economic report with some calculation needed

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excelsfilesfinal.xlsx

excel 3 comaparison

Date SPY TLT GLD BTC Return SPY TLT GLD BTC 2018 SPY TLT GLD BTC
1/2/19 268.769989 125.489998 125.150002 13444.879883
1/3/19 270.470001 126.089996 124.82 14754.129883 0.63% 0.48% -0.26% 9.74% Mean Return -0.03% -0.01% -0.01% -0.29%
1/4/19 271.609985 126.07 125.459999 15156.620117 0.42% -0.02% 0.51% 2.73% Ann Return -7.73% -1.49% -2.66% -51.81%
1/7/19 273.420013 125.709999 125.330002 15180.080078 0.67% -0.29% -0.10% 0.15% SD 1.09% 0.59% 0.62% 4.54%
1/8/19 273.920013 125.629997 125.309998 16954.779297 0.18% -0.06% -0.02% 11.69% Ann Volatility 17.32% 9.31% 9.78% 72.09%
1/9/19 274.540009 123.949997 124.730003 17172.300781 0.23% -1.34% -0.46% 1.28%
1/10/19 274.119995 123.800003 125.029999 16228.160156 -0.15% -0.12% 0.24% -5.50% Sharpe Ratio -0.44620 -0.15966 -0.27185 -0.71862
1/11/19 276.119995 124.309998 125.440002 14976.169922 0.73% 0.41% 0.33% -7.71% Max 5.05% 2.19% 2.57% 13.62%
1/14/19 277.920013 124.519997 126.959999 14468.5 0.65% 0.17% 1.21% -3.39% Min -4.18% -1.74% -1.66% -17.24%
1/15/19 276.970001 125.040001 127.169998 14919.490234 -0.34% 0.42% 0.17% 3.12%
1/16/19 279.609985 124.870003 126.139999 13308.05957 0.95% -0.14% -0.81% -10.80% Skew -0.373631374 0.0321646467 0.3201727991 -0.2944584675
1/17/19 279.140015 123.709999 125.860001 13841.19043 -0.17% -0.93% -0.22% 4.01% Kurt 3.143 0.476 1.565 1.316
1/18/19 280.410004 123.059998 126.419998 14243.120117 0.45% -0.53% 0.44% 2.90%
1/22/19 282.690002 123.18 126.650002 13638.629883 0.81% 0.10% 0.18% -4.24% CORRELATION SPY TLT GLD BTC
1/23/19 283.290009 123.709999 127.279999 13631.980469 0.21% 0.43% 0.50% -0.05% SPY 1.000
1/24/19 283.179993 123.040001 128.830002 11282.490234 -0.04% -0.54% 1.22% -17.24% TLT -0.278 1.000
1/25/19 283.299988 124.050003 127.970001 11162.700195 0.04% 0.82% -0.67% -1.06% GLD -0.026 0.178 1.000
1/28/19 286.579987 123.589996 128.070007 11175.519531 1.16% -0.37% 0.08% 0.11% BTC -0.154 0.091 -0.098 1.000
1/29/19 284.679993 122.730003 127.349998 11521.759766 -0.66% -0.70% -0.56% 3.10%
1/30/19 281.76001 122.010002 126.800003 12783.94043 -1.03% -0.59% -0.43% 10.95%
1/31/19 281.899994 122.730003 127.650002 11549.929688 0.05% 0.59% 0.67% -9.65%
2/1/19 281.579987 120.699997 128.070007 10814.519531 -0.11% -1.65% 0.33% -6.37%
2/4/19 275.450012 119.580002 126.389999 10858.230469 -2.18% -0.93% -1.31% 0.40%
2/5/19 263.929993 120.709999 126.709999 11429.019531 -4.18% 0.94% 0.25% 5.26%
2/6/19 269.130005 119.959999 125.379997 11175.870117 1.97% -0.62% -1.05% -2.21%
2/7/19 267.670013 118.82 124.790001 11104.200195 -0.54% -0.95% -0.47% -0.64%
2/8/19 257.630005 118.690002 124.980003 11459.709961 -3.75% -0.11% 0.15% 3.20%
2/11/19 261.5 117.940002 124.769997 11767.740234 1.50% -0.63% -0.17% 2.69%
2/12/19 265.339996 118.459999 125.370003 11233.950195 1.47% 0.44% 0.48% -4.54%
2/13/19 266 118.989998 126.080002 10107.259766 0.25% 0.45% 0.57% -10.03%
2/14/19 269.589996 117.669998 128.229996 10226.860352 1.35% -1.11% 1.71% 1.18%
2/15/19 273.029999 118.07 128.380005 9114.719727 1.28% 0.34% 0.12% -10.87%
2/19/19 273.109985 118.709999 127.959999 8870.820313 0.03% 0.54% -0.33% -2.68%
2/20/19 271.399994 118.190002 126.239998 9251.269531 -0.63% -0.44% -1.34% 4.29%
2/21/19 270.049988 116.739998 125.660004 8218.049805 -0.50% -1.23% -0.46% -11.17%
2/22/19 270.399994 117.089996 126.300003 6937.080078 0.13% 0.30% 0.51% -15.59%
2/25/19 274.709991 118.129997 126.139999 7701.25 1.59% 0.89% -0.13% 11.02%
2/26/19 277.899994 118.169998 126.449997 7592.720215 1.16% 0.03% 0.25% -1.41%
2/27/19 274.429993 118 125.129997 8260.69043 -1.25% -0.14% -1.04% 8.80%
2/28/19 271.649994 118.75 125 8696.830078 -1.01% 0.64% -0.10% 5.28%
3/1/19 267.700012 119.32 124.720001 8569.290039 -1.45% 0.48% -0.22% -1.47%
3/4/19 269.079987 118.349998 125.389999 8084.609863 0.52% -0.81% 0.54% -5.66%
3/5/19 272.190002 118.029999 125.18 8911.269531 1.16% -0.27% -0.17% 10.23%
3/6/19 272.880005 118.139999 126.529999 8544.69043 0.25% 0.09% 1.08% -4.11%
3/7/19 272.779999 118.010002 125.720001 9485.639648 -0.04% -0.11% -0.64% 11.01%
3/8/19 274.100006 118.690002 125.419998 10033.75 0.48% 0.58% -0.24% 5.78%
3/11/19 278.869995 117.910004 125.540001 10188.730469 1.74% -0.66% 0.10% 1.54%
3/12/19 278.519989 118.589996 125.540001 11097.209961 -0.13% 0.58% 0.00% 8.92%
3/13/19 276.720001 119.190002 125.779999 10417.230469 -0.65% 0.51% 0.19% -6.13%
3/14/19 275.299988 120.239998 125.699997 11182.280273 -0.51% 0.88% -0.06% 7.34%
3/15/19 275 120.239998 124.900002 11256.429688 -0.11% 0.00% -0.64% 0.66%
3/18/19 274.200012 119.809998 124.599998 10481.660156 -0.29% -0.36% -0.24% -6.88%
3/19/19 270.48999 119.43 124.870003 9847.959961 -1.35% -0.32% 0.22% -6.05%
3/20/19 270.950012 118.949997 124.309998 10175.509766 0.17% -0.40% -0.45% 3.33%
3/21/19 270.429993 119.080002 126.480003 9705.730469 -0.19% 0.11% 1.75% -4.62%
3/22/19 263.670013 120.260002 125.980003 9610.110352 -2.50% 0.99% -0.40% -0.99%
3/25/19 258.049988 120.169998 127.610001 10326.5 -2.13% -0.07% 1.29% 7.45%
3/26/19 265.109985 119.709999 128.279999 10594.759766 2.74% -0.38% 0.53% 2.60%
3/27/19 260.600006 120.989998 127.489998 10334.44043 -1.70% 1.07% -0.62% -2.46%
3/28/19 259.829987 121.309998 125.730003 10929.370117 -0.30% 0.26% -1.38% 5.76%
3/29/19 263.149994 121.900002 125.790001 11043.120117 1.28% 0.49% 0.05% 1.04%
3/30/19 257.470001 121.879997 127.260002 11465.360352 -2.16% -0.02% 1.17% 3.82%
3/31/19 260.769989 120.940002 126.300003 11504.419922 1.28% -0.77% -0.75% 0.34%
4/1/19 263.559998 120.690002 126.449997 11440.730469 1.07% -0.21% 0.12% -0.55%
4/2/19 265.640015 119.790001 125.800003 10735.450195 0.79% -0.75% -0.51% -6.16%
4/3/19 259.720001 121.099998 126.389999 9928.55957 -2.23% 1.09% 0.47% -7.52%
4/4/19 261 121.300003 126.82 9316.719727 0.49% 0.17% 0.34% -6.16%
4/5/19 265.149994 121.080002 127.120003 9252.759766 1.59% -0.18% 0.24% -0.69%
4/6/19 263.76001 121.510002 128.110001 8797.269531 -0.52% 0.36% 0.78% -4.92%
4/7/19 265.929993 120.620003 126.620003 9544.839844 0.82% -0.73% -1.16% 8.50%
4/8/19 265.149994 120.900002 127.449997 9142.150391 -0.29% 0.23% 0.66% -4.22%
4/9/19 267.329987 120.940002 127.629997 9160.120117 0.82% 0.03% 0.14% 0.20%
4/10/19 270.190002 121.269997 127.75 8217.700195 1.07% 0.27% 0.09% -10.29%
4/11/19 270.390015 120.300003 127.849998 8268.410156 0.07% -0.80% 0.08% 0.62%
4/12/19 268.890015 119.32 127.599998 8283.230469 -0.55% -0.81% -0.20% 0.18%
4/13/19 266.609985 118.459999 126.629997 7883.450195 -0.85% -0.72% -0.76% -4.83%
4/14/19 266.570007 118.489998 125.620003 8215.400391 -0.01% 0.03% -0.80% 4.21%
4/15/19 262.980011 117.949997 126.230003 8623.139648 -1.35% -0.46% 0.49% 4.96%
4/16/19 263.630005 117.160004 125.410004 8920.709961 0.25% -0.67% -0.65% 3.45%
4/17/19 266.309998 117.980003 124.970001 8911.349609 1.02% 0.70% -0.35% -0.10%
4/18/19 266.559998 118.889999 125.5 8724.980469 0.09% 0.77% 0.42% -2.09%
4/19/19 264.51001 119.099998 124.589996 8934.799805 -0.77% 0.18% -0.73% 2.40%
4/20/19 264.980011 118.410004 123.709999 8548.05957 0.18% -0.58% -0.71% -4.33%
4/21/19 263.200012 118.279999 123.650002 8472.839844 -0.67% -0.11% -0.05% -0.88%
4/22/19 262.619995 118.809998 124.279999 8152.200195 -0.22% 0.45% 0.51% -3.78%
4/23/19 266.019989 118.989998 124.540001 7808.47998 1.29% 0.15% 0.21% -4.22%
4/24/19 266.920013 118.800003 124.57 7959.779785 0.34% -0.16% 0.02% 1.94%
4/25/19 266.920013 118.690002 124.589996 7106.620117 0.00% -0.09% 0.02% -10.72%
4/26/19 269.5 117.980003 124.330002 6853.759766 0.97% -0.60% -0.21% -3.56%
4/27/19 272.019989 118.93 125.18 6943.77002 0.94% 0.81% 0.68% 1.31%
4/28/19 272.850006 119.230003 125 6835.839844 0.31% 0.25% -0.14% -1.55%
4/29/19 272.980011 118.599998 124.489998 7074.600098 0.05% -0.53% -0.41% 3.49%
4/30/19 271.100006 117.25 122.480003 7434.299805 -0.69% -1.14% -1.61% 5.08%
5/1/19 272.23999 116.800003 122.290001 6815.5 0.42% -0.38% -0.16% -8.32%
5/2/19 272.01001 116.209999 122.360001 6790.450195 -0.08% -0.51% 0.06% -0.37%
5/3/19 271.329987 117.209999 122.410004 6634.859863 -0.25% 0.86% 0.04% -2.29%
5/4/19 273.369995 117.269997 122.480003 6917.200195 0.75% 0.05% 0.06% 4.26%
5/5/19 272.609985 117.089996 122.410004 7049.919922 -0.28% -0.15% -0.06% 1.92%
5/6/19 273.359985 117.940002 122.540001 6789.529785 0.28% 0.73% 0.11% -3.69%
5/7/19 272.799988 118.879997 123.589996 6871.069824 -0.20% 0.80% 0.86% 1.20%
5/8/19 272.149994 119.620003 123.209999 6977.129883 -0.24% 0.62% -0.31% 1.54%
5/9/19 269.019989 122.239998 123.190002 7927.72998 -1.15% 2.19% -0.02% 13.62%
5/10/19 272.609985 121.419998 123.370003 7899.109863 1.33% -0.67% 0.15% -0.36%
5/11/19 270.940002 121.220001 123.099998 8022.509766 -0.61% -0.16% -0.22% 1.56%
5/12/19 273.600006 120.300003 122.489998 8376.730469 0.98% -0.76% -0.50% 4.42%
5/13/19 274.899994 119.43 122.370003 8079.77002 0.48% -0.72% -0.10% -3.55%
5/14/19 275.100006 119.709999 122.849998 7921.629883 0.07% 0.23% 0.39% -1.96%
5/15/19 277.399994 118.739998 122.919998 8189.959961 0.84% -0.81% 0.06% 3.39%
5/16/19 277.369995 119.889999 122.860001 8301.820313 -0.01% 0.97% -0.05% 1.37%
5/17/19 278.190002 119.529999 123.010002 8877.080078 0.30% -0.30% 0.12% 6.93%
5/18/19 278.559998 119.309998 123.230003 8935.719727 0.13% -0.18% 0.18% 0.66%
5/19/19 278.920013 119.339996 122.82 8823.360352 0.13% 0.03% -0.33% -1.26%
5/20/19 278.029999 119.279999 123.190002 8968.25 -0.32% -0.05% 0.30% 1.64%
5/21/19 278.730011 120.269997 123.379997 9655.769531 0.25% 0.83% 0.15% 7.67%
5/22/19 277.130005 120.379997 121.339996 8873.620117 -0.57% 0.09% -1.65% -8.10%
5/23/19 276.559998 120.269997 121.110001 9282.120117 -0.21% -0.09% -0.19% 4.60%
5/24/19 275.5 120.970001 120.800003 8938.469727 -0.38% 0.58% -0.26% -3.70%
5/25/19 275.970001 119.910004 120.260002 9351.469727 0.17% -0.88% -0.45% 4.62%
5/26/19 274.23999 120.540001 120.050003 9407.040039 -0.63% 0.53% -0.17% 0.59%
5/27/19 274.73999 120.529999 120.339996 9248.450195 0.18% -0.01% 0.24% -1.69%
5/28/19 271 120.800003 119.889999 9077.280273 -1.36% 0.22% -0.37% -1.85%
5/29/19 271.600006 120.970001 119.260002 9232.19043 0.22% 0.14% -0.53% 1.71%
5/30/19 269.350006 122.110001 118.580002 9745.040039 -0.83% 0.94% -0.57% 5.56%
5/31/19 270.890015 122.139999 118.220001 9699.610352 0.57% 0.02% -0.30% -0.47%
6/1/19 271.279999 121.720001 118.650002 9845.900391 0.14% -0.34% 0.36% 1.51%
6/2/19 271.859985 121.349998 117.459999 9644.919922 0.21% -0.30% -1.00% -2.04%
6/3/19 270.899994 122 118.650002 9377.80957 -0.35% 0.54% 1.01% -2.77%
6/4/19 273.109985 122.349998 119.050003 9196.129883 0.82% 0.29% 0.34% -1.94%
6/5/19 275.420013 122.75 118.860001 9321.160156 0.85% 0.33% -0.16% 1.36%
6/6/19 277.899994 121.959999 119.150002 9032.219727 0.90% -0.64% 0.24% -3.10%
6/7/19 278.899994 121.949997 118.93 8421 0.36% -0.01% -0.18% -6.77%
6/8/19 276.859985 122.419998 117.639999 8486.669922 -0.73% 0.39% -1.08% 0.78%
6/9/19 279.369995 122.410004 118.129997 8709.459961 0.91% -0.01% 0.42% 2.63%
6/10/19 279.589996 122.720001 117.610001 8672.900391 0.08% 0.25% -0.44% -0.42%
6/11/19 279.339996 122.209999 117.550003 8480.160156 -0.09% -0.42% -0.05% -2.22%
6/12/19 280.470001 121.980003 116.279999 8344.780273 0.40% -0.19% -1.08% -1.60%
6/13/19 281.059998 121.489998 116.309998 8071.040039 0.21% -0.40% 0.03% -3.28%
6/14/19 280 122.260002 115.809998 8247.910156 -0.38% 0.63% -0.43% 2.19%
6/15/19 279.679993 120.760002 116.559998 8249.240234 -0.11% -1.23% 0.65% 0.02%
6/16/19 280.200012 119.269997 116 8533 0.19% -1.23% -0.48% 3.44%
6/17/19 281.609985 119.68 116.040001 8419.650391 0.50% 0.34% 0.03% -1.33%
6/18/19 284.01001 119.489998 116.68 7992.75 0.85% -0.16% 0.55% -5.07%
6/19/19 283.339996 119.260002 115.769997 7505.77002 -0.24% -0.19% -0.78% -6.09%
6/20/19 281.420013 119.459999 115.830002 7584.740234 -0.68% 0.17% 0.05% 1.05%
6/21/19 279.950012 119.050003 115.650002 7475.359863 -0.52% -0.34% -0.16% -1.44%
6/22/19 281.329987 119.699997 115.989998 7355.060059 0.49% 0.55% 0.29% -1.61%
6/23/19 280.859985 118.459999 115.139999 7362.22998 -0.17% -1.04% -0.73% 0.10%
6/24/19 282.390015 118.629997 114.519997 7118.879883 0.54% 0.14% -0.54% -3.31%
6/25/19 283.600006 119.220001 114.919998 7474.75 0.43% 0.50% 0.35% 5.00%
6/26/19 284.640015 119.290001 114.330002 7393.02002 0.37% 0.06% -0.51% -1.09%
6/27/19 285.579987 118.669998 114.589996 7502.149902 0.33% -0.52% 0.23% 1.48%
6/28/19 285.459991 118.790001 114.910004 7530.549805 -0.04% 0.10% 0.28% 0.38%
6/29/19 285.070007 119.790001 114.739998 7643.259766 -0.14% 0.84% -0.15% 1.50%
6/30/19 283.160004 120.660004 114.690002 7719.75 -0.67% 0.73% -0.04% 1.00%
7/1/19 282.100006 120.410004 112.959999 7503.200195 -0.37% -0.21% -1.51% -2.81%
7/2/19 283.899994 120.139999 113.07 7629.399902 0.64% -0.22% 0.10% 1.68%
7/3/19 281.779999 120.839996 111.190002 7661.790039 -0.75% 0.58% -1.66% 0.42%
7/4/19 284.059998 120.830002 111.099998 7700.109863 0.81% -0.01% -0.08% 0.50%
7/5/19 285.059998 120.980003 112.129997 7627.52002 0.35% 0.12% 0.93% -0.94%
7/6/19 285.670013 121.790001 112.690002 7513.689941 0.21% 0.67% 0.50% -1.49%
7/7/19 286.339996 121.379997 113.019997 6773.720215 0.23% -0.34% 0.29% -9.85%
7/8/19 286.170013 121.860001 113.269997 6887.370117 -0.06% 0.40% 0.22% 1.68%
7/9/19 285.790009 122.050003 112.199997 6556.939941 -0.13% 0.16% -0.94% -4.80%
7/10/19 287.51001 122.290001 114.160004 6310.430176 0.60% 0.20% 1.75% -3.76%
7/11/19 289.779999 121.589996 114.589996 6643.259766 0.79% -0.57% 0.38% 5.27%
7/12/19 289.920013 120.860001 113.68 6396.709961 0.05% -0.60% -0.79% -3.71%
7/13/19 291.480011 121.019997 114.199997 6503.100098 0.54% 0.13% 0.46% 1.66%
7/14/19 290.299988 121.279999 113.639999 6457.779785 -0.40% 0.21% -0.49% -0.70%
7/15/19 290.309998 121 113.510002 6714.819824 0.00% -0.23% -0.11% 3.98%
7/16/19 289.809998 120.029999 112.93 6741.279785 -0.17% -0.80% -0.51% 0.39%
7/17/19 289.029999 119.709999 113.32 6761.27002 -0.27% -0.27% 0.35% 0.30%
7/18/19 288.160004 120.150002 113.540001 6720.640137 -0.30% 0.37% 0.19% -0.60%
7/19/19 287.600006 119.129997 113.230003 6051.470215 -0.19% -0.85% -0.27% -9.96%
7/20/19 288.100006 119.57 113.150002 6166.540039 0.17% 0.37% -0.07% 1.90%
7/21/19 289.049988 118.660004 113.220001 6157.779785 0.33% -0.76% 0.06% -0.14%
7/22/19 289.119995 118.940002 114.169998 6260.350098 0.02% 0.24% 0.84% 1.67%
7/23/19 290.829987 119.120003 113.760002 6088.390137 0.59% 0.15% -0.36% -2.75%
7/24/19 290.880005 118.550003 113.019997 6141.569824 0.02% -0.48% -0.65% 0.87%
7/25/19 289.339996 118.550003 113.610001 5871.279785 -0.53% 0.00% 0.52% -4.40%
7/26/19 290.910004 117.309998 113.440002 6203.799805 0.54% -1.05% -0.15% 5.66%
7/27/19 291.220001 116.610001 113.879997 6385.379883 0.11% -0.60% 0.39% 2.93%
7/28/19 293.579987 117.150002 114.269997 6339.040039 0.81% 0.46% 0.34% -0.73%
7/29/19 291.98999 117.099998 113.489998 6615.660156 -0.54% -0.04% -0.68% 4.36%
7/30/19 291.019989 116.800003 113.470001 6509.580078 -0.33% -0.26% -0.02% -1.60%
7/31/19 290.75 116.68 113.650002 6590.060059 -0.09% -0.10% 0.16% 1.24%
8/1/19 289.880005 117.5 113.050003 6534.810059 -0.30% 0.70% -0.53% -0.84%
8/2/19 290.690002 117.580002 112.050003 6602.02002 0.28% 0.07% -0.88% 1.03%
8/3/19 290.720001 117.269997 112.760002 6758.080078 0.01% -0.26% 0.63% 2.36%
8/4/19 291.730011 116.150002 112.57 6707.379883 0.35% -0.96% -0.17% -0.75%
8/5/19 291.559998 116.860001 113.870003 6668.839844 -0.06% 0.61% 1.15% -0.57%
8/6/19 291.720001 114.830002 113.419998 6306.850098 0.05% -1.74% -0.40% -5.43%
8/7/19 289.440002 114.019997 113.480003 6394.359863 -0.78% -0.71% 0.05% 1.39%
8/8/19 287.820007 113.040001 113.800003 6253.600098 -0.56% -0.86% 0.28% -2.20%
8/9/19 287.820007 112.660004 112.540001 6229.830078 0.00% -0.34% -1.11% -0.38%
8/10/19 287.399994 113.800003 112.599998 6268.75 -0.15% 1.01% 0.05% 0.62%
8/11/19 278.299988 113.489998 112.879997 6364.259766 -3.17% -0.27% 0.25% 1.52%
8/12/19 272.170013 114.870003 115.779999 6740.549805 -2.20% 1.22% 2.57% 5.91%
8/13/19 275.950012 114.470001 115.230003 7326.700195 1.39% -0.35% -0.48% 8.70%
8/14/19 274.399994 114.419998 116 7383.390137 -0.56% -0.04% 0.67% 0.77%
8/15/19 280.399994 114.68 115.800003 7477.5 2.19% 0.23% -0.17% 1.27%
8/16/19 280.450012 114 115.790001 7333.930176 0.02% -0.59% -0.01% -1.92%
8/17/19 276.399994 113.959999 115.919998 7405.399902 -1.44% -0.04% 0.11% 0.97%
8/18/19 276.25 113.709999 116.010002 7398.640137 -0.05% -0.22% 0.08% -0.09%
8/19/19 275.01001 113.559998 115.709999 7718 -0.45% -0.13% -0.26% 4.32%
8/20/19 273.609985 113.919998 116.389999 8395.820313 -0.51% 0.32% 0.59% 8.78%
8/21/19 265.320007 114.779999 116.660004 8170.22998 -3.03% 0.75% 0.23% -2.69%
8/22/19 270.079987 114.300003 116.400002 7937.25 1.79% -0.42% -0.22% -2.85%
8/23/19 265.329987 114.989998 116.769997 8182.890137 -1.76% 0.60% 0.32% 3.09%
8/24/19 263.859985 114.730003 116.309998 8230.870117 -0.55% -0.23% -0.39% 0.59%
8/25/19 267.769989 114.160004 115.800003 8216.780273 1.48% -0.50% -0.44% -0.17%
8/26/19 270.630005 113.580002 115.150002 8176.060059 1.07% -0.51% -0.56% -0.50%
8/27/19 273.51001 113.410004 116.629997 7735.299805 1.06% -0.15% 1.29% -5.39%
8/28/19 271.890015 112 116.650002 7610.899902 -0.59% -1.24% 0.02% -1.61%
8/29/19 273.390015 112.440002 116.370003 7542.339844 0.55% 0.39% -0.24% -0.90%
8/30/19 275.119995 112.370003 116.040001 7417.600098 0.63% -0.06% -0.28% -1.65%
8/31/19 281.01001 112.519997 116.029999 7017.890137 2.14% 0.13% -0.01% -5.39%
9/1/19 280.5 112.510002 115.779999 7042.390137 -0.18% -0.01% -0.22% 0.35%
9/2/19 277.76001 113.349998 114.480003 6945.779785 -0.98% 0.75% -1.12% -1.37%
9/3/19 272.570007 114.089996 113.660004 6723.209961 -1.87% 0.65% -0.72% -3.20%
9/4/19 272.059998 114.019997 113.699997 6285.02002 -0.19% -0.06% 0.04% -6.52%
9/5/19 270.200012 114.089996 114.639999 6543.240234 -0.68% 0.06% 0.83% 4.11%
9/6/19 273.019989 114.040001 114.769997 6153.410156 1.04% -0.04% 0.11% -5.96%
9/7/19 273.730011 114.699997 115.620003 6242.540039 0.26% 0.58% 0.74% 1.45%
9/8/19 269.100006 115.019997 115.669998 6322.919922 -1.69% 0.28% 0.04% 1.29%
9/9/19 264.119995 115.059998 115.669998 6263.200195 -1.85% 0.03% 0.00% -0.94%
9/10/19 265.019989 115.019997 115.860001 6199.600098 0.34% -0.03% 0.16% -1.02%
9/11/19 263.25 115.139999 115.769997 6274.220215 -0.67% 0.10% -0.08% 1.20%
9/12/19 267.5 114.879997 115.639999 6323.810059 1.61% -0.23% -0.11% 0.79%
9/13/19 268.399994 115.010002 114.949997 6591.160156 0.34% 0.11% -0.60% 4.23%
9/14/19 274.579987 114.449997 115.379997 6405.709961 2.30% -0.49% 0.37% -2.81%
9/15/19 273.980011 114.900002 115.739998 6502.180176 -0.22% 0.39% 0.31% 1.51%
9/16/19 275.649994 115.330002 115.540001 6269.899902 0.61% 0.37% -0.17% -3.57%
9/17/19 279.299988 115.879997 116.410004 6491.109863 1.32% 0.48% 0.75% 3.53%
9/18/19 270.25 117.82 117.120003 6366.129883 -3.24% 1.67% 0.61% -1.93%
9/19/19 269.839996 118.190002 117.139999 6538.950195 -0.15% 0.31% 0.02% 2.71%
9/20/19 263.570007 118.410004 118.089996 6708.959961 -2.32% 0.19% 0.81% 2.60%
9/21/19 264.070007 118.900002 117.68 6749.560059 0.19% 0.41% -0.35% 0.61%
9/22/19 264.130005 118.879997 117.540001 6720.600098 0.02% -0.02% -0.12% -0.43%
9/23/19 265.459991 118.349998 117.790001 6915.72998 0.50% -0.45% 0.21% 2.90%
9/24/19 265.369995 118.07 117.529999 7091.379883 -0.03% -0.24% -0.22% 2.54%
9/25/19 260.470001 118.480003 117.059998 7052 -1.85% 0.35% -0.40% -0.56%
9/26/19 255.360001 119.169998 117.870003 6998.759766 -1.96% 0.58% 0.69% -0.75%
9/27/19 255.080002 119.599998 118.150002 7026.959961 -0.11% 0.36% 0.24% 0.40%
9/28/19 251.259995 121.18 117.43 7203.459961 -1.50% 1.32% -0.61% 2.51%
9/29/19 247.169998 120.739998 119.239998 7301.259766 -1.63% -0.36% 1.54% 1.36%
9/30/19 240.699997 120.720001 118.720001 7270.049805 -2.62% -0.02% -0.44% -0.43%
10/1/19 234.339996 121.32 120.019997 7369.859863 -2.64% 0.50% 1.10% 1.37%
10/2/19 246.179993 120.019997 119.660004 6705.029785 5.05% -1.07% -0.30% -9.02%
10/3/19 248.070007 120.040001 120.57 6515.419922 0.77% 0.02% 0.76% -2.83%
10/4/19 247.75 121.050003 121.059998 6411.779785 -0.13% 0.84% 0.41% -1.59%
10/5/19 249.919998 121.510002 121.25 6200.160156 0.88% 0.38% 0.16% -3.30%
10/6/19 6249.069824 0.79%
10/7/19 6324.430176 1.21%
10/8/19 6295.540039 -0.46%
10/9/19 6337.109863 0.66%
10/10/19 6492 2.44%
10/11/19 6486.009766 -0.09%
10/12/19 6522.080078 0.56%
10/13/19 6502.439941 -0.30%
10/14/19 6261.47998 -3.71%
10/15/19 6346.439941 1.36%
10/16/19 6398.799805 0.83%
10/17/19 6505.899902 1.67%
10/18/19 6762.060059 3.94%
10/19/19 6716.600098 -0.67%
10/20/19 6702.700195 -0.21%
10/21/19 6583.529785 -1.78%
10/22/19 6437.740234 -2.21%
10/23/19 6462.600098 0.39%
10/24/19 6686.129883 3.46%
10/25/19 6635.379883 -0.76%
10/26/19 6603.75 -0.48%
10/27/19 6623.709961 0.30%
10/28/19 6594.97998 -0.43%
10/29/19 6525.470215 -1.05%
10/30/19 6492.259766 -0.51%
10/31/19 6579.790039 1.35%
11/1/19 6632.870117 0.81%
11/2/19 6589.939941 -0.65%
11/3/19 6601.149902 0.17%
11/4/19 6650.069824 0.74%
11/5/19 6631.790039 -0.27%
11/6/19 6581.069824 -0.76%
11/7/19 6209.470215 -5.65%
11/8/19 6250.850098 0.67%
11/9/19 6267.27002 0.26%
11/10/19 6277.72998 0.17%
11/11/19 6612.359863 5.33%
11/12/19 6583.049805 -0.44%
11/13/19 6574.52002 -0.13%
11/14/19 6488.720215 -1.31%
11/15/19 6469.279785 -0.30%
11/16/19 6490.560059 0.33%
11/17/19 6509.870117 0.30%
11/18/19 6483.22998 -0.41%
11/19/19 6470.220215 -0.20%
11/20/19 6476.25 0.09%
11/21/19 6462.77002 -0.21%
11/22/19 6457.209961 -0.09%
11/23/19 6470.169922 0.20%
11/24/19 6470.740234 0.01%
11/25/19 6313.910156 -2.42%
11/26/19 6309.109863 -0.08%
11/27/19 6342.609863 0.53%
11/28/19 6381.299805 0.61%
11/29/19 6394.660156 0.21%
11/30/19 6376.319824 -0.29%
12/1/19 6467.049805 1.42%
12/2/19 6433.740234 -0.52%
12/3/19 6479.720215 0.71%
12/4/19 6529.680176 0.77%
12/5/19 6446.060059 -1.28%
12/6/19 6377.990234 -1.06%
12/7/19 6396.370117 0.29%
12/8/19 6408.180176 0.18%
12/9/19 6375.080078 -0.52%
12/10/19 6339.169922 -0.56%
12/11/19 5741.470215 -9.43%
12/12/19 5647.5 -1.64%
12/13/19 5586.27002 -1.08%
12/14/19 5568.939941 -0.31%
12/15/19 5615.259766 0.83%
12/16/19 4809.620117 -14.35%
12/17/19 4441.810059 -7.65%
12/18/19 4593.040039 3.40%
12/19/19 4320.680176 -5.93%
12/20/19 4343.419922 0.53%
12/21/19 3854.110107 -11.27%
12/22/19 4004.149902 3.89%
12/23/19 3784.590088 -5.48%
12/24/19 3822.98999 1.01%
12/25/19 4263.549805 11.52%
12/26/19 4286.689941 0.54%
12/27/19 4009.669922 -6.46%
12/28/19 4197.459961 4.68%
12/29/19 4143.859863 -1.28%
12/30/19 3871.409912 -6.57%
12/31/19 3948.439941 1.99%
1/1/20 3737.530029 -5.34%
1/2/20 3485.179932 -6.75%
1/3/20 3420.570068 -1.85%
1/4/20 3461.070068 1.18%
1/5/20 3592.840088 3.81%
1/6/20 3467.159912 -3.50%
1/7/20 3401.02002 -1.91%
1/8/20 3485.590088 2.49%
1/9/20 3305.110107 -5.18%
1/10/20 3235.47998 -2.11%
1/11/20 3232.51001 -0.09%
1/12/20 3255.370117 0.71%
1/13/20 3548.189941 8.99%
1/14/20 3715.850098 4.73%
1/15/20 3736.540039 0.56%
1/16/20 4137.660156 10.74%
1/17/20 3898.810059 -5.77%
1/18/20 4045.23999 3.76%
1/19/20 4007.629883 -0.93%
1/20/20 4081.949951 1.85%
1/21/20 3834.72998 -6.06%
1/22/20 3848.780029 0.37%
1/23/20 3646.090088 -5.27%
1/24/20 3947.860107 8.28%
1/25/20 3797.060059 -3.82%
1/26/20 3896.209961 2.61%
1/27/20 3747.389893 -3.82%
1/28/20 3880.149902 3.54%

excel 2 banchmark comp to mine

Date SPY TLT Q1 2019 SPY TLT BASE PORTFOLIO 60% EQUITY 40% DEBT
1/3/19 244.21 123.54 Return over 3 months 9.07% 4.56% 7.72%
1/4/19 252.39 0.0335 122.11 -0.0116 Annual Return 41.54% 19.51% 32.73%
1/7/19 254.38 0.0079 121.75 -0.0029 Standard Deviation 0.0069051668 0.005616092 0.006
1/8/19 256.77 0.0094 121.43 -0.0026 Volatility over 3 months 5.44% 4.42% 5.03%
1/9/19 257.97 0.0047 121.24 -0.0016
1/10/19 258.88 0.0035 120.46 -0.0064 Sharpe Ratio 1.66890 4.41176
1/11/19 258.98 0.0004 120.93 0.0039 Skew -0.3186673371 -0.0249281295
1/14/19 257.40 -0.0061 120.48 -0.0037 Kurt 78.01% -7.57%
1/15/19 260.35 0.0115 120.04 -0.0037
1/16/19 260.98 0.0024 120.16 0.0010 CORRELATION SPY TLT
1/17/19 262.96 0.0076 120.19 0.0002 SPY
1/18/19 266.46 0.0133 119.56 -0.0052 TLT
1/22/19 262.86 -0.0135 120.37 0.0068
1/23/19 263.41 0.0021 120.32 -0.0004
1/24/19 263.55 0.0005 121.11 0.0066
1/25/19 265.78 0.0085 120.53 -0.0048
1/28/19 263.76 -0.0076 120.41 -0.0010
1/29/19 263.41 -0.0013 121.02 0.0051
1/30/19 267.58 0.0158 120.93 -0.0007
1/31/19 269.93 0.0088 121.97 0.0086
2/1/19 270.06 0.0005 120.96 -0.0083
2/4/19 271.96 0.0070 120.42 -0.0045
2/5/19 273.10 0.0042 120.97 0.0046
2/6/19 272.74 -0.0013 121.03 0.0005
2/7/19 270.14 -0.0095 121.83 0.0066
2/8/19 270.47 0.0012 122.35 0.0043
2/11/19 270.62 0.0006 121.87 -0.0039
2/12/19 274.10 0.0129 121.56 -0.0025
2/13/19 274.99 0.0032 121.10 -0.0038
2/14/19 274.38 -0.0022 121.79 0.0057
2/15/19 277.37 0.0109 121.98 0.0016
2/19/19 277.85 0.0017 122.29 0.0025
2/20/19 278.41 0.0020 121.94 -0.0029
2/21/19 277.42 -0.0036 120.85 -0.0089
2/22/19 279.14 0.0062 121.57 0.0060
2/25/19 279.52 0.0014 121.21 -0.0030
2/26/19 279.32 -0.0007 121.81 0.0050
2/27/19 279.20 -0.0004 120.43 -0.0113
2/28/19 278.68 -0.0019 120.02 -0.0034
3/1/19 280.42 0.0062 118.66 -0.0113
3/4/19 279.40 -0.0036 119.59 0.0078
3/5/19 279.02 -0.0014 119.84 0.0021
3/6/19 277.33 -0.0061 120.28 0.0037
3/7/19 275.01 -0.0084 121.06 0.0065
3/8/19 274.46 -0.0020 121.57 0.0042
3/11/19 278.44 0.0145 121.21 -0.0030
3/12/19 279.49 0.0038 122.06 0.0070
3/13/19 281.34 0.0066 121.83 -0.0019
3/14/19 281.16 -0.0006 120.95 -0.0072
3/15/19 281.31 0.0005 121.75 0.0066
3/18/19 282.33 0.0036 121.68 -0.0006
3/19/19 282.40 0.0002 121.41 -0.0022
3/20/19 281.55 -0.0030 122.68 0.0105
3/21/19 284.73 0.0113 122.95 0.0022
3/22/19 279.25 -0.0192 124.86 0.0155
3/25/19 279.04 -0.0008 125.06 0.0016
3/26/19 281.12 0.0075 124.97 -0.0007
3/27/19 279.65 -0.0052 126.12 0.0092
3/28/19 280.71 0.0038 126.56 0.0035
3/29/19 282.48 0.0063 126.44 -0.0009

excel 1my calculation

Date Spy Spy.r Change in percentage
3/28/18 259.829987
3/29/18 263.149994 0.0127776129 1.2777612924 %
4/2/18 257.470001 -0.0215846214 -2.1584621431 %
4/3/18 260.769989 0.0128169806 1.2816980569 %
4/4/18 263.559998 0.0106991184 1.0699118448 %
4/5/18 265.640015 0.0078920057 0.7892005675 %
4/6/18 259.720001 -0.0222858518 -2.2285851776 %
4/9/18 261 0.0049283805 0.4928380545 %
4/10/18 265.149994 0.0159003602 1.5900360153 %
4/11/18 263.76001 -0.0052422554 -0.5242255446 %
4/12/18 265.929993 0.0082271115 0.8227111456 %
4/13/18 265.149994 -0.002933099 -0.2933099013 %
4/16/18 267.329987 0.0082217351 0.8221735053 %
4/17/18 270.190002 0.0106984444 1.0698444391 %
4/18/18 270.390015 0.000740268 0.0740267954 %
4/19/18 268.890015 -0.0055475421 -0.5547542131 %
4/20/18 266.609985 -0.0084794149 -0.8479414901 %
4/23/18 266.570007 -0.0001499494 -0.0149949373 %
4/24/18 262.980011 -0.0134673666 -1.3467366567 %
4/25/18 263.630005 0.0024716479 0.2471647931 %
4/26/18 266.309998 0.0101657359 1.0165735877 %
4/27/18 266.559998 0.0009387556 0.0938755593 %
4/30/18 264.51001 -0.0076905313 -0.769053127 %
5/1/18 264.980011 0.0017768742 0.1776874153 %
5/2/18 263.200012 -0.0067174841 -0.671748406 %
5/3/18 262.619995 -0.0022037119 -0.2203711906 %
5/4/18 266.019989 0.01294644 1.2946439969 %
5/7/18 266.920013 0.0033832946 0.3383294629 %
5/8/18 266.920013 0 0 %
5/9/18 269.5 0.0096657683 0.9665768299 %
5/10/18 272.019989 0.0093506085 0.9350608534 %
5/11/18 272.850006 0.0030513089 0.3051308851 %
5/14/18 272.980011 0.0004764706 0.0476470578 %
5/15/18 271.100006 -0.0068869695 -0.6886969464 %
5/16/18 272.23999 0.0042050313 0.4205031261 %
5/17/18 272.01001 -0.0008447694 -0.0844769352 %
5/18/18 271.329987 -0.0024999926 -0.2499992555 %
5/21/18 273.369995 0.0075185497 0.7518549728 %
5/22/18 272.609985 -0.0027801515 -0.2780151494 %
5/23/18 273.359985 0.0027511832 0.275118316 %
5/24/18 272.799988 -0.0020485698 -0.2048569764 %
5/25/18 272.149994 -0.0023826761 -0.2382676058 %
5/29/18 269.019989 -0.0115010291 -1.1501029098 %
5/30/18 272.609985 0.0133447184 1.334471841 %
5/31/18 270.940002 -0.0061259055 -0.6125905476 %
6/1/18 273.600006 0.0098176865 0.98176865 %
6/4/18 274.899994 0.004751418 0.4751418024 %
6/5/18 275.100006 0.000727581 0.0727580954 %
6/6/18 277.399994 0.0083605523 0.8360552344 %
6/7/18 277.369995 -0.0001081435 -0.0108143477 %
6/8/18 278.190002 0.0029563652 0.2956365197 %
6/11/18 278.559998 0.0013300119 0.1330011853 %
6/12/18 278.920013 0.0012924146 0.129241457 %
6/13/18 278.029999 -0.0031909291 -0.319092915 %
6/14/18 278.730011 0.0025177571 0.2517757086 %
6/15/18 277.130005 -0.0057403435 -0.5740343475 %
6/18/18 276.559998 -0.0020568217 -0.2056821671 %
6/19/18 275.5 -0.0038327958 -0.3832795804 %
6/20/18 275.970001 0.0017059927 0.170599274 %
6/21/18 274.23999 -0.0062688372 -0.626883717 %
6/22/18 274.73999 0.0018232206 0.1823220603 %
6/25/18 271 -0.0136128344 -1.3612834448 %
6/26/18 271.600006 0.0022140443 0.221404428 %
6/27/18 269.350006 -0.0082842413 -0.8284241349 %
6/28/18 270.890015 0.0057175013 0.5717501265 %
6/29/18 271.279999 0.0014396396 0.1439639626 %
7/2/18 271.859985 0.0021379608 0.2137960786 %
7/3/18 270.899994 -0.0035311964 -0.3531196399 %
7/5/18 273.109985 0.0081579588 0.8157958837 %
7/6/18 275.420013 0.0084582334 0.8458233411 %
7/9/18 277.899994 0.0090043602 0.9004360188 %
7/10/18 278.899994 0.0035984168 0.3598416774 %
7/11/18 276.859985 -0.0073144821 -0.7314482051 %
7/12/18 279.369995 0.0090659905 0.9065990522 %
7/13/18 279.589996 0.0007874897 0.0787489723 %
7/16/18 279.339996 -0.0008941665 -0.0894166471 %
7/17/18 280.470001 0.0040452675 0.4045267474 %
7/18/18 281.059998 0.0021036011 0.2103601091 %
7/19/18 280 -0.0037714296 -0.3771429615 %
7/20/18 279.679993 -0.0011428821 -0.1142882143 %
7/23/18 280.200012 0.0018593357 0.1859335716 %
7/24/18 281.609985 0.0050320233 0.5032023339 %
7/25/18 284.01001 0.0085225139 0.8522513859 %
7/26/18 283.339996 -0.0023591211 -0.2359121075 %
7/27/18 281.420013 -0.0067762512 -0.6776251243 %
7/30/18 279.950012 -0.0052235127 -0.5223512658 %
7/31/18 281.329987 0.0049293622 0.4929362175 %
8/1/18 280.859985 -0.0016706431 -0.1670643094 %
8/2/18 282.390015 0.005447661 0.5447661047 %
8/3/18 283.600006 0.0042848222 0.4284822181 %
8/6/18 284.640015 0.0036671685 0.366716847 %
8/7/18 285.579987 0.0033023185 0.3302318544 %
8/8/18 285.459991 -0.0004201835 -0.0420183505 %
8/9/18 285.070007 -0.0013661599 -0.1366159925 %
8/10/18 283.160004 -0.0067001191 -0.6700119104 %
8/13/18 282.100006 -0.0037434595 -0.3743459475 %
8/14/18 283.899994 0.0063806734 0.6380673384 %
8/15/18 281.779999 -0.0074674007 -0.7467400651 %
8/16/18 284.059998 0.0080914153 0.8091415317 %
8/17/18 285.059998 0.003520383 0.3520383042 %
8/20/18 285.670013 0.002139953 0.2139953007 %
8/21/18 286.339996 0.0023453039 0.2345303915 %
8/22/18 286.170013 -0.0005936404 -0.0593640436 %
8/23/18 285.790009 -0.0013278959 -0.1327895946 %
8/24/18 287.51001 0.0060184084 0.6018408432 %
8/27/18 289.779999 0.007895339 0.7895339018 %
8/28/18 289.920013 0.0004831734 0.0483173444 %
8/29/18 291.480011 0.0053807876 0.5380787562 %
8/30/18 290.299988 -0.004048384 -0.4048383956 %
8/31/18 290.309998 0.0000344816 0.0034481572 %
9/4/18 289.809998 -0.0017222969 -0.1722296867 %
9/5/18 289.029999 -0.0026914151 -0.2691415084 %
9/6/18 288.160004 -0.0030100509 -0.301005087 %
9/7/18 287.600006 -0.0019433578 -0.194335783 %
9/10/18 288.100006 0.0017385257 0.1738525694 %
9/11/18 289.049988 0.0032974036 0.3297403611 %
9/12/18 289.119995 0.0002421969 0.0242196862 %
9/13/18 290.829987 0.0059144716 0.5914471602 %
9/14/18 290.880005 0.0001719836 0.0171983641 %
9/17/18 289.339996 -0.0052943103 -0.5294310278 %
9/18/18 290.910004 0.00542617 0.5426169979 %
9/19/18 291.220001 0.0010656113 0.1065611343 %
9/20/18 293.579987 0.0081037909 0.8103790921 %
9/21/18 291.98999 -0.0054158903 -0.5415890287 %
9/24/18 291.019989 -0.0033220351 -0.3322035115 %
9/25/18 290.75 -0.0009277335 -0.0927733524 %
9/26/18 289.880005 -0.0029922442 -0.2992244196 %
9/27/18 290.690002 0.0027942493 0.2794249296 %
9/28/18 290.720001 0.0001031993 0.0103199284 %
10/1/18 291.730011 0.0034741676 0.3474167572 %
10/2/18 291.559998 -0.0005827751 -0.0582775147 %
10/3/18 291.720001 0.0005487824 0.0548782416 %
10/4/18 289.440002 -0.0078157102 -0.7815710243 %
10/5/18 287.820007 -0.0055969976 -0.5596997612 %
10/8/18 287.820007 0 0 %
10/9/18 287.399994 -0.0014592905 -0.1459290493 %
10/10/18 278.299988 -0.0316632087 -3.1663208733 %
10/11/18 272.170013 -0.0220265011 -2.2026501129 %
10/12/18 275.950012 0.0138883742 1.3888374249 %
10/15/18 274.399994 -0.0056170246 -0.5617024579 %
10/16/18 280.399994 0.0218658897 2.1865889691 %
10/17/18 280.450012 0.0001783809 0.0178380888 %
10/18/18 276.399994 -0.0144411404 -1.4441140405 %
10/19/18 276.25 -0.0005426701 -0.0542670055 %
10/22/18 275.01001 -0.0044886516 -0.4488651584 %
10/23/18 273.609985 -0.0050908147 -0.5090814694 %
10/24/18 265.320007 -0.0302985215 -3.0298521452 %
10/25/18 270.079987 0.0179405242 1.7940524176 %
10/26/18 265.329987 -0.0175873824 -1.7587382363 %
10/29/18 263.859985 -0.0055402784 -0.5540278416 %
10/30/18 267.769989 0.0148184803 1.4818480339 %
10/31/18 270.630005 0.0106808683 1.0680868348 %
11/1/18 273.51001 0.010641854 1.0641853995 %
11/2/18 271.890015 -0.0059229825 -0.592298249 %
11/5/18 273.390015 0.0055169367 0.5516936692 %
11/6/18 275.119995 0.0063278829 0.6327882897 %
11/7/18 281.01001 0.0214088947 2.140889469 %
11/8/18 280.5 -0.0018149176 -0.1814917554 %
11/9/18 277.76001 -0.0097682353 -0.9768235294 %
11/12/18 272.570007 -0.018685206 -1.8685205981 %
11/13/18 272.059998 -0.001871112 -0.187111196 %
11/14/18 270.200012 -0.0068366758 -0.6836675784 %
11/15/18 273.019989 0.010436628 1.043662796 %
11/16/18 273.730011 0.0026006228 0.260062277 %
11/19/18 269.100006 -0.0169144954 -1.6914495357 %
11/20/18 264.119995 -0.018506172 -1.8506172014 %
11/21/18 265.019989 0.0034075194 0.3407519374 %
11/23/18 263.25 -0.0066787 -0.6678699998 %
11/26/18 267.5 0.0161443495 1.6144349478 %
11/27/18 268.399994 0.0033644636 0.3364463551 %
11/28/18 274.579987 0.0230253098 2.3025309755 %
11/29/18 273.980011 -0.0021850682 -0.2185068207 %
11/30/18 275.649994 0.0060952731 0.6095273133 %
12/3/18 279.299988 0.0132414079 1.324140787 %
12/4/18 270.25 -0.0324023931 -3.2402393086 %
12/6/18 269.839996 -0.0015171286 -0.1517128585 %
12/7/18 263.570007 -0.0232359513 -2.3235951278 %
12/10/18 264.070007 0.0018970292 0.1897029202 %
12/11/18 264.130005 0.0002272049 0.0227204902 %
12/12/18 265.459991 0.0050353461 0.5035346136 %
12/13/18 265.369995 -0.0003390191 -0.0339019073 %
12/14/18 260.470001 -0.0184647628 -1.8464762755 %
12/17/18 255.360001 -0.0196183821 -1.961838208 %
12/18/18 255.080002 -0.0010964873 -0.1096487308 %
12/19/18 251.259995 -0.0149757212 -1.4975721225 %
12/20/18 247.169998 -0.0162779475 -1.627794747 %
12/21/18 240.699997 -0.0261763202 -2.6176320154 %
12/24/18 234.339996 -0.0264229376 -2.6422937596 %
12/26/18 246.179993 0.0505248664 5.0524866442 %
12/27/18 248.070007 0.0076773664 0.7677366373 %
12/28/18 247.75 -0.0012899867 -0.1289986661 %
12/31/18 249.919998 0.0087588214 0.8758821393 %
1/2/19 250.179993 0.0010403129 0.1040312908 %
1/3/19 244.210007 -0.0238627635 -2.3862763478 %
1/4/19 252.389999 0.0334957281 3.3495728126 %
1/7/19 254.380005 0.0078846468 0.7884646808 %
1/8/19 256.769989 0.0093953296 0.9395329637 %
1/9/19 257.970001 0.0046734901 0.4673490094 %
1/10/19 258.880005 0.0035275575 0.3527557454 %
1/11/19 258.980011 0.0003863025 0.0386302527 %
1/14/19 257.399994 -0.0061009226 -0.6100922592 %
1/15/19 260.350006 0.0114608083 1.1460808348 %
1/16/19 260.980011 0.0024198386 0.2419838623 %
1/17/19 262.959991 0.0075867113 0.7586711306 %
1/18/19 266.459991 0.0133100096 1.3310009582 %
1/22/19 262.859985 -0.0135104936 -1.3510493589 %
1/23/19 263.410004 0.002092441 0.2092440962 %
1/24/19 263.549988 0.0005314301 0.0531430082 %
1/25/19 265.779999 0.0084614346 0.8461434648 %
1/28/19 263.76001 -0.0076002295 -0.7600229542 %
1/29/19 263.410004 -0.0013269866 -0.1326986604 %
1/30/19 267.579987 0.0158307693 1.5830769282 %
1/31/19 269.929993 0.0087824431 0.8782443061 %
2/1/19 270.059998 0.0004816249 0.0481624878 %
2/4/19 271.959991 0.0070354477 0.703544773 %
2/5/19 273.100006 0.0041918482 0.4191848205 %
2/6/19 272.73999 -0.001318257 -0.131825702 %
2/7/19 270.140015 -0.0095327972 -0.9532797152 %
2/8/19 270.470001 0.0012215369 0.1221536913 %
2/11/19 270.619995 0.000554568 0.0554567972 %
2/12/19 274.100006 0.0128594009 1.2859400873 %
2/13/19 274.98999 0.0032469317 0.3246931706 %
2/14/19 274.380005 -0.002218208 -0.2218208015 %
2/15/19 277.369995 0.0108972591 1.0897259077 %
2/19/19 277.850006 0.0017305801 0.1730580123 %
2/20/19 278.410004 0.0020154687 0.2015468735 %
2/21/19 277.420013 -0.0035558744 -0.3555874379 %
2/22/19 279.140015 0.0061999925 0.61999925 %
2/25/19 279.519989 0.0013612309 0.136123085 %
2/26/19 279.320007 -0.0007154479 -0.0715447939 %
2/27/19 279.200012 -0.0004295969 -0.0429596867 %
2/28/19 278.679993 -0.0018625322 -0.1862532155 %
3/1/19 280.420013 0 %
3/4/19 279.399994 -0.0036374686 -0.3637468628 %
3/5/19 279.019989 -0.0013600752 -0.136007519 %
3/6/19 277.329987 -0.0060569209 -0.605692089 %
3/7/19 275.01001 -0.0083654026 -0.8365402621 %
3/8/19 274.459991 -0.0019999963 -0.1999996291 %
3/11/19 278.440002 0.0145012429 1.4501242915 %
3/12/19 279.48999 0.0037709668 0.3770966788 %
3/13/19 281.339996 0.006619221 0.661922096 %
3/14/19 281.160004 -0.0006397668 -0.0639766839 %
3/15/19 281.309998 0.0005334827 0.0533482707 %
3/18/19 282.329987 0.0036258541 0.3625854066 %
3/19/19 282.399994 0.0002479616 0.0247961617 %
3/20/19 281.549988 -0.0030099363 -0.3009936325 %
3/21/19 284.730011 0.0112947012 1.1294701245 %
3/22/19 279.25 -0.0192463414 -1.9246341405 %
3/25/19 279.040009 -0.0007519821 -0.0751982095 %
3/26/19 281.119995 0.007454078 0.7454078028 %
3/27/19 279.649994 -0.0052290873 -0.5229087316 %
3/28/19 280.709991 0.0037904417 0.3790441705 %
3/29/19 282.48 0.006305472 0.6305472041 %
In this part you explain the calculation that I did , you say what those results mean ( I STARTED THE TRADE THE SECONF WEEK ON jENUARY 2019 THE 11NTH ON JENUARY )
Standard Deviation 0.0098419967
Annualised Volatility 0.1562368536
Sharpe Ratio 2.6589223592
Quarterly Return 0.0907405514
Annual return 0.4154216634
Skew -0.276105358
Kurt 0.8148807476

student performance

this is the portfolio value between mine and other students you compare them saying also that me and one more student had the best performance (is highleted the best performance )
STUDENT ID Portfolio Value
amaa34 1024051
zyfa 1057454.6
ama55 1050481.85
jb1399 1028075.9
mmb19 1034493.2
sb940 1057279.36
dc509 1070028
ac889 1000000
wc74 1062460.96
gc273 1006213
jc678 1000000
vc113 1000000
rd287 1017668
ed340 1052809
sd632 1013756.4
kdg14 1018222.4
kd374 1000000
je283 1046390.3
gme14 1079193.79
tf171 1053756
df238 813760
bjrg10 1046153
mgb33 1015688.45
afdg10 1063334.16
tg190 1020106.95
hjh20 1059982.8
dh369 1041586.16
mh723 1051592.06
teh14 1048397.25
sh865 1000000
ch613 1000000
si106 1059002.81
fj47 1090733.5
jj302 1037746.59
maj32 1000000
tnk13 1038003.4
mk441 1055166.04
jrl23 1028614.45
wtal10 1057136.54
wqm10 1007931.4
tm354 1058978.43
tmjm39 1031756.55
mm1149 1000000
am1982 1045542
mm821 1067846.85
tm338 1057832.28
jm1260 1000000
onhh10 1074164.66
bo68 1041954.93
do105 1044786.45
poo17 1012693.3
zeo11 1029360.21
pp189 1000000
ajr54 1044308.65
os89 999419
ss812 1023316.75
atbs10 1039002
as1190 1004700
mjs73 1032799.41
jjsk10 1009076
js1104 1066950.3
trjs11 1040581.75
st554 1048411.6
cv817 1039126.84
tv52 1028936.1
ev57 1000000
amvl10 1035759
aw784 1030035.15
jaw73 1017218
aww12 1000000
cw544 1073012.9
lw446 1059585.87
dw349 1065674.23
gw216 1061908.77
jspy10 1067325.54

Portfolio Value amaa34 zyfa ama55 jb1399 mmb19 sb940 dc509 ac889 wc74 gc273 jc678 vc113 rd287 ed340 sd632 kdg14 kd374 je283 gme14 tf171 df238 bjrg10 mgb33 afdg10 tg190 hjh20 dh369 mh723 teh14 sh865 ch613 si106 fj47 jj302 maj32 tnk13 mk441 jrl23 wtal10 wqm10 tm354 tmjm39 mm1149 am1982 mm821 tm338 jm1260 onhh10 bo68 do105 poo17 zeo11 pp189 ajr54 os89 ss812 atbs10 as1190 mjs73 jjsk10 js1104 trjs11 st554 cv817 tv52 ev57 amvl10 aw784 jaw73 aww12 cw544 lw446 dw349 gw216 jspy10 1024051 1057454.6000000001 1050481.8500000001 1028075.9 1034493.2 1057279.3600000001 1070028 1000000 1062460.96 1006213 1000000 1000000 1017668 1052809 1013756.4 1018222.4 1000000 1046390.3 1079193.79 1053756 813760 1046153 1015688.45 1063334.1599999999 102010 6.95 1059982.8 1041586.16 1051592.06 1048397.25 1000000 1000000 1059002.81 1090733.5 1037746.59 1000000 1038003.4 1055166.04 1028614.45 1057136.54 1007931.4 1058978.43 1031756.55 1000000 1045542 1067846.8500000001 1057832.28 1000000 1074164.6599999999 1041954.93 1044786.45 1012693.3 1029360.21 1000000 1044308.65 999419 1023316.75 1039002 1004700 1032799.41 1009076 1066950.3 1040581.75 1048411.6 1039126.84 1028936.1 1000000 1035759 1030035.15 1017218 1000000 1073012.8999999999 1059585.8700000001 1065674.23 1061908.77 1067325.54

Sheet1