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PortfolioCalculations11.xlsx
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Sheet1

Date Portfolio Portfolio Return Portfolio Return % Benchmark Portfolio Benchmark Portfolio Return Benchmark Portfolio Return %
1/4/19 1,000,000 1000000
1/11/19 998,808.61 -0.001191 -0.12 1002124.82 0.00212482 0.212482
1/18/19 998,001.45 -0.000808 -0.08 1009443.42 0.0073030823 0.7303082265
1/25/19 1,001,525.86 0.003531 0.35 1012142.15 0.0026734832 0.2673483176
2/1/19 1,004,720.35 0.003190 0.32 1019148.21 0.0069220119 0.6922011893
2/8/19 1,010,809.46 0.006061 0.61 1027192.31 0.0078929639 0.789296387
2/15/19 1,015,406.89 0.004548 0.45 1040663.09 0.0131141753 1.311417528
2/22/19 1,019,821.46 0.004348 0.43 1049523.03 0.0085137448 0.8513744828
3/1/19 1,004,697.50 -0.014830 -1.48 1033223.71 -0.0155302166 -1.5530216617
3/8/19 1,012,529.38 0.007795 0.78 1036459.18 0.0031314322 0.3131432205
3/15/19 1,019,626.88 0.007010 0.70 1049726.86 0.0128009672 1.2800967232
3/22/19 1,032,051.04 0.012185 1.22 1056715.05 0.0066571508 0.6657150794
3/29/19 1,039,126.84 0.006856 0.69 1064804.66 0.0076554318 0.7655431803
Mean 0.32 Mean 0.53
Return 0.0391 Return 0.0648
Annual Return 16.59 Annual Return 28.55
Std Dev 0.6753 Std Dev 0.7410
Annual Vol 10.72 Annual Vol 11.7629404348
Sharpe Ratio 1.55 Sharpe Ratio 2.43
Min -1.48 Min -1.55
Max 1.22 Max 1.31
Skew -1.80 Skew -2.16
Kurt 4.62 Kurt 6.14