Escolar Documentos
Profissional Documentos
Cultura Documentos
Date
Open
High
Low
Close
Volume Adj CloseReturn %
5/6/2011
145.24
146.09
144.4
145.3
###
145.3
0.0128
5/5/2011
146.82
147.58
142.55
143.47
###
143.47 -0.0288
5/4/2011
149.86
150.34
146.76
147.73
###
147.73 -0.0143
5/3/2011
150.43
150.97
148.85
149.88
###
149.88 -0.0035
5/2/2011
151.46
153.61
150.36
150.41
###
150.41 -0.0129
###
149.9
153.03
149.75
152.37
###
152.37
0.0170
###
149.3
150
148.6
149.82
###
149.82
0.0042
###
147.38
149.21
146.52
149.2
###
149.2
0.0193
###
146.47
146.62
145.48
146.38
###
146.38 -0.0033
###
147.57
147.58
146.42
146.87
###
146.87
0.0009
###
146.57
147.06
146.32
146.74
###
146.74
0.0016
###
146.37
146.84
145.74
146.5
###
146.5
0.0039
###
145.73
146.24
145.18
145.93
###
145.93
0.0000
###
145.21
146.07
144.63
145.93
###
145.93
0.0061
###
143.85
145.12
143.57
145.05
###
145.05
0.0086
###
142.35
143.83
142.23
143.81
###
143.81
0.0135
###
142.39
142.53
141.48
141.9
###
141.9
0.0020
###
142.74
142.82
140.75
141.61
###
141.61 -0.0072
###
143.28
143.49
142.28
142.64
###
142.64 -0.0071
4/8/2011
143.34
143.84
142.97
143.66
###
143.66
0.0081
4/7/2011
142.23
142.89
141.8
142.51 9486800
142.51
0.0009
4/6/2011
142.4
142.62
141.77
142.38
###
142.38
0.0023
4/5/2011
139.58
142.09
139.52
142.05
###
142.05
0.0158
4/4/2011
140.13
140.26
139.45
139.84 9685100
139.84
0.0046
4/1/2011
138.65
139.55
137.72
139.2
###
139.2 -0.0047
###
140.08
140.4
139.78
139.86
###
139.86
0.0086
###
139.07
139.18
137.68
138.67
###
138.67
0.0033
###
138.21
138.82
137.94
138.21 6345200
138.21 -0.0024
###
137.82
138.83
137.78
138.54 7656000
138.54 -0.0052
###
140
140.24
138.66
139.26
###
139.26
0.0003
###
140.27
141.28
138.83
139.22
###
139.22 -0.0080
###
139.61
140.55
139.55
140.34
###
140.34
0.0093
###
138.88
139.36
138.67
139.05 9553700
139.05 -0.0006
###
139.5
139.91
138.97
139.14
###
139.14
0.0056
###
138.14
138.83
137.76
138.37
###
138.37
0.0102
###
136.56
137.08
136.25
136.97 9117400
136.97
0.0054
###
136.52
137.2
135.8
136.24
###
136.24 -0.0002
###
135.35
136.94
135.23
136.27
###
136.27 -0.0187
###
139.33
139.55
138.61
138.86
###
138.86
0.0046
###
137.29
138.93
137.18
138.22
###
138.22
0.0033
###
138.5
138.5
136.85
137.77
###
137.77 -0.0118
3/9/2011
139.92
139.95
138.94
139.41 8736400
139.41
0.0004
3/8/2011
139.65
139.66
138.83
139.36
###
139.36 -0.0026
3/7/2011
140.29
140.61
139.28
139.72
###
139.72
AVG
0.0010
VAR
SD
0.0001
0.0095
Date
Open
High
Low
Close
Volume Adj CloseReturn %
5/6/2011
44.12
44.12
44.12
44.12
0
44.12
0.0050
5/5/2011
43.9
43.9
43.9
43.9
0
43.9 -0.0320
5/4/2011
45.35
45.35
45.35
45.35
0
45.35 -0.0258
5/3/2011
46.55
46.55
46.55
46.55
0
46.55 -0.0358
5/2/2011
48.28
48.28
48.28
48.28
0
48.28 -0.0219
###
49.36
49.36
49.36
49.36
0
49.36
0.0222
###
48.29
48.29
48.29
48.29
0
48.29 -0.0019
###
48.38
48.38
48.38
48.38
0
48.38 -0.0008
###
48.42
48.42
48.42
48.42
0
48.42
0.0155
###
47.68
47.68
47.68
47.68
0
47.68 -0.0085
###
48.09
48.09
48.09
48.09
0
48.09
0.0090
###
47.66
47.66
47.66
47.66
0
47.66
0.0320
###
46.18
46.18
46.18
46.18
0
46.18
0.0167
###
45.42
45.42
45.42
45.42
0
45.42 -0.0232
###
46.5
46.5
46.5
46.5
0
46.5
0.0131
###
45.9
45.9
45.9
45.9
0
45.9
0.0086
###
45.51
45.51
45.51
45.51
0
45.51
0.0044
###
45.31
45.31
45.31
45.31
0
45.31 -0.0445
###
47.42
47.42
47.42
47.42
0
47.42 -0.0279
4/8/2011
48.78
48.78
48.78
48.78
0
48.78
0.0045
4/7/2011
48.56
48.56
48.56
48.56
0
48.56
0.0025
4/6/2011
48.44
48.44
48.44
48.44
0
48.44 -0.0148
4/5/2011
49.17
49.17
49.17
49.17
0
49.17
0.0049
4/4/2011
48.93
48.93
48.93
48.93
0
48.93
0.0002
4/1/2011
48.92
48.92
48.92
48.92
0
48.92
0.0064
###
48.61
48.61
48.61
48.61
0
48.61 -0.0039
###
48.8
48.8
48.8
48.8
0
48.8
0.0120
###
48.22
48.22
48.22
48.22
0
48.22
0.0173
###
47.4
47.4
47.4
47.4
0
47.4 -0.0019
###
47.49
47.49
47.49
47.49
0
47.49
0.0141
###
46.83
46.83
46.83
46.83
0
46.83
0.0041
###
46.64
46.64
46.64
46.64
0
46.64
0.0013
###
46.58
46.58
46.58
46.58
0
46.58 -0.0045
###
46.79
46.79
46.79
46.79
0
46.79
0.0442
###
44.81
44.81
44.81
44.81
0
44.81 -0.0055
###
45.06
45.06
45.06
45.06
0
45.06
0.0450
###
43.12
43.12
43.12
43.12
0
43.12 -0.0280
###
44.36
44.36
44.36
44.36
0
44.36 -0.0120
###
44.9
44.9
44.9
44.9
0
44.9
0.0060
###
44.63
44.63
44.63
44.63
0
44.63
0.0248
###
43.55
43.55
43.55
43.55
0
43.55 -0.0539
3/9/2011
46.03
46.03
46.03
46.03
0
46.03 -0.0090
3/8/2011
46.45
46.45
46.45
46.45
0
46.45 -0.0100
3/7/2011
46.92
46.92
46.92
46.92
0
46.92
AVG
-0.0012
VAR
SD
0.0004
0.0212
Date
Open
High
Low
Close
Volume Adj CloseReturn %
5/6/2011
42.33
42.97
41.75
42.03 197600
42.03
0.0029
5/5/2011
42.51
42.74
41.56
41.91 288800
41.91 -0.0292
5/4/2011
43.69
43.78
42.85
43.17 306900
43.17 -0.0164
5/3/2011
44.62
44.77
43.57
43.89 193000
43.89 -0.0244
5/2/2011
45.47
45.61
44.74
44.99 115000
44.99 -0.0092
###
44.96
45.42
44.85
45.41 181000
45.41
0.0114
###
44.77
44.95
44.53
44.9 180500
44.9
0.0000
###
44.78
44.99
44.24
44.9 112800
44.9
0.0060
###
44.4
44.72
44.12
44.63 152700
44.63
0.0050
###
44.56
44.68
44.08
44.41 104200
44.41 -0.0022
###
44.34
44.6
44.21
44.51 118100
44.51
0.0079
###
44.01
44.25
43.78
44.16 171600
44.16
0.0255
###
42.74
43.1
42.62
43.06 221500
43.06
0.0089
###
42.89
42.92
42.16
42.68 277900
42.68 -0.0177
###
43.07
43.55
43.06
43.45 275500
43.45
0.0039
###
42.95
43.4
42.7
43.28
87700
43.28
0.0046
###
43.34
43.47
42.85
43.08 603200
43.08 -0.0002
###
43.9
44
42.78
43.09 294100
43.09 -0.0284
###
45.18
45.18
44.14
44.35 169600
44.35 -0.0129
4/8/2011
45.26
45.26
44.72
44.93 136000
44.93
0.0047
4/7/2011
44.56
44.84
44.33
44.72 351100
44.72 -0.0009
4/6/2011
45.22
45.24
44.55
44.76 276200
44.76 -0.0047
4/5/2011
44.94
45.19
44.7
44.97 337600
44.97
0.0009
4/4/2011
45.1
45.1
44.75
44.93 256400
44.93
0.0022
4/1/2011
44.83
44.97
44.51
44.83 101700
44.83
0.0092
###
44.56
44.75
44.36
44.42 164000
44.42 -0.0009
###
44.23
44.6
44.15
44.46 112000
44.46
0.0093
###
43.75
44.14
43.46
44.05 236100
44.05
0.0066
###
43.9
44.13
43.71
43.76 186300
43.76 -0.0025
###
43.8
44.13
43.65
43.87 211500
43.87
0.0046
###
43.69
43.81
43.29
43.67 277300
43.67
0.0067
###
43.4
43.53
43.04
43.38 156100
43.38
0.0002
###
43.54
43.55
43.22
43.37 137700
43.37 -0.0016
###
42.99
43.44
42.75
43.44 140000
43.44
0.0294
###
42.53
42.85
42.03
42.2 257900
42.2
0.0017
###
41.61
42.43
41.61
42.13 130000
42.13
0.0336
###
41.62
41.92
40.4
40.76 558800
40.76 -0.0223
###
40.45
41.94
40.35
41.69 274300
41.69 -0.0114
###
41.79
42.18
41.52
42.17 422900
42.17
0.0017
###
41.13
42.33
41.11
42.1 480600
42.1
0.0110
###
42.52
42.54
41.49
41.64 600700
41.64 -0.0332
3/9/2011
43.25
43.47
42.92
43.07 821400
43.07 -0.0094
3/8/2011
43.8
43.8
43.02
43.48 210800
43.48 -0.0055
3/7/2011
44.55
44.7
43.58
43.72 1623400
43.72
AVG
-0.0008
VAR
SD
0.0002
0.0142
Date
Open
High
Low
Close
Volume Adj CloseReturn %
5/6/2011
11.72
12.16
11.72
12.02
23000
12.02
0.0291
5/5/2011
11.55
11.71
11.3
11.68
36300
11.68
0.0060
5/4/2011
12.42
12.42
11.11
11.61 197200
11.61 -0.0660
5/3/2011
12.35
12.45
12.25
12.43
43000
12.43
0.0114
5/2/2011
12.4
12.4
12.25
12.29
15000
12.29
0.0041
###
12.34
12.47
12.16
12.24
36000
12.24 -0.0105
###
12.48
12.52
12.3
12.37
22000
12.37 -0.0088
###
12.34
12.51
12.25
12.48
30000
12.48
0.0040
###
12.5
12.5
12.3
12.43
28100
12.43 -0.0048
###
12.43
12.65
12.09
12.49
27900
12.49
0.0000
###
12.63
12.63
12.3
12.49
31300
12.49
0.0048
###
12.74
12.74
12.09
12.43
82400
12.43 -0.0135
###
12.54
12.7
12.35
12.6
46000
12.6
0.0040
###
12.32
12.55
11.84
12.55
42100
12.55
0.0072
###
11.69
12.47
11.69
12.46
81900
12.46
0.0604
###
12.32
12.45
11.51
11.75 114700
11.75 -0.0555
###
11.48
12.74
11.48
12.44
48100
12.44 -0.0008
###
13.23
13.3
12.28
12.45
93200
12.45 -0.0674
###
13.1
13.48
13.01
13.35 171200
13.35
0.0454
4/8/2011
12.41
12.8
12.35
12.77 111800
12.77
0.0357
4/7/2011
12
12.36
11.76
12.33
84500
12.33
0.0275
4/6/2011
11.92
12
11.8
12
47700
12
0.0076
4/5/2011
11.7
11.99
11.7
11.91
49400
11.91
0.0276
4/4/2011
11.75
11.75
11.25
11.59
50800
11.59 -0.0136
4/1/2011
11.85
11.85
11.6
11.75
21300
11.75
0.0060
###
11.65
11.81
11.65
11.68
57700
11.68
0.0009
###
11.63
11.89
11.45
11.67
77500
11.67
0.0043
###
11.4
11.75
11.4
11.62
55200
11.62
0.0193
###
11.45
11.5
11.22
11.4
40600
11.4
0.0179
###
11.29
11.36
11.2
11.2
43800
11.2 -0.0080
###
11.05
11.32
11.03
11.29
68900
11.29 -0.0208
###
11.72
11.8
11.45
11.53
62400
11.53 -0.0171
###
11.54
11.74
11.5
11.73
46000
11.73
0.0218
###
11.5
11.73
11.43
11.48
75100
11.48
0.0053
###
11.49
11.5
11.17
11.42
46500
11.42
0.0071
###
10.82
11.46
10.8
11.34
70100
11.34
0.0588
###
11.17
11.19
10.65
10.71
66000
10.71 -0.0046
###
11.03
11.23
10.19
10.76 134500
10.76 -0.0643
###
11.72
11.72
11.01
11.5 138500
11.5
0.0589
###
11.11
11.11
10.84
10.86
58600
10.86 -0.0286
###
11.27
11.27
11
11.18
31500
11.18 -0.0193
3/9/2011
11.1
11.5
11
11.4
78200
11.4
0.0188
3/8/2011
10.83
11.2
10.72
11.19
50000
11.19
0.0332
3/7/2011
11.23
11.28
10.83
10.83
38500
10.83
AVG
0.0029
VAR
SD
0.0009
0.0300
Date
Open
High
Low
Close
Volume Adj CloseReturn %
5/6/2011
71.16
72.43
70.47
71.17 4118500
71.17
0.0144
5/5/2011
69.83
72.95
69.59
70.16 6000600
70.16 -0.0097
5/4/2011
71.46
71.85
69.55
70.85 4823900
70.85 -0.0073
5/3/2011
73.23
73.33
70.64
71.37 5470800
71.37 -0.0291
5/2/2011
75.09
75.42
73.33
73.51 3436600
73.51 -0.0180
###
73.57
75.55
73.5
74.86 3800000
74.86
0.0230
###
76.2
76.22
72.78
73.18 6462300
73.18 -0.0346
###
76.58
76.63
74.45
75.8 3568500
75.8 -0.0120
###
76.42
77.08
76.05
76.72 2830800
76.72
0.0095
###
76.63
77.48
75.6
76 2596300
76 -0.0100
###
76.45
77.58
75.91
76.77 2795500
76.77
0.0132
###
77.58
77.71
75.28
75.77 3648600
75.77 -0.0121
###
74.49
76.79
74.1
76.75 5644000
76.7
0.0397
###
73.24
74.16
71.85
73.82 4653200
73.77 -0.0004
###
75.17
75.3
73.75
73.85 4539500
73.8 -0.0217
###
76.02
76.6
74.76
75.49 4519900
75.44 -0.0169
###
77.33
77.78
75.99
76.79 2987100
76.74
0.0016
###
77.1
77.56
75.86
76.67 3855000
76.62 -0.0196
###
79.5
79.52
77.57
78.2 3575200
78.15 -0.0027
4/8/2011
79.34
79.5
77.75
78.41 3702800
78.36 -0.0092
4/7/2011
80.77
81.06
79.01
79.14 3878100
79.09 -0.0192
4/6/2011
82.96
82.96
80.3
80.69 3574000
80.64 -0.0227
4/5/2011
82.81
83.41
82.29
82.56 3892300
82.51
0.0012
4/4/2011
81.77
82.71
80.55
82.46 4238800
82.41
0.0260
4/1/2011
79.49
81.53
79.4
80.37 6329100
80.32
0.0206
###
81.82
82.4
78.55
78.75 9012700
78.7 -0.0211
###
79.96
80.49
78.89
80.45 5134900
80.4
0.0203
###
77.87
78.94
76.66
78.85 2558400
78.8
0.0152
###
79.56
79.72
77.63
77.67 3218600
77.62 -0.0146
###
78.04
80.85
77.94
78.82 5040300
78.77
0.0164
###
77.47
77.7
75.8
77.55 3701400
77.5
0.0036
###
76
77.64
75.16
77.27 2792700
77.22
0.0139
###
77.51
77.51
75.76
76.21 2974400
76.16 -0.0133
###
76.83
77.24
75.63
77.24 3268300
77.19
0.0227
###
78.06
78.65
75.51
75.53 4184400
75.48 -0.0181
###
76.91
77.84
76
76.92 4027700
76.87
0.0191
###
76.45
77.81
74.34
75.48 6574700
75.43 -0.0108
###
73.78
76.92
73.06
76.3 6603200
76.25
0.0001
###
75.63
77.1
75.02
76.29 4070200
76.24
0.0001
###
73.52
77.5
73.03
76.28 6771800
76.23
0.0140
###
77.25
78.27
75.19
75.23 8433900
75.18 -0.0458
3/9/2011
79.29
81.23
78.43
78.84 5730800
78.79 -0.0334
3/8/2011
82.9
83.01
79.64
81.56 5625800
81.51 -0.0140
3/7/2011
85.03
86
82.07
82.72 4170600
82.67
AVG
-0.0033
VAR
SD
0.0004
0.0190
Date
5/6/2011
5/5/2011
5/4/2011
5/3/2011
5/2/2011
4/29/2011
4/28/2011
4/27/2011
4/26/2011
4/25/2011
4/21/2011
4/20/2011
4/19/2011
4/18/2011
4/15/2011
4/14/2011
4/13/2011
4/12/2011
4/11/2011
4/8/2011
4/7/2011
4/6/2011
4/5/2011
4/4/2011
4/1/2011
3/31/2011
3/30/2011
3/29/2011
3/28/2011
3/25/2011
3/24/2011
3/23/2011
3/22/2011
3/21/2011
3/18/2011
3/17/2011
3/16/2011
3/15/2011
3/14/2011
3/11/2011
3/10/2011
3/9/2011
3/8/2011
3/7/2011
GLD
ENPIX
0.0128
0.0050
-0.0288 -0.0320
-0.0143 -0.0258
-0.0035 -0.0358
-0.0129 -0.0219
0.0170
0.0222
0.0042 -0.0019
0.0193 -0.0008
-0.0033
0.0155
0.0009 -0.0085
0.0016
0.0090
0.0039
0.0320
0.0000
0.0167
0.0061 -0.0232
0.0086
0.0131
0.0135
0.0086
0.0020
0.0044
-0.0072 -0.0445
-0.0071 -0.0279
0.0081
0.0045
0.0009
0.0025
0.0023 -0.0148
0.0158
0.0049
0.0046
0.0002
-0.0047
0.0064
0.0086 -0.0039
0.0033
0.0120
-0.0024
0.0173
-0.0052 -0.0019
0.0003
0.0141
-0.0080
0.0041
0.0093
0.0013
-0.0006 -0.0045
0.0056
0.0442
0.0102 -0.0055
0.0054
0.0450
-0.0002 -0.0280
-0.0187 -0.0120
0.0046
0.0060
0.0033
0.0248
-0.0118 -0.0539
0.0004 -0.0090
-0.0026 -0.0100
IXC
0.0029
-0.0292
-0.0164
-0.0244
-0.0092
0.0114
0.0000
0.0060
0.0050
-0.0022
0.0079
0.0255
0.0089
-0.0177
0.0039
0.0046
-0.0002
-0.0284
-0.0129
0.0047
-0.0009
-0.0047
0.0009
0.0022
0.0092
-0.0009
0.0093
0.0066
-0.0025
0.0046
0.0067
0.0002
-0.0016
0.0294
0.0017
0.0336
-0.0223
-0.0114
0.0017
0.0110
-0.0332
-0.0094
-0.0055
JST
0.0291
0.0060
-0.0660
0.0114
0.0041
-0.0105
-0.0088
0.0040
-0.0048
0.0000
0.0048
-0.0135
0.0040
0.0072
0.0604
-0.0555
-0.0008
-0.0674
0.0454
0.0357
0.0275
0.0076
0.0276
-0.0136
0.0060
0.0009
0.0043
0.0193
0.0179
-0.0080
-0.0208
-0.0171
0.0218
0.0053
0.0071
0.0588
-0.0046
-0.0643
0.0589
-0.0286
-0.0193
0.0188
0.0332
MOS
0.0144
-0.0097
-0.0073
-0.0291
-0.0180
0.0230
-0.0346
-0.0120
0.0095
-0.0100
0.0132
-0.0121
0.0397
-0.0004
-0.0217
-0.0169
0.0016
-0.0196
-0.0027
-0.0092
-0.0192
-0.0227
0.0012
0.0260
0.0206
-0.0211
0.0203
0.0152
-0.0146
0.0164
0.0036
0.0139
-0.0133
0.0227
-0.0181
0.0191
-0.0108
0.0001
0.0001
0.0140
-0.0458
-0.0334
-0.0140
Mean
S.D.
0.0010
0.0095
-0.0012
0.0212
-0.0008
0.0142
0.0029
0.0300
-0.0033
0.0190
Annual Return0.0115
Annual SD
0.0328
annual SR
0.3512
-0.0144
0.0734
-0.1965
-0.0098
0.0490
-0.1994
0.0350
0.1038
0.3369
-0.0389
0.0657
-0.5919
Rf
Rf - TBU
GLD
ENPIX
IXC
JST
MOS
GLD
1.0000
0.5106
0.5407
0.2721
0.1754
ENPIX
1.0000
0.9670
0.2555
0.6177
IXC
1
0.2623
0.5701
JST
1
0.0299
MOS
Return
S.D.
0.0010
-0.0012
-0.0008
0.0029
-0.0033
0.0095
0.0212
0.0142
0.0300
0.0190
Correlation Matrix
GLD
GLD
ENPIX
IXC
JST
MOS
1.0000
0.5106
0.5407
0.2721
0.1754
ENPIX
0.5106
1.0000
0.9670
0.2555
0.6177
IXC
0.5407
0.9670
1.0000
0.2623
0.5701
JST
0.2721
0.2555
0.2623
1.0000
0.0299
MOS
0.1754
0.6177
0.5701
0.0299
1.0000
Covariance Matrix
GLD
0.00009
0.00010
0.00007
0.00008
0.00003
GLD
ENPIX
IXC
JST
MOS
ENPIX
IXC
JST
MOS
0.00005
0.00020
0.00013
0.00007
0.00011
0.00005
0.00019
0.00013
0.00007
0.00010
0.00002
0.00005
0.00004
0.00028
0.00001
0.00002
0.00012
0.00008
0.00001
0.00018
ENPIX
IXC
JST
MOS
Weights
0.2000
0.2000
0.2000
0.2000
0.2000
0.2000
0.2000
0.2000
0.2000
0.2000
1.0000
0.000004
0.000004
0.000003
0.000003
0.000001
0.000015
###
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###
###
###
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###
###
###
###
###
###
###
###
###
###
###
Portfolio Variance
Portfolio S.D.
Portfolio Mean
0.000092
0.009572
-0.000301
ENPIX
IXC
JST
MOS
Weights
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.000000
###
###
###
###
Portfolio Variance
Portfolio S.D.
Portfolio Mean
Portfolio SR
0.000000
0.000000
0.000000
#DIV/0!