Date NAV Rp

31-12-2022 134.46 0

31-03-2023 135.4 0.006990926669642

30-06-2023 137.17 0.013072378138848

30-09-2023 152.26 0.110009477290953

31-12-2023 209.83 0.378103244450283

SUM 0.508176026549725
Avg.Rp 0.12704400664

Sharp Ratio Rp-Rf/sigmaP 0.68

Rm= 15% of current rate of return of pak
Rf 0.025
Rm= 15% 0.04
Sortino Ratio Rp-Rf/Downside Risk 1.06210497969319

Trynor Ratio Rp-Rf/b 0.095674488791378

Beta 1.0665748824636

Alpha Ri Rf+b(Rm-Rf)+Alpha

Jenson-Alpha 0.0070629471977
Ri 0.04
Fama overall 0.10 Ra=Rp

Ra Ba-Rf 0.02
Ra Ba=Ri
Rp-AvgRp Rp-AvgRp^2 DownsideRisk Index Rm Rm-AvgRm
70,063.08 0

-0.12005308 0.0144127420097525 0.01441274201 69,337.93 -0.01035 -0.1244023649

-0.1139716285 0.0129895321026191 0.0129895321 70,748.12 0.020338 -0.0937144755

-0.0170345293 0.000290175190056 0.00029017519 77,669.36 0.097829 -0.0162230926

0.25105923781 0.0630307408911699 104,728.77 0.35 0.23

SUM OF sigma 0.0907231901935975 0.03 0.46
Avg OF sigma 0.0226807975483994 Avg. 0.01 Avg.Rm 0.114052
sqrt 0.15060145268 sqrt 0.1
Rm-AvgRm^2 Rp-AvgRp * Rm-AvgRm

0.0154759483930496 0.0149348870616844

0.0087824029178931 0.0106807913864146

0.0003 0.000276352747570041

0.0549 0.0588332049765872
0.0794 0.0847252361722562
0.0198591860649657
0.140922624390003

0.127044006637431 0.025+1.066(0.114052-0.025)+Alpha