Start 12/31/2009

End 9/30/2021
Frequency M
Name KARACHI SE 100 - PRICE INDEX Return ENGRO FERTILIZERS - TOT RETURN IND
Code PKSE100 PK:FCL(RI)
1/31/2011 12359.36
2/28/2011 11289.22 -9%
3/31/2011 11809.54 5%
4/29/2011 12057.54 2%
5/31/2011 12123.15 1%
6/30/2011 12496.03 3%
7/29/2011 12190.37 -2%
8/31/2011 11070.58 -9%
9/30/2011 11761.97 6%
10/31/2011 11868.88 1%
11/30/2011 11532.83 -3%
12/30/2011 11347.66 -2%
1/31/2012 11874.89 5%
2/29/2012 12877.88 8%
3/30/2012 13761.76 7%
4/30/2012 13990.38 2%
5/31/2012 13786.62 -1%
6/29/2012 13801.41 0%
7/31/2012 14577 6%
8/31/2012 15391.58 6%
9/28/2012 15444.82 0%
10/31/2012 15910.11 3%
11/30/2012 16573.86 4%
12/31/2012 16905.33 2%
1/31/2013 17242.74 2%
2/28/2013 18173.67 5%
3/29/2013 18043.31 -1%
4/30/2013 18982.42 5%
5/31/2013 21823.05 15%
6/28/2013 21005.69 -4%
7/31/2013 23312.77 11%
8/30/2013 22160.85 -5%
9/30/2013 21832.68 -1%
10/31/2013 22775.85 4%
11/29/2013 24302.19 7%
12/31/2013 25261.14 4%
1/31/2014 26784.34 6% 162.68
2/28/2014 25783.28 -4% 201.05
3/31/2014 27159.91 5% 201.28
 4/30/2014 28912.98 6% 224.38
5/30/2014 29737.69 3% 215.14
6/30/2014 29652.53 0% 192.68
7/31/2014 30314.07 2% 184.22
8/29/2014 28567.74 -6% 181.73
9/30/2014 29726.39 4% 180.75
10/31/2014 30376.53 2% 195.85
11/28/2014 31197.98 3% 212.58
12/31/2014 32131.28 3% 263.32
1/30/2015 34443.87 7% 287.49
2/27/2015 33632.19 -2% 289.35
3/31/2015 30233.87 -10% 260.08
4/30/2015 33729.96 12% 304.32
5/29/2015 33056.79 -2% 293.34
6/30/2015 34398.86 4% 310.12
7/31/2015 35741.52 4% 325.09
8/31/2015 34726.51 -3% 332.36
9/30/2015 32287.41 -7% 318.91
10/30/2015 34261.61 6% 324.98
11/30/2015 32255.2 -6% 289.22
12/31/2015 32816.31 2% 304.28
1/29/2016 31298.6 -5% 288.65
2/29/2016 31369.51 0% 272.41
3/31/2016 33139 6% 261.77
4/29/2016 34719.29 5% 263.69
5/31/2016 36061.56 4% 262.03
6/30/2016 37783.54 5% 242.89
7/29/2016 39528.82 5% 258.41
8/31/2016 39809.58 1% 254.72
9/30/2016 40541.81 2% 239.44
10/31/2016 39893.84 -2% 246.58
11/30/2016 42622.37 7% 250.19
12/30/2016 47806.97 12% 273.87
1/31/2017 48757.67 2% 287.01
2/28/2017 48534.23 0% 273.43
3/31/2017 48155.93 -1% 262.23
4/28/2017 49300.9 2% 245.45
5/31/2017 50591.57 3% 253.61
6/30/2017 46565.29 -8% 231.18
7/31/2017 46010.45 -1% 242.85
8/31/2017 41206.99 -10% 242.27
9/29/2017 42409.27 3% 275.26
10/31/2017 39617.19 -7% 284.36
11/30/2017 40010.36 1% 286.68
12/29/2017 40471.48 1% 310.53
1/31/2018 44049.05 9% 319.61
 2/28/2018 43239.44 -2% 317.23
3/30/2018 45560.3 5% 330.85
4/30/2018 45488.86 0% 345.6
5/31/2018 42846.64 -6% 355.94
6/29/2018 41910.9 -2% 358.72
7/31/2018 42712.43 2% 378.93
8/31/2018 41742.24 -2% 378.02
9/28/2018 40998.59 -2% 380.48
10/31/2018 41649.36 2% 408.3
11/30/2018 40496.03 -3% 404.56
12/31/2018 37066.67 -8% 365.78
1/31/2019 40799.52 10% 402.18
2/28/2019 39054.6 -4% 389.31
3/29/2019 38649.34 -1% 394.69
4/30/2019 36784.44 -5% 383
5/31/2019 35974.79 -2% 380.35
6/28/2019 33901.58 -6% 352.88
7/31/2019 31938.48 -6% 355.03
8/30/2019 29672.12 -7% 363.25
9/30/2019 32078.85 8% 404.46
10/31/2019 34203.68 7% 422.65
11/29/2019 39287.65 15% 443.72
12/31/2019 40735.08 4% 472.34
1/31/2020 41630.94 2% 435.29
2/28/2020 37983.62 -9% 406.92
3/31/2020 29231.63 -23% 384.07
4/30/2020 34111.64 17% 410.72
5/29/2020 33931.23 -1% 398.2
6/30/2020 34421.92 1% 401.53
7/31/2020 39258.44 14% 443.76
8/31/2020 41110.93 5% 420.78
9/30/2020 40571.48 -1% 431.26
10/30/2020 39888 -2% 456.51
11/30/2020 41068.82 3% 464.36
12/31/2020 43755.38 7% 484.6
1/29/2021 46385.54 6% 497.17
2/26/2021 45865.02 -1% 499.39
3/31/2021 44587.85 -3% 508.81
4/30/2021 44262.35 -1% 546.16
5/31/2021 47896.34 8% 580.73
6/30/2021 47356.02 -1% 606.29
7/30/2021 47055.29 -1% 656.41
8/31/2021 47419.74 1% 665.3
9/30/2021 44899.6 -5% 639.12
10/29/2021 46218.93 3% 681.9
11/30/2021 45072.38 -2% 704.44
12/31/2021 44596.07 -1% 726.49
1/31/2022 45374.68 2% 784.93
2/28/2022 44461.01 -2% 845.08
3/31/2022 44928.83 1% 926.29
4/29/2022 45249.41 1% 1016
5/31/2022 43078.14 -5% 925.88
6/30/2022 41540.83 -4% 946.49
7/29/2022 40150.36 -3% 843.55
8/31/2022 42351.15 5% 897.9
9/30/2022 41128.67 -3% 833.09
10/31/2022 41264.66 0% 894.2

Avg monthly return 1.02%

Stdeviation monthly 5.60%
Annualized avg return 12.19%
Anunalized st.dev 19.40%

Correlation Portfolio return

Engro and Ibrahim 87.27% 22.25%
Engro and Packages -5.08% 21.01%
Ibrahim and Packages 46.18% 21.05%
Fauji, National & Adamjee 21.44%

Correl with KSE Beta

Engro 46% 0.55
Ibrahim 59% 1.34
Packages 90% 1.78
Return IBRAHIM FIBRES - TOT RETURN IND Return
PK:NAF(RI)
1595.08
1403.64 -12%
1489.67 6%
1463.01 -2%
1379.11 -6%
1278.85 -7%
1106.19 -14%
860.54 -22%
964.44 12%
991 3%
954.75 -4%
899.21 -6%
903.2 0%
1006.96 11%
1275.99 27%
1378.42 8%
1892.54 37%
1663.74 -12%
1712.63 3%
1662.74 -3%
1633.48 -2%
1760.05 8%
1724.5 -2%
1694.59 -2%
1733.65 2%
1759.7 2%
1703.74 -3%
1794.36 5%
1978.51 10%
1884.99 -5%
1919.43 2%
1826.99 -5%
1759.16 -4%
2532.78 44%
2338.24 -8%
2625.33 12%
3642.59 39%
24% 3135.28 -14%
0% 3059.73 -2%
 11% 2787.76 -9%
-4% 2651.77 -5%
-10% 2714.47 2%
-4% 2651.77 -2%
-1% 2266.47 -15%
-1% 2347.31 4%
8% 2210.56 -6%
9% 3057.84 38%
24% 3399.33 11%
9% 3417.83 1%
1% 3135.28 -8%
-10% 2844.04 -9%
17% 3178.72 12%
-4% 2644.21 -17%
6% 2902.97 10%
5% 2549.78 -12%
2% 2644.21 4%
-4% 2289.13 -13%
2% 2071.93 -9%
-11% 2020.93 -2%
5% 1629.97 -19%
-5% 2144.46 32%
-6% 2038.69 -5%
-4% 1920.83 -6%
1% 2198.1 14%
-1% 1832.06 -17%
-7% 2141.06 17%
6% 2266.47 6%
-1% 2319.35 2%
-6% 2332.57 1%
3% 2232.47 -4%
1% 2738.65 23%
9% 2568.66 -6%
5% 2683.88 4%
-5% 2875.02 7%
-4% 2984.18 4%
-6% 2622.68 -12%
3% 2606.44 -1%
-9% 2593.22 -1%
5% 2792.67 8%
0% 2700.5 -3%
14% 2572.44 -5%
3% 2541.65 -1%
1% 2641.63 4%
8% 2264.69 -14%
3% 2561.95 13%
 -1% 2383.44 -7%
4% 2193.06 -8%
4% 2375.78 8%
3% 2298.4 -3%
1% 2413.32 5%
6% 2298.4 -5%
0% 2394.17 4%
1% 2393.78 0%
7% 2283.87 -5%
-1% 2598.89 14%
-10% 2362.63 -9%
10% 2437.44 3%
-3% 2362.63 -3%
1% 2362.63 0%
-3% 2362.63 0%
-1% 2362.63 0%
-7% 2362.63 0%
1% 2362.63 0%
2% 2362.63 0%
11% 2362.63 0%
4% 2402.4 2%
5% 2402 0%
6% 2402 0%
-8% 2402 0%
-7% 2402.4 0%
-6% 2582.15 7%
7% 2402 -7%
-3% 2402 0%
1% 2402 0%
11% 2402 0%
-5% 2402 0%
2% 2542.51 6%
6% 2402 -6%
2% 2858.37 19%
4% 4965.32 74%
3% 4006.53 -19%
0% 4083.39 2%
2% 4844.02 19%
7% 6357.28 31%
6% 6799.65 7%
4% 6325.25 -7%
8% 6425.34 2%
1% 6803.65 6%
-4% 6318.45 -7%
7% 6792.09 7%
3% 6690.72 -1%
 3% 6690.72 0%
8% 6918.61 3%
8% 6893.47 0%
10% 6893.47 0%
10% 6896.71 0%
-9% 6903.61 0%
2% 6893.47 0%
-11% 6893.47 0%
6% 8231.61 19%
-7% 8109.96 -1%
7% 8109.96 0%

1.85% 1.86%
6.69% 12.74%
22.21% 22.30%
23.17% 44.14%

Portfolio risk
32.67%
21.88%
35.28%
28.31%

RiskFree Rate CAPM

10.40% 11.38%
10.40% 12.79%
10.40% 13.57%
PACKAGES - TOT RETURN IND Return
PK:ADI(RI)
3052.42
2514.35 -18%
2705.49 8%
2595.95 -4%
2659.9 2%
2595.95 -2%
2456.95 -5%
2359.95 -4%
2407.15 2%
2107.44 -12%
1659.05 -21%
1952.15 18%
1840.76 -6%
1971.27 7%
1986.14 1%
2377.98 20%
2290.28 -4%
2388.76 4%
2441.23 2%
2551.44 5%
2807.57 10%
3825.61 36%
3941.33 3%
3621.71 -8%
3734.32 3%
4689.34 26%
4617.95 -2%
5091.63 10%
5879.79 15%
5481.04 -7%
5982.6 9%
5876.6 -2%
6259.63 7%
5690.6 -9%
6406.86 13%
6689.78 4%
8401.3 26%
7303.23 -13%
8637.15 18%
10023.48 16%
13732.94 37%
12603.67 -8%
12889.63 2%
12638.35 -2%
15442.18 22%
15956.06 3%
16209.36 2%
17044.38 5%
18670.94 10%
16346.05 -12%
13946.54 -15%
14370.97 3%
14474.61 1%
15164.85 5%
15953.62 5%
13778.5 -14%
13618.45 -1%
13835.42 2%
15312.65 11%
14859.3 -3%
14062.61 -5%
12632.1 -10%
13325.14 5%
16475.84 24%
15716.83 -5%
16709.05 6%
18464.47 11%
18558.23 1%
17577.04 -5%
18019.84 3%
21439.55 19%
22324.87 4%
22060.66 -1%
22416.79 2%
22795.77 2%
22737.93 0%
22166.18 -3%
18821.23 -15%
18410.75 -2%
16640.06 -10%
15612.93 -6%
14187.22 -9%
13432.02 -5%
13795.15 3%
15732.25 14%
15168.09 -4%
15927.07 5%
14905.94 -6%
14286.66 -4%
13975.87 -2%
14266.39 2%
13838.59 -3%
12762.98 -8%
11259 -12%
11120.59 -1%
11039.26 -1%
10528.41 -5%
10451.93 -1%
10837.77 4%
8715.56 -20%
9017.55 3%
8951.44 -1%
8459.13 -5%
8018.65 -5%
8904.98 11%
8553.54 -4%
11039.19 29%
11875.49 8%
11450.49 -4%
10301.77 -10%
6799.65 -34%
9319.55 37%
9500.05 2%
10735.59 13%
12365.36 15%
14827.5 20%
15531.84 5%
14738.75 -5%
15852.48 8%
18456.52 16%
16098.91 -13%
15626.76 -3%
15638.21 0%
14795.32 -5%
16835.95 14%
17662.38 5%
17137.24 -3%
16277.12 -5%
15205.46 -7%
17331.94 14%
16697.62 -4%
16109.63 -4%
15567.97 -3%
14906.76 -4%
14265 -4%
13842.15 -3%
13728.32 -1%
13800.29 1%
13493.04 -2%
13923.8 3%
14117.91 1%
13666.73 -3%

1.65%
11.06%
19.81%
38.32%