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Portfolio

Month Stock (A)
tc={77323F1A-B8E0-4532-9273-684DBDAF0E26}: [Threaded comment] Your version of Excel allows you to read this threaded comment; however, any edits to it will get removed if the file is opened in a newer version of Excel. Learn more: https://go.microsoft.com/fwlink/?linkid=870924 Comment: Calculated form monthly adjusted closing prices		 Stock (B) Stock (C) Statistics Stock (A) Stock (B) Stock (C)
1 2.66% 10.32% 1.26% Mean(Return) 11.89% 17.60% 4.75%
2 10.32% 23.93% 8.74% Variance 0.78% 7.76% 0.09%
3 11.22% 58.55% 0.85% Standard deviation 8.81% 27.86% 3.06%
4 23.83% 19.20% 2.50% Cor(AB) -0.1605219099
5 -2.73% 36.77% 2.34% Cor(AC) 0.0549605407
6 2.91% 34.64% 4.41% Cor(BC) 0.0038348564
7 -7.81% 20.94% 4.12%
8 6.19% 21.42% 3.83% W(A) W(B) W©
9 -10.23% 64.78% 2.90% 30% 40% 30%
10 6.41% -10.13% -1.15% Portfolio Return 12.03%
11 17.34% -16.51% 8.15% Portfolio variance 1.23%
12 12.53% -20.60% 5.57% Portfolio standard deviation 11.08%
13 16.47% -7.82% 3.40%
14 1.39% 39.13% 3.06% Pobability of 10% loss 2.34%
15 7.42% 24.76% 10.88% Var(99%) $ (13,754.84)
16 10.95% -11.39% 6.50%
17 16.59% 59.45% 9.26%
18 17.25% 29.14% 4.47%
19 15.19% -18.61% 6.27%
20 5.68% 1.99% 5.37%
21 18.04% 54.48% 3.93%
22 27.64% 62.16% -0.70%
23 7.91% 25.68% 5.12%
24 16.54% 22.93% 2.50%
25 31.73% -40.76% 2.94%
26 12.13% -37.13% -0.16%
27 18.33% 45.11% 8.55%
28 16.46% 47.23% 7.27%
29 -1.23% 12.56% 2.65%
30 1.53% 31.95% 3.66%
31 14.59% 53.23% 3.81%
32 11.47% 30.54% 5.20%
33 18.99% 6.38% 2.08%
34 -1.32% 18.73% 7.48%
35 16.97% -12.05% 5.84%
36 14.98% -2.93% 4.02%
37 -5.78% -12.23% 11.50%
38 19.13% -8.03% 5.37%
39 14.79% 19.14% 4.90%
40 31.30% -20.50% 9.64%
41 0.16% 12.70% 0.62%
42 22.21% 97.75% -1.60%
43 12.46% 40.96% 8.10%
44 3.31% 28.82% 6.35%
45 8.67% 32.31% 2.82%
46 2.05% 67.58% 4.56%
47 21.00% -4.66% 5.19%
48 13.02% 2.76% 8.09%
49 12.18% 9.57% 4.25%
50 14.95% 20.31% 7.63%
51 12.26% 83.46% 2.79%
52 10.39% 42.63% 6.40%
53 12.62% 38.60% 7.84%
54 15.16% 21.90% 4.61%
55 12.84% -4.36% -4.52%
56 14.25% -26.84% -0.46%
57 5.06% 34.80% 4.79%
58 10.21% -0.36% 3.86%
59 2.82% -22.66% 2.63%
60 20.64% -12.05% 2.21%
61 14.57% 31.35% 2.99%
62 27.48% 62.10% 4.89%
63 9.04% 12.94% 2.00%
64 21.27% 28.71% 6.42%
65 -7.31% 20.29% 1.46%
66 11.03% 41.01% 8.94%
67 17.67% -18.25% 3.22%
68 10.87% 24.29% 2.78%
69 4.67% 35.45% 4.54%
70 -0.51% 29.15% 6.30%
71 6.80% -14.07% 3.09%
72 3.03% 8.57% 9.45%
73 21.12% -17.92% 1.02%
74 3.91% -19.95% 5.41%
75 1.47% 21.05% 6.83%
76 24.32% 15.90% 7.50%
77 15.01% 50.85% 5.73%
78 21.40% 14.15% 6.61%
79 -0.96% 25.55% 3.52%
80 18.46% -13.44% 7.11%
81 25.18% 24.19% 9.30%
82 20.92% -20.62% 4.74%
83 15.53% 21.41% 6.95%
84 0.94% 56.73% 3.96%
85 11.51% -8.22% 3.32%
86 20.38% -15.38% 8.55%
87 10.49% 36.76% 11.59%
88 8.09% 45.86% 7.34%
89 -3.53% 19.38% 9.08%
90 6.76% 67.22% 1.77%
91 16.41% 6.03% 8.61%
92 19.21% 26.86% 7.06%
93 21.80% 45.07% 2.75%
94 20.52% -3.27% 4.67%
95 3.83% 44.65% 1.48%
96 26.55% -25.32% 4.63%
97 9.56% 81.25% 3.52%
98 22.13% -9.96% 4.61%
99 13.89% 4.10% 11.54%
100 10.54% -0.37% 0.73%
101 8.20% -0.10% 3.28%
102 21.36% 31.02% 3.94%
103 10.72% 10.02% 0.10%
104 16.12% -23.25% 6.63%
105 -2.75% -9.22% 1.15%
106 9.76% 6.91% 11.43%
107 16.90% 20.06% 6.32%
108 19.00% 18.08% 8.78%
109 26.40% 20.05% 4.50%
110 19.92% 17.80% 6.81%
111 5.61% -16.17% 0.71%
112 7.57% 30.99% 8.65%
113 -5.67% 73.15% 5.39%
114 9.66% -3.99% 1.22%
115 5.38% -0.79% 3.64%
116 24.50% 55.35% 0.89%
117 6.70% 10.88% 2.89%
118 23.23% -9.77% 1.90%
119 13.67% 9.95% 6.80%

Simulation

Statistics Stock (A) Stock (B) Stock (C) Trial Random 1 Random 2 Random 3 W(A) W(B) W© Portfolio Standard deviation Portfolio return
Mean 11.90% 17.70% 4.75% 1 100.00% 0.00% 0.00% 100.00% 0.00% 0.00% p 8.78% 11.9%
Variance 0.77% 7.71% 0.09% 2 0.00% 100.00% 0.00% 0.00% 100.00% 0.00% 27.76% 17.7%
Standard deviation 8.78% 27.76% 3.05% 3 0.00% 0.00% 100.00% 0.00% 0.00% 100.00% 3.05% 4.7%
Cor(AB) -15.97% 4 19.10% 5.01% 48.28% 26.39% 6.92% 66.69% 3.51% 7.5%
Cor(AC) 5.48% 5 71.44% 84.52% 2.47% 45.09% 53.35% 1.56% 14.71% 14.9%
Cor(BC) 0.34% 6 53.41% 98.45% 17.17% 31.60% 58.24% 10.16% 15.97% 14.6%
7 83.03% 65.42% 35.16% 45.22% 35.63% 19.15% 10.08% 12.6%
8 18.42% 55.85% 44.70% 15.48% 46.95% 37.57% 12.95% 11.9%
9 76.87% 29.68% 24.34% 58.73% 22.67% 18.60% 7.52% 11.9%
10 2.95% 97.87% 70.17% 1.73% 57.24% 41.03% 15.92% 12.3% l
11 19.10% 57.41% 97.69% 10.96% 32.96% 56.08% 9.22% 9.8% m
12 94.09% 40.99% 92.82% 41.28% 17.99% 40.73% 5.86% 10.0%
13 74.86% 23.53% 69.92% 44.47% 13.98% 41.54% 5.26% 9.7%
14 29.99% 2.84% 58.20% 32.94% 3.12% 63.93% 3.57% 7.5%
15 25.33% 65.59% 69.74% 15.77% 40.82% 43.41% 11.29% 11.2%
16 48.53% 6.83% 50.06% 46.04% 6.48% 47.49% 4.47% 8.9%
17 36.86% 91.22% 13.05% 26.12% 64.64% 9.25% 17.73% 15.0%
18 87.72% 42.91% 79.29% 41.79% 20.44% 37.77% 6.39% 10.4%
19 19.59% 4.37% 14.17% 51.36% 11.46% 37.17% 5.27% 9.9% p
20 49.38% 58.05% 50.14% 31.34% 36.84% 31.82% 10.22% 11.8%
21 56.90% 79.17% 82.75% 26.00% 36.18% 37.82% 10.02% 11.3%
22 80.37% 8.14% 17.93% 75.50% 7.65% 16.85% 6.68% 11.1%
23 27.57% 70.25% 71.90% 16.24% 41.39% 42.36% 11.44% 11.3%
24 53.64% 73.79% 51.36% 30.00% 41.27% 28.73% 11.39% 12.2%
25 95.52% 68.11% 92.34% 37.32% 26.61% 36.07% 7.70% 10.9%
26 97.67% 32.33% 59.69% 51.49% 17.05% 31.47% 6.12% 10.6%
27 54.49% 20.37% 2.23% 70.68% 26.43% 2.89% 8.82% 13.2%
28 52.83% 87.10% 60.01% 26.42% 43.56% 30.01% 11.99% 12.3%
29 7.45% 45.87% 20.22% 10.13% 62.38% 27.49% 17.22% 13.6%
30 33.51% 30.49% 78.10% 23.58% 21.46% 54.96% 6.25% 9.2%
31 46.21% 26.82% 50.27% 37.48% 21.75% 40.77% 6.56% 10.2%
32 0.81% 84.89% 60.80% 0.55% 57.94% 41.50% 16.13% 12.3%
33 6.95% 88.23% 31.25% 5.50% 69.78% 24.72% 19.32% 14.2%
34 5.71% 59.01% 68.71% 4.28% 44.23% 51.50% 12.33% 10.8%
35 39.64% 1.81% 88.18% 30.58% 1.39% 68.03% 3.46% 7.1%
36 33.57% 39.60% 82.93% 21.50% 25.37% 53.13% 7.21% 9.6%
37 18.03% 90.84% 82.78% 9.41% 47.40% 43.19% 13.13% 11.6%
38 30.73% 28.01% 29.33% 34.89% 31.80% 33.30% 8.95% 11.4%
39 51.25% 9.07% 93.01% 33.42% 5.92% 60.66% 3.71% 7.9%
40 12.25% 94.62% 16.26% 9.95% 76.84% 13.21% 21.22% 15.4%
41 6.52% 50.85% 55.89% 5.75% 44.90% 49.35% 12.49% 11.0%
42 8.48% 6.92% 64.77% 10.57% 8.63% 80.79% 3.50% 6.6%
43 76.94% 89.65% 58.83% 34.13% 39.77% 26.10% 11.01% 12.3%
44 26.94% 72.14% 71.73% 15.77% 42.24% 41.99% 11.67% 11.3%
45 51.39% 28.12% 83.74% 31.48% 17.23% 51.29% 5.41% 9.2%
46 16.53% 93.22% 35.87% 11.35% 64.02% 24.63% 17.66% 13.9%
47 15.14% 73.82% 74.54% 9.26% 45.15% 45.59% 12.52% 11.3%
48 31.90% 82.72% 26.72% 22.57% 58.53% 18.90% 16.07% 13.9%
49 47.49% 72.18% 73.82% 24.55% 37.30% 38.15% 10.32% 11.3%
50 72.76% 68.94% 4.21% 49.86% 47.25% 2.89% 13.15% 14.4%
51 8.23% 65.54% 69.26% 5.76% 45.82% 48.42% 12.74% 11.1%
52 95.29% 79.39% 23.94% 47.98% 39.97% 12.05% 11.24% 13.4%
53 84.29% 27.38% 72.10% 45.87% 14.90% 39.23% 5.48% 10.0%
54 40.53% 25.54% 73.81% 28.97% 18.26% 52.77% 5.58% 9.2%
55 36.83% 53.16% 97.36% 19.66% 28.37% 51.97% 7.97% 9.8%
56 11.61% 29.72% 6.11% 24.48% 62.64% 12.88% 17.19% 14.6%
57 61.52% 80.89% 50.30% 31.92% 41.98% 26.10% 11.58% 12.5%
58 92.70% 21.92% 55.31% 54.55% 12.90% 32.55% 5.64% 10.3%
59 58.45% 92.61% 86.63% 24.59% 38.96% 36.45% 10.76% 11.6%
60 60.22% 16.81% 12.52% 67.24% 18.78% 13.98% 7.25% 12.0%
61 14.46% 81.58% 6.11% 14.15% 79.87% 5.98% 22.01% 16.1%
62 13.94% 32.55% 80.46% 10.98% 25.64% 63.38% 7.31% 8.9%
63 57.99% 43.10% 38.15% 41.65% 30.95% 27.40% 8.84% 11.7%
64 8.92% 39.35% 26.98% 11.85% 52.30% 35.85% 14.44% 12.4%
65 59.97% 25.03% 21.91% 56.10% 23.41% 20.49% 7.55% 11.8%
66 86.11% 90.59% 77.61% 33.86% 35.62% 30.52% 9.92% 11.8%
67 10.64% 13.56% 83.28% 9.90% 12.62% 77.49% 4.23% 7.1%
68 15.92% 51.66% 85.12% 10.43% 33.83% 55.74% 9.46% 9.9%
69 33.02% 0.99% 7.29% 79.95% 2.40% 17.65% 6.99% 10.8%
70 49.12% 91.43% 41.02% 27.05% 50.36% 22.59% 13.83% 13.2%
71 35.24% 91.07% 62.57% 18.66% 48.22% 33.12% 13.27% 12.3%
72 79.71% 78.93% 35.82% 40.99% 40.59% 18.42% 11.29% 12.9%
73 36.81% 19.39% 56.09% 32.78% 17.27% 49.95% 5.45% 9.3%
74 55.16% 31.19% 19.44% 52.15% 29.48% 18.37% 8.75% 12.3%
75 58.84% 59.29% 20.98% 42.30% 42.62% 15.08% 11.84% 13.3%
76 30.21% 36.75% 46.58% 26.61% 32.37% 41.02% 9.03% 10.8%
77 15.37% 75.68% 6.55% 15.75% 77.54% 6.71% 21.35% 15.9%
78 18.12% 79.55% 24.82% 14.79% 64.94% 20.26% 17.88% 14.2%
79 21.09% 84.22% 48.61% 13.70% 54.71% 31.58% 15.08% 12.8%
80 15.04% 11.93% 0.10% 55.58% 44.07% 0.35% 12.43% 14.4%
81 98.70% 75.75% 58.22% 42.42% 32.56% 25.02% 9.26% 12.0%
82 66.90% 8.86% 73.65% 44.78% 5.93% 49.29% 4.36% 8.7%
83 99.64% 74.76% 68.22% 41.07% 30.81% 28.12% 8.80% 11.7%
84 90.01% 1.83% 0.56% 97.42% 1.98% 0.61% 8.48% 12.0%
85 69.27% 35.38% 34.94% 49.62% 25.34% 25.03% 7.72% 11.6%
86 17.72% 27.48% 19.50% 27.39% 42.47% 30.14% 11.70% 12.2%
87 69.49% 15.11% 68.54% 45.38% 9.87% 44.76% 4.73% 9.3%
88 76.76% 42.91% 28.51% 51.80% 28.96% 19.24% 8.62% 12.2%
89 64.15% 7.34% 29.45% 63.55% 7.27% 29.18% 5.74% 10.2%
90 5.39% 13.63% 27.08% 11.70% 29.56% 58.74% 8.32% 9.4%
91 66.39% 9.70% 33.45% 60.61% 8.86% 30.54% 5.62% 10.2%
92 34.71% 3.76% 17.32% 62.21% 6.74% 31.05% 5.61% 10.1%
93 65.84% 7.38% 85.11% 41.58% 4.66% 53.76% 4.10% 8.3%
94 7.42% 17.25% 62.38% 8.52% 19.82% 71.66% 5.88% 7.9%
95 28.07% 64.93% 23.86% 24.02% 55.56% 20.42% 15.25% 13.7%
96 3.13% 98.04% 24.82% 2.49% 77.81% 19.70% 21.58% 15.0%
97 51.31% 45.80% 16.58% 45.13% 40.29% 14.58% 11.27% 13.2%
98 38.11% 82.50% 77.99% 19.19% 41.54% 39.27% 11.46% 11.5%
99 31.34% 83.35% 20.46% 23.19% 61.67% 15.14% 16.93% 14.4%
100 12.76% 79.88% 16.49% 11.69% 73.20% 15.11% 20.19% 15.1%

Portfolio return 8.7753633384258192E-2 0.27760650175256585 3.0502009476939672E-2 3.5088657593098246E-2 0.14706800951013638 0.15969135834101064 0.10083884544549915 0.1294676936396181 7.5151481254489075E-2 0.1592016598628701 9.2214831035848377E-2 5.8615678588705436E-2 5.2571961413901511E-2 3.5693723313967356E-2 0.11286669288537425 4.4708597655201909E-2 0.17728071627524958 6.3902315678649305E-2 5.2662319019343255E-2 0.10221223031041397 0.10023126215896752 6.67520341204067E-2 0.11437086866841358 0.11385955199419863 7.6951862226537923E-2 6.1157925443300211E-2 8.8217216607236401E-2 0.11991829771047208 0.17223082893752525 6.2514450336335389E-2 6.5555792811715488E-2 0.16132251517045426 0.19319056750563449 0.12331655249542665 3.4553072614838622E-2 7.2078006645262857E-2 0.1312718168650828 8.9502508149783708E-2 3.7148763678870093E-2 0.21216200497 381701 0.12493137908681183 3.5009866639409838E-2 0.11011557068674564 0.11668150017206945 5.4086215872782652E-2 0.17660579229229828 0.12516294162636965 0.16066617700441108 0.10317976856845081 0.13149851207329233 0.12743289029162261 0.11236636558110824 5.4754121476307663E-2 5.5794795976124772E-2 7.9732979513701535E-2 0.17187220113531518 0.11582168966893329 5.6386461619456235E-2 0.10759660236670605 7.2549491230930352E-2 0.2200948131294001 7.3106881792383602E-2 8.8448516721595746E-2 0.14438473723855477 7.5499251215301003E-2 9.922685735238336E-2 4.2324483856906972E-2 9.4593364342676997E-2 6.991804459378767E-2 0.13826268471468534 0.13272038437991923 0.11292466386192684 5.4492614221770937E-2 8.7514341860276804E-2 0.11839520863726986 9.0251764942894927E-2 0.21351215686312452 0.17882920383499615 0. 1508215645295741 0.1242597388289918 9.2591720783257225E-2 4.359836815420727E-2 8.7998340769397387E-2 8.4793258412336467E-2 7.7239441204264958E-2 0.11699306998434665 4.7284146839351109E-2 8.6190242059028074E-2 5.7381872028219552E-2 8.3202696805545581E-2 5.6196248544443078E-2 5.6141408089855946E-2 4.1035606497833534E-2 5.8784550133848618E-2 0.15250327676349992 0.21578816820607127 0.11270939125489682 0.11461424663438813 0.16925992874093646 0.20190100724668289 0.11898108427336188 0.17704033825961954 4.7487197489926206E-2 7.53186857567371E-2 0.14883991599753044 0.14553493805251425 0.12597927556596064 0.11937412826322791 0.11884747243467893 0.12287580426779884 9.8024646738814197E-2 0.10030587758077697 9.7397307887463563E-2 7.5088230852390206E-2 0.1116 4638595493601 8.8789436416134862E-2 0.14989887949318015 0.10384447054329478 9.9062754735891642E-2 0.1176218270945817 0.11295115216412413 0.11137897821014887 0.11272476964284289 0.12240376472804373 0.1086381778523344 0.10638162388917027 0.13225449050168334 0.12281399367987716 0.13554278824983401 9.2144803526934826E-2 0.10246057217786966 0.1229523783315398 0.14182259206097783 0.10784268633383023 7.1156174824272389E-2 9.5727829669449066E-2 0.1156203500976993 0.1136331001906797 7.9049315616157217E-2 0.15415277036809436 0.10976816793331529 6.6231202908545339E-2 0.12341278786106907 0.11348143245565608 9.2312137261993429E-2 0.13853894868273955 0.11259830716690929 0.13944561794992885 0.11336286621616483 0.14435029012058673 0.1109648962265241 0.13357223924969278 9.9580428972391694E-2 9.185445682726 8893E-2 9.8300753853011152E-2 0.14614416304105546 0.12469123390256899 0.1032003412030302 0.11554483449801636 0.11988616210024422 0.16107786089420972 8.8556334757014465E-2 0.11736141574708611 0.12371340782221922 0.1179223909419865 0.11784332016266406 7.0906053221245213E-2 9.8773369722380877E-2 0.10775219979350885 0.13206434704343886 0.1232938355812101 0.12937530597702077 9.3293084670726514E-2 0.12296384711948337 0.13294330430867587 0.10844614794561226 0.1592054257941112 0.1421992095831312 0.12816798084445707 0.14431590263284028 0.11999414837158737 8.7182927826807047E-2 0.11676901230276047 0.11969345663825659 0.11579937392488659 0.12208880877264 9.2710659599006415E-2 0.12203864873921298 0.10234228812491157 9.4150331831412387E-2 0.10229155707999282 0.10069944383740255 8.3253516620039991E-2 7.9258064421586227E-2 0.13664412613446936 0.15007543082927816 0.1319446705543397 0.11502300851151859 0.1439642372461844 0.15067850894563148