Date

1-Jan-09
2-Jan-09
3-Jan-09
4-Jan-09
5-Jan-09
6-Jan-09
7-Jan-09
8-Jan-09
9-Jan-09
10-Jan-09
11-Jan-09
12-Jan-09
13-Jan-09
14-Jan-09
15-Jan-09
16-Jan-09
17-Jan-09
18-Jan-09
19-Jan-09
20-Jan-09
21-Jan-09
22-Jan-09
23-Jan-09
24-Jan-09
25-Jan-09
26-Jan-09
27-Jan-09
28-Jan-09
29-Jan-09
30-Jan-09
31-Jan-09
1-Feb-09
2-Feb-09
3-Feb-09
4-Feb-09
5-Feb-09
6-Feb-09
7-Feb-09
8-Feb-09
9-Feb-09
10-Feb-09
11-Feb-09
12-Feb-09

Close
5,753.18
5,793.57
5,917.90
6,074.87
6,143.81
6,041.44
6,059.09
6,051.16
5,778.58
5,511.93
5,280.75
5,258.28
5,136.48
5,020.71
4,929.55
4,815.34
4,972.55
5,139.93
5,183.22
5,377.42
5,333.95
5,384.87
5,534.25
5,597.44
5,573.48
5,455.67
5,429.43
5,399.36
5,625.90
5,796.07
5,839.63
5,880.14
6,022.44
5,969.09
5,850.26
5,874.83
5,580.78
5,649.49
5,727.46
5,681.29
5,596.49
5,815.43
5,788.27

Returns
0.0069959365
0.0212329743
0.0261789336
0.0112844811
-0.0168026768
0.0029172297
-0.0013096346
-0.0460920114
-0.0472431437
-0.042846701
-0.004264156
-0.0234359571
-0.022796662
-0.018323652
-0.0234410506
0.0321261316
0.0331066737
0.0083870241
0.0367822205
-0.0081166534
0.0095011173
0.0273628864
0.0113532947
-0.0042897159
-0.0213641996
-0.0048212788
-0.005553728
0.0411005073
0.0297991664
0.007487337
0.0069131325
0.0239119217
-0.0088980058
-0.0201083823
0.0041910187
-0.0513485719
0.012236724
0.0137068759
-0.0080938318
-0.0150387041
0.0383751144
-0.004681274

13-Feb-09
14-Feb-09
15-Feb-09
16-Feb-09
17-Feb-09
18-Feb-09
19-Feb-09
20-Feb-09
21-Feb-09
22-Feb-09
23-Feb-09
24-Feb-09
25-Feb-09
26-Feb-09
27-Feb-09
28-Feb-09
1-Mar-09
2-Mar-09
3-Mar-09
4-Mar-09
5-Mar-09
6-Mar-09
7-Mar-09
8-Mar-09
9-Mar-09
10-Mar-09
11-Mar-09
12-Mar-09
13-Mar-09
14-Mar-09
15-Mar-09
16-Mar-09
17-Mar-09
18-Mar-09
19-Mar-09
20-Mar-09
21-Mar-09
22-Mar-09
23-Mar-09
24-Mar-09
25-Mar-09
26-Mar-09
27-Mar-09
28-Mar-09
29-Mar-09

5,748.10
5,662.02
5,557.92
5,707.09
5,750.47
6,063.54
6,138.53
6,266.00
6,441.00
6,340.36
6,617.00
6,674.20
6,608.49
6,803.46
7,014.81
6,860.22
6,931.90
7,191.09
7,432.88
7,518.93
7,635.88
7,340.30
7,295.98
7,617.96
7,872.49
7,832.85
7,807.08
7,670.08
7,794.95
7,902.48
7,834.14
7,574.17
7,335.72
7,620.87
7,344.94
7,430.08
7,271.30
7,202.10
7,062.25
7,081.83
7,198.87
7,125.66
7,129.51
7,122.92
7,296.90

-0.0069640905
-0.0150886464
-0.0185567815
0.026485324
0.0075723291
0.0530121973
0.0122915119
0.0205528927
0.027545615
-0.0157482584
0.0427065459
0.0086072519
-0.0098941609
0.0290761203
0.0305923221
-0.0222841172
0.0103944347 Standard deviation
#NAME?
0.0367088138 expected return
Abnormal Return
0.0330706417
0.0019982224
-0.0310724193
0.0115104392
0.00197774
-0.0095326993
0.0154343501
0.0018985003
-0.0135358498
-0.039478477
0.0017981679
0.0412766449
-0.0060562022
0.0017588056
0.0078150078
0.0431851058
0.0018361452
-0.0413489606
0.0328657864
0.0018316218
-0.0310341646
-0.0050479753
0.0018448203
0.0068927956
-0.0032954142
0.0020470855
0.0053424996
-0.0177039687
0.0022559424
0.0199599111
0.0161490425
0.0024478685
-0.013701174
0.0137005461
0.0024765524
-0.0112239938
-0.0086855284
0.0025877649
0.0112732932
-0.0337473315
0.0026971805
0.036444512
-0.0319882081
0.0027881798
0.0347763879
0.0381349701
0.0029022199
-0.0352327502
-0.0368788956
0.0027746046
0.0396535002
0.0115249851
0.0026415692
-0.0088834159
-0.0216015332
0.0026162588
0.024217792
-0.0095624425
0.002465082
0.0120275244
-0.0196089525
0.0025121119
0.0221210645
0.0027686513
0.002480911
-0.0002877403
0.0163917204
0.0023693326
-0.0140223878
-0.0102217158
0.0023288643
0.0125505801
0.0005401549
0.0023588127
0.0018186577
-0.0009247547
0.0024666445
0.0033913992
0.0241318467
0.0024999227
-0.021631924

30-Mar-09
31-Mar-09
1-Apr-09
2-Apr-09
3-Apr-09
4-Apr-09
5-Apr-09
6-Apr-09
7-Apr-09
8-Apr-09
9-Apr-09
10-Apr-09
11-Apr-09
12-Apr-09
13-Apr-09
14-Apr-09
15-Apr-09
16-Apr-09
17-Apr-09
18-Apr-09
19-Apr-09
20-Apr-09
21-Apr-09
22-Apr-09
23-Apr-09
24-Apr-09
25-Apr-09
26-Apr-09
27-Apr-09
28-Apr-09
29-Apr-09
30-Apr-09
1-May-09
2-May-09
3-May-09
4-May-09
5-May-09
6-May-09
7-May-09
8-May-09
9-May-09
10-May-09
11-May-09
12-May-09
13-May-09

7,242.60
7,142.42
7,177.64
7,172.85
7,067.85
7,060.72
6,969.82
7,146.24
7,173.57
7,176.89
7,188.84
7,288.13
7,276.61
7,210.34
7,125.11
6,989.94
6,878.14
6,894.62
6,892.00
7,086.78
7,047.25
7,091.96
7,056.31
6,953.09
6,872.96
7,075.93
7,051.77
7,039.73
7,057.26
7,023.48
7,025.89
7,128.83
7,163.04
7,206.17
7,162.18
7,270.72
7,498.34
7,471.28
7,538.49
7,549.37
7,476.11
7,430.01
7,502.66
7,684.65
7,631.66

-0.0074693425
-0.0139286035
0.0049189837
-0.000667573
-0.0147467334
-0.0010093025
-0.0129576298
0.0249969448
0.0038170944
0.0004627029
0.0016636819
0.0137171738
-0.0015819029
-0.0091489875
-0.0118909423
-0.0191531921
-0.016123706
0.0023931308
-0.0003800787
0.0278697579
-0.0055936068
0.0063242782
-0.0050394961
-0.0147360869
-0.0115912928
0.0291040114
-0.0034202345
-0.001708832
0.002487057
-0.0047980525
0.0003430759
0.014545228
0.0047873463
0.0060031316
-0.0061231996
0.0150409199
0.0308263389
-0.0036153262
0.0089555602
0.0014422194
-0.0097515128
-0.0061853986
0.0097304197
0.0239672084
-0.0069194488

0.0025368661
0.0023591534
0.0022321163
0.0022076735
0.0021856853
0.0020836842
0.0021354846
0.0022409058
0.0022316196
0.0024879841
0.0024411152
0.0023866912
0.0024375675
0.0025228176
0.0023470711
0.0023816935
0.0024279597
0.002515107
0.0026204665
0.0025005426
0.0024749275
0.0022183931
0.0021669996
0.002072713
0.0019414094
0.0020330657
0.0018212247
0.0017856957
0.0018471687
0.0017031001
0.0015494341
0.0016768862
0.0016300177
0.0014404025
0.0012684991
0.0012125322
0.0011343903
0.0013587708
0.0013999651
0.0011665286
#NAME?
0.0010225469
0.0010470808
0.0011542296
0.0010680525

0.0100062085
0.0162877569
-0.0026868674
0.0028752465
0.0169324187
0.0030929867
0.0150931145
-0.022756039
-0.0015854748
0.0020252812
0.0007774332
-0.0113304826
0.0040194705
0.0116718051
0.0142380134
0.0215348856
0.0185516657
0.0001219763
0.0030005451
-0.0253692154
0.0080685343
-0.0041058851
0.0072064957
0.0168087999
0.0135327022
-0.0270709457
0.0052414592
0.0034945277
-0.0006398884
0.0065011526
0.0012063582
-0.0128683418
-0.0031573286
-0.0045627291
0.0073916987
-0.0138283877
-0.0296919486
0.004974097
-0.0075555951
-0.0002756908
#NAME?
0.0072079455
-0.0086833389
-0.0228129787
0.0079875013

14-May-09
15-May-09
16-May-09
17-May-09
18-May-09
19-May-09
20-May-09
21-May-09
22-May-09
23-May-09
24-May-09
25-May-09
26-May-09
27-May-09
28-May-09
29-May-09
30-May-09
31-May-09
1-Jun-09
2-Jun-09
3-Jun-09
4-Jun-09
5-Jun-09
6-Jun-09
7-Jun-09
8-Jun-09
9-Jun-09
10-Jun-09
11-Jun-09
12-Jun-09
13-Jun-09
14-Jun-09
15-Jun-09
16-Jun-09
17-Jun-09
18-Jun-09
19-Jun-09
20-Jun-09
21-Jun-09
22-Jun-09
23-Jun-09
24-Jun-09
25-Jun-09
26-Jun-09
27-Jun-09

7,686.15
7,715.42
7,764.01
7,710.64
7,782.23
7,802.81
7,863.86
7,783.40
7,711.06
7,674.77
7,536.98
7,491.76
7,720.93
7,716.99
7,796.22
7,834.69
7,822.32
7,872.23
8,082.06
8,044.50
8,058.46
8,011.31
7,932.55
7,995.10
7,952.70
7,973.45
8,107.94
8,287.00
8,246.72
8,319.74
8,315.16
8,541.22
8,675.67
8,769.24
8,878.64
8,817.60
9,002.67
8,935.86
8,821.56
9,084.98
8,996.19
9,058.77
9,075.25
9,029.45
9,137.06

0.0071146241
0.0038009158
0.0062780296
-0.0068977601
0.0092417363
0.0026409957
0.0077936548
-0.0102843193
-0.0093375988
-0.0047173363
-0.0181167543
-0.0060178214
0.0301310732
-0.0005104315
0.0102146092
0.0049223081
-0.0015801232
0.0063601911
0.0263054137
-0.0046581624
0.0017338432
-0.005868178
-0.0098797456
0.0078543064
-0.0053173604
0.0026057788
0.016726556
0.0218441934
-0.0048724763
0.0088154588
-0.0005506496
0.0268234999
0.0156187015
0.0107275873
0.0123982486
-0.006898668
0.0207714759
-0.0074488053
-0.0128736696
0.0294237753
-0.009821346
0.0069321949
0.0018175787
-0.0050594705
0.0118472132

0.0009950324
0.0010513147
0.0012548155
0.0014503627
0.0012332941
0.0014601523
0.0013998839
0.0015384466
0.0016057247
0.0017350825
0.0017287416
0.0016382294
0.0017118936
0.001719217
0.0017358458
0.0015940989
0.0016518279
0.0017517024
0.0017312683
0.0017468452
0.0018546464
0.0018734882
0.0019717075
0.0018182059
0.0018047906
0.0018138587
0.0018148803
0.0017333578
0.0017562216
0.0018319522
0.0019279165
0.0020763751
0.0022054536
0.0022041131
0.0022227044
0.0020368562
0.002092553
0.0020614374
0.0021140369
0.0022397841
0.0023437771
0.0021410481
0.0021835006
0.0022134416
0.0022113206

-0.0061195917
-0.0027496011
-0.005023214
0.0083481228
-0.0080084423
-0.0011808434
-0.0063937709
0.0118227659
0.0109433235
0.0064524188
0.0198454959
0.0076560508
-0.0284191796
0.0022296485
-0.0084787634
-0.0033282092
0.0032319511
-0.0046084886
-0.0245741454
0.0064050077
0.0001208032
0.0077416662
0.0118514531
-0.0060361005
0.0071221509
-0.0007919201
-0.0149116757
-0.0201108356
0.006628698
-0.0069835066
0.0024785661
-0.0247471249
-0.0134132479
-0.0085234742
-0.0101755442
0.0089355242
-0.0186789229
0.0095102427
0.0149877064
-0.0271839912
0.0121651232
-0.0047911468
0.0003659219
0.0072729121
-0.0096358926

28-Jun-09
29-Jun-09
30-Jun-09
1-Jul-09
2-Jul-09
3-Jul-09
4-Jul-09
5-Jul-09
6-Jul-09
7-Jul-09
8-Jul-09
9-Jul-09
10-Jul-09
11-Jul-09
12-Jul-09
13-Jul-09
14-Jul-09
15-Jul-09
16-Jul-09
17-Jul-09
18-Jul-09
19-Jul-09
20-Jul-09
21-Jul-09
22-Jul-09
23-Jul-09
24-Jul-09
25-Jul-09
26-Jul-09
27-Jul-09
28-Jul-09
29-Jul-09
30-Jul-09
31-Jul-09
1-Aug-09
2-Aug-09
3-Aug-09
4-Aug-09
5-Aug-09
6-Aug-09
7-Aug-09
8-Aug-09
9-Aug-09
10-Aug-09
11-Aug-09

9,223.39
9,436.82
9,713.83
9,664.25
9,409.58
9,475.48
9,349.68
9,301.18
9,455.15
9,487.95
9,643.11
9,836.50
9,740.87
9,768.63
9,642.56
9,686.40
9,804.61
9,845.74
9,838.12
9,411.29
9,569.07
9,247.79
9,154.00
9,150.85
9,374.50
9,315.69
9,251.84
9,169.00
9,159.18
8,872.40
8,938.99
9,154.99
9,112.10
8,936.48
8,762.40
8,916.18
8,924.24
9,067.17
9,304.31
9,204.98
9,144.76
9,251.19
9,306.36
9,221.96
9,233.70

0.0094039782
0.02287641
0.0289315843
-0.0051171332
-0.0267051908
0.0069790901
-0.0133652912
-0.0052008443
0.0164182928
0.0034630058
0.0162210983
0.019856286
-0.0097695207
0.002845795
-0.0129895975
0.0045362063
0.0121298434
0.0041861911
-0.0007742384
-0.0443546035
0.0166259897
-0.034151418
-0.0101936618
-0.0003441711
0.024146466
-0.0062931617
-0.0068776247
-0.0089942216
-0.001071574
-0.0318113203
0.0074772727
0.0238764784
-0.0046958852
-0.019461425
-0.0196719356
0.0173977637
0.0009035662
0.0158890278
0.0258175359
-0.0107330917
-0.0065636043
0.0115711542
0.0059458455
-0.0091104411
0.0012722386

0.0022660813
0.0022812231
0.0021838897
0.0021630621
0.0021320938
0.00219921
0.0020939501
0.0018564923
0.0019020908
0.0018428179
0.0018462128
0.0019453387
0.0020154313
0.0019483444
0.0017551965
0.0018319632
0.0017847966
0.0017666334
0.0017256207
0.0018047343
0.0017358732
0.0017274141
0.0016701854
0.0017840378
0.0018909766
0.001955135
0.0021519182
0.0022328067
0.0019538241
0.0019787155
0.0018946758
0.0018634631
0.0018993338
0.0018523774
0.0015922387
0.0016594473
0.0016586387
0.001741351
0.0018704743
0.0018032402
0.0018841561
0.0018758616
0.0017031791
0.001466226
0.0015416867

-0.0071378969
-0.020595187
-0.0267476945
0.0072801953
0.0288372846
-0.0047798801
0.0154592413
0.0070573366
-0.014516202
-0.0016201879
-0.0143748854
-0.0179109473
0.0117849519
-0.0008974506
0.014744794
-0.0027042431
-0.0103450468
-0.0024195577
0.0024998591
0.0461593378
-0.0148901165
0.0358788321
0.0118638472
0.0021282089
-0.0222554893
0.0082482967
0.009029543
0.0112270283
0.0030253981
0.0337900359
-0.0055825969
-0.0220130153
0.006595219
0.0213138024
0.0212641743
-0.0157383164
0.0007550725
-0.0141476769
-0.0239470616
0.0125363319
0.0084477604
-0.0096952927
-0.0042426664
0.0105766671
0.0002694481

12-Aug-09
13-Aug-09
14-Aug-09
15-Aug-09
16-Aug-09
17-Aug-09
18-Aug-09
19-Aug-09
20-Aug-09
21-Aug-09
22-Aug-09
23-Aug-09
24-Aug-09
25-Aug-09
26-Aug-09
27-Aug-09
28-Aug-09
29-Aug-09
30-Aug-09
31-Aug-09
1-Sep-09
2-Sep-09
3-Sep-09

9,204.57
9,206.21
9,013.04
9,087.70
9,096.23
9,009.13
8,992.92
8,843.96
8,905.43
8,999.39
9,043.46
9,280.16
9,266.04
9,253.66
9,227.18
9,183.73
9,233.60
9,332.47
9,302.92
9,422.23
9,410.66
9,507.95
9,386.92

-0.0031597351
0.0014540509
0.004613786
0.0001781565
0.0014784985
0.001300342
-0.0212058387
0.0011655972
0.022371436
0.0082494333
0.0009849334
-0.0072644998
0.0009381911
0.0008616087 -7.658239755E-005
-0.0096215344
0.0007137031
0.0103352375
-0.0018009065
0.000812565
0.0026134715
-0.0167028609
0.0005499478
0.0172528087
0.0069264629
0.0006565978
-0.0062698651
0.0104955942
0.0008394393
-0.0096561549
0.0048850473
0.000447873
-0.0044371743
0.0258369435
0.0005905011
-0.0252464424
-0.0015226842
0.0005011814
0.0020238656
-0.0013369549
0.0004823758
0.0018193307
-0.0028656726
0.0005626924
0.0034283649
-0.0047200362
0.0003967435
0.0051167797
0.0054155648
0.0002623072
-0.0051532576
0.0106507123 -8.0330728866E-005
-0.010731043
-0.0031713879
-0.0005266679
0.00264472
0.0127434616
-0.0004549419
-0.0131984034
-0.0012287016 -3.8271243469E-005
0.0011904304
0.0102852015
-0.0001514545
-0.010436656
-0.0128110599 6.51657832446E-005
0.0128762256

T-Stat
Statistical significance
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