Date Close

2/27/2015 2104.5 Count total number of return

3/2/2015 2117.39 0.006106 -0.04021 1 502
3/3/2015 2107.78 -0.00455 -0.03658 2
3/4/2015 2098.53 -0.0044 -0.03237 3
3/5/2015 2101.04 0.001195 -0.03002 4
3/6/2015 2071.26 -0.01428 -0.026 5
3/9/2015 2079.43 0.003937 -0.02528 6
3/10/2015 2044.16 -0.01711 -0.02483 7
3/11/2015 2040.24 -0.00192 -0.02399 8
3/12/2015 2065.95 0.012523 -0.02184 9
3/13/2015 2053.4 -0.00609 -0.02133 10
3/16/2015 2081.19 0.013443 -0.02109 11
3/17/2015 2074.28 -0.00333 -0.01961 12
3/18/2015 2099.5 0.012085 -0.01892 13
3/19/2015 2089.27 -0.00488 -0.01865 14
3/20/2015 2108.1 0.008972 -0.01826 15
3/23/2015 2104.42 -0.00175 -0.01796 16
3/24/2015 2091.5 -0.00616 -0.01711 17
3/25/2015 2061.05 -0.01467 -0.01679 18
3/26/2015 2056.15 -0.00238 -0.0163 19
3/27/2015 2061.02 0.002366 -0.01576 20
3/30/2015 2086.24 0.012162 -0.01545 21
3/31/2015 2067.89 -0.00883 -0.01542 22
4/1/2015 2059.69 -0.00397 -0.01515 23
4/2/2015 2066.96 0.003523 -0.01494 24
4/6/2015 2080.62 0.006587 -0.01467 25
4/7/2015 2076.33 -0.00206 -0.01448 26
4/8/2015 2081.9 0.002679 -0.01428 27
4/9/2015 2091.18 0.004448 -0.01426 28
4/10/2015 2102.06 0.005189 -0.01409 29
4/13/2015 2092.43 -0.00459 -0.014 30
4/14/2015 2095.84 0.001628 -0.01361 31
4/15/2015 2106.63 0.005135 -0.0132 32
4/16/2015 2104.99 -0.00078 -0.01253 33
4/17/2015 2081.18 -0.01138 -0.01252 34
4/20/2015 2100.4 0.009193 -0.01239 35
4/21/2015 2097.29 -0.00148 -0.01238 36
4/22/2015 2107.96 0.005075 -0.01205 37
4/23/2015 2112.93 0.002355 -0.01191 38
4/24/2015 2117.69 0.00225 -0.01176 39
4/27/2015 2108.92 -0.00415 -0.01138 40
4/28/2015 2114.76 0.002765 -0.0113 41
4/29/2015 2106.85 -0.00375 -0.01127 42
4/30/2015 2085.51 -0.01018 -0.01106 43
 5/1/2015 2108.29 0.010864 -0.01092 44
5/4/2015 2114.49 0.002936 -0.0109 45
5/5/2015 2089.46 -0.01191 -0.01076 46
5/6/2015 2080.15 -0.00447 -0.01034 47
5/7/2015 2088 0.003767 -0.0102 48
5/8/2015 2116.1 0.013368 -0.01018 49
5/11/2015 2105.33 -0.0051 -0.00987 50
5/12/2015 2099.12 -0.00295 -0.00961 51
5/13/2015 2098.48 -0.00031 -0.0096 52
5/14/2015 2121.1 0.010722 -0.00946 53
5/15/2015 2122.73 0.000768 -0.00946 54
5/18/2015 2129.2 0.003043 -0.00937 55
5/19/2015 2127.83 -0.00064 -0.00927 56
5/20/2015 2125.85 -0.00093 -0.00922 57
5/21/2015 2130.82 0.002335 -0.00883 58
5/22/2015 2126.06 -0.00224 -0.00871 59
5/26/2015 2104.2 -0.01034 -0.00866 60
5/27/2015 2123.48 0.009121 -0.00862 61
5/28/2015 2120.79 -0.00127 -0.00851 62
5/29/2015 2107.39 -0.00634 -0.00843 63
6/1/2015 2111.73 0.002057 -0.00839 64
6/2/2015 2109.6 -0.00101 -0.00829 65
6/3/2015 2114.07 0.002117 -0.00815 66
6/4/2015 2095.84 -0.00866 -0.00815 67
6/5/2015 2092.83 -0.00144 -0.00815 68
6/8/2015 2079.28 -0.0065 -0.00778 69
6/9/2015 2080.15 0.000418 -0.00777 70
6/10/2015 2105.2 0.01197 -0.00738 71
6/11/2015 2108.86 0.001737 -0.00724 72
6/12/2015 2094.11 -0.00702 -0.00702 73
6/15/2015 2084.43 -0.00463 -0.00701 74
6/16/2015 2096.29 0.005674 -0.00687 75
6/17/2015 2100.44 0.001978 -0.00685 76
6/18/2015 2121.24 0.009854 -0.00681 77
6/19/2015 2109.99 -0.00532 -0.00655 78
6/22/2015 2122.85 0.006076 -0.00651 79
6/23/2015 2124.2 0.000636 -0.0065 80
6/24/2015 2108.58 -0.00738 -0.00641 81
6/25/2015 2102.31 -0.00298 -0.00638 82
6/26/2015 2101.49 -0.00039 -0.00634 83
6/29/2015 2057.64 -0.02109 -0.00616 84
6/30/2015 2063.11 0.002655 -0.00609 85
7/1/2015 2077.42 0.006912 -0.00603 86
7/2/2015 2076.78 -0.00031 -0.00595 87
7/6/2015 2068.76 -0.00387 -0.00584 88
 7/7/2015 2081.34 0.006063 -0.00579 89
7/8/2015 2046.68 -0.01679 -0.00575 90
7/9/2015 2051.31 0.00226 -0.00569 91
7/10/2015 2076.62 0.012263 -0.00549 92
7/13/2015 2099.6 0.011005 -0.00532 93
7/14/2015 2108.95 0.004443 -0.00527 94
7/15/2015 2107.4 -0.00074 -0.00525 95
7/16/2015 2124.29 0.007983 -0.00521 96
7/17/2015 2126.64 0.001106 -0.0051 97
7/20/2015 2128.28 0.000771 -0.00508 98
7/21/2015 2119.21 -0.00427 -0.00497 99
7/22/2015 2114.15 -0.00239 -0.00488 100
7/23/2015 2102.15 -0.00569 -0.00482 101
7/24/2015 2079.65 -0.01076 -0.00473 102
7/27/2015 2067.64 -0.00579 -0.00468 103
7/28/2015 2093.25 0.01231 -0.00465 104
7/29/2015 2108.57 0.007292 -0.00465 105
7/30/2015 2108.63 2.84E-05 -0.00463 106
7/31/2015 2103.84 -0.00227 -0.00459 107
8/3/2015 2098.04 -0.00276 -0.00455 108
8/4/2015 2093.32 -0.00225 -0.00447 109
8/5/2015 2099.84 0.00311 -0.00443 110
8/6/2015 2083.56 -0.00778 -0.0044 111
8/7/2015 2077.57 -0.00288 -0.00427 112
8/10/2015 2104.18 0.012727 -0.00415 113
8/11/2015 2084.07 -0.0096 -0.0041 114
8/12/2015 2086.05 0.00095 -0.00397 115
8/13/2015 2083.39 -0.00128 -0.00387 116
8/14/2015 2091.54 0.003904 -0.0038 117
8/17/2015 2102.44 0.005198 -0.00378 118
8/18/2015 2096.92 -0.00263 -0.00375 119
8/19/2015 2079.61 -0.00829 -0.00371 120
8/20/2015 2035.73 -0.02133 -0.00362 121
8/21/2015 1970.89 -0.03237 -0.00362 122
8/24/2015 1893.21 -0.04021 -0.00359 123
8/25/2015 1867.61 -0.01361 -0.00355 124
8/26/2015 1940.51 0.038291 -0.00355 125
8/27/2015 1987.66 0.024007 -0.00352 126
8/28/2015 1988.87 0.000609 -0.00337 127
8/31/2015 1972.18 -0.00843 -0.00333 128
9/1/2015 1913.85 -0.03002 -0.00327 129
9/2/2015 1948.86 0.018128 -0.00326 130
9/3/2015 1951.13 0.001164 -0.00326 131
9/4/2015 1921.22 -0.01545 -0.00323 132
9/8/2015 1969.41 0.024774 -0.00321 133
 9/9/2015 1942.04 -0.014 -0.00311 134
9/10/2015 1952.29 0.005264 -0.0031 135
9/11/2015 1961.05 0.004477 -0.00304 136
9/14/2015 1953.03 -0.0041 -0.00302 137
9/15/2015 1978.09 0.01275 -0.00299 138
9/16/2015 1995.31 0.008668 -0.00298 139
9/17/2015 1990.2 -0.00256 -0.00297 140
9/18/2015 1958.03 -0.0163 -0.00295 141
9/21/2015 1966.97 0.004555 -0.00292 142
9/22/2015 1942.74 -0.01239 -0.00288 143
9/23/2015 1938.76 -0.00205 -0.00287 144
9/24/2015 1932.24 -0.00337 -0.00276 145
9/25/2015 1931.34 -0.00047 -0.00274 146
9/28/2015 1881.77 -0.026 -0.00269 147
9/29/2015 1884.09 0.001232 -0.00266 148
9/30/2015 1920.03 0.018896 -0.00263 149
10/1/2015 1923.82 0.001972 -0.00256 150
10/2/2015 1951.36 0.014214 -0.00256 151
10/5/2015 1987.05 0.018125 -0.00246 152
10/6/2015 1979.92 -0.00359 -0.00239 153
10/7/2015 1995.83 0.008004 -0.00239 154
10/8/2015 2013.43 0.00878 -0.00238 155
10/9/2015 2014.89 0.000725 -0.00238 156
10/12/2015 2017.46 0.001275 -0.00227 157
10/13/2015 2003.69 -0.00685 -0.00225 158
10/14/2015 1994.24 -0.00473 -0.00224 159
10/15/2015 2023.86 0.014744 -0.00223 160
10/16/2015 2033.11 0.00456 -0.00218 161
10/19/2015 2033.66 0.000271 -0.00215 162
10/20/2015 2030.77 -0.00142 -0.00212 163
10/21/2015 2018.94 -0.00584 -0.00209 164
10/22/2015 2052.51 0.016491 -0.00206 165
10/23/2015 2075.15 0.01097 -0.00205 166
10/26/2015 2071.18 -0.00191 -0.00204 167
10/27/2015 2065.89 -0.00256 -0.00196 168
10/28/2015 2090.35 0.01177 -0.00192 169
10/29/2015 2089.41 -0.00045 -0.00191 170
10/30/2015 2079.36 -0.00482 -0.00187 171
11/2/2015 2104.05 0.011804 -0.00186 172
11/3/2015 2109.79 0.002724 -0.00184 173
11/4/2015 2102.31 -0.00355 -0.00184 174
11/5/2015 2099.93 -0.00113 -0.00181 175
11/6/2015 2099.2 -0.00035 -0.0018 176
11/9/2015 2078.58 -0.00987 -0.00175 177
11/10/2015 2081.72 0.001509 -0.00175 178
11/11/2015 2075 -0.00323 -0.00174 179
11/12/2015 2045.97 -0.01409 -0.00172 180
11/13/2015 2023.04 -0.01127 -0.00167 181
11/16/2015 2053.19 0.014793 -0.00165 182
11/17/2015 2050.44 -0.00134 -0.0016 183
11/18/2015 2083.58 0.016033 -0.00158 184
11/19/2015 2081.24 -0.00112 -0.00158 185
11/20/2015 2089.17 0.003803 -0.00148 186
11/23/2015 2086.59 -0.00124 -0.00144 187
11/24/2015 2089.14 0.001221 -0.00144 188
11/25/2015 2088.87 -0.00013 -0.00144 189
11/27/2015 2090.11 0.000593 -0.00142 190
11/30/2015 2080.41 -0.00465 -0.0014 191
12/1/2015 2102.63 0.010624 -0.00138 192
12/2/2015 2079.51 -0.01106 -0.00137 193
12/3/2015 2049.62 -0.01448 -0.00134 194
12/4/2015 2091.69 0.020318 -0.00128 195
12/7/2015 2077.07 -0.00701 -0.00127 196
12/8/2015 2063.59 -0.00651 -0.00127 197
12/9/2015 2047.62 -0.00777 -0.00126 198
12/10/2015 2052.23 0.002249 -0.00124 199
12/11/2015 2012.37 -0.01961 -0.0012 200
12/14/2015 2021.94 0.004744 -0.00114 201
12/15/2015 2043.41 0.010563 -0.00113 202
12/16/2015 2073.07 0.014411 -0.00112 203
12/17/2015 2041.89 -0.01515 -0.00108 204
12/18/2015 2005.55 -0.01796 -0.00101 205
12/21/2015 2021.15 0.007748 -0.00101 206
12/22/2015 2038.97 0.008778 -0.00098 207
12/23/2015 2064.29 0.012342 -0.00093 208
12/24/2015 2060.99 -0.0016 -0.00093 209
12/28/2015 2056.5 -0.00218 -0.00091 210
12/29/2015 2078.36 0.010574 -0.00089 211
12/30/2015 2063.36 -0.00724 -0.00088 212
12/31/2015 2043.94 -0.00946 -0.00087 213
1/4/2016 2012.66 -0.01542 -0.00087 214
1/5/2016 2016.71 0.00201 -0.00086 215
1/6/2016 1990.26 -0.0132 -0.0008 216
1/7/2016 1943.09 -0.02399 -0.00078 217
1/8/2016 1922.03 -0.0109 -0.00077 218
1/11/2016 1923.67 0.000853 -0.00074 219
1/12/2016 1938.68 0.007773 -0.00074 220
1/13/2016 1890.28 -0.02528 -0.00066 221
1/14/2016 1921.84 0.016558 -0.00064 222
1/15/2016 1880.33 -0.02184 -0.00059 223
1/19/2016 1881.33 0.000532 -0.00056 224
1/20/2016 1859.33 -0.01176 -0.00047 225
1/21/2016 1868.99 0.005182 -0.00045 226
1/22/2016 1906.9 0.020081 -0.00044 227
1/25/2016 1877.08 -0.01576 -0.00039 228
1/26/2016 1903.63 0.014045 -0.00038 229
1/27/2016 1882.95 -0.01092 -0.00035 230
1/28/2016 1893.36 0.005513 -0.00031 231
1/29/2016 1940.24 0.024459 -0.00031 232
2/1/2016 1939.38 -0.00044 -0.00029 233
2/2/2016 1903.03 -0.01892 -0.00024 234
2/3/2016 1912.53 0.00498 -0.00021 235
2/4/2016 1915.45 0.001526 -0.00019 236
2/5/2016 1880.05 -0.01865 -0.00017 237
2/8/2016 1853.44 -0.01426 -0.00015 238
2/9/2016 1852.21 -0.00066 -0.00013 239
2/10/2016 1851.86 -0.00019 -0.00012 240
2/11/2016 1829.08 -0.01238 -0.00012 241
2/12/2016 1864.78 0.01933 -8.41E-05 242
2/16/2016 1895.58 0.016382 -4.14E-05 243
2/17/2016 1926.82 0.016346 -2.6E-05 244
2/18/2016 1917.83 -0.00468 -1.86E-05 245
2/19/2016 1917.78 -2.6E-05 0 246
2/22/2016 1945.5 0.014351 2.84E-05 247
2/23/2016 1921.27 -0.01253 4.79E-05 248
2/24/2016 1929.8 0.00443 0.000135 249
2/25/2016 1951.7 0.011284 0.000156 250
2/26/2016 1948.05 -0.00187 0.000173 251
2/29/2016 1932.23 -0.00815 0.000202 252
3/1/2016 1978.35 0.023588 0.000205 253
3/2/2016 1986.45 0.004086 0.000213 254
3/3/2016 1993.4 0.003493 0.000227 255
3/4/2016 1999.99 0.0033 0.000271 256
3/7/2016 2001.76 0.000885 0.000298 257
3/8/2016 1979.26 -0.0113 0.000299 258
3/9/2016 1989.26 0.00504 0.000323 259
3/10/2016 1989.57 0.000156 0.00039 260
3/11/2016 2022.19 0.016263 0.000397 261
3/14/2016 2019.64 -0.00126 0.000418 262
3/15/2016 2015.93 -0.00184 0.000419 263
3/16/2016 2027.22 0.005585 0.000481 264
3/17/2016 2040.59 0.006574 0.000532 265
3/18/2016 2049.58 0.004396 0.000545 266
3/21/2016 2051.6 0.000985 0.00057 267
3/22/2016 2049.8 -0.00088 0.000593 268
3/23/2016 2036.71 -0.00641 0.000609 269
3/24/2016 2035.94 -0.00038 0.000636 270
3/28/2016 2037.05 0.000545 0.000693 271
3/29/2016 2055.01 0.008778 0.000725 272
3/30/2016 2063.95 0.004341 0.000753 273
3/31/2016 2059.74 -0.00204 0.000761 274
4/1/2016 2072.78 0.006311 0.000768 275
4/4/2016 2066.13 -0.00321 0.000771 276
4/5/2016 2045.17 -0.0102 0.000808 277
4/6/2016 2066.66 0.010453 0.000853 278
4/7/2016 2041.91 -0.01205 0.000885 279
4/8/2016 2047.6 0.002783 0.00095 280
4/11/2016 2041.99 -0.00274 0.000985 281
4/12/2016 2061.72 0.009616 0.001106 282
4/13/2016 2082.42 0.00999 0.001134 283
4/14/2016 2082.78 0.000173 0.001146 284
4/15/2016 2080.73 -0.00098 0.001164 285
4/18/2016 2094.34 0.00652 0.001195 286
4/19/2016 2100.8 0.00308 0.001221 287
4/20/2016 2102.4 0.000761 0.001232 288
4/21/2016 2091.48 -0.00521 0.001251 289
4/22/2016 2091.58 4.79E-05 0.001275 290
4/25/2016 2087.79 -0.00181 0.001289 291
4/26/2016 2091.7 0.001871 0.001334 292
4/27/2016 2095.15 0.001648 0.001492 293
4/28/2016 2075.81 -0.00927 0.001509 294
4/29/2016 2065.3 -0.00508 0.001526 295
5/2/2016 2081.43 0.00778 0.001605 296
5/3/2016 2063.37 -0.00871 0.001628 297
5/4/2016 2051.12 -0.00595 0.00163 298
5/5/2016 2050.63 -0.00024 0.001648 299
5/6/2016 2057.14 0.00317 0.001677 300
5/9/2016 2058.69 0.000753 0.001737 301
5/10/2016 2084.39 0.012406 0.001762 302
5/11/2016 2064.46 -0.00961 0.001848 303
5/12/2016 2064.11 -0.00017 0.001867 304
5/13/2016 2046.61 -0.00851 0.001871 305
5/16/2016 2066.66 0.009749 0.001947 306
5/17/2016 2047.21 -0.00946 0.001949 307
5/18/2016 2047.63 0.000205 0.00195 308
5/19/2016 2040.04 -0.00371 0.001972 309
5/20/2016 2052.32 0.006001 0.001973 310
5/23/2016 2048.04 -0.00209 0.001978 311
5/24/2016 2076.06 0.013589 0.00201 312
5/25/2016 2090.54 0.006951 0.002057 313
5/26/2016 2090.1 -0.00021 0.002117 314
5/27/2016 2099.06 0.004278 0.002157 315
5/31/2016 2096.95 -0.00101 0.002163 316
6/1/2016 2099.33 0.001134 0.00219 317
6/2/2016 2105.26 0.002821 0.002197 318
6/3/2016 2099.13 -0.00292 0.002246 319
6/6/2016 2109.41 0.004885 0.002249 320
6/7/2016 2112.13 0.001289 0.00225 321
6/8/2016 2119.12 0.003304 0.00226 322
6/9/2016 2115.48 -0.00172 0.002335 323
6/10/2016 2096.07 -0.00922 0.002355 324
6/13/2016 2079.06 -0.00815 0.002366 325
6/14/2016 2075.32 -0.0018 0.002379 326
6/15/2016 2071.5 -0.00184 0.002655 327
6/16/2016 2077.99 0.003128 0.002679 328
6/17/2016 2071.22 -0.00326 0.002708 329
6/20/2016 2083.25 0.005791 0.002724 330
6/21/2016 2088.9 0.002708 0.002765 331
6/22/2016 2085.45 -0.00165 0.002783 332
6/23/2016 2113.32 0.013276 0.002789 333
6/24/2016 2037.41 -0.03658 0.002821 334
6/27/2016 2000.54 -0.01826 0.002826 335
6/28/2016 2036.09 0.017614 0.002936 336
6/29/2016 2070.77 0.016889 0.002977 337
6/30/2016 2098.86 0.013474 0.003043 338
7/1/2016 2102.95 0.001947 0.00308 339
7/5/2016 2088.55 -0.00687 0.00311 340
7/6/2016 2099.73 0.005339 0.003128 341
7/7/2016 2097.9 -0.00087 0.003129 342
7/8/2016 2129.9 0.015138 0.00317 343
7/11/2016 2137.16 0.003403 0.0033 344
7/12/2016 2152.14 0.006985 0.003304 345
7/13/2016 2152.43 0.000135 0.003361 346
7/14/2016 2163.75 0.005245 0.003403 347
7/15/2016 2161.74 -0.00093 0.003405 348
7/18/2016 2166.89 0.002379 0.003493 349
7/19/2016 2163.78 -0.00144 0.003511 350
7/20/2016 2173.02 0.004261 0.003523 351
7/21/2016 2165.17 -0.00362 0.00356 352
7/22/2016 2175.03 0.004544 0.003631 353
7/25/2016 2168.48 -0.00302 0.003765 354
7/26/2016 2169.18 0.000323 0.003767 355
7/27/2016 2166.58 -0.0012 0.003803 356
7/28/2016 2170.06 0.001605 0.003876 357
7/29/2016 2173.6 0.00163 0.003904 358
 8/1/2016 2170.84 -0.00127 0.003907 359
8/2/2016 2157.03 -0.00638 0.003937 360
8/3/2016 2163.79 0.003129 0.003999 361
8/4/2016 2164.25 0.000213 0.004086 362
8/5/2016 2182.87 0.008567 0.004192 363
8/8/2016 2180.89 -0.00091 0.004261 364
8/9/2016 2181.74 0.00039 0.004278 365
8/10/2016 2175.49 -0.00287 0.004287 366
8/11/2016 2185.79 0.004723 0.004341 367
8/12/2016 2184.05 -0.0008 0.004396 368
8/15/2016 2190.15 0.002789 0.00443 369
8/16/2016 2178.15 -0.00549 0.004443 370
8/17/2016 2182.22 0.001867 0.004448 371
8/18/2016 2187.02 0.002197 0.004477 372
8/19/2016 2183.87 -0.00144 0.004544 373
8/22/2016 2182.64 -0.00056 0.004555 374
8/23/2016 2186.9 0.00195 0.00456 375
8/24/2016 2175.44 -0.00525 0.004595 376
8/25/2016 2172.47 -0.00137 0.004665 377
8/26/2016 2169.04 -0.00158 0.004723 378
8/29/2016 2180.38 0.005214 0.004739 379
8/30/2016 2176.12 -0.00196 0.004744 380
8/31/2016 2170.95 -0.00238 0.004885 381
9/1/2016 2170.86 -4.14E-05 0.00498 382
9/2/2016 2179.98 0.004192 0.00498 383
9/6/2016 2186.48 0.002977 0.00504 384
9/7/2016 2186.16 -0.00015 0.005075 385
9/8/2016 2181.3 -0.00223 0.005135 386
9/9/2016 2127.81 -0.02483 0.005182 387
9/12/2016 2159.04 0.01457 0.005189 388
9/13/2016 2127.02 -0.01494 0.005198 389
9/14/2016 2125.77 -0.00059 0.005214 390
9/15/2016 2147.26 0.010059 0.005232 391
9/16/2016 2139.16 -0.00378 0.005245 392
9/19/2016 2139.12 -1.86E-05 0.005264 393
9/20/2016 2139.76 0.000299 0.005283 394
9/21/2016 2163.12 0.010858 0.005339 395
9/22/2016 2177.18 0.006479 0.005513 396
9/23/2016 2164.69 -0.00575 0.005585 397
9/26/2016 2146.1 -0.00862 0.005674 398
9/27/2016 2159.93 0.006423 0.005706 399
9/28/2016 2171.37 0.005283 0.005736 400
9/29/2016 2151.13 -0.00937 0.005791 401
9/30/2016 2168.27 0.007936 0.005804 402
10/3/2016 2161.2 -0.00327 0.005921 403
 10/4/2016 2150.49 -0.00497 0.006001 404
10/5/2016 2159.73 0.004287 0.00603 405
10/6/2016 2160.77 0.000481 0.006063 406
10/7/2016 2153.74 -0.00326 0.006076 407
10/10/2016 2163.66 0.004595 0.006106 408
10/11/2016 2136.73 -0.01252 0.006142 409
10/12/2016 2139.18 0.001146 0.006311 410
10/13/2016 2132.55 -0.0031 0.006423 411
10/14/2016 2132.98 0.000202 0.006479 412
10/17/2016 2126.5 -0.00304 0.006518 413
10/18/2016 2139.6 0.006142 0.00652 414
10/19/2016 2144.29 0.00219 0.006543 415
10/20/2016 2141.34 -0.00138 0.006574 416
10/21/2016 2141.16 -8.41E-05 0.006587 417
10/24/2016 2151.33 0.004739 0.006912 418
10/25/2016 2143.16 -0.0038 0.006951 419
10/26/2016 2139.43 -0.00174 0.006985 420
10/27/2016 2133.04 -0.00299 0.007238 421
10/28/2016 2126.41 -0.00311 0.007292 422
10/31/2016 2126.15 -0.00012 0.007434 423
11/1/2016 2111.72 -0.00681 0.007453 424
11/2/2016 2097.94 -0.00655 0.007748 425
11/3/2016 2088.66 -0.00443 0.007773 426
11/4/2016 2085.18 -0.00167 0.00778 427
11/7/2016 2131.52 0.02198 0.007936 428
11/8/2016 2139.56 0.003765 0.007983 429
11/9/2016 2163.26 0.011016 0.007994 430
11/10/2016 2167.48 0.001949 0.008004 431
11/11/2016 2164.45 -0.0014 0.008451 432
11/14/2016 2164.2 -0.00012 0.008567 433
11/15/2016 2180.39 0.007453 0.008668 434
11/16/2016 2176.94 -0.00158 0.008778 435
11/17/2016 2187.12 0.004665 0.008778 436
11/18/2016 2181.9 -0.00239 0.00878 437
11/21/2016 2198.18 0.007434 0.008972 438
11/22/2016 2202.94 0.002163 0.009121 439
11/23/2016 2204.72 0.000808 0.009193 440
11/25/2016 2213.35 0.003907 0.009616 441
11/28/2016 2201.72 -0.00527 0.009749 442
11/29/2016 2204.66 0.001334 0.009854 443
11/30/2016 2198.81 -0.00266 0.00999 444
12/1/2016 2191.08 -0.00352 0.010059 445
12/2/2016 2191.95 0.000397 0.010453 446
12/5/2016 2204.71 0.005804 0.010563 447
12/6/2016 2212.23 0.003405 0.010574 448
 12/7/2016 2241.35 0.013077 0.010624 449
12/8/2016 2246.19 0.002157 0.010722 450
12/9/2016 2259.53 0.005921 0.010858 451
12/12/2016 2256.96 -0.00114 0.010864 452
12/13/2016 2271.72 0.006518 0.01097 453
12/14/2016 2253.28 -0.00815 0.011005 454
12/15/2016 2262.03 0.003876 0.011016 455
12/16/2016 2258.07 -0.00175 0.011284 456
12/19/2016 2262.53 0.001973 0.01177 457
12/20/2016 2270.76 0.003631 0.011804 458
12/21/2016 2265.18 -0.00246 0.01197 459
12/22/2016 2260.96 -0.00186 0.012085 460
12/23/2016 2263.79 0.001251 0.012162 461
12/27/2016 2268.88 0.002246 0.012263 462
12/28/2016 2249.92 -0.00839 0.01231 463
12/29/2016 2249.26 -0.00029 0.012342 464
12/30/2016 2238.83 -0.00465 0.012406 465
1/3/2017 2257.83 0.008451 0.012523 466
1/4/2017 2270.75 0.005706 0.012727 467
1/5/2017 2269 -0.00077 0.01275 468
1/6/2017 2276.98 0.003511 0.013077 469
1/9/2017 2268.9 -0.00355 0.013276 470
1/10/2017 2268.9 0 0.013368 471
1/11/2017 2275.32 0.002826 0.013443 472
1/12/2017 2270.44 -0.00215 0.013474 473
1/13/2017 2274.64 0.001848 0.013589 474
1/17/2017 2267.89 -0.00297 0.014045 475
1/18/2017 2271.89 0.001762 0.014214 476
1/19/2017 2263.69 -0.00362 0.014351 477
1/20/2017 2271.31 0.003361 0.014411 478
1/23/2017 2265.2 -0.00269 0.01457 479
1/24/2017 2280.07 0.006543 0.014744 480
1/25/2017 2298.37 0.007994 0.014793 481
1/26/2017 2296.68 -0.00074 0.015138 482
1/27/2017 2294.69 -0.00087 0.016033 483
1/30/2017 2280.9 -0.00603 0.016263 484
1/31/2017 2278.87 -0.00089 0.016346 485
2/1/2017 2279.55 0.000298 0.016382 486
2/2/2017 2280.85 0.00057 0.016491 487
2/3/2017 2297.42 0.007238 0.016558 488
2/6/2017 2292.56 -0.00212 0.016889 489
2/7/2017 2293.08 0.000227 0.017614 490
2/8/2017 2294.67 0.000693 0.018125 491
2/9/2017 2307.87 0.005736 0.018128 492
2/10/2017 2316.1 0.00356 0.018896 493
2/13/2017 2328.25 0.005232 0.01933 494
2/14/2017 2337.58 0.003999 0.020081 495
2/15/2017 2349.25 0.00498 0.020318 496
2/16/2017 2347.22 -0.00086 0.02198 497
2/17/2017 2351.16 0.001677 0.023588 498
2/21/2017 2365.38 0.00603 0.024007 499
2/22/2017 2362.82 -0.00108 0.024459 500
2/23/2017 2363.81 0.000419 0.024774 501
2/24/2017 2367.34 0.001492 0.038291 502
Count total number of returns

VaR(95) -1.47% 25.1 CVaR(95) -2.15%

VaR(99) -2.60% 5.02 CVaR(99) -3.29%
VaR(99.9) -4.02% 0.502 CVaR(99.9) -8.01%
Date Google Facbook Yahoo Cont Comp.Returns
3/27/2015 548.3425 83.3 45.099998
3/30/2015 552.0325 83.2 44.950001 0.0067068 -0.001201 -0.00333
3/31/2015 548.0025 82.22 44.439999 -0.007327 -0.011849 -0.01141
4/1/2015 542.5624 81.67 44.130001 -0.009977 -0.006712 -0.007
4/2/2015 535.5325 81.56 44.150002 -0.013042 -0.001348 0.000453
4/6/2015 536.7674 82.44 43.669998 0.0023034 0.0107319 -0.01093
4/7/2015 537.0225 82.32 43.610001 0.000475 -0.001457 -0.00137
4/8/2015 541.6124 82.28 45.169998 0.0085108 -0.000486 0.035147
4/9/2015 540.7825 82.17 45.630001 -0.001534 -0.001338 0.010132
4/10/2015 540.0125 82.04 45.18 -0.001425 -0.001583 -0.00991
4/13/2015 539.1724 83.01 44.77 -0.001557 0.0117542 -0.00912
4/14/2015 530.3924 83.52 45.529999 -0.016418 0.006125 0.016833
4/15/2015 532.5324 82.71 45.73 0.0040267 -0.009746 0.004383
4/16/2015 533.8024 82.31 45.779999 0.0023819 -0.004848 0.001093
4/17/2015 524.0524 80.78 44.450001 -0.018434 -0.018763 -0.02948
4/20/2015 535.3824 83.09 44.66 0.0213896 0.0281949 0.004713
4/21/2015 533.9724 83.62 44.490002 -0.002637 0.0063585 -0.00381
4/22/2015 539.3675 84.63 43.98 0.0100529 0.012006 -0.01153
4/23/2015 547.0025 82.41 43.700001 0.0140562 -0.026582 -0.00639
4/24/2015 565.0626 81.53 44.52 0.0324831 -0.010736 0.01859
4/27/2015 555.37 81.91 44.360001 -0.017302 0.0046501 -0.0036
4/28/2015 553.68 80.68 44.34 -0.003048 -0.01513 -0.00045
4/29/2015 549.08 80.47 43.279999 -0.008343 -0.002606 -0.0242
4/30/2015 537.34 78.77 42.57 -0.021613 -0.021352 -0.01654
5/1/2015 537.9 78.99 42.509998 0.0010416 0.0027891 -0.00141
5/4/2015 540.78 78.81 42.040001 0.0053399 -0.002281 -0.01112
5/5/2015 530.8 77.56 41.299999 -0.018627 -0.015988 -0.01776
5/6/2015 524.22 78.1 41.66 -0.012474 0.0069382 0.008679
5/7/2015 530.7 78.43 43.869999 0.0122855 0.0042165 0.051689
5/8/2015 538.22 78.51 44.09 0.0140704 0.0010195 0.005002
5/11/2015 535.7 78.01 43.599998 -0.004693 -0.006389 -0.01118
5/12/2015 529.04 77.46 43.84 -0.01251 -0.007075 0.00549
5/13/2015 529.62 78.44 44.400002 0.0010958 0.0125724 0.012693
5/14/2015 538.4 81.37 44.950001 0.0164421 0.0366727 0.012311
5/15/2015 533.85 80.42 44.75 -0.008487 -0.011744 -0.00446
5/18/2015 532.3 80.88 44.360001 -0.002908 0.0057037 -0.00875
5/19/2015 537.36 80.63 40.98 0.009461 -0.003096 -0.07925
5/20/2015 539.27 80.55 42.790001 0.0035482 -0.000993 0.04322
5/21/2015 542.51 80.48 43.68 0.0059901 -0.000869 0.020586
5/22/2015 540.11 80.54 43.490002 -0.004434 0.0007452 -0.00436
5/26/2015 532.32 79.33 42.849998 -0.014528 -0.015138 -0.01483
5/27/2015 539.79 80.55 43.380001 0.0139353 0.0152618 0.012293
5/28/2015 539.78 80.15 43.07 -1.843E-05 -0.004978 -0.00717
5/29/2015 532.11 79.19 42.939999 -0.014311 -0.01205 -0.00302
6/1/2015 533.99 80.29 43.349998 0.0035269 0.013795 0.009503
6/2/2015 539.18 80.44 43.150002 0.0096724 0.0018665 -0.00462
6/3/2015 540.31 82.44 43.209999 0.0020936 0.0245592 0.001389
 6/4/2015 536.7 82.05 42.880001 -0.006704 -0.004742 -0.00767
6/5/2015 533.33 82.14 42.810001 -0.006299 0.0010962 -0.00163
6/8/2015 526.83 80.67 42.009998 -0.012262 -0.018058 -0.01886
6/9/2015 526.69 80.67 41.630001 -0.000266 0 -0.00909
6/10/2015 536.69 82.16 42.060001 0.0188085 0.0183019 0.010276
6/11/2015 534.61 81.83 40.939999 -0.003883 -0.004025 -0.02699
6/12/2015 532.33 81.53 40.529999 -0.004274 -0.003673 -0.01007
6/15/2015 527.2 80.71 40.470001 -0.009684 -0.010109 -0.00148
6/16/2015 528.15 81.06 40.639999 0.0018004 0.0043271 0.004192
6/17/2015 529.26 81.79 40.959999 0.0020994 0.0089654 0.007843
6/18/2015 536.73 82.91 40.91 0.0140153 0.0136007 -0.00122
6/19/2015 536.69 82.51 40.509998 -7.449E-05 -0.004836 -0.00983
6/22/2015 538.19 84.74 40.73 0.002791 0.0266682 0.005416
6/23/2015 540.48 87.88 40.650002 0.0042459 0.0363845 -0.00197
6/24/2015 537.84 88.86 40.939999 -0.004896 0.0110899 0.007109
6/25/2015 535.23 87.98 41.07 -0.004865 -0.009953 0.00317
6/26/2015 531.69 88.01 40.060001 -0.006636 0.0003409 -0.0249
6/29/2015 521.52 85.8 38.91 -0.019313 -0.025431 -0.02913
6/30/2015 520.51 85.77 39.290001 -0.001939 -0.00035 0.009719
7/1/2015 521.84 86.91 39.330002 0.002552 0.0132039 0.001018
7/2/2015 523.4 87.29 39.380001 0.002985 0.0043628 0.00127
7/6/2015 522.86 87.55 38.610001 -0.001032 0.0029742 -0.01975
7/7/2015 525.02 87.22 38.23 0.0041227 -0.003776 -0.00989
7/8/2015 516.83 85.65 37.23 -0.015722 -0.018164 -0.02651
7/9/2015 520.68 85.88 37.610001 0.0074216 0.0026817 0.010155
7/10/2015 530.13 87.95 37.919998 0.0179866 0.0238175 0.008209
7/13/2015 546.55 90.1 38.759998 0.0305035 0.0241517 0.02191
7/14/2015 561.1 89.68 38.630001 0.0262733 -0.004672 -0.00336
7/15/2015 560.22 89.76 38.380001 -0.00157 0.0008917 -0.00649
7/16/2015 579.85 90.85 38.91 0.0344399 0.0120703 0.013715
7/17/2015 672.93 94.97 39.68 0.1488719 0.0443513 0.019596
7/20/2015 663.02 97.91 39.540001 -0.014836 0.0304877 -0.00353
7/21/2015 662.3 98.39 39.73 -0.001087 0.0048904 0.004794
7/22/2015 662.1 97.04 39.240002 -0.000302 -0.013816 -0.01241
7/23/2015 644.28 95.44 39.209999 -0.027283 -0.016625 -0.00076
7/24/2015 623.56 96.95 38.849998 -0.032688 0.0156976 -0.00922
7/27/2015 627.26 94.17 37.84 0.0059162 -0.029094 -0.02634
7/28/2015 628 95.29 37.720001 0.001179 0.0118232 -0.00318
7/29/2015 631.93 96.99 37.669998 0.0062385 0.017683 -0.00133
7/30/2015 632.59 95.21 37.419998 0.0010439 -0.018523 -0.00666
7/31/2015 625.61 94.01 36.669998 -0.011095 -0.012684 -0.02025
8/3/2015 631.21 94.14 36.689999 0.0089115 0.0013818 0.000545
8/4/2015 629.25 94.06 37.119999 -0.00311 -0.00085 0.011652
8/5/2015 643.78 96.44 37.25 0.0228285 0.0249882 0.003496
8/6/2015 642.68 95.12 36.459999 -0.00171 -0.013782 -0.02144
8/7/2015 635.3 94.3 36.669998 -0.01155 -0.008658 0.005743
8/10/2015 633.73 94.15 37.150002 -0.002474 -0.001592 0.013005
8/11/2015 660.78 93.62 36.029999 0.041798 -0.005645 -0.03061
 8/12/2015 659.56 94.19 34.490002 -0.001848 0.00607 -0.04368
8/13/2015 656.45 93.43 35.93 -0.004726 -0.008102 0.040903
8/14/2015 657.12 94.42 36.240002 0.0010201 0.0105404 0.008591
8/17/2015 660.87 93.93 36.099998 0.0056905 -0.005203 -0.00387
8/18/2015 656.13 95.17 35.689999 -0.007198 0.0131149 -0.01142
8/19/2015 660.9 95.31 35.189999 0.0072436 0.00147 -0.01411
8/20/2015 646.83 90.56 34.099998 -0.021519 -0.051122 -0.03146
8/21/2015 612.48 86.06 32.93 -0.054567 -0.050968 -0.03491
8/24/2015 589.61 82.09 31.309999 -0.038055 -0.047229 -0.05045
8/25/2015 582.06 83 31.74 -0.012888 0.0110245 0.01364
8/26/2015 628.62 87.19 32.52 0.0769534 0.0492491 0.024278
8/27/2015 637.61 89.73 33.689999 0.0141999 0.0287155 0.035346
8/28/2015 630.38 91.01 33.139999 -0.011404 0.0141642 -0.01646
8/31/2015 618.25 89.43 32.240002 -0.01943 -0.017513 -0.02753
9/1/2015 597.79 87.23 31.6 -0.033653 -0.024908 -0.02005
9/2/2015 614.34 89.89 31.77 0.0273091 0.0300383 0.005365
9/3/2015 606.25 88.15 32.540001 -0.013256 -0.019547 0.023948
9/4/2015 600.7 88.26 31.58 -0.009197 0.0012471 -0.02995
9/8/2015 614.66 89.53 30.9 0.0229736 0.0142867 -0.02177
9/9/2015 612.72 90.44 31.52 -0.003161 0.0101129 0.019866
9/10/2015 621.35 91.98 31.15 0.0139865 0.0168845 -0.01181
9/11/2015 625.77 92.05 31.43 0.0070884 0.0007607 0.008949
9/14/2015 623.24 92.31 30.32 -0.004051 0.0028205 -0.03596
9/15/2015 635.14 92.9 31.040001 0.0189138 0.0063712 0.023469
9/16/2015 635.98 93.45 31.4 0.0013216 0.0059028 0.011531
9/17/2015 642.9 94.34 30.93 0.0108221 0.0094787 -0.01508
9/18/2015 629.25 94.4 30.74 -0.021461 0.0006359 -0.00616
9/21/2015 635.44 95.55 31.17 0.009789 0.0121086 0.013891
9/22/2015 622.69 92.96 30.4 -0.020269 -0.02748 -0.02501
9/23/2015 622.36 93.97 29.74 -0.00053 0.0108063 -0.02195
9/24/2015 625.8 94.41 29.34 0.0055121 0.0046714 -0.01354
9/25/2015 611.97 92.77 29.129999 -0.022348 -0.017524 -0.00718
9/28/2015 594.89 89.21 27.6 -0.028307 -0.03913 -0.05395
9/29/2015 594.97 86.67 28.26 0.0001344 -0.028885 0.023632
9/30/2015 608.42 89.9 28.91 0.0223545 0.0365902 0.02274
10/1/2015 611.29 90.95 28.91 0.004706 0.0116119 0
10/2/2015 626.91 92.07 30.709999 0.0252315 0.0122393 0.060401
10/5/2015 641.47 94.01 30.85 0.0229594 0.020852 0.004548
10/6/2015 645.44 92.8 30.959999 0.0061699 -0.012955 0.003559
10/7/2015 642.36 92.4 31.870001 -0.004783 -0.00432 0.028969
10/8/2015 639.16 92.47 32.369999 -0.004994 0.0007573 0.015567
10/9/2015 643.61 93.24 32.52 0.0069382 0.0082925 0.004623
10/12/2015 646.67 94.26 32.860001 0.0047432 0.0108801 0.010401
10/13/2015 652.3 94.12 32.34 0.0086685 -0.001486 -0.01595
10/14/2015 651.16 94.07 32.09 -0.001749 -0.000531 -0.00776
10/15/2015 661.74 95.96 33.48 0.0161174 0.0198922 0.042404
10/16/2015 662.2 97.54 33.369999 0.0006949 0.0163311 -0.00329
10/19/2015 666.1 98.47 33.5 0.0058721 0.0094894 0.003888
10/20/2015 650.28 97 32.830002 -0.024037 -0.015041 -0.0202
10/21/2015 642.61 97.11 31.120001 -0.011865 0.0011334 -0.05349
10/22/2015 651.79 99.67 31.67 0.0141844 0.0260203 0.017519
10/23/2015 702 102.19 33.169998 0.074211 0.0249691 0.046276
10/26/2015 712.78 103.77 33.400002 0.0152395 0.015343 0.00691
10/27/2015 708.49 103.7 34.299999 -0.006037 -0.000675 0.026589
10/28/2015 712.95 104.2 35.189999 0.0062754 0.00481 0.025617
10/29/2015 716.92 104.88 35.049999 0.0055529 0.0065047 -0.00399
10/30/2015 710.81 101.97 35.619999 -0.008559 -0.028138 0.016132
11/2/2015 721.11 103.31 35.27 0.0143865 0.0130555 -0.00987
11/3/2015 722.16 102.58 34.720001 0.001455 -0.007091 -0.01572
11/4/2015 728.11 103.94 35.07 0.0082054 0.0131708 0.01003
11/5/2015 731.25 108.76 35.119999 0.0043033 0.0453298 0.001425
11/6/2015 733.76 107.1 34.200001 0.0034266 -0.015381 -0.02655
11/9/2015 724.89 106.49 33.68 -0.012162 -0.005712 -0.01532
11/10/2015 728.32 107.91 33.990002 0.0047206 0.0132465 0.009162
11/11/2015 735.4 109.01 33.380001 0.0096741 0.0101421 -0.01811
11/12/2015 731.23 108.02 33.23 -0.005687 -0.009123 -0.0045
11/13/2015 717 103.95 32.189999 -0.019652 -0.038406 -0.0318
11/16/2015 728.96 104.04 32.950001 0.0165431 0.0008655 0.023335
11/17/2015 725.3 105.13 32.860001 -0.005034 0.0104222 -0.00274
11/18/2015 740 107.77 32.98 0.0200648 0.0248016 0.003645
11/19/2015 738.41 106.26 32.630001 -0.002151 -0.01411 -0.01067
11/20/2015 756.6 107.32 33.110001 0.0243355 0.0099261 0.014603
11/23/2015 755.98 106.95 33.360001 -0.00082 -0.003454 0.007522
11/24/2015 748.28 105.74 32.959999 -0.010238 -0.011378 -0.01206
11/25/2015 748.15 105.41 33.16 -0.000174 -0.003126 0.00605
11/27/2015 750.26 105.45 32.939999 0.0028163 0.0003793 -0.00666
11/30/2015 742.6 104.24 33.810001 -0.010262 -0.011541 0.026069
12/1/2015 767.04 107.12 33.709999 0.0323814 0.0272538 -0.00296
12/2/2015 762.38 106.07 35.650002 -0.006094 -0.00985 0.055955
12/3/2015 752.54 104.38 34.34 -0.012991 -0.016061 -0.03744
12/4/2015 766.81 106.18 34.91 0.0187849 0.0170977 0.016462
12/7/2015 763.25 105.61 34.68 -0.004653 -0.005383 -0.00661
12/8/2015 762.37 106.49 34.849998 -0.001154 0.008298 0.00489
12/9/2015 751.61 104.6 34.400002 -0.014214 -0.017908 -0.013
12/10/2015 749.46 105.42 34.630001 -0.002865 0.0078088 0.006664
12/11/2015 738.87 102.12 32.91 -0.014231 -0.031804 -0.05094
12/14/2015 747.77 104.66 32.59 0.0119735 0.0245684 -0.00977
12/15/2015 743.4 104.55 33.029999 -0.005861 -0.001052 0.013411
12/16/2015 758.09 106.79 33.779999 0.0195679 0.0211988 0.022453
12/17/2015 749.43 106.22 33.23 -0.011489 -0.005352 -0.01642
12/18/2015 739.31 104.04 32.950001 -0.013596 -0.020737 -0.00846
12/21/2015 747.77 104.77 32.970001 0.0113782 0.006992 0.000607
12/22/2015 750 105.51 34.189999 0.0029777 0.0070383 0.036335
12/23/2015 750.31 104.63 34.450001 0.0004132 -0.008375 0.007576
12/24/2015 748.4 105.02 34.110001 -0.002549 0.0037205 -0.00992
12/28/2015 762.51 105.93 33.599998 0.018678 0.0086277 -0.01506
 12/29/2015 776.6 107.26 34.040001 0.0183098 0.0124773 0.01301
12/30/2015 771 106.22 33.369999 -0.007237 -0.009743 -0.01988
12/31/2015 758.88 104.66 33.259998 -0.015845 -0.014795 -0.0033
1/4/2016 741.84 102.22 31.4 -0.02271 -0.02359 -0.05755
1/5/2016 742.58 102.73 32.200001 0.000997 0.0049769 0.025159
1/6/2016 743.62 102.97 32.16 0.0013995 0.0023335 -0.00124
1/7/2016 726.39 97.92 30.16 -0.023443 -0.050287 -0.06421
1/8/2016 714.47 97.33 30.629999 -0.016546 -0.006044 0.015463
1/11/2016 716.03 97.51 30.17 0.0021811 0.0018477 -0.01513
1/12/2016 726.07 99.37 30.690001 0.0139243 0.0188953 0.017089
1/13/2016 700.56 95.44 29.440001 -0.035766 -0.040352 -0.04158
1/14/2016 714.72 98.37 30.32 0.0200108 0.0302381 0.029453
1/15/2016 694.45 94.97 29.139999 -0.028771 -0.035175 -0.0397
1/19/2016 701.79 95.26 29.74 0.010514 0.003049 0.020381
1/20/2016 698.45 94.35 28.780001 -0.004771 -0.009599 -0.03281
1/21/2016 706.59 94.16 29.309999 0.011587 -0.002016 0.018248
1/22/2016 725.25 97.94 29.75 0.0260658 0.0393596 0.0149
1/25/2016 711.67 97.01 29.780001 -0.018902 -0.009541 0.001008
1/26/2016 713.04 97.34 29.98 0.0019232 0.0033959 0.006693
1/27/2016 699.99 94.45 29.690001 -0.018471 -0.030139 -0.00972

Average 0.001163 0.000598 ###

Stdev 0.019075 0.017467 0.021089
Variance 0.000366 0.000307 0.000447

Variance - Covariance Matrix

Google Facbook Yahoo
Google 0.00036 0.00022 0.00017
Facbook 0.00022 0.00030 0.00018
Yahoo 0.00017 0.00018 0.00045

Variance
Investment 100,000.00
Portfolio Mean Return -0.00766% Average return of my portfolio
Portfolio Sigma 1.58% Volatility of my portfolio

Mean Investment -7.66 portfolio mean by the amount of investment

Sigma of Investment 1,583.23 the amount in money but not in percentage, that you will lo

Cuttof 96,309.21 with normal returns, with the -0.01% confidence level (see i
Cumulative PDF 0.01 this is because he assume that it is normally distributed
1 Day VaR at 1% level 3,690.79 how much money you can lose in any given day by holding t
10 Day VaR at 1% level 11,671.30 in two weeks, this is the amount of money that you'll lose, a

We have to square root because the VaR, does not add up linearly
Simple Returns Excess Returns
Google Facbook Yahoo
0.006729 -0.0012 -0.00333 0.005544 -0.00236 -0.00449
-0.0073 -0.01178 -0.01135 -0.00849 -0.01301 -0.01257
-0.00993 -0.00669 -0.00698 -0.01114 -0.00787 -0.00816
-0.01296 -0.00135 0.000453 -0.0142 -0.00251 -0.00071
0.002306 0.01079 -0.01087 0.001141 0.009569 -0.01209
0.000475 -0.00146 -0.00137 -0.00069 -0.00262 -0.00254
0.008547 -0.00049 0.035772 0.007348 -0.00165 0.033984
-0.00153 -0.00134 0.010184 -0.0027 -0.0025 0.00897
-0.00142 -0.00158 -0.00986 -0.00259 -0.00275 -0.01107
-0.00156 0.011824 -0.00907 -0.00272 0.010591 -0.01028
-0.01628 0.006144 0.016976 -0.01758 0.004962 0.01567
0.004035 -0.0097 0.004393 0.002864 -0.01091 0.00322
0.002385 -0.00484 0.001093 0.001219 -0.00601 -7E-05
-0.01827 -0.01859 -0.02905 -0.0196 -0.01993 -0.03065
0.02162 0.028596 0.004724 0.020227 0.027032 0.003551
-0.00263 0.006379 -0.00381 -0.0038 0.005196 -0.00498
0.010104 0.012078 -0.01146 0.00889 0.010843 -0.01269
0.014155 -0.02623 -0.00637 0.012894 -0.02774 -0.00755
0.033016 -0.01068 0.018764 0.03132 -0.0119 0.017428
-0.01715 0.004661 -0.00359 -0.01846 0.003487 -0.00476
-0.00304 -0.01502 -0.00045 -0.00421 -0.01629 -0.00161
-0.00831 -0.0026 -0.02391 -0.00951 -0.00377 -0.02536
-0.02138 -0.02113 -0.0164 -0.02278 -0.02251 -0.0177
0.001042 0.002793 -0.00141 -0.00012 0.001626 -0.00257
0.005354 -0.00228 -0.01106 0.004177 -0.00344 -0.01228
-0.01845 -0.01586 -0.0176 -0.01979 -0.01715 -0.01892
-0.0124 0.006962 0.008717 -0.01364 0.005776 0.007516
0.012361 0.004225 0.053048 0.011123 0.003054 0.050527
0.01417 0.00102 0.005015 0.012908 -0.00014 0.00384
-0.00468 -0.00637 -0.01111 -0.00586 -0.00755 -0.01234
-0.01243 -0.00705 0.005505 -0.01367 -0.00824 0.004327
0.001096 0.012652 0.012774 -6.69E-05 0.01141 0.01153
0.016578 0.037353 0.012387 0.015279 0.03551 0.011149
-0.00845 -0.01168 -0.00445 -0.00965 -0.01291 -0.00562
-0.0029 0.00572 -0.00872 -0.00407 0.004541 -0.00992
0.009506 -0.00309 -0.07619 0.008298 -0.00426 -0.08042
0.003554 -0.00099 0.044168 0.002385 -0.00216 0.042058
0.006008 -0.00087 0.020799 0.004827 -0.00203 0.019423
-0.00442 0.000746 -0.00435 -0.0056 -0.00042 -0.00552
-0.01442 -0.01502 -0.01472 -0.01569 -0.0163 -0.01599
0.014033 0.015379 0.012369 0.012773 0.014099 0.01113
-1.84E-05 -0.00497 -0.00715 -0.00118 -0.00614 -0.00833
-0.01421 -0.01198 -0.00302 -0.01547 -0.01321 -0.00419
0.003533 0.013891 0.009548 0.002364 0.012632 0.00834
0.009719 0.001868 -0.00461 0.00851 0.000704 -0.00579
0.002096 0.024863 0.00139 0.000931 0.023396 0.000227
 -0.00668 -0.00473 -0.00764 -0.00787 -0.0059 -0.00883
-0.00628 0.001097 -0.00163 -0.00746 -6.65E-05 -0.0028
-0.01219 -0.0179 -0.01869 -0.01343 -0.01922 -0.02003
-0.00027 0 -0.00905 -0.00143 -0.00116 -0.01025
0.018987 0.01847 0.010329 0.017646 0.017139 0.009113
-0.00388 -0.00402 -0.02663 -0.00505 -0.00519 -0.02815
-0.00426 -0.00367 -0.01001 -0.00544 -0.00484 -0.01123
-0.00964 -0.01006 -0.00148 -0.01085 -0.01127 -0.00264
0.001802 0.004337 0.004201 0.000638 0.003164 0.003029
0.002102 0.009006 0.007874 0.000937 0.007803 0.00668
0.014114 0.013694 -0.00122 0.012853 0.012438 -0.00238
-7.45E-05 -0.00482 -0.00978 -0.00124 -0.006 -0.01099
0.002795 0.027027 0.005431 0.001628 0.025506 0.004253
0.004255 0.037055 -0.00196 0.003083 0.035222 -0.00313
-0.00488 0.011152 0.007134 -0.00606 0.009927 0.005946
-0.00485 -0.0099 0.003175 -0.00603 -0.01112 0.002008
-0.00661 0.000341 -0.02459 -0.0078 -0.00082 -0.02606
-0.01913 -0.02511 -0.02871 -0.02048 -0.02659 -0.03029
-0.00194 -0.00035 0.009766 -0.0031 -0.00151 0.008556
0.002555 0.013291 0.001018 0.001389 0.012041 -0.00015
0.002989 0.004372 0.001271 0.001822 0.0032 0.000108
-0.00103 0.002979 -0.01955 -0.0022 0.001811 -0.02091
0.004131 -0.00377 -0.00984 0.00296 -0.00494 -0.01105
-0.0156 -0.018 -0.02616 -0.01689 -0.01933 -0.02767
0.007449 0.002685 0.010207 0.006259 0.001519 0.008992
0.018149 0.024103 0.008242 0.016824 0.022655 0.007046
0.030974 0.024446 0.022152 0.029341 0.022989 0.020747
0.026622 -0.00466 -0.00335 0.025111 -0.00584 -0.00452
-0.00157 0.000892 -0.00647 -0.00273 -0.00027 -0.00766
0.03504 0.012143 0.013809 0.033277 0.010908 0.012552
0.160524 0.04535 0.019789 0.147709 0.043189 0.018433
-0.01473 0.030957 -0.00353 -0.016 0.029325 -0.0047
-0.00109 0.004902 0.004805 -0.00225 0.003728 0.003631
-0.0003 -0.01372 -0.01233 -0.00146 -0.01498 -0.01357
-0.02691 -0.01649 -0.00076 -0.02845 -0.01779 -0.00193
-0.03216 0.015821 -0.00918 -0.03385 0.014535 -0.01039
0.005934 -0.02867 -0.026 0.004753 -0.03026 -0.0275
0.00118 0.011893 -0.00317 1.63E-05 0.010661 -0.00434
0.006258 0.01784 -0.00133 0.005076 0.01652 -0.00249
0.001044 -0.01835 -0.00664 -0.00012 -0.01969 -0.00782
-0.01103 -0.0126 -0.02004 -0.01226 -0.01385 -0.02141
0.008951 0.001383 0.000545 0.007749 0.000219 -0.00062
-0.00311 -0.00085 0.01172 -0.00427 -0.00201 0.010489
0.023091 0.025303 0.003502 0.021666 0.023826 0.002333
-0.00171 -0.01369 -0.02121 -0.00287 -0.01494 -0.0226
-0.01148 -0.00862 0.00576 -0.01271 -0.00982 0.00458
-0.00247 -0.00159 0.01309 -0.00364 -0.00275 0.011842
0.042684 -0.00563 -0.03015 0.040635 -0.00681 -0.03177
-0.00185 0.006088 -0.04274 -0.00301 0.004907 -0.04485
-0.00472 -0.00807 0.041751 -0.00589 -0.00926 0.03974
0.001021 0.010596 0.008628 -0.00014 0.009378 0.007428
0.005707 -0.00519 -0.00386 0.004528 -0.00637 -0.00503
-0.00717 0.013201 -0.01136 -0.00836 0.011952 -0.01258
0.00727 0.001471 -0.01401 0.006081 0.000307 -0.01527
-0.02129 -0.04984 -0.03097 -0.02268 -0.05228 -0.03263
-0.05311 -0.04969 -0.03431 -0.05573 -0.05213 -0.03608
-0.03734 -0.04613 -0.0492 -0.03922 -0.04839 -0.05161
-0.01281 0.011085 0.013734 -0.01405 0.009862 0.012478
0.079992 0.050482 0.024575 0.075791 0.048086 0.023115
0.014301 0.029132 0.035978 0.013037 0.027553 0.034183
-0.01134 0.014265 -0.01633 -0.01257 0.013002 -0.01762
-0.01924 -0.01736 -0.02716 -0.02059 -0.01868 -0.0287
-0.03309 -0.0246 -0.01985 -0.03482 -0.02607 -0.02121
0.027685 0.030494 0.00538 0.026146 0.028876 0.004203
-0.01317 -0.01936 0.024237 -0.01442 -0.02071 0.022785
-0.00915 0.001248 -0.0295 -0.01036 8.44E-05 -0.03111
0.023239 0.014389 -0.02153 0.021811 0.013124 -0.02293
-0.00316 0.010164 0.020065 -0.00432 0.00895 0.018703
0.014085 0.017028 -0.01174 0.012824 0.015722 -0.01297
0.007114 0.000761 0.008989 0.005926 -0.0004 0.007786
-0.00404 0.002824 -0.03532 -0.00521 0.001658 -0.03712
0.019094 0.006392 0.023747 0.017751 0.005209 0.022306
0.001322 0.00592 0.011598 0.000159 0.00474 0.010368
0.010881 0.009524 -0.01497 0.009659 0.008316 -0.01624
-0.02123 0.000636 -0.00614 -0.02262 -0.00053 -0.00732
0.009837 0.012182 0.013988 0.008626 0.010946 0.012729
-0.02006 -0.02711 -0.0247 -0.02143 -0.02864 -0.02618
-0.00053 0.010865 -0.02171 -0.00169 0.009644 -0.02311
0.005527 0.004682 -0.01345 0.004349 0.003509 -0.0147
-0.0221 -0.01737 -0.00716 -0.02351 -0.01869 -0.00835
-0.02791 -0.03837 -0.05252 -0.02947 -0.04029 -0.05512
0.000134 -0.02847 0.023913 -0.00103 -0.03005 0.022469
0.022606 0.037268 0.023001 0.021192 0.035427 0.021577
0.004717 0.01168 0 0.003543 0.010449 -0.00116
0.025553 0.012314 0.062262 0.024069 0.011077 0.059238
0.023225 0.021071 0.004559 0.021797 0.019689 0.003386
0.006189 -0.01287 0.003566 0.005007 -0.01412 0.002397
-0.00477 -0.00431 0.029393 -0.00595 -0.00548 0.027806
-0.00498 0.000758 0.015689 -0.00616 -0.00041 0.014404
0.006962 0.008327 0.004634 0.005775 0.00713 0.003461
0.004754 0.01094 0.010455 0.00358 0.009717 0.009238
0.008706 -0.00149 -0.01582 0.007506 -0.00265 -0.01711
-0.00175 -0.00053 -0.00773 -0.00291 -0.00169 -0.00892
0.016248 0.020091 0.043316 0.014955 0.01873 0.041241
0.000695 0.016465 -0.00329 -0.00047 0.015168 -0.00445
0.005889 0.009535 0.003896 0.004709 0.008327 0.002725
-0.02375 -0.01493 -0.02 -0.0252 -0.0162 -0.02137
-0.01179 0.001134 -0.05209 -0.01303 -2.93E-05 -0.05465
0.014285 0.026362 0.017673 0.013022 0.024858 0.016356
0.077034 0.025283 0.047363 0.073048 0.023806 0.045113
0.015356 0.015461 0.006934 0.014077 0.01418 0.005747
-0.00602 -0.00067 0.026946 -0.0072 -0.00184 0.025427
0.006295 0.004822 0.025948 0.005113 0.003647 0.024454
0.005568 0.006526 -0.00398 0.00439 0.005342 -0.00515
-0.00852 -0.02775 0.016262 -0.00972 -0.0293 0.014969
0.01449 0.013141 -0.00983 0.013224 0.011893 -0.01104
0.001456 -0.00707 -0.01559 0.000292 -0.00825 -0.01688
0.008239 0.013258 0.010081 0.007043 0.012008 0.008867
0.004313 0.046373 0.001426 0.003141 0.044167 0.000262
0.003432 -0.01526 -0.0262 0.002264 -0.01654 -0.02771
-0.01209 -0.0057 -0.0152 -0.01332 -0.00687 -0.01648
0.004732 0.013335 0.009204 0.003558 0.012084 0.008
0.009721 0.010194 -0.01795 0.008511 0.008979 -0.01927
-0.00567 -0.00908 -0.00449 -0.00685 -0.01029 -0.00567
-0.01946 -0.03768 -0.0313 -0.02081 -0.03957 -0.03296
0.016681 0.000866 0.02361 0.01538 -0.0003 0.022173
-0.00502 0.010477 -0.00273 -0.0062 0.00926 -0.0039
0.020267 0.025112 0.003652 0.018902 0.023639 0.002482
-0.00215 -0.01401 -0.01061 -0.00331 -0.01527 -0.01183
0.024634 0.009976 0.01471 0.023173 0.008763 0.013441
-0.00082 -0.00345 0.007551 -0.00198 -0.00462 0.00636
-0.01019 -0.01131 -0.01199 -0.0114 -0.01254 -0.01323
-0.00017 -0.00312 0.006068 -0.00134 -0.00429 0.004887
0.00282 0.000379 -0.00663 0.001654 -0.00078 -0.00782
-0.01021 -0.01147 0.026412 -0.01143 -0.0127 0.024906
0.032911 0.027629 -0.00296 0.031219 0.026091 -0.00412
-0.00608 -0.0098 0.05755 -0.00726 -0.01101 0.054792
-0.01291 -0.01593 -0.03675 -0.01415 -0.01722 -0.0386
0.018962 0.017245 0.016599 0.017622 0.015935 0.0153
-0.00464 -0.00537 -0.00659 -0.00582 -0.00655 -0.00777
-0.00115 0.008333 0.004902 -0.00232 0.007135 0.003727
-0.01411 -0.01775 -0.01291 -0.01538 -0.01907 -0.01416
-0.00286 0.007839 0.006686 -0.00403 0.006646 0.005501
-0.01413 -0.0313 -0.04967 -0.01539 -0.03297 -0.05211
0.012045 0.024873 -0.00972 0.010811 0.023406 -0.01093
-0.00584 -0.00105 0.013501 -0.00702 -0.00221 0.012248
0.019761 0.021425 0.022707 0.018405 0.020036 0.02129
-0.01142 -0.00534 -0.01628 -0.01265 -0.00651 -0.01758
-0.0135 -0.02052 -0.00843 -0.01476 -0.0219 -0.00962
0.011443 0.007016 0.000607 0.010215 0.005829 -0.00056
0.002982 0.007063 0.037003 0.001815 0.005876 0.035172
0.000413 -0.00834 0.007605 -0.00075 -0.00954 0.006413
-0.00255 0.003727 -0.00987 -0.00371 0.002558 -0.01108
0.018854 0.008665 -0.01495 0.017515 0.007465 -0.01623
 0.018478 0.012555 0.013095 0.017147 0.011315 0.011848
-0.00721 -0.0097 -0.01968 -0.0084 -0.01091 -0.02104
-0.01572 -0.01469 -0.0033 -0.01701 -0.01596 -0.00446
-0.02245 -0.02331 -0.05592 -0.02387 -0.02475 -0.05871
0.000998 0.004989 0.025478 -0.00017 0.003814 0.023996
0.0014 0.002336 -0.00124 0.000237 0.001171 -0.00241
-0.02317 -0.04904 -0.06219 -0.02461 -0.05145 -0.06537
-0.01641 -0.00603 0.015584 -0.01771 -0.00721 0.014301
0.002184 0.001849 -0.01502 0.001018 0.000685 -0.01629
0.014022 0.019075 0.017236 0.012762 0.017733 0.015926
-0.03513 -0.03955 -0.04073 -0.03693 -0.04152 -0.04275
0.020212 0.0307 0.029891 0.018848 0.029075 0.028291
-0.02836 -0.03456 -0.03892 -0.02993 -0.03634 -0.04086
0.010569 0.003054 0.02059 0.009351 0.001886 0.019218
-0.00476 -0.00955 -0.03228 -0.00593 -0.01076 -0.03397
0.011654 -0.00201 0.018415 0.010424 -0.00318 0.017085
0.026408 0.040144 0.015012 0.024903 0.038197 0.013738
-0.01872 -0.0095 0.001008 -0.02006 -0.0107 -0.00015
0.001925 0.003402 0.006716 0.00076 0.002233 0.005531
-0.0183 -0.02969 -0.00967 -0.01963 -0.0313 -0.01088

Average Stdev Variance

0.001163 0.019075 0.000364
0.000598 0.017467 0.000305
-0.00199 0.021089 0.000445
Portfolio Weights

0.333 This means that I have invested exactly the same in each (assumption)
0.333
0.333

ercentage, that you will lose on average

1% confidence level (see it up), I wil lnot lose more than the 93K
s normally distributed
any given day by holding this portfolio at 99% of the times, that's your exposure to that portfolio
f money that you'll lose, again at 99% confidence level

t add up linearly