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Henil Patel
Henil Patel
Henil Patel
Variable Cells
Cell Name Original Value Final Value Integer
$B$748 weights Avg Returns 100.00% 19.15% Contin
$C$748 weights Avg Returns 100.00% 1.01% Contin
$D$748 weights Avg Returns 100.00% 23.19% Contin
$E$748 weights Avg Returns 100.00% 23.38% Contin
$F$748 weights Avg Returns 100.00% 33.28% Contin
Constraints
Cell Name Cell Value Formula Status Slack
$G$748 weights 100.00% $G$748=1 Binding 0
$B$748 weights Avg Returns 19.15% $B$748>=0 Not Binding 19.15%
$C$748 weights Avg Returns 1.01% $C$748>=0 Not Binding 1.01%
$D$748 weights Avg Returns 23.19% $D$748>=0 Not Binding 23.19%
$E$748 weights Avg Returns 23.38% $E$748>=0 Not Binding 23.38%
$F$748 weights Avg Returns 33.28% $F$748>=0 Not Binding 33.28%
Avg Returns Avg Returns Avg ReturnAvg Returns Avg Returns
matrix
Column 1 Column 2 Column 3 Column 4 Column 5
Column 1 6.16427377596587 3.1976420243 1.722553 2.3824090058 2.2293652647
Column 2 3.19764202429809 14.078319005 1.750262 2.8893061375 2.0522290922
Column 3 1.7225528970654 1.7502623163 3.667072 1.5350045441 1.1852257319
Column 4 2.38240900584604 2.8893061375 1.535005 5.9851820491 2.1212698189
Column 5 2.22936526474375 2.0522290922 1.185226 2.1212698189 5.0030175856
variance 2.68345290778619
std dev 7.20091950830615
rp 0.11360932880774
rfr 6%
sharpe ratio 0.007444789342