List of Companies Selected For Portfolio Construction: Industry Name

List of Companies Selec
INDUSTRY NAME
1 TRUST BANK LIMITED
2 BRAC BANK LTD.
3 BANK EASTERN BANK LIMITED
4 LANKABANGLA FINANCE LTD.
5 FINANCIAL INSTITUTIONS IDLC FINANCE LTD.
6 GPH ISPAT LTD.
7 ENGINEERING SINGER BANGLADESH LIMITED
8 BEXIMCO PHARMACEUTICALS LTD.
9 PHARMACEUTICALS BEACON PHARMACEUTICALS LIMITED
10 TANNERY APEX FOOTWEAR LTD.
11 GREEN DELTA INSURANCE LTD.
12 INSURANCE AGRANI INSURANCE COMPANY LTD.
13 TELECOMMUNICATION GRAMEENPHONE LTD.
14 FUEL AND POWER UNITED POWER GENERATION AND DISTRIBUTION CO. LTD.
15 BRITISH AMERICAN TOBACCO BANGLADESH COMPANY LIMITED
16 AGRICULTURAL MARKETING COMPANY LTD.
17 FOOD AND ALLIED OLYMPIC INDUSTRIES LTD.
18 CEMENT LAFARGEHOLCIM BANGLADESH LTD.
19 BANGLADESH EXPORT IMPORT COMPANY LTD.
20 MISCELLANEOUS BANGLADESH SHIPPING CORPORATION
panies Selected for Portfolio Construction
TRADING CODE P/E NAV PER SHARE DIVIDEND YIELD
TRUST 9.97 24.94 1.52%
BRACBANK 12.22 33.81 1.54%
EBL 7.93 35.84 3.94%
LANKABAFIN 28.81 17.81 1.69%
IDLC 16.9 37.95 4.59%
GPHISPAT 39.75 17.78 1.56%
SINGERBD 16.95 32.19 1.70%
BXPHARMA 21.7 76.45 0.82%
BEACONPHAR 46.67 20.29 0.75%
APEXFOOT 39.02 251.12 1.14%
GREENDELT 17.82 68.35 2.50%
AGRANINS 34.92 18.01 2.38%
GP 14.61 38.59 3.85%
UPGDCL 25.36 62.4 5.07%
BATBC 30.94 207.31 1.87%
AMCL(PRAN) 34.39 82.81 1.66%
OLYMPIC 17.98 41.39 2.85%
LHBL 35.27 14.4 1.87%
BEXIMCO 154.12 73.29 0.59%
BSC 15.66 56.61 2.32%
Stock Number 1 2
Industry Name BANK
Year Month TRUST BRACBANK
2015 MAY 18.2 34.9
JUNE 22.5 39.3
JULY 20.7 40.2
AUGUST 20.7 39.1
SEPTEMBER 21.4 41.2
OCTOBER 22.9 46.4
NOVEMBER 24.8 48.1
DECEMBER 24.1 48.7
2016 JANUARY 22.4 39.58
FEBRUARY 21.4 35.92
MARCH 17.2 37.25
APRIL 16.9 34.5
MAY 18 38.67
JUNE 18.5 44.17
JULY 20.7 53.17
AUGUST 22.3 50.75
SEPTEMBER 23.8 49.92
OCTOBER 22.6 49.92
NOVEMBER 23.2 54.5
DECEMBER 23.8 53.42
2017 JANUARY 25.4 56.42
FEBRUARY 25.2 55.83
MARCH 28.4 72.25
APRIL 24.9 72.8
MAY 24.9 77.6
JUNE 26.4 80.7
JULY 30.9 87.8
AUGUST 35.5 85.8
SEPTEMBER 37 85.9
OCTOBER 42.6 100.6
NOVEMBER 42.9 109.8
DECEMBER 42.6 108.4
2018 JANUARY 38.1 96.8
FEBRUARY 40.3 91.6
MARCH 39.8 97.2
APRIL 37 87.7
MAY 32.4 74.5
JUNE 29.4 71.2
JULY 28.7 65.7
AUGUST 39.2 77
SEPTEMBER 32 71.8
OCTOBER 31.8 70.4
NOVEMBER 30.8 72.7
DECEMBER 32.5 72.7
2019 JANUARY 36.9 78.5
FEBRUARY 33.9 81.2
MARCH 28.3 77.8
APRIL 27.5 61.7
MAY 32.8 64.6
JUNE 31.7 66.1
JULY 31.6 62.9
AUGUST 30.6 57.9
SEPTEMBER 28.6 61.5
OCTOBER 29.2 50.6
NOVEMBER 28.4 58
DECEMBER 27.4 57.1
2020 JANUARY 27.3 50
FEBRUARY 27.2 37.1
MARCH 24.4 31.9
MAY 24.4 31.9
JUNE 24.4 31.9
JULY 24.6 31.9
AUGUST 29.1 39.7
SEPTEMBER 29 40.7
OCTOBER 29.2 41.5
NOVEMBER 30.5 46
DECEMBER 33.4 44.3
3 4 5
FINANCIAL INSTITUTIONS
EBL LANKABAFIN IDLC
27.3 31.5 52.8
26 27.8 52.4
25.4 29.8 64.1
25 28.3 58.2
26.6 35 64.5
28.1 29.8 59.5
28.4 27.9 62.6
28.6 29 63.6
28.9 13.17 61.9
30 19.54 56.1
29.9 19.05 52.8
25.4 17.62 55.2
26.7 15.64 54.8
29.2 15.53 58.7
28.3 15.64 59
28.7 15.58 61.2
29.4 18.45 62.2
29 14.87 60
28.9 15.69 59
29 19.16 57
33.2 26.49 66.8
33.9 34.97 69.6
32.9 40.46 70
30.6 33.56 71.7
31.7 31.09 70.6
35 35.27 70.8
39.5 37.36 80.4
45 38.44 86.3
45.4 38.75 86.1
47.3 40.53 87.7
53.7 45.18 89.9
51.1 42.35 85.3
43.8 36.68 75.7
41.4 30.92 71.3
40.2 28 68.8
38.5 28.29 70.1
36 24.95 67.2
33.8 25.52 66.3
31.6 24.1 57.9
37 28.57 66.5
33.3 24.86 59.6
35 22.19 65.7
34.7 21.52 69.5
36 21.81 69.7
39.5 25.71 72.1
38.4 24.76 67.2
37.1 21.24 66
40.8 19.33 61
37.3 21.05 62.6
37.8 20.1 60.3
37.1 16.57 54.8
34.4 16.48 51.3
34.9 15.61 48.8
35.3 13.71 47.9
34.4 18.57 51.8
33.2 17.14 45.5
34 15.33 46
35.3 14.86 47.5
30.9 12.29 43
31.1 12.9 41.9
30.9 18.7 41.9
30.9 22.6 41.9
37.7 22.4 52.1
36.5 20.1 57.2
35.8 22.4 58.9
35.2 20.1 56.3
36.1 31.4 64.9
6 7 8
ENGINEERING PHARMACEUTICALS
GPHISPAT SINGERBD BXPHARMA
45 164.5 57.5
44.8 164.9 62.8
50.5 168.1 69.7
44.9 165.1 65.8
44.3 166.4 71.5
39 155.4 71.3
38.8 149.2 77
41.1 180.2 84.1
47.4 166.7 86.4
46.5 181.1 87.3
29.7 140.9 84.1
28.6 139.9 81
30.3 148.9 82.7
30 153.3 83.5
27.3 166 86.7
28.4 175.6 82.8
30.8 183.8 83.1
28.5 187.8 77.2
29.1 183.5 82.4
34.3 192.5 80.8
38.9 203.1 87.2
46.2 202.2 92.3
46.5 188.9 110.4
43.2 176.1 111
43 181.4 108.2
44.3 190.8 113
43.9 196.7 111.7
43 194.8 108.4
39.2 187.6 106.8
37.2 184.3 97.4
40.1 195 103.9
38.8 195.5 103.8
39.4 190.1 106.4
37.5 185.2 105.2
35.6 179.1 102.8
36.9 172.1 105.5
37.8 166.2 98.3
36.7 181.6 93.9
38.8 198.2 88.2
38.7 201.6 88.9
39 210.9 82
37.5 216.4 75.9
33.1 215.1 78.9
35 221.2 79.1
36.6 235.9 87
36.7 240 91
34.3 193.8 84.2
35.4 169.9 80.8
35.9 178.6 78.1
34.5 193.2 83.5
33.9 211.4 82.4
33.7 209.4 84
32.4 210.5 84.1
31.2 190.4 77.4
28.7 181.6 80.2
25.9 180.4 69.4
26.5 170.9 73.7
29.7 170.9 73
25.9 150 60.7
24.3 147 66.7
24.3 147 69.2
24.3 147 80.7
25.5 174 115.5
26.9 174.1 117.8
28 167 118.3
25.4 164.3 143.4
31.2 177.9 190.5
9 10 11
PHARMACEUTICALS TANNERY INSURANCE
BEACONPHAR APEXFOOT GREENDELT
13.9 319.4 53.4
14.7 344.2 52.8
15.8 336.5 51.8
15.2 378.2 51.8
15.8 394 51.7
14.9 368.6 49.3
14.1 320.7 47.2
15 347.2 53.7
16.4 315.8 52.7
18.1 321 49.9
17.6 307.8 46
16.3 302.1 44.8
15.9 313.7 45.6
17.3 319.4 45.3
16.7 337.5 44.7
16.8 330.2 47.5
18.6 326.5 51
20.7 350.1 49.2
19.9 348.6 48.7
22 330.3 49.7
22.6 340.2 60.7
23.4 343.3 61.3
21.8 333.7 62.2
22.2 330.5 61.3
21.3 341.6 59.5
23.1 344.2 63.1
23.7 344.2 62.6
22.5 355 66.2
21.2 329.7 61.3
21.6 333.8 58.6
21.3 324.9 62.8
21.3 328.6 61.4
21.1 319.8 63.5
19.8 326.1 59.1
19.2 321.5 62.2
21.6 329.3 56.2
18.6 313.4 61.6
17.8 360.9 56
17.9 338.5 55.8
17.9 309.5 58.6
18.3 298.9 59.8
17 270.7 51.5
16.5 273.9 56.4
16.2 295.5 65
19.8 290 61.4
19.3 291.4 63.2
18.3 275.9 59.4
19.4 272.2 59.8
20.1 284.4 62.7
20.1 295.9 61.3
23.5 277.1 60.2
25.4 280.5 59.6
27.4 260.7 61.6
27.3 228.7 56.8
35.4 223.9 55.7
44.9 223.1 52.2
47 238.3 50.8
59.4 243.4 55
60.7 220.5 48.7
60.7 220 47.3
60.7 219.3 57.4
77.6 219.3 57.4
75 219.3 53.9
72.9 248.6 62.4
84.3 232.5 68.5
69.4 219.3 72.5
78.4 224.9 63.2
12 13 14
INSURANCE TELECOMMUNICATION FUEL AND POWER
AGRANINS GP UPGDCL
15.8 323.5 183.4
14.6 329.7 165.6
14.7 330.5 165
14.3 316.7 152.3
14.7 285.1 145.5
14.5 248.6 141.3
14.5 265.5 138.1
17 253 140.2
17.7 256.7 152.1
16 226.8 161.9
14.4 246.4 153.9
12.8 255.1 161
13.5 254.7 152.8
13.1 276.4 148
13.1 263.9 140.8
14.6 269.8 142.1
14.2 276.9 150.1
14.9 273.2 141.6
20.4 283.4 143.7
24 284.1 141.6
23.3 301.6 147.3
25.6 309 148.1
22.4 332.1 148.8
20.3 337.6 157.8
17.4 328.7 180.7
19 344.4 185
20.4 379.5 182.1
20.4 389.6 174.2
21.2 415.3 166.6
20.7 438.3 172.3
21.1 471.4 184.8
20.6 470.8 181.1
19.3 502.4 155.9
18.9 478.7 157.3
18.8 462 155.1
17.7 469.6 201.8
16.1 414.8 214.3
15.5 388.9 249.6
15.8 390.2 341
16.8 386.6 353.5
17.7 370.4 336.5
15.8 379.8 319.3
15.8 362.7 289.3
17.3 367.3 290.7
41.6 398.2 391.3
37.4 393.5 407.7
37.6 409.2 410.1
25.7 358.7 295
25.9 355.1 343.8
25 364.7 375.1
21.9 332.4 380.7
21.8 312 395.1
27.7 352.4 299.7
28 317.5 271
29.1 318.2 262.2
26 285.5 245.3
24.6 257.8 259.5
24.2 288.2 261
17.6 244 228.7
17.6 258.8 220.2
17.6 238.8 220.2
28.3 259.9 220.2
29.4 320 272
34.7 331.9 304.8
39.4 331.8 310
35.3 321.5 298.7
35.6 349.9 269.9
15 16 17 18 19
FOOD AND ALLIED CEMENT MISCELLANEOUS
BATBC AMCL(PRAN) OLYMPIC LHBL BEXIMCO
2859.9 191.4 219.8 117 36.3
3045 191 234.8 118.1 32.5
3020.1 197.7 276.5 127 33.8
3067.1 231.6 276 112.5 30.2
2952.4 226.2 302.6 107.6 30.3
2942.8 192.9 286.6 83.5 26.5
2910 185.1 248.9 81.6 27.6
2950.5 204.2 259.2 74.6 29
3082.8 197.9 261.6 71.4 28.9
2797.5 195.7 284.8 74.5 28.8
2550.2 192.8 293.2 66.9 28.3
2678.9 194 303.7 57.5 25.2
2626.1 194.8 326.6 81.2 24.2
2700 195.7 345.3 79.1 24
2640.8 206.9 339.3 69.4 23.5
2446.7 222.6 302 75.6 22.7
2519.1 215.3 306.2 79.2 23.3
2566.5 199.9 302 73.7 21.1
2538.7 203.7 295.6 76.4 24.4
2483 207.6 307.9 82.1 26
2494.4 219 308.9 83 33.7
2503.8 217.2 307.3 82 35.1
2429.8 209.5 287.6 71.7 35.1
2547.9 210 277.2 65.3 34.2
2790.7 210.1 268 64.6 32.8
2829.3 216.5 278.5 62.9 33.7
3020.3 214.9 287.2 60.6 33.7
3005.3 217.9 273.7 58.8 31.8
2992.8 209.7 271.7 61.3 29.5
3100.9 206.7 256.1 59.2 27.9
3300.1 223.1 285.4 55.6 27.4
3401.6 222 288.3 69.9 27
3777.8 213.3 284.7 60.4 26.2
3608.1 215.4 259.4 60.3 25.1
3435.2 214.3 275 56.9 24.3
3410.3 225.1 264 59 31.6
3394.6 211.6 237.3 54.2 27.3
3456.7 233.3 224.4 56.4 26.2
3277.1 235.4 206.5 54.8 25.3
3321.5 242.4 201.7 53.2 26.3
3372.4 237.9 205 51.9 23.9
3327.9 225.3 218.5 44.6 24.6
3316.6 232.1 217.9 40.6 21.9
3536.5 240.6 216.2 43.5 23.5
3567.4 246.5 240.4 44.1 25.3
3717.3 259.2 232 40.8 23.6
4547.1 250.4 232.1 41.1 22.5
1370.8 244.6 224.1 38.4 22.9
1325.9 243.8 225.8 40 23
1368.1 241.5 236.3 39.7 22.4
1230.5 227.2 222.5 39.9 18.5
1209.8 222 207.3 38.6 20.1
1150.1 216.1 204.4 35.8 18.4
1149.5 191.7 172.2 32.5 15.4
1072.6 194 183.2 38.5 15.4
969.9 170.2 165 33.6 13.8
1073.4 175.1 195.1 50.3 13.9
986.4 191 187.9 45.4 16.4
907.6 190 157 37.3 13.4
907.6 220 150 35.9 14.3
907.6 220 150.2 35.9 13
907.6 184 174 35.9 13.4
1075.4 207 190 46 28.5
1120.6 199.9 177.5 41.4 25.1
1086.4 194.8 182 39.9 21.6
1029.9 191.4 180 36.5 25.6
1180.8 195 193 48.3 58
20
MISCELLANEOUS
BSC
393.2
362.3
377.3
378.3
377.9
343.4
320.9
332.4
320.6
326.8
318.1
300.7
354
335.4
393
412.5
501.8
434
470
470.2
572
612.9
558.9
558
601.8
53.2
51.6
50.4
46.7
45.5
47.2
46.7
43.5
44.6
43.5
42.7
39.7
43.2
42.6
41.4
41.9
36.5
38.4
39
47.9
44.9
44.2
47.4
48.2
51.5
58.7
50.8
51.2
49.9
47
42.3
50.3
48
40.6
38.2
38.2
44.7
49.6
46.6
44.8
39.3
45.2
Stock Number 1 2 3 4
Industry Name BANK FINANCIAL INSTITUTIONS
Year Month TRUST BRACBANK EBL LANKABAFIN
2015 MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2016 JANUARY
FEBRUARY
MARCH 1.3
APRIL 0.7 2
MAY 2.5
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2017 JANUARY
FEBRUARY
MARCH 1.5 0.93
APRIL 1 2
MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2018 JANUARY
FEBRUARY
MARCH 0.7
APRIL
MAY 2 2
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2019 JANUARY
FEBRUARY
MARCH 1.5
APRIL
MAY 2
JUNE
JULY 0.5
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2020 JANUARY
FEBRUARY
MARCH
MAY
JUNE 0.75 1.5
JULY 0.5
AUGUST 0.67
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
5 6 7 8 9 10
NCIAL INSTITUTIONS ENGINEERING PHARMACEUTICALS TANNERY
IDLC GPHISPAT SINGERBD BXPHARMA BEACONPHAR APEXFOOT
1.7
2.5 6.5
5
1.5
0.5
1.2
3 7
5
0.5 1.25 0.5
3
10
5.5
1.25 0.6
3.5
5.5
0.5 0.5
1.5
3.5 7.7
0.6
2.5
0.5 1.5
11 12 13 14 15 16
INSURANCE TELECOMMUNICATION FUEL AND POWER FOOD AND ALLIED
GREENDELT AGRANINS GP UPGDCL BATBC AMCL(PRAN)
3.2
14
2.5
4.5
3.2
17.5
2 60
0.7
3.2
9
20.5
2 60
0.5
12.5
9
3.2
15.5
1
50
9
13
3.2
4
1.5 40
13
0 0.1
14.5 3.2
17 18 19 20
D ALLIED CEMENT MISCELLANEOUS
OLYMPIC LHBL BEXIMCO BSC
1
1
1
4.5 0.5
0.6
4.8 0.5
5 0.5 1
1
5.2 0.5 1
Stock Number 1 2 3
Industry Name BANK
Year Month TRUST BRACBANK EBL
2015 MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2016 JANUARY
FEBRUARY
MARCH
APRIL 8.00% 15.00%
MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2017 JANUARY
FEBRUARY
MARCH 10.00%
APRIL 20.00% 5.00%
MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2018 JANUARY
FEBRUARY
MARCH
APRIL 25.00%
MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2019 JANUARY
FEBRUARY
MARCH
APRIL 15.00%
MAY 5.00% 10.00%
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2020 JANUARY
FEBRUARY
MARCH
MAY
JUNE 7.50%
JULY 5.00%
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
4 5 6 7 8
FINANCIAL INSTITUTIONS ENGINEERING PHARMACEUTICA
LANKABAFIN IDLC GPHISPAT SINGERBD BXPHARMA
1.50%
1.50%
3.99% 5.00%
7.50%
10.00%
30.00%
5.00%
5.00%
5.00% 10%
9 10 11 12 13
ARMACEUTICALS TANNERY INSURANCE TELECOMMUNICATION
BEACONPHAR APEXFOOT GREENDELT AGRANINS GP
3.00%
5.00%
10.00%
5.00%
5.00%
14 15 16 17
FUEL AND POWER FOOD AND ALLIED
UPGDCL BATBC AMCL(PRAN) OLYMPIC
20.00%
5.00%
10.00%
20.00%
200.00%
10.00%
10%
18 19 20
CEMENT MISCELLANEOUS
LHBL BEXIMCO BSC
15.00%
17.00%
5.00%
5.00%
2015 MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2016 JANUARY
FEBRUARY
MARCH
APRIL
MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2017 JANUARY
FEBRUARY
MARCH
APRIL
MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER 10
NOVEMBER
DECEMBER
2018 JANUARY
FEBRUARY
MARCH
APRIL
MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2019 JANUARY
FEBRUARY
MARCH
APRIL
MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2020 JANUARY
FEBRUARY
MARCH
MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
5 6 7 8 9 10
14
20
11 12 13 14 15 16
17 18 19 20
2015 MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2016 JANUARY
FEBRUARY
MARCH
APRIL
MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2017 JANUARY
FEBRUARY
MARCH
APRIL
MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER 0.5
NOVEMBER
DECEMBER
2018 JANUARY
FEBRUARY
MARCH
APRIL
MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2019 JANUARY
FEBRUARY
MARCH
APRIL
MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
2020 JANUARY
FEBRUARY
MARCH
MAY
JUNE
JULY
AUGUST
SEPTEMBER
OCTOBER
NOVEMBER
DECEMBER
5 6 7 8 9 10
1.5
0.5
11 12 13 14 15 16
17 18 19 20
2015 MAY 0.00% 0.00% 0.00% 0.00%
JUNE 0.00% 0.00% 0.00% 0.00%
JULY 0.00% 0.00% 0.00% 0.00%
AUGUST 0.00% 0.00% 0.00% 0.00%
SEPTEMBER 0.00% 0.00% 0.00% 0.00%
OCTOBER 0.00% 0.00% 0.00% 0.00%
NOVEMBER 0.00% 0.00% 0.00% 0.00%
DECEMBER 0.00% 0.00% 0.00% 0.00%
2016 JANUARY 0.00% 0.00% 0.00% 0.00%
FEBRUARY 0.00% 0.00% 0.00% 0.00%
MARCH 0.00% 0.00% 0.00% 6.82%
APRIL 4.14% 2.03% 0.00% 0.00%
MAY 0.00% 0.00% 9.36% 0.00%
JUNE 0.00% 0.00% 0.00% 0.00%
JULY 0.00% 0.00% 0.00% 0.00%
AUGUST 0.00% 0.00% 0.00% 0.00%
SEPTEMBER 0.00% 0.00% 0.00% 0.00%
OCTOBER 0.00% 0.00% 0.00% 0.00%
NOVEMBER 0.00% 0.00% 0.00% 0.00%
DECEMBER 0.00% 0.00% 0.00% 0.00%
2017 JANUARY 0.00% 0.00% 0.00% 0.00%
FEBRUARY 0.00% 2.69% 0.00% 2.66%
MARCH 5.28% 0.00% 3.04% 0.00%
APRIL 0.00% 0.00% 0.00% 0.00%
MAY 0.00% 0.00% 0.00% 0.00%
JUNE 0.00% 0.00% 0.00% 0.00%
JULY 0.00% 0.00% 0.00% 0.00%
AUGUST 0.00% 0.00% 0.00% 0.00%
SEPTEMBER 0.00% 0.00% 0.00% 0.00%
OCTOBER 0.00% 0.00% 0.00% 0.00%
NOVEMBER 0.00% 0.00% 0.00% 0.00%
DECEMBER 0.00% 0.00% 0.00% 0.00%
2018 JANUARY 0.00% 0.00% 0.00% 0.00%
FEBRUARY 0.00% 0.00% 0.00% 2.26%
MARCH 0.00% 0.00% 0.00% 0.00%
APRIL 0.00% 2.28% 0.00% 0.00%
MAY 6.17% 0.00% 0.00% 0.00%
JUNE 0.00% 0.00% 0.00% 0.00%
JULY 0.00% 0.00% 0.00% 0.00%
AUGUST 0.00% 0.00% 0.00% 0.00%
SEPTEMBER 0.00% 0.00% 0.00% 0.00%
OCTOBER 0.00% 0.00% 0.00% 0.00%
NOVEMBER 0.00% 0.00% 0.00% 0.00%
DECEMBER 0.00% 0.00% 0.00% 0.00%
2019 JANUARY 0.00% 0.00% 0.00% 0.00%
FEBRUARY 0.00% 0.00% 0.00% 6.06%
MARCH 0.00% 0.00% 0.00% 0.00%
APRIL 0.00% 0.00% 0.00% 0.00%
MAY 0.00% 0.00% 0.00% 0.00%
JUNE 0.00% 0.76% 0.00% 0.00%
JULY 1.58% 0.00% 0.00% 0.00%
AUGUST 0.00% 0.00% 0.00% 0.00%
SEPTEMBER 0.00% 0.00% 0.00% 0.00%
OCTOBER 0.00% 0.00% 0.00% 0.00%
NOVEMBER 0.00% 0.00% 0.00% 0.00%
DECEMBER 0.00% 0.00% 0.00% 0.00%
2020 JANUARY 0.00% 0.00% 0.00% 0.00%
FEBRUARY 0.00% 0.00% 0.00% 0.00%
MARCH 0.00% 0.00% 0.00% 0.00%
MAY 0.00% 0.00% 2.41% 0.00%
JUNE 0.00% 1.57% 0.00% 0.00%
JULY 2.03% 0.00% 0.00% 2.96%
AUGUST 0.00% 0.00% 0.00% 0.00%
SEPTEMBER 0.00% 0.00% 0.00% 0.00%
OCTOBER 0.00% 0.00% 0.00% 0.00%
NOVEMBER 0.00% 0.00% 0.00% 0.00%
DECEMBER 0.00% 0.00% 0.00% 0.00%
5 6 7 8 9 10
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 3.84% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
4.73% 0.00% 4.61% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 1.66%
0.00% 0.00% 0.00% 1.81% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 4.12% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
4.49% 0.00% 3.45% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 1.41%
0.00% 1.28% 0.00% 1.28% 2.31% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
3.96% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 5.40% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 1.78%
0.00% 0.00% 0.00% 1.65% 3.53% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
4.85% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 1.96%
0.00% 1.54% 0.00% 0.00% 1.83% 0.00%
0.00% 0.00% 0.00% 1.87% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
7.61% 0.00% 4.51% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.99% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 1.14%
0.00% 1.86% 0.00% 1.27% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
11 12 13 14 15 16
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 1.73%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 6.17% 0.00% 0.00% 0.00%
5.43% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 5.24% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 1.57%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 5.80% 0.00% 0.00% 0.00%
3.26% 0.00% 0.00% 0.00% 2.40% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 3.45% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 1.53%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 4.87% 0.00% 0.00%
0.00% 0.00% 4.08% 0.00% 0.00% 0.00%
3.38% 0.00% 0.00% 0.00% 1.66% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 2.82% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 3.20% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 2.64% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 1.35%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 3.89% 0.00% 0.00% 0.00%
1.58% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 1.10% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 2.71% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 3.41% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 1.48%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 1.55% 0.00% 0.00% 0.00%
2.73% 0.00% 0.00% 0.00% 4.06% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 5.00% 0.00% 0.00% 0.00%
0.00% 0.34% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 4.76% 0.00% 1.60%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
17 18 19 20
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
1.21% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 1.74% 0.00% 0.00%
0.00% 0.00% 0.00% 0.28%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
1.35% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 1.22% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
1.66% 0.00% 1.69% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 2.14%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 1.76% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 1.43%
2.34% 0.00% 2.09% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 2.45% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
2.45% 0.00% 2.72% 2.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 2.79% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
2.93% 0.00% 1.99% 2.23%
0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00%
2015 JUNE 23.63% 12.61% -4.76% -11.75%
JULY -8.00% 2.29% -2.31% 7.19%
AUGUST 0.00% -2.74% -1.57% -5.03%
SEPTEMBER 3.38% 5.37% 6.40% 23.67%
OCTOBER 7.01% 12.62% 5.64% -14.86%
NOVEMBER 8.30% 3.66% 1.07% -6.38%
DECEMBER -2.82% 1.25% 0.70% 3.94%
2016 JANUARY -7.05% -18.73% 1.05% -54.59%
FEBRUARY -4.46% -9.25% 3.81% 48.37%
MARCH -19.63% 3.70% -0.33% -1.05%
APRIL 6.12% -7.38% -2.31% -7.51%
MAY 6.51% 12.09% 5.12% -11.24%
JUNE 2.78% 14.22% 9.36% -0.70%
JULY 11.89% 20.38% -3.08% 0.71%
AUGUST 7.73% -4.55% 1.41% -0.38%
SEPTEMBER 6.73% -1.64% 2.44% 18.42%
OCTOBER -5.04% 0.00% -1.36% -19.40%
NOVEMBER 2.65% 9.17% -0.34% 5.51%
DECEMBER 2.59% -1.98% 0.35% 22.12%
2017 JANUARY 6.72% 5.62% 14.48% 38.26%
FEBRUARY -0.79% -1.05% 2.11% 32.01%
MARCH 23.97% 29.41% -2.95% 17.43%
APRIL -12.32% 20.91% -2.34% -17.05%
MAY 0.00% 6.59% 3.59% -7.36%
JUNE 6.02% 3.99% 10.41% 13.44%
JULY 17.05% 8.80% 12.86% 5.93%
AUGUST 14.89% -2.28% 13.92% 2.89%
SEPTEMBER 4.23% 0.12% 0.89% 0.81%
OCTOBER 15.14% 17.11% 4.19% 43.99%
NOVEMBER 0.70% 9.15% 13.53% 15.92%
DECEMBER -0.70% -1.28% -4.84% -6.26%
2018 JANUARY -10.56% -10.70% -14.29% -13.39%
FEBRUARY 5.77% -5.37% -5.48% -15.70%
MARCH -1.24% 6.11% -2.90% -2.65%
APRIL -7.04% 12.78% -4.23% 1.04%
MAY -12.43% -15.05% -6.49% -11.81%
JUNE -9.26% -4.43% -6.11% 2.28%
JULY -2.38% -7.72% -6.51% -5.56%
AUGUST 36.59% 17.20% 17.09% 18.55%
SEPTEMBER -18.37% -6.75% -10.00% -12.99%
OCTOBER -0.62% -1.95% 5.11% -10.74%
NOVEMBER -3.14% 3.27% -0.86% -3.02%
DECEMBER 5.52% 0.00% 3.75% 1.35%
2019 JANUARY 13.54% 7.98% 9.72% 17.88%
FEBRUARY -8.13% 3.44% -2.78% -3.70%
MARCH -16.52% -4.19% -3.39% -14.22%
APRIL -2.83% -8.80% 9.97% -8.99%
MAY 25.24% 4.70% 0.56% 8.90%
JUNE -3.35% 2.32% 1.34% -4.51%
JULY -0.32% -4.84% -1.85% -17.56%
AUGUST -3.16% -7.95% -7.28% -0.54%
SEPTEMBER -6.54% 6.22% 1.45% -5.28%
OCTOBER 2.10% -17.72% 1.15% -12.17%
NOVEMBER -2.74% 14.62% -2.55% 35.45%
DECEMBER -3.52% -1.55% -3.49% -7.70%
2020 JANUARY -0.36% -12.43% 2.41% -10.56%
FEBRUARY -0.37% -25.80% 3.82% -3.07%
MARCH -10.29% -14.02% -12.46% -17.29%
MAY 0.00% 0.00% 0.65% 4.96%
JUNE 0.00% 7.50% -0.64% 44.96%
JULY 5.86% 0.00% 0.00% 20.86%
AUGUST 18.29% 24.45% 22.01% 4.07%
SEPTEMBER -0.34% 2.52% -3.18% -10.27%
OCTOBER 0.69% 1.97% -1.92% 11.44%
NOVEMBER 4.45% 10.84% -1.68% -10.27%
DECEMBER 9.51% -3.70% 2.56% 56.22%
5 6 7 8 9 10
-0.76% -0.44% 0.24% 9.22% 5.76% 7.76%
22.33% 12.72% 1.94% 10.99% 7.48% -2.24%
-9.20% -11.09% -1.78% -5.60% -3.80% 12.39%
10.82% -1.34% 0.79% 8.66% 3.95% 4.18%
-7.75% -11.96% -6.61% -0.28% -5.70% -6.45%
5.21% -0.51% -3.99% 7.99% -5.37% -13.00%
1.60% 5.93% 20.78% 9.22% 6.38% 8.26%
-2.67% 15.33% -7.49% 2.73% 9.33% -9.04%
-9.37% -1.90% 8.64% 1.04% 10.37% 1.65%
-5.88% 14.52% -22.20% -3.67% -2.76% -4.11%
4.55% -3.70% -0.71% -3.69% -7.39% -1.85%
-0.72% 5.94% 6.43% 2.10% -2.45% 3.84%
7.12% -0.99% 2.96% 0.97% 8.81% 1.82%
0.51% -9.00% 8.28% 3.83% -3.47% 5.67%
3.73% 4.03% 5.78% -4.50% 0.60% -2.16%
1.63% 8.45% 4.67% 0.36% 10.71% -1.12%
-3.54% -7.47% 2.18% -7.10% 11.29% 7.23%
-1.67% 2.11% -2.29% 6.74% -3.86% -0.43%
27.97% 17.87% 4.90% -1.94% 10.55% -5.25%
17.19% 13.41% 5.51% 7.92% 2.73% 3.00%
4.19% 18.77% -0.44% 5.85% 3.54% 0.91%
0.57% 0.65% -6.58% 19.61% -6.84% -2.80%
2.43% -7.10% -6.78% 0.54% 1.83% -0.96%
-1.53% -0.46% 3.01% -2.52% -4.05% 3.36%
0.28% 3.02% 5.18% 4.44% 8.45% 0.76%
13.56% -0.90% 3.09% -1.15% 2.60% 0.00%
7.34% -2.05% -0.97% -2.95% -5.06% 3.14%
-0.23% -8.84% -3.70% -1.48% -5.78% -7.13%
1.86% -5.10% -1.76% -8.80% 1.89% 1.24%
2.51% 13.19% 5.81% 6.67% -1.39% -2.67%
-5.12% -3.24% 0.26% -0.10% 0.00% 1.14%
-11.25% 1.55% -2.76% 2.50% -0.94% -2.68%
-5.81% -4.82% -2.58% -1.13% -6.16% 1.97%
-3.51% -5.07% -3.29% -2.28% -3.03% -1.41%
1.89% 3.65% -3.91% 2.63% 12.50% 2.43%
-4.14% 2.44% -3.43% -6.82% -13.89% -4.83%
-1.34% -2.91% 9.27% -4.48% -4.30% 15.16%
-12.67% 5.72% 9.14% -6.07% 0.56% -6.21%
14.85% -0.26% 1.72% 0.79% 0.00% -8.57%
-10.38% 0.78% 4.61% -7.76% 2.23% -3.42%
10.23% -3.85% 2.61% -7.44% -7.10% -9.43%
5.78% -2.91% -0.60% 3.95% -2.94% 1.18%
0.29% 5.74% 2.84% 0.25% -1.82% 7.89%
3.44% 4.57% 6.65% 9.99% 22.22% -1.86%
-6.80% 0.27% 1.74% 4.60% -2.53% 0.48%
-1.79% -6.54% 4.98% -7.47% -5.18% -5.32%
-7.58% 3.21% -12.33% -4.04% 6.01% -1.34%
2.62% 1.41% 5.12% -3.34% 3.61% 4.48%
-3.67% -3.90% 8.17% 6.91% 0.00% 4.04%
-9.12% -1.74% 9.42% -1.32% 16.92% -6.35%
-6.39% -0.59% -0.95% 1.94% 8.09% 1.23%
-4.87% -3.86% 0.53% 0.12% 7.87% -7.06%
-1.84% -3.70% -9.55% -7.97% -0.36% -12.27%
8.14% -3.41% -4.62% 3.62% 29.67% -2.10%
-12.16% -9.76% -0.66% -13.47% 26.84% -0.36%
1.10% 2.32% -5.27% 6.20% 4.68% 6.81%
3.26% 12.08% 0.00% -0.95% 26.38% 2.14%
-9.47% -12.79% -12.23% -16.85% 2.19% -9.41%
-2.56% -6.18% -2.00% 9.88% 0.00% -0.23%
0.00% 0.00% 0.00% 3.75% 0.00% -0.32%
0.00% 0.00% 0.00% 16.62% 27.84% 0.00%
24.34% 4.94% 18.37% 43.12% -3.35% 0.00%
9.79% 5.49% 0.06% 1.99% -2.80% 13.36%
2.97% 4.09% -4.08% 0.42% 15.64% -6.48%
-4.41% -4.75% -1.62% 33.34% -17.67% -5.68%
15.28% 22.83% 8.28% 32.85% 12.97% 2.55%
11 12 13 14 15 16
-1.12% -7.59% 1.92% -9.71% 6.47% -0.21%
-1.89% 0.68% 0.24% -0.36% -0.82% 3.51%
0.00% -2.72% -4.18% -7.70% 1.56% 17.15%
-0.19% 2.80% -9.98% -4.46% -3.74% -2.33%
-4.64% -1.36% -12.80% -2.89% -0.33% -14.72%
-4.26% 0.00% 6.80% -2.26% -1.11% -4.04%
13.77% 17.24% -4.71% 1.52% 1.39% 10.32%
-1.86% 4.12% 1.46% 8.49% 4.48% -3.09%
-5.31% -9.60% -11.65% 6.44% -9.25% -1.11%
-7.82% -10.00% 8.64% -4.94% -8.84% -1.48%
-2.61% -11.11% 3.53% 4.61% 5.05% 0.62%
1.79% 5.47% -0.16% -5.09% -1.97% 0.41%
-0.66% -2.96% 8.52% -3.14% 2.81% 0.46%
-1.32% 0.00% -4.52% -4.86% -2.19% 5.72%
6.26% 11.45% 2.24% 0.92% -7.35% 7.59%
7.37% -2.74% 2.63% 5.63% 2.96% -3.28%
-3.53% 4.93% -1.34% -5.66% 1.88% -7.15%
-1.02% 36.91% 3.73% 1.48% -1.08% 1.90%
2.05% 17.65% 0.25% -1.46% -2.19% 1.91%
22.13% -2.92% 6.16% 4.03% 0.46% 5.49%
0.99% 9.87% 2.45% 0.54% 0.38% -0.82%
1.47% -12.50% 7.48% 0.47% -2.96% -3.55%
-1.45% -9.37% 1.66% 6.05% 4.86% 0.24%
-2.94% -11.71% -2.64% 14.51% 9.53% 0.05%
6.05% 9.20% 4.78% 2.38% 1.38% 3.05%
-0.79% 7.37% 10.19% -1.57% 6.75% -0.74%
5.75% 0.00% 2.66% -4.34% -0.50% 1.40%
-7.40% 3.92% 6.60% -4.36% -0.42% -3.76%
-4.40% -2.36% 5.54% 3.42% 3.61% -1.43%
7.17% 1.93% 7.55% 7.25% 6.42% 7.93%
-2.23% -2.37% -0.13% -2.00% 3.08% -0.49%
3.42% -6.31% 6.71% -5.31% 11.06% -3.92%
-6.93% -2.07% -4.72% 0.90% -4.49% 0.98%
5.25% -0.53% -3.49% -1.40% -4.79% -0.51%
-9.65% -5.85% 1.65% 30.11% -0.72% 5.04%
9.61% -4.49% -11.67% 6.19% -0.46% -6.00%
-9.09% -3.73% -6.24% 16.47% 1.83% 10.26%
-0.36% 1.94% 0.33% 36.62% -5.20% 0.90%
5.02% 6.33% -0.92% 3.67% 1.35% 2.97%
2.05% 5.36% -4.19% 14.23% 1.53% -1.86%
-13.88% -10.73% 2.54% -5.11% -1.32% -5.30%
9.51% 0.00% -4.50% -9.40% -0.34% 3.02%
15.25% 9.49% 1.27% 0.48% 6.63% 3.66%
-5.54% 140.46% 8.41% 34.61% 0.87% 2.45%
2.93% -10.10% -1.18% 4.19% 4.20% 5.15%
3.39% 0.53% 3.99% 0.59% 22.32% -3.40%
0.67% -31.65% -12.34% -28.07% -9.56% -2.32%
4.85% 5.82% -1.00% 16.54% -3.28% -0.33%
-2.23% -3.47% 2.70% 9.10% 3.18% -0.94%
-1.79% -12.40% -8.86% 1.49% -10.06% -5.92%
-1.00% -0.46% -6.14% 3.78% -1.68% -2.29%
3.36% 27.06% 12.95% -16.56% -4.93% -2.66%
-7.79% 1.08% -9.90% -9.58% -0.05% -11.29%
-1.94% 3.93% 0.22% -3.25% -6.69% 1.20%
-6.28% -10.65% -10.28% -6.45% -9.57% -12.27%
-2.68% -5.38% -9.70% 5.79% 10.67% 2.88%
8.27% -1.63% 11.79% 0.58% -8.11% 9.08%
-7.03% -27.27% -15.34% -12.38% -7.99% -0.52%
-2.87% 0.00% 6.07% -3.72% 0.00% 15.79%
21.35% 0.00% -7.73% 0.00% 0.00% 0.00%
0.00% 60.80% 8.84% 0.00% 0.00% -16.36%
-6.10% 3.89% 23.12% 23.52% 18.49% 12.50%
15.77% 18.03% 3.72% 12.06% 4.20% -3.43%
9.78% 13.54% -0.03% 1.71% -3.05% -2.55%
5.84% -10.41% -3.10% 5.99% -5.20% -1.75%
-12.83% 0.85% 8.83% -9.64% 14.65% 1.88%
17 18 19 20
6.82% 0.94% -10.47% -7.86%
17.76% 7.54% 4.00% 4.14%
-0.18% -11.42% -10.65% 0.27%
9.64% -4.36% 0.33% -0.11%
-5.29% -22.40% -12.54% -9.13%
4.21% -2.28% 4.15% -6.55%
4.14% -8.58% 5.07% 3.58%
0.93% -4.29% -0.34% -3.55%
8.87% 4.34% -0.35% 1.93%
2.95% -10.20% -1.74% -2.66%
3.58% -14.05% -10.95% -5.47%
7.54% 41.22% 10.44% 17.73%
5.73% -2.59% -0.83% -5.25%
-1.74% -12.26% -2.08% 17.17%
-10.99% 8.93% -3.40% 4.96%
1.39% 4.76% 2.64% 21.65%
-1.37% -6.94% -9.44% -13.51%
2.77% 3.66% 15.64% 8.29%
4.16% 7.46% 6.56% 0.04%
0.32% 1.10% 29.62% 21.65%
-0.52% -1.20% 4.15% 7.15%
-6.41% -12.56% 0.00% 6.69%
-3.62% -8.93% -2.56% -0.16%
-3.32% -1.07% -4.09% 7.85%
3.92% -2.63% 2.74% -91.16%
3.12% -3.66% 0.00% -3.01%
-4.70% -2.97% -5.64% -2.33%
-0.73% 4.25% -7.23% -7.34%
-5.74% -3.43% -5.42% -2.57%
11.44% -6.08% 3.12% 3.74%
1.02% 25.72% -1.46% -1.06%
-1.25% -13.59% -2.96% -6.85%
-8.89% -0.17% -4.20% 2.53%
6.01% -5.64% -3.19% -2.47%
-4.00% 3.69% 30.04% -1.84%
-10.11% -8.14% -13.61% -7.03%
-5.44% 4.06% -4.03% 8.82%
-7.98% -2.84% -3.44% -1.39%
-2.32% -2.92% 3.95% -2.82%
1.64% -2.44% -9.13% 1.21%
6.59% -14.07% 2.93% -12.89%
-0.27% -8.97% -6.52% 5.21%
-0.78% 7.14% 7.31% 1.56%
11.19% 1.38% 7.66% 22.82%
-3.49% -7.48% -6.72% -6.26%
0.04% 0.74% -4.66% -1.56%
-3.45% -6.57% 1.78% 7.24%
0.76% 4.17% 0.44% 1.69%
4.65% -0.75% -2.61% 6.85%
-5.84% 0.50% -17.41% 13.98%
-6.83% -3.26% 8.65% -13.46%
-1.40% -7.25% -8.46% 0.79%
-15.75% -9.22% -16.30% -2.54%
6.39% 18.46% 0.00% -5.81%
-9.93% -12.73% -10.39% -10.00%
18.24% 49.70% 0.72% 18.91%
-3.69% -9.74% 17.99% -4.57%
-16.44% -17.84% -18.29% -15.42%
-4.46% -3.75% 6.72% -5.91%
0.13% 0.00% -9.09% 0.00%
15.85% 0.00% 3.08% 17.02%
9.20% 28.13% 112.69% 10.96%
-6.58% -10.00% -11.93% -6.05%
2.54% -3.62% -13.94% -3.86%
-1.10% -8.52% 18.52% -12.28%
7.22% 32.33% 126.56% 15.01%
2015 JUNE 23.63% 12.61% -4.76% -11.75%
JULY -8.00% 2.29% -2.31% 7.19%
AUGUST 0.00% -2.74% -1.57% -5.03%
SEPTEMBER 3.38% 5.37% 6.40% 23.67%
OCTOBER 7.01% 12.62% 5.64% -14.86%
NOVEMBER 8.30% 3.66% 1.07% -6.38%
DECEMBER -2.82% 1.25% 0.70% 3.94%
2016 JANUARY -7.05% -18.73% 1.05% -54.59%
FEBRUARY -4.46% -9.25% 3.81% 48.37%
MARCH -19.63% 3.70% -0.33% 5.78%
APRIL 10.26% -5.35% -2.31% -7.51%
MAY 6.51% 12.09% 14.48% -11.24%
JUNE 2.78% 14.22% 9.36% -0.70%
JULY 11.89% 20.38% -3.08% 0.71%
AUGUST 7.73% -4.55% 1.41% -0.38%
SEPTEMBER 6.73% -1.64% 2.44% 18.42%
OCTOBER -5.04% 0.00% -1.36% -19.40%
NOVEMBER 2.65% 9.17% -0.34% 5.51%
DECEMBER 2.59% -1.98% 0.35% 22.12%
2017 JANUARY 6.72% 5.62% 14.48% 38.26%
FEBRUARY -0.79% 1.64% 2.11% 34.67%
MARCH 29.25% 29.41% 0.09% 17.43%
APRIL -12.32% 20.91% -2.34% -17.05%
MAY 0.00% 6.59% 3.59% -7.36%
JUNE 6.02% 3.99% 10.41% 13.44%
JULY 17.05% 8.80% 12.86% 5.93%
AUGUST 14.89% -2.28% 13.92% 2.89%
SEPTEMBER 4.23% 0.12% 0.89% 0.81%
OCTOBER 15.14% 17.11% 4.19% 43.99%
NOVEMBER 0.70% 9.15% 13.53% 15.92%
DECEMBER -0.70% -1.28% -4.84% -6.26%
2018 JANUARY -10.56% -10.70% -14.29% -13.39%
FEBRUARY 5.77% -5.37% -5.48% -13.44%
MARCH -1.24% 6.11% -2.90% -2.65%
APRIL -7.04% 15.06% -4.23% 1.04%
MAY -6.26% -15.05% -6.49% -11.81%
JUNE -9.26% -4.43% -6.11% 2.28%
JULY -2.38% -7.72% -6.51% -5.56%
AUGUST 36.59% 17.20% 17.09% 18.55%
SEPTEMBER -18.37% -6.75% -10.00% -12.99%
OCTOBER -0.62% -1.95% 5.11% -10.74%
NOVEMBER -3.14% 3.27% -0.86% -3.02%
DECEMBER 5.52% 0.00% 3.75% 1.35%
2019 JANUARY 13.54% 7.98% 9.72% 17.88%
FEBRUARY -8.13% 3.44% -2.78% 2.36%
MARCH -16.52% -4.19% -3.39% -14.22%
APRIL -2.83% -8.80% 9.97% -8.99%
MAY 25.24% 4.70% 0.56% 8.90%
JUNE -3.35% 3.08% 1.34% -4.51%
JULY 1.27% -4.84% -1.85% -17.56%
AUGUST -3.16% -7.95% -7.28% -0.54%
SEPTEMBER -6.54% 6.22% 1.45% -5.28%
OCTOBER 2.10% -17.72% 1.15% -12.17%
NOVEMBER -2.74% 14.62% -2.55% 35.45%
DECEMBER -3.52% -1.55% -3.49% -7.70%
2020 JANUARY -0.36% -12.43% 2.41% -10.56%
FEBRUARY -0.37% -25.80% 3.82% -3.07%
MARCH -10.29% -14.02% -12.46% -17.29%
MAY 0.00% 1.57% 0.65% 4.96%
JUNE 2.03% 7.50% -0.64% 47.93%
JULY 5.86% 0.00% 0.00% 20.86%
AUGUST 18.29% 24.45% 22.01% 4.07%
SEPTEMBER -0.34% 2.52% -3.18% -10.27%
OCTOBER 0.69% 1.97% -1.92% 11.44%
NOVEMBER 4.45% 10.84% -1.68% -10.27%
DECEMBER 9.51% -3.70% 2.56% 56.22%
MEAN RETURN 2.13% 1.98% 1.26% 2.78%

5 6 7 8 9 10
-0.76% -0.44% 0.24% 9.22% 5.76% 7.76%
22.33% 12.72% 1.94% 10.99% 7.48% -2.24%
-9.20% -11.09% -1.78% -5.60% -3.80% 12.39%
10.82% 2.50% 0.79% 8.66% 3.95% 4.18%
-7.75% -11.96% -6.61% -0.28% -5.70% -6.45%
5.21% -0.51% -3.99% 7.99% -5.37% -13.00%
1.60% 5.93% 20.78% 9.22% 6.38% 8.26%
-2.67% 15.33% -7.49% 2.73% 9.33% -9.04%
-9.37% -1.90% 8.64% 1.04% 10.37% 1.65%
-1.15% 14.52% -17.58% -3.67% -2.76% -4.11%
4.55% -3.70% -0.71% -3.69% -7.39% -0.20%
-0.72% 5.94% 6.43% 3.91% -2.45% 3.84%
7.12% -0.99% 2.96% 0.97% 8.81% 1.82%
0.51% -9.00% 8.28% 3.83% -3.47% 5.67%
3.73% 4.03% 5.78% -4.50% 0.60% -2.16%
1.63% 8.45% 4.67% 0.36% 10.71% -1.12%
-3.54% -3.34% 2.18% -7.10% 11.29% 7.23%
-1.67% 2.11% -2.29% 6.74% -3.86% -0.43%
27.97% 17.87% 4.90% -1.94% 10.55% -5.25%
17.19% 13.41% 5.51% 7.92% 2.73% 3.00%
8.68% 18.77% 3.00% 5.85% 3.54% 0.91%
0.57% 0.65% -6.58% 19.61% -6.84% -2.80%
2.43% -7.10% -6.78% 0.54% 1.83% -0.96%
-1.53% -0.46% 3.01% -2.52% -4.05% 3.36%
0.28% 3.02% 5.18% 4.44% 8.45% 0.76%
13.56% -0.90% 3.09% -1.15% 2.60% 0.00%
7.34% -2.05% -0.97% -2.95% -5.06% 3.14%
-0.23% -8.84% -3.70% -1.48% -5.78% -5.72%
1.86% -3.83% -1.76% -7.52% 4.20% 1.24%
2.51% 13.19% 5.81% 6.67% -1.39% -2.67%
-5.12% -3.24% 0.26% -0.10% 0.00% 1.14%
-11.25% 1.55% -2.76% 2.50% -0.94% -2.68%
-1.85% -4.82% -2.58% -1.13% -6.16% 1.97%
-3.51% -5.07% 2.11% -2.28% -3.03% -1.41%
1.89% 3.65% -3.91% 2.63% 12.50% 2.43%
-4.14% 2.44% -3.43% -6.82% -13.89% -4.83%
-1.34% -2.91% 9.27% -4.48% -4.30% 15.16%
-12.67% 5.72% 9.14% -6.07% 0.56% -6.21%
14.85% -0.26% 1.72% 0.79% 0.00% -8.57%
-10.38% 0.78% 4.61% -7.76% 2.23% -1.65%
10.23% -3.85% 2.61% -5.79% -3.57% -9.43%
5.78% -2.91% -0.60% 3.95% -2.94% 1.18%
0.29% 5.74% 2.84% 0.25% -1.82% 7.89%
3.44% 4.57% 6.65% 9.99% 22.22% -1.86%
-1.94% 0.27% 1.74% 4.60% -2.53% 0.48%
-1.79% -6.54% 4.98% -7.47% -5.18% -5.32%
-7.58% 3.21% -12.33% -4.04% 6.01% -1.34%
2.62% 1.41% 5.12% -3.34% 3.61% 4.48%
-3.67% -3.90% 8.17% 6.91% 0.00% 4.04%
-9.12% -1.74% 9.42% -1.32% 16.92% -6.35%
-6.39% -0.59% -0.95% 1.94% 8.09% 1.23%
-4.87% -3.86% 0.53% 0.12% 7.87% -5.10%
-1.84% -2.16% -9.55% -7.97% 1.47% -12.27%
8.14% -3.41% -4.62% 5.49% 29.67% -2.10%
-12.16% -9.76% -0.66% -13.47% 26.84% -0.36%
1.10% 2.32% -5.27% 6.20% 4.68% 6.81%
10.87% 12.08% 4.51% -0.95% 26.38% 2.14%
-9.47% -12.79% -12.23% -16.85% 2.19% -9.41%
-2.56% -6.18% -2.00% 9.88% 0.00% -0.23%
0.00% 0.00% 0.00% 3.75% 0.00% -0.32%
0.00% 0.00% 0.00% 16.62% 27.84% 0.00%
24.34% 4.94% 18.37% 43.12% -3.35% 1.14%
9.79% 7.35% 0.06% 3.26% -2.80% 13.36%
2.97% 4.09% -4.08% 0.42% 15.64% -6.48%
-4.41% -4.75% -1.62% 33.34% -17.67% -5.68%
15.28% 22.83% 8.28% 32.85% 12.97% 2.55%
1.47% 1.16% 1.01% 2.53% 3.18% -0.25%

11 12 13 14 15 16
-1.12% -7.59% 1.92% -9.71% 6.47% -0.21%
-1.89% 0.68% 0.24% -0.36% -0.82% 3.51%
0.00% -2.72% -4.18% -7.70% 1.56% 17.15%
-0.19% 2.80% -9.98% -4.46% -3.74% -2.33%
-4.64% -1.36% -12.80% -2.89% -0.33% -14.72%
-4.26% 0.00% 6.80% -2.26% -1.11% -2.31%
13.77% 17.24% -4.71% 1.52% 1.39% 10.32%
-1.86% 4.12% 1.46% 8.49% 4.48% -3.09%
-5.31% -9.60% -5.47% 6.44% -9.25% -1.11%
-2.38% -10.00% 8.64% -4.94% -8.84% -1.48%
-2.61% -11.11% 3.53% 4.61% 5.05% 0.62%
1.79% 5.47% -0.16% 0.14% -1.97% 0.41%
-0.66% -2.96% 8.52% -3.14% 2.81% 0.46%
-1.32% 0.00% -4.52% -4.86% -2.19% 5.72%
6.26% 11.45% 2.24% 0.92% -7.35% 7.59%
7.37% -2.74% 2.63% 5.63% 2.96% -3.28%
-3.53% 4.93% -1.34% -5.66% 1.88% -5.58%
-1.02% 36.91% 3.73% 1.48% -1.08% 1.90%
2.05% 17.65% 0.25% -1.46% -2.19% 1.91%
22.13% -2.92% 11.96% 4.03% 0.46% 5.49%
4.25% 9.87% 2.45% 0.54% 2.77% -0.82%
1.47% -12.50% 7.48% 0.47% -2.96% -3.55%
-1.45% -5.93% 1.66% 6.05% 4.86% 0.24%
-2.94% -11.71% -2.64% 14.51% 9.53% 0.05%
6.05% 9.20% 4.78% 2.38% 1.38% 3.05%
-0.79% 7.37% 10.19% -1.57% 6.75% -0.74%
5.75% 0.00% 2.66% -4.34% -0.50% 1.40%
-7.40% 3.92% 6.60% -4.36% -0.42% -3.76%
-4.40% -2.36% 5.54% 3.42% 3.61% 0.10%
7.17% 1.93% 7.55% 7.25% 6.42% 7.93%
-2.23% -2.37% -0.13% 2.87% 3.08% -0.49%
3.42% -6.31% 10.79% -5.31% 11.06% -3.92%
-3.55% -2.07% -4.72% 0.90% -2.83% 0.98%
5.25% -0.53% -3.49% -1.40% -4.79% -0.51%
-9.65% -3.03% 1.65% 30.11% -0.72% 5.04%
9.61% -4.49% -11.67% 6.19% -0.46% -6.00%
-9.09% -3.73% -6.24% 16.47% 1.83% 10.26%
-0.36% 1.94% 3.54% 36.62% -5.20% 0.90%
5.02% 6.33% -0.92% 6.30% 1.35% 2.97%
2.05% 5.36% -4.19% 14.23% 1.53% -1.86%
-13.88% -10.73% 2.54% -5.11% -1.32% -3.95%
9.51% 0.00% -4.50% -9.40% -0.34% 3.02%
15.25% 9.49% 1.27% 0.48% 6.63% 3.66%
-5.54% 140.46% 12.31% 34.61% 0.87% 2.45%
4.51% -10.10% -1.18% 4.19% 4.20% 5.15%
3.39% 0.53% 3.99% 0.59% 23.42% -3.40%
0.67% -31.65% -12.34% -28.07% -9.56% -2.32%
4.85% 5.82% -1.00% 16.54% -3.28% -0.33%
-2.23% -3.47% 2.70% 9.10% 3.18% -0.94%
-1.79% -12.40% -6.15% 1.49% -10.06% -5.92%
-1.00% -0.46% -6.14% 7.20% -1.68% -2.29%
3.36% 27.06% 12.95% -16.56% -4.93% -2.66%
-7.79% 1.08% -9.90% -9.58% -0.05% -9.81%
-1.94% 3.93% 0.22% -3.25% -6.69% 1.20%
-6.28% -10.65% -10.28% -6.45% -9.57% -12.27%
-2.68% -5.38% -8.15% 5.79% 10.67% 2.88%
10.99% -1.63% 11.79% 0.58% -4.05% 9.08%
-7.03% -27.27% -15.34% -12.38% -7.99% -0.52%
-2.87% 0.00% 6.07% -3.72% 0.00% 15.79%
21.35% 0.00% -2.73% 0.00% 0.00% 0.00%
0.00% 61.14% 8.84% 0.00% 0.00% -16.36%
-6.10% 3.89% 23.12% 23.52% 18.49% 12.50%
15.77% 18.03% 3.72% 16.82% 4.20% -1.83%
9.78% 13.54% -0.03% 1.71% -3.05% -2.55%
5.84% -10.41% -3.10% 5.99% -5.20% -1.75%
-12.83% 0.85% 8.83% -9.64% 14.65% 1.88%
0.97% 3.07% 0.87% 2.15% 0.65% 0.35%

17 18 19 20
6.82% 0.94% -10.47% -7.86%
17.76% 7.54% 4.00% 4.14%
-0.18% -11.42% -10.65% 0.27%
9.64% -4.36% 0.33% -0.11%
-5.29% -22.40% -12.54% -9.13%
5.42% -2.28% 4.15% -6.55%
4.14% -8.58% 5.07% 3.58%
0.93% -4.29% -0.34% -3.55%
8.87% 4.34% -0.35% 1.93%
2.95% -10.20% -1.74% -2.66%
3.58% -12.31% -10.95% -5.47%
7.54% 41.22% 10.44% 18.01%
5.73% -2.59% -0.83% -5.25%
-1.74% -12.26% -2.08% 17.17%
-10.99% 8.93% -3.40% 4.96%
1.39% 4.76% 2.64% 21.65%
-0.02% -6.94% -9.44% -13.51%
2.77% 3.66% 15.64% 8.29%
4.16% 7.46% 6.56% 0.04%
0.32% 1.10% 29.62% 21.65%
-0.52% 0.01% 4.15% 7.15%
-6.41% -12.56% 0.00% 6.69%
-3.62% -8.93% -2.56% -0.16%
-3.32% -1.07% -4.09% 7.85%
3.92% -2.63% 2.74% -91.16%
3.12% -3.66% 0.00% -3.01%
-4.70% -2.97% -5.64% -2.33%
-0.73% 4.25% -7.23% -7.34%
-4.09% -3.43% -3.73% -2.57%
11.44% -6.08% 3.12% 3.74%
1.02% 25.72% -1.46% 1.08%
-1.25% -13.59% -2.96% -6.85%
-8.89% -0.17% -4.20% 2.53%
6.01% -3.88% -3.19% -2.47%
-4.00% 3.69% 30.04% -1.84%
-10.11% -8.14% -13.61% -7.03%
-5.44% 4.06% -4.03% 8.82%
-7.98% -2.84% -3.44% -1.39%
-2.32% -2.92% 3.95% -2.82%
1.64% -2.44% -9.13% 2.64%
8.93% -14.07% 5.02% -12.89%
-0.27% -8.97% -6.52% 5.21%
-0.78% 7.14% 7.31% 1.56%
11.19% 1.38% 7.66% 22.82%
-3.49% -5.03% -6.72% -6.26%
0.04% 0.74% -4.66% -1.56%
-3.45% -6.57% 1.78% 7.24%
0.76% 4.17% 0.44% 1.69%
4.65% -0.75% -2.61% 6.85%
-5.84% 0.50% -17.41% 13.98%
-6.83% -3.26% 8.65% -13.46%
-1.40% -7.25% -8.46% 0.79%
-13.31% -9.22% -13.59% -0.54%
6.39% 18.46% 0.00% -5.81%
-9.93% -12.73% -10.39% -10.00%
18.24% 49.70% 0.72% 18.91%
-3.69% -9.74% 17.99% -4.57%
-16.44% -17.84% -18.29% -15.42%
-4.46% -3.75% 6.72% -5.91%
0.13% 0.00% -9.09% 0.00%
15.85% 0.00% 3.08% 17.02%
9.20% 28.13% 112.69% 10.96%
-3.65% -10.00% -9.94% -3.82%
2.54% -3.62% -13.94% -3.86%
-1.10% -8.52% 18.52% -12.28%
7.22% 32.33% 126.56% 15.01%
0.58% -0.52% 2.88% -0.23%

RISK FREE RATE
ISSUE DATE TENURE AND NAME CUTOFF YIELD
21/01/2021 10yr Treasury Bond 5.75%
MONTHLY RISK FREE RATE 0.48%
COMPANY NAME RETURN RATE RETURN
TBL 2.13% 0.48% 1.65%
BRACBANK 1.98% 0.48% 1.50%
EBL 1.26% 0.48% 0.78%
LANKABAFIN 2.78% 0.48% 2.30%
IDLC 1.47% 0.48% 0.99%
GPHISPAT 1.16% 0.48% 0.68%
SINGERBD 1.01% 0.48% 0.53%
BXPHARMA 2.53% 0.48% 2.05%
BEACONPHAR 3.18% 0.48% 2.70%
APEXFOOT -0.25% 0.48% -0.73%
GREENDELT 0.97% 0.48% 0.49%
AGRANINS 3.07% 0.48% 2.59%
GP 0.87% 0.48% 0.39%
UPGDCL 2.15% 0.48% 1.67%
BATBC 0.65% 0.48% 0.17%
AMCL(PRAN) 0.35% 0.48% -0.13%
OLYMPIC 0.58% 0.48% 0.10%
LHBL -0.52% 0.48% -1.00%
BEXIMCO 2.88% 0.48% 2.40%
BSC -0.23% 0.48% -0.71%
TRUST BRACBANK EBL LANKABAFIN
TRUST 0.01075216696 0.0049248709944 0.003686061362742 0.00595963148
BRACBANK 0.004924870994387 0.01071069605 0.00249987031695 0.005861883786
EBL 0.003686061362742 0.002499870317 0.004630840302 0.003804554747
LANKABAFIN 0.005959631479815 0.0058618837857 0.003804554747221 0.03555420334
IDLC 0.003265975047737 0.0024635181063 0.002959862197774 0.006460751606
GPHISPAT 6.48439198404E-07 -0.001121584885 0.001298405254742 0.004578200553
SINGERBD 0.001298290305463 0.0008052847195 0.001202521363409 0.003005690416
BXPHARMA 0.003450459860279 0.0043176388593 0.002201687935636 0.005779015567
BEACONPHAR -0.00058461324854 -0.001420297019 0.00012488948167 0.004552283915
APEXFOOT 0.000279041951011 0.0006872237024 6.468162434198E-05 0.001508974641
GREENDELT 0.000353032112869 -2.255363946E-05 0.00052262398181 0.002194213353
AGRANINS 0.003874653376694 0.002666048453 0.002611201981672 0.007749682249
GP 0.001802628579832 0.0023038049763 0.001861215785508 0.00335371471
UPGDCL 0.000690813508473 0.0014905684516 0.000184551432645 0.000515381456
BATBC 0.00042800101287 0.0006949337096 0.000673013058645 -0.00032034299
AMCL(PRAN) 0.000384037624679 0.0007081679673 0.000797150830669 0.001799986472
OLYMPIC 0.00058212123406 0.0014903403088 0.001615003400806 0.003790284585
LHBL 0.001699325238481 0.0006069992225 0.002205584801702 0.005588446302
BEXIMCO 0.005267423466736 0.0045544646573 0.005894536533085 0.015210097614
BSC 0.001304072027859 0.001065278551 0.000838020317975 0.003943831788
HISTORICAL WITH EQUAL WEIGHT

COMPANY MEAN RETURN WEIGHT
TRUST 2.13% 0.05
BRACBANK 1.98% 0.05
EBL 1.26% 0.05
LANKABAFIN 2.78% 0.05
IDLC 1.47% 0.05
GPHISPAT 1.16% 0.05
SINGERBD 1.01% 0.05
BXPHARMA 2.53% 0.05
BEACONPHAR 3.18% 0.05
APEXFOOT -0.25% 0.05
GREENDELT 0.97% 0.05
AGRANINS 3.07% 0.05
GP 0.87% 0.05
UPGDCL 2.15% 0.05
BATBC 0.65% 0.05
AMCL(PRAN) 0.35% 0.05
OLYMPIC 0.58% 0.05
LHBL -0.52% 0.05
BEXIMCO 2.88% 0.05
BSC -0.23% 0.05
TOTAL WEIGHT 1
MONTHLY RISK
FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 1.40%
PORTFOLIO
VARIANCE
STANDARD #VALUE!
DEVIATION 5.29%
SHARPE RATIO 17.41%
Expected Return Calculation

Companies Average Return Valuation Status P/E
TRUST 2.13% 9.97
BRACBANK 1.98% 12.22
EBL 1.26% 7.93
LANKABAFIN 2.78% 28.81
IDLC 1.47% 16.9
GPHISPAT 1.16% 39.75
SINGERBD 1.01% 16.95
BXPHARMA 2.53% 21.7
BEACONPHAR 3.18% 46.67
APEXFOOT -0.25% 39.02
GREENDELT 0.97% 17.82
AGRANINS 3.07% 34.92
GP 0.87% 14.61
UPGDCL 2.15% 25.36
BATBC 0.65% 30.94
AMCL(PRAN) 0.35% 34.39
OLYMPIC 0.58% 17.98
LHBL -0.52% 35.27
BEXIMCO 2.88% 154.12
BSC -0.23% 15.66
IDLC GPHISPAT SINGERBD BXPHARMA BEACONPHAR
0.003265975047737 6.484391984E-07 0.001298290305463 0.003450459860279 -0.000584613248538
0.002463518106261 -0.0011215848845 0.00080528471945 0.004317638859251 -0.001420297019253
0.002959862197774 0.0012984052547 0.001202521363409 0.002201687935636 0.00012488948167
0.006460751606349 0.0045782005529 0.003005690416319 0.005779015566508 0.004552283915257
0.007127267787 0.0032280693724 0.001440943147878 0.003435579485512 0.000731926984451
0.003228069372449 0.005515302045 0.000975306789368 0.002424394132244 0.001549911827065
0.001440943147878 0.0009753067894 0.004101040975 0.001924292426389 0.000617767045242
0.003435579485512 0.0024243941322 0.001924292426389 0.009671203769 -0.000289301754998
0.000731926984451 0.0015499118271 0.000617767045242 -0.000289301754998 0.008782821714
0.000209708653683 0.0001282778501 0.001296565983207 0.000546138781362 9.640465882168E-05
0.000705704863215 0.0014294095931 0.000714713510379 7.491072116748E-05 -0.000659365412723
0.00295591250458 0.0027496082658 0.003259778793738 0.004139999552744 0.006925379676943
0.002684111308812 0.0019833871575 0.001262403475991 0.003265552277133 0.000740617465941
0.000513664746404 0.0014663399118 0.002723658506215 0.001649460159023 -2.767697526066E-05
0.001421701842791 0.0007006696949 0.001100735253811 0.001960653999267 -0.001267789174635
0.00147346968335 0.0007608062262 0.001423137125102 0.001250060004686 -0.000858544942782
0.002388365013824 0.0016826041722 0.001230145828572 0.003161428168469 0.001473122437181
0.003091813999574 0.00308513854 0.002282841170693 0.004592752573686 0.001721539917992
0.009423002896698 0.0077219868862 0.005379919026255 0.016323661055063 0.001727359168601
0.001731402216101 0.0022026629007 0.001683461404833 0.002686365878032 0.000634387978039
WITH EXPECTED RETURN HISTORICAL WITH E

COMPANY MEAN RETURN WEIGHT COMPANY
TRUST 2.15% 0.05 TRUST
BRACBANK 2.00% 0.05 BRACBANK
EBL 1.26% 0.05 EBL
LANKABAFIN 2.80% 0.05 LANKABAFIN
IDLC 1.50% 0.05 IDLC
GPHISPAT 1.20% 0.05 GPHISPAT
SINGERBD 1.01% 0.05 SINGERBD
BXPHARMA 2.60% 0.05 BXPHARMA
BEACONPHAR 3.20% 0.05 BEACONPHAR
APEXFOOT 0.01% 0.05 APEXFOOT
GREENDELT 0.97% 0.05 GREENDELT
AGRANINS 3.07% 0.05 AGRANINS
GP 0.90% 0.05 GP
UPGDCL 2.18% 0.05 UPGDCL
BATBC 0.66% 0.05 BATBC
AMCL(PRAN) 0.36% 0.05 AMCL(PRAN)
OLYMPIC 0.58% 0.05 OLYMPIC
LHBL 0.02% 0.05 LHBL
BEXIMCO 2.90% 0.05 BEXIMCO
BSC 0.01% 0.05 BSC
TOTAL WEIGHT 1 TOTAL WEIGHT

MONTHLY RISK MONTHLY RISK
FREE RATE
PORTFOLIO 0.48% FREE RATE
PORTFOLIO
RETURN
PORTFOLIO 1.47% RETURN
PORTFOLIO
PORTFOLIO PORTFOLIO
VARIANCE
STANDARD 0.28% VARIANCE
STANDARD
DEVIATION 5.29% DEVIATION
SHARPE RATIO 18.70% SHARPE RATIO
ulation
Adjustment Expected Return
1% 2.15%
1% 2.00%
0% 1.26%
1% 2.80%
2% 1.50%
4% 1.20%
0% 1.01%
3% 2.60%
1% 3.20%
-104% 0.01%
0% 0.97%
0% 3.07%
4% 0.90%
2% 2.18%
1% 0.66%
3% 0.36%
0% 0.58%
-104% 0.02%
1% 2.91%
-104% 0.01%
APEXFOOT GREENDELT AGRANINS GP
0.000279041951011 0.000353032112869 0.003874653376694 0.001802628579832
0.000687223702432 -2.25536394644E-05 0.00266604845301 0.00230380497629
6.46816243419767E-05 0.00052262398181 0.002611201981672 0.001861215785508
0.001508974641452 0.002194213352739 0.007749682249009 0.003353714709949
0.000209708653683 0.000705704863215 0.00295591250458 0.002684111308812
0.000128277850072 0.001429409593114 0.002749608265797 0.00198338715749
0.001296565983207 0.000714713510379 0.003259778793738 0.001262403475991
0.000546138781362 7.491072116748E-05 0.004139999552744 0.003265552277133
9.64046588216811E-05 -0.000659365412723 0.006925379676943 0.000740617465941
0.003127261287 0.000746084732262 0.000335897678351 -4.082179526146E-05
0.000746084732262 0.005078962528 0.000685265073484 0.000353046591379
0.000335897678351 0.000685265073484 0.0454065673 0.005542743048329
-4.0821795261455E-05 0.000353046591379 0.005542743048329 0.005131400369
0.000790148537433 -4.01618799535E-05 0.008374113326666 0.001803204321495
0.000768129866947 -5.23754329842E-05 0.000847315652666 0.001757018748617
0.001426945660086 0.000663500775668 -0.00021084658588 0.001082635593951
0.000598396187161 -0.000273578616966 0.004956316436588 0.001724674848593
0.001625945493561 -0.00108769401625 0.002797792155581 0.001566774964134
0.001303534406762 -0.002920364021456 0.003455155572098 0.007761735901213
0.001246152866083 -1.46966621997E-05 0.006247604183886 0.00082147032087
ISTORICAL WITH EQUAL WEIGHT

MEAN RETURN WEIGHT
2.13% 7.07%
1.98% 8.63%
1.26% 13.67%
2.78% -0.56%
1.47% -3.10%
1.16% 8.74%
1.01% -1.64%
2.53% 29.95%
3.18% 43.44%
-0.25% -25.97%
0.97% 8.62%
3.07% -4.61%
0.87% -25.01%
2.15% 13.15%
0.65% 37.33%
0.35% 22.48%
0.58% -11.78%
-0.52% -11.77%
2.88% -8.66%
-0.23% 0.01%
100.00%
0.48%
2.80%
#VALUE!
4.06%
57.08%
UPGDCL BATBC AMCL(PRAN) OLYMPIC LHBL
0.000690813508473 0.00042800101287 0.000384037624679 0.00058212123406 0.001699325238481
0.001490568451627 0.000694933709619 0.000708167967294 0.001490340308775 0.000606999222531
0.000184551432645 0.000673013058645 0.000797150830669 0.001615003400806 0.002205584801702
0.000515381455914 -0.000320342986022 0.001799986472247 0.003790284584803 0.005588446302243
0.000513664746404 0.001421701842791 0.00147346968335 0.002388365013824 0.003091813999574
0.001466339911826 0.000700669694918 0.000760806226164 0.001682604172242 0.00308513854001
0.002723658506215 0.001100735253811 0.001423137125102 0.001230145828572 0.002282841170693
0.001649460159023 0.001960653999267 0.001250060004686 0.003161428168469 0.004592752573686
-2.76769752607E-05 -0.001267789174635 -0.000858544942782 0.001473122437181 0.001721539917992
0.000790148537433 0.000768129866947 0.001426945660086 0.000598396187161 0.001625945493561
-4.01618799535E-05 -5.237543298416E-05 0.000663500775668 -0.000273578616966 -0.00108769401625
0.008374113326666 0.000847315652666 -0.00021084658588 0.004956316436588 0.002797792155581
0.001803204321495 0.001757018748617 0.001082635593951 0.001724674848593 0.001566774964134
0.01132583179 0.001319649727117 0.0012525017755 0.000535079744678 0.002460687547448
0.001319649727117 0.003876119526 0.00065855278363 0.001206651578163 0.002387165297682
0.0012525017755 0.00065855278363 0.003453575268 0.000352978434236 0.001648311595035
0.000535079744678 0.001206651578163 0.000352978434236 0.004763342316 0.004038092169637
0.002460687547448 0.002387165297682 0.001648311595035 0.004038092169637 0.01582395616
0.004022428199943 0.005756602395059 0.00413955129274 0.004545603989456 0.01405372613945
0.002036980072199 0.000794195004031 0.000586798177066 0.001763174926131 0.006013863754706
BEXIMCO BSC
0.005267423466736 0.001304072027859
0.004554464657265 0.001065278551019
0.005894536533085 0.000838020317975
0.015210097613606 0.003943831788102
0.009423002896698 0.001731402216101
0.007721986886166 0.002202662900652
0.005379919026255 0.001683461404833
0.016323661055063 0.002686365878032
0.001727359168601 0.000634387978039
0.001303534406762 0.001246152866083
-0.002920364021456 -1.46966621996961E-05
0.003455155572098 0.006247604183886
0.007761735901213 0.00082147032087
0.004022428199943 0.002036980072199
0.005756602395059 0.000794195004031
0.00413955129274 0.000586798177066
0.004545603989456 0.001763174926131
0.01405372613945 0.006013863754706
0.05145290137 0.006567728367821
0.006567728367821 0.02080391992
TRUST BRACBANK EBL LANKABAFIN IDLC
TRUST 0.01075216696 0.004924870994387 0.003686061362742 0.005959631479815 0.003265975047737
BRACBANK 0.004924870994387 0.01071069605 0.00249987031695 0.005861883785674 0.002463518106261
EBL 0.003686061362742 0.00249987031695 0.004630840302 0.003804554747221 0.002959862197774
LANKABAFIN 0.005959631479815 0.005861883785674 0.003804554747221 0.03555420334 0.006460751606349
IDLC 0.003265975047737 0.002463518106261 0.002959862197774 0.006460751606349 0.007127267787
GPHISPAT 6.484391984039E-07 -0.00112158488453 0.001298405254742 0.004578200552857 0.003228069372449
SINGERBD 0.001298290305463 0.00080528471945 0.001202521363409 0.003005690416319 0.001440943147878
BXPHARMA 0.003450459860279 0.004317638859251 0.002201687935636 0.005779015566508 0.003435579485512
BEACONPHAR -0.000584613248538 -0.001420297019253 0.00012488948167 0.004552283915257 0.000731926984451
APEXFOOT 0.000279041951011 0.000687223702432 6.468162434198E-05 0.001508974641452 0.000209708653683
GREENDELT 0.000353032112869 -2.255363946438E-05 0.00052262398181 0.002194213352739 0.000705704863215
AGRANINS 0.003874653376694 0.00266604845301 0.002611201981672 0.007749682249009 0.00295591250458
GP 0.001802628579832 0.00230380497629 0.001861215785508 0.003353714709949 0.002684111308812
UPGDCL 0.000690813508473 0.001490568451627 0.000184551432645 0.000515381455914 0.000513664746404
BATBC 0.00042800101287 0.000694933709619 0.000673013058645 -0.000320342986022 0.001421701842791
AMCL(PRAN) 0.000384037624679 0.000708167967294 0.000797150830669 0.001799986472247 0.00147346968335
OLYMPIC 0.00058212123406 0.001490340308775 0.001615003400806 0.003790284584803 0.002388365013824
LHBL 0.001699325238481 0.000606999222531 0.002205584801702 0.005588446302243 0.003091813999574
BEXIMCO 0.005267423466736 0.004554464657265 0.005894536533085 0.015210097613606 0.009423002896698
BSC 0.001304072027859 0.001065278551019 0.000838020317975 0.003943831788102 0.001731402216101
EQUAL WEIGHT CASE BASE CASE SOLVER

COMPANY MEAN RETURN WEIGHT COMPANY MEAN RETURN
TRUST 2.15% 0.05 TRUST 2.15%
BRACBANK 2.00% 0.05 BRACBANK 2.00%
EBL 1.26% 0.05 EBL 1.26%
LANKABAFIN 2.80% 0.05 LANKABAFIN 2.80%
IDLC 1.50% 0.05 IDLC 1.50%
GPHISPAT 1.20% 0.05 GPHISPAT 1.20%
SINGERBD 1.01% 0.05 SINGERBD 1.01%
BXPHARMA 2.60% 0.05 BXPHARMA 2.60%
BEACONPHAR 3.20% 0.05 BEACONPHAR 3.20%
APEXFOOT 0.01% 0.05 APEXFOOT 0.01%
GREENDELT 0.97% 0.05 GREENDELT 0.97%
AGRANINS 3.07% 0.05 AGRANINS 3.07%
GP 0.90% 0.05 GP 0.90%
UPGDCL 2.18% 0.05 UPGDCL 2.18%
BATBC 0.66% 0.05 BATBC 0.66%
AMCL(PRAN) 0.36% 0.05 AMCL(PRAN) 0.36%
OLYMPIC 0.58% 0.05 OLYMPIC 0.58%
LHBL 0.02% 0.05 LHBL 0.02%
BEXIMCO 2.90% 0.05 BEXIMCO 2.90%
BSC 0.01% 0.05 BSC 0.01%

FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 3.57%
PORTFOLIO PORTFOLIO
VARIANCE
STANDARD #VALUE! VARIANCE
STANDARD #VALUE!
DEVIATION 5.29% DEVIATION 5.50%
SHARPE RATIO 18.70% SHARPE RATIO 56.24%
4. PORTFOLIO RETURN 3.5% 5. PORTFOLIO RETURN 4%

TRUST 2.15% 6.14% TRUST 2.15%
BRACBANK 2.00% 9.63% BRACBANK 2.00%
EBL 1.26% 16.89% EBL 1.26%
LANKABAFIN 2.80% 0.54% LANKABAFIN 2.80%
IDLC 1.50% 2.00% IDLC 1.50%
GPHISPAT 1.20% 6.14% GPHISPAT 1.20%
SINGERBD 1.01% -4.64% SINGERBD 1.01%
BXPHARMA 2.60% 46.97% BXPHARMA 2.60%
BEACONPHAR 3.20% 56.36% BEACONPHAR 3.20%
APEXFOOT 0.01% -33.12% APEXFOOT 0.01%
GREENDELT 0.97% 8.05% GREENDELT 0.97%
AGRANINS 3.07% -4.59% AGRANINS 3.07%
GP 0.90% -34.64% GP 0.90%
UPGDCL 2.18% 18.73% UPGDCL 2.18%
BATBC 0.66% 41.16% BATBC 0.66%
AMCL(PRAN) 0.36% 17.70% AMCL(PRAN) 0.36%
OLYMPIC 0.58% -28.64% OLYMPIC 0.58%
LHBL 0.02% -11.53% LHBL 0.02%
BEXIMCO 2.90% -11.43% BEXIMCO 2.90%
BSC 0.01% -1.73% BSC 0.01%
TOTAL WEIGHT 100.00% TOTAL WEIGHT

FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 4.00%
PORTFOLIO PORTFOLIO
VARIANCE
STANDARD #VALUE!

TRUST 2.15% 5.29% TRUST 2.15%
EBL 1.26% 11.65% EBL 1.26%
LANKABAFIN 2.80% -1.90% LANKABAFIN 2.80%
IDLC 1.50% -4.87% IDLC 1.50%
SINGERBD 1.01% 0.27% SINGERBD 1.01%
APEXFOOT 0.01% 0.31% APEXFOOT 0.01%
GP 0.90% -5.07% GP 0.90%
UPGDCL 2.18% 5.40% UPGDCL 2.18%
BATBC 0.66% 26.27% BATBC 0.66%
LHBL 0.02% -4.32% LHBL 0.02%
BSC 0.01% 1.96% BSC 0.01%

FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 1.00%
PORTFOLIO PORTFOLIO
VARIANCE
STANDARD #VALUE!
Short Sale Allowed, Riskless lending and Borrowing Allowed
GPHISPAT SINGERBD BXPHARMA BEACONPHAR APEXFOOT GREENDELT
6.484391984039E-07 0.001298290305463 0.003450459860279 -0.000584613248538 0.000279041951011 0.000353032112869
-0.00112158488453 0.00080528471945 0.004317638859251 -0.001420297019253 0.000687223702432 -2.25536394644E-05
0.001298405254742 0.001202521363409 0.002201687935636 0.00012488948167 6.468162434198E-05 0.00052262398181
0.004578200552857 0.003005690416319 0.005779015566508 0.004552283915257 0.001508974641452 0.002194213352739
0.003228069372449 0.001440943147878 0.003435579485512 0.000731926984451 0.000209708653683 0.000705704863215
0.005515302045 0.000975306789368 0.002424394132244 0.001549911827065 0.000128277850072 0.001429409593114
0.000975306789368 0.004101040975 0.001924292426389 0.000617767045242 0.001296565983207 0.000714713510379
0.002424394132244 0.001924292426389 0.009671203769 -0.000289301754998 0.000546138781362 7.491072116748E-05
0.001549911827065 0.000617767045242 -0.000289301754998 0.008782821714 9.640465882168E-05 -0.000659365412723
0.000128277850072 0.001296565983207 0.000546138781362 9.640465882168E-05 0.003127261287 0.000746084732262
0.001429409593114 0.000714713510379 7.491072116748E-05 -0.000659365412723 0.000746084732262 0.005078962528
0.002749608265797 0.003259778793738 0.004139999552744 0.006925379676943 0.000335897678351 0.000685265073484
0.00198338715749 0.001262403475991 0.003265552277133 0.000740617465941 -4.08217952615E-05 0.000353046591379
0.001466339911826 0.002723658506215 0.001649460159023 -2.76769752607E-05 0.000790148537433 -4.01618799535E-05
0.000700669694918 0.001100735253811 0.001960653999267 -0.001267789174635 0.000768129866947 -5.23754329842E-05
0.000760806226164 0.001423137125102 0.001250060004686 -0.000858544942782 0.001426945660086 0.000663500775668
0.001682604172242 0.001230145828572 0.003161428168469 0.001473122437181 0.000598396187161 -0.000273578616966
0.00308513854001 0.002282841170693 0.004592752573686 0.001721539917992 0.001625945493561 -0.00108769401625
0.007721986886166 0.005379919026255 0.016323661055063 0.001727359168601 0.001303534406762 -0.002920364021456
0.002202662900652 0.001683461404833 0.002686365878032 0.000634387978039 0.001246152866083 -1.46966621997E-05
E SOLVER 1. PORTFOLIO RETURN 2%

WEIGHT COMPANY MEAN RETURN WEIGHT
6.19% TRUST 2.15% 5.49%
9.81% BRACBANK 2.00% 6.61%
17.05% EBL 1.26% 12.94%
0.62% LANKABAFIN 2.80% -1.30%
2.23% IDLC 1.50% -3.12%
5.91% GPHISPAT 1.20% 10.35%
-4.86% SINGERBD 1.01% -0.94%
48.10% BXPHARMA 2.60% 22.40%
57.55% BEACONPHAR 3.20% 32.38%
-34.38% APEXFOOT 0.01% -8.04%
8.23% GREENDELT 0.97% 5.84%
-4.59% AGRANINS 3.07% -4.53%
-35.80% GP 0.90% -12.51%
19.24% UPGDCL 2.18% 8.72%
41.70% BATBC 0.66% 29.99%
17.68% AMCL(PRAN) 0.36% 18.60%
-29.53% OLYMPIC 0.58% -8.40%
-11.81% LHBL 0.02% -6.12%
-11.48% BEXIMCO 2.90% -9.40%
-1.86% BSC 0.01% 1.04%
100.00% TOTAL WEIGHT 100.00%

MONTHLY RISK
FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 2.00%
PORTFOLIO
VARIANCE
STANDARD #VALUE!
DEVIATION 3.09%
SHARPE RATIO 49.17%
O RETURN 4% 6. PORTFOLIO RETURN 5%

6.38% TRUST 2.15% 6.80%
9.28% BRACBANK 2.00% 12.68%
19.76% EBL 1.26% 20.82%
1.45% LANKABAFIN 2.80% 2.38%
2.30% IDLC 1.50% 7.12%
0.75% GPHISPAT 1.20% 1.95%
-8.52% SINGERBD 1.01% -8.31%
55.44% BXPHARMA 2.60% 71.51%
66.00% BEACONPHAR 3.20% 80.35%
-45.18% APEXFOOT 0.01% -58.22%
9.98% GREENDELT 0.97% 10.26%
-5.66% AGRANINS 3.07% -4.64%
-41.72% GP 0.90% -56.82%
23.18% UPGDCL 2.18% 28.74%
45.38% BATBC 0.66% 52.33%
18.35% AMCL(PRAN) 0.36% 16.82%
-34.39% OLYMPIC 0.58% -48.86%
-16.24% LHBL 0.02% -16.94%
-11.56% BEXIMCO 2.90% -13.46%
5.00% BSC 0.01% -4.49%
1.00 TOTAL WEIGHT 100.00%

MONTHLY RISK
FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 5.00%
PORTFOLIO
VARIANCE
STANDARD #VALUE!
DEVIATION 8.15%
SHARPE RATIO 55.45%
O RETURN 1%
WEIGHT
5.03%
4.65%
10.37%
-2.54%
-6.57%
13.12%
1.50%
5.88%
16.41%
8.63%
4.43%
-4.49%
2.27%
2.05%
22.55%
19.19%
5.13%
-2.52%
-7.99%
2.88%
1.00
orrowing Allowed
AGRANINS GP UPGDCL BATBC AMCL(PRAN) OLYMPIC
0.003874653376694 0.001802628579832 0.000690813508473 0.00042800101287 0.000384037624679 0.00058212123406
0.00266604845301 0.00230380497629 0.001490568451627 0.000694933709619 0.000708167967294 0.001490340308775
0.002611201981672 0.001861215785508 0.000184551432645 0.000673013058645 0.000797150830669 0.001615003400806
0.007749682249009 0.003353714709949 0.000515381455914 -0.000320342986022 0.001799986472247 0.003790284584803
0.00295591250458 0.002684111308812 0.000513664746404 0.001421701842791 0.00147346968335 0.002388365013824
0.002749608265797 0.00198338715749 0.001466339911826 0.000700669694918 0.000760806226164 0.001682604172242
0.003259778793738 0.001262403475991 0.002723658506215 0.001100735253811 0.001423137125102 0.001230145828572
0.004139999552744 0.003265552277133 0.001649460159023 0.001960653999267 0.001250060004686 0.003161428168469
0.006925379676943 0.000740617465941 -2.76769752607E-05 -0.001267789174635 -0.000858544942782 0.001473122437181
0.000335897678351 -4.082179526146E-05 0.000790148537433 0.000768129866947 0.001426945660086 0.000598396187161
0.000685265073484 0.000353046591379 -4.01618799535E-05 -5.237543298416E-05 0.000663500775668 -0.000273578616966
0.0454065673 0.005542743048329 0.008374113326666 0.000847315652666 -0.00021084658588 0.004956316436588
0.005542743048329 0.005131400369 0.001803204321495 0.001757018748617 0.001082635593951 0.001724674848593
0.008374113326666 0.001803204321495 0.01132583179 0.001319649727117 0.0012525017755 0.000535079744678
0.000847315652666 0.001757018748617 0.001319649727117 0.003876119526 0.00065855278363 0.001206651578163
-0.00021084658588 0.001082635593951 0.0012525017755 0.00065855278363 0.003453575268 0.000352978434236
0.004956316436588 0.001724674848593 0.000535079744678 0.001206651578163 0.000352978434236 0.004763342316
0.002797792155581 0.001566774964134 0.002460687547448 0.002387165297682 0.001648311595035 0.004038092169637
0.003455155572098 0.007761735901213 0.004022428199943 0.005756602395059 0.00413955129274 0.004545603989456
0.006247604183886 0.00082147032087 0.002036980072199 0.000794195004031 0.000586798177066 0.001763174926131

TRUST 2.15% 5.72% TRUST 2.15%
EBL 1.26% 14.25% EBL 1.26%
IDLC 1.50% -1.43% IDLC 1.50%
GP 0.90% -19.89% GP 0.90%
UPGDCL 2.18% 12.05% UPGDCL 2.18%
BATBC 0.66% 33.74% BATBC 0.66%
LHBL 0.02% -7.93% LHBL 0.02%
BSC 0.01% 0.12% BSC 0.01%

FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 3.00%
PORTFOLIO PORTFOLIO
VARIANCE
STANDARD #VALUE!
7. PORTFOLIO RETURN 6% 8. PORTFOLIO RETURN 8%

TRUST 2.15% 7.24% TRUST 2.15%
EBL 1.26% 23.45% EBL 1.26%
IDLC 1.50% 10.49% IDLC 1.50%
GPHISPAT 1.20% -0.87% GPHISPAT 1.20%
GP 0.90% -71.59% GP 0.90%
UPGDCL 2.18% 35.40% UPGDCL 2.18%
BATBC 0.66% 59.76% BATBC 0.66%
LHBL 0.02% -20.56% LHBL 0.02%
BSC 0.01% -6.33% BSC 0.01%

FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 8.00%
PORTFOLIO PORTFOLIO
VARIANCE
STANDARD #VALUE!
LHBL BEXIMCO BSC
0.001699325238481 0.005267423466736 0.001304072027859
0.000606999222531 0.004554464657265 0.001065278551019
0.002205584801702 0.005894536533085 0.000838020317975
0.005588446302243 0.015210097613606 0.003943831788102
0.003091813999574 0.009423002896698 0.001731402216101
0.00308513854001 0.007721986886166 0.002202662900652
0.002282841170693 0.005379919026255 0.001683461404833
0.004592752573686 0.016323661055063 0.002686365878032
0.001721539917992 0.001727359168601 0.000634387978039
0.001625945493561 0.001303534406762 0.001246152866083
-0.00108769401625 -0.002920364021456 -1.4696662199696E-05
0.002797792155581 0.003455155572098 0.006247604183886
0.001566774964134 0.007761735901213 0.00082147032087
0.002460687547448 0.004022428199943 0.002036980072199
0.002387165297682 0.005756602395059 0.000794195004031
0.001648311595035 0.00413955129274 0.000586798177066
0.004038092169637 0.004545603989456 0.001763174926131
0.01582395616 0.01405372613945 0.006013863754706
0.01405372613945 0.05145290137 0.006567728367821
0.006013863754706 0.006567728367821 0.02080391992
O RETURN 3%
WEIGHT
5.92%
8.61%
15.59%
-0.07%
0.30%
7.52%
-3.41%
38.79%
48.37%
-24.76%
7.32%
-4.57%
-27.25%
15.40%
37.43%
18.00%
-21.90%
-9.72%
-10.76%
-0.80%
100.00%
O RETURN 8%
WEIGHT
8.11%
18.74%
28.70%
6.06%
17.32%
-6.51%
-15.62%
120.63%
128.32%
-108.44%
14.71%
-4.76%
-101.13%
48.75%
74.63%
15.08%
-89.29%
-27.78%
-17.51%
-10.01%
100.00%
Efficient Frontier Determination wh
PORTFOLIO RETURN 1%
COMPANY RETURN WEIGHT WEIGHT
TRUST 2.15% 6.19% 5.03%
BRACBANK 2.00% 9.81% 4.65%
EBL 1.26% 17.05% 10.37%
LANKABAFIN 2.80% 0.62% -2.54%
IDLC 1.50% 2.23% -6.57%
GPHISPAT 1.20% 5.91% 13.12%
SINGERBD 1.01% -4.86% 1.50%
BXPHARMA 2.60% 48.10% 5.88%
BEACONPHAR 3.20% 57.55% 16.41%
APEXFOOT 0.01% -34.38% 8.63%
GREENDELT 0.97% 8.23% 4.43%
AGRANINS 3.07% -4.59% -4.49%
GP 0.90% -35.80% 2.27%
UPGDCL 2.18% 19.24% 2.05%
BATBC 0.66% 41.70% 22.55%
AMCL(PRAN) 0.36% 17.68% 19.19%
OLYMPIC 0.58% -29.53% 5.13%
LHBL 0.02% -11.81% -2.52%
BEXIMCO 2.90% -11.48% -7.99%
BSC 0.01% -1.86% 2.88%
MONTHLY RISK
FREE RATE
PORTFOLIO 0.48% 0.48%
RETURN
PORTFOLIO 3.57% 1.00%
PORTFOLIO
VARIANCE
STANDARD 0.30% 0.07%
DEVIATION
SHARPE RATIO OR 5.50% 2.62%
SLOPE 56.24% 19.85%
X AXIS (RISK) Y AXIS (RETURN) 1

2.62% 1.00%
2.68% 1.50%
3.09% 2.00% 0.9
3.74% 2.50%
4.52% 3.00%
5.37% 3.50% 0.8
6.36% 4.00%
8.15% 5.00%
10.09% 6.00% 0.7
14.02% 8.00%
0.6
0.7
0.6
0.00% 0.48%
5.50% 3.57%
TANGENCY PORTFOLIO
0.5
0.4
0.3
0.2
0.1
0
0 0.1 0.2
r Determination when Short Sale Allowed and Risk-free Lending and Bo
1.50% 2% 2.50% 3% 3.50%
WEIGHT WEIGHT WEIGHT WEIGHT WEIGHT
5.29% 5.49% 5.72% 5.92% 6.14%
5.55% 6.61% 7.61% 8.61% 9.63%
11.65% 12.94% 14.25% 15.59% 16.89%
-1.90% -1.30% -0.69% -0.07% 0.54%
-4.87% -3.12% -1.43% 0.30% 2.00%
11.70% 10.35% 8.96% 7.52% 6.14%
0.27% -0.94% -2.16% -3.41% -4.64%
14.23% 22.40% 30.59% 38.79% 46.97%
24.39% 32.38% 40.37% 48.37% 56.36%
0.31% -8.04% -16.42% -24.76% -33.12%
5.12% 5.84% 6.56% 7.32% 8.05%
-4.52% -4.53% -4.55% -4.57% -4.59%
-5.07% -12.51% -19.89% -27.25% -34.64%
5.40% 8.72% 12.05% 15.40% 18.73%
26.27% 29.99% 33.74% 37.43% 41.16%
18.89% 18.60% 18.30% 18.00% 17.70%
-1.63% -8.40% -15.14% -21.90% -28.64%
-4.32% -6.12% -7.93% -9.72% -11.53%
-8.72% -9.40% -10.08% -10.76% -11.43%
1.96% 1.04% 0.12% -0.80% -1.73%
0.48% 0.48% 0.48% 0.48% 0.48%

1.50% 2.00% 2.50% 3.00% 3.50%
0.07% 0.10% 0.14% 0.20% 0.29%
2.68% 3.09% 3.74% 4.52% 5.37%
38.02% 49.17% 54.08% 55.82% 56.23%
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8
nding and Borrowing Allowed
4% 5% 6% 8%
WEIGHT WEIGHT WEIGHT WEIGHT
6.38% 6.80% 7.24% 8.11%
9.28% 12.68% 14.70% 18.74%
19.76% 20.82% 23.45% 28.70%
1.45% 2.38% 3.61% 6.06%
2.30% 7.12% 10.49% 17.32%
0.75% 1.95% -0.87% -6.51%
-8.52% -8.31% -10.72% -15.62%
55.44% 71.51% 87.89% 120.63%
66.00% 80.35% 96.34% 128.32%
-45.18% -58.22% -74.98% -108.44%
9.98% 10.26% 11.74% 14.71%
-5.66% -4.64% -4.68% -4.76%
-41.72% -56.82% -71.59% -101.13%
23.18% 28.74% 35.40% 48.75%
45.38% 52.33% 59.76% 74.63%
18.35% 16.82% 16.27% 15.08%
-34.39% -48.86% -62.33% -89.29%
-16.24% -16.94% -20.56% -27.78%
-11.56% -13.46% -14.81% -17.51%
5.00% -4.49% -6.33% -10.01%
0.48% 0.48% 0.48% 0.48%

4.00% 5.00% 6.00% 8.00%
0.40% 0.66% 1.02% 1.97%
6.36% 8.15% 10.09% 14.02%
55.39% 55.45% 54.73% 53.63%
0.8 0.9 1
TRUST 0.01075216696 0.004924870994387 0.003686061362742 0.005959631479815 0.003265975047737
BRACBANK 0.004924870994387 0.01071069605 0.00249987031695 0.005861883785674 0.002463518106261
EBL 0.003686061362742 0.00249987031695 0.004630840302 0.003804554747221 0.002959862197774
LANKABAFIN 0.005959631479815 0.005861883785674 0.003804554747221 0.03555420334 0.006460751606349
IDLC 0.003265975047737 0.002463518106261 0.002959862197774 0.006460751606349 0.007127267787
GPHISPAT 6.484391984039E-07 -0.00112158488453 0.001298405254742 0.004578200552857 0.003228069372449
SINGERBD 0.001298290305463 0.00080528471945 0.001202521363409 0.003005690416319 0.001440943147878
BXPHARMA 0.003450459860279 0.004317638859251 0.002201687935636 0.005779015566508 0.003435579485512
BEACONPHAR -0.000584613248538 -0.001420297019253 0.00012488948167 0.004552283915257 0.000731926984451
APEXFOOT 0.000279041951011 0.000687223702432 6.468162434198E-05 0.001508974641452 0.000209708653683
GREENDELT 0.000353032112869 -2.25536394644E-05 0.00052262398181 0.002194213352739 0.000705704863215
AGRANINS 0.003874653376694 0.00266604845301 0.002611201981672 0.007749682249009 0.00295591250458
GP 0.001802628579832 0.00230380497629 0.001861215785508 0.003353714709949 0.002684111308812
UPGDCL 0.000690813508473 0.001490568451627 0.000184551432645 0.000515381455914 0.000513664746404
BATBC 0.00042800101287 0.000694933709619 0.000673013058645 -0.000320342986022 0.001421701842791
AMCL(PRAN) 0.000384037624679 0.000708167967294 0.000797150830669 0.001799986472247 0.00147346968335
OLYMPIC 0.00058212123406 0.001490340308775 0.001615003400806 0.003790284584803 0.002388365013824
LHBL 0.001699325238481 0.000606999222531 0.002205584801702 0.005588446302243 0.003091813999574
BEXIMCO 0.005267423466736 0.004554464657265 0.005894536533085 0.015210097613606 0.009423002896698
BSC 0.001304072027859 0.001065278551019 0.000838020317975 0.003943831788102 0.001731402216101
EQUAL WEIGHT CASE BASE CASE

TRUST 2.15% 0.05 TRUST 2.15%
EBL 1.26% 0.05 EBL 1.26%
IDLC 1.50% 0.05 IDLC 1.50%
GP 0.90% 0.05 GP 0.90%
BATBC 0.66% 0.05 BATBC 0.66%
LHBL 0.02% 0.05 LHBL 0.02%
BSC 0.01% 0.05 BSC 0.01%

FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 2.38%
PORTFOLIO PORTFOLIO
VARIANCE
STANDARD #VALUE!
4. PORTFOLIO RETURN 1.5% 5. PORTFOLIO RETURN 1.25%

TRUST 2.15% 4.77% TRUST 2.15%
EBL 1.26% 4.25% EBL 1.26%
IDLC 1.50% 0.00% IDLC 1.50%
AGRANINS 3.07% 0.00% AGRANINS 3.07%
GP 0.90% 0.00% GP 0.90%
UPGDCL 2.18% 4.55% UPGDCL 2.18%
BATBC 0.66% 21.92% BATBC 0.66%
OLYMPIC 0.58% 0.00% OLYMPIC 0.58%
LHBL 0.02% 0.00% LHBL 0.02%
BEXIMCO 2.90% 0.00% BEXIMCO 2.90%
BSC 0.01% 0.00% BSC 0.01%
TOTAL WEIGHT 1.00 TOTAL WEIGHT

FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 1.25%
PORTFOLIO PORTFOLIO
VARIANCE
STANDARD #VALUE!
Short Sale Not Allowed, Riskless lending and Borrowing Allowed
6.484391984039E-07 0.001298290305463 0.003450459860279 -0.000584613248538 0.000279041951011 0.000353032112869
-0.00112158488453 0.00080528471945 0.004317638859251 -0.001420297019253 0.000687223702432 -2.25536394644E-05
0.001298405254742 0.001202521363409 0.002201687935636 0.00012488948167 6.468162434198E-05 0.00052262398181
0.004578200552857 0.003005690416319 0.005779015566508 0.004552283915257 0.001508974641452 0.002194213352739
0.003228069372449 0.001440943147878 0.003435579485512 0.000731926984451 0.000209708653683 0.000705704863215
0.005515302045 0.000975306789368 0.002424394132244 0.001549911827065 0.000128277850072 0.001429409593114
0.000975306789368 0.004101040975 0.001924292426389 0.000617767045242 0.001296565983207 0.000714713510379
0.002424394132244 0.001924292426389 0.009671203769 -0.000289301754998 0.000546138781362 7.491072116748E-05
0.001549911827065 0.000617767045242 -0.000289301754998 0.008782821714 9.640465882168E-05 -0.000659365412723
0.000128277850072 0.001296565983207 0.000546138781362 9.640465882168E-05 0.003127261287 0.000746084732262
0.001429409593114 0.000714713510379 7.4910721167479E-05 -0.000659365412723 0.000746084732262 0.005078962528
0.002749608265797 0.003259778793738 0.004139999552744 0.006925379676943 0.000335897678351 0.000685265073484
0.00198338715749 0.001262403475991 0.003265552277133 0.000740617465941 -4.08217952615E-05 0.000353046591379
0.001466339911826 0.002723658506215 0.001649460159023 -2.76769752607E-05 0.000790148537433 -4.01618799535E-05
0.000700669694918 0.001100735253811 0.001960653999267 -0.001267789174635 0.000768129866947 -5.23754329842E-05
0.000760806226164 0.001423137125102 0.001250060004686 -0.000858544942782 0.001426945660086 0.000663500775668
0.001682604172242 0.001230145828572 0.003161428168469 0.001473122437181 0.000598396187161 -0.000273578616966
0.00308513854001 0.002282841170693 0.004592752573686 0.001721539917992 0.001625945493561 -0.00108769401625
0.007721986886166 0.005379919026255 0.016323661055063 0.001727359168601 0.001303534406762 -0.002920364021456
0.002202662900652 0.001683461404833 0.002686365878032 0.000634387978039 0.001246152866083 -1.46966621997E-05
CASE 1. PORTFOLIO RETURN 2%

8.80% TRUST 2.15% 7.42%
8.33% BRACBANK 2.00% 8.20%
0.00% EBL 1.26% 0.30%
0.00% LANKABAFIN 2.80% 0.00%
0.00% IDLC 1.50% 0.00%
0.00% GPHISPAT 1.20% 0.00%
0.00% SINGERBD 1.01% 0.00%
15.16% BXPHARMA 2.60% 8.04%
37.59% BEACONPHAR 3.20% 30.77%
0.00% APEXFOOT 0.01% 0.00%
14.68% GREENDELT 0.97% 18.12%
0.00% AGRANINS 3.07% 0.00%
0.00% GP 0.90% 0.00%
12.18% UPGDCL 2.18% 8.84%
3.26% BATBC 0.66% 14.86%
0.00% AMCL(PRAN) 0.36% 3.45%
0.00% OLYMPIC 0.58% 0.00%
0.00% LHBL 0.02% 0.00%
0.00% BEXIMCO 2.90% 0.00%
0.00% BSC 0.01% 0.00%
100.00% TOTAL WEIGHT 100.00%

MONTHLY RISK
FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 2.00%
PORTFOLIO
VARIANCE
STANDARD #VALUE!
DEVIATION 3.76%
SHARPE RATIO 40.41%
RETURN 1.25% 6. PORTFOLIO RETURN 1%

3.34% TRUST 2.15% 1.86%
5.01% BRACBANK 2.00% 3.06%
5.46% EBL 1.26% 6.18%
0.00% LANKABAFIN 2.80% 0.00%
0.00% IDLC 1.50% 0.00%
0.62% GPHISPAT 1.20% 0.00%
0.00% SINGERBD 1.01% 0.00%
0.00% BXPHARMA 2.60% 0.00%
17.82% BEACONPHAR 3.20% 13.43%
8.45% APEXFOOT 0.01% 12.55%
16.71% GREENDELT 0.97% 16.14%
0.00% AGRANINS 3.07% 0.00%
0.00% GP 0.90% 0.00%
2.70% UPGDCL 2.18% 0.68%
21.16% BATBC 0.66% 20.12%
15.63% AMCL(PRAN) 0.36% 16.60%
2.34% OLYMPIC 0.58% 4.38%
0.00% LHBL 0.02% 0.00%
0.00% BEXIMCO 2.90% 0.00%
0.75% BSC 0.01% 5.00%
100.00% TOTAL WEIGHT 100.00%

MONTHLY RISK
FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 1.00%
PORTFOLIO
VARIANCE
STANDARD #VALUE!
DEVIATION 3.13%
SHARPE RATIO 16.62%
Borrowing Allowed
0.003874653376694 0.001802628579832 0.000690813508473 0.00042800101287 0.000384037624679 0.00058212123406
0.00266604845301 0.00230380497629 0.001490568451627 0.000694933709619 0.000708167967294 0.001490340308775
0.002611201981672 0.001861215785508 0.000184551432645 0.000673013058645 0.000797150830669 0.001615003400806
0.007749682249009 0.003353714709949 0.000515381455914 -0.000320342986022 0.001799986472247 0.003790284584803
0.00295591250458 0.002684111308812 0.000513664746404 0.001421701842791 0.00147346968335 0.002388365013824
0.002749608265797 0.00198338715749 0.001466339911826 0.000700669694918 0.000760806226164 0.001682604172242
0.003259778793738 0.001262403475991 0.002723658506215 0.001100735253811 0.001423137125102 0.001230145828572
0.004139999552744 0.003265552277133 0.001649460159023 0.001960653999267 0.001250060004686 0.003161428168469
0.006925379676943 0.000740617465941 -2.76769752607E-05 -0.001267789174635 -0.000858544942782 0.001473122437181
0.000335897678351 -4.08217952615E-05 0.000790148537433 0.000768129866947 0.001426945660086 0.000598396187161
0.000685265073484 0.000353046591379 -4.01618799535E-05 -5.237543298416E-05 0.000663500775668 -0.000273578616966
0.0454065673 0.005542743048329 0.008374113326666 0.000847315652666 -0.00021084658588 0.004956316436588
0.005542743048329 0.005131400369 0.001803204321495 0.001757018748617 0.001082635593951 0.001724674848593
0.008374113326666 0.001803204321495 0.01132583179 0.001319649727117 0.0012525017755 0.000535079744678
0.000847315652666 0.001757018748617 0.001319649727117 0.003876119526 0.00065855278363 0.001206651578163
-0.00021084658588 0.001082635593951 0.0012525017755 0.00065855278363 0.003453575268 0.000352978434236
0.004956316436588 0.001724674848593 0.000535079744678 0.001206651578163 0.000352978434236 0.004763342316
0.002797792155581 0.001566774964134 0.002460687547448 0.002387165297682 0.001648311595035 0.004038092169637
0.003455155572098 0.007761735901213 0.004022428199943 0.005756602395059 0.00413955129274 0.004545603989456
0.006247604183886 0.00082147032087 0.002036980072199 0.000794195004031 0.000586798177066 0.001763174926131

TRUST 2.15% 9.20% TRUST 2.15%
EBL 1.26% 0.00% EBL 1.26%
IDLC 1.50% 0.00% IDLC 1.50%
GP 0.90% 0.00% GP 0.90%
UPGDCL 2.18% 12.98% UPGDCL 2.18%
BATBC 0.66% 0.00% BATBC 0.66%
LHBL 0.02% 0.00% LHBL 0.02%
BSC 0.01% 0.00% BSC 0.01%

FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 3.00%
PORTFOLIO PORTFOLIO
VARIANCE
STANDARD #VALUE!
7. PORTFOLIO RETURN 0.5% 8. PORTFOLIO RETURN 2.25%

TRUST 2.15% 0.00% TRUST 2.15%
EBL 1.26% 5.45% EBL 1.26%
IDLC 1.50% 0.00% IDLC 1.50%
GP 0.90% 5.07% GP 0.90%
UPGDCL 2.18% 0.00% UPGDCL 2.18%
BATBC 0.66% 14.12% BATBC 0.66%
LHBL 0.02% 0.00% LHBL 0.02%
BSC 0.01% 2.70% BSC 0.01%

FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 2.25%
PORTFOLIO PORTFOLIO
VARIANCE
STANDARD #VALUE!
LHBL BEXIMCO BSC
0.001699325238481 0.005267423466736 0.001304072027859
0.000606999222531 0.004554464657265 0.001065278551019
0.002205584801702 0.005894536533085 0.000838020317975
0.005588446302243 0.015210097613606 0.003943831788102
0.003091813999574 0.009423002896698 0.001731402216101
0.00308513854001 0.007721986886166 0.002202662900652
0.002282841170693 0.005379919026255 0.001683461404833
0.004592752573686 0.016323661055063 0.002686365878032
0.001721539917992 0.001727359168601 0.000634387978039
0.001625945493561 0.001303534406762 0.001246152866083
-0.00108769401625 -0.002920364021456 -1.4696662199696E-05
0.002797792155581 0.003455155572098 0.006247604183886
0.001566774964134 0.007761735901213 0.00082147032087
0.002460687547448 0.004022428199943 0.002036980072199
0.002387165297682 0.005756602395059 0.000794195004031
0.001648311595035 0.00413955129274 0.000586798177066
0.004038092169637 0.004545603989456 0.001763174926131
0.01582395616 0.01405372613945 0.006013863754706
0.01405372613945 0.05145290137 0.006567728367821
0.006013863754706 0.006567728367821 0.02080391992
O RETURN 3%
WEIGHT
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
30.74%
67.74%
0.00%
0.00%
0.00%
0.00%
1.53%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
100.00%
RETURN 2.25%
WEIGHT
8.33%
8.38%
0.00%
0.00%
0.00%
0.00%
0.00%
12.55%
35.09%
0.00%
16.43%
0.00%
0.00%
11.05%
8.17%
0.00%
0.00%
0.00%
0.00%
0.00%
100.00%
Efficient Frontier Determination when Short Sale Is Allowed But Risk
PORTFOLIO RETURN 0.50% 1.00% 1.25%
COMPANY RETURN WEIGHT WEIGHT WEIGHT WEIGHT
TRUST 2.15% 8.80% 0.00% 1.86% 3.34%
BRACBANK 2.00% 8.33% 0.00% 3.06% 5.01%
EBL 1.26% 0.00% 5.45% 6.18% 5.46%
LANKABAFIN 2.80% 0.00% 0.00% 0.00% 0.00%
IDLC 1.50% 0.00% 0.00% 0.00% 0.00%
GPHISPAT 1.20% 0.00% 0.00% 0.00% 0.62%
SINGERBD 1.01% 0.00% 0.00% 0.00% 0.00%
BXPHARMA 2.60% 15.16% 0.00% 0.00% 0.00%
BEACONPHAR 3.20% 37.59% 0.92% 13.43% 17.82%
APEXFOOT 0.01% 0.00% 30.22% 12.55% 8.45%
GREENDELT 0.97% 14.68% 13.58% 16.14% 16.71%
AGRANINS 3.07% 0.00% 0.00% 0.00% 0.00%
GP 0.90% 0.00% 5.07% 0.00% 0.00%
UPGDCL 2.18% 12.18% 0.00% 0.68% 2.70%
BATBC 0.66% 3.26% 14.12% 20.12% 21.16%
AMCL(PRAN) 0.36% 0.00% 15.53% 16.60% 15.63%
OLYMPIC 0.58% 0.00% 12.40% 4.38% 2.34%
LHBL 0.02% 0.00% 0.00% 0.00% 0.00%
BEXIMCO 2.90% 0.00% 0.00% 0.00% 0.00%
BSC 0.01% 0.00% 2.70% 5.00% 0.75%
MONTHLY RISK
FREE RATE
PORTFOLIO 0.48% 0.48% 0.48% 0.48%
RETURN
PORTFOLIO 2.38% 0.50% 1.00% 1.25%
PORTFOLIO
VARIANCE
STANDARD 0.21% 0.12% 0.10% 0.09%
DEVIATION
SHARPE RATIO OR 4.54% 3.52% 3.13% 3.07%
SLOPE 41.92% 0.59% 16.62% 25.15%
Allowed But Risk-free Lending and Borrowing Allowed
1.50% 2.00% 2.25% 2.50% 3.00%
WEIGHT WEIGHT WEIGHT WEIGHT WEIGHT
4.77% 7.42% 8.33% 9.20% 0.00%
7.03% 8.20% 8.38% 8.14% 0.00%
4.25% 0.30% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00%
0.37% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00%
0.14% 8.04% 12.55% 17.44% 30.74%
22.69% 30.77% 35.09% 40.19% 67.74%
1.86% 0.00% 0.00% 0.00% 0.00%
17.74% 18.12% 16.43% 12.05% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00%
4.55% 8.84% 11.05% 12.98% 1.53%
21.92% 14.86% 8.17% 0.00% 0.00%
14.67% 3.45% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00%
0.48% 0.48% 0.48% 0.48% 0.48%

1.50% 2.00% 2.25% 2.50% 3.00%
0.10% 0.14% 0.18% 0.23% 0.48%
3.17% 3.76% 4.24% 4.83% 6.96%
32.25% 40.41% 41.77% 41.82% 36.23%
X AXIS (RISK) Y AXIS (RETURN)
3.52% 0.50%
3.13% 1.00%
3.07% 1.25%
3.17% 1.50%
3.76% 2.00%
4.24% 2.25%
4.83% 2.50%
6.96% 3.00%
0.00% 0.48%
4.54% 2.38%
TANGENCY PORTFOLIO
1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
TRUST 0.01075216696 0.004924870994387 0.003686061362742 0.005959631479815 0.003265975047737
BRACBANK 0.004924870994387 0.01071069605 0.00249987031695 0.005861883785674 0.002463518106261
EBL 0.003686061362742 0.00249987031695 0.004630840302 0.003804554747221 0.002959862197774
LANKABAFIN 0.005959631479815 0.005861883785674 0.003804554747221 0.03555420334 0.006460751606349
IDLC 0.003265975047737 0.002463518106261 0.002959862197774 0.006460751606349 0.007127267787
GPHISPAT 6.484391984039E-07 -0.00112158488453 0.001298405254742 0.004578200552857 0.003228069372449
SINGERBD 0.001298290305463 0.00080528471945 0.001202521363409 0.003005690416319 0.001440943147878
BXPHARMA 0.003450459860279 0.004317638859251 0.002201687935636 0.005779015566508 0.003435579485512
BEACONPHAR -0.000584613248538 -0.001420297019253 0.00012488948167 0.004552283915257 0.000731926984451
APEXFOOT 0.000279041951011 0.000687223702432 6.468162434198E-05 0.001508974641452 0.000209708653683
GREENDELT 0.000353032112869 -2.25536394644E-05 0.00052262398181 0.002194213352739 0.000705704863215
AGRANINS 0.003874653376694 0.00266604845301 0.002611201981672 0.007749682249009 0.00295591250458
GP 0.001802628579832 0.00230380497629 0.001861215785508 0.003353714709949 0.002684111308812
UPGDCL 0.000690813508473 0.001490568451627 0.000184551432645 0.000515381455914 0.000513664746404
BATBC 0.00042800101287 0.000694933709619 0.000673013058645 -0.000320342986022 0.001421701842791
AMCL(PRAN) 0.000384037624679 0.000708167967294 0.000797150830669 0.001799986472247 0.00147346968335
OLYMPIC 0.00058212123406 0.001490340308775 0.001615003400806 0.003790284584803 0.002388365013824
LHBL 0.001699325238481 0.000606999222531 0.002205584801702 0.005588446302243 0.003091813999574
BEXIMCO 0.005267423466736 0.004554464657265 0.005894536533085 0.015210097613606 0.009423002896698
BSC 0.001304072027859 0.001065278551019 0.000838020317975 0.003943831788102 0.001731402216101

TRUST 2.15% 0.05 TRUST 2.15%
EBL 1.26% 0.05 EBL 1.26%
IDLC 1.50% 0.05 IDLC 1.50%
GP 0.90% 0.05 GP 0.90%
BATBC 0.66% 0.05 BATBC 0.66%
LHBL 0.02% 0.05 LHBL 0.02%
BSC 0.01% 0.05 BSC 0.01%

FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 3.57%
PORTFOLIO PORTFOLIO
VARIANCE
STANDARD #VALUE!
rf=5%, R=7% rf=5.5%, R=7.5%

TRUST 2.15% 5.12% TRUST 2.15%
EBL 1.26% 10.80% EBL 1.26%
IDLC 1.50% -5.95% IDLC 1.50%
GP 0.90% -0.20% GP 0.90%
UPGDCL 2.18% 3.20% UPGDCL 2.18%
BATBC 0.66% 23.82% BATBC 0.66%
LHBL 0.02% -3.11% LHBL 0.02%
BSC 0.01% 2.56% BSC 0.01%

FREE RATE
PORTFOLIO 5.50%
RETURN
PORTFOLIO 7.50%
PORTFOLIO PORTFOLIO
VARIANCE
STANDARD #VALUE!
Short Sale Allowed, Riskless lending and Borrowing Not Allowed
6.484391984039E-07 0.001298290305463 0.003450459860279 -0.000584613248538 0.000279041951011 0.000353032112869
-0.00112158488453 0.00080528471945 0.004317638859251 -0.001420297019253 0.000687223702432 -2.25536394644E-05
0.001298405254742 0.001202521363409 0.002201687935636 0.00012488948167 6.468162434198E-05 0.00052262398181
0.004578200552857 0.003005690416319 0.005779015566508 0.004552283915257 0.001508974641452 0.002194213352739
0.003228069372449 0.001440943147878 0.003435579485512 0.000731926984451 0.000209708653683 0.000705704863215
0.005515302045 0.000975306789368 0.002424394132244 0.001549911827065 0.000128277850072 0.001429409593114
0.000975306789368 0.004101040975 0.001924292426389 0.000617767045242 0.001296565983207 0.000714713510379
0.002424394132244 0.001924292426389 0.009671203769 -0.000289301754998 0.000546138781362 7.491072116748E-05
0.001549911827065 0.000617767045242 -0.000289301754998 0.008782821714 9.640465882168E-05 -0.000659365412723
0.000128277850072 0.001296565983207 0.000546138781362 9.640465882168E-05 0.003127261287 0.000746084732262
0.001429409593114 0.000714713510379 7.4910721167479E-05 -0.000659365412723 0.000746084732262 0.005078962528
0.002749608265797 0.003259778793738 0.004139999552744 0.006925379676943 0.000335897678351 0.000685265073484
0.00198338715749 0.001262403475991 0.003265552277133 0.000740617465941 -4.08217952615E-05 0.000353046591379
0.001466339911826 0.002723658506215 0.001649460159023 -2.76769752607E-05 0.000790148537433 -4.01618799535E-05
0.000700669694918 0.001100735253811 0.001960653999267 -0.001267789174635 0.000768129866947 -5.23754329842E-05
0.000760806226164 0.001423137125102 0.001250060004686 -0.000858544942782 0.001426945660086 0.000663500775668
0.001682604172242 0.001230145828572 0.003161428168469 0.001473122437181 0.000598396187161 -0.000273578616966
0.00308513854001 0.002282841170693 0.004592752573686 0.001721539917992 0.001625945493561 -0.00108769401625
0.007721986886166 0.005379919026255 0.016323661055063 0.001727359168601 0.001303534406762 -0.002920364021456
0.002202662900652 0.001683461404833 0.002686365878032 0.000634387978039 0.001246152866083 -1.46966621997E-05
CASE rf=4.5%. R=6.0%

6.19% TRUST 2.15% 5.13%
9.81% BRACBANK 2.00% 4.89%
17.05% EBL 1.26% 10.79%
0.62% LANKABAFIN 2.80% -2.32%
2.23% IDLC 1.50% -5.96%
5.91% GPHISPAT 1.20% 12.62%
-4.86% SINGERBD 1.01% 1.07%
48.10% BXPHARMA 2.60% 8.84%
57.55% BEACONPHAR 3.20% 19.12%
-34.38% APEXFOOT 0.01% 5.83%
8.23% GREENDELT 0.97% 4.63%
-4.59% AGRANINS 3.07% -4.51%
-35.80% GP 0.90% -0.21%
19.24% UPGDCL 2.18% 3.20%
41.70% BATBC 0.66% 23.80%
17.68% AMCL(PRAN) 0.36% 19.10%
-29.53% OLYMPIC 0.58% 2.82%
-11.81% LHBL 0.02% -3.13%
-11.48% BEXIMCO 2.90% -8.28%
-1.86% BSC 0.01% 2.56%
100.00% TOTAL WEIGHT 1.00

MONTHLY RISK
FREE RATE
PORTFOLIO 4.50%
RETURN
PORTFOLIO 6.50%
PORTFOLIO
VARIANCE
STANDARD #VALUE!
DEVIATION 2.60%
SHARPE RATIO 76.89%
R=7.5%
WEIGHT
5.14%
4.77%
10.83%
-2.29%
-5.91%
12.46%
0.57%
8.86%
19.13%
6.06%
4.66%
-4.53%
0.12%
3.31%
23.73%
19.07%
2.83%
-3.12%
-8.28%
2.59%
100.00%
rrowing Not Allowed
0.003874653376694 0.001802628579832 0.000690813508473 0.00042800101287 0.000384037624679 0.00058212123406
0.00266604845301 0.00230380497629 0.001490568451627 0.000694933709619 0.000708167967294 0.001490340308775
0.002611201981672 0.001861215785508 0.000184551432645 0.000673013058645 0.000797150830669 0.001615003400806
0.007749682249009 0.003353714709949 0.000515381455914 -0.000320342986022 0.001799986472247 0.003790284584803
0.00295591250458 0.002684111308812 0.000513664746404 0.001421701842791 0.00147346968335 0.002388365013824
0.002749608265797 0.00198338715749 0.001466339911826 0.000700669694918 0.000760806226164 0.001682604172242
0.003259778793738 0.001262403475991 0.002723658506215 0.001100735253811 0.001423137125102 0.001230145828572
0.004139999552744 0.003265552277133 0.001649460159023 0.001960653999267 0.001250060004686 0.003161428168469
0.006925379676943 0.000740617465941 -2.76769752607E-05 -0.001267789174635 -0.000858544942782 0.001473122437181
0.000335897678351 -4.08217952615E-05 0.000790148537433 0.000768129866947 0.001426945660086 0.000598396187161
0.000685265073484 0.000353046591379 -4.01618799535E-05 -5.237543298416E-05 0.000663500775668 -0.000273578616966
0.0454065673 0.005542743048329 0.008374113326666 0.000847315652666 -0.00021084658588 0.004956316436588
0.005542743048329 0.005131400369 0.001803204321495 0.001757018748617 0.001082635593951 0.001724674848593
0.008374113326666 0.001803204321495 0.01132583179 0.001319649727117 0.0012525017755 0.000535079744678
0.000847315652666 0.001757018748617 0.001319649727117 0.003876119526 0.00065855278363 0.001206651578163
-0.00021084658588 0.001082635593951 0.0012525017755 0.00065855278363 0.003453575268 0.000352978434236
0.004956316436588 0.001724674848593 0.000535079744678 0.001206651578163 0.000352978434236 0.004763342316
0.002797792155581 0.001566774964134 0.002460687547448 0.002387165297682 0.001648311595035 0.004038092169637
0.003455155572098 0.007761735901213 0.004022428199943 0.005756602395059 0.00413955129274 0.004545603989456
0.006247604183886 0.00082147032087 0.002036980072199 0.000794195004031 0.000586798177066 0.001763174926131
rf-=3.5%, R=5.5%
TRUST 2.15% 5.15%
BRACBANK 2.00% 4.89%
EBL 1.26% 10.77%
LANKABAFIN 2.80% -2.32%
IDLC 1.50% -5.97%
GPHISPAT 1.20% 12.62%
SINGERBD 1.01% 1.06%
BXPHARMA 2.60% 8.82%
BEACONPHAR 3.20% 19.12%
APEXFOOT 0.01% 5.82%
GREENDELT 0.97% 4.64%
AGRANINS 3.07% -4.51%
GP 0.90% -0.22%
UPGDCL 2.18% 3.21%
BATBC 0.66% 23.79%
AMCL(PRAN) 0.36% 19.10%
OLYMPIC 0.58% 2.87%
LHBL 0.02% -3.13%
BEXIMCO 2.90% -8.27%
BSC 0.01% 2.56%
TOTAL WEIGHT 1.00

MONTHLY RISK
FREE RATE
PORTFOLIO 3.50%
RETURN
PORTFOLIO 5.50%
PORTFOLIO
VARIANCE
STANDARD #VALUE!
DEVIATION 2.60%
SHARPE RATIO 76.89%
LHBL BEXIMCO BSC
0.001699325238481 0.005267423466736 0.001304072027859
0.000606999222531 0.004554464657265 0.001065278551019
0.002205584801702 0.005894536533085 0.000838020317975
0.005588446302243 0.015210097613606 0.003943831788102
0.003091813999574 0.009423002896698 0.001731402216101
0.00308513854001 0.007721986886166 0.002202662900652
0.002282841170693 0.005379919026255 0.001683461404833
0.004592752573686 0.016323661055063 0.002686365878032
0.001721539917992 0.001727359168601 0.000634387978039
0.001625945493561 0.001303534406762 0.001246152866083
-0.00108769401625 -0.002920364021456 -1.46966621996961E-05
0.002797792155581 0.003455155572098 0.006247604183886
0.001566774964134 0.007761735901213 0.00082147032087
0.002460687547448 0.004022428199943 0.002036980072199
0.002387165297682 0.005756602395059 0.000794195004031
0.001648311595035 0.00413955129274 0.000586798177066
0.004038092169637 0.004545603989456 0.001763174926131
0.01582395616 0.01405372613945 0.006013863754706
0.01405372613945 0.05145290137 0.006567728367821
0.006013863754706 0.006567728367821 0.02080391992
Efficient Frontier Determination when Short Sale Is Allowed But Risk-free Lending
RISK FREE RATE 3.50%
COMPANY MEAN RETURN WEIGHT WEIGHT
TRUST 2.15% 6.19% 5.15%
BRACBANK 2.00% 9.81% 4.89%
EBL 1.26% 17.05% 10.77%
LANKABAFIN 2.80% 0.62% -2.32%
IDLC 1.50% 2.23% -5.97%
GPHISPAT 1.20% 5.91% 12.62%
SINGERBD 1.01% -4.86% 1.06%
BXPHARMA 2.60% 48.10% 8.82%
BEACONPHAR 3.20% 57.55% 19.12%
APEXFOOT 0.01% -34.38% 5.82%
GREENDELT 0.97% 8.23% 4.64%
AGRANINS 3.07% -4.59% -4.51%
GP 0.90% -35.80% -0.22%
UPGDCL 2.18% 19.24% 3.21%
BATBC 0.66% 41.70% 23.79%
AMCL(PRAN) 0.36% 17.68% 19.10%
OLYMPIC 0.58% -29.53% 2.87%
LHBL 0.02% -11.81% -3.13%
BEXIMCO 2.90% -11.48% -8.27%
BSC 0.01% -1.86% 2.56%
MONTHLY RISK FREE RATE 0.48% 3.50%

PORTFOLIO RETURN 3.57% 5.50%
PORTFOLIO
PORTFOLIO VARIANCE
STANDARD 0.30% 0.07%
DEVIATION 5.50% 2.60%
SHARPE RATIO OR SLOPE 56.24% 76.89%
t Risk-free Lending and Borrowing Are Not Allowed
4.50% 4.00% 5.00%
WEIGHT WEIGHT WEIGHT X AXIS (RISK)
3.01% 5.12% 5.14% 2.60%
4.41% 4.88% 4.77% 2.60%
5.67% 10.80% 10.83% 2.60%
0.00% -2.31% -2.29% 2.60%
0.00% -5.95% -5.91%
0.61% 12.59% 12.46%
0.00% 1.06% 0.57%
0.00% 8.86% 8.86%
16.46% 19.14% 19.13%
10.24% 5.82% 6.06% 1
16.45% 4.64% 4.66%
0.9
0.00% -4.51% -4.53%
0.00% -0.20% 0.12% 0.8
2.19% 3.20% 3.31%
20.86% 23.82% 23.73% 0.7
15.87% 19.10% 19.07%
0.6
3.28% 2.79% 2.83%
0.00% -3.11% -3.12% 0.5
0.00% -8.28% -8.28%
0.4
0.96% 2.56% 2.59%
0.3
4.50% 5.00% 5.50%
0.2
6.50% 7.00% 7.50%
0.07% 0.07% 0.07% 0.1
2.60% 2.60% 2.60%
0
76.89% 76.89% 76.88% 0.5 1 1.5 2 2.5
Y AXIS (RETURN)
5.50%
6.50%
7.00%
7.50%
2 2.5 3 3.5 4 4.5

TRUST 0.01075216696 0.004924870994387 0.003686061362742 0.005959631479815 0.003265975047737
BRACBANK 0.004924870994387 0.01071069605 0.00249987031695 0.005861883785674 0.002463518106261
EBL 0.003686061362742 0.00249987031695 0.004630840302 0.003804554747221 0.002959862197774
LANKABAFIN 0.005959631479815 0.005861883785674 0.003804554747221 0.03555420334 0.006460751606349
IDLC 0.003265975047737 0.002463518106261 0.002959862197774 0.006460751606349 0.007127267787
GPHISPAT 6.484391984039E-07 -0.00112158488453 0.001298405254742 0.004578200552857 0.003228069372449
SINGERBD 0.001298290305463 0.00080528471945 0.001202521363409 0.003005690416319 0.001440943147878
BXPHARMA 0.003450459860279 0.004317638859251 0.002201687935636 0.005779015566508 0.003435579485512
BEACONPHAR -0.000584613248538 -0.001420297019253 0.00012488948167 0.004552283915257 0.000731926984451
APEXFOOT 0.000279041951011 0.000687223702432 6.468162434198E-05 0.001508974641452 0.000209708653683
GREENDELT 0.000353032112869 -2.25536394644E-05 0.00052262398181 0.002194213352739 0.000705704863215
AGRANINS 0.003874653376694 0.00266604845301 0.002611201981672 0.007749682249009 0.00295591250458
GP 0.001802628579832 0.00230380497629 0.001861215785508 0.003353714709949 0.002684111308812
UPGDCL 0.000690813508473 0.001490568451627 0.000184551432645 0.000515381455914 0.000513664746404
BATBC 0.00042800101287 0.000694933709619 0.000673013058645 -0.000320342986022 0.001421701842791
AMCL(PRAN) 0.000384037624679 0.000708167967294 0.000797150830669 0.001799986472247 0.00147346968335
OLYMPIC 0.00058212123406 0.001490340308775 0.001615003400806 0.003790284584803 0.002388365013824
LHBL 0.001699325238481 0.000606999222531 0.002205584801702 0.005588446302243 0.003091813999574
BEXIMCO 0.005267423466736 0.004554464657265 0.005894536533085 0.015210097613606 0.009423002896698
BSC 0.001304072027859 0.001065278551019 0.000838020317975 0.003943831788102 0.001731402216101

TRUST 2.15% 0.05 TRUST 2.15%
EBL 1.26% 0.05 EBL 1.26%
IDLC 1.50% 0.05 IDLC 1.50%
GP 0.90% 0.05 GP 0.90%
BATBC 0.66% 0.05 BATBC 0.66%
LHBL 0.02% 0.05 LHBL 0.02%
BSC 0.01% 0.05 BSC 0.01%

FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 2.38%
PORTFOLIO PORTFOLIO
VARIANCE
STANDARD #VALUE!
R=1.5%
TRUST 2.15% 4.75%
BRACBANK 2.00% 7.00%
EBL 1.26% 4.29%
LANKABAFIN 2.80% 0.00%
IDLC 1.50% 0.00%
GPHISPAT 1.20% 0.32%
SINGERBD 1.01% 0.00%
BXPHARMA 2.60% 0.17%
BEACONPHAR 3.20% 22.70%
APEXFOOT 0.01% 1.86%
GREENDELT 0.97% 17.74%
AGRANINS 3.07% 0.00%
GP 0.90% 0.00%
UPGDCL 2.18% 4.56%
BATBC 0.66% 21.93%
AMCL(PRAN) 0.36% 14.68%
OLYMPIC 0.58% 0.00%
LHBL 0.02% 0.00%
BEXIMCO 2.90% 0.00%
BSC 0.01% 0.00%
TOTAL WEIGHT 100.00%

MONTHLY RISK
FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 1.50%
PORTFOLIO
VARIANCE
STANDARD #VALUE!
DEVIATION 3.17%
SHARPE RATIO 32.25%
Short Sale Not Allowed, Riskless lending and Borrowing Not Allowed
6.484391984039E-07 0.001298290305463 0.003450459860279 -0.000584613248538 0.000279041951011 0.000353032112869
-0.00112158488453 0.00080528471945 0.004317638859251 -0.001420297019253 0.000687223702432 -2.25536394644E-05
0.001298405254742 0.001202521363409 0.002201687935636 0.00012488948167 6.468162434198E-05 0.00052262398181
0.004578200552857 0.003005690416319 0.005779015566508 0.004552283915257 0.001508974641452 0.002194213352739
0.003228069372449 0.001440943147878 0.003435579485512 0.000731926984451 0.000209708653683 0.000705704863215
0.005515302045 0.000975306789368 0.002424394132244 0.001549911827065 0.000128277850072 0.001429409593114
0.000975306789368 0.004101040975 0.001924292426389 0.000617767045242 0.001296565983207 0.000714713510379
0.002424394132244 0.001924292426389 0.009671203769 -0.000289301754998 0.000546138781362 7.491072116748E-05
0.001549911827065 0.000617767045242 -0.000289301754998 0.008782821714 9.640465882168E-05 -0.000659365412723
0.000128277850072 0.001296565983207 0.000546138781362 9.640465882168E-05 0.003127261287 0.000746084732262
0.001429409593114 0.000714713510379 7.4910721167479E-05 -0.000659365412723 0.000746084732262 0.005078962528
0.002749608265797 0.003259778793738 0.004139999552744 0.006925379676943 0.000335897678351 0.000685265073484
0.00198338715749 0.001262403475991 0.003265552277133 0.000740617465941 -4.08217952615E-05 0.000353046591379
0.001466339911826 0.002723658506215 0.001649460159023 -2.76769752607E-05 0.000790148537433 -4.01618799535E-05
0.000700669694918 0.001100735253811 0.001960653999267 -0.001267789174635 0.000768129866947 -5.23754329842E-05
0.000760806226164 0.001423137125102 0.001250060004686 -0.000858544942782 0.001426945660086 0.000663500775668
0.001682604172242 0.001230145828572 0.003161428168469 0.001473122437181 0.000598396187161 -0.000273578616966
0.00308513854001 0.002282841170693 0.004592752573686 0.001721539917992 0.001625945493561 -0.00108769401625
0.007721986886166 0.005379919026255 0.016323661055063 0.001727359168601 0.001303534406762 -0.002920364021456
0.002202662900652 0.001683461404833 0.002686365878032 0.000634387978039 0.001246152866083 -1.46966621997E-05
CASE R=2%
8.80% TRUST 2.15% 7.42%
8.33% BRACBANK 2.00% 8.20%
0.00% EBL 1.26% 0.30%
0.00% LANKABAFIN 2.80% 0.00%
0.00% IDLC 1.50% 0.00%
0.00% GPHISPAT 1.20% 0.00%
0.00% SINGERBD 1.01% 0.00%
15.16% BXPHARMA 2.60% 8.04%
37.59% BEACONPHAR 3.20% 30.77%
0.00% APEXFOOT 0.01% 0.00%
14.68% GREENDELT 0.97% 18.12%
0.00% AGRANINS 3.07% 0.00%
0.00% GP 0.90% 0.00%
12.19% UPGDCL 2.18% 8.84%
3.25% BATBC 0.66% 14.86%
0.00% AMCL(PRAN) 0.36% 3.45%
0.00% OLYMPIC 0.58% 0.00%
0.00% LHBL 0.02% 0.00%
0.00% BEXIMCO 2.90% 0.00%
0.00% BSC 0.01% 0.00%
1.00 TOTAL WEIGHT 100.00%

MONTHLY RISK
FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 2.00%
PORTFOLIO
VARIANCE
STANDARD #VALUE!
DEVIATION 3.76%
SHARPE RATIO 40.41%
Borrowing Not Allowed
0.003874653376694 0.001802628579832 0.000690813508473 0.00042800101287 0.000384037624679 0.00058212123406
0.00266604845301 0.00230380497629 0.001490568451627 0.000694933709619 0.000708167967294 0.001490340308775
0.002611201981672 0.001861215785508 0.000184551432645 0.000673013058645 0.000797150830669 0.001615003400806
0.007749682249009 0.003353714709949 0.000515381455914 -0.000320342986022 0.001799986472247 0.003790284584803
0.00295591250458 0.002684111308812 0.000513664746404 0.001421701842791 0.00147346968335 0.002388365013824
0.002749608265797 0.00198338715749 0.001466339911826 0.000700669694918 0.000760806226164 0.001682604172242
0.003259778793738 0.001262403475991 0.002723658506215 0.001100735253811 0.001423137125102 0.001230145828572
0.004139999552744 0.003265552277133 0.001649460159023 0.001960653999267 0.001250060004686 0.003161428168469
0.006925379676943 0.000740617465941 -2.76769752607E-05 -0.001267789174635 -0.000858544942782 0.001473122437181
0.000335897678351 -4.08217952615E-05 0.000790148537433 0.000768129866947 0.001426945660086 0.000598396187161
0.000685265073484 0.000353046591379 -4.01618799535E-05 -5.237543298416E-05 0.000663500775668 -0.000273578616966
0.0454065673 0.005542743048329 0.008374113326666 0.000847315652666 -0.00021084658588 0.004956316436588
0.005542743048329 0.005131400369 0.001803204321495 0.001757018748617 0.001082635593951 0.001724674848593
0.008374113326666 0.001803204321495 0.01132583179 0.001319649727117 0.0012525017755 0.000535079744678
0.000847315652666 0.001757018748617 0.001319649727117 0.003876119526 0.00065855278363 0.001206651578163
-0.00021084658588 0.001082635593951 0.0012525017755 0.00065855278363 0.003453575268 0.000352978434236
0.004956316436588 0.001724674848593 0.000535079744678 0.001206651578163 0.000352978434236 0.004763342316
0.002797792155581 0.001566774964134 0.002460687547448 0.002387165297682 0.001648311595035 0.004038092169637
0.003455155572098 0.007761735901213 0.004022428199943 0.005756602395059 0.00413955129274 0.004545603989456
0.006247604183886 0.00082147032087 0.002036980072199 0.000794195004031 0.000586798177066 0.001763174926131
R=3% R=2.5%
TRUST 2.15% 0.00% TRUST 2.15%
EBL 1.26% 0.00% EBL 1.26%
IDLC 1.50% 0.00% IDLC 1.50%
GP 0.90% 0.00% GP 0.90%
UPGDCL 2.18% 0.00% UPGDCL 2.18%
BATBC 0.66% 0.00% BATBC 0.66%
LHBL 0.02% 0.00% LHBL 0.02%
BSC 0.01% 5.00% BSC 0.01%
TOTAL WEIGHT 1.00 TOTAL WEIGHT

FREE RATE
PORTFOLIO 0.48%
RETURN
PORTFOLIO 2.50%
PORTFOLIO PORTFOLIO
VARIANCE
STANDARD #VALUE!
LHBL BEXIMCO BSC
0.001699325238481 0.005267423466736 0.001304072027859
0.000606999222531 0.004554464657265 0.001065278551019
0.002205584801702 0.005894536533085 0.000838020317975
0.005588446302243 0.015210097613606 0.003943831788102
0.003091813999574 0.009423002896698 0.001731402216101
0.00308513854001 0.007721986886166 0.002202662900652
0.002282841170693 0.005379919026255 0.001683461404833
0.004592752573686 0.016323661055063 0.002686365878032
0.001721539917992 0.001727359168601 0.000634387978039
0.001625945493561 0.001303534406762 0.001246152866083
-0.00108769401625 -0.002920364021456 -1.4696662199696E-05
0.002797792155581 0.003455155572098 0.006247604183886
0.001566774964134 0.007761735901213 0.00082147032087
0.002460687547448 0.004022428199943 0.002036980072199
0.002387165297682 0.005756602395059 0.000794195004031
0.001648311595035 0.00413955129274 0.000586798177066
0.004038092169637 0.004545603989456 0.001763174926131
0.01582395616 0.01405372613945 0.006013863754706
0.01405372613945 0.05145290137 0.006567728367821
0.006013863754706 0.006567728367821 0.02080391992
.5%
WEIGHT
9.20%
8.14%
0.00%
0.00%
0.00%
0.00%
0.00%
17.44%
40.19%
0.00%
12.05%
0.00%
0.00%
12.98%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
100.00%
Efficient Frontier Determination when Short Sal and Risk-free Lending and Borrowing Are Not Allowe
PORTFOLIO RETURN 1.50% 2.00% 2.50%
COMPANY RETURN WEIGHT WEIGHT WEIGHT WEIGHT
TRUST 2.15% 8.80% 4.75% 7.42% 9.20%
BRACBANK 2.00% 8.33% 7.00% 8.20% 8.14%
EBL 1.26% 0.00% 4.29% 0.30% 0.00%
LANKABAFIN 2.80% 0.00% 0.00% 0.00% 0.00%
IDLC 1.50% 0.00% 0.00% 0.00% 0.00%
GPHISPAT 1.20% 0.00% 0.32% 0.00% 0.00%
SINGERBD 1.01% 0.00% 0.00% 0.00% 0.00%
BXPHARMA 2.60% 15.16% 0.17% 8.04% 17.44%
BEACONPHAR 3.20% 37.59% 22.70% 30.77% 40.19%
APEXFOOT 0.01% 0.00% 1.86% 0.00% 0.00%
GREENDELT 0.97% 14.68% 17.74% 18.12% 12.05%
AGRANINS 3.07% 0.00% 0.00% 0.00% 0.00%
GP 0.90% 0.00% 0.00% 0.00% 0.00%
UPGDCL 2.18% 12.19% 4.56% 8.84% 12.98%
BATBC 0.66% 3.25% 21.93% 14.86% 0.00%
AMCL(PRAN) 0.36% 0.00% 14.68% 3.45% 0.00%
OLYMPIC 0.58% 0.00% 0.00% 0.00% 0.00%
LHBL 0.02% 0.00% 0.00% 0.00% 0.00%
BEXIMCO 2.90% 0.00% 0.00% 0.00% 0.00%
BSC 0.01% 0.00% 0.00% 0.00% 0.00%
MONTHLY RISK
FREE RATE
PORTFOLIO 0.48% 0.48% 0.48% 0.48%
RETURN
PORTFOLIO 2.38% 1.50% 2.00% 2.50%
PORTFOLIO
VARIANCE
STANDARD 0.21% 0.10% 0.14% 0.23%
DEVIATION
SHARPE RATIO OR 4.54% 3.17% 3.76% 4.83%
SLOPE 41.92% 32.25% 40.41% 41.82%
Borrowing Are Not Allowed
3.00% X AXIS (RISK) Y AXIS (RETURN)
WEIGHT 3.17% 1.50%
0.00% 3.76% 2.00%
0.00% 4.83% 2.50%
0.00% 8.33% 3.00%
0.00%
0.00%
0.00%
0.00%
5.18% 1
86.67%
0.9
0.00%
0.00% 0.8
0.00%
0.00% 0.7
0.00%
0.00% 0.6
0.00%
0.5
0.00%
0.00% 0.4
3.15%
5.00% 0.3
0.2
0.48%
3.00% 0.1
0.69%
8.33% 0
0.5 1 1.5 2 2.5 3 3.5 4 4.5
30.26%
2015 DECEMBER -2.82% 1.25% 0.70% 3.94%
2016 JANUARY -7.05% -18.73% 1.05% -54.59%
FEBRUARY -4.46% -9.25% 3.81% 48.37%
MARCH -19.63% 3.70% -0.33% 5.78%
APRIL 10.26% -5.35% -2.31% -7.51%
MAY 6.51% 12.09% 14.48% -11.24%
JUNE 2.78% 14.22% 9.36% -0.70%
JULY 11.89% 20.38% -3.08% 0.71%
AUGUST 7.73% -4.55% 1.41% -0.38%
SEPTEMBER 6.73% -1.64% 2.44% 18.42%
OCTOBER -5.04% 0.00% -1.36% -19.40%
NOVEMBER 2.65% 9.17% -0.34% 5.51%
DECEMBER 2.59% -1.98% 0.35% 22.12%
2017 JANUARY 6.72% 5.62% 14.48% 38.26%
FEBRUARY -0.79% 1.64% 2.11% 34.67%
MARCH 29.25% 29.41% 0.09% 17.43%
APRIL -12.32% 20.91% -2.34% -17.05%
MAY 0.00% 6.59% 3.59% -7.36%
JUNE 6.02% 3.99% 10.41% 13.44%
JULY 17.05% 8.80% 12.86% 5.93%
AUGUST 14.89% -2.28% 13.92% 2.89%
SEPTEMBER 4.23% 0.12% 0.89% 0.81%
OCTOBER 15.14% 17.11% 4.19% 43.99%
NOVEMBER 0.70% 9.15% 13.53% 15.92%
DECEMBER -0.70% -1.28% -4.84% -6.26%
2018 JANUARY -10.56% -10.70% -14.29% -13.39%
FEBRUARY 5.77% -5.37% -5.48% -13.44%
MARCH -1.24% 6.11% -2.90% -2.65%
APRIL -7.04% 15.06% -4.23% 1.04%
MAY -6.26% -15.05% -6.49% -11.81%
JUNE -9.26% -4.43% -6.11% 2.28%
JULY -2.38% -7.72% -6.51% -5.56%
AUGUST 36.59% 17.20% 17.09% 18.55%
SEPTEMBER -18.37% -6.75% -10.00% -12.99%
OCTOBER -0.62% -1.95% 5.11% -10.74%
NOVEMBER -3.14% 3.27% -0.86% -3.02%
DECEMBER 5.52% 0.00% 3.75% 1.35%
2019 JANUARY 13.54% 7.98% 9.72% 17.88%
FEBRUARY -8.13% 3.44% -2.78% 2.36%
MARCH -16.52% -4.19% -3.39% -14.22%
APRIL -2.83% -8.80% 9.97% -8.99%
MAY 25.24% 4.70% 0.56% 8.90%
JUNE -3.35% 3.08% 1.34% -4.51%
JULY 1.27% -4.84% -1.85% -17.56%
AUGUST -3.16% -7.95% -7.28% -0.54%
SEPTEMBER -6.54% 6.22% 1.45% -5.28%
OCTOBER 2.10% -17.72% 1.15% -12.17%
NOVEMBER -2.74% 14.62% -2.55% 35.45%
DECEMBER -3.52% -1.55% -3.49% -7.70%
2020 JANUARY -0.36% -12.43% 2.41% -10.56%
FEBRUARY -0.37% -25.80% 3.82% -3.07%
MARCH -10.29% -14.02% -12.46% -17.29%
MAY 0.00% 1.57% 0.65% 4.96%
JUNE 2.03% 7.50% -0.64% 47.93%
JULY 5.86% 0.00% 0.00% 20.86%
AUGUST 18.29% 24.45% 22.01% 4.07%
SEPTEMBER -0.34% 2.52% -3.18% -10.27%
OCTOBER 0.69% 1.97% -1.92% 11.44%
NOVEMBER 4.45% 10.84% -1.68% -10.27%
DECEMBER 9.51% -3.70% 2.56% 56.22%
MEAN RETURN 1.77% 1.61% 1.31% 3.18%
COVARIANCE 0.002435024898 0.00210143226 0.001696963732 0.005226737459
BETA 0.90756 0.78323 0.63248 1.94807
WEIGHT 7.07% 8.63% 13.67% -0.56%
CONTRIBUTION IN BETA 0.06416774154 0.06759897848 0.08644494986 -0.01085841656
PORTFOLIO BETA 25.56%
PORTFOLIO VARIANCE 0.16%
PORTFOLIO VARIANCE 4.06%
Weight (1) 6.19% 9.81% 17.05% 0.62%
Weight (2) 8.80% 8.33% 0.00% 0.00%
Short Sales and Rf Borrowing/Lending Allowed

Companies Expected Return Weight Stock Beta Excess Return
TRUST 2.15% 6.19% 91% 7%
BRACBANK 2.00% 9.81% 78% 2%
EBL 1.26% 17.05% 63% 3%
LANKABAFIN 2.80% 0.62% 195% 3%
IDLC 1.50% 2.23% 67% 4%
GPHISPAT 1.20% 5.91% 48% -5%
SINGERBD 1.01% -4.86% 41% 16%
BXPHARMA 2.60% 48.10% 120% -3%
BEACONPHAR 3.20% 57.55% 19% 1%
APEXFOOT 0.01% -34.38% 22% 23%
GREENDELT 0.97% 8.23% 31% 8%
AGRANINS 3.07% -4.59% 188% -6%
GP 0.90% -35.80% 64% 3%
UPGDCL 2.18% 19.24% 44% 15%
BATBC 0.66% 41.70% 21% 2%
AMCL(PRAN) 0.36% 17.68% 26% -10%
OLYMPIC 0.58% -29.53% 66% 4%
LHBL 0.02% -11.81% 82% 1%
BEXIMCO 2.90% -11.48% 175% 6%
BSC 0.01% -1.86% 49% 6%
Total 1 31% 7%
5 6 7 8 9 10
ANCIAL INSTITUTIONS ENGINEERING PHARMACEUTICALS TANNERY
1.60% 5.93% 20.78% 9.22% 6.38% 8.26%
-2.67% 15.33% -7.49% 2.73% 9.33% -9.04%
-9.37% -1.90% 8.64% 1.04% 10.37% 1.65%
-1.15% 14.52% -17.58% -3.67% -2.76% -4.11%
4.55% -3.70% -0.71% -3.69% -7.39% -0.20%
-0.72% 5.94% 6.43% 3.91% -2.45% 3.84%
7.12% -0.99% 2.96% 0.97% 8.81% 1.82%
0.51% -9.00% 8.28% 3.83% -3.47% 5.67%
3.73% 4.03% 5.78% -4.50% 0.60% -2.16%
1.63% 8.45% 4.67% 0.36% 10.71% -1.12%
-3.54% -3.34% 2.18% -7.10% 11.29% 7.23%
-1.67% 2.11% -2.29% 6.74% -3.86% -0.43%
27.97% 17.87% 4.90% -1.94% 10.55% -5.25%
17.19% 13.41% 5.51% 7.92% 2.73% 3.00%
8.68% 18.77% 3.00% 5.85% 3.54% 0.91%
0.57% 0.65% -6.58% 19.61% -6.84% -2.80%
2.43% -7.10% -6.78% 0.54% 1.83% -0.96%
-1.53% -0.46% 3.01% -2.52% -4.05% 3.36%
0.28% 3.02% 5.18% 4.44% 8.45% 0.76%
13.56% -0.90% 3.09% -1.15% 2.60% 0.00%
7.34% -2.05% -0.97% -2.95% -5.06% 3.14%
-0.23% -8.84% -3.70% -1.48% -5.78% -5.72%
1.86% -3.83% -1.76% -7.52% 4.20% 1.24%
2.51% 13.19% 5.81% 6.67% -1.39% -2.67%
-5.12% -3.24% 0.26% -0.10% 0.00% 1.14%
-11.25% 1.55% -2.76% 2.50% -0.94% -2.68%
-1.85% -4.82% -2.58% -1.13% -6.16% 1.97%
-3.51% -5.07% 2.11% -2.28% -3.03% -1.41%
1.89% 3.65% -3.91% 2.63% 12.50% 2.43%
-4.14% 2.44% -3.43% -6.82% -13.89% -4.83%
-1.34% -2.91% 9.27% -4.48% -4.30% 15.16%
-12.67% 5.72% 9.14% -6.07% 0.56% -6.21%
14.85% -0.26% 1.72% 0.79% 0.00% -8.57%
-10.38% 0.78% 4.61% -7.76% 2.23% -1.65%
10.23% -3.85% 2.61% -5.79% -3.57% -9.43%
5.78% -2.91% -0.60% 3.95% -2.94% 1.18%
0.29% 5.74% 2.84% 0.25% -1.82% 7.89%
3.44% 4.57% 6.65% 9.99% 22.22% -1.86%
-1.94% 0.27% 1.74% 4.60% -2.53% 0.48%
-1.79% -6.54% 4.98% -7.47% -5.18% -5.32%
-7.58% 3.21% -12.33% -4.04% 6.01% -1.34%
2.62% 1.41% 5.12% -3.34% 3.61% 4.48%
-3.67% -3.90% 8.17% 6.91% 0.00% 4.04%
-9.12% -1.74% 9.42% -1.32% 16.92% -6.35%
-6.39% -0.59% -0.95% 1.94% 8.09% 1.23%
-4.87% -3.86% 0.53% 0.12% 7.87% -5.10%
-1.84% -2.16% -9.55% -7.97% 1.47% -12.27%
8.14% -3.41% -4.62% 5.49% 29.67% -2.10%
-12.16% -9.76% -0.66% -13.47% 26.84% -0.36%
1.10% 2.32% -5.27% 6.20% 4.68% 6.81%
10.87% 12.08% 4.51% -0.95% 26.38% 2.14%
-9.47% -12.79% -12.23% -16.85% 2.19% -9.41%
-2.56% -6.18% -2.00% 9.88% 0.00% -0.23%
0.00% 0.00% 0.00% 3.75% 0.00% -0.32%
0.00% 0.00% 0.00% 16.62% 27.84% 0.00%
24.34% 4.94% 18.37% 43.12% -3.35% 1.14%
9.79% 7.35% 0.06% 3.26% -2.80% 13.36%
2.97% 4.09% -4.08% 0.42% 15.64% -6.48%
-4.41% -4.75% -1.62% 33.34% -17.67% -5.68%
15.28% 22.83% 8.28% 32.85% 12.97% 2.55%
1.27% 1.42% 1.27% 2.27% 3.46% -0.32%
0.001788228195 0.001298242944 0.001107909647 0.003224604919 0.0005096231331 0.000590932836
0.66650 0.48387 0.41293 1.20185 0.18994 0.22025
-3.10% 8.74% -1.64% 29.95% 43.44% -25.97%
-0.02064874863 0.04226731222 -0.006759831436 0.3600026391 0.08250670418 -0.05719497628
2.23% 5.91% -4.86% 48.10% 57.55% -34.38%
0.00% 0.00% 0.00% 15.16% 37.59% 0.00%
No Short Sales but Rf Borrowing/Lending Allowed

Companies Expected Return Weight Stock Beta Excess Return
TRUST 2.15% 8.80% 91% 4.79%
BRACBANK 2.00% 8.33% 78% 1.92%
EBL 1.26% 0.00% 63% 0.64%
LANKABAFIN 2.80% 0.00% 195% 3.42%
IDLC 1.50% 0.00% 67% -6.11%
GPHISPAT 1.20% 0.00% 48% 5.72%
SINGERBD 1.01% 0.00% 41% 11.98%
BXPHARMA 2.60% 15.16% 120% -12.25%
BEACONPHAR 3.20% 37.59% 19% 1.53%
APEXFOOT 0.01% 0.00% 22% 1.63%
GREENDELT 0.97% 14.68% 31% 4.10%
AGRANINS 3.07% 0.00% 188% -4.26%
GP 0.90% 0.00% 64% -4.40%
UPGDCL 2.18% 12.18% 44% 2.05%
BATBC 0.66% 3.26% 21% 2.81%
AMCL(PRAN) 0.36% 0.00% 26% -16.22%
OLYMPIC 0.58% 0.00% 66% -4.12%
LHBL 0.02% 0.00% 82% 1.12%
BEXIMCO 2.90% 0.00% 175% 1.44%
BSC 0.01% 0.00% 49% 1.44%
Total 1 51% 6.16%
11 12 13 14 15 16
13.77% 17.24% -4.71% 1.52% 1.39% 10.32%
-1.86% 4.12% 1.46% 8.49% 4.48% -3.09%
-5.31% -9.60% -5.47% 6.44% -9.25% -1.11%
-2.38% -10.00% 8.64% -4.94% -8.84% -1.48%
-2.61% -11.11% 3.53% 4.61% 5.05% 0.62%
1.79% 5.47% -0.16% 0.14% -1.97% 0.41%
-0.66% -2.96% 8.52% -3.14% 2.81% 0.46%
-1.32% 0.00% -4.52% -4.86% -2.19% 5.72%
6.26% 11.45% 2.24% 0.92% -7.35% 7.59%
7.37% -2.74% 2.63% 5.63% 2.96% -3.28%
-3.53% 4.93% -1.34% -5.66% 1.88% -5.58%
-1.02% 36.91% 3.73% 1.48% -1.08% 1.90%
2.05% 17.65% 0.25% -1.46% -2.19% 1.91%
22.13% -2.92% 11.96% 4.03% 0.46% 5.49%
4.25% 9.87% 2.45% 0.54% 2.77% -0.82%
1.47% -12.50% 7.48% 0.47% -2.96% -3.55%
-1.45% -5.93% 1.66% 6.05% 4.86% 0.24%
-2.94% -11.71% -2.64% 14.51% 9.53% 0.05%
6.05% 9.20% 4.78% 2.38% 1.38% 3.05%
-0.79% 7.37% 10.19% -1.57% 6.75% -0.74%
5.75% 0.00% 2.66% -4.34% -0.50% 1.40%
-7.40% 3.92% 6.60% -4.36% -0.42% -3.76%
-4.40% -2.36% 5.54% 3.42% 3.61% 0.10%
7.17% 1.93% 7.55% 7.25% 6.42% 7.93%
-2.23% -2.37% -0.13% 2.87% 3.08% -0.49%
3.42% -6.31% 10.79% -5.31% 11.06% -3.92%
-3.55% -2.07% -4.72% 0.90% -2.83% 0.98%
5.25% -0.53% -3.49% -1.40% -4.79% -0.51%
-9.65% -3.03% 1.65% 30.11% -0.72% 5.04%
9.61% -4.49% -11.67% 6.19% -0.46% -6.00%
-9.09% -3.73% -6.24% 16.47% 1.83% 10.26%
-0.36% 1.94% 3.54% 36.62% -5.20% 0.90%
5.02% 6.33% -0.92% 6.30% 1.35% 2.97%
2.05% 5.36% -4.19% 14.23% 1.53% -1.86%
-13.88% -10.73% 2.54% -5.11% -1.32% -3.95%
9.51% 0.00% -4.50% -9.40% -0.34% 3.02%
15.25% 9.49% 1.27% 0.48% 6.63% 3.66%
-5.54% 140.46% 12.31% 34.61% 0.87% 2.45%
4.51% -10.10% -1.18% 4.19% 4.20% 5.15%
3.39% 0.53% 3.99% 0.59% 23.42% -3.40%
0.67% -31.65% -12.34% -28.07% -9.56% -2.32%
4.85% 5.82% -1.00% 16.54% -3.28% -0.33%
-2.23% -3.47% 2.70% 9.10% 3.18% -0.94%
-1.79% -12.40% -6.15% 1.49% -10.06% -5.92%
-1.00% -0.46% -6.14% 7.20% -1.68% -2.29%
3.36% 27.06% 12.95% -16.56% -4.93% -2.66%
-7.79% 1.08% -9.90% -9.58% -0.05% -9.81%
-1.94% 3.93% 0.22% -3.25% -6.69% 1.20%
-6.28% -10.65% -10.28% -6.45% -9.57% -12.27%
-2.68% -5.38% -8.15% 5.79% 10.67% 2.88%
10.99% -1.63% 11.79% 0.58% -4.05% 9.08%
-7.03% -27.27% -15.34% -12.38% -7.99% -0.52%
-2.87% 0.00% 6.07% -3.72% 0.00% 15.79%
21.35% 0.00% -2.73% 0.00% 0.00% 0.00%
0.00% 61.14% 8.84% 0.00% 0.00% -16.36%
-6.10% 3.89% 23.12% 23.52% 18.49% 12.50%
15.77% 18.03% 3.72% 16.82% 4.20% -1.83%
9.78% 13.54% -0.03% 1.71% -3.05% -2.55%
5.84% -10.41% -3.10% 5.99% -5.20% -1.75%
-12.83% 0.85% 8.83% -9.64% 14.65% 1.88%
1.27% 3.52% 1.25% 2.82% 0.68% 0.36%
0.0008353418105 0.005036573193 0.00172753674 0.001186539174 0.0005641954192 0.0006938547219
0.31134 1.87719 0.64387 0.44224 0.21028 0.25861
8.62% -4.61% -25.01% 13.15% 37.33% 22.48%
0.02682973148 -0.086608316 -0.1610253604 0.05814870089 0.07850756449 0.05814045966
8.23% -4.59% -35.80% 19.24% 41.70% 17.68%
14.68% 0.00% 0.00% 12.18% 3.26% 0.00%

17 18 19 20
D ALLIED CEMENT MISCELLANEOUS DSEX
OLYMPIC LHBL BEXIMCO BSC 4578.7
4.14% -8.58% 5.07% 3.58% 4629.64 0.0111
0.93% -4.29% -0.34% -3.55% 4540.8927 -0.0192
8.87% 4.34% -0.35% 1.93% 4511.96602 -0.0064
2.95% -10.20% -1.74% -2.66% 4357.53806 -0.0342
3.58% -12.31% -10.95% -5.47% 4195.69851 -0.0371
7.54% 41.22% 10.44% 18.01% 4419.3923 0.0533
5.73% -2.59% -0.83% -5.25% 4507.58048 0.0200
-1.74% -12.26% -2.08% 17.17% 4525.34975 0.0039
-10.99% 8.93% -3.40% 4.96% 4526.57886 0.0003
1.39% 4.76% 2.64% 21.65% 4695.18902 0.0372
-0.02% -6.94% -9.44% -13.51% 4592.17713 -0.0219
2.77% 3.66% 15.64% 8.29% 4801.2437 0.0455
4.16% 7.46% 6.56% 0.04% 5036.05011 0.0489
0.32% 1.10% 29.62% 21.65% 5468.34018 0.0858
-0.52% 0.01% 4.15% 7.15% 5612.69664 0.0264
-6.41% -12.56% 0.00% 6.69% 5719.61091 0.0190
-3.62% -8.93% -2.56% -0.16% 5475.55266 -0.0427
-3.32% -1.07% -4.09% 7.85% 5403.1162 -0.0132
3.92% -2.63% 2.74% -91.16% 5656.04928 0.0468
3.12% -3.66% 0.00% -3.01% 5860.64891 0.0362
-4.70% -2.97% -5.64% -2.33% 6006.43351 0.0249
-0.73% 4.25% -7.23% -7.34% 6092.84094 0.0144
-4.09% -3.43% -3.73% -2.57% 6019.59132 -0.0120
11.44% -6.08% 3.12% 3.74% 6306.86095 0.0477
1.02% 25.72% -1.46% 1.08% 6244.52234 -0.0099
-1.25% -13.59% -2.96% -6.85% 6039.78399 -0.0328
-8.89% -0.17% -4.20% 2.53% 5804.94333 -0.0389
6.01% -3.88% -3.19% -2.47% 5597.44378 -0.0357
-4.00% 3.69% 30.04% -1.84% 5739.22955 0.0253
-10.11% -8.14% -13.61% -7.03% 5343.87807 -0.0689
-5.44% 4.06% -4.03% 8.82% 5405.46105 0.0115
-7.98% -2.84% -3.44% -1.39% 5302.6374 -0.0190
-2.32% -2.92% 3.95% -2.82% 5600.6401 0.0562
1.64% -2.44% -9.13% 2.64% 5368.95714 -0.0414
8.93% -14.07% 5.02% -12.89% 5284.12752 -0.0158
-0.27% -8.97% -6.52% 5.21% 5281.25158 -0.0005
-0.78% 7.14% 7.31% 1.56% 5385.64133 0.0198
11.19% 1.38% 7.66% 22.82% 5821.01017 0.0808
-3.49% -5.03% -6.72% -6.26% 5711.82993 -0.0188
0.04% 0.74% -4.66% -1.56% 5491.90543 -0.0385
-3.45% -6.57% 1.78% 7.24% 5202.85448 -0.0526
0.76% 4.17% 0.44% 1.69% 5377.74607 0.0336
4.65% -0.75% -2.61% 6.85% 5421.6246 0.0082
-5.84% 0.50% -17.41% 13.98% 5138.79025 -0.0522
-6.83% -3.26% 8.65% -13.46% 5095.77666 -0.0084
-1.40% -7.25% -8.46% 0.79% 4947.63949 -0.0291
-13.31% -9.22% -13.59% -0.54% 4682.9 -0.0535
6.39% 18.46% 0.00% -5.81% 4731.43 0.0104
-9.93% -12.73% -10.39% -10.00% 4433.94 -0.0629
18.24% 49.70% 0.72% 18.91% 4481.51 0.0107
-3.69% -9.74% 17.99% -4.57% 4466 -0.0035
-16.44% -17.84% -18.29% -15.42% 3603.95 -0.1930
-4.46% -3.75% 6.72% -5.91% 3986.73 0.1062
0.13% 0.00% -9.09% 0.00% 4307.15 0.0804
15.85% 0.00% 3.08% 17.02% 4879.14 0.1328
9.20% 28.13% 112.69% 10.96% 4963.29 0.0172
-3.65% -10.00% -9.94% -3.82% 4846.1 -0.0236
2.54% -3.62% -13.94% -3.86% 4866.84 0.0043
-1.10% -8.52% 18.52% -12.28% 5402.06 0.1100
7.22% 32.33% 126.56% 15.01% 5827.56 0.0788
0.06% -0.03% 3.58% 0.07% AVERAGE: 0.54%
0.00178297857 0.002191432662 0.004698639755 0.00131472885 MARKET VARIANCE 0.00268
0.66454 0.81677 1.75124 0.49002
-11.78% -11.77% -8.66% 0.01%
-0.07826805451 -0.09616689305 -0.1515807188 0.00006269866859
-29.53% -11.81% -11.48% -1.86%
0.00% 0.00% 0.00% 0.00%

Short Sale Not Allowed and Risk free Lending and Borrowing
Short Sale and Risk free Lending and Borrowing Allowed Allowed
Sharpe Ratio 1. Sharpe Ratio
Rp 3.57% Rp
RF 0.48% RF
sp 5.50% sp
Ratio 56.24% Ratio
2. Treynor Ratio 2. Treynor Ratio

Rp 3.57% Rp
RF 0.48% RF
bp 31.26% bp
Ratio 9.90% Ratio
3. Jensen Alpha 3. Jensen Alpha

Rp 3.57% Rp
RF 0.48% RF
bp 31.26% bp
Rm 0.54% Rm
Ratio 3.08% Ratio
6. Information Ratio 35.96% 6. Information Ratio

Tracking Error 7.42% Tracking Error
Benchmark Return 0.90% Benchmark Return
5. MM Square 5. MM Square
Portfolio Variance 0.30% Portfolio Variance
Market Variance 0.27% Market Variance
Ratio 2.68% Ratio
nd Risk free Lending and Borrowing
Allowed HISTORICAL OPTIMUM PORTFOLIO
Treynor Ratio 9.07% MM-square
2.38% Portfolio Return 2.80% Portfolio Return
0.48% Risk Free Return 0.48% Risk Free Return
4.54% Portfolio Beta 25.56% Market Variance
41.92% Portfolio Variance
Jenson's Alpha 2.3021770406196100% Market Returns
Portfolio Return 2.80%
2.38% Risk Free Return 0.48% Sharpe Ratio
0.48% Portfolio Beta 25.56%
50.51% Market Return 0.54%
3.77%
2.38%
0.48%
50.51%
0.54%
1.87%
24.00%
6.16%
0.90%
0.21%
0.27%
2.42%
3.72%
2.80%
0.48%
0.27%
0.16%
0.54%
57.08%
3.08%
2015 2016 2016 2016 2016 2016
SECTOR December January February March April May
Banks 410958.58 0.020105189

402696.18 0.0337364511
389110.64 - 374911.85 0.0580642889
353142.86 0.0637665731
375661.57
19 4 0.03649036685 8 1
Financial Institutions 150763.49 0.008421203
149493.88 0.0165436872
147020.7 142002.52 0.0812174319
130469.44 0.0245557120
133673.21
303 7 -0.0341324725 2 5
Insurance 80774.58 0.034693216
77972.25 0.0031541990
78218.19 - 76451.63 0.0776698940
70513.64 0.0095672269
71188.26
6 9 0.02258502786 2 93
Food & Allied Product 243854.42 0.034164072
252185.48 0.0530281917
238812.54 - 226125.15 0.0373336623
234567.23 0.0083325791
236521.78
15 9 0.05312698404 5 07
Pharmaceuticals & Chemicals 414565.94 0.000440605
414748.6 0.0165244198
421602.08 - 410454.92 0.0199810249
402253.61 0.0050720489
400213.36
4197 5 0.02644000238 6 49
Textile 84919.01 0.043511812
88613.99 0.0087552766
87838.15 0.00017907936
87853.88 78985.92 0.0384459660
82022.61
02 78 36 -0.1009398788 7
Engineering 160682.7 0.051597900
152391.81 0.0942245518
166750.86 - 159528.68 141693.76 0.0733179075
152082.45
71 3 0.04331120091 -0.1117975777 8
Ceramic 26644.39 0.088028286
28989.85 0.0684577533
27005.27 - 25917.37 0.0694499480
24117.41 0.0366805556
25002.05
63 2 0.04028472961 5 6
- - -
Tannery 24466.84 0.035879582
23588.98 0.0309004458
22860.07 - 21731.23 0.0049122852
21624.48 0.0211200454
22081.19
32 9 0.04938042622 23 3
-
Paper & Printing 1852.49 0.075806077
1992.92 0.0443670593
1904.5 - 1828.97 1432.86 0.0902530603
1562.18
23 9 0.03965870307 -0.2165754496 1
- -
Jute 860.6 0.087845689
785 0.0357707006
813.08 859.69 0.0506461631
816.15 0.0263554493
837.66
05 4 0.05732523245 5 7
- -
Cement 146878.28 0.037599909
141355.67 0.0337907209
146132.18 - 134120.64 0.0801086245
123376.42 152336.86
26 5 0.08219640602 9 0.2347323743
- -
Mutual Funds 30419.76 0.068693835
32509.41 0.0102853296
32175.04 28549.91 0.0645227953
26707.79 0.0285841696
27471.21
85 9 -0.112669013 4 4
-
Fuel & Power 334266.9 0.012148076
330206.2 0.0045691146
331714.95 - 328188.86 0.0527099548
345487.68 0.0243877292
353913.34
88 93 0.01062987966 7 5
-
Services & Realestate 20772.79 0.091596266
18870.08 - 16685.95 - 16500.49 0.0615121126
17515.47 19280.69
08 0.1157456672 0.01111474025 7 0.1007806242
-
IT Sector 5103.91 11565.45 - 9269.94 9860.18 0.0564005930
9304.06 0.0407381293
9683.09
1.265998029 0.1984799554 0.06367247253 9 8
-
Telecommunication 359452.19 0.011421880
363557.81 0.0000538841
363538.22 323612.6 0.0796933123
349402.36 0.0354154734
361776.61
61 4019 -0.1098250962 1 4
- -
Travel and Leisure 22338.5 0.017623385
21944.82 0.0403739925
21058.82 - 20269.33 17745.55 20455.47
63 9 0.03748975489 -0.1245122557 0.1527098343
- -
Miscellaneous 81865.24 0.008970840
82599.64 0.0230148702
84500.66 0.00024058983
84480.33 0.0000825044
84473.36 87727.42
371 8 68 1257 0.0385217304
- - -
Corporate Bond 5994 0.003073073
5975.58 0.0007162484
5979.86 0.00330108062
5999.6 0.0384308953
5769.03 0.0020696720
5757.09
073 646 7 9 25
Grand Total 2607434.61 2602043.6 2592991.7 2479247.83 2439399.08 2539248.1
2016 2016 2016 2016 2016 2016 2016 2017
June July August September October November December January
395556.03 0.051754159
0.0529584647 416027.7 0.00308436193
417310.88 441835.84 0.0060891846
439145.42 461694.18 484068.34 569371.94
2 83 1 0.05876904048 17 0.05134690919 0.04846099641 0.1762222252
145672.43 0.021816070
0.0897653314 142494.43 143946.9 153209.71 0.0709655412
142337.1 150866.73 160990.32 217817.23
4 48 0.01019317036 0.06434879806 8 0.05992555701 0.06710286622 0.3529833968
71419.58 0.020973240
0.0032494121 69921.68 0.00375763282
70184.42 74817.39 0.0026615470
74618.26 81667.41 84553.15 91162.56
92 11 6 0.06601137403 01 0.09446950385 0.03533527021 0.07816870217
244106.39 0.017488604
0.0320672793 239837.31 - 221581.76 226269.63 0.0103056693
228601.49 0.000851481764
228406.84 234073.85 0.00400014781
233137.52
9 05 0.07611638906 0.02115638941 9 2 0.02481103456 7
434247.68 0.010308356
0.0850404394 429771.3 421834.39 426837.68 0.0248574821
416227.57 420638.71 433712.47 460809.76
3 74 -0.0184677525 0.0118607921 2 0.01059790441 0.03108073434 0.06247754417
81848.91 0.006035266
0.0021177087 81354.93 83112.56 86986.92 0.0105508966
86069.13 89947.13 104911.51 109670.84
63 688 0.02160446822 0.04661581836 2 0.04505680492 0.1663686212 0.04536518443
155298.23 0.023055124
0.0211449776 158878.65 166080.81 172315.53 0.0948981209
155963.11 161504.97 179115.21 188254.09
1 32 0.04533120089 0.03754027934 1 0.03553314627 0.1090383782 0.05102235595
24639.29 0.052742997
0.0145092102 23339.74 0.00322282938
23264.52 24047.52 0.0534774479
22761.52 25310.71 25726.84 27825.71
4 06 9 0.03365640039 9 0.1119955961 0.01644086634 0.08158289164
-
22766 0.008177106
0.0310132741 22952.16 0.00650265595
22802.91 - 22646.27 26781.9 27560.52 26895.48 27354.02
9 211 9 0.006869298699 0.1826185946 0.02907261994 -0.02413016881 0.01704896139
-
1502.86 0.120496919
0.0379725767 1683.95 - 1652.37 1625.47 - 1364.8 1568.4 1621.08 - 1533.73
8 2 0.01875352594 -0.01627964681 0.1603659249 0.1491793669 0.03358837031 0.05388383053
- -
793.47 0.254930873
0.0527541007 995.75 1056.89 - 1054.61 - 1042.06 989.21 0.00527693816
983.99 1124.99
1 3 0.06140095405 0.002157272753 0.0119001337 -0.05071684932 3 0.1432941392
- - -
148727.11 0.059967950
0.0236958409 139808.25 147112.17 151292.06 0.0421038618
144922.08 148619.34 156993.9 159622.99
1 7 0.05224241059 0.02841294503 9 0.02551205448 0.05634905928 0.01674644684
-
30284.43 0.018898820
30856.77 - 29761.52 31181.86 0.0390922799
29962.89 31183.11 35078.88 40161.15
0.102406119 28 0.03549464186 0.04772404098 3 0.04072437605 0.1249320546 0.1448811935
- - -
351336.78 0.004704972
0.0072802002 349683.75 354037.33 361885 0.0044525194
363496.3 360509.11 0.00065981689
360271.24 390231.31
89 818 0.01245004951 0.02216622185 47 -0.008217937844 06 0.08315976041
- -
- 18340.04 0.062427344
17195.12 18403.3 18792.24 0.0091873028
18619.59 19115.33 22663.65 23527.5
0.0487871544 76 0.07026295833 0.0211342531 44 0.02662464641 0.1856269288 0.03811610222
- -
9485.64 0.068178847
0.0203912180 8838.92 9083.6 9667.19 0.0827510372
10467.16 11212.09 11793.82 11994.04
9 18 0.02768211501 0.06424655423 7 0.07116830162 0.05188417146 0.01697668779
362094 0.080193706
0.0008773093 391131.66 - 374516.76 384759.23 0.0093177751
388344.33 402084.4 0.00271990159
403178.03 427583.34
429 61 0.04247904657 0.0273484957 71 0.0353811526 3 0.06053234101
- - -
20569.3 0.082952263
0.0055647706 18863.03 0.00717488123
18727.69 19286.08 0.0503902296
18314.25 19719.73 25040.57 25734.56
95 81 6 0.02981627739 4 0.07674242734 0.269823167 0.02771462471
- -
89891.18 0.022007943
0.0246645803 87912.86 0.00757124725
88578.47 93582.07 0.0331162796
90482.98 96934.53 97927.37 105403.71
6 38 6 0.05648776729 5 0.07130125467 0.01024237699 0.07634576523
- -
5890.27 0.004004909
0.0231332148 5913.86 0.00567649555
5880.29 5986.35 0.0012077476
5979.12 5978.11 5895.58 6018.91
7 792 5 0.01803652541 26 -0.000168921179 -0.01380536658 0.0209190614
2614469.62 2637461.82 2618929.54 2708078.65 2665501.06 2745510.56 2855495.28 3118339.9
2017 2017 2017 2017 2017 2017 2017 2017
February March April May June July August September
562803.39 594150.86 532160.28 0.0246313009

519052.48 560588.38 622677.13 678530.76 723736.22
-0.01153648352 0.05569879385 -0.1043347476 3 0.08002254416 0.1107563985 0.08969918327 0.0666225655
230135.55 251587.42 241708.52 0.0453900425
230737.36 233797.63 254875.9 252053.55 0.00072480629
252236.24
0.05655346916 0.09321406449 -0.03926627174 2 0.01326300171 0.09015604649 -0.01107342828 61
91766.87 92344.25 86847.77 0.0514355175
82380.71 86489.6 88633.3 87769.73 92927.39
0.00662892749 0.006291813157 -0.05952162696 7 0.04987684617 0.02478563897 -0.00974317779 0.05876353955
234221.62 224835.41 228821.34 241383.37 247194.42 261765.51 258291.33 - 255659.19
0.004650045175 -0.04007405465 0.01772821283 0.0548988569 0.02407394511 0.05894586941 -0.01327210754 0.01019058596
476403.62 485942.2 0.00683128569
489261.81 0.0045610958
487030.24 501852.83 0.00978326654
496943.07 0.00376248329
498812.81 512129.13
0.03384012526 0.02002205609 6 27 0.03043463995 1 6 0.02669602651
118472.34 122608.52 118569.64 0.0079442764
117627.69 126340.68 128002.45 0.00027530723
127967.21 - 119931.3
0.08025378487 0.0349126218 -0.03294126705 61 0.07407260994 0.01315308735 04 0.06279663361
197352.66 0.000918305332
197533.89 183927.05 0.0046154711
184775.96 190624.16 206890.67 215009.9 - 199872.3
0.04833132709 2 -0.06888357233 88 0.03165022117 0.0853328875 0.03924406064 0.07040419999
26939.04 26871.52 25378.29 0.0232876210
24787.29 26212.99 26925.49 28460.87 - 27503.62
-0.0318651348 -0.002506399634 -0.05556924208 3 0.05751738088 0.02718118002 0.05702328908 0.03363389805
-
28355.26 27085.3 0.00215282828
27143.61 0.0041973046
27257.54 0.00648481117
27434.3 29209.29 0.00562218390
29045.07 - 27818.68
0.03660302946 -0.04478745742 7 33 5 0.06469966429 1 0.04222368891
1592.63 1606.52 1558.01 1618.34 1925.7 2278.34 2246.26 2433.89
0.03840310876 0.008721423055 -0.03019570251 0.0387224729 0.1899230075 0.1831230202 -0.01408042698 0.08352995646
1133.57 1183.98 1351.08 1640.69 - 1546.9 1671.54 1953.02 1756.28
0.00762673446 0.04447012536 0.1411341408 0.2143544424 0.05716497327 0.08057405133 0.1683956112 -0.1007362956
- - -
- 159178.78 147157 137109.29 0.0319825884
132724.18 0.00963336145
131445.6 0.00402630441
130916.36 126539.33 128068.99
0.002782869811 -0.07552376014 -0.06827884504 9 7 8 -0.03343378933 0.01208841551
- -
- 39862.41 40892.48 0.00270734374
41003.19 0.0074657605
41309.31 42500.66 43515.11 0.00569916978
43267.11 0.00181107543
43188.75
0.007438532014 0.02584063533 6 91 0.02883974581 0.02386904109 3 4
-
403103.5 388950.2 384622.96 0.0253260751
394363.95 404869.86 0.00259601937
403818.81 399525.79 - 385013.31
0.03298605127 -0.03511083382 -0.01112543457 8 0.02664013787 3 -0.01063105505 0.03632426332
-
22859.57 26767.79 24956.3 0.0212611645
24425.7 25331.2 25944.87 26327.53 - 24322.49
-0.02838933163 0.1709664705 -0.0676742458 2 0.037071609 0.02422585586 0.01474896579 0.07615754307
-
12254.52 11681.21 12687.45 0.0235563489
12986.32 13593.94 14011.51 0.00234164626
13978.7 - 13384.04
0.021717453 -0.04678355415 0.086141761 9 0.04678923667 0.03071736377 1 0.04254043652
-
437608.54 468652.05 475732.4 0.0266479432
463055.11 484848.48 532672.76 545486.27 579677.77
0.02344618946 0.07093899493 0.01510790361 6 0.04706431163 0.09863757849 0.02405512533 0.06268077105
- -
25722.6
0.000464744685 25307.86 23902.51 0.0300608597
23183.98 24976.95 25375.57 0.00222024569
25431.91 - 23488.6
7 -0.01612356449 -0.05553017916 2 0.07733659191 0.01595951467 3 0.07641227104
- - -
107246.66 104683.61 0.00889929187
103752 0.0132441784
102377.89 0.00434107403
101933.46 103418.57 100467.46 - 97755.59
0.01748467867 -0.02389864635 6 3 5 0.01456940636 -0.02853559085 0.02699252076
6162.16 5982.9 5683.65 0.0176559077
5784 5905.66 5751.15 5895.16 0.00508892040
5925.16
0.02379999036 -0.0290904488 -0.05001755002 4 0.02103388658 -0.02616303682 0.02504020935 2
3183175.29 3245824.97 3146177.15 3118502.11 3239413.4 3405297.4 3467059.77 3516828.94
2017 2017 2017 2018 2018 2018 2018 2018
October November December January February March April May
718338.2 758207.88 0.00745775683

752553.35 0.0953680825
680783.78 0.0561939357
642527.86 0.0513421628
609539.09 625621.24 - 555493.01
-0.007458546154 0.05550265878 6 4 6 1 0.02638411591 0.1120937486
257219.77 245668.77 0.00667451544
244029.05 0.0303915046
236612.64 0.0908010662
215127.96 0.0686721986
200354.65 203582.61 0.0695253882
189428.45
0.01975739093 -0.04490712359 6 2 5 3 0.01611123076 4
91891.61 95028.58 0.00685888392
94376.79 90611.22 0.0142667762
89318.49 0.0000997553
89327.4 90364.7 0.0464987987
86162.85
-0.01114612172 0.03413771943 7 -0.0398993227 3 81 0.01161233843 6
259171.19 277860.25 285604.03 0.0757735806
307245.27 292822 0.0286423834
284434.88 281445.41 0.0253572442
274308.73
0.01373703797 0.07211087004 0.02786933359 5 -0.0469438309 3 -0.01051020887 3
504435.11 497913.01 530786.65 0.0494062915
557010.85 0.0209098081
545363.86 0.0164835638
536374.32 540099.91 - 505806.13
-0.01502359376 -0.01292951238 0.06602285809 9 3 4 0.006945876902 0.0634952522
117650.67 115943.77 121713.26 0.0497250669
115661.06 0.0292470084
112278.32 0.0382643773
107982.06 113947.08 0.0070887292
113139.34
-0.01901613674 -0.01450820467 0.04976110402 3 6 1 0.05524084278 59
194717.24 198823.11 208190.72 0.0367857414
200532.27 0.0470196143
191103.32 0.0403534590
183391.64 191752.44 0.0414241925
183809.25
-0.02579176804 0.02108631983 0.04711529761 6 5 6 0.0455898644 7
27133.64 28616.41 0.00263170677
28691.72 28211.07 0.0827044135
25877.89 0.0376286474
24904.14 26172.65 0.0175645186
25712.94
-0.0134520474 0.05464692537 2 -0.0167522198 5 7 0.05093570788 9
- - - -
27217.27 26817.2 27595.98 0.0208258594
27021.27 0.0107485695
26730.83 0.0074023141
26532.96 26038.77 0.0056861364
25890.71
-0.02161892656 -0.01469912302 0.02904031741 2 5 07 -0.01862551332 8
- - -
1681.71 1940.65 0.00097905340
1938.75 0.0509606705
1839.95 0.0961710916
2016.9 0.0685358718
1878.67 1891 1690.66
-0.3090443693 0.1539742286 99 4 1 8 0.00656315372 -0.105943945
- - -
1593.64 2012.37 - 1959.69 0.0881312860
1786.98 0.0208340328
1824.21 0.0347657342
1760.79 1816.7 0.0653217372
1698.03
-0.09260482383 0.262750684 0.02617808852 7 4 1 0.03175279278 2
- - - -
124868.3 121256.34 138562.96 0.0982988527
124942.38 0.0069361572
124075.76 0.0419334928
118872.83 121368 0.0662134994
113331.8
-0.02499192037 -0.0289261566 0.1427275473 4 91 9 0.02099024647 4
- - - -
42722.75 - 42658.71 0.00813081314
42311.86 0.0147214043
41688.97 0.0188591850
40902.75 0.0221850609
41810.18 42165.55 0.0260250370
41068.19
-0.01078984689 0.001498967178 5 5 6 1 0.008499604642 3
- - -
383401.63 - 380305.01 - 372842.69 0.0136886953
367738.96 0.0218599356
359700.21 0.0379460718
346051 373737.51 0.0084588512
376898.9
-0.004186037101 0.008076700143 0.01962193451 6 5 1 0.08000702209 4
- - -
24167.26 21931.28 23586.33 0.0599936488
22171.3 0.0700603933
20617.97 0.0460297497
19668.93 20076.65 - 19159.15
-0.006382159063 -0.09252103879 0.07546527152 6 9 8 0.02072913982 0.0456998553
- - - -
18536.05 16179.72 16411.83 0.0480104899
15623.89 0.0217935482
15283.39 0.0254184444
14894.91 15322.63 0.0332730086
14812.8
0.3849368352 -0.1271214741 0.01434573651 9 1 7 0.02871584991 2
- - -
609811.2 653747.57 0.00156721041
652723.01 0.0633756269
694089.74 0.0455126306
662499.89 0.0355063455
638976.94 649569.03 - 574418.25
0.05198306984 0.07204913586 4 8 9 2 0.0165766389 0.1156932928
- - -
23642.67 24957.75 - 24662.05 0.0509998155
23404.29 0.0371824994
24274.52 0.0010125843
24249.94 23397.86 0.0307579411
22678.19
0.006559352196 0.05562315931 0.01184802316 1 5 89 -0.03513740653 1
- - -
95458.9 95921.19 0.00940292754
95019.25 0.0040141339
94637.83 96202.37 0.0412699811
92232.1 97403.18 0.0584822795
103099.54
-0.02349420632 0.004842817171 9 78 0.0165318668 9 0.05606594667 3
- -
5941.73 - 5906.56 6027.16 2940 0.0010204081
2937 0.0005107252
2938.5 2943 0.0570846075
2775
0.002796548954 0.005919151493 0.02041797595 -0.5122080715 63 298 0.001531393568 4
3529600.54 3611696.13 3669587.13 3634553.72 3491485.5 3366175.93 3448715.92 3231381.92
2018 2018 2018 2018 2018 2018 2018 2019
June July August September October November December January
566934.62 - 533922.51 619931.31 561616.11 568189.48 0.0137759854

560362.11 583104.68 642506.17
0.02059721688 0.05822913055 0.1610885445 -0.09406719593 0.01170438291 3 0.04058548855 0.1018710568
210151.75 - 196146.64 215458.83 193250.11 0.00193143486
193623.36 0.0581479941
182364.55 191527.07 209072.59
0.1093990897 0.06664284261 0.09845791903 -0.1030763975 4 3 0.05024287889 0.09160856478
85592.57 0.00007045004
0.00661862972 85598.6 0.00501129691
86027.56 100833.84 - 93582.47 0.0319186916
90595.44 103113.61 118887.82
3 023 4 0.172110891 0.07191405187 1 0.1381766014 0.1529789327
276142.15
0.00668378290 258297.5 0.00511127672
259617.73 262303.37 0.00449700665
261123.79 0.0041789758
262215.02 276684.64 285305.92
4 -0.0646212467 5 0.01034459395 3 03 0.05518226988 0.03115922879
522117.6 - 495928.52 0.00537055219
498591.93 489875.17 0.00179196671
490753.01 0.0144053726
483683.53 508751.02 524404.64
0.03224846247 0.05015935107 2 -0.01748275388 7 7 0.05182622199 0.03076872455
116581.81 128894.78 132961.55 129717.33 132137.07 0.0586484928
139886.71 141709.18 149144.39
0.03042681706 0.1056165623 0.03155108376 -0.02439968547 0.01865394547 1 0.01302818545 0.05246808993
190590.29 205891.11 0.00952989179
203928.99 201386.61 180198.97 0.0465314535
171814.05 190676.88 210632.13
0.03689172335 0.08028121475 6 -0.01246698667 -0.1052087823 4 0.1097863068 0.1046547961
29884.48 30567.18 28448.33 29834.97 - 28013.81 0.0423176997
26828.33 27995.98 31637.9
0.1622350459 0.02284463374 -0.0693178108 0.04874240421 0.06104112054 3 0.04352302212 0.1300872482
26509 28544.63 28146.82 27403.58 - 26265.76 0.0235100754
26883.27 27571 27799.66
0.0238807665 0.07679014674 -0.01393642167 -0.02640582489 0.04152085238 7 0.02558208135 0.00829349679
-
2156.78 25092.88 23066.75 22296.05 18857.76 0.0189990751
18499.48 17408.31 16980.79
0.2757029799 10.63441797 -0.08074521538 -0.033411729 -0.1542107234 8 -0.05898382009 -0.0245583862
1945.51 1506.38 1648.9 1530.2 2370.54 3599.67 4733.44 4720.61
0.1457453637 -0.2257145941 0.09461092155 -0.07198738553 0.5491700431 0.5185021134 0.3149649829 -0.002710502299
-
117546.67 115636.4 113600.32 114443.66 - 103226.31 0.0705821025
95940.38 101962.25 105308.25
0.03719053258 -0.0162511622 -0.01760760453 0.007423746694 0.09801635145 7 0.06276679329 0.03281606673
- -
40809.35 -
0.00630268828 39568.54 40041.06 34850.58 - 33734.87 0.0024683658
33651.6 34450.72 37644.12
5 0.03040504198 0.01194181034 -0.1296289359 0.03201410134 19 0.02374686493 0.09269472452
-
397528.45 431070.96 448978.01 450610.57 464467.5 0.0801443803
427243.04 432163.16 508696.2
0.05473497004 0.08437763385 0.04154084051 0.003636169175 0.03075145352 9 0.01151597461 0.1770929294
-
19121.81
0.00194893823 20231.94 20582.11 19208.69 - 17630.78 0.0047621262
17714.74 18013.29 20108.1
6 0.05805569661 0.01730778166 -0.06672882421 0.08214563304 36 0.01685319683 0.1162924707
15243.82 18074.39 17755.67 16092.17 - 15126.89 17070 0.000307557117
17075.25 17922.9
0.0290978073 0.1856863962 -0.01763379013 -0.09368838236 0.05998445207 0.1284540312 8 0.04964202574
- - -
- 542100.46 0.00056434189
541794.53 0.00915481741
536834.5 513046.74 526663.03 0.0426838010
504183.05 511383.86 561056.58
0.05626177441 34 8 -0.04431116107 0.02654005754 6 0.01428213424 0.09713392206
- - -
- 21829.1 23117.87 0.00730171075
22949.07 22289.85 0.00594396104
22157.36 0.0219407907
21671.21 21871.91 21888.58
0.03744081869 0.05903908086 4 -0.02872534704 1 8 0.009261134934 0.0007621648041
-
77445.73 108163.78 0.00091694280
108064.6 105187.42 - 101292.91 0.0515913700
106518.75 107510.04 117266.4
-0.2488256495 0.3966396856 65 -0.02662463008 0.03702448449 2 0.0093062489 0.09074836173
2886 - 2773.5 0.00594916170
2790 - 2782.5 - 2731.5 0.0010982976
2734.5 2826 2799
0.04 0.03898128898 9 0.002688172043 0.01832884097 39 0.03346132748 -0.009554140127
3263117.95 3290822.64 3409424.04 3298559.52 3282147.17 3193459.43 3320532.29 3613782.75
2019 2019 2019 2019 2019 2019 2019 2019
February March April May June July August September
616390.17 596598.13 - 574458.29 600534.17 592951.32 579544.06 558462.41 0.0056471123

561616.11
-0.04064708048 -0.03210959708 0.03711013979 0.04539212064 -0.01262684187 -0.02261106359 -0.03637626792 99
197528.49 189949.22 - 171862.18 188741.42 181803.12 163663.15 161205.51 193250.11
-0.05521575066 -0.03837051556 0.09522039627 0.09821381295 -0.03676087634 -0.09977810062 -0.015016453 0.1987810466
113939.62 96922.47 103115.67 109529.8 - 109189.88 111386.56 108715.56 0.0724985457
100833.84
-0.04162074803 -0.14935235 0.06389849536 0.06220325194 0.003103447646 0.02011798163 -0.02397955373 5
290768.22 340057.75 - 311993.21 304337.62 314384.2 285256.52 278163.6 0.0570176327
262303.37
0.01914541416 0.1695148459 0.08252874696 -0.02453768145 0.03301129844 -0.09264994869 -0.0248650583 9
537834.97 530741.52 - 511550.8 506423.6 528313.46 125283.09 543461.19 0.0986013739
489875.17
0.02561062389 -0.01318889696 0.03615831676 -0.01002285599 0.04322440739 -0.7628622031 3.337865469 1
145426.08 133542.43 - 130283.58 135361.11 140144.07 522442.05 123739.26 0.0483118292
129717.33
-0.02493094108 -0.08171608559 0.02440310544 0.03897290817 0.03533481662 2.727892661 -0.7631521812 4
207422.02 190345.05 - 184285.79 201153.78 202640.21 189805.63 194068.67 0.0377079927
201386.61
-0.01524036243 -0.08232959066 0.03183303164 0.09153169108 0.007389520595 -0.0633367879 0.02246002924 4
34689.68 29688.9 26155.27 26675.49 26334.29 24602.05 26653.96 29834.97
0.09645962595 -0.1441575708 -0.119021924 0.01988968189 -0.01279076785 -0.06577887613 0.08340402527 0.1193447428
28465.94 27604.94 - 25248.28 25917.68 26486.58 25904.95 25556.09 0.0722915751
27403.58
0.0239671996 -0.03024667374 0.08537095172 0.0265126971 0.02195026715 -0.02195942247 -0.01346692428 2
16546.29 14545.91 - 13373.05 13519.09 14463.23 13199.12 13034.84 22296.05
-0.02558773767 -0.1208959833 0.08063160022 0.01092047065 0.06983754084 -0.0874016385 -0.0124462843 0.7104966382
4528.17 4413.83 3811.73 0.00550143897
3832.7 3993.85 3666.62 3946.2 1530.2
-0.04076591796 -0.02525081876 -0.1364121409 9 0.04204607718 -0.08193347271 0.07625006136 -0.6122345548
100834.3 0.00019219650
100853.68 90088.08 0.00997457155
90986.67 - 90481.38 84364.75 0.00237528114
84565.14 114443.66
-0.04248432578 46 -0.1067447415 3 0.005553450852 -0.06760098044 5 0.353319583
-
35788.91 34879.06 0.00547491818
34688.1 35581.23 0.000409766610
35595.81 37160.51 33030.64 0.0550985388
34850.58
-0.04928286277 -0.02542267982 9 0.02574744653 1 0.04395742083 -0.1111359882 1
-
513293.1 500090.34 433116.47 461896.52 480041.01 468947.59 480910.12 0.0630046005
450610.57
0.009036631294 -0.02572167832 -0.1339235427 0.06644875453 0.0392825865 -0.02310931726 0.02550931118 3
19500.12 18070.17 - 17312.88 0.00987241868
17483.8 17834.95 16086.12 16806.37 19208.69
-0.03023557671 -0.07333031797 0.04190829417 5 0.02008430662 -0.09805634442 0.04477462558 0.1429410396
20986.05 19453.96 - 19311.05 19764.82 20538.89 20014.73 20681.92 16092.17
0.1709070519 -0.07300516295 0.00734606219 0.02349794548 0.03916402983 -0.02552036649 0.03333494881 -0.2219208855
- 560069.6 578416.44 508643.2 502594.8 514221.95 468430.5 439647.59 513046.74
0.001759145218 0.03275814292 -0.1206280375 -0.01189124321 0.02313424253 -0.08904997152 -0.06144542253 0.1669499655
- -
21918.53 21021.2 19942.88 20342.78 21049.14 22901.51 0.00859899631
22704.58 0.0182663585
22289.85
0.001368293421 -0.04093933307 -0.0512967861 0.02005226928 0.03472288448 0.08800217016 1 9
-
132206.28 127820.65 111690.18 0.00024496334
111717.54 112824.75 110075.62 115890.34 0.0923538579
105187.42
0.1274011993 -0.03317262992 -0.1261961193 41 0.009910798251 -0.02436637351 0.05282477628 7
-
2817 2904 - 2866.5 2743.5 2863.5 2761.5 2790 0.0026881720
2782.5
0.006430868167 0.03088391906 0.01291322314 -0.04290947148 0.0437397485 -0.03562074384 0.010320478 43
3600953.54 3557919.65 3293797.19 3379138.12 3436155.59 3275496.63 3254033.99 3298559.52
2019 2019 2019 2020 2020 2020 2020 2020
October November December January February March June July
543512.3 548983.5 539551.16 517919.37 - 487292.71 - 456445.24 0.0160706681

449109.86 0.0221282160
459047.86
-0.03223520422 0.01006637752 -0.01718146356 -0.04009219441 0.05913403084 0.06330377895 9 2
141231.58 149250.69 144694.43 143120.09 0.00488296227
143818.94 123718.42 0.0137590667
125420.67 0.0365980344
130010.82
-0.2691772336 0.05677986467 -0.03052756406 -0.01088044647 3 -0.1397626766 6 4
105606.44 111509.46 113355.44 110318.89 - 106075.81 90994.24 0.0056305761
91506.59 116275.63
0.04733133242 0.05589640177 0.01655446991 -0.02678786303 0.03846195334 -0.1421772787 77 0.2706803958
257098.9 - 245185.38 222109.44 248248.12 - 231612.07 208150.76 0.0009735251
208353.4 0.0247200669
213503.91
-0.01984141492 0.04633827683 -0.09411629682 0.1176837869 0.06701380055 -0.101295714 507 6
514838.91 - 483354.11 473234.13 481132.72 492573.38 - 458092.38 0.0204672690
467468.28 0.0639831006
497378.35
0.05095939033 0.06115466292 -0.02093698965 0.01669066008 0.02377859481 0.07000175284 7 3
100981.28 103298.91 105726.65 104655.53 116549.8 99145.77 0.0327488505
95898.86 0.0567558363
101341.68
-0.221528226 0.02295108559 0.02350208729 -0.0101310313 0.113651615 -0.149326983 1 1
160549.26 - 155642.49 147863.24 145191.99 157803.79 131928.5 0.0002771956
131891.93 0.0241654663
135079.16
-0.2027808602 0.03056239562 -0.04998153139 -0.01806568015 0.08686291854 -0.1639712836 022 8
24581.24 0.00713511604
24405.85 23290.72 22878.99 - 21930.94 - 20059.01 0.0148661374
19760.81 0.0042670315
19845.13
-0.176093021 8 -0.04569109455 -0.01767785624 0.04143758094 0.08535566647 6 64
-
21599.78 19402.85 19754.02 19933.78 20439.2 17863.29 0.0007865292
17849.24 17849.24
-0.2117898464 -0.1017107582 0.01809888753 0.009099919915 0.02535495024 -0.1260279267 452 0
9689.59 10362.66 10005.39 10032.48 11377.1 9625.78 9625.78 14927.7
-0.5654122591 0.06946320742 -0.03447666912 0.002707540636 0.1340266813 -0.1539337793 0 0.5508041946
-
2889.8 - 2722.69 2517.96 2103.58 - 1945.12 1750.34 0.0271547242
1797.87 0.0103122027
1779.33
0.8885113057 0.05782753132 -0.07519401768 -0.1645697311 0.07532872532 -0.1001377807 3 7
-
69431 75414.91 68861.15 88194.31 - 86657.86 73608.37 0.0232802329
71894.75 0.0128085847
72815.62
-0.3933172008 0.08618498941 -0.08690270929 0.2807556946 0.01742119191 -0.1505863404 4 7
- -
31161.1 0.00095664145
31131.29 30721.95 - 30475.48 33012.61 29524.04 0.0004928187
29509.49 0.0060051868
29686.7
-0.10586567 36 -0.01314882872 0.008022602732 0.08325151893 -0.1056738622 335 06
-
406691.04 0.00064840376
406427.34 386617.62 405268.85 411981.87 363682.23 0.0045381375
365332.67 381794.45
-0.09746671056 12 -0.04874111077 0.04824205891 0.01656436215 -0.1172372949 93 0.0450596986
- -
14131.33 0.00093055643
14118.18 13508.35 14680.49 16191.62 13053.25 0.0008679830
13041.92 0.0705003557
13961.38
-0.2643261982 03 -0.04319466107 0.0867715154 0.1029345751 -0.1938268067 694 8
-
17988.83 - 17483.19 20138.95 22327.7 22751.46 19594.52 0.0041317674
19513.56 21753.89
0.1178622895 0.02810855403 0.1519036286 0.1086824288 0.01897911563 -0.1387576885 53 0.1148088816
446497.07 0.00123055678
447046.51 401383.88 365026.65 386567.63 335578.12 0.0034889938
336748.95 0.0875140664
366219.22
-0.1297146338 7 -0.1021429068 -0.09057969642 0.05901207487 -0.1319032067 59 9
-
19667.22 22275.2 21892.98 24862.49 25289.5 - 25024.37 0.0058822659
24877.17 24877.17
-0.1176602804 0.1326054216 -0.01715899296 0.1356375423 0.01717486865 0.01048379762 67 0
-
102854.59 - 100408.45 96877.66 99423.08 103428.45 92327.02 0.0006387079
92268.05 0.0247718468
94553.7
-0.02217784218 0.02378250694 -0.03516427153 0.02627458178 0.04028611868 -0.107334394 319 1
- -
- 2761.5 2845.5 2811 3807.4 0.00063035142
3805 0.00709592641
3832 0.0147964509
3888.7 0.0141692596
3833.6
0.007547169811 0.03041825095 -0.01212440696 0.3544646033 09 3 4 5
2993762.76 2971269.16 2844916.12 2859601.99 2881104.86 2573997.65 2575758.55 2716534.54
2020 2020 2020 2020 SECTORAL BENCHMARK SECTORAL BENCHMARK
August September October November RETURN WEIGHT
537161.41 0.0283828281
552407.57 0.0138904323
544734.39 0.0244158809
558034.56 16.72%
0.1701642831 7 8 2 0.73%
166731.72 0.0859600680
181063.99 0.0486088371
172262.68 0.0838280816
157822.23 4.73%
0.2824449534 7 3 3 0.52%
120009.76
0.0321144680 139650.39 0.0463234653
146119.48 0.0956913479
160101.85 4.80%
1 0.1636586058 3 3 1.45%
248971.93 0.0240104577
254949.86 248401.88 0.0687337390
265475.47 7.96%
0.166123515 3 -0.025683403 5 0.30%
578266.06 0.0238790773
564457.6 0.0180205740
554285.75 0.0743860544
513054.62 15.38%
0.1626281281 9 9 9 4.93%
110553.77 117820.3 0.0804245957
108344.65 102994.51 3.09%
0.0909012955 0.0657284686 6 -0.0493807493 4.20%
153275.54 385297.22 - 354232.75 0.0030293077
355305.83 10.65%
0.1347090106 1.513755424 0.0806246928 08 2.67%
22331.85 0.0214662018
22811.23 0.0591682254
21461.53 0.0373794412
22263.75 0.67%
0.1253063094 6 7 6 -0.08%
- - -
18868.46 0.0298445130
0.0571015908 18305.34 0.0224999918
17893.47 0.0024718514
17849.24 0.53%
8 1 1 63 -0.41%
- -
15473.81 0.0114858590
0.0365836666 15296.08 0.0657815597
14289.88 0.0009272296
14303.13 0.43%
1 1 2 198 19.42%
2250.54 0.0118682627
2277.25 - 1978.28 0.0136937137
2005.37 0.06%
0.2648244002 3 0.1312855418 3 3.45%
- -
85054.89 0.0640011409
79611.28 - 76622.78 0.0468925820
73029.74 2.19%
0.1680857761 1 0.0375386503 8 -0.68%
34637.45 40231.12 0.0413513220
41894.73 0.0283279066
43081.52 1.29%
0.1667665992 0.161491969 6 4 0.80%
- -
437334.73 0.0219580320
446937.74 0.0054615660
444496.76 0.0483912413
422987.01 12.68%
0.1454716799 1 79 7 0.55%
14997.31 0.0736225363
0.0741996851 16101.45 - 14540.92 0.0883712997
15825.92 0.47%
3 1 0.0969186005 5 -0.13%
-
23404.96 0.0286900725
0.0758976900 24076.45 0.0406401275
23097.98 0.0474444085
24193.85 0.73%
2 3 9 6 3.94%
-
451142.38 0.0353044198
467069.7 0.0002625090
467192.31 0.0308130713
452796.68 13.57%
0.2318915976 6 003 9 0.65%
-
24989.42 0.0224931190
0.0045121691 25551.51 0.0014637099
25588.91 0.0092747209
25351.58 0.76%
9 9 73 63 0.41%
- -
115585.5 0.0543759381
109300.43 0.0501444504
103819.62 0.0235114518
106260.57 3.18%
0.2224323321 6 8 8 0.77%
3885 0.0023166023
0.0134077629 3894 0.0282485875
4004 0.0058191808
4027.3 0.12%
4 17 7 19 -0.22%
3164926.49 3467110.51 3385262.75 3336764.73 0.02 1.00
Short Sales with Riskless Borrwing and Lending
BASE
Industry Company Expected Return Weight
TRUST BANK LIMITED 2.15% 6.19%
BRAC BANK LTD. 2.00% 9.81%
BANK EASTERN BANK LIMITED 1.26% 17.05%
LANKABANGLA FINANCE LTD. 2.80% 0.62%
FINANCIAL INSTITUTIONS IDLC FINANCE LTD. 1.50% 2.23%
GPH ISPAT LTD. 1.20% 5.91%
ENGINEERING SINGER BANGLADESH
BEXIMCO LIMITED
PHARMACEUTICALS 1.01% -4.86%
LTD.
BEACON PHARMACEUTICALS 2.60% 48.10%
PHARMACEUTICALS LIMITED 3.20% 57.55%
TANNERY APEX FOOTWEAR LTD. 0.01% -34.38%
GREEN
AGRANIDELTA INSURANCE
INSURANCE LTD.
COMPANY 0.97% 8.23%
INSURANCE LTD. 3.07% -4.59%
TELECOMMUNICATION GRAMEENPHONE LTD.
UNITED POWER GENERATION 0.90% -35.80%
FUEL AND POWER AND DISTRIBUTION
BANGLADESH CO. LTD.
COMPANY 2.18% 19.24%
LIMITED
AGRICULTURAL MARKETING 0.66% 41.70%
COMPANY LTD. 0.36% 17.68%
FOOD AND ALLIED OLYMPIC INDUSTRIES
LAFARGEHOLCIM LTD.
BANGLADESH 0.58% -29.53%
CEMENT LTD.
BANGLADESH EXPORT IMPORT 0.02% -11.81%
COMPANY
BANGLADESH LTD.SHIPPING 2.90% -11.48%
MISCELLANEOUS CORPORATION 0.01% -1.86%
Short Sale Allowed with Riskless Borrowning
Industry name Sectoral Benchmark Return Benchmark Weight Within Sector Portfolio return
Banks 0.73% 16.72% 0.54%
Financial Institutions 0.52% 4.73% 0.05%
Insurance 1.45% 4.80% -0.06%
Food & Allied Product 0.30% 7.96% 29.86%
Pharmaceuticals & Chemicals 0.46% 15.38% 3.09%
Textile 0.55% 3.09%
Engineering 2.67% 10.65% 0.02%
Ceramic -0.08% 0.67%
Tannery -0.41% 0.53% 0.00%
Paper & Printing 19.42% 0.43%
Jute 3.45% 0.06%
Cement -0.68% 2.19% 0.00%
Mutual Funds 0.80% 1.29%
Fuel & Power 0.55% 12.68% 0.42%
Services & Realestate -0.13% 0.47%
IT Sector 3.94% 0.73%
Telecommunication 0.65% 13.57% -0.32%
Travel and Leisure 0.41% 0.76%
Miscellaneous 0.77% 3.18% -0.33%
Corporate Bond -0.22% 0.12%
Portfolio benchmark return 0.90%

ding
Return Within sector weight
0.54% 33.04%
0.05% 2.85%
0.02% 1.05%
3.09% 105.64%
0.00% -34.38%
-0.06% 3.64%
-0.32% -35.80%
0.42% 19.24%
0.17% 29.86%
0.00% -11.81%
-0.33% -13.34%
th Riskless Borrowning and Lending
Within sector weight Pure Sector Allocation Selection interation Within Sector Selection Value Added
33% 0.12% -0.03% -0.03% 0.06%
3% -0.01% 0.01% -0.02% -0.02%
4% -0.02% 0.02% -0.07% -0.07%
30% 0.07% 6.47% 2.35% 8.89%
106% 0.42% 2.37% 0.40% 3.20%
-0.02% 0.02% -0.02% -0.02%
1% -0.26% 0.25% -0.28% -0.28%
0.00% 0.00% 0.00% 0.00%
-34% 0.14% -0.14% 0.00% 0.00%
-0.08% 0.08% -0.08% -0.08%
0.00% 0.00% 0.00% 0.00%
-12% 0.09% -0.09% 0.01% 0.02%
-0.01% 0.01% -0.01% -0.01%
19% 0.04% -0.01% -0.02% 0.01%
0.00% 0.00% 0.00% 0.00%
-0.03% 0.03% -0.03% -0.03%
-35.80% -0.32% 0.48% -0.13% 0.03%
0.00% 0.00% 0.00% 0.00%
-13.34% -0.13% 0.18% -0.04% 0.02%
0.00% 0.00% 0.00% 0.00%
11.70%
No Short Sales with Riskless Borrwing and Lending
BASE
Industry Company Expected Return Weight
TRUST BANK LIMITED 2.15% 8.80%
BRAC BANK LTD. 2.00% 8.33%
BANK EASTERN BANK LIMITED 1.26% 0.00%
LANKABANGLA FINANCE LTD. 2.80% 0.00%
FINANCIAL INSTITUTIONS IDLC FINANCE LTD. 1.50% 0.00%
GPH ISPAT LTD. 1.20% 0.00%
ENGINEERING SINGER BANGLADESH
BEXIMCO LIMITED
PHARMACEUTICALS 1.01% 0.00%
LTD.
BEACON PHARMACEUTICALS 2.60% 15.16%
PHARMACEUTICALS LIMITED 3.20% 37.59%
TANNERY APEX FOOTWEAR LTD. 0.01% 0.00%
GREEN
AGRANIDELTA INSURANCE
INSURANCE LTD.
COMPANY 0.97% 14.68%
INSURANCE LTD. 3.07% 0.00%
TELECOMMUNICATION GRAMEENPHONE LTD.
UNITED POWER GENERATION 0.90% 0.00%
FUEL AND POWER AND DISTRIBUTION
BANGLADESH CO. LTD.
COMPANY 2.18% 12.18%
LIMITED
AGRICULTURAL MARKETING 0.66% 3.26%
COMPANY LTD. 0.36% 0.00%
FOOD AND ALLIED OLYMPIC INDUSTRIES
LAFARGEHOLCIM LTD.
BANGLADESH 0.58% 0.00%
CEMENT LTD.
BANGLADESH EXPORT IMPORT 0.02% 0.00%
COMPANY
BANGLADESH LTD.SHIPPING 2.90% 0.00%
MISCELLANEOUS CORPORATION 0.01% 0.00%
Short Sale Allowed with Riskless Borrowning
Industry name Sectoral Benchmark Return Benchmark Weight Within Sector Portfolio return
Banks 0.73% 16.72% 0.36%
Financial Institutions 0.52% 4.73% 0.00%
Insurance 1.45% 4.80% 0.14%
Food & Allied Product 0.30% 7.96% 3.26%
Pharmaceuticals & Chemicals 0.46% 15.38% 1.60%
Textile 0.55% 3.09%
Engineering 2.67% 10.65% 0.00%
Ceramic -0.08% 0.67%
Tannery -0.41% 0.53% 0.00%
Paper & Printing 19.42% 0.43%
Jute 3.45% 0.06%
Cement -0.68% 2.19% 0.00%
Mutual Funds 0.80% 1.29%
Fuel & Power 0.55% 12.68% 0.27%
Services & Realestate -0.13% 0.47%
IT Sector 3.94% 0.73%
Telecommunication 0.65% 13.57% 0.00%
Travel and Leisure 0.41% 0.76%
Miscellaneous 0.77% 3.18% 0.00%
Corporate Bond -0.22% 0.12%
Portfolio benchmark return 0.90%

nding
Return Within sector weight
0.36% 17.13%
0.00% 0.00%
0.00% 0.00%
1.60% 52.75%
0.00% 0.00%
0.14% 14.68%
0.00% 0.00%
0.27% 12.18%
0.02% 3.26%
0.00% 0.00%
0.00% 0.00%
th Riskless Borrowning and Lending
Within sector weight Pure Sector Allocation Selection interation Within Sector Selection Value Added
17% 0.00% 0.00% -0.06% -0.06%
0% -0.02% 0.02% -0.02% -0.02%
15% 0.14% -0.13% -0.06% -0.05%
3% -0.01% -0.14% 0.24% 0.08%
53% 0.17% 0.42% 0.17% 0.77%
-0.02% 0.02% -0.02% -0.02%
0% -0.28% 0.28% -0.28% -0.28%
0.00% 0.00% 0.00% 0.00%
0% 0.00% 0.00% 0.00% 0.00%
-0.08% 0.08% -0.08% -0.08%
0.00% 0.00% 0.00% 0.00%
0% 0.01% -0.01% 0.01% 0.01%
-0.01% 0.01% -0.01% -0.01%
12% 0.00% 0.00% -0.04% -0.04%
0.00% 0.00% 0.00% 0.00%
-0.03% 0.03% -0.03% -0.03%
0.00% -0.09% 0.09% -0.09% -0.09%
0.00% 0.00% 0.00% 0.00%
0.00% -0.02% 0.02% -0.02% -0.02%
0.00% 0.00% 0.00% 0.00%
0.16%

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MEAN RETURN 2.13% 1.98% 1.26% 2.78%

1.47% 1.16% 1.01% 2.53% 3.18% -0.25%

0.97% 3.07% 0.87% 2.15% 0.65% 0.35%

0.58% -0.52% 2.88% -0.23%

HISTORICAL WITH EQUAL WEIGHT

Expected Return Calculation

WITH EXPECTED RETURN HISTORICAL WITH E

TOTAL WEIGHT 1 TOTAL WEIGHT

ISTORICAL WITH EQUAL WEIGHT

EQUAL WEIGHT CASE BASE CASE SOLVER

TOTAL WEIGHT 1 TOTAL WEIGHT

4. PORTFOLIO RETURN 3.5% 5. PORTFOLIO RETURN 4%

TOTAL WEIGHT 100.00% TOTAL WEIGHT

9. PORTFOLIO RETURN 1.5% 10. PORTFOLIO RETURN 1%

TOTAL WEIGHT 1 TOTAL WEIGHT

E SOLVER 1. PORTFOLIO RETURN 2%

100.00% TOTAL WEIGHT 100.00%

O RETURN 4% 6. PORTFOLIO RETURN 5%

1.00 TOTAL WEIGHT 100.00%

2. PORTFOLIO RETURN 2.5% 3. PORTFOLIO RETURN 3%

TOTAL WEIGHT 100.00% TOTAL WEIGHT

7. PORTFOLIO RETURN 6% 8. PORTFOLIO RETURN 8%

TOTAL WEIGHT 100.00% TOTAL WEIGHT

X AXIS (RISK) Y AXIS (RETURN) 1

0.48% 0.48% 0.48% 0.48% 0.48%

0.48% 0.48% 0.48% 0.48%

EQUAL WEIGHT CASE BASE CASE

TOTAL WEIGHT 1 TOTAL WEIGHT

4. PORTFOLIO RETURN 1.5% 5. PORTFOLIO RETURN 1.25%

TOTAL WEIGHT 1.00 TOTAL WEIGHT

CASE 1. PORTFOLIO RETURN 2%

100.00% TOTAL WEIGHT 100.00%

RETURN 1.25% 6. PORTFOLIO RETURN 1%

100.00% TOTAL WEIGHT 100.00%

2. PORTFOLIO RETURN 2.5% 3. PORTFOLIO RETURN 3%

TOTAL WEIGHT 100.00% TOTAL WEIGHT

7. PORTFOLIO RETURN 0.5% 8. PORTFOLIO RETURN 2.25%

TOTAL WEIGHT 100.00% TOTAL WEIGHT

0.48% 0.48% 0.48% 0.48% 0.48%

EQUAL WEIGHT CASE BASE CASE

TOTAL WEIGHT 1 TOTAL WEIGHT

rf=5%, R=7% rf=5.5%, R=7.5%

TOTAL WEIGHT 100.00% TOTAL WEIGHT

CASE rf=4.5%. R=6.0%

100.00% TOTAL WEIGHT 1.00

TOTAL WEIGHT 1.00

MONTHLY RISK FREE RATE 0.48% 3.50%

2 2.5 3 3.5 4 4.5

EQUAL WEIGHT CASE BASE CASE

TOTAL WEIGHT 1 TOTAL WEIGHT

TOTAL WEIGHT 100.00%

1.00 TOTAL WEIGHT 100.00%

TOTAL WEIGHT 1.00 TOTAL WEIGHT

COVARIANCE 0.002435024898 0.00210143226 0.001696963732 0.005226737459

BETA 0.90756 0.78323 0.63248 1.94807

WEIGHT 7.07% 8.63% 13.67% -0.56%

CONTRIBUTION IN BETA 0.06416774154 0.06759897848 0.08644494986 -0.01085841656

PORTFOLIO BETA 25.56%

PORTFOLIO VARIANCE 0.16%

PORTFOLIO VARIANCE 4.06%

Weight (1) 6.19% 9.81% 17.05% 0.62%

Weight (2) 8.80% 8.33% 0.00% 0.00%