FUENTE BVC https://www.bvc.com.co/mercado-local-en-linea?

tab=

FECHA ECOPETROL ISA CORFICOLCF GEB BOGOTA CEMARGOS

10/31/2022 $ 2,450.00 $ 19,270.00 $ 16,100.00 $ 1,647.00 $ 26,000.00 $ 3,330.00
11/1/2022 $ 2,555.00 $ 18,990.00 $ 16,000.00 $ 1,686.00 $ 27,000.00 $ 3,339.00
11/2/2022 $ 2,489.00 $ 17,900.00 $ 15,860.00 $ 1,730.00 $ 28,000.00 $ 3,200.00
11/3/2022 $ 2,450.00 $ 16,560.00 $ 15,350.00 $ 1,690.00 $ 27,570.00 $ 3,199.00
11/4/2022 $ 2,540.00 $ 17,500.00 $ 15,950.00 $ 1,705.00 $ 27,310.00 $ 3,190.00
11/8/2022 $ 2,550.00 $ 17,700.00 $ 15,990.00 $ 1,748.00 $ 28,400.00 $ 3,239.00
11/9/2022 $ 2,401.00 $ 18,780.00 $ 16,200.00 $ 1,690.00 $ 28,180.00 $ 3,199.00
11/10/2022 $ 2,599.00 $ 18,590.00 $ 16,500.00 $ 1,745.00 $ 29,990.00 $ 3,350.00
11/11/2022 $ 2,385.00 $ 18,500.00 $ 16,220.00 $ 1,761.00 $ 30,000.00 $ 3,420.00
11/15/2022 $ 2,509.00 $ 18,750.00 $ 16,800.00 $ 1,756.00 $ 30,000.00 $ 3,760.00
11/16/2022 $ 2,410.00 $ 19,260.00 $ 16,670.00 $ 1,732.00 $ 30,400.00 $ 3,870.00
11/17/2022 $ 2,500.00 $ 19,270.00 $ 16,690.00 $ 1,733.00 $ 29,300.00 $ 3,860.00
11/18/2022 $ 2,469.00 $ 18,670.00 $ 17,000.00 $ 1,744.00 $ 30,000.00 $ 3,850.00
11/21/2022 $ 2,382.00 $ 17,520.00 $ 17,000.00 $ 1,730.00 $ 31,000.00 $ 3,850.00
11/22/2022 $ 2,502.00 $ 18,020.00 $ 16,970.00 $ 1,750.00 $ 31,100.00 $ 3,801.00
11/23/2022 $ 2,484.00 $ 18,550.00 $ 16,600.00 $ 1,790.00 $ 33,500.00 $ 3,818.00
11/24/2022 $ 2,450.00 $ 18,520.00 $ 16,220.00 $ 1,838.00 $ 33,900.00 $ 3,800.00
11/25/2022 $ 2,457.00 $ 18,450.00 $ 16,470.00 $ 1,879.00 $ 33,980.00 $ 3,769.00
11/28/2022 $ 2,401.00 $ 18,500.00 $ 16,410.00 $ 1,840.00 $ 33,850.00 $ 3,800.00
11/29/2022 $ 2,475.00 $ 19,080.00 $ 16,380.00 $ 1,818.00 $ 33,000.00 $ 3,797.00
11/30/2022 $ 2,290.00 $ 19,500.00 $ 15,820.00 $ 1,800.00 $ 32,000.00 $ 3,503.00
12/1/2022 $ 2,300.00 $ 19,000.00 $ 15,800.00 $ 1,860.00 $ 34,000.00 $ 3,750.00
12/2/2022 $ 2,297.00 $ 18,800.00 $ 15,850.00 $ 1,870.00 $ 33,900.00 $ 3,780.00
12/5/2022 $ 2,239.00 $ 17,780.00 $ 15,820.00 $ 1,807.00 $ 33,900.00 $ 3,700.00
12/6/2022 $ 2,250.00 $ 18,600.00 $ 15,800.00 $ 1,839.00 $ 33,900.00 $ 3,745.00
12/7/2022 $ 2,240.00 $ 19,200.00 $ 15,910.00 $ 1,810.00 $ 34,000.00 $ 3,667.00
12/9/2022 $ 2,195.00 $ 18,900.00 $ 15,900.00 $ 1,820.00 $ 34,000.00 $ 3,698.00
12/12/2022 $ 2,214.00 $ 18,590.00 $ 15,740.00 $ 1,812.00 $ 33,500.00 $ 3,675.00
12/13/2022 $ 2,240.00 $ 17,920.00 $ 15,800.00 $ 1,830.00 $ 33,800.00 $ 3,673.00
12/14/2022 $ 2,197.00 $ 19,590.00 $ 15,650.00 $ 1,850.00 $ 31,910.00 $ 3,585.00
12/15/2022 $ 2,183.00 $ 18,710.00 $ 15,560.00 $ 1,800.00 $ 31,950.00 $ 3,482.00
12/16/2022 $ 2,133.00 $ 19,200.00 $ 14,800.00 $ 1,740.00 $ 33,990.00 $ 3,480.00
12/19/2022 $ 2,180.00 $ 18,270.00 $ 14,980.00 $ 1,720.00 $ 33,990.00 $ 3,482.00
12/20/2022 $ 2,230.00 $ 20,090.00 $ 14,750.00 $ 1,698.00 $ 34,900.00 $ 3,400.00
12/21/2022 $ 2,280.00 $ 20,990.00 $ 14,740.00 $ 1,725.00 $ 37,000.00 $ 3,500.00
12/22/2022 $ 2,247.00 $ 20,000.00 $ 14,750.00 $ 1,700.00 $ 36,900.00 $ 3,560.00
12/23/2022 $ 2,300.00 $ 20,990.00 $ 14,900.00 $ 1,700.00 $ 36,900.00 $ 3,540.00
12/26/2022 $ 2,321.00 $ 20,400.00 $ 14,980.00 $ 1,680.00 $ 36,900.00 $ 3,600.00
12/27/2022 $ 2,400.00 $ 20,900.00 $ 15,000.00 $ 1,699.00 $ 38,000.00 $ 3,690.00
12/28/2022 $ 2,379.00 $ 20,600.00 $ 14,860.00 $ 1,700.00 $ 40,000.00 $ 3,727.00
12/29/2022 $ 2,420.00 $ 21,000.00 $ 15,000.00 $ 1,683.00 $ 37,000.00 $ 3,600.00
1/2/2023 $ 2,479.00 $ 20,410.00 $ 15,000.00 $ 1,750.00 $ 37,000.00 $ 3,700.00
1/3/2023 $ 2,380.00 $ 20,300.00 $ 15,000.00 $ 1,715.00 $ 39,900.00 $ 3,610.00
1/4/2023 $ 2,415.00 $ 21,320.00 $ 15,300.00 $ 1,710.00 $ 39,900.00 $ 3,659.00
1/5/2023 $ 2,510.00 $ 23,000.00 $ 15,300.00 $ 1,700.00 $ 39,990.00 $ 3,680.00
 1/6/2023 $ 2,646.00 $ 22,000.00 $ 15,500.00 $ 1,700.00 $ 39,900.00 $ 3,680.00
1/10/2023 $ 2,685.00 $ 22,000.00 $ 15,800.00 $ 1,700.00 $ 39,600.00 $ 3,794.00
1/11/2023 $ 2,667.00 $ 22,000.00 $ 16,500.00 $ 1,730.00 $ 40,000.00 $ 3,771.00
1/12/2023 $ 2,694.00 $ 21,740.00 $ 16,890.00 $ 1,692.00 $ 39,100.00 $ 3,681.00
1/13/2023 $ 2,714.00 $ 21,460.00 $ 16,990.00 $ 1,705.00 $ 39,100.00 $ 3,700.00
1/16/2023 $ 2,700.00 $ 21,680.00 $ 16,990.00 $ 1,720.00 $ 39,100.00 $ 3,700.00
1/17/2023 $ 2,716.00 $ 21,680.00 $ 16,880.00 $ 1,720.00 $ 39,900.00 $ 3,650.00
1/18/2023 $ 2,803.00 $ 21,670.00 $ 17,460.00 $ 1,683.00 $ 40,000.00 $ 3,584.00
1/19/2023 $ 2,766.00 $ 21,790.00 $ 17,480.00 $ 1,685.00 $ 40,000.00 $ 3,560.00
1/20/2023 $ 2,749.00 $ 21,600.00 $ 17,480.00 $ 1,700.00 $ 40,000.00 $ 3,587.00
1/23/2023 $ 2,737.00 $ 21,500.00 $ 17,260.00 $ 1,695.00 $ 40,000.00 $ 3,500.00
1/24/2023 $ 2,670.00 $ 20,910.00 $ 16,970.00 $ 1,703.00 $ 37,530.00 $ 3,400.00
1/25/2023 $ 2,664.00 $ 20,980.00 $ 16,660.00 $ 1,692.00 $ 36,300.00 $ 3,251.00
1/26/2023 $ 2,693.00 $ 20,630.00 $ 16,390.00 $ 1,705.00 $ 35,860.00 $ 3,250.00
1/27/2023 $ 2,607.00 $ 19,560.00 $ 16,390.00 $ 1,609.00 $ 37,000.00 $ 3,250.00
1/30/2023 $ 2,590.00 $ 19,900.00 $ 16,090.00 $ 1,574.00 $ 35,330.00 $ 3,200.00
1/31/2023 $ 2,669.00 $ 19,040.00 $ 16,000.00 $ 1,570.00 $ 35,420.00 $ 3,213.00
2/1/2023 $ 2,573.00 $ 18,900.00 $ 15,800.00 $ 1,570.00 $ 35,420.00 $ 3,200.00
2/2/2023 $ 2,525.00 $ 19,000.00 $ 15,480.00 $ 1,501.00 $ 36,000.00 $ 3,200.00
2/3/2023 $ 2,537.00 $ 19,000.00 $ 15,080.00 $ 1,500.00 $ 36,500.00 $ 3,200.00
2/6/2023 $ 2,577.00 $ 19,000.00 $ 15,440.00 $ 1,489.00 $ 36,480.00 $ 3,100.00
2/7/2023 $ 2,610.00 $ 19,000.00 $ 15,300.00 $ 1,509.00 $ 36,000.00 $ 3,150.00
2/8/2023 $ 2,582.00 $ 19,000.00 $ 15,200.00 $ 1,463.00 $ 34,660.00 $ 3,001.00
2/9/2023 $ 2,500.00 $ 18,970.00 $ 15,000.00 $ 1,430.00 $ 33,700.00 $ 2,890.00
2/10/2023 $ 2,629.00 $ 18,700.00 $ 14,590.00 $ 1,410.00 $ 33,000.00 $ 2,860.00
2/13/2023 $ 2,600.00 $ 18,400.00 $ 14,480.00 $ 1,400.00 $ 33,000.00 $ 2,897.00
2/14/2023 $ 2,580.00 $ 18,100.00 $ 13,980.00 $ 1,380.00 $ 33,000.00 $ 2,900.00
2/15/2023 $ 2,595.00 $ 19,190.00 $ 13,380.00 $ 1,365.00 $ 32,500.00 $ 2,793.00
2/16/2023 $ 2,620.00 $ 18,800.00 $ 13,000.00 $ 1,370.00 $ 32,500.00 $ 2,850.00
2/17/2023 $ 2,536.00 $ 17,980.00 $ 12,940.00 $ 1,397.00 $ 32,500.00 $ 2,850.00
2/20/2023 $ 2,551.00 $ 18,010.00 $ 12,940.00 $ 1,399.00 $ 32,000.00 $ 2,744.00
2/21/2023 $ 2,588.00 $ 17,910.00 $ 12,620.00 $ 1,335.00 $ 31,200.00 $ 2,797.00
2/22/2023 $ 2,532.00 $ 17,890.00 $ 12,620.00 $ 1,335.00 $ 31,200.00 $ 2,801.00
2/23/2023 $ 2,581.00 $ 17,890.00 $ 12,350.00 $ 1,346.00 $ 29,500.00 $ 2,900.00
2/24/2023 $ 2,620.00 $ 18,170.00 $ 11,700.00 $ 1,346.00 $ 28,420.00 $ 2,964.00
2/27/2023 $ 2,685.00 $ 18,170.00 $ 11,400.00 $ 1,394.00 $ 27,860.00 $ 3,030.00
2/28/2023 $ 2,698.00 $ 17,210.00 $ 10,500.00 $ 1,400.00 $ 25,080.00 $ 3,012.00
3/1/2023 $ 2,715.00 $ 17,430.00 $ 11,000.00 $ 1,397.00 $ 24,950.00 $ 2,980.00
3/2/2023 $ 2,685.00 $ 16,810.00 $ 11,080.00 $ 1,430.00 $ 25,500.00 $ 2,980.00
3/3/2023 $ 2,725.00 $ 17,600.00 $ 11,180.00 $ 1,500.00 $ 25,700.00 $ 2,950.00
3/6/2023 $ 2,740.00 $ 18,250.00 $ 11,490.00 $ 1,563.00 $ 25,700.00 $ 2,940.00
3/7/2023 $ 2,685.00 $ 18,280.00 $ 11,330.00 $ 1,575.00 $ 25,700.00 $ 2,895.00
3/8/2023 $ 2,682.00 $ 18,400.00 $ 11,490.00 $ 1,527.00 $ 26,890.00 $ 2,950.00
3/9/2023 $ 2,632.00 $ 17,530.00 $ 11,400.00 $ 1,467.00 $ 27,450.00 $ 2,950.00
3/10/2023 $ 2,550.00 $ 17,500.00 $ 11,350.00 $ 1,400.00 $ 27,100.00 $ 2,955.00
3/13/2023 $ 2,462.00 $ 17,500.00 $ 11,130.00 $ 1,380.00 $ 26,960.00 $ 3,000.00
3/14/2023 $ 2,482.00 $ 17,490.00 $ 11,300.00 $ 1,420.00 $ 27,800.00 $ 3,040.00
3/15/2023 $ 2,397.00 $ 15,900.00 $ 11,590.00 $ 1,450.00 $ 28,000.00 $ 3,090.00
3/16/2023 $ 2,370.00 $ 15,820.00 $ 11,900.00 $ 1,560.00 $ 29,760.00 $ 3,090.00
3/17/2023 $ 2,400.00 $ 15,070.00 $ 11,750.00 $ 1,620.00 $ 29,760.00 $ 2,998.00
3/21/2023 $ 2,456.00 $ 15,590.00 $ 11,400.00 $ 1,600.00 $ 29,000.00 $ 3,045.00
3/22/2023 $ 2,408.00 $ 15,270.00 $ 11,300.00 $ 1,520.00 $ 29,500.00 $ 3,014.00
3/23/2023 $ 2,292.00 $ 14,770.00 $ 10,910.00 $ 1,545.00 $ 29,500.00 $ 3,009.00
3/24/2023 $ 2,297.00 $ 15,400.00 $ 11,240.00 $ 1,499.00 $ 28,790.00 $ 2,995.00
3/27/2023 $ 2,339.00 $ 15,330.00 $ 11,000.00 $ 1,450.00 $ 29,510.00 $ 2,999.00
3/28/2023 $ 2,388.00 $ 14,700.00 $ 11,400.00 $ 1,524.00 $ 30,000.00 $ 2,995.00
3/29/2023 $ 2,382.00 $ 14,800.00 $ 11,420.00 $ 1,495.00 $ 31,720.00 $ 2,947.00
3/30/2023 $ 2,421.00 $ 15,500.00 $ 11,310.00 $ 1,566.00 $ 32,420.00 $ 2,980.00
3/31/2023 $ 2,450.00 $ 15,150.00 $ 11,480.00 $ 1,535.00 $ 32,420.00 $ 3,018.00
4/3/2023 $ 2,552.00 $ 15,580.00 $ 11,480.00 $ 1,564.00 $ 32,420.00 $ 3,050.00
4/4/2023 $ 2,516.00 $ 15,690.00 $ 11,500.00 $ 1,566.00 $ 32,420.00 $ 3,090.00
4/5/2023 $ 2,540.00 $ 16,270.00 $ 11,600.00 $ 1,605.00 $ 32,570.00 $ 3,090.00
4/10/2023 $ 2,519.00 $ 16,310.00 $ 11,680.00 $ 1,684.00 $ 32,040.00 $ 3,170.00
4/11/2023 $ 2,580.00 $ 16,700.00 $ 11,700.00 $ 1,710.00 $ 33,990.00 $ 3,150.00
4/12/2023 $ 2,580.00 $ 16,840.00 $ 12,400.00 $ 1,718.00 $ 32,500.00 $ 3,133.00
4/13/2023 $ 2,563.00 $ 16,840.00 $ 13,280.00 $ 1,691.00 $ 33,730.00 $ 3,133.00
4/14/2023 $ 2,560.00 $ 16,820.00 $ 13,000.00 $ 1,715.00 $ 34,200.00 $ 3,180.00
4/17/2023 $ 2,556.00 $ 17,400.00 $ 13,400.00 $ 1,670.00 $ 37,000.00 $ 3,193.00
4/18/2023 $ 2,552.00 $ 16,850.00 $ 13,280.00 $ 1,689.00 $ 36,700.00 $ 3,196.00
4/19/2023 $ 2,545.00 $ 16,950.00 $ 13,100.00 $ 1,694.00 $ 35,300.00 $ 3,190.00
4/20/2023 $ 2,520.00 $ 17,480.00 $ 12,860.00 $ 1,700.00 $ 35,590.00 $ 3,179.00
4/21/2023 $ 2,320.00 $ 17,340.00 $ 12,700.00 $ 1,670.00 $ 34,010.00 $ 3,160.00
4/24/2023 $ 2,385.00 $ 17,960.00 $ 13,000.00 $ 1,696.00 $ 33,600.00 $ 3,178.00
4/25/2023 $ 2,235.00 $ 17,700.00 $ 13,150.00 $ 1,720.00 $ 33,990.00 $ 3,110.00
.co/mercado-local-en-linea?tab=renta-variable_mercado-local

NUTRESA PFDAVVNDA GRUPOSURA GRUPOAVAL ICOLCAP

$ 53,010.00 $ 26,000.00 $ 39,810.00 $ 580.00 $ 11,800.00 ECOPETROL ISA
$ 53,000.00 $ 26,710.00 $ 40,000.00 $ 589.90 $ 12,529.00 4.20% -1.46%
$ 52,790.00 $ 26,690.00 $ 39,990.00 $ 542.20 $ 12,450.00 -2.62% -5.91%
$ 52,000.00 $ 26,500.00 $ 41,980.00 $ 542.20 $ 12,220.00 -1.58% -7.78%
$ 53,200.00 $ 26,700.00 $ 42,000.00 $ 542.20 $ 12,350.00 3.61% 5.52%
$ 53,640.00 $ 27,000.00 $ 41,700.00 $ 525.00 $ 12,398.00 0.39% 1.14%
$ 51,990.00 $ 27,100.00 $ 41,680.00 $ 525.00 $ 12,300.00 -6.02% 5.92%
$ 51,940.00 $ 27,500.00 $ 41,340.00 $ 525.00 $ 12,615.00 7.92% -1.02%
$ 52,990.00 $ 27,500.00 $ 41,250.00 $ 530.00 $ 12,615.00 -8.59% -0.49%
$ 50,900.00 $ 27,960.00 $ 41,100.00 $ 565.00 $ 12,880.50 5.07% 1.34%
$ 52,090.00 $ 27,850.00 $ 41,290.00 $ 565.00 $ 12,900.00 -4.03% 2.68%
$ 57,510.00 $ 27,400.00 $ 41,900.00 $ 535.80 $ 12,765.00 3.67% 0.05%
$ 54,600.00 $ 26,910.00 $ 41,000.00 $ 520.10 $ 12,765.00 -1.25% -3.16%
$ 38,900.00 $ 26,980.00 $ 39,000.00 $ 535.50 $ 12,505.00 -3.59% -6.36%
$ 39,400.00 $ 27,000.00 $ 39,000.00 $ 535.90 $ 12,435.00 4.91% 2.81%
$ 40,000.00 $ 26,970.00 $ 39,750.00 $ 536.00 $ 12,577.00 -0.72% 2.90%
$ 40,690.00 $ 27,000.00 $ 40,490.00 $ 536.00 $ 12,577.00 -1.38% -0.16%
$ 40,690.00 $ 26,990.00 $ 39,500.00 $ 537.30 $ 12,647.00 0.29% -0.38%
$ 41,460.00 $ 26,500.00 $ 39,280.00 $ 550.00 $ 12,343.00 -2.31% 0.27%
$ 41,000.00 $ 26,330.00 $ 37,530.00 $ 580.00 $ 12,520.00 3.04% 3.09%
$ 43,900.00 $ 26,200.00 $ 38,050.00 $ 580.00 $ 12,454.00 -7.77% 2.18%
$ 44,500.00 $ 26,070.00 $ 37,500.00 $ 540.10 $ 12,475.00 0.44% -2.60%
$ 45,000.00 $ 26,470.00 $ 37,800.00 $ 540.10 $ 12,422.00 -0.13% -1.06%
$ 45,000.00 $ 26,230.00 $ 40,990.00 $ 540.10 $ 12,422.00 -2.56% -5.58%
$ 45,600.00 $ 26,020.00 $ 40,780.00 $ 540.10 $ 12,255.00 0.49% 4.51%
$ 46,460.00 $ 26,020.00 $ 40,780.00 $ 532.90 $ 12,336.00 -0.45% 3.17%
$ 47,000.00 $ 26,900.00 $ 41,000.00 $ 532.90 $ 12,280.00 -2.03% -1.57%
$ 46,790.00 $ 26,800.00 $ 40,990.00 $ 531.00 $ 12,332.00 0.86% -1.65%
$ 45,500.00 $ 26,800.00 $ 40,800.00 $ 520.00 $ 12,313.00 1.17% -3.67%
$ 44,100.00 $ 26,500.00 $ 39,480.00 $ 520.00 $ 12,210.00 -1.94% 8.91%
$ 45,890.00 $ 27,310.00 $ 39,000.00 $ 520.00 $ 12,325.50 -0.64% -4.60%
$ 43,000.00 $ 27,500.00 $ 37,500.00 $ 520.00 $ 12,224.00 -2.32% 2.59%
$ 44,990.00 $ 27,700.00 $ 39,000.00 $ 520.00 $ 12,245.00 2.18% -4.96%
$ 44,560.00 $ 27,640.00 $ 38,990.00 $ 520.00 $ 12,227.00 2.27% 9.50%
$ 43,000.00 $ 27,100.00 $ 39,440.00 $ 525.00 $ 12,400.00 2.22% 4.38%
$ 43,000.00 $ 27,300.00 $ 40,190.00 $ 525.00 $ 12,431.00 -1.46% -4.83%
$ 44,090.00 $ 27,620.00 $ 40,200.00 $ 525.00 $ 12,540.00 2.33% 4.83%
$ 44,090.00 $ 27,890.00 $ 40,000.00 $ 530.00 $ 12,493.50 0.91% -2.85%
$ 44,230.00 $ 27,530.00 $ 40,200.00 $ 530.00 $ 12,646.50 3.35% 2.42%
$ 44,500.00 $ 27,600.00 $ 42,800.00 $ 530.00 $ 12,689.00 -0.88% -1.45%
$ 44,500.00 $ 27,560.00 $ 42,000.00 $ 530.00 $ 12,689.00 1.71% 1.92%
$ 42,500.00 $ 27,080.00 $ 42,600.00 $ 530.00 $ 12,910.00 2.41% -2.85%
$ 42,500.00 $ 27,150.00 $ 42,800.00 $ 551.80 $ 12,910.00 -4.08% -0.54%
$ 44,760.00 $ 27,210.00 $ 40,460.00 $ 551.80 $ 12,955.00 1.46% 4.90%
$ 43,310.00 $ 27,750.00 $ 40,520.00 $ 551.80 $ 13,150.00 3.86% 7.58%
$ 45,480.00 $ 28,700.00 $ 41,800.00 $ 551.00 $ 13,320.00 5.28% -4.45%
$ 45,000.00 $ 29,000.00 $ 40,500.00 $ 551.00 $ 13,400.00 1.46% 0.00%
$ 44,000.00 $ 29,050.00 $ 40,500.00 $ 551.00 $ 13,397.00 -0.67% 0.00%
$ 44,000.00 $ 28,800.00 $ 41,400.00 $ 569.90 $ 13,430.00 1.01% -1.19%
$ 44,970.00 $ 28,360.00 $ 41,680.00 $ 569.90 $ 13,383.00 0.74% -1.30%
$ 44,500.00 $ 28,300.00 $ 41,950.00 $ 543.40 $ 13,450.00 -0.52% 1.02%
$ 44,250.00 $ 27,930.00 $ 40,880.00 $ 543.40 $ 13,421.00 0.59% 0.00%
$ 44,040.00 $ 27,350.00 $ 40,870.00 $ 561.00 $ 13,482.50 3.15% -0.05%
$ 44,000.00 $ 27,180.00 $ 40,800.00 $ 561.00 $ 13,424.00 -1.33% 0.55%
$ 45,000.00 $ 27,300.00 $ 40,280.00 $ 561.00 $ 13,380.00 -0.62% -0.88%
$ 44,800.00 $ 27,020.00 $ 40,280.00 $ 561.00 $ 13,446.00 -0.44% -0.46%
$ 44,750.00 $ 26,530.00 $ 40,000.00 $ 555.00 $ 13,353.00 -2.48% -2.78%
$ 44,490.00 $ 25,700.00 $ 40,000.00 $ 555.00 $ 13,080.00 -0.22% 0.33%
$ 44,100.00 $ 25,500.00 $ 39,900.00 $ 555.00 $ 13,090.00 1.08% -1.68%
$ 44,550.00 $ 25,290.00 $ 39,850.00 $ 535.00 $ 12,970.00 -3.25% -5.33%
$ 44,970.00 $ 25,290.00 $ 39,020.00 $ 560.00 $ 12,865.00 -0.65% 1.72%
$ 45,800.00 $ 25,500.00 $ 40,900.00 $ 560.00 $ 12,770.00 3.00% -4.42%
$ 44,400.00 $ 25,600.00 $ 41,000.00 $ 554.90 $ 12,600.00 -3.66% -0.74%
$ 45,800.00 $ 25,700.00 $ 39,900.00 $ 554.90 $ 12,605.00 -1.88% 0.53%
$ 45,000.00 $ 25,600.00 $ 39,000.00 $ 554.90 $ 12,605.00 0.47% 0.00%
$ 45,990.00 $ 26,000.00 $ 39,000.00 $ 555.00 $ 12,565.00 1.56% 0.00%
$ 48,400.00 $ 25,700.00 $ 39,700.00 $ 555.00 $ 12,560.00 1.27% 0.00%
$ 51,000.00 $ 25,040.00 $ 38,500.00 $ 563.00 $ 12,520.00 -1.08% 0.00%
$ 51,990.00 $ 25,100.00 $ 39,560.00 $ 531.00 $ 12,460.00 -3.23% -0.16%
$ 51,000.00 $ 25,300.00 $ 39,000.00 $ 531.00 $ 12,460.00 5.03% -1.43%
$ 51,300.00 $ 25,000.00 $ 38,800.00 $ 531.00 $ 12,460.00 -1.11% -1.62%
$ 50,900.00 $ 25,000.00 $ 40,970.00 $ 550.00 $ 12,300.00 -0.77% -1.64%
$ 50,440.00 $ 25,460.00 $ 39,500.00 $ 531.00 $ 12,000.00 0.58% 5.85%
$ 50,440.00 $ 25,000.00 $ 39,900.00 $ 531.00 $ 12,266.50 0.96% -2.05%
$ 50,900.00 $ 24,990.00 $ 39,800.00 $ 531.00 $ 12,266.50 -3.26% -4.46%
$ 51,000.00 $ 25,160.00 $ 39,800.00 $ 543.00 $ 12,266.50 0.59% 0.17%
$ 51,000.00 $ 25,000.00 $ 38,550.00 $ 510.00 $ 12,073.50 1.44% -0.56%
$ 51,000.00 $ 25,050.00 $ 39,370.00 $ 544.00 $ 12,073.50 -2.19% -0.11%
$ 50,990.00 $ 25,000.00 $ 39,360.00 $ 500.00 $ 12,073.50 1.92% 0.00%
$ 50,980.00 $ 25,000.00 $ 36,990.00 $ 540.00 $ 11,765.00 1.50% 1.55%
$ 51,000.00 $ 25,000.00 $ 36,990.00 $ 530.00 $ 12,048.00 2.45% 0.00%
$ 50,800.00 $ 25,000.00 $ 36,600.00 $ 530.00 $ 11,980.00 0.48% -5.43%
$ 50,880.00 $ 25,000.00 $ 35,990.00 $ 530.00 $ 11,980.00 0.63% 1.27%
$ 48,700.00 $ 25,280.00 $ 34,880.00 $ 530.00 $ 11,991.50 -1.11% -3.62%
$ 48,270.00 $ 24,710.00 $ 35,960.00 $ 549.90 $ 12,110.00 1.48% 4.59%
$ 52,800.00 $ 24,970.00 $ 35,600.00 $ 549.90 $ 12,230.00 0.55% 3.63%
$ 56,700.00 $ 24,490.00 $ 33,000.00 $ 549.90 $ 12,400.00 -2.03% 0.16%
$ 57,400.00 $ 24,250.00 $ 33,990.00 $ 547.00 $ 12,372.00 -0.11% 0.65%
$ 57,000.00 $ 23,360.00 $ 33,700.00 $ 531.10 $ 12,200.00 -1.88% -4.84%
$ 57,000.00 $ 22,900.00 $ 33,500.00 $ 531.10 $ 12,200.00 -3.17% -0.17%
$ 56,790.00 $ 21,900.00 $ 34,000.00 $ 539.00 $ 11,700.00 -3.51% 0.00%
$ 55,000.00 $ 21,900.00 $ 35,800.00 $ 540.00 $ 11,607.00 0.81% -0.06%
$ 50,000.00 $ 21,840.00 $ 36,530.00 $ 510.00 $ 11,284.50 -3.48% -9.53%
$ 50,000.00 $ 21,870.00 $ 35,000.00 $ 510.00 $ 11,200.00 -1.13% -0.50%
$ 47,000.00 $ 23,000.00 $ 32,970.00 $ 510.00 $ 11,090.00 1.26% -4.86%
$ 46,500.00 $ 22,500.00 $ 36,000.00 $ 510.00 $ 11,090.00 2.31% 3.39%
$ 48,190.00 $ 22,550.00 $ 37,490.00 $ 510.00 $ 11,300.00 -1.97% -2.07%
$ 46,960.00 $ 21,610.00 $ 36,100.00 $ 510.00 $ 10,875.00 -4.94% -3.33%
$ 47,000.00 $ 22,000.00 $ 37,500.00 $ 510.00 $ 10,979.00 0.22% 4.18%
$ 49,300.00 $ 22,840.00 $ 40,000.00 $ 510.00 $ 11,120.00 1.81% -0.46%
$ 50,000.00 $ 23,480.00 $ 39,500.00 $ 510.00 $ 11,320.00 2.07% -4.20%
$ 48,800.00 $ 23,900.00 $ 38,790.00 $ 510.00 $ 11,250.50 -0.25% 0.68%
$ 50,000.00 $ 24,100.00 $ 40,000.00 $ 525.00 $ 11,527.00 1.62% 4.62%
$ 50,000.00 $ 24,100.00 $ 40,450.00 $ 555.00 $ 11,714.00 1.19% -2.28%
$ 55,000.00 $ 24,000.00 $ 40,000.00 $ 555.00 $ 11,765.00 4.08% 2.80%
$ 54,500.00 $ 23,020.00 $ 39,960.00 $ 555.00 $ 11,917.00 -1.42% 0.70%
$ 56,000.00 $ 23,210.00 $ 40,420.00 $ 520.00 $ 12,019.00 0.95% 3.63%
$ 57,000.00 $ 22,000.00 $ 40,000.00 $ 520.00 $ 12,054.00 -0.83% 0.25%
$ 59,800.00 $ 21,600.00 $ 40,140.00 $ 520.00 $ 12,260.00 2.39% 2.36%
$ 59,990.00 $ 21,500.00 $ 40,290.00 $ 546.50 $ 12,260.00 0.00% 0.83%
$ 59,900.00 $ 21,820.00 $ 42,000.00 $ 527.00 $ 12,481.50 -0.66% 0.00%
$ 60,980.00 $ 22,200.00 $ 42,980.00 $ 555.00 $ 12,563.00 -0.12% -0.12%
$ 59,990.00 $ 22,250.00 $ 43,000.00 $ 555.00 $ 12,712.00 -0.16% 3.39%
$ 60,260.00 $ 22,090.00 $ 42,870.00 $ 530.00 $ 12,733.00 -0.16% -3.21%
$ 59,790.00 $ 21,800.00 $ 42,870.00 $ 550.00 $ 12,552.50 -0.27% 0.59%
$ 58,980.00 $ 21,500.00 $ 42,000.00 $ 545.00 $ 12,552.50 -0.99% 3.08%
$ 58,540.00 $ 21,560.00 $ 40,600.00 $ 563.70 $ 12,460.00 -8.27% -0.80%
$ 57,050.00 $ 21,560.00 $ 40,600.00 $ 555.00 $ 12,548.00 2.76% 3.51%
$ 55,170.00 $ 21,460.00 $ 39,800.00 $ 560.00 $ 12,163.50 -6.50% -1.46%
Promedio -0.08% -0.07%
Desviación 2.76% 3.31%
Varianza 0.00075931 0.00109234
 RENDIMIENTOS LOGARITMICOS
CORFICOLCF GEB BOGOTA CEMARGOS NUTRESA PFDAVVNDA GRUPOSURA
-0.62% 2.34% 3.77% 0.27% -0.02% 2.69% 0.48%
-0.88% 2.58% 3.64% -4.25% -0.40% -0.07% -0.03%
-3.27% -2.34% -1.55% -0.03% -1.51% -0.71% 4.86%
3.83% 0.88% -0.95% -0.28% 2.28% 0.75% 0.05%
0.25% 2.49% 3.91% 1.52% 0.82% 1.12% -0.72%
1.30% -3.37% -0.78% -1.24% -3.12% 0.37% -0.05%
1.83% 3.20% 6.23% 4.61% -0.10% 1.47% -0.82%
-1.71% 0.91% 0.03% 2.07% 2.00% 0.00% -0.22%
3.51% -0.28% 0.00% 9.48% -4.02% 1.66% -0.36%
-0.78% -1.38% 1.32% 2.88% 2.31% -0.39% 0.46%
0.12% 0.06% -3.69% -0.26% 9.90% -1.63% 1.47%
1.84% 0.63% 2.36% -0.26% -5.19% -1.80% -2.17%
0.00% -0.81% 3.28% 0.00% -33.90% 0.26% -5.00%
-0.18% 1.15% 0.32% -1.28% 1.28% 0.07% 0.00%
-2.20% 2.26% 7.43% 0.45% 1.51% -0.11% 1.90%
-2.32% 2.65% 1.19% -0.47% 1.71% 0.11% 1.84%
1.53% 2.21% 0.24% -0.82% 0.00% -0.04% -2.48%
-0.36% -2.10% -0.38% 0.82% 1.87% -1.83% -0.56%
-0.18% -1.20% -2.54% -0.08% -1.12% -0.64% -4.56%
-3.48% -1.00% -3.08% -8.06% 6.83% -0.49% 1.38%
-0.13% 3.28% 6.06% 6.81% 1.36% -0.50% -1.46%
0.32% 0.54% -0.29% 0.80% 1.12% 1.52% 0.80%
-0.19% -3.43% 0.00% -2.14% 0.00% -0.91% 8.10%
-0.13% 1.76% 0.00% 1.21% 1.32% -0.80% -0.51%
0.69% -1.59% 0.29% -2.10% 1.87% 0.00% 0.00%
-0.06% 0.55% 0.00% 0.84% 1.16% 3.33% 0.54%
-1.01% -0.44% -1.48% -0.62% -0.45% -0.37% -0.02%
0.38% 0.99% 0.89% -0.05% -2.80% 0.00% -0.46%
-0.95% 1.09% -5.75% -2.43% -3.13% -1.13% -3.29%
-0.58% -2.74% 0.13% -2.92% 3.98% 3.01% -1.22%
-5.01% -3.39% 6.19% -0.06% -6.50% 0.69% -3.92%
1.21% -1.16% 0.00% 0.06% 4.52% 0.72% 3.92%
-1.55% -1.29% 2.64% -2.38% -0.96% -0.22% -0.03%
-0.07% 1.58% 5.84% 2.90% -3.56% -1.97% 1.15%
0.07% -1.46% -0.27% 1.70% 0.00% 0.74% 1.88%
1.01% 0.00% 0.00% -0.56% 2.50% 1.17% 0.02%
0.54% -1.18% 0.00% 1.68% 0.00% 0.97% -0.50%
0.13% 1.12% 2.94% 2.47% 0.32% -1.30% 0.50%
-0.94% 0.06% 5.13% 1.00% 0.61% 0.25% 6.27%
0.94% -1.01% -7.80% -3.47% 0.00% -0.15% -1.89%
0.00% 3.90% 0.00% 2.74% -4.60% -1.76% 1.42%
0.00% -2.02% 7.55% -2.46% 0.00% 0.26% 0.47%
1.98% -0.29% 0.00% 1.35% 5.18% 0.22% -5.62%
0.00% -0.59% 0.23% 0.57% -3.29% 1.97% 0.15%
 1.30% 0.00% -0.23% 0.00% 4.89% 3.37% 3.11%
1.92% 0.00% -0.75% 3.05% -1.06% 1.04% -3.16%
4.34% 1.75% 1.01% -0.61% -2.25% 0.17% 0.00%
2.34% -2.22% -2.28% -2.42% 0.00% -0.86% 2.20%
0.59% 0.77% 0.00% 0.51% 2.18% -1.54% 0.67%
0.00% 0.88% 0.00% 0.00% -1.05% -0.21% 0.65%
-0.65% 0.00% 2.03% -1.36% -0.56% -1.32% -2.58%
3.38% -2.17% 0.25% -1.82% -0.48% -2.10% -0.02%
0.11% 0.12% 0.00% -0.67% -0.09% -0.62% -0.17%
0.00% 0.89% 0.00% 0.76% 2.25% 0.44% -1.28%
-1.27% -0.29% 0.00% -2.46% -0.45% -1.03% 0.00%
-1.69% 0.47% -6.37% -2.90% -0.11% -1.83% -0.70%
-1.84% -0.65% -3.33% -4.48% -0.58% -3.18% 0.00%
-1.63% 0.77% -1.22% -0.03% -0.88% -0.78% -0.25%
0.00% -5.80% 3.13% 0.00% 1.02% -0.83% -0.13%
-1.85% -2.20% -4.62% -1.55% 0.94% 0.00% -2.10%
-0.56% -0.25% 0.25% 0.41% 1.83% 0.83% 4.71%
-1.26% 0.00% 0.00% -0.41% -3.10% 0.39% 0.24%
-2.05% -4.49% 1.62% 0.00% 3.10% 0.39% -2.72%
-2.62% -0.07% 1.38% 0.00% -1.76% -0.39% -2.28%
2.36% -0.74% -0.05% -3.17% 2.18% 1.55% 0.00%
-0.91% 1.33% -1.32% 1.60% 5.11% -1.16% 1.78%
-0.66% -3.10% -3.79% -4.85% 5.23% -2.60% -3.07%
-1.32% -2.28% -2.81% -3.77% 1.92% 0.24% 2.72%
-2.77% -1.41% -2.10% -1.04% -1.92% 0.79% -1.43%
-0.76% -0.71% 0.00% 1.29% 0.59% -1.19% -0.51%
-3.51% -1.44% 0.00% 0.10% -0.78% 0.00% 5.44%
-4.39% -1.09% -1.53% -3.76% -0.91% 1.82% -3.65%
-2.88% 0.37% 0.00% 2.02% 0.00% -1.82% 1.01%
-0.46% 1.95% 0.00% 0.00% 0.91% -0.04% -0.25%
0.00% 0.14% -1.55% -3.79% 0.20% 0.68% 0.00%
-2.50% -4.68% -2.53% 1.91% 0.00% -0.64% -3.19%
0.00% 0.00% 0.00% 0.14% 0.00% 0.20% 2.10%
-2.16% 0.82% -5.60% 3.47% -0.02% -0.20% -0.03%
-5.41% 0.00% -3.73% 2.18% -0.02% 0.00% -6.21%
-2.60% 3.50% -1.99% 2.20% 0.04% 0.00% 0.00%
-8.22% 0.43% -10.51% -0.60% -0.39% 0.00% -1.06%
4.65% -0.21% -0.52% -1.07% 0.16% 0.00% -1.68%
0.72% 2.33% 2.18% 0.00% -4.38% 1.11% -3.13%
0.90% 4.78% 0.78% -1.01% -0.89% -2.28% 3.05%
2.74% 4.11% 0.00% -0.34% 8.97% 1.05% -1.01%
-1.40% 0.76% 0.00% -1.54% 7.13% -1.94% -7.58%
1.40% -3.10% 4.53% 1.88% 1.23% -0.98% 2.96%
-0.79% -4.01% 2.06% 0.00% -0.70% -3.74% -0.86%
-0.44% -4.67% -1.28% 0.17% 0.00% -1.99% -0.60%
-1.96% -1.44% -0.52% 1.51% -0.37% -4.47% 1.48%
1.52% 2.86% 3.07% 1.32% -3.20% 0.00% 5.16%
2.53% 2.09% 0.72% 1.63% -9.53% -0.27% 2.02%
 2.64% 7.31% 6.10% 0.00% 0.00% 0.14% -4.28%
-1.27% 3.77% 0.00% -3.02% -6.19% 5.04% -5.98%
-3.02% -1.24% -2.59% 1.56% -1.07% -2.20% 8.79%
-0.88% -5.13% 1.71% -1.02% 3.57% 0.22% 4.06%
-3.51% 1.63% 0.00% -0.17% -2.59% -4.26% -3.78%
2.98% -3.02% -2.44% -0.47% 0.09% 1.79% 3.80%
-2.16% -3.32% 2.47% 0.13% 4.78% 3.75% 6.45%
3.57% 4.98% 1.65% -0.13% 1.41% 2.76% -1.26%
0.18% -1.92% 5.58% -1.62% -2.43% 1.77% -1.81%
-0.97% 4.64% 2.18% 1.11% 2.43% 0.83% 3.07%
1.49% -2.00% 0.00% 1.27% 0.00% 0.00% 1.12%
0.00% 1.87% 0.00% 1.05% 9.53% -0.42% -1.12%
0.17% 0.13% 0.00% 1.30% -0.91% -4.17% -0.10%
0.87% 2.46% 0.46% 0.00% 2.72% 0.82% 1.14%
0.69% 4.80% -1.64% 2.56% 1.77% -5.35% -1.04%
0.17% 1.53% 5.91% -0.63% 4.80% -1.83% 0.35%
5.81% 0.47% -4.48% -0.54% 0.32% -0.46% 0.37%
6.86% -1.58% 3.71% 0.00% -0.15% 1.48% 4.16%
-2.13% 1.41% 1.38% 1.49% 1.79% 1.73% 2.31%
3.03% -2.66% 7.87% 0.41% -1.64% 0.22% 0.05%
-0.90% 1.13% -0.81% 0.09% 0.45% -0.72% -0.30%
-1.36% 0.30% -3.89% -0.19% -0.78% -1.32% 0.00%
-1.85% 0.35% 0.82% -0.35% -1.36% -1.39% -2.05%
-1.25% -1.78% -4.54% -0.60% -0.75% 0.28% -3.39%
2.33% 1.54% -1.21% 0.57% -2.58% 0.00% 0.00%
1.15% 1.41% 1.15% -2.16% -3.35% -0.46% -1.99%
-0.17% 0.04% 0.23% -0.06% 0.03% -0.16% 0.00%
2.21% 2.32% 3.07% 2.19% 4.34% 1.63% 2.75%
0.00048704 0.00053767 0.00094314 0.00048176 0.00188256 0.00026573 0.00075640
GRUPOAVAL ICOLCAP
1.69% 5.99%
-8.43% -0.63%
0.00% -1.86%
0.00% 1.06%
-3.22% 0.39%
0.00% -0.79%
0.00% 2.53%
0.95% 0.00%
6.39% 2.08%
0.00% 0.15%
-5.31% -1.05%
-2.97% 0.00%
2.92% -2.06%
0.07% -0.56%
0.02% 1.14%
0.00% 0.00%
0.24% 0.56%
2.34% -2.43%
5.31% 1.42%
0.00% -0.53%
-7.13% 0.17%
0.00% -0.43%
0.00% 0.00%
0.00% -1.35%
-1.34% 0.66%
0.00% -0.45%
-0.36% 0.42%
-2.09% -0.15%
0.00% -0.84%
0.00% 0.94%
0.00% -0.83%
0.00% 0.17%
0.00% -0.15%
0.96% 1.40%
0.00% 0.25%
0.00% 0.87%
0.95% -0.37%
0.00% 1.22%
0.00% 0.34%
0.00% 0.00%
0.00% 1.73%
4.03% 0.00%
0.00% 0.35%
0.00% 1.49%
-0.15% 1.28%
0.00% 0.60%
0.00% -0.02%
3.37% 0.25%
0.00% -0.35%
-4.76% 0.50%
0.00% -0.22%
3.19% 0.46%
0.00% -0.43%
0.00% -0.33%
0.00% 0.49%
-1.08% -0.69%
0.00% -2.07%
0.00% 0.08%
-3.67% -0.92%
4.57% -0.81%
0.00% -0.74%
-0.91% -1.34%
0.00% 0.04%
0.00% 0.00%
0.02% -0.32%
0.00% -0.04%
1.43% -0.32%
-5.85% -0.48%
0.00% 0.00%
0.00% 0.00%
3.52% -1.29%
-3.52% -2.47%
0.00% 2.20%
0.00% 0.00%
2.23% 0.00%
-6.27% -1.59%
6.45% 0.00%
-8.43% 0.00%
7.70% -2.59%
-1.87% 2.38%
0.00% -0.57%
0.00% 0.00%
0.00% 0.10%
3.69% 0.98%
0.00% 0.99%
0.00% 1.38%
-0.53% -0.23%
-2.95% -1.40%
0.00% 0.00%
1.48% -4.18%
0.19% -0.80%
-5.72% -2.82%
 0.00% -0.75%
0.00% -0.99%
0.00% 0.00%
0.00% 1.88%
0.00% -3.83%
0.00% 0.95%
0.00% 1.28%
0.00% 1.78%
0.00% -0.62%
2.90% 2.43%
5.56% 1.61%
0.00% 0.43%
0.00% 1.28%
-6.51% 0.85%
0.00% 0.29%
0.00% 1.69%
4.97% 0.00%
-3.63% 1.79%
5.18% 0.65%
0.00% 1.18%
-4.61% 0.17%
3.70% -1.43%
-0.91% 0.00%
3.37% -0.74%
-1.56% 0.70%
0.90% -3.11%
-0.03% 0.03%
2.77% 1.35%
0.00076591 0.00018173
 ECOPETROL ISA CORFICOLCF GEB
Nivel de Confianza 90.0% 90.0% 90.0% 90.0%
Alfa 10.0% 10.0% 10.0% 10.0%
Participación 10.0% 10.0% 10.0% 10.0%
Rendimiento Medio -0.08% -0.07% -0.17% 0.04%
Desviación 2.76% 3.31% 2.21% 2.32%
Posición $ 10,000,000.00 $ 10,000,000.00 $ 10,000,000.00 $ 10,000,000.00
Valor Promedio $ 9,992,216.37 $ 9,992,797.89 $ 9,982,847.67 $ 10,003,675.33
Desviación $ 275,556.01 $ 330,506.20 $ 220,689.39 $ 231,877.98

Valor de Corte $ 9,639,077.14 $ 9,569,237.16 $ 9,700,022.84 $ 9,706,511.73

VaR $ 360,922.86 $ 430,762.84 $ 299,977.16 $ 293,488.27
% VaR 3.61% 4.31% 3.00% 2.93%
 BOGOTA CEMARGOS NUTRESA PFDAVVNDA GRUPOSURA
90.0% 90.0% 90.0% 90.0% 90.0%
10.0% 10.0% 10.0% 10.0% 10.0%
10.0% 10.0% 10.0% 10.0% 10.0%
0.23% -0.06% 0.03% -0.16% 0.00%
3.07% 2.19% 4.34% 1.63% 2.75%
$ 10,000,000.00 $ 10,000,000.00 $ 10,000,000.00 $ 10,000,000.00 $ 10,000,000.00
$ 10,022,709.31 $ 9,994,207.66 $ 10,003,384.64 $ 9,983,736.80 $ 9,999,978.71
$ 307,105.38 $ 219,491.21 $ 433,885.35 $ 163,012.50 $ 275,027.56

$ 9,629,137.93 $ 9,712,918.36 $ 9,447,338.20 $ 9,774,827.88 $ 9,647,516.71

$ 370,862.07 $ 287,081.64 $ 552,661.80 $ 225,172.12 $ 352,483.29
3.71% 2.87% 5.53% 2.25% 3.52%

menos riesgoso
mas riesgoso
 GRUPOAVAL
90.0% Inversión $ 100,000,000.00
10.0% VaR Total $ 3,531,055.68
10.0% % VaR 3.53%
-0.03%
2.77%
$ 10,000,000.00
$ 9,997,026.16
$ 276,750.31

$ 9,642,356.36
$ 357,643.64
3.58%
Centrada ECOPETROL ISA CORFICOLCF GEB BOGOTA CEMARGOS NUTRESA
Promedio
11/1/2022
11/2/2022
11/3/2022
11/4/2022
11/8/2022
11/9/2022
11/10/2022
11/11/2022
11/15/2022
11/16/2022
11/17/2022
11/18/2022
11/21/2022
11/22/2022
11/23/2022
11/24/2022
11/25/2022
11/28/2022
11/29/2022
11/30/2022
12/1/2022
12/2/2022
12/5/2022
12/6/2022
12/7/2022
12/9/2022
12/12/2022
12/13/2022
12/14/2022
12/15/2022
12/16/2022
12/19/2022
12/20/2022
12/21/2022
12/22/2022
12/23/2022
12/26/2022
12/27/2022
12/28/2022
12/29/2022
1/2/2023
1/3/2023
1/4/2023
 1/5/2023
1/6/2023
1/10/2023
1/11/2023
1/12/2023
1/13/2023
1/16/2023
1/17/2023
1/18/2023
1/19/2023
1/20/2023
1/23/2023
1/24/2023
1/25/2023
1/26/2023
1/27/2023
1/30/2023
1/31/2023
2/1/2023
2/2/2023
2/3/2023
2/6/2023
2/7/2023
2/8/2023
2/9/2023
2/10/2023
2/13/2023
2/14/2023
2/15/2023
2/16/2023
2/17/2023
2/20/2023
2/21/2023
2/22/2023
2/23/2023
2/24/2023
2/27/2023
2/28/2023
3/1/2023
3/2/2023
3/3/2023
3/6/2023
3/7/2023
3/8/2023
3/9/2023
3/10/2023
3/13/2023
3/14/2023
3/15/2023
3/16/2023
3/17/2023
3/21/2023
3/22/2023
3/23/2023
3/24/2023
3/27/2023
3/28/2023
3/29/2023
3/30/2023
3/31/2023
4/3/2023
4/4/2023
4/5/2023
4/10/2023
4/11/2023
4/12/2023
4/13/2023
4/14/2023
4/17/2023
4/18/2023
4/19/2023
4/20/2023
4/21/2023
4/24/2023
4/25/2023
PFDAVVNDA GRUPOSURA GRUPOAVAL ECOPETROL
Promedio
Desviación
Varianza
Participaciones

Rendimiento
ECOPETROL
ISA
CORFICOLCF
GEB
BOGOTA
CEMARGOS
NUTRESA
PFDAVVNDA
GRUPOSURA
GRUPOAVAL

ECOPETROL
ECOPETROL
ISA
CORFICOLCF
GEB
BOGOTA
CEMARGOS
NUTRESA
PFDAVVNDA
GRUPOSURA
GRUPOAVAL

Portafolio
Rendimiento
Varianza
Desviación

Inversión
Nivel de Confianza
Alfa
Valor Promedio
Desviación
Valor de Corte

VaR
ISA CORFICOLCF GEB BOGOTA CEMARGOS NUTRESA PFDAVVNDA

ISA CORFICOLCF GEB BOGOTA CEMARGOS NUTRESA PFDAVVNDA

GRUPOSURA GRUPOAVAL

0.00%

GRUPOSURA GRUPOAVAL
 FECHA ECOPETROL Proyección* Datos Ordenados Inversión
11/1/2022 4.20% $ 10,419,641.99 $ 9,140,723.69 1
11/2/2022 -2.62% $ 9,738,288.00 $ 9,173,082.84 2 Observaciones
11/3/2022 -1.58% $ 9,842,070.01 $ 9,223,114.22 3 1.0%
11/4/2022 3.61% $ 10,360,760.56 9350421.03725228 4 5.0%
11/8/2022 0.39% $ 10,039,292.78 $ 9,397,919.58 5 10.0%
11/9/2022 -6.02% $ 9,397,919.58 $ 9,506,282.71 6
11/10/2022 7.92% $ 10,792,414.38 $ 9,592,452.35 7
11/11/2022 -8.59% $ 9,140,723.69 $ 9,597,424.80 8
11/15/2022 5.07% $ 10,506,851.43 $ 9,633,686.63 9
11/16/2022 -4.03% $ 9,597,424.80 $ 9,641,272.61 10
11/17/2022 3.67% $ 10,366,639.84 $ 9,648,806.69 11
11/18/2022 -1.25% $ 9,875,224.78 $ 9,651,532.69 12
11/21/2022 -3.59% $ 9,641,272.61 $ 9,674,137.19
11/22/2022 4.91% $ 10,491,499.41 $ 9,675,443.21
11/23/2022 -0.72% $ 9,927,797.52 $ 9,677,264.39
11/24/2022 -1.38% $ 9,862,178.60 $ 9,683,493.46
11/25/2022 0.29% $ 10,028,530.69 $ 9,738,288.00
11/28/2022 -2.31% $ 9,769,442.24 $ 9,744,254.14
11/29/2022 3.04% $ 10,303,550.79 $ 9,752,160.42
11/30/2022 -7.77% $ 9,223,114.22 $ 9,768,293.62
12/1/2022 0.44% $ 10,043,573.05 $ 9,769,442.24
12/2/2022 -0.13% $ 9,986,948.01 $ 9,781,241.28
12/5/2022 -2.56% $ 9,744,254.14 $ 9,797,061.81
12/6/2022 0.49% $ 10,049,008.79 $ 9,797,228.08
12/7/2022 -0.45% $ 9,955,456.50 $ 9,802,625.17
12/9/2022 -2.03% $ 9,797,061.81 $ 9,806,169.28
12/12/2022 0.86% $ 10,086,187.88 $ 9,811,685.29
12/13/2022 1.17% $ 10,116,750.32 $ 9,811,812.29
12/14/2022 -1.94% $ 9,806,169.28 $ 9,842,070.01
12/15/2022 -0.64% $ 9,936,072.84 $ 9,854,205.50
12/16/2022 -2.32% $ 9,768,293.62 $ 9,857,929.73
12/19/2022 2.18% $ 10,217,954.37 $ 9,862,178.60
12/20/2022 2.27% $ 10,226,767.09 $ 9,867,119.61
12/21/2022 2.22% $ 10,221,738.57 $ 9,875,224.78
12/22/2022 -1.46% $ 9,854,205.50 $ 9,886,720.00
12/23/2022 2.33% $ 10,233,131.30 $ 9,888,887.75
12/26/2022 0.91% $ 10,090,890.04 $ 9,889,078.99
12/27/2022 3.35% $ 10,334,706.10 $ 9,892,140.71
12/28/2022 -0.88% $ 9,912,114.94 $ 9,901,282.52
12/29/2022 1.71% $ 10,170,873.09 $ 9,912,114.94
1/2/2023 2.41% $ 10,240,877.13 $ 9,916,979.16
1/3/2023 -4.08% $ 9,592,452.35 $ 9,922,779.54
1/4/2023 1.46% $ 10,145,987.99 $ 9,927,797.52
1/5/2023 3.86% $ 10,385,834.66 $ 9,932,735.17
1/6/2023 5.28% $ 10,527,663.13 $ 9,933,890.48
1/10/2023 1.46% $ 10,146,316.62 $ 9,934,577.41
1/11/2023 -0.67% $ 9,932,735.17 $ 9,936,072.84
1/12/2023 1.01% $ 10,100,728.33 $ 9,938,349.76
1/13/2023 0.74% $ 10,073,964.83 $ 9,948,282.12
1/16/2023 -0.52% $ 9,948,282.12 $ 9,955,456.50
1/17/2023 0.59% $ 10,059,084.37 $ 9,956,252.21
1/18/2023 3.15% $ 10,315,300.62 $ 9,972,532.85
1/19/2023 -1.33% $ 9,867,119.61 $ 9,974,842.75
1/20/2023 -0.62% $ 9,938,349.76 $ 9,977,502.80
1/23/2023 -0.44% $ 9,956,252.21 $ 9,984,338.29
1/24/2023 -2.48% $ 9,752,160.42 $ 9,984,362.78
1/25/2023 -0.22% $ 9,977,502.80 $ 9,986,948.01
1/26/2023 1.08% $ 10,108,270.61 $ 9,988,288.11
1/27/2023 -3.25% $ 9,675,443.21 $ 9,988,820.57
1/30/2023 -0.65% $ 9,934,577.41 $ 10,000,000.00
1/31/2023 3.00% $ 10,300,459.95 $ 10,021,791.25
2/1/2023 -3.66% $ 9,633,686.63 $ 10,028,530.69
2/2/2023 -1.88% $ 9,811,685.29 $ 10,039,292.78
2/3/2023 0.47% $ 10,047,412.18 $ 10,043,573.05
2/6/2023 1.56% $ 10,156,436.51 $ 10,047,412.18
2/7/2023 1.27% $ 10,127,242.90 $ 10,048,300.30
2/8/2023 -1.08% $ 9,892,140.71 $ 10,049,008.79
2/9/2023 -3.23% $ 9,677,264.39 $ 10,054,894.92
2/10/2023 5.03% $ 10,503,128.14 $ 10,057,971.18
2/13/2023 -1.11% $ 9,889,078.99 $ 10,058,974.03
2/14/2023 -0.77% $ 9,922,779.54 $ 10,059,084.37
2/15/2023 0.58% $ 10,057,971.18 $ 10,062,811.96
2/16/2023 0.96% $ 10,095,878.01 $ 10,073,964.83
2/17/2023 -3.26% $ 9,674,137.19 $ 10,080,906.59
2/20/2023 0.59% $ 10,058,974.03 $ 10,086,187.88
2/21/2023 1.44% $ 10,143,999.37 $ 10,090,890.04
2/22/2023 -2.19% $ 9,781,241.28 $ 10,094,937.42
2/23/2023 1.92% $ 10,191,674.16 $ 10,095,878.01
2/24/2023 1.50% $ 10,149,973.97 $ 10,100,728.33
2/27/2023 2.45% $ 10,245,064.10 $ 10,108,270.61
2/28/2023 0.48% $ 10,048,300.30 $ 10,116,750.32
3/1/2023 0.63% $ 10,062,811.96 $ 10,119,073.47
3/2/2023 -1.11% $ 9,888,887.75 $ 10,125,787.82
3/3/2023 1.48% $ 10,147,877.00 $ 10,127,242.90
3/6/2023 0.55% $ 10,054,894.92 $ 10,143,999.37
3/7/2023 -2.03% $ 9,797,228.08 $ 10,145,987.99
3/8/2023 -0.11% $ 9,988,820.57 $ 10,146,316.62
3/9/2023 -1.88% $ 9,811,812.29 $ 10,147,877.00
3/10/2023 -3.17% $ 9,683,493.46 $ 10,149,973.97
3/13/2023 -3.51% $ 9,648,806.69 $ 10,156,436.51
3/14/2023 0.81% $ 10,080,906.59 $ 10,162,402.07
3/15/2023 -3.48% $ 9,651,532.69 $ 10,170,873.09
3/16/2023 -1.13% $ 9,886,720.00 $ 10,181,195.64
3/17/2023 1.26% $ 10,125,787.82 $ 10,191,674.16
3/21/2023 2.31% $ 10,230,652.73 $ 10,207,327.08
3/22/2023 -1.97% $ 9,802,625.17 $ 10,217,954.37
3/23/2023 -4.94% $ 9,506,282.71 $ 10,221,738.57
3/24/2023 0.22% $ 10,021,791.25 $ 10,226,767.09
3/27/2023 1.81% $ 10,181,195.64 $ 10,230,652.73
3/28/2023 2.07% $ 10,207,327.08 $ 10,233,131.30
3/29/2023 -0.25% $ 9,974,842.75 $ 10,239,274.02
3/30/2023 1.62% $ 10,162,402.07 $ 10,240,877.13
3/31/2023 1.19% $ 10,119,073.47 $ 10,245,064.10
4/3/2023 4.08% $ 10,407,893.41 $ 10,276,319.39
4/4/2023 -1.42% $ 9,857,929.73 $ 10,300,459.95
4/5/2023 0.95% $ 10,094,937.42 $ 10,303,550.79
4/10/2023 -0.83% $ 9,916,979.16 $ 10,315,300.62
4/11/2023 2.39% $ 10,239,274.02 $ 10,334,706.10
4/12/2023 0.00% $ 10,000,000.00 $ 10,360,760.56
4/13/2023 -0.66% $ 9,933,890.48 $ 10,366,639.84
4/14/2023 -0.12% $ 9,988,288.11 $ 10,385,834.66
4/17/2023 -0.16% $ 9,984,362.78 $ 10,407,893.41
4/18/2023 -0.16% $ 9,984,338.29 $ 10,419,641.99
4/19/2023 -0.27% $ 9,972,532.85 $ 10,491,499.41
4/20/2023 -0.99% $ 9,901,282.52 $ 10,503,128.14
4/21/2023 -8.27% $ 9,173,082.84 $ 10,506,851.43
4/24/2023 2.76% $ 10,276,319.39 $ 10,527,663.13
4/25/2023 -6.50% $ 9,350,421.04 $ 10,792,414.38
lo que me vale el activo
$ 10,000,000

118 Valor de Corte VaR

1 $ 9,181,588.18 $ 818,411.8
6 $ 9,579,526.90 $ 420,473.1
12 $ 9,667,355.84 $ 332,644.2
 FECHA ECOPETROL ISA CORFICOLCF GEB BOGOTA CEMARGOS NUTRESA
11/1/2022 4.20% -1.46% -0.62% 2.34% 3.77% 0.27% -0.02%
11/2/2022 -2.62% -5.91% -0.88% 2.58% 3.64% -4.25% -0.40%
11/3/2022 -1.58% -7.78% -3.27% -2.34% -1.55% -0.03% -1.51%
11/4/2022 3.61% 5.52% 3.83% 0.88% -0.95% -0.28% 2.28%
11/8/2022 0.39% 1.14% 0.25% 2.49% 3.91% 1.52% 0.82%
11/9/2022 -6.02% 5.92% 1.30% -3.37% -0.78% -1.24% -3.12%
11/10/2022 7.92% -1.02% 1.83% 3.20% 6.23% 4.61% -0.10%
11/11/2022 -8.59% -0.49% -1.71% 0.91% 0.03% 2.07% 2.00%
11/15/2022 5.07% 1.34% 3.51% -0.28% 0.00% 9.48% -4.02%
11/16/2022 -4.03% 2.68% -0.78% -1.38% 1.32% 2.88% 2.31%
11/17/2022 3.67% 0.05% 0.12% 0.06% -3.69% -0.26% 9.90%
11/18/2022 -1.25% -3.16% 1.84% 0.63% 2.36% -0.26% -5.19%
11/21/2022 -3.59% -6.36% 0.00% -0.81% 3.28% 0.00% -33.90%
11/22/2022 4.91% 2.81% -0.18% 1.15% 0.32% -1.28% 1.28%
11/23/2022 -0.72% 2.90% -2.20% 2.26% 7.43% 0.45% 1.51%
11/24/2022 -1.38% -0.16% -2.32% 2.65% 1.19% -0.47% 1.71%
11/25/2022 0.29% -0.38% 1.53% 2.21% 0.24% -0.82% 0.00%
11/28/2022 -2.31% 0.27% -0.36% -2.10% -0.38% 0.82% 1.87%
11/29/2022 3.04% 3.09% -0.18% -1.20% -2.54% -0.08% -1.12%
11/30/2022 -7.77% 2.18% -3.48% -1.00% -3.08% -8.06% 6.83%
12/1/2022 0.44% -2.60% -0.13% 3.28% 6.06% 6.81% 1.36%
12/2/2022 -0.13% -1.06% 0.32% 0.54% -0.29% 0.80% 1.12%
12/5/2022 -2.56% -5.58% -0.19% -3.43% 0.00% -2.14% 0.00%
12/6/2022 0.49% 4.51% -0.13% 1.76% 0.00% 1.21% 1.32%
12/7/2022 -0.45% 3.17% 0.69% -1.59% 0.29% -2.10% 1.87%
12/9/2022 -2.03% -1.57% -0.06% 0.55% 0.00% 0.84% 1.16%
12/12/2022 0.86% -1.65% -1.01% -0.44% -1.48% -0.62% -0.45%
12/13/2022 1.17% -3.67% 0.38% 0.99% 0.89% -0.05% -2.80%
12/14/2022 -1.94% 8.91% -0.95% 1.09% -5.75% -2.43% -3.13%
12/15/2022 -0.64% -4.60% -0.58% -2.74% 0.13% -2.92% 3.98%
12/16/2022 -2.32% 2.59% -5.01% -3.39% 6.19% -0.06% -6.50%
12/19/2022 2.18% -4.96% 1.21% -1.16% 0.00% 0.06% 4.52%
12/20/2022 2.27% 9.50% -1.55% -1.29% 2.64% -2.38% -0.96%
12/21/2022 2.22% 4.38% -0.07% 1.58% 5.84% 2.90% -3.56%
12/22/2022 -1.46% -4.83% 0.07% -1.46% -0.27% 1.70% 0.00%
12/23/2022 2.33% 4.83% 1.01% 0.00% 0.00% -0.56% 2.50%
12/26/2022 0.91% -2.85% 0.54% -1.18% 0.00% 1.68% 0.00%
12/27/2022 3.35% 2.42% 0.13% 1.12% 2.94% 2.47% 0.32%
12/28/2022 -0.88% -1.45% -0.94% 0.06% 5.13% 1.00% 0.61%
12/29/2022 1.71% 1.92% 0.94% -1.01% -7.80% -3.47% 0.00%
1/2/2023 2.41% -2.85% 0.00% 3.90% 0.00% 2.74% -4.60%
1/3/2023 -4.08% -0.54% 0.00% -2.02% 7.55% -2.46% 0.00%
1/4/2023 1.46% 4.90% 1.98% -0.29% 0.00% 1.35% 5.18%
1/5/2023 3.86% 7.58% 0.00% -0.59% 0.23% 0.57% -3.29%
 1/6/2023 5.28% -4.45% 1.30% 0.00% -0.23% 0.00% 4.89%
1/10/2023 1.46% 0.00% 1.92% 0.00% -0.75% 3.05% -1.06%
1/11/2023 -0.67% 0.00% 4.34% 1.75% 1.01% -0.61% -2.25%
1/12/2023 1.01% -1.19% 2.34% -2.22% -2.28% -2.42% 0.00%
1/13/2023 0.74% -1.30% 0.59% 0.77% 0.00% 0.51% 2.18%
1/16/2023 -0.52% 1.02% 0.00% 0.88% 0.00% 0.00% -1.05%
1/17/2023 0.59% 0.00% -0.65% 0.00% 2.03% -1.36% -0.56%
1/18/2023 3.15% -0.05% 3.38% -2.17% 0.25% -1.82% -0.48%
1/19/2023 -1.33% 0.55% 0.11% 0.12% 0.00% -0.67% -0.09%
1/20/2023 -0.62% -0.88% 0.00% 0.89% 0.00% 0.76% 2.25%
1/23/2023 -0.44% -0.46% -1.27% -0.29% 0.00% -2.46% -0.45%
1/24/2023 -2.48% -2.78% -1.69% 0.47% -6.37% -2.90% -0.11%
1/25/2023 -0.22% 0.33% -1.84% -0.65% -3.33% -4.48% -0.58%
1/26/2023 1.08% -1.68% -1.63% 0.77% -1.22% -0.03% -0.88%
1/27/2023 -3.25% -5.33% 0.00% -5.80% 3.13% 0.00% 1.02%
1/30/2023 -0.65% 1.72% -1.85% -2.20% -4.62% -1.55% 0.94%
1/31/2023 3.00% -4.42% -0.56% -0.25% 0.25% 0.41% 1.83%
2/1/2023 -3.66% -0.74% -1.26% 0.00% 0.00% -0.41% -3.10%
2/2/2023 -1.88% 0.53% -2.05% -4.49% 1.62% 0.00% 3.10%
2/3/2023 0.47% 0.00% -2.62% -0.07% 1.38% 0.00% -1.76%
2/6/2023 1.56% 0.00% 2.36% -0.74% -0.05% -3.17% 2.18%
2/7/2023 1.27% 0.00% -0.91% 1.33% -1.32% 1.60% 5.11%
2/8/2023 -1.08% 0.00% -0.66% -3.10% -3.79% -4.85% 5.23%
2/9/2023 -3.23% -0.16% -1.32% -2.28% -2.81% -3.77% 1.92%
2/10/2023 5.03% -1.43% -2.77% -1.41% -2.10% -1.04% -1.92%
2/13/2023 -1.11% -1.62% -0.76% -0.71% 0.00% 1.29% 0.59%
2/14/2023 -0.77% -1.64% -3.51% -1.44% 0.00% 0.10% -0.78%
2/15/2023 0.58% 5.85% -4.39% -1.09% -1.53% -3.76% -0.91%
2/16/2023 0.96% -2.05% -2.88% 0.37% 0.00% 2.02% 0.00%
2/17/2023 -3.26% -4.46% -0.46% 1.95% 0.00% 0.00% 0.91%
2/20/2023 0.59% 0.17% 0.00% 0.14% -1.55% -3.79% 0.20%
2/21/2023 1.44% -0.56% -2.50% -4.68% -2.53% 1.91% 0.00%
2/22/2023 -2.19% -0.11% 0.00% 0.00% 0.00% 0.14% 0.00%
2/23/2023 1.92% 0.00% -2.16% 0.82% -5.60% 3.47% -0.02%
2/24/2023 1.50% 1.55% -5.41% 0.00% -3.73% 2.18% -0.02%
2/27/2023 2.45% 0.00% -2.60% 3.50% -1.99% 2.20% 0.04%
2/28/2023 0.48% -5.43% -8.22% 0.43% -10.51% -0.60% -0.39%
3/1/2023 0.63% 1.27% 4.65% -0.21% -0.52% -1.07% 0.16%
3/2/2023 -1.11% -3.62% 0.72% 2.33% 2.18% 0.00% -4.38%
3/3/2023 1.48% 4.59% 0.90% 4.78% 0.78% -1.01% -0.89%
3/6/2023 0.55% 3.63% 2.74% 4.11% 0.00% -0.34% 8.97%
3/7/2023 -2.03% 0.16% -1.40% 0.76% 0.00% -1.54% 7.13%
3/8/2023 -0.11% 0.65% 1.40% -3.10% 4.53% 1.88% 1.23%
3/9/2023 -1.88% -4.84% -0.79% -4.01% 2.06% 0.00% -0.70%
3/10/2023 -3.17% -0.17% -0.44% -4.67% -1.28% 0.17% 0.00%
3/13/2023 -3.51% 0.00% -1.96% -1.44% -0.52% 1.51% -0.37%
3/14/2023 0.81% -0.06% 1.52% 2.86% 3.07% 1.32% -3.20%
3/15/2023 -3.48% -9.53% 2.53% 2.09% 0.72% 1.63% -9.53%
3/16/2023 -1.13% -0.50% 2.64% 7.31% 6.10% 0.00% 0.00%
3/17/2023 1.26% -4.86% -1.27% 3.77% 0.00% -3.02% -6.19%
3/21/2023 2.31% 3.39% -3.02% -1.24% -2.59% 1.56% -1.07%
3/22/2023 -1.97% -2.07% -0.88% -5.13% 1.71% -1.02% 3.57%
3/23/2023 -4.94% -3.33% -3.51% 1.63% 0.00% -0.17% -2.59%
3/24/2023 0.22% 4.18% 2.98% -3.02% -2.44% -0.47% 0.09%
3/27/2023 1.81% -0.46% -2.16% -3.32% 2.47% 0.13% 4.78%
3/28/2023 2.07% -4.20% 3.57% 4.98% 1.65% -0.13% 1.41%
3/29/2023 -0.25% 0.68% 0.18% -1.92% 5.58% -1.62% -2.43%
3/30/2023 1.62% 4.62% -0.97% 4.64% 2.18% 1.11% 2.43%
3/31/2023 1.19% -2.28% 1.49% -2.00% 0.00% 1.27% 0.00%
4/3/2023 4.08% 2.80% 0.00% 1.87% 0.00% 1.05% 9.53%
4/4/2023 -1.42% 0.70% 0.17% 0.13% 0.00% 1.30% -0.91%
4/5/2023 0.95% 3.63% 0.87% 2.46% 0.46% 0.00% 2.72%
4/10/2023 -0.83% 0.25% 0.69% 4.80% -1.64% 2.56% 1.77%
4/11/2023 2.39% 2.36% 0.17% 1.53% 5.91% -0.63% 4.80%
4/12/2023 0.00% 0.83% 5.81% 0.47% -4.48% -0.54% 0.32%
4/13/2023 -0.66% 0.00% 6.86% -1.58% 3.71% 0.00% -0.15%
4/14/2023 -0.12% -0.12% -2.13% 1.41% 1.38% 1.49% 1.79%
4/17/2023 -0.16% 3.39% 3.03% -2.66% 7.87% 0.41% -1.64%
4/18/2023 -0.16% -3.21% -0.90% 1.13% -0.81% 0.09% 0.45%
4/19/2023 -0.27% 0.59% -1.36% 0.30% -3.89% -0.19% -0.78%
4/20/2023 -0.99% 3.08% -1.85% 0.35% 0.82% -0.35% -1.36%
4/21/2023 -8.27% -0.80% -1.25% -1.78% -4.54% -0.60% -0.75%
4/24/2023 2.76% 3.51% 2.33% 1.54% -1.21% 0.57% -2.58%
4/25/2023 -6.50% -1.46% 1.15% 1.41% 1.15% -2.16% -3.35%
PFDAVVNDA GRUPOSURA GRUPOAVAL retorno Proyección*
2.69% 0.48% 1.69% 1.33% $ 101,333,785.57
-0.07% -0.03% -8.43% -1.64% $ 98,362,508.00
-0.71% 4.86% 0.00% -1.39% $ 98,608,715.82
0.75% 0.05% 0.00% 1.57% $ 101,569,839.06
1.12% -0.72% -3.22% 0.77% $ 100,770,896.33
0.37% -0.05% 0.00% -0.70% $ 99,300,942.06
1.47% -0.82% 0.00% 2.33% $ 102,333,207.50
0.00% -0.22% 0.95% -0.50% $ 99,495,581.48
1.66% -0.36% 6.39% 2.28% $ 102,278,314.26
-0.39% 0.46% 0.00% 0.31% $ 100,309,103.71
-1.63% 1.47% -5.31% 0.44% $ 100,438,135.00
-1.80% -2.17% -2.97% -1.20% $ 98,802,140.77
0.26% -5.00% 2.92% -4.32% $ 95,680,099.17
0.07% 0.00% 0.07% 0.92% $ 100,916,881.46
-0.11% 1.90% 0.02% 1.34% $ 101,343,595.80
0.11% 1.84% 0.00% 0.32% $ 100,317,078.01
-0.04% -2.48% 0.24% 0.08% $ 100,078,867.91
-1.83% -0.56% 2.34% -0.22% $ 99,775,865.76
-0.64% -4.56% 5.31% 0.11% $ 100,110,875.42
-0.49% 1.38% 0.00% -1.35% $ 98,651,387.40
-0.50% -1.46% -7.13% 0.61% $ 100,614,340.76
1.52% 0.80% 0.00% 0.36% $ 100,360,251.13
-0.91% 8.10% 0.00% -0.67% $ 99,329,974.36
-0.80% -0.51% 0.00% 0.78% $ 100,784,364.75
0.00% 0.00% -1.34% 0.05% $ 100,054,984.25
3.33% 0.54% 0.00% 0.27% $ 100,274,539.80
-0.37% -0.02% -0.36% -0.56% $ 99,444,892.25
0.00% -0.46% -2.09% -0.57% $ 99,434,926.50
-1.13% -3.29% 0.00% -0.86% $ 99,138,601.81
3.01% -1.22% 0.00% -0.56% $ 99,442,440.08
0.69% -3.92% 0.00% -1.17% $ 98,826,884.90
0.72% 3.92% 0.00% 0.65% $ 100,649,553.00
-0.22% -0.03% 0.00% 0.80% $ 100,798,529.70
-1.97% 1.15% 0.96% 1.34% $ 101,341,922.26
0.74% 1.88% 0.00% -0.36% $ 99,636,679.54
1.17% 0.02% 0.00% 1.13% $ 101,130,464.19
0.97% -0.50% 0.95% 0.05% $ 100,051,244.53
-1.30% 0.50% 0.00% 1.19% $ 101,194,983.13
0.25% 6.27% 0.00% 1.01% $ 101,005,315.72
-0.15% -1.89% 0.00% -0.97% $ 99,026,953.69
-1.76% 1.42% 0.00% 0.13% $ 100,126,566.23
0.26% 0.47% 4.03% 0.32% $ 100,320,459.03
0.22% -5.62% 0.00% 0.92% $ 100,917,825.87
1.97% 0.15% 0.00% 1.05% $ 101,047,447.35
 3.37% 3.11% -0.15% 1.31% $ 101,312,488.50
1.04% -3.16% 0.00% 0.25% $ 100,249,566.55
0.17% 0.00% 0.00% 0.37% $ 100,373,365.96
-0.86% 2.20% 3.37% -0.01% $ 99,994,846.21
-1.54% 0.67% 0.00% 0.26% $ 100,262,895.57
-0.21% 0.65% -4.76% -0.40% $ 99,600,043.48
-1.32% -2.58% 0.00% -0.39% $ 99,614,294.66
-2.10% -0.02% 3.19% 0.33% $ 100,332,494.94
-0.62% -0.17% 0.00% -0.21% $ 99,789,897.98
0.44% -1.28% 0.00% 0.16% $ 100,155,466.18
-1.03% 0.00% 0.00% -0.64% $ 99,360,566.96
-1.83% -0.70% -1.08% -1.95% $ 98,052,820.33
-3.18% 0.00% 0.00% -1.40% $ 98,604,279.48
-0.78% -0.25% 0.00% -0.46% $ 99,536,951.40
-0.83% -0.13% -3.67% -1.48% $ 98,515,555.55
0.00% -2.10% 4.57% -0.57% $ 99,425,404.34
0.83% 4.71% 0.00% 0.58% $ 100,579,265.74
0.39% 0.24% -0.91% -0.94% $ 99,055,179.18
0.39% -2.72% 0.00% -0.55% $ 99,450,302.73
-0.39% -2.28% 0.00% -0.53% $ 99,473,536.70
1.55% 0.00% 0.02% 0.37% $ 100,370,245.60
-1.16% 1.78% 0.00% 0.77% $ 100,769,729.42
-2.60% -3.07% 1.43% -1.25% $ 98,752,370.14
0.24% 2.72% -5.85% -1.45% $ 98,545,705.47
0.79% -1.43% 0.00% -0.63% $ 99,372,077.51
-1.19% -0.51% 0.00% -0.40% $ 99,596,988.40
0.00% 5.44% 3.52% 0.09% $ 100,090,931.31
1.82% -3.65% -3.52% -1.06% $ 98,940,754.94
-1.82% 1.01% 0.00% -0.24% $ 99,759,455.66
-0.04% -0.25% 0.00% -0.56% $ 99,438,760.71
0.68% 0.00% 2.23% -0.13% $ 99,866,783.72
-0.64% -3.19% -6.27% -1.70% $ 98,297,890.41
0.20% 2.10% 6.45% 0.66% $ 100,660,204.20
-0.20% -0.03% -8.43% -1.02% $ 98,976,636.90
0.00% -6.21% 7.70% -0.24% $ 99,756,544.29
0.00% 0.00% -1.87% 0.17% $ 100,173,928.63
0.00% -1.06% 0.00% -2.53% $ 97,469,973.78
0.00% -1.68% 0.00% 0.32% $ 100,322,468.47
1.11% -3.13% 0.00% -0.59% $ 99,410,875.97
-2.28% 3.05% 3.69% 1.51% $ 101,508,612.32
1.05% -1.01% 0.00% 1.97% $ 101,969,591.02
-1.94% -7.58% 0.00% -0.64% $ 99,355,807.38
-0.98% 2.96% -0.53% 0.79% $ 100,792,744.64
-3.74% -0.86% -2.95% -1.77% $ 98,229,552.01
-1.99% -0.60% 0.00% -1.21% $ 98,785,140.48
-4.47% 1.48% 1.48% -0.78% $ 99,220,915.90
0.00% 5.16% 0.19% 1.17% $ 101,165,918.30
-0.27% 2.02% -5.72% -1.95% $ 98,045,456.38
0.14% -4.28% 0.00% 1.03% $ 101,026,934.65
5.04% -5.98% 0.00% -1.12% $ 98,875,922.83
-2.20% 8.79% 0.00% 0.59% $ 100,592,593.45
0.22% 4.06% 0.00% -0.15% $ 99,847,549.29
-4.26% -3.78% 0.00% -2.09% $ 97,906,509.80
1.79% 3.80% 0.00% 0.71% $ 100,712,819.43
3.75% 6.45% 0.00% 1.35% $ 101,345,671.97
2.76% -1.26% 0.00% 1.09% $ 101,085,507.69
1.77% -1.81% 0.00% 0.02% $ 100,016,966.29
0.83% 3.07% 2.90% 2.24% $ 102,244,668.27
0.00% 1.12% 5.56% 0.63% $ 100,634,208.39
-0.42% -1.12% 0.00% 1.78% $ 101,780,053.21
-4.17% -0.10% 0.00% -0.43% $ 99,570,531.89
0.82% 1.14% -6.51% 0.65% $ 100,653,436.83
-5.35% -1.04% 0.00% 0.12% $ 100,119,420.02
-1.83% 0.35% 0.00% 1.50% $ 101,504,412.74
-0.46% 0.37% 4.97% 0.73% $ 100,728,529.51
1.48% 4.16% -3.63% 1.02% $ 101,017,637.55
1.73% 2.31% 5.18% 1.29% $ 101,291,194.44
0.22% 0.05% 0.00% 1.05% $ 101,051,725.95
-0.72% -0.30% -4.61% -0.90% $ 99,095,844.03
-1.32% 0.00% 3.70% -0.32% $ 99,677,027.17
-1.39% -2.05% -0.91% -0.46% $ 99,535,582.32
0.28% -3.39% 3.37% -1.77% $ 98,226,713.18
0.00% 0.00% -1.56% 0.54% $ 100,537,745.27
-0.46% -1.99% 0.90% -1.13% $ 98,868,045.48
 Datos Ordenados Inversión $ 100,000,000.00
$ 95,680,099.17 1
$ 97,469,973.78 2 Observaciones 118 Valor de Corte
$ 97,906,509.80 3 1.00% 1 $ 97,544,184.90
$ 98,045,456.38 4 5.00% 6 $ 98,229,126.18
$ 98,052,820.33 5 10.00% 12 $ 98,607,384.92
$ 98,226,713.18 6
$ 98,229,552.01 7 ECOPETROL 10.0%
$ 98,297,890.41 8 ISA 10.0%
$ 98,362,508.00 9 CORFICOLCF 10.0%
$ 98,515,555.55 10 GEB 10.0%
$ 98,545,705.47 11 BOGOTA 10.0%
$ 98,604,279.48 12 CEMARGOS 10.0%
$ 98,608,715.82 NUTRESA 10.0%
$ 98,651,387.40 PFDAVVNDA 10.0%
$ 98,752,370.14 GRUPOSURA 10.0%
$ 98,785,140.48 GRUPOAVAL 10.0%
$ 98,802,140.77 Total 100.0%
$ 98,826,884.90
$ 98,868,045.48
$ 98,875,922.83
$ 98,940,754.94
$ 98,976,636.90
$ 99,026,953.69
$ 99,055,179.18
$ 99,095,844.03
$ 99,138,601.81
$ 99,220,915.90
$ 99,300,942.06
$ 99,329,974.36
$ 99,355,807.38
$ 99,360,566.96
$ 99,372,077.51
$ 99,410,875.97
$ 99,425,404.34
$ 99,434,926.50
$ 99,438,760.71
$ 99,442,440.08
$ 99,444,892.25
$ 99,450,302.73
$ 99,473,536.70
$ 99,495,581.48
$ 99,535,582.32
$ 99,536,951.40
$ 99,570,531.89
$ 99,596,988.40
$ 99,600,043.48
$ 99,614,294.66
$ 99,636,679.54
$ 99,677,027.17
$ 99,756,544.29
$ 99,759,455.66
$ 99,775,865.76
$ 99,789,897.98
$ 99,847,549.29
$ 99,866,783.72
$ 99,994,846.21
$ 100,016,966.29
$ 100,051,244.53
$ 100,054,984.25
$ 100,078,867.91
$ 100,090,931.31
$ 100,110,875.42
$ 100,119,420.02
$ 100,126,566.23
$ 100,155,466.18
$ 100,173,928.63
$ 100,249,566.55
$ 100,262,895.57
$ 100,274,539.80
$ 100,309,103.71
$ 100,317,078.01
$ 100,320,459.03
$ 100,322,468.47
$ 100,332,494.94
$ 100,360,251.13
$ 100,370,245.60
$ 100,373,365.96
$ 100,438,135.00
$ 100,537,745.27
$ 100,579,265.74
$ 100,592,593.45
$ 100,614,340.76
$ 100,634,208.39
$ 100,649,553.00
$ 100,653,436.83
$ 100,660,204.20
$ 100,712,819.43
$ 100,728,529.51
$ 100,769,729.42
$ 100,770,896.33
$ 100,784,364.75
$ 100,792,744.64
$ 100,798,529.70
$ 100,916,881.46
$ 100,917,825.87
$ 101,005,315.72
$ 101,017,637.55
$ 101,026,934.65
$ 101,047,447.35
$ 101,051,725.95
$ 101,085,507.69
$ 101,130,464.19
$ 101,165,918.30
$ 101,194,983.13
$ 101,291,194.44
$ 101,312,488.50
$ 101,333,785.57
$ 101,341,922.26
$ 101,343,595.80
$ 101,345,671.97
$ 101,504,412.74
$ 101,508,612.32
$ 101,569,839.06
$ 101,780,053.21
$ 101,969,591.02
$ 102,244,668.27
$ 102,278,314.26
$ 102,333,207.50
 VaR
$ 2,455,815.10
$ 1,770,873.82
$ 1,392,615.08
 FECHA GRUPO SURA Rendimiento
11/1/2022
11/2/2022
11/3/2022
11/4/2022
11/8/2022
11/9/2022
11/10/2022
11/11/2022
11/15/2022
11/16/2022
11/17/2022 Parámetros
11/18/2022 Lambda
11/21/2022 NC
11/22/2022 Z
11/23/2022 Inversión
11/24/2022 N°Acciones
11/25/2022
11/28/2022 Suma (2)*(3)
11/29/2022 Varianza
11/30/2022 Desviación
12/1/2022
12/2/2022
12/5/2022
12/6/2022
12/7/2022
12/9/2022
12/12/2022
12/13/2022
12/14/2022
12/15/2022
12/16/2022
12/19/2022
12/20/2022
12/21/2022
12/22/2022
12/23/2022
12/26/2022
12/27/2022
12/28/2022
12/29/2022
1/2/2023
1/3/2023
1/4/2023
1/5/2023
 1/6/2023
1/10/2023
1/11/2023
1/12/2023
1/13/2023
1/16/2023
1/17/2023
1/18/2023
1/19/2023
1/20/2023
1/23/2023
1/24/2023
1/25/2023
1/26/2023
1/27/2023
1/30/2023
1/31/2023
2/1/2023
2/2/2023
2/3/2023
2/6/2023
2/7/2023
2/8/2023
2/9/2023
2/10/2023
2/13/2023
2/14/2023
2/15/2023
2/16/2023
2/17/2023
2/20/2023
2/21/2023
2/22/2023
2/23/2023
2/24/2023
2/27/2023
2/28/2023
3/1/2023
3/2/2023
3/3/2023
3/6/2023
3/7/2023
3/8/2023
3/9/2023
3/10/2023
3/13/2023
3/14/2023
3/15/2023
3/16/2023
3/17/2023
3/21/2023
3/22/2023
3/23/2023
3/24/2023
3/27/2023
3/28/2023
3/29/2023
3/30/2023
3/31/2023
4/3/2023
4/4/2023
4/5/2023
4/10/2023
4/11/2023
4/12/2023
4/13/2023
4/14/2023
4/17/2023
4/18/2023
4/19/2023
4/20/2023
4/21/2023
4/24/2023
4/25/2023
 (1) (2) (3)
Observaciones Rendimiento Lambda^(t-1) Rend^2 (2)*(3)
74
73
72
71
70
69
68
67
66
65
64
63
62
61
60
59
58
57
56
55
54
53
52
51
50
49
48
47
46
45
44
43
42
41
40
39
38
37
36
35
34
33
32
31
30
29
28
27
26
25
24
23
22
21
20
19
18
17
16
15
14
13
12
11
10
9
8
7
6
5
4
3
2
1
Fecha Volatilidad* Fecha VaR VaR Espejo Per / Gan