Mothly prices Returns

Date Tata Maruti suzuki india Proctal & Shipping wipro Tata Maruti suzuki
Chemical Gamble Cororatio Chemical india
n of India

60 2/1/2018 10 10 10 10 10
59 3/1/2018 11 12 11 9 15 10.00 20.00
58 4/1/2018 12 14 11 10 20 9.09 16.67
57 5/1/2018 13 16 12 9 15 8.33 14.29
56 6/1/2018 14 18 12 9 20 7.69 12.50
55 7/1/2018 15 20 13 9 10 7.14 11.11
54 8/1/2018 16 22 13 9 15 6.67 10.00
53 9/1/2018 17 24 14 8 16 6.25 9.09
52 ### 18 26 14 8 16 5.88 8.33
51 ### 19 28 15 8 16 5.56 7.69
50 ### 20 30 15 8 16 5.26 7.14
49 1/1/2019 21 32 16 8 16 5.00 6.67
48 2/1/2019 22 34 16 7 17 4.76 6.25
47 3/1/2019 23 36 17 7 17 4.55 5.88
46 4/1/2019 24 38 17 7 17 4.35 5.56
45 5/1/2019 25 40 18 7 17 4.17 5.26
44 6/1/2019 26 42 18 7 17 4.00 5.00
43 7/1/2019 27 44 19 6 18 3.85 4.76
42 8/1/2019 28 46 19 6 18 3.70 4.55
41 9/1/2019 29 48 20 6 18 3.57 4.35
40 ### 30 50 20 6 18 3.45 4.17
39 ### 31 52 21 6 18 3.33 4.00
38 ### 32 54 21 5 18 3.23 3.85
37 1/1/2020 33 56 22 5 19 3.13 3.70
36 2/1/2020 34 58 22 5 19 3.03 3.57
35 3/1/2020 35 60 23 5 19 2.94 3.45
34 4/1/2020 36 62 23 5 19 2.86 3.33
33 5/1/2020 37 64 24 4 19 2.78 3.23
32 6/1/2020 38 66 24 4 19 2.70 3.13
31 7/1/2020 39 68 25 4 20 2.63 3.03
30 8/1/2020 40 70 25 4 20 2.56 2.94
29 9/1/2020 41 72 26 4 20 2.50 2.86
### 42 74 26 3 20
28 2.44 2.78
27 ### 43 76 27 3 20 2.38 2.70
26 ### 44 78 27 3 21 2.33 2.63
25 1/1/2021 45 80 28 3 21 2.27 2.56
24 2/1/2021 46 82 28 3 21 2.22 2.50
23 3/1/2021 47 84 29 2 21 2.17 2.44
22 4/1/2021 48 86 29 2 21 2.13 2.38
21 5/1/2021 49 88 30 2 21 2.08 2.33
20 6/1/2021 50 90 30 2 22 2.04 2.27
19 7/1/2021 51 92 31 2 22 2.00 2.22
18 8/1/2021 52 94 31 1 22 1.96 2.17
17 9/1/2021 53 96 32 1 22 1.92 2.13
16 ### 54 98 32 1 22 1.89 2.08
15 ### 55 100 33 2 23 1.85 2.04
14 ### 56 102 33 1 23 1.82 2.00
13 1/1/2022 57 104 34 1 23 1.79 1.96
12 2/1/2022 58 106 34 1 23 1.75 1.92
11 3/1/2022 59 108 35 1 23 1.72 1.89
10 4/1/2022 60 110 35 1 23 1.69 1.85
9 5/1/2022 61 112 36 1 24 1.67 1.82
8 6/1/2022 62 114 36 1 24 1.64 1.79
7 7/1/2022 63 116 37 1 24 1.61 1.75
6 8/1/2022 64 118 37 1 24 1.59 1.72
5 9/1/2022 65 120 38 1 24 1.56 1.69
4 ### 66 122 38 1 24 1.54 1.67
3 ### 67 124 39 1 25 1.52 1.64
2 ### 68 126 39 1 25 1.49 1.61
1 1/1/2023 69 128 40 1 25 1.47 1.59
Returns Statictics
Proctal & Shipping wipro Tata Maruti Proctal & Shipping
Gamble Cororation Chemical suzuki Gamble Cororation
of India india of India

Average Monthly Returns 3.35 4.48 2.36 2.32-

5.00 10.00- 50.00 Montly Variences 4.22 15.00 0.98 262.26
4.76 11.11 33.33 Annual Returns 40.17 53.80 28.32 27.81-
4.55 10.00- 25.00- Annual Variances 50.59 180.01 11.72 3,147.15
4.35 - 33.33
4.17 2.22- 50.00-
4.00 2.27- 50.00
3.85 2.33- 4.76
3.70 2.38- 1.14
3.57 2.44- 1.12
3.45 2.50- 1.11
3.33 2.56- 1.10
3.23 2.63- 1.09
3.13 2.70- 1.08
3.03 2.78- 1.06
2.94 2.86- 1.05
2.86 2.94- 1.04
2.78 3.03- 1.03
2.70 3.13- 1.02
2.63 3.23- 1.01
2.56 3.33- 1.00
2.50 3.45- 0.99
2.44 3.57- 0.98
2.38 3.70- 0.97
2.33 3.85- 0.96
2.27 4.00- 0.95
2.22 4.17- 0.94
2.17 4.35- 0.93
2.13 4.55- 0.93
2.08 4.76- 0.92
2.04 5.00- 0.91
2.00 5.26- 0.90

1.96 5.56- 0.89

1.92 5.88- 0.88
1.89 6.25- 0.88
1.85 6.67- 0.87
1.82 7.14- 0.86
1.79 7.69- 0.85
1.75 8.33- 0.85
1.72 9.09- 0.84
1.69 10.00- 0.83
1.67 11.11- 0.83
1.64 12.50- 0.82
1.61 14.29- 0.81
1.59 16.67- 0.81
1.56 100.00 0.80
1.54 50.00- 0.79
1.52 33.33 0.79
1.49 - 0.78
1.47 - 0.78
1.45 - 0.77
1.43 - 0.76
1.41 - 0.76
1.39 - 0.75
1.37 - 0.75
1.35 - 0.74
1.33 - 0.74
1.32 - 0.73
1.30 - 0.72
1.28 - 0.72
 Excess Returns
wipro Tata Maruti Proctal & Shipping wipro
Chemical suzuki Gamble Cororation
india of India

2.42 6.65 15.52 2.64 (7.68) 47.58 Tata Chemical

173.54 5.74 12.18 2.40 13.43 30.91 Maruti suzuki india

29.10 4.99 9.80 2.19 (7.68) (27.42) Proctal & Gamble

2,082.53 4.34 8.02 1.99 2.32 30.91 Shipping Cororation of India

wipro
3.80 6.63 1.81 0.10 (52.42)
3.32 5.52 1.64 0.04 47.58
2.90 4.61 1.49 (0.01) 2.34 Risk Free Rate

2.53 3.85 1.34 (0.06) (1.29)

2.21 3.21 1.21 (0.12) (1.30)
Tata Chemical
1.92 2.66 1.09 (0.18) (1.31)
Maruti suzuki india
1.65 2.18 0.97 (0.25) (1.33)
Proctal & Gamble
1.41 1.77 0.87 (0.31) (1.34)
Shipping Cororation of India
1.20 1.40 0.76 (0.39) (1.35)
wipro
1.00 1.07 0.67 (0.46) (1.36)
0.82 0.78 0.58 (0.54) (1.37)
0.65 0.52 0.50 (0.62) (1.38)
Tata Chemical
0.50 0.28 0.42 (0.71) (1.39)
Maruti suzuki india
0.36 0.06 0.34 (0.81) (1.40)
Proctal & Gamble
0.22 (0.14) 0.27 (0.91) (1.41)
Shipping Cororation of India
0.10 (0.32) 0.20 (1.02) (1.42)
wipro
(0.01) (0.48) 0.14 (1.13) (1.43)
(0.12) (0.64) 0.08 (1.25) (1.44)
(0.22) (0.78) 0.02 (1.39) (1.45)
Expected returns
(0.32) (0.91) (0.03) (1.53) (1.46)
Risk
(0.41) (1.03) (0.09) (1.68) (1.47)
Sharp Ratio
(0.49) (1.15) (0.14) (1.85) (1.48)
(0.57) (1.26) (0.19) (2.03) (1.49)
(0.64) (1.36) (0.23) (2.23) (1.50)
(0.72) (1.45) (0.28) (2.44) (1.51)
(0.78) (1.54) (0.32) (2.68) (1.52) Tata Chemical

(0.85) (1.63) (0.36) (2.95) (1.52) Maruti suzuki india

(0.91) (1.71) (0.40) (3.24) (1.53) Proctal & Gamble

Shipping Cororation of India

(0.97) (1.78) (0.44) (3.57) (1.54)

(1.02) (1.85) (0.47) (3.93) (1.55) wipro

(1.07) (1.92) (0.51) (4.35) (1.56)

(1.13) (1.98) (0.54) (4.83) (1.56)
(1.17) (2.04) (0.57) (5.38) (1.57) Expected Return

(1.22) (2.10) (0.61) (6.02) (1.58) Risk

(1.26) (2.16) (0.64) (6.77) (1.58) Sharp Ratio

(1.31) (2.21) (0.67) (7.68) (1.59)

(1.35) (2.26) (0.69) (8.79) (1.60)
(1.39) (2.31) (0.72) (10.18) (1.61)
(1.42) (2.36) (0.75) (11.97) (1.61)
(1.46) (2.40) (0.77) (14.35) (1.62)
(1.50) (2.44) (0.80) 102.32 (1.62)
(1.53) (2.48) (0.82) (47.68) (1.63)
(1.56) (2.52) (0.85) 35.65 (1.64)
(1.59) (2.56) (0.87) 2.32 (1.64)
(1.62) (2.60) (0.89) 2.32 (1.65)
(1.65) (2.63) (0.91) 2.32 (1.66)
(1.68) (2.66) (0.93) 2.32 (1.66)
(1.71) (2.70) (0.95) 2.32 (1.67)
(1.73) (2.73) (0.97) 2.32 (1.67)
(1.76) (2.76) (0.99) 2.32 (1.68)
(1.79) (2.79) (1.01) 2.32 (1.68)
(1.81) (2.82) (1.03) 2.32 (1.69)
(1.83) (2.84) (1.04) 2.32 (1.70)
(1.86) (2.87) (1.06) 2.32 (1.70)
(1.88) (2.90) (1.08) 2.32 (1.71)
 variance covariance matrix
Tata Chemical Maruti Proctal & Shipping wipro
suzuki Gamble Cororation
india of India

50.5856662600576 93.985807 24.067587 -12.84849 106.11514

93.9858074838284 180.00952 43.575596 -18.36686 232.72821
24.0675868431903 43.575596 11.716426 -8.297312 44.248096
-12.8484872918714 -18.36686 -8.297312 3147.149 66.320869
106.115144163075 232.72821 44.248096 66.320869 2082.53

0.89

Annual Returns
40.17
53.80
28.32
27.81-
29.10

Equally Weighted Portfolio

0.2
0.2
0.2
0.2
0.2
1

24.7165093567813
16.2665889494721
1.46475142580858

Optimally Weighted Portfolio

-
-
1.00

-
-
0.999999917187724

28.3
3.4
8.0