Beginning of Asset Asset Asset Asset Asset Monthly

the Month A B C D E Returns

M1 ₹ 50.00 ₹ 80.00 ₹ 122.04 ₹ 84.24 ₹ 68.41 1
M2 ₹ 54.00 ₹ 82.00 ₹ 131.76 ₹ 85.26 ₹ 78.54 2
M3 ₹ 52.00 ₹ 81.00 ₹ 138.48 ₹ 87.76 ₹ 79.91 3
M4 ₹ 57.00 ₹ 85.26 ₹ 153.47 ₹ 93.58 ₹ 93.15 4
M5 ₹ 61.00 ₹ 87.76 ₹ 189.95 ₹ 91.51 ₹ 89.15 5
M6 ₹ 55.00 ₹ 93.58 ₹ 182.22 ₹ 87.77 ₹ 90.56 6
M7 ₹ 57.00 ₹ 91.51 ₹ 198.08 ₹ 93.33 ₹ 92.64 7
M8 ₹ 59.00 ₹ 87.77 ₹ 135.36 ₹ 83.25 ₹ 77.70 8
M9 ₹ 50.80 ₹ 93.33 ₹ 125.02 ₹ 86.66 ₹ 64.47 9
M10 ₹ 52.68 ₹ 83.25 ₹ 143.50 ₹ 85.36 ₹ 71.30 10
M11 ₹ 57.98 ₹ 86.66 ₹ 173.95 ₹ 96.15 ₹ 78.63 11
M12 ₹ 57.74 ₹ 85.36 ₹ 188.75 ₹ 99.15 ₹ 81.62 12
M13 ₹ 56.20 ₹ 96.15 ₹ 167.44 ₹ 99.13 ₹ 73.33 13
M14 ₹ 58.62 ₹ 99.15 ₹ 158.95 ₹ 84.56 ₹ 76.34 14
M15 ₹ 59.07 ₹ 99.13 ₹ 169.53 ₹ 86.32 ₹ 80.81 15
M16 ₹ 59.89 ₹ 84.56 ₹ 113.66 ₹ 82.48 ₹ 72.76 16
M17 ₹ 63.00 ₹ 86.32 ₹ 107.59 ₹ 74.60 ₹ 57.24 17
M18 ₹ 64.00 ₹ 82.48 ₹ 92.67 ₹ 79.01 ₹ 42.70 18
M19 ₹ 67.00 ₹ 74.60 ₹ 85.35 ₹ 73.97 ₹ 51.28 19
M20 ₹ 66.10 ₹ 79.01 ₹ 90.13 ₹ 70.52 ₹ 58.82 20
M21 ₹ 66.67 ₹ 73.97 ₹ 89.31 ₹ 60.71 ₹ 64.79 21
M22 ₹ 66.25 ₹ 70.52 ₹ 105.12 ₹ 67.24 ₹ 73.44 22
M23 ₹ 69.47 ₹ 60.71 ₹ 125.83 ₹ 66.10 ₹ 80.52 23
M24 ₹ 69.00 ₹ 63.00 ₹ 130.00 ₹ 66.50 ₹ 79.00 24
M25 ₹ 69.94 ₹ 67.24 ₹ 135.81 ₹ 66.67 ₹ 77.99
Asset Asset Asset Asset Asset Monthy Asset
A B C D E A
8.00% 2.50% 7.96% 1.21% 14.81% Average Return 1.56%
-3.70% -1.22% 5.10% 2.93% 1.74% stdev 5.52%
9.62% 5.26% 10.82% 6.63% 16.57% Minimum Weight 5.00%
7.02% 2.93% 23.77% -2.21% -4.29% Maximum Weight 40.00%
-9.84% 6.63% -4.07% -4.09% 1.58% Optimal Weight 40.00%
3.64% -2.21% 8.70% 6.33% 2.30%
3.51% -4.09% -31.66% -10.80% -16.13%
-13.90% 6.33% -7.64% 4.10% -17.03% C
3.70% -10.80% 14.78% -1.50% 10.59% Asset A
10.06% 4.10% 21.22% 12.64% 10.28% Asset A 0.00291761024
-0.41% -1.50% 8.51% 3.12% 3.80% Asset B -0.0008894877
-2.67% 12.64% -11.29% -0.02% -10.16% Asset C 0.00228980146
4.31% 3.12% -5.07% -14.70% 4.10% Asset D 1.7306734E-05
0.77% -0.02% 6.66% 2.08% 5.86% Asset E 0.00212749349
1.39% -14.70% -32.96% -4.45% -9.96%
5.19% 2.08% -5.34% -9.55% -21.33%
1.59% -4.45% -13.87% 5.91% -25.40% Portfolio Summary
4.69% -9.55% -7.90% -6.38% 20.09% Monthly
-1.34% 5.91% 5.60% -4.66% 14.70% Return 1.28%
0.86% -6.38% -0.91% -13.91% 10.15% Variance 0.0049
-0.63% -4.66% 17.70% 10.76% 13.35% SD 7.03%
4.86% -13.91% 19.70% -1.70% 9.64% Risk-free Rate
-0.68% 3.77% 3.31% 0.61% -1.89% Sharpe Ratio
1.36% 6.73% 4.47% 0.26% -1.28% Total Weight
 Asset Asset Asset Asset Monthy Asset
B C D E A
-0.48% 1.57% -0.72% 1.34% Average Return 1.56%
7.01% 14.65% 7.07% 12.54% stdev 5.52%
5.00% 5.00% 5.00% 5.00% Minimum Weight 0.00%
40.00% 40.00% 40.00% 40.00% Maximum Weight 100.00%
5.00% 23.00% 5.00% 27.00% Optimal Weight 20.00%

Covariance Matrix
Asset B Asset C Asset D Asset E
-0.0008894877 0.0022898 1.73067E-05 0.002127493
0.00471356192 0.00118424 0.000768195 -0.001134709
0.0011842369 0.02057742 0.004697736 0.010296466
0.0007681952 0.00469774 0.00479037 0.001008239
-0.0011347091 0.01029647 0.001008239 0.015064945

ummary
Annual
15.42%
0.0593
24.34%
6.00%
38.68%
100.00%
Asset Asset Asset Asset
B C D E
-0.48% 1.57% -0.72% 1.34%
7.01% 14.65% 7.07% 12.54%
0.00% 0.00% 0.00% 0.00%
100.00% 100.00% 100.00% 100.00%
20.00% 20.00% 20.00% 20.00%