 28.98
-0.07 1.34 -37.74
0.02 1.34 -41.37
-0.09 1.34 -43.52
0.08 2.89 -242.43
0.03 2.89 -246.69
0.02 2.89 -250.85
0.04 0.93 9.48
-0.07 0.93 9.04
0.07 0.93 7.34
0.01 0.93 6.35
-0.02 0.93 5.17
0.02 0.93 4.83
0.02 -2.30 158.44
0.03 -2.30 134.29
0.03 -2.30 132.81
0.00 1.44 -17.54
-0.08 1.44 -17.46
-0.13 1.44 -0.96
0.13 1.04 0.11
0.05 1.04 0.03
0.02 1.04 -0.01
0.06 0.89 0.12
0.07 0.89 0.12
-0.04 0.89 0.02
-0.03 0.99 -0.02
0.11 0.99 0.11
0.04 0.99 0.05
-0.01 0.82 0.06
0.03 0.82 0.06
0.04 0.82 0.06
0.05 1.01 0.05
0.01 1.01 0.01
0.02 1.01 0.02
0.02 1.04 0.01
0.03 1.04 0.02
-0.05 1.04 -0.06
0.07 0.95 0.08
-0.01 0.95 0.00
0.04 0.95 0.05
-0.05 0.17 0.61
-0.03 0.17 1.73
0.04 0.17 2.78
-0.09 1.24 -2.21
0.00 1.24 -3.51
-0.08 1.24 -9.24
0.09 1.05 -5.51
-0.04 1.05 -8.99
-0.09 1.05 -15.07
0.08 1.09 -45.63
0.05 1.09 -65.02
-0.06 1.09 -70.40
 Date Open High Low Close Adj Close Volume 3-Month Treasury Bill Rate
01-01-2015 42.57 42.99 41.27 42.10 23.50 0.00 0.03
01-02-2015 42.52 44.63 42.52 44.44 24.81 0.00 0.02
01-03-2015 44.80 45.08 43.44 44.07 24.60 0.00 0.03
01-04-2015 43.88 45.76 43.88 44.78 25.00 0.00 0.02
01-05-2015 45.24 45.77 44.62 45.43 25.36 0.00 0.02
01-06-2015 45.50 46.14 44.49 44.69 24.95 0.00 0.02
01-07-2015 44.89 46.04 43.91 45.76 25.54 0.00 0.03
01-08-2015 45.66 45.85 41.08 43.29 24.17 0.00 0.07
01-09-2015 42.12 44.01 40.81 41.72 23.29 0.00 0.02
01-10-2015 41.86 45.34 41.86 45.18 25.22 0.00 0.02
01-11-2015 45.69 45.90 44.28 45.67 25.49 0.00 0.12
01-12-2015 46.17 46.17 41.03 41.21 23.01 0.00 0.23
01-01-2016 40.43 40.43 36.90 38.12 23.25 0.00 0.26
01-02-2016 38.17 38.17 35.41 37.73 23.01 0.00 0.31
01-03-2016 38.67 40.22 38.52 40.18 24.50 0.00 0.29
01-04-2016 40.42 41.33 39.93 40.86 24.92 0.00 0.23
01-05-2016 41.22 41.73 40.21 41.73 25.45 0.00 0.27
01-06-2016 41.80 42.41 39.47 41.36 25.22 0.00 0.27
01-07-2016 41.56 43.18 41.19 43.18 26.33 0.00 0.30
01-08-2016 43.17 43.98 42.88 43.45 26.50 0.00 0.30
01-09-2016 43.51 44.06 42.79 44.06 26.87 0.00 0.29
01-10-2016 44.01 44.23 43.15 43.27 26.39 0.00 0.33
01-11-2016 43.07 44.65 42.42 44.53 27.15 0.00 0.45
01-12-2016 44.27 45.68 41.95 41.95 25.58 0.00 0.51
01-01-2017 42.32 44.27 42.32 43.86 28.56 0.00 0.51
01-02-2017 43.95 45.11 43.95 44.91 29.24 0.00 0.52
01-03-2017 45.50 45.54 44.76 45.37 29.54 0.00 0.74
01-04-2017 45.30 46.28 44.87 46.27 30.13 0.00 0.80
01-05-2017 46.49 47.40 46.11 47.30 30.80 0.00 0.89
01-06-2017 47.56 47.91 47.11 47.17 30.71 0.00 0.98
01-07-2017 47.06 49.24 47.06 48.75 31.74 0.00 1.07
01-08-2017 48.83 48.83 47.61 48.76 31.75 0.00 1.01
01-09-2017 48.85 49.57 48.53 49.57 32.27 0.00 1.03
01-10-2017 49.64 51.40 49.64 51.40 33.47 0.00 1.07
01-11-2017 51.51 52.39 51.07 52.39 34.11 0.00 1.23
01-12-2017 52.21 53.02 49.35 49.42 32.18 0.00 1.32
01-01-2018 50.04 54.12 50.04 53.46 37.34 0.00 1.41
01-02-2018 53.31 53.31 49.15 52.01 36.33 0.00 1.57
01-03-2018 51.43 53.83 50.12 50.90 35.55 0.00 1.70
01-04-2018 49.73 52.76 49.73 51.65 36.08 0.00 1.76
01-05-2018 51.86 53.48 51.42 53.14 37.12 0.00 1.86
01-06-2018 53.68 55.10 53.39 53.93 37.67 0.00 1.90
01-07-2018 54.01 56.21 53.70 54.96 38.39 0.00 1.96
01-08-2018 54.87 56.55 54.44 56.25 39.29 0.00 2.03
01-09-2018 55.98 56.75 55.08 56.63 39.55 0.00 2.13
01-10-2018 56.76 56.76 49.55 51.22 35.78 0.00 2.25
01-11-2018 52.07 53.53 49.54 52.16 36.43 0.00 2.33
01-12-2018 52.88 52.88 39.92 42.62 29.77 0.00 2.37
01-01-2019 42.68 46.63 41.63 46.63 36.65 0.00 2.37
01-02-2019 46.58 47.89 46.38 47.61 37.42 0.00 2.39
01-03-2019 47.95 49.08 46.72 48.52 38.13 0.00 2.40
01-04-2019 49.11 50.57 49.11 50.39 39.60 0.00 2.38
01-05-2019 49.98 50.38 47.15 47.15 37.06 0.00 2.35
01-06-2019 46.55 50.39 46.55 50.23 39.48 0.00 2.17
01-07-2019 50.66 51.50 50.48 50.48 39.67 0.00 2.10
01-08-2019 50.04 50.04 48.06 49.30 38.75 0.00 1.95
01-09-2019 48.82 50.47 48.82 49.17 38.64 0.00 1.89
01-10-2019 48.64 50.97 47.93 50.76 39.89 0.00 1.65
01-11-2019 51.20 53.29 51.20 53.08 41.72 0.00 1.54
01-12-2019 52.54 54.50 50.81 50.96 40.05 0.00 1.54
01-01-2020 51.50 52.96 51.24 51.43 43.42 0.00 1.52
01-02-2020 52.14 55.21 48.73 48.75 41.15 0.00 1.52
01-03-2020 50.48 51.11 38.45 43.29 36.54 0.00 0.29
01-04-2020 41.50 49.53 41.50 49.49 41.78 0.00 0.14
01-05-2020 48.22 52.65 48.22 52.65 44.45 0.00 0.13
01-06-2020 53.11 55.22 52.18 54.58 46.08 0.00 0.16
01-07-2020 55.36 58.58 55.36 57.97 48.94 0.00 0.13
01-08-2020 58.51 63.07 58.02 63.07 53.24 0.00 0.10
01-09-2020 63.60 64.16 58.18 60.63 51.18 0.00 0.11
01-10-2020 61.49 63.96 59.13 59.13 49.92 0.00 0.10
01-11-2020 59.62 66.78 59.62 66.41 56.06 0.00 0.09
01-12-2020 67.21 69.68 66.45 67.34 56.85 0.00 0.09
01-01-2021 66.55 70.44 66.55 67.34 59.43 0.00 0.08
01-02-2021 68.83 72.07 68.36 68.43 60.40 0.00 0.04
01-03-2021 70.16 70.16 66.03 69.04 60.94 0.00 0.03
01-04-2021 70.10 73.37 70.10 72.82 64.27 0.00 0.02
01-05-2021 72.46 72.46 68.78 72.34 63.85 0.00 0.02
01-06-2021 72.30 75.02 71.51 74.81 66.03 0.00 0.04
01-07-2021 75.00 76.12 72.99 75.56 66.69 0.00 0.05
01-08-2021 75.62 78.33 75.02 78.29 69.10 0.00 0.05
01-09-2021 78.61 79.08 75.57 75.57 66.70 0.00 0.04
01-10-2021 76.36 82.14 74.96 82.14 72.50 0.00 0.05
01-11-2021 82.73 83.94 79.83 79.83 70.46 0.00 0.05
01-12-2021 78.15 81.05 70.55 74.06 65.37 0.00 0.06
01-01-2022 74.75 74.75 62.90 66.67 63.97 0.00 0.15
01-02-2022 67.45 67.76 61.15 64.25 61.64 0.00 0.33
01-03-2022 63.13 67.90 58.88 66.17 63.49 0.00 0.44
01-04-2022 66.54 67.66 58.23 58.23 55.87 0.00 0.76
01-05-2022 58.97 60.84 53.39 57.02 54.71 0.00 0.98
01-06-2022 56.50 57.93 50.14 51.65 49.56 0.00 1.49
01-07-2022 52.10 56.92 51.55 56.92 54.61 0.00 2.23
01-08-2022 56.79 60.02 55.00 55.00 52.77 0.00 2.63
01-09-2022 54.86 57.52 50.28 50.28 48.24 0.00 3.13
01-10-2022 51.22 53.13 49.22 52.58 50.45 0.00 3.72
01-11-2022 52.40 54.98 50.37 54.98 52.75 0.00 4.15
01-12-2022 55.06 55.08 48.41 49.31 47.31 0.00 4.25
Risk-Free Rate Fund Return Monthly Index Return Beta CAPM 2
0.11 0.00 0.00 0.95 0.01
0.07 0.06 0.05 0.95 0.05
0.12 -0.01 -0.02 0.95 -0.01
0.10 0.02 0.01 1.05 0.01
0.07 0.01 0.01 1.05 0.01
0.06 -0.02 -0.02 1.05 -0.02
0.14 0.02 0.02 1.00 0.02
0.32 -0.05 -0.06 1.00 -0.06
0.09 -0.04 -0.03 1.00 -0.03
0.06 0.08 0.08 1.55 0.09
0.60 0.01 0.00 1.55 -0.33
1.27 -0.10 -0.02 1.55 -0.73
1.48 0.01 -0.05 0.49 0.73
1.97 -0.01 0.00 0.49 1.00
1.80 0.06 0.07 0.49 0.95
1.27 0.02 0.00 0.86 0.17
1.64 0.02 0.02 0.86 0.24
1.60 -0.01 0.00 0.86 0.22
1.83 0.04 0.04 0.85 0.32
1.83 0.01 0.00 0.85 0.28
1.79 0.01 0.00 0.85 0.27
2.10 -0.02 -0.02 0.39 1.28
3.37 0.03 0.03 0.39 2.08
4.13 -0.06 0.02 0.39 2.54
4.22 0.12 0.02 0.34 2.78
4.35 0.02 0.04 0.34 2.88
8.11 0.01 0.00 0.34 5.33
9.46 0.02 0.01 2.38 -13.03
11.74 0.02 0.01 2.38 -16.17
14.45 0.00 0.00 2.38 -19.94
17.25 0.03 0.02 1.24 -4.16
15.46 0.00 0.00 1.24 -3.75
15.97 0.02 0.02 1.24 -3.85
17.53 0.04 0.02 3.80 -48.96
23.71 0.02 0.03 3.80 -66.21
28.07 -0.06 0.01 3.80 -78.49
32.92 0.16 0.06 1.93 -30.61
42.48 -0.03 -0.04 1.93 -39.72
51.88 -0.02 -0.03 1.93 -48.48
56.83 0.01 0.00 0.70 16.91
66.29 0.03 0.02 0.70 19.74
69.64 0.01 0.00 0.70 20.73
 75.47 0.02 0.04 0.37 47.87
83.73 0.02 0.03 0.37 53.10
94.53 0.01 0.00 0.37 59.94
110.44 -0.10 -0.07 1.66 -72.68
121.45 0.02 0.02 1.66 -79.76
127.34 -0.18 -0.09 1.66 -83.81
128.64 0.23 0.08 3.75 -353.17
130.82 0.02 0.03 3.75 -359.36
133.01 0.02 0.02 3.75 -365.40
129.96 0.04 0.04 0.93 9.35
125.36 -0.06 -0.07 0.93 8.92
100.04 0.07 0.07 0.93 7.24
91.19 0.00 0.01 0.62 34.94
74.69 -0.02 -0.02 0.62 28.60
69.19 0.00 0.02 0.62 26.52
48.08 0.03 0.02 -2.95 189.63
40.76 0.05 0.03 -2.95 160.73
40.31 -0.04 0.03 -2.95 158.96
39.48 0.08 0.00 1.53 -20.77
39.03 -0.05 -0.08 1.53 -20.65
1.74 -0.11 -0.13 1.53 -1.11
0.68 0.14 0.13 0.97 0.14
0.62 0.06 0.05 0.97 0.06
0.81 0.04 0.02 0.97 0.04
0.61 0.06 0.06 1.09 0.01
0.49 0.09 0.07 1.09 0.03
0.51 -0.04 -0.04 1.09 -0.09
0.47 -0.02 -0.03 1.06 -0.06
0.42 0.12 0.11 1.06 0.09
0.40 0.01 0.04 1.06 0.02
0.38 0.05 -0.01 -0.73 0.66
0.18 0.02 0.03 -0.73 0.29
0.13 0.01 0.04 -0.73 0.20
0.09 0.05 0.05 1.34 0.04
0.07 -0.01 0.01 1.34 -0.01
0.15 0.03 0.02 1.34 -0.02
0.23 0.01 0.02 0.80 0.06
0.24 0.04 0.03 0.80 0.07
0.18 -0.03 -0.05 0.80 0.00
0.22 0.09 0.07 1.20 0.04
0.22 -0.03 -0.01 1.20 -0.06
0.26 -0.07 0.04 1.20 0.00
0.75 -0.02 -0.05 0.67 0.21
 2.09 -0.04 -0.03 0.67 0.67
3.34 0.03 0.04 0.67 1.14
8.66 -0.12 -0.09 1.03 -0.37
14.47 -0.02 0.00 1.03 -0.46
37.74 -0.09 -0.08 1.03 -1.27
108.18 0.10 0.09 1.04 -4.64
172.80 -0.03 -0.04 1.04 -7.60
289.00 -0.09 -0.09 1.04 -12.74
494.07 0.05 0.08 1.14 -69.78
703.26 0.05 0.05 1.14 -99.39
760.07 -0.10 -0.06 1.14 -107.55
 Date Open High Low Close Adj Close Volume 3-Month TRisk-FreeFund Return
01-01-201 36.94 37.33 35.94 36.26 20.77 0.00 0.03 0.11 0.00
01-02-201 36.74 38.17 36.74 38.01 21.77 0.00 0.02 0.07 0.05
01-03-201 38.19 38.19 36.35 36.78 21.07 0.00 0.03 0.12 -0.03
01-04-201 36.67 38.13 36.67 37.59 21.78 0.00 0.02 0.10 0.03
01-05-201 37.99 38.33 37.46 37.80 21.90 0.00 0.02 0.07 0.01
01-06-201 37.80 38.04 36.66 36.73 21.28 0.00 0.02 0.06 -0.03
01-07-201 36.92 37.66 36.33 37.43 21.77 0.00 0.03 0.14 0.02
01-08-201 37.33 37.56 33.39 35.13 20.44 0.00 0.07 0.32 -0.06
01-09-201 34.14 35.57 33.05 33.77 19.64 0.00 0.02 0.09 -0.04
01-10-201 33.78 36.86 33.78 36.71 21.45 0.00 0.02 0.06 0.09
01-11-201 37.13 37.16 35.64 36.56 21.36 0.00 0.12 0.60 0.00
01-12-201 36.87 36.87 32.60 33.27 19.44 0.00 0.23 1.27 -0.09
01-01-201 32.83 32.88 30.46 32.08 20.13 0.00 0.26 1.48 0.04
01-02-201 32.04 32.35 30.46 32.08 20.13 0.00 0.31 1.97 0.00
01-03-201 32.72 34.23 32.72 34.14 21.42 0.00 0.29 1.80 0.06
01-04-201 34.26 35.30 33.86 34.92 22.01 0.00 0.23 1.27 0.03
01-05-201 35.12 35.13 34.11 35.11 22.13 0.00 0.27 1.64 0.01
01-06-201 35.13 35.74 33.74 35.34 22.28 0.00 0.27 1.60 0.01
01-07-201 35.46 36.51 35.15 36.51 23.12 0.00 0.30 1.83 0.04
01-08-201 36.41 36.98 36.21 36.48 23.10 0.00 0.30 1.83 0.00
01-09-201 36.49 36.87 35.80 36.53 23.13 0.00 0.29 1.79 0.00
01-10-201 36.46 36.49 35.78 35.78 22.75 0.00 0.33 2.10 -0.02
01-11-201 35.61 37.24 35.22 37.16 23.63 0.00 0.45 3.37 0.04
01-12-201 37.00 38.24 36.11 36.11 22.96 0.00 0.51 4.13 -0.03
01-01-201 36.38 37.46 36.38 37.11 24.61 0.00 0.51 4.22 0.07
01-02-201 37.11 38.08 37.11 37.97 25.18 0.00 0.52 4.35 0.02
01-03-201 38.46 38.51 37.74 38.01 25.21 0.00 0.74 8.11 0.00
01-04-201 37.94 38.41 37.56 38.30 25.51 0.00 0.80 9.46 0.01
01-05-201 38.32 38.78 37.97 38.76 25.82 0.00 0.89 11.74 0.01
01-06-201 39.01 39.16 38.71 38.77 25.82 0.00 0.98 14.45 0.00
01-07-201 38.82 39.64 38.72 39.45 26.39 0.00 1.07 17.25 0.02
01-08-201 39.51 39.51 38.53 39.20 26.22 0.00 1.01 15.46 -0.01
01-09-201 39.28 40.25 39.04 40.25 26.92 0.00 1.03 15.97 0.03
01-10-201 40.41 41.09 40.41 40.95 27.50 0.00 1.07 17.53 0.02
01-11-201 41.09 41.99 40.63 41.99 28.20 0.00 1.23 23.71 0.03
01-12-201 41.95 42.44 40.18 40.24 27.03 0.00 1.32 28.07 -0.04
01-01-201 40.61 43.44 40.61 42.57 30.39 0.00 1.41 32.92 0.12
01-02-201 42.68 42.68 39.37 41.04 29.29 0.00 1.57 42.48 -0.04
01-03-201 40.59 42.02 38.95 39.58 28.25 0.00 1.70 51.88 -0.04
01-04-201 38.74 40.63 38.74 39.95 28.63 0.00 1.76 56.83 0.01
01-05-201 40.08 41.18 39.60 40.55 29.06 0.00 1.86 66.29 0.02
01-06-201 40.88 41.49 39.81 40.20 28.81 0.00 1.90 69.64 -0.01
01-07-201 40.17 41.72 40.11 41.34 30.16 0.00 1.96 75.47 0.05
01-08-201 41.19 41.86 40.84 41.53 30.30 0.00 2.03 83.73 0.00
01-09-201 41.34 41.98 41.05 41.95 30.60 0.00 2.13 94.53 0.01
01-10-201 42.07 42.15 38.28 39.04 28.60 0.00 2.25 110.44 -0.07
01-11-201 39.52 40.59 38.11 39.75 29.12 0.00 2.33 121.45 0.02
01-12-201 40.09 40.09 31.92 33.78 24.74 0.00 2.37 127.34 -0.15
01-01-201 33.79 35.85 33.08 35.85 28.51 0.00 2.37 128.64 0.15
01-02-201 35.85 36.82 35.71 36.62 29.13 0.00 2.39 130.82 0.02
01-03-201 36.88 37.71 36.25 37.46 29.80 0.00 2.40 133.01 0.02
01-04-201 37.81 38.74 37.81 38.71 30.93 0.00 2.38 129.96 0.04
01-05-201 38.31 38.50 36.09 36.09 28.84 0.00 2.35 125.36 -0.07
01-06-201 36.00 38.21 36.00 38.00 30.36 0.00 2.17 100.04 0.05
01-07-201 38.26 38.87 38.26 38.31 30.85 0.00 2.10 91.19 0.02
01-08-201 37.94 37.94 36.67 37.57 30.25 0.00 1.95 74.69 -0.02
01-09-201 37.28 38.57 37.28 37.81 30.45 0.00 1.89 69.19 0.01
01-10-201 37.34 38.53 36.69 38.45 31.10 0.00 1.65 48.08 0.02
01-11-201 38.82 40.20 38.82 40.01 32.36 0.00 1.54 40.76 0.04
01-12-201 39.69 40.86 38.95 39.40 31.87 0.00 1.54 40.31 -0.02
01-01-202 39.66 40.41 38.91 38.91 33.10 0.00 1.52 39.48 0.04
01-02-202 39.18 40.77 35.91 35.91 30.55 0.00 1.52 39.03 -0.08
01-03-202 37.22 37.69 27.94 31.71 26.97 0.00 0.29 1.74 -0.12
01-04-202 30.53 35.64 30.53 35.49 30.36 0.00 0.14 0.68 0.13
01-05-202 34.55 37.11 34.55 37.11 31.75 0.00 0.13 0.62 0.05
01-06-202 37.29 39.10 36.58 37.53 32.11 0.00 0.16 0.81 0.01
01-07-202 37.86 39.44 37.86 39.06 33.67 0.00 0.13 0.61 0.05
01-08-202 39.32 41.59 39.32 41.46 35.74 0.00 0.10 0.49 0.06
01-09-202 41.71 42.37 38.71 39.88 34.38 0.00 0.11 0.51 -0.04
01-10-202 40.09 41.54 38.72 38.75 33.55 0.00 0.10 0.47 -0.02
01-11-202 39.19 43.34 39.19 42.97 37.20 0.00 0.09 0.42 0.11
01-12-202 43.45 44.21 43.33 44.21 38.27 0.00 0.09 0.40 0.03
01-01-202 43.57 45.48 43.57 43.87 38.13 0.00 0.08 0.38 0.00
01-02-202 44.49 46.60 44.49 45.29 39.37 0.00 0.04 0.18 0.03
01-03-202 46.27 47.41 45.11 47.14 40.97 0.00 0.03 0.13 0.04
01-04-202 47.66 49.38 47.66 49.05 42.79 0.00 0.02 0.09 0.04
01-05-202 49.25 49.95 48.12 49.68 43.34 0.00 0.02 0.07 0.01
01-06-202 49.67 50.25 48.50 49.70 43.36 0.00 0.04 0.15 0.00
01-07-202 50.01 50.77 48.85 50.45 44.53 0.00 0.05 0.23 0.03
01-08-202 50.28 51.91 50.28 51.90 45.81 0.00 0.05 0.24 0.03
01-09-202 51.96 52.17 49.82 49.82 43.98 0.00 0.04 0.18 -0.04
01-10-202 50.38 52.82 49.83 52.82 46.78 0.00 0.05 0.22 0.06
01-11-202 52.76 53.78 51.73 51.73 45.81 0.00 0.05 0.22 -0.02
01-12-202 51.25 53.67 49.47 51.54 45.65 0.00 0.06 0.26 0.00
01-01-202 51.60 51.73 47.35 49.06 45.82 0.00 0.15 0.75 0.00
01-02-202 49.47 49.88 46.33 47.79 44.64 0.00 0.33 2.09 -0.03
01-03-202 47.08 49.87 45.57 48.96 45.73 0.00 0.44 3.34 0.02
01-04-202 49.24 49.60 44.75 44.75 41.95 0.00 0.76 8.66 -0.08
01-05-202 45.01 46.45 42.94 45.40 42.56 0.00 0.98 14.47 0.01
01-06-202 45.16 45.88 39.69 40.67 38.13 0.00 1.49 37.74 -0.10
01-07-202 41.01 43.21 39.95 43.21 41.25 0.00 2.23 108.18 0.08
01-08-202 43.10 45.18 42.02 42.02 40.11 0.00 2.63 172.80 -0.03
01-09-202 42.09 43.57 38.20 38.20 36.47 0.00 3.13 289.00 -0.09
01-10-202 39.25 41.47 38.47 41.23 39.51 0.00 3.72 494.07 0.08
01-11-202 41.15 43.97 39.95 43.97 42.14 0.00 4.15 703.26 0.07
01-12-202 44.03 44.10 40.48 41.04 39.33 0.00 4.25 760.07 -0.07
Monthly Index
Beta Return
CAPM 2
0.00 1.12 -0.01
0.05 1.12 0.05
-0.02 1.12 -0.04
0.01 1.60 -0.04
0.01 1.60 -0.02
-0.02 1.60 -0.07
0.02 1.08 0.01
-0.06 1.08 -0.09
-0.03 1.08 -0.04
0.08 1.64 0.09
0.00 1.64 -0.39
-0.02 1.64 -0.85
-0.05 0.28 1.05
0.00 0.28 1.41
0.07 0.28 1.31
0.00 -0.58 2.01
0.02 -0.58 2.57
0.00 -0.58 2.52
0.04 0.94 0.15
0.00 0.94 0.12
0.00 0.94 0.11
-0.02 0.70 0.62
0.03 0.70 1.04
0.02 0.70 1.27
0.02 0.55 1.90
0.04 0.55 1.97
0.00 0.55 3.63
0.01 1.17 -1.60
0.01 1.17 -1.99
0.00 1.17 -2.46
0.02 1.53 -9.15
0.00 1.53 -8.22
0.02 1.53 -8.46
0.02 3.35 -41.19
0.03 3.35 -55.70
0.01 3.35 -66.03
0.06 1.67 -21.98
-0.04 1.67 -28.57
-0.03 1.67 -34.85
0.00 0.63 20.87
0.02 0.63 24.36
0.00 0.63 25.58
 0.04 0.66 25.45
0.03 0.66 28.22
0.00 0.66 31.84
-0.07 1.35 -38.42
0.02 1.35 -42.12
-0.09 1.35 -44.31
0.08 2.31 -167.92
0.03 2.31 -170.90
0.02 2.31 -173.78
0.04 0.89 14.53
-0.07 0.89 13.92
0.07 0.89 11.22
0.01 0.77 21.35
-0.02 0.77 17.46
0.02 0.77 16.21
0.02 -0.88 90.46
0.03 -0.88 76.68
0.03 -0.88 75.83
0.00 1.22 -8.67
-0.08 1.22 -8.67
-0.13 1.22 -0.54
0.13 1.03 0.11
0.05 1.03 0.03
0.02 1.03 0.00
0.06 0.89 0.12
0.07 0.89 0.12
-0.04 0.89 0.02
-0.03 0.95 -0.01
0.11 0.95 0.13
0.04 0.95 0.06
-0.01 0.89 0.03
0.03 0.89 0.05
0.04 0.89 0.05
0.05 0.94 0.05
0.01 0.94 0.01
0.02 0.94 0.03
0.02 0.90 0.04
0.03 0.90 0.05
-0.05 0.90 -0.03
0.07 0.98 0.07
-0.01 0.98 -0.01
0.04 0.98 0.04
-0.05 0.36 0.46
-0.03 0.36 1.33
0.04 0.36 2.16
-0.09 1.23 -2.14
0.00 1.23 -3.40
-0.08 1.23 -8.95
0.09 0.94 6.99
-0.04 0.94 10.99
-0.09 0.94 18.36
0.08 1.11 -54.34
0.05 1.11 -77.42
-0.06 1.11 -83.80