Economics questions

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Database

Date FXE FXY FXF FXA
12/30/11 128.92 127.93 105.1 96.46
1/3/12 130.02 128.46 105.96 97.83
1/4/12 128.96 128.33 104.87 97.83
1/5/12 127.45 127.46 103.7 96.86
1/6/12 126.71 127.89 103.4 96.49
1/9/12 127.21 128.17 104 96.69
1/10/12 127.22 128.13 104.06 97.22
1/11/12 126.56 128.06 103.47 97.29
1/12/12 127.76 128.22 104.63 97.65
1/13/12 126.33 127.96 103.69 97.33
1/17/12 126.81 128.16 103.93 97.88
1/18/12 128.09 128.21 105.09 98.51
1/19/12 129.16 127.62 105.9 98.43
1/20/12 128.79 127.88 105.65 99.03
1/23/12 129.83 127.88 106.58 99.58
1/24/12 129.73 126.65 106.36 99.03
1/25/12 130.6 126.64 107.2 100.24
1/26/12 130.48 127.05 107.28 100.39
1/27/12 131.63 128.33 108.19 100.81
1/30/12 130.71 128.93 107.53 100.17
1/31/12 130.27 129.13 107.25 100.43
2/1/12 130.97 129.07 107.81 101.2
2/2/12 130.88 129.12 107.67 101.29
2/3/12 130.92 128.56 107.48 102.01
2/6/12 130.73 128.5 107.44 101.55
2/7/12 131.97 128.18 108.25 102.22
2/8/12 132.01 127.79 108.15 102.16
2/9/12 132.28 126.72 108.29 102.09
2/10/12 131.18 126.79 107.62 100.91
2/13/12 131.34 126.86 107.72 101.63
2/14/12 130.64 125.5 107.24 101.18
2/15/12 130.06 125.57 106.88 101.24
2/16/12 130.84 124.71 107.45 101.85
2/17/12 131.02 123.77 107.43 101.51
2/21/12 131.82 123.43 108.22 101.09
2/22/12 131.85 122.56 108.42 100.81
2/23/12 133.14 123.13 109.51 101.45
2/24/12 134.07 121.49 110.33 101.32
2/27/12 133.4 122.17 109.71 101.92
2/28/12 134.02 122.25 110.28 102.07
2/29/12 132.62 121.03 109.12 101.71
3/1/12 132.48 121.29 108.9 102.38
3/2/12 131.46 120.31 108.03 101.8
3/5/12 131.6 120.77 108.23 101.24
3/6/12 130.59 121.67 107.4 100.17
3/7/12 130.88 121.25 107.67 100.41
3/8/12 132.08 120.58 108.63 101.01
3/9/12 130.59 119.37 107.38 100.37
3/12/12 130.91 119.64 107.63 99.74
3/13/12 130.14 118.54 106.83 100.01
3/14/12 129.68 117.46 106 99.24
3/15/12 130.24 117.85 107 100.05
3/16/12 131.08 117.99 107.7 100.5
3/19/12 131.76 118.05 108.24 100.8
3/20/12 131.63 117.49 108.18 99.58
3/21/12 131.47 117.97 108.1 99.3
3/22/12 131.25 119.15 107.92 98.67
3/23/12 132.07 119.36 108.62 99.55
3/26/12 132.96 118.78 109.25 100.15
3/27/12 132.6 118.3 109.01 99.49
3/28/12 132.58 118.76 108.99 98.84
3/29/12 132.31 119.32 108.78 98.69
3/30/12 132.72 118.78 109.28 98.5
4/2/12 132.67 119.83 109.19 99.19
4/3/12 131.7 118.74 108.42 98.27
4/4/12 130.75 119.32 107.68 97.62
4/5/12 130.04 119.36 107.24 98.08
4/9/12 130.5 120.52 107.63 98.27
4/10/12 130.19 121.92 107.39 97.62
4/11/12 130.43 121.56 107.5 98.07
4/12/12 131.28 121.61 108.24 99.42
4/13/12 130.15 121.4 107.21 98.77
4/16/12 130.74 122.27 107.82 98.68
4/17/12 130.62 121.59 107.77 99.06
4/18/12 130.53 121.05 107.64 98.63
4/19/12 130.69 120.56 107.78 98.51
4/20/12 131.48 120.59 108.44 98.82
4/23/12 130.85 121.2 107.91 98.37
4/24/12 131.2 120.96 108.26 98.15
4/25/12 131.56 120.88 108.47 98.75
4/26/12 131.73 121.45 108.65 99.14
4/27/12 131.71 122.35 108.7 99.8
4/30/12 131.71 123.16 108.64 99.42
5/1/12 131.72 122.67 108.63 98.6
5/2/12 130.9 122.67 107.95 98.61
5/3/12 130.89 122.66 107.94 97.91
5/4/12 130.25 123.15 107.48 97.2
5/7/12 129.9 123.04 107.17 97.38
5/8/12 129.46 123.16 106.83 96.55
5/9/12 128.82 123.48 106.3 96.07
5/10/12 128.79 122.97 106.25 96.34
5/11/12 128.56 123.04 106.07 95.82
5/14/12 127.73 123.11 105.37 95.19
5/15/12 126.66 122.52 104.52 94.84
5/16/12 126.44 122.44 104.36 94.63
5/17/12 126.41 124.07 104.28 94.64
5/18/12 127.09 124.31 104.88 93.77
5/21/12 127.56 123.97 105.22 94.76
5/22/12 126.17 122.93 104.11 93.83
5/23/12 125.39 123.68 103.47 93.41
5/24/12 124.68 123.46 102.87 93.32
5/25/12 124.48 123.39 102.73 93.32
5/29/12 124.36 123.63 102.61 94.14
5/30/12 123.06 124.29 101.53 92.92
5/31/12 123.03 125.43 101.48 93.23
6/1/12 123.55 125.74 101.96 92.68
6/4/12 124.31 125.41 102.62 93.08
6/5/12 123.91 124.84 102.26 93.23
6/6/12 125.13 123.99 103.29 95.06
6/7/12 125 123.5 103.12 94.78
6/8/12 124.35 123.85 102.63 94.99
6/11/12 124.17 123.72 102.49 94.47
6/12/12 124.38 123.68 102.67 95.27
6/13/12 125.04 123.84 103.2 95.23
6/14/12 125.51 123.85 103.57 95.78
6/15/12 125.92 124.91 103.9 96.61
6/18/12 125.09 124.23 103.22 96.91
6/19/12 126.14 124.49 104.12 97.63
6/20/12 126.13 123.64 104.06 97.48
6/21/12 124.77 122.4 102.95 96.1
6/22/12 124.93 122.23 103.1 96.49
6/25/12 124.33 123.46 102.64 95.91
6/26/12 124.26 123.73 102.54 96.47
6/27/12 123.98 123.29 102.3 96.6
6/28/12 123.8 123.69 102.14 96.33
6/29/12 125.88 122.94 103.81 98.1
7/2/12 125.17 123.59 103.25 98.38
7/3/12 125.43 123.04 103.46 98.68
7/5/12 123.22 123.02 101.63 98.71
7/6/12 122.14 123.43 100.81 98.05
7/9/12 122.45 123.49 101.07 97.91
7/10/12 121.83 123.75 100.51 97.74
7/11/12 121.75 123.34 100.45 98.32
7/12/12 121.37 123.92 100.14 97.34
7/13/12 121.72 123.95 100.43 98.12
7/16/12 122.09 124.61 100.73 98.45
7/17/12 122.17 124.22 100.77 99.02
7/18/12 122.11 124.67 100.75 99.53
7/19/12 122.06 124.99 100.74 100.13
7/20/12 120.91 125.21 99.77 99.67
7/23/12 120.66 125.34 99.57 98.75
7/24/12 120.02 125.65 99.05 98.5
7/25/12 120.85 125.68 99.72 99.09
7/26/12 122.15 125.6 100.84 99.91
7/27/12 122.29 125.14 100.88 100.64
7/30/12 121.86 125.62 100.55 100.94
7/31/12 122.3 125.74 100.94 101
8/1/12 121.5 125.15 100.21 100.51
8/2/12 121.1 125.61 99.89 100.53
8/3/12 123.05 125.04 101.48 101.53
8/6/12 123.21 125.59 101.68 101.66
8/7/12 123.24 124.92 101.66 101.44
8/8/12 122.86 125.19 101.34 101.67
8/9/12 122.24 124.96 100.86 101.77
8/10/12 122.21 125.5 100.86 101.75
8/13/12 122.62 125.35 101.19 101.18
8/14/12 122.52 124.76 101.11 100.99
8/15/12 122.12 124.51 100.8 101.08
8/16/12 122.81 123.84 101.34 101.22
8/17/12 122.59 123.46 101.16 100.34
8/20/12 122.74 123.7 101.27 100.62
8/21/12 123.9 123.97 102.22 100.84
8/22/12 124.48 125.08 102.68 101.1
8/23/12 124.85 125.18 103.04 100.53
8/24/12 124.35 124.79 102.61 100.23
8/27/12 124.24 124.69 102.48 99.88
8/28/12 124.91 125.06 103.07 100
8/29/12 124.52 124.81 102.77 99.74
8/30/12 124.31 124.86 102.59 99.22
8/31/12 124.98 125.41 103.16 99.53
9/4/12 124.86 125.19 103.01 98.55
9/5/12 125.16 125.24 103.04 98.2
9/6/12 125.6 124.4 103.28 99.1
9/7/12 127.29 125.46 104.21 100.2
9/10/12 126.8 125.46 104.07 99.69
9/11/12 127.81 126.31 104.87 100.65
9/12/12 128.11 126.11 105 100.83
9/13/12 129.11 126.63 105.32 101.69
9/14/12 130.4 125.24 106.25 101.85
9/17/12 130.27 124.67 106.13 101.08
9/18/12 129.56 124.54 106 100.82
9/19/12 129.72 125.3 106.13 101.2
9/20/12 128.85 125.45 105.53 100.81
9/21/12 129.05 125.67 105.55 100.85
9/24/12 128.43 126.12 105.2 100.57
9/25/12 128.21 126.19 104.99 100.28
9/26/12 127.8 126.31 104.77 100.03
9/27/12 128.29 126.48 105.02 100.84
9/28/12 127.69 125.8 104.69 100.21
10/1/12 128.04 125.81 104.93 100.15
10/2/12 128.35 125.64 105.14 99.14
10/3/12 128.2 125.03 104.88 98.58
10/4/12 129.34 125.15 105.82 98.96
10/5/12 129.45 124.77 105.88 98.26
10/8/12 128.85 125.31 105.51 98.53
10/9/12 127.86 125.48 104.58 98.56
10/10/12 128.16 125.63 104.94 98.92
10/11/12 128.43 125.29 105.31 99.2
10/12/12 128.71 125.21 105.49 98.92
10/15/12 128.68 124.74 105.51 99.15
10/16/12 129.63 124.4 106.29 99.36
10/17/12 130.34 124.29 106.77 100.4
10/18/12 129.84 123.85 106.48 100.29
10/19/12 129.32 123.76 105.99 99.85
10/22/12 129.7 122.79 106.2 99.8
10/23/12 128.91 122.95 105.51 99.27
10/24/12 128.73 122.94 105.48 99.99
10/25/12 128.58 122.22 105.35 100.23
10/26/12 128.47 123.26 105.23 100.31
10/31/12 128.7 122.94 105.72 100.42
11/1/12 128.52 122.42 105.6 100.44
11/2/12 127.42 122 104.62 99.84
11/5/12 127.02 122.23 104.27 100.11
11/6/12 127.27 122.14 104.37 100.82
11/7/12 126.79 122.71 104.14 100.62
11/8/12 126.52 123.65 104.01 100.55
11/9/12 126.23 123.49 103.74 100.39
11/12/12 126.23 123.48 103.81 100.78
11/13/12 126.15 123.63 103.86 100.82
11/14/12 126.45 122.31 104.14 100.25
11/15/12 126.8 120.88 104.37 99.9
11/16/12 126.49 120.76 104.04 100.02
11/19/12 127.19 120.57 104.65 100.64
11/20/12 127.3 120.13 104.7 100.48
11/21/12 127.32 118.89 104.8 100.26
11/23/12 128.91 119.09 106.09 101.24
11/26/12 128.76 119.56 106.03 101.27
11/27/12 128.36 119.39 105.65 100.97
11/28/12 128.5 119.68 105.81 101.4
11/29/12 128.84 119.48 106.04 100.98
11/30/12 129.09 119.01 106.17 100.96
12/3/12 129.58 119.27 106.3 100.85
12/4/12 129.99 119.88 106.22 101.35
12/5/12 129.81 119.02 106.23 101.18
12/6/12 128.77 119.09 105.46 101.5
12/7/12 128.36 118.98 105.29 101.55
12/10/12 128.5 119.08 105.41 101.55
12/11/12 129.08 118.83 105.51 101.89
12/12/12 129.7 117.92 106.15 102.15
12/13/12 129.83 117.32 106.47 101.95
12/14/12 130.61 117.44 107.13 102.27
12/17/12 130.66 116.97 107.21 102.19
12/18/12 131.26 116.51 107.7 102.05
12/19/12 131.44 116.2 107.84 101.64
12/20/12 131.46 116.17 107.89 101.61
12/21/12 130.87 116.43 107.36 100.84
12/24/12 130.91 115.67 107.48 100.49
12/26/12 131.27 114.56 107.74 100.54
12/27/12 131.41 113.94 107.69 100.61
12/28/12 131.17 113.93 107.68 100.53
12/31/12 130.96 113.03 107.46 100.78
1/2/13 130.87 112.38 107.1 101.6
1/3/13 129.58 112.37 106.15 101.31
1/4/13 129.81 111.25 106.44 101.48
1/7/13 130.15 111.75 106.7 101.69
1/8/13 129.85 112.65 106.4 101.63
1/9/13 129.64 111.72 106.27 101.8
1/10/13 131.5 111.08 107.51 102.55
1/11/13 132.36 109.92 107.63 101.99
1/14/13 132.82 109.58 106.76 102.35
1/15/13 132.13 110.37 105.59 102.29
1/16/13 131.82 110.93 105.58 102.4
1/17/13 132.71 109.13 105.42 102.11
1/18/13 132.19 108.88 105.24 101.79
1/22/13 132.15 110.49 105.83 102.35
1/23/13 132.16 110.53 105.9 102.22
1/24/13 132.7 108.66 105.93 101.41
1/25/13 133.54 107.82 106.12 101.05
1/28/13 133.5 107.97 106.15 100.93
1/29/13 133.86 108.05 106.68 101.44
1/30/13 134.59 107.6 107.96 100.92
1/31/13 134.72 107.18 108.06 101.09
2/1/13 135.49 105.56 108.38 100.84

Dly Log Ret

Date FXE FXY FXF FXA
12/30/11
1/3/12 0.8496227829 0.4134332501 0.8149386521 1.4102863829
1/4/12 -0.8186006018 -0.1012500573 -1.0340176558 0
1/5/12 -1.1778147936 -0.680248137 -1.1219372611 -0.9964641494
1/6/12 -0.5823120011 0.3367929559 -0.2897153161 -0.3827260943
1/9/12 0.3938253357 0.2186988297 0.5785937067 0.2070608463
1/10/12 0.0078607083 -0.031213422 0.0576756721 0.5466467122
1/11/12 -0.5201367231 -0.0546469431 -0.5685940245 0.071975737
1/12/12 0.9436999887 0.1248634468 1.1148601776 0.3693448335
1/13/12 -1.1255973065 -0.2029823478 -0.9024638823 -0.3282390884
1/17/12 0.3792372405 0.1561768239 0.231191703 0.5634972136
1/18/12 1.0043238596 0.0390061245 1.1099530277 0.6415827293
1/19/12 0.8318804047 -0.4612446124 0.767812673 -0.0812430226
1/20/12 -0.2868774985 0.2035225751 -0.2363508545 0.6077198892
1/23/12 0.8042731468 0 0.8764132807 0.5538506681
1/24/12 -0.0770534789 -0.9664947744 -0.2066310494 -0.5538506681
1/25/12 0.6683849259 -0.0078960875 0.7866682262 1.2144476055
1/26/12 -0.091925853 0.3232294193 0.0745990337 0.1495290116
1/27/12 0.8774998125 1.002436149 0.8446701726 0.4174956362
1/30/12 -0.701382764 0.4664550166 -0.6119062297 -0.6368814442
1/31/12 -0.3371909088 0.1550027436 -0.2607320594 0.2592224782
2/1/12 0.5359069632 -0.0464756011 0.5207860743 0.7637789448
2/2/12 -0.0687416487 0.0387311675 -0.1299424723 0.0888932845
2/3/12 0.0305576779 -0.4346483092 -0.176621008 0.7083157996
2/6/12 -0.1452322059 -0.0466817094 -0.0372231532 -0.4519559668
2/7/12 0.9440496455 -0.2493378259 0.7510814668 0.6576065314
2/8/12 0.0303053264 -0.3047234455 -0.0924214484 -0.0587141616
2/9/12 0.2043210821 -0.8408363554 0.1293661241 -0.0685434543
2/10/12 -0.8350462248 0.0552246474 -0.6206309579 -1.1625746704
2/13/12 0.1218954897 0.0551941666 0.0928763882 0.7109736673
2/14/12 -0.5343932101 -1.0778357634 -0.4465954576 -0.4437658286
2/15/12 -0.4449566221 0.0557613429 -0.3362603579 0.0592826813
2/16/12 0.5979320229 -0.6872330068 0.53189133 0.6007206996
2/17/12 0.1374780634 -0.7566037381 -0.018615041 -0.3343826876
2/21/12 0.6087372321 -0.2750810796 0.7326719536 -0.414610663
2/22/12 0.0227557175 -0.7073487764 0.1846381618 -0.27736521
2/23/12 0.9736293373 0.4640001812 1.0003295455 0.6328509206
2/24/12 0.6960845441 -1.3408752938 0.7460005485 -0.1282241138
2/27/12 -0.5009918132 0.5581562549 -0.5635353943 0.590436669
2/28/12 0.4636909064 0.0654610939 0.5182065326 0.1470660592
2/29/12 -1.0501146604 -1.0029679604 -1.057439206 -0.3533225778
3/1/12 -0.1056205304 0.214592357 -0.2018164156 0.6565754392
3/2/12 -0.7729067802 -0.8112627275 -0.802106361 -0.5681276913
3/5/12 0.1064396056 0.3816165242 0.1849625978 -0.5516168439
3/6/12 -0.7704374659 0.7424551512 -0.7698410232 -1.0625193053
3/7/12 0.2218228622 -0.3457931982 0.2510811753 0.2393061268
3/8/12 0.9126926757 -0.5541096756 0.8876618618 0.595771795
3/9/12 -1.134515538 -1.0085519954 -1.1573667451 -0.6356164015
3/12/12 0.244741996 0.2259320655 0.2325474282 -0.6296557708
3/13/12 -0.5899270125 -0.9236777402 -0.7460633318 0.270338087
3/14/12 -0.3540916639 -0.9152606265 -0.7799691846 -0.7729022165
3/15/12 0.4309024827 0.3314779288 0.938974035 0.8128902206
3/16/12 0.6428921576 0.118724573 0.65207497 0.4487666469
3/19/12 0.5174262039 0.050838842 0.50013997 0.2980628138
3/20/12 -0.0987129432 -0.4755039952 -0.0554477419 -1.2177014423
3/21/12 -0.1216267729 0.4077131274 -0.0739781798 -0.2815770163
3/22/12 -0.1674787237 0.9952848691 -0.1666512746 -0.6364622182
3/23/12 0.6228183584 0.1760932911 0.6465340707 0.8879081641
3/26/12 0.6716246051 -0.4871093868 0.5783281369 0.6009031602
3/27/12 -0.2711253355 -0.4049271603 -0.2199212835 -0.6611925511
3/28/12 -0.0150840939 0.3880878911 -0.0183486239 -0.6554755481
3/29/12 -0.2038582759 0.4704309751 -0.1928640906 -0.1518756936
3/30/12 0.3093991828 -0.4535917059 0.4585901828 -0.1927076006
4/2/12 -0.0376803953 0.8801029107 -0.0823911797 0.698065458
4/3/12 -0.733823318 -0.9137842852 -0.7076910194 -0.9318410384
4/4/12 -0.7239505804 0.4872730804 -0.6848707936 -0.6636401915
4/5/12 -0.5445007509 0.0335176809 -0.4094552529 0.4701081729
4/9/12 0.3531131327 0.9671577807 0.3630105908 0.1935320186
4/10/12 -0.2378304853 1.1549377676 -0.2232351406 -0.6636401915
4/11/12 0.1841762473 -0.295712389 0.1023779698 0.4599118945
4/12/12 0.64957624 0.0411234944 0.6860136295 1.3671791262
4/13/12 -0.8644815341 -0.1728324368 -0.9561455994 -0.6559385746
4/16/12 0.4522986744 0.7140835531 0.5673642155 -0.0911623259
4/17/12 -0.091827371 -0.5576984848 -0.0463843415 0.3843435499
4/18/12 -0.0689259074 -0.4451045924 -0.120700075 -0.4350252194
4/19/12 0.1225021208 -0.4056129066 0.1299786647 -0.1217409098
4/20/12 0.6026642187 0.0248807797 0.6104912125 0.314194755
4/23/12 -0.480311982 0.504571152 -0.4899478255 -0.4564133893
4/24/12 0.2671247534 -0.1982161204 0.3238194993 -0.2238958802
4/25/12 0.2740144811 -0.0661594467 0.1937895683 0.6094483059
4/26/12 0.1291351921 0.4704337484 0.165806965 0.3941588811
4/27/12 -0.0151837231 0.738313444 0.0460087425 0.6635190725
4/30/12 0 0.6598533168 -0.0552130317 -0.3814882651
5/1/12 0.0075921497 -0.3986500012 -0.0092051365 -0.8282039058
5/2/12 -0.6244784592 0 -0.6279455485 0.0101414736
5/3/12 -0.0076397112 -0.0081522847 -0.009263977 -0.7123986978
5/4/12 -0.490159517 0.3986824369 -0.4270733443 -0.72779779
5/7/12 -0.2690756957 -0.0893618809 -0.2888425022 0.1850139288
5/8/12 -0.3392970559 0.0974817299 -0.3177572767 -0.855984188
5/9/12 -0.4955871999 0.2594876578 -0.497350061 -0.4983916453
5/10/12 -0.0232910214 -0.413877645 -0.0470477543 0.280650878
5/11/12 -0.1787449475 0.0569082573 -0.1695554287 -0.5412169747
5/14/12 -0.6477060375 0.0568758902 -0.6621287906 -0.6596537192
5/15/12 -0.8412329966 -0.4803982695 -0.8099524959 -0.3683633066
5/16/12 -0.1738443741 -0.0653167887 -0.1531980384 -0.2216710677
5/17/12 -0.023729484 1.3224808378 -0.0766871203 0.010566915
5/18/12 0.5364904387 0.1932523349 0.573725039 -0.9235244239
5/21/12 0.3691345248 -0.2738844954 0.3236556847 1.0502403859
5/22/12 -1.0956638202 -0.8424513171 -1.0605363816 -0.9862744989
5/23/12 -0.6201323737 0.608249716 -0.616631687 -0.4486228417
5/24/12 -0.5678425303 -0.1780367873 -0.5815660474 -0.0963958732
5/25/12 -0.1605394469 -0.0567146055 -0.1361867915 0
5/29/12 -0.096447524 0.1943163108 -0.1168793354 0.874858882
5/30/12 -1.0508543878 0.5324310739 -1.0581072561 -1.3044128071
5/31/12 -0.024381324 0.9130289279 -0.0492586582 0.3330650406
6/1/12 0.4217704363 0.2468448918 0.4718844777 -0.5916858744
6/4/12 0.6132513369 -0.2627913119 0.6452266006 0.430663887
6/5/12 -0.3222950175 -0.4555452433 -0.3514255862 0.1610219875
6/6/12 0.9797701249 -0.6832000211 1.0021976367 1.9438712877
6/7/12 -0.1039459575 -0.3959761124 -0.1647207388 -0.2949854646
6/8/12 -0.5213567053 0.2829999867 -0.4763070973 0.2213206363
6/11/12 -0.1448575821 -0.1050208118 -0.1365054814 -0.5489299121
6/12/12 0.1689801247 -0.0323362978 0.1754728467 0.8432641938
6/13/12 0.5292290437 0.1292825002 0.5148891737 -0.0419947513
6/14/12 0.3751750559 0.0080746094 0.3578859553 0.5758876709
6/15/12 0.3261347997 0.8522322042 0.3181185504 0.8628360615
6/18/12 -0.6613306442 -0.5458791752 -0.6566265385 0.3100457217
6/19/12 0.8358923009 0.2090705168 0.8681447406 0.7402110491
6/20/12 -0.0079280136 -0.685127413 -0.0576424264 -0.1537594481
6/21/12 -1.0841078676 -1.0079747186 -1.0724222388 -1.4257912781
6/22/12 0.1281538021 -0.1389854289 0.1455957549 0.4050060056
6/25/12 -0.4814259479 1.0012701177 -0.4471670716 -0.6029124292
6/26/12 -0.0563176329 0.218455526 -0.0974753952 0.5821827443
6/27/12 -0.2255882362 -0.3562468345 -0.2343293398 0.1346662036
6/28/12 -0.1452902023 0.3239131506 -0.1565251738 -0.2798944449
6/29/12 1.6661711946 -0.6082003908 1.6217883986 1.8207569802
7/2/12 -0.5656258856 0.5273204123 -0.5409073364 0.2850164796
7/3/12 0.2075020697 -0.4460129844 0.2031832734 0.3044760294
7/5/12 -1.777645845 -0.0162561977 -1.7846297426 0.0303966769
7/6/12 -0.8803447791 0.3327249976 -0.8101210084 -0.6708705787
7/9/12 0.2534855603 0.0485987374 0.2575789021 -0.1428863276
7/10/12 -0.5076153032 0.2103220319 -0.555612105 -0.1737797524
7/11/12 -0.0656868404 -0.3318631885 -0.0597133776 0.5916573416
7/12/12 -0.3126030844 0.4691426545 -0.3090884359 -1.0017460852
7/13/12 0.2879593911 0.0242062373 0.2891760503 0.7981214985
7/16/12 0.3035152652 0.5310601474 0.2982702549 0.3357585695
7/17/12 0.0655039735 -0.3134672824 0.0397022338 0.5773044848
7/18/12 -0.0491239571 0.3616059226 -0.0198491466 0.5137256325
7/19/12 -0.0409550729 0.2563487745 -0.0099260509 0.6010235462
7/20/12 -0.946625993 0.1758593579 -0.9675403392 -0.460461274
7/23/12 -0.2069794174 0.1037717116 -0.2006622525 -0.9273325198
7/24/12 -0.5318277451 0.2470219193 -0.5236141255 -0.2534855603
7/25/12 0.6891711588 0.0238729958 0.6741485511 0.5971979893
7/26/12 1.0699690554 -0.0636739913 1.1168843664 0.8241252674
7/27/12 0.1145475498 -0.3669143464 0.0396589337 0.7280012207
7/30/12 -0.3522428381 0.3828366456 -0.3276575438 0.297648796
7/31/12 0.3604197873 0.0954805929 0.3871164693 0.0594235929
8/1/12 -0.6562779913 -0.4703265077 -0.7258296842 -0.4863291805
8/2/12 -0.3297612222 0.3668850821 -0.3198403526 0.0198965381
8/3/12 1.5974126278 -0.4548182586 1.5792154187 0.9898130896
8/6/12 0.12994398 0.4388946917 0.196889215 0.1279590706
8/7/12 0.0243457092 -0.5349100615 -0.0196714862 -0.216642133
8/8/12 -0.3088177993 0.2159050857 -0.3152711971 0.2264783598
8/9/12 -0.5059170318 -0.183889718 -0.4747783399 0.0983090917
8/10/12 -0.0245448968 0.431207248 0 -0.0196540881
8/13/12 0.3349265885 -0.1195933968 0.3266521093 -0.5617715459
8/14/12 -0.081586037 -0.4717932865 -0.0790904638 -0.1879606825
8/15/12 -0.3270114098 -0.2005857775 -0.3070677466 0.0890780482
8/16/12 0.5634277756 -0.5395624123 0.534284441 0.1384083266
8/17/12 -0.1792991515 -0.3073192876 -0.1777778246 -0.873194673
8/20/12 0.1222842854 0.1942062433 0.1086795542 0.2786626007
8/21/12 0.9406491674 0.2180321452 0.9337135996 0.2184057257
8/22/12 0.4670271795 0.891393174 0.4490002663 0.2575023707
8/23/12 0.2967956296 0.0799168907 0.3499906353 -0.5653935609
8/24/12 -0.4012846476 -0.3120376977 -0.4181868482 -0.2988645381
8/27/12 -0.0884991409 -0.0801667511 -0.1267736286 -0.3498079625
8/28/12 0.5378299137 0.2962965131 0.574071146 0.1200720577
8/29/12 -0.3127132404 -0.2001041209 -0.2914887412 -0.260338587
8/30/12 -0.168789977 0.0400528703 -0.1753019537 -0.5227193245
8/31/12 0.5375278697 0.4395260202 0.5540718914 0.3119499385
9/4/12 -0.0960614867 -0.1755786564 -0.1455110118 -0.9895072659
9/5/12 0.2399809167 0.0399313187 0.029119146 -0.3557818238
9/6/12 0.3509335233 -0.6729716153 0.2326484182 0.9123225976
9/7/12 1.3365693848 0.8484802364 0.8964347466 1.1038747315
9/10/12 -0.3856905879 0 -0.1344344355 -0.5102817616
9/11/12 0.793374414 0.6752220117 0.7657738197 0.9583781051
9/12/12 0.2344483725 -0.1584660818 0.1238862311 0.1786778319
9/13/12 0.7775484318 0.4114906495 0.3042984471 0.8493039398
9/14/12 0.9941895306 -1.1037552004 0.8791473176 0.157217287
9/17/12 -0.0997429783 -0.4561650101 -0.1130050031 -0.7588860153
9/18/12 -0.5465125406 -0.1043296913 -0.1225663662 -0.2575533866
9/19/12 0.1234187136 0.6083912458 0.1225663662 0.3762008199
9/20/12 -0.6729344341 0.119641091 -0.5669485091 -0.3861199788
9/21/12 0.1550989066 0.1752150815 0.0189501611 0.0396707334
9/24/12 -0.481591734 0.357441105 -0.3321473991 -0.2780261944
9/25/12 -0.171446426 0.0554872988 -0.1998192777 -0.2887729166
9/26/12 -0.3203002621 0.0950495121 -0.2097636162 -0.2496132293
9/27/12 0.3826784318 0.1344990115 0.2383336845 0.8064961323
9/28/12 -0.4687874825 -0.5390848635 -0.3147205878 -0.6267118249
10/1/12 0.2737263665 0.0079488097 0.2289858839 -0.0598921958
10/2/12 0.2418192215 -0.1352157693 0.1999334221 -1.0136069519
10/3/12 -0.1169362831 -0.4866966164 -0.2475955936 -0.5664591315
10/4/12 0.8853051532 0.0959309371 0.8922698021 0.3847326807
10/5/12 0.0850110179 -0.3040975455 0.0566839883 -0.7098701344
10/8/12 -0.4645769099 0.4318624754 -0.3500642205 0.2744043594
10/9/12 -0.771302176 0.1355716145 -0.8853406394 0.0304429451
10/10/12 0.2343567981 0.1194695694 0.3436429499 0.3645942868
10/11/12 0.2104525505 -0.2710028759 0.3519623134 0.2826571638
10/12/12 0.2177802836 -0.0638722577 0.1707780301 -0.2826571638
10/15/12 -0.023310929 -0.3760756583 0.018957346 0.2322412313
10/16/12 0.7355536241 -0.2729390793 0.7365472391 0.2115763219
10/17/12 0.5462182292 -0.0884635548 0.4505780645 1.0412589072
10/18/12 -0.3843497698 -0.3546388822 -0.2719814103 -0.1096218158
10/19/12 -0.4012970349 -0.0726949671 -0.4612424048 -0.4396929238
10/22/12 0.2934138465 -0.7868627092 0.1979358769 -0.0500876544
10/23/12 -0.6109604867 0.130218949 -0.6518373654 -0.5324772716
10/24/12 -0.1397298783 -0.0081337183 -0.0284373669 0.7226770386
10/25/12 -0.1165908958 -0.5873732012 -0.1233221235 0.2397364049
10/26/12 -0.085586467 0.8473246067 -0.1139709497 0.0797845859
10/31/12 0.1788700559 -0.2599514055 0.4645658983 0.1095999711
11/1/12 -0.1399580354 -0.4238676056 -0.1135718464 0.0199143683
11/2/12 -0.8595817559 -0.343671069 -0.932363333 -0.5991629668
11/5/12 -0.3144162314 0.1883471056 -0.3351049141 0.270067681
11/6/12 0.1966259629 -0.0736587994 0.095858903 0.7067167223
11/7/12 -0.3778639464 0.4655920193 -0.2206130097 -0.1985703591
11/8/12 -0.2131776102 0.7631145979 -0.124909937 -0.0695928845
11/9/12 -0.2294758673 -0.1294812838 -0.2599279442 -0.1592515515
11/12/12 0 -0.0080981496 0.0674536282 0.3877322549
11/13/12 -0.0633964678 0.1214034385 0.0481533211 0.0396825402
11/14/12 0.2375298029 -1.073442852 0.2692309319 -0.5669682468
11/15/12 0.2764068887 -1.1760487535 0.2206130097 -0.3497380532
11/16/12 -0.2447788344 -0.0993213126 -0.3166837252 0.1200480336
11/19/12 0.5518777804 -0.1574607709 0.5846008312 0.6179626961
11/20/12 0.08644741 -0.3656007396 0.0477668984 -0.1591090232
11/21/12 0.0157096851 -1.0375793863 0.095465401 -0.2191890885
11/23/12 1.2410884041 0.1680813909 1.2234018584 0.9727123842
11/26/12 -0.1164280024 0.3938827636 -0.0565717533 0.0296281667
11/27/12 -0.3111390189 -0.1422892058 -0.3590328876 -0.2966774328
11/28/12 0.1090088094 0.2426068869 0.1513288854 0.4249648141
11/29/12 0.2642420128 -0.1672520878 0.2171348505 -0.4150613726
11/30/12 0.1938511056 -0.3941470154 0.1225201605 -0.0198078638
12/3/12 0.3788615503 0.2182307396 0.1223702322 -0.1090134393
12/4/12 0.3159073398 0.5101411858 -0.0752870354 0.4945608498
12/5/12 -0.1385681515 -0.7199696232 0.0094139798 -0.1678764034
12/6/12 -0.8043975619 0.0587963563 -0.727482069 0.3157689618
12/7/12 -0.3189051044 -0.092409802 -0.1613286234 0.0492489545
12/10/12 0.1090088094 0.0840124388 0.1139060398 0
12/11/12 0.4503462848 -0.2101635846 0.0948226887 0.334251196
12/12/12 0.4791724139 -0.7687471861 0.6047452995 0.2548521277
12/13/12 0.100181105 -0.5101184332 0.3010067177 -0.1959824243
12/14/12 0.5989881217 0.1022320757 0.6179794948 0.3133877797
12/17/12 0.0382745823 -0.4010073204 0.0746477594 -0.0782549194
12/18/12 0.4581559633 -0.3940385431 0.4560056294 -0.1370936368
12/19/12 0.1370384683 -0.2664261814 0.1299063002 -0.4025730804
12/20/12 0.0152149106 -0.0258208892 0.0463542399 -0.0295202954
12/21/12 -0.4498158768 0.2235598524 -0.492451634 -0.7606853178
12/24/12 0.0305600125 -0.6548924742 0.1117110524 -0.3476882259
12/26/12 0.2746206623 -0.9642606095 0.2416133505 0.0497438204
12/27/12 0.106593584 -0.542670916 -0.0464187912 0.069599804
12/28/12 -0.1828014828 -0.0087769342 -0.0092863444 -0.0795465887
12/31/12 -0.1602258764 -0.7930954507 -0.2045180596 0.2483732835
1/2/13 -0.0687468995 -0.5767284519 -0.3355707847 0.8103611892
1/3/13 -0.9906013046 -0.0088987764 -0.8909789304 -0.2858412079
1/4/13 0.1773391883 -1.0017076873 0.272825796 0.1676611665
1/7/13 0.2615788536 0.4484312447 0.2439712198 0.2067235072
1/8/13 -0.2307693332 0.8021433385 -0.28155814 -0.0590202653
1/9/13 -0.1618559835 -0.8289925801 -0.1222551523 0.1671336967
1/10/13 1.4245473344 -0.5745078638 1.1600841113 0.7340380402
1/11/13 0.6518631436 -1.0497833965 0.1115552779 -0.5475715256
1/14/13 0.3469345059 -0.3097952364 -0.811609474 0.3523542845
1/15/13 -0.5208541686 0.7183481675 -1.1019654718 -0.0586395638
1/16/13 -0.2348930802 0.5061013966 -0.0094710423 0.1074796136
1/17/13 0.6728940825 -1.6359539626 -0.1516587968 -0.2836049038
1/18/13 -0.3926014858 -0.2293473782 -0.1708915255 -0.3138796103
1/22/13 -0.0302640541 1.4678660782 0.5590576934 0.5486444643
1/23/13 0.0075668722 0.0361958198 0.0661219502 -0.1270958767
1/24/13 0.4077631565 -1.7063236199 0.0283246001 -0.7955647716
1/25/13 0.6310117092 -0.77605711 0.1792030661 -0.3556261774
1/28/13 -0.0299580589 0.1390240736 0.028265888 -0.1188236599
1/29/13 0.2692999832 0.0740672194 0.4980511165 0.5040283438
1/30/13 0.5438642573 -0.4173435225 1.1927088836 -0.5139366916
1/31/13 0.0965430248 -0.3910983661 0.0925840266 0.1683085393
2/1/13 0.5699286364 -1.5230152432 0.2956941722 -0.2476106846

Sample Stats

FXE FXY FXF FXA
2012 Return
2012 Variance
2012 StdDev
Annual Covariance Matrix
FXE FXY FXF FXA
FXE
FXY
FXF
FXA

MVO

Mean Variance Optimization
Constructing Portfolio Variance
Asset Weights Asset Returns Cov Matrix FXE FXY FXF FXA Weighted Variances
FXE 0.000 0 FXE 0 FXE
FXY 0.085 0 FXY 0 0 FXY
FXF 0.004 0 FXF 0 0 0 FXF
FXA 0.003 0 FXA 0 0 0 0 FXA
Weighted Covariances
Constraints Actual Target w1 w2 Covar 2*w1*w2*Cov
Full Invested 0.0924855161 1 FXE 0 FXY 0.0854855161 0 0
Target Return 0 0.0078584942 FXE 0 FXF 0.004 0 0
Long Only …handled in the optimizer FXE 0 FXA 0.003 0 0
FXY 0.0854855161 FXF 0.004 0 0
FXY 0.0854855161 FXA 0.003 0 0
FXF 0.004 FXA 0.003 0 0
Exp Port Ret
Exp Port Var
Exp Port Std

Out of Sample Performance

Asset Returns Asset Weights
FXE FXY FXF FXA FXE FXY FXF FXA Portfolio Return
1/2/13 -0.07 -0.58 -0.34 0.81 0 0.0854855161 0.004 0.003
1/3/13 -0.99 -0.01 -0.89 -0.29 0 0.0854855161 0.004 0.003
1/4/13 0.18 -1.00 0.27 0.17 0 0.0854855161 0.004 0.003
1/7/13 0.26 0.45 0.24 0.21 0 0.0854855161 0.004 0.003
1/8/13 -0.23 0.80 -0.28 -0.06 0 0.0854855161 0.004 0.003
1/9/13 -0.16 -0.83 -0.12 0.17 0 0.0854855161 0.004 0.003
1/10/13 1.42 -0.57 1.16 0.73 0 0.0854855161 0.004 0.003
1/11/13 0.65 -1.05 0.11 -0.55 0 0.0854855161 0.004 0.003
1/14/13 0.35 -0.31 -0.81 0.35 0 0.0854855161 0.004 0.003
1/15/13 -0.52 0.72 -1.10 -0.06 0 0.0854855161 0.004 0.003
1/16/13 -0.23 0.51 -0.01 0.11 0 0.0854855161 0.004 0.003
1/17/13 0.67 -1.64 -0.15 -0.28 0 0.0854855161 0.004 0.003
1/18/13 -0.39 -0.23 -0.17 -0.31 0 0.0854855161 0.004 0.003
1/22/13 -0.03 1.47 0.56 0.55 0 0.0854855161 0.004 0.003
1/23/13 0.01 0.04 0.07 -0.13 0 0.0854855161 0.004 0.003
1/24/13 0.41 -1.71 0.03 -0.80 0 0.0854855161 0.004 0.003
1/25/13 0.63 -0.78 0.18 -0.36 0 0.0854855161 0.004 0.003
1/28/13 -0.03 0.14 0.03 -0.12 0 0.0854855161 0.004 0.003
1/29/13 0.27 0.07 0.50 0.50 0 0.0854855161 0.004 0.003
1/30/13 0.54 -0.42 1.19 -0.51 0 0.0854855161 0.004 0.003
1/31/13 0.10 -0.39 0.09 0.17 0 0.0854855161 0.004 0.003
Avg Daily Return ERROR:#DIV/0!
Avg Daily Variance ERROR:#DIV/0!
Ret/Std

Best performer (in terms of returns) received no weight in 2013