Template Listed Property Performance
Template Listed Property Performance
Variance
15.64005
4.751015
13.69966
2.883522
0.329102
Name LEPAT PISANG REAL ESTATE - PRICE INDEX
Code PISANG GORENG
CURRENCY A$
1/1/1990 NA
2/1/1990 NA
3/1/1990 NA
4/1/1990 NA
5/1/1990 NA
6/1/1990 NA
7/1/1990 NA
8/1/1990 NA
9/1/1990 NA
10/1/1990 NA
11/1/1990 NA
12/1/1990 NA
1/1/1991 NA
2/1/1991 NA
3/1/1991 NA
4/1/1991 NA
5/1/1991 NA
6/1/1991 NA
7/1/1991 NA
8/1/1991 NA
9/1/1991 NA
10/1/1991 NA
11/1/1991 NA
12/1/1991 NA
1/1/1992 NA
2/1/1992 NA
3/1/1992 NA
4/1/1992 NA
5/1/1992 NA
6/1/1992 NA
7/1/1992 NA
8/1/1992 NA
9/1/1992 NA
10/1/1992 NA
11/1/1992 NA
12/1/1992 NA
1/1/1993 NA
2/1/1993 NA
3/1/1993 NA
4/1/1993 NA
5/1/1993 NA
6/1/1993 NA
7/1/1993 NA
8/1/1993 NA
9/1/1993 NA
10/1/1993 NA
11/1/1993 NA
12/1/1993 NA
1/1/1994 NA
2/1/1994 NA
3/1/1994 NA
4/1/1994 NA
5/1/1994 NA
6/1/1994 NA
7/1/1994 NA
8/1/1994 NA
9/1/1994 NA
10/1/1994 NA
11/1/1994 NA
12/1/1994 NA
1/1/1995 NA
2/1/1995 NA
3/1/1995 NA
4/1/1995 NA
5/1/1995 NA
6/1/1995 NA
7/1/1995 NA
8/1/1995 NA
9/1/1995 NA
10/1/1995 NA
11/1/1995 NA
12/1/1995 NA
1/1/1996 NA
2/1/1996 NA
3/1/1996 NA
4/1/1996 NA
5/1/1996 NA
6/1/1996 NA
7/1/1996 NA
8/1/1996 NA
9/1/1996 NA
10/1/1996 NA
11/1/1996 NA
12/1/1996 NA
1/1/1997 NA
2/1/1997 NA
3/1/1997 NA
4/1/1997 NA
5/1/1997 NA
6/1/1997 NA
7/1/1997 NA
8/1/1997 NA
9/1/1997 NA
10/1/1997 NA
11/1/1997 NA
12/1/1997 NA
1/1/1998 NA
2/1/1998 NA
3/1/1998 NA
4/1/1998 NA
5/1/1998 NA
6/1/1998 NA
7/1/1998 NA
8/1/1998 NA
9/1/1998 NA
10/1/1998 NA
11/1/1998 NA
12/1/1998 NA
1/1/1999 NA
2/1/1999 NA
3/1/1999 NA
4/1/1999 NA
5/1/1999 NA
6/1/1999 NA
7/1/1999 NA
8/1/1999 NA
9/1/1999 NA
10/1/1999 NA
11/1/1999 NA
12/1/1999 NA
1/1/2000 NA
2/1/2000 NA
3/1/2000 NA AVERAGE
4/1/2000 3151.72 PRICE GEOMEAN
5/1/2000 3078.48 1 -2.32381 0.976762
6/1/2000 3213.02 2 4.370339 1.043703
7/1/2000 3294.54 3 2.537177 1.025372
8/1/2000 3357.78 4 1.91954 1.019195
9/1/2000 3307.37 5 -1.50129 0.984987
10/1/2000 3332.2 6 0.750748 1.007507
11/1/2000 3356.34 7 0.724446 1.007244
12/1/2000 3417.06 8 1.809113 1.018091
1/1/2001 3345.09 9 -2.106197 0.978938
2/1/2001 3338.52 10 -0.196407 0.998036
3/1/2001 3250.1 11 -2.648479 0.973515
4/1/2001 3137.87 12 -3.453125 0.965469
5/1/2001 3151.21 13 0.425129 1.004251
6/1/2001 3151.28 14 0.002221 1.000022
7/1/2001 3231.9 15 2.558326 1.025583
8/1/2001 3297.61 16 2.033169 1.020332
9/1/2001 3380.47 17 2.512729 1.025127
10/1/2001 3359.31 18 -0.625948 0.993741
11/1/2001 3463.01 19 3.086943 1.030869
12/1/2001 3433.1 20 -0.863699 0.991363
1/1/2002 3519.74 21 2.523667 1.025237
2/1/2002 3503.65 22 -0.457136 0.995429
3/1/2002 3412.48 23 -2.602143 0.973979
4/1/2002 3435.81 24 0.683667 1.006837
5/1/2002 3479.21 25 1.263166 1.012632
6/1/2002 3480.66 26 0.041676 1.000417
7/1/2002 3440.6 27 -1.150931 0.988491
8/1/2002 3330.47 28 -3.200895 0.967991
9/1/2002 3346.43 29 0.479212 1.004792
10/1/2002 3322.59 30 -0.712401 0.992876
11/1/2002 3348.17 31 0.769881 1.007699
12/1/2002 3462.8 32 3.423661 1.034237
1/1/2003 3428.44 33 -0.992261 0.990077
2/1/2003 3416.85 34 -0.338055 0.996619
3/1/2003 3273.71 35 -4.189239 0.958108
4/1/2003 3370.61 36 2.959945 1.029599
5/1/2003 3506.98 37 4.045855 1.040459
6/1/2003 3616.49 38 3.12263 1.031226
7/1/2003 3470.76 39 -4.029598 0.959704
8/1/2003 3510.59 40 1.147587 1.011476
9/1/2003 3435.66 41 -2.134399 0.978656
10/1/2003 3349.83 42 -2.49821 0.975018
11/1/2003 3419.09 43 2.067568 1.020676
12/1/2003 3441.94 44 0.668306 1.006683
1/1/2004 3494.52 45 1.527627 1.015276
2/1/2004 3507.59 46 0.374014 1.00374
3/1/2004 3535.65 47 0.799979 1.008
4/1/2004 3655.27 48 3.383253 1.033833
5/1/2004 3606.6 49 -1.331502 0.986685
6/1/2004 3773.15 50 4.617923 1.046179
7/1/2004 3797.24 51 0.638459 1.006385
8/1/2004 3873.98 52 2.020942 1.020209
9/1/2004 3976.5 53 2.646374 1.026464
10/1/2004 3951.19 54 -0.636489 0.993635
11/1/2004 4022.22 55 1.797686 1.017977
12/1/2004 4160.81 56 3.44561 1.034456
1/1/2005 4323.18 57 3.902365 1.039024
2/1/2005 4330.74 58 0.174871 1.001749
3/1/2005 4193.05 59 -3.179364 0.968206
4/1/2005 4152.89 60 -0.957775 0.990422
5/1/2005 4127.69 61 -0.606806 0.993932
6/1/2005 4124.64 62 -0.073891 0.999261
7/1/2005 4239.91 63 2.794668 1.027947
8/1/2005 4309.16 64 1.633289 1.016333
9/1/2005 4319.87 65 0.24854 1.002485
10/1/2005 4333.76 66 0.321537 1.003215
11/1/2005 4282.51 67 -1.182576 0.988174
12/1/2005 4361.88 68 1.853352 1.018534
1/1/2006 4554.33 69 4.412088 1.044121
2/1/2006 4545.96 70 -0.183781 0.998162
3/1/2006 4544.82 71 -0.025077 0.999749
4/1/2006 4634.19 72 1.966415 1.019664
5/1/2006 4598.18 73 -0.777051 0.992229
6/1/2006 4531.86 74 -1.44231 0.985577
7/1/2006 4586.64 75 1.208775 1.012088
8/1/2006 4777.49 76 4.160998 1.04161
9/1/2006 4915.11 77 2.880592 1.028806
10/1/2006 5156.02 78 4.901416 1.049014
11/1/2006 5179.31 79 0.451705 1.004517
12/1/2006 5364.46 80 3.574801 1.035748
1/1/2007 5733.05 81 6.870962 1.06871
2/1/2007 5917.22 82 3.212426 1.032124
3/1/2007 5769.61 83 -2.494584 0.975054
4/1/2007 5560.86 84 -3.618096 0.963819
5/1/2007 5687.44 85 2.276267 1.022763
6/1/2007 5979.15 86 5.129021 1.05129
7/1/2007 5617.7 87 -6.045174 0.939548
8/1/2007 5299.88 88 -5.657475 0.943425
9/1/2007 5743.25 89 8.365661 1.083657
10/1/2007 5778.02 90 0.605406 1.006054
11/1/2007 5874.11 91 1.663026 1.01663
12/1/2007 5546.53 92 -5.576675 0.944233
1/1/2008 5020.84 93 -9.477818 0.905222
2/1/2008 4413.93 94 -12.08782 0.879122
3/1/2008 3814.3 95 -13.58495 0.864151
4/1/2008 3926.42 96 2.939465 1.029395
5/1/2008 4027.64 97 2.577921 1.025779
6/1/2008 3700.38 98 -8.125354 0.918746
7/1/2008 3152.77 99 -14.79875 0.852012
8/1/2008 3104.02 100 -1.546259 0.984537
9/1/2008 3340.64 101 7.623018 1.07623
10/1/2008 3215.5 102 -3.745989 0.96254
11/1/2008 2329.59 103 -27.55124 0.724488
12/1/2008 2280.22 104 -2.119257 0.978807
1/1/2009 2017.19 105 -11.53529 0.884647
2/1/2009 1868.73 106 -7.359743 0.926403
3/1/2009 1420.4 107 -23.99116 0.760088
4/1/2009 1541.47 108 8.523655 1.085237
5/1/2009 1604.61 109 4.09609 1.040961
6/1/2009 1710.83 110 6.619677 1.066197
7/1/2009 1666.93 111 -2.566006 0.97434
8/1/2009 1792.39 112 7.526411 1.075264
9/1/2009 2005.63 113 11.89696 1.11897
10/1/2009 2198.21 114 9.60197 1.09602
11/1/2009 2019.02 115 -8.151632 0.918484
12/1/2009 2050.3 116 1.549266 1.015493
1/1/2010 2099.75 117 2.411842 1.024118
2/1/2010 1993.14 118 -5.077271 0.949227
3/1/2010 2037.81 119 2.241187 1.022412
4/1/2010 2004.76 120 -1.621839 0.983782
5/1/2010 2107.72 121 5.135777 1.051358
6/1/2010 1966.13 122 -6.717685 0.932823
7/1/2010 1932.62 123 -1.704363 0.982956
8/1/2010 1988.7 124 2.90176 1.029018
9/1/2010 2031.5 125 2.15216 1.021522
10/1/2010 1988.54 126 -2.114694 0.978853
11/1/2010 1998.8 127 0.515956 1.00516
12/1/2010 1931.64 128 -3.360016 0.9664
1/1/2011 1957.22 129 1.324263 1.013243
2/1/2011 1993.62 130 1.859781 1.018598
3/1/2011 2032.34 131 1.942196 1.019422
4/1/2011 2009.96 132 -1.101194 0.988988
5/1/2011 2003.88 133 -0.302494 0.996975
6/1/2011 2012 134 0.405214 1.004052
7/1/2011 1948.3 135 -3.166004 0.96834
8/1/2011 1853.61 136 -4.860134 0.951399
9/1/2011 1870.39 137 0.905261 1.009053
10/1/2011 1722.19 138 -7.923481 0.920765
11/1/2011 1823.37 139 5.875078 1.058751
12/1/2011 1870.24 140 2.570515 1.025705
1/1/2012 1792.07 141 -4.179677 0.958203
2/1/2012 1875.12 142 4.634306 1.046343
3/1/2012 1900.35 143 1.345514 1.013455
4/1/2012 1895.68 144 -0.245744 0.997543
5/1/2012 2010.21 145 6.041631 1.060416
6/1/2012 1975.38 146 -1.732655 0.982673
7/1/2012 2036.65 147 3.101682 1.031017
8/1/2012 2118.88 148 4.037513 1.040375
9/1/2012 2123.24 149 0.205769 1.002058
10/1/2012 2120.36 150 -0.135642 0.998644
11/1/2012 2217.44 151 4.578468 1.045785
12/1/2012 2217.99 152 0.024803 1.000248
1/1/2013 2237.19 153 0.865649 1.008656
2/1/2013 2368.05 154 5.849302 1.058493
3/1/2013 2367.99 155 -0.002534 0.999975
4/1/2013 2339.51 156 -1.202708 0.987973
5/1/2013 2516.18 157 7.551581 1.075516
6/1/2013 2379.06 158 -5.449531 0.945505
7/1/2013 2299.55 159 -3.342076 0.966579
8/1/2013 2335.86 160 1.579005 1.01579
9/1/2013 2334.95 161 -0.038958 0.99961
10/1/2013 2356.47 162 0.921647 1.009216
11/1/2013 2420.14 163 2.701923 1.027019
12/1/2013 2317.85 164 -4.226615 0.957734
1/1/2014 2297.26 165 -0.888323 0.991117
2/1/2014 2303.71 166 0.280769 1.002808
3/1/2014 2386.16 167 3.57901 1.03579
4/1/2014 2349.39 168 -1.54097 0.98459
5/1/2014 2464.66 169 4.90638 1.049064
6/1/2014 2511.75 170 1.910608 1.019106
7/1/2014 2493.75 171 -0.716632 0.992834
8/1/2014 2577.88 172 3.373634 1.033736
9/1/2014 2686.79 173 4.224789 1.042248
10/1/2014 2584.07 174 -3.82315 0.961769
11/1/2014 2727.26 175 5.541259 1.055413
12/1/2014 2707.85 176 -0.711703 0.992883
1/1/2015 2794.18 177 3.188138 1.031881
2/1/2015 3018.2 178 8.017379 1.080174
3/1/2015 3125.13 179 3.54284 1.035428
4/1/2015 3017.11 180 -3.456496 0.965435
GEOMEAN Full period
Average Annual Return (AAR) Risk
Geomean 0.859166 -0.08429 Standard D4.909807 Annual Ris17.00807
Variance
24.10621
Summary
Average R -1.00685
Risk 17.00807
Risk Retur -16.8923
Sharp Rati -0.07345
Sub Period 1
Average Annual Return (AAR) Risk
Geomean 1.833291 0.675731 Standard D2.634984 Annual Ris9.127851
Variance
26.41004
Summary
Average R 8.417034
Risk 9.127851
Risk Retur 1.08445
Sharp Rati0.895614
Sub Period 2
Average Annual Return (AAR) Risk
Geomean 0.52217 -0.71936 Standard D 6.38825 Annual Ris22.12955
Variance
29.39344
Summary
Average R -8.29882
Risk 22.12955
Risk Retur -2.66659
Sharp Rati -0.38595
GACGB10 Index LEPAT PISANG
Date PX_LAST
1/31/1992 10.11
2/29/1992 10.14
3/31/1992 9.861
4/30/1992 9.391
5/31/1992 9.081
6/30/1992 8.9
7/31/1992 8.284
8/31/1992 8.931
9/30/1992 8.892
10/31/1992 8.795
11/30/1992 8.69
12/31/1992 8.925
1/31/1993 8.6
2/28/1993 7.97
3/31/1993 7.78
4/30/1993 7.545
5/31/1993 7.57
6/30/1993 7.39
7/31/1993 6.892
8/31/1993 6.64
9/30/1993 6.84
10/31/1993 6.495
11/30/1993 6.815
12/31/1993 6.675 Full period
1/31/1994 6.37 1 Average Annual Return (AAR)
2/28/1994 7.085 2 Geomean 5.816603
3/31/1994 7.95 3
4/30/1994 8.44 4 0.022438
5/31/1994 8.785 5 AAR=
6/30/1994 9.635 6
7/31/1994 9.565 7 Sharp Ratio
8/31/1994 9.36 8 0.00493242047319542
9/30/1994 10.32 9
10/31/1994 10.51 10
11/30/1994 10.47 11
12/31/1994 10.04 12 Summary
1/31/1995 10.4 13 Average Return 0.269588
2/28/1995 9.85 14 Risk 5.505625
3/31/1995 9.83 15 Risk Return Ratio 20.42239
4/30/1995 9.69 16 Sharp Ratio 0.004932
5/31/1995 8.93 17
6/30/1995 9.21 18
7/31/1995 9.401 19
8/31/1995 8.98 20
9/30/1995 8.554 21
10/31/1995 8.78 22
11/30/1995 8.165 23
12/31/1995 8.22 24
1/31/1996 8.045 25
2/29/1996 8.62 26
3/31/1996 8.9 27
4/30/1996 8.725 28
5/31/1996 8.96 29
6/30/1996 8.79 30
7/31/1996 8.31 31
8/31/1996 8.08 32
9/30/1996 7.769 33
10/31/1996 7.35 34
11/30/1996 7.17 35
12/31/1996 7.319 36
1/31/1997 7.468 37
2/28/1997 7.745 38
3/31/1997 8.055 39
4/30/1997 7.825 40
5/31/1997 7.435 41
6/30/1997 7.055 42
7/31/1997 6.38 43
8/31/1997 6.62 44
9/30/1997 6.125 45
10/31/1997 5.905 46
11/30/1997 6.195 47
12/31/1997 6.038 48
1/31/1998 5.935 49
2/28/1998 5.98 50
3/31/1998 5.753 51
4/30/1998 5.89 52
5/31/1998 5.39 53
6/30/1998 5.545 54
7/31/1998 5.573 55
8/31/1998 5.79 56
9/30/1998 5.005 57
10/31/1998 4.97 58
11/30/1998 5.005 59
12/31/1998 5.015 60
1/31/1999 5.01 61
2/28/1999 5.495 62
3/31/1999 5.49 63
4/30/1999 5.67 64
5/31/1999 5.992 65
6/30/1999 6.27 66
7/31/1999 6.238 67
8/31/1999 6.355 68
9/30/1999 6.301 69
10/31/1999 6.627 70
11/30/1999 6.64 71
12/31/1999 6.98 72
1/31/2000 7.225 73
2/29/2000 6.665 74
3/31/2000 6.379 75
4/30/2000 6.408 76
5/31/2000 6.287 77
6/30/2000 6.183 78
7/31/2000 6.259 79
8/31/2000 6.28 80
9/30/2000 6.225 81
10/31/2000 6.213 82
11/30/2000 5.775 83
12/31/2000 5.48 84
1/31/2001 5.287 85
2/28/2001 5.249 86
3/31/2001 5.293 87
4/30/2001 5.797 88
5/31/2001 6.038 89
6/30/2001 6.06 90
7/31/2001 6.093 91
8/31/2001 5.553 92
9/30/2001 5.533 93
10/31/2001 5.22 94
11/30/2001 5.585 95
12/31/2001 6.02 96
1/31/2002 6.038 97
2/28/2002 5.96 98
3/31/2002 6.35 99
4/30/2002 6.095 100
5/31/2002 6.278 101
6/30/2002 6.075 102
7/31/2002 5.96 103
8/31/2002 5.778 104
9/30/2002 5.35 105
10/31/2002 5.535 106
11/30/2002 5.715 107
12/31/2002 5.17 108
1/31/2003 5.25 109
2/28/2003 5.078 110
3/31/2003 5.34 111
4/30/2003 5.293 112
5/31/2003 4.875 113
6/30/2003 5.018 114
7/31/2003 5.438 115
8/31/2003 5.501 116
9/30/2003 5.388 117
10/31/2003 5.774 118
11/30/2003 5.963 119
12/31/2003 5.607 120
1/31/2004 5.838 121
2/29/2004 5.56 122
3/31/2004 5.504 123
4/30/2004 5.952 124
5/31/2004 5.865 125
6/30/2004 5.947 126
7/31/2004 5.902 127
8/31/2004 5.584 128
9/30/2004 5.467 129
10/31/2004 5.389 130
11/30/2004 5.225 131
12/31/2004 5.33 132
1/31/2005 5.403 133
2/28/2005 5.564 134
3/31/2005 5.672 135
4/30/2005 5.342 136
5/31/2005 5.144 137
6/30/2005 5.107 138
7/31/2005 5.126 139
8/31/2005 5.047 140
9/30/2005 5.362 141
10/31/2005 5.479 142
11/30/2005 5.377 143
12/31/2005 5.2 144
1/31/2006 5.353 145
2/28/2006 5.29 146
3/31/2006 5.415 147
4/30/2006 5.7 148
5/31/2006 5.73 149
6/30/2006 5.78 150
7/31/2006 5.84 151
8/31/2006 5.661 152
9/30/2006 5.506 153
10/31/2006 5.658 154
11/30/2006 5.589 155
12/31/2006 5.882 156
1/31/2007 5.937 157
2/28/2007 5.686 158
3/31/2007 5.88 159
4/30/2007 5.879 160
5/31/2007 6.015 161
6/30/2007 6.256 162
7/31/2007 6.031 163
8/31/2007 5.918 164
9/30/2007 6.145 165
10/31/2007 6.137 166
11/30/2007 5.997 167
12/31/2007 6.326 168
1/31/2008 6.088 169
2/29/2008 6.213 170
3/31/2008 6.054 171
4/30/2008 6.286 172
5/31/2008 6.53 173
6/30/2008 6.447 174
7/31/2008 6.218 175
8/31/2008 5.759 176
9/30/2008 5.395 177
10/31/2008 5.169 178
11/30/2008 4.597 179
12/31/2008 3.992 180
1/31/2009 4.099 181
2/28/2009 4.403 182
3/31/2009 4.423 183
4/30/2009 4.569 184
5/31/2009 5.279 185
6/30/2009 5.522 186
7/31/2009 5.605 187
8/31/2009 5.416 188
9/30/2009 5.36 189
10/31/2009 5.543 190
11/30/2009 5.24 191
12/31/2009 5.644 192
1/31/2010 5.379 193
2/28/2010 5.435 194
3/31/2010 5.78 195
4/30/2010 5.711 196
5/31/2010 5.372 197
6/30/2010 5.094 198
7/31/2010 5.2 199
8/31/2010 4.763 200
9/30/2010 4.963 201
10/31/2010 5.203 202
11/30/2010 5.409 203
12/31/2010 5.545 204
1/31/2011 5.514 205
2/28/2011 5.494 206
3/31/2011 5.486 207
4/30/2011 5.432 208
5/31/2011 5.21 209
6/30/2011 5.207 210
7/31/2011 4.803 211
8/31/2011 4.372 212
9/30/2011 4.22 213
10/31/2011 4.509 214
11/30/2011 3.931 215
12/31/2011 3.668 216
1/31/2012 3.718 217
2/29/2012 3.972 218
3/31/2012 3.982 219
4/30/2012 3.674 220
5/31/2012 2.921 221
6/30/2012 3.038 222
7/31/2012 3.105 223
8/31/2012 3.092 224
9/30/2012 2.986 225
10/31/2012 3.126 226
11/30/2012 3.157 227
12/31/2012 3.273 228
1/31/2013 3.448 229
2/28/2013 3.348 230
3/31/2013 3.41 231
4/30/2013 3.093 232
5/31/2013 3.358 233
6/30/2013 3.76 234
7/31/2013 3.725 235
8/31/2013 3.896 236
9/30/2013 3.812 237
10/31/2013 4.024 238
11/30/2013 4.222 239
12/31/2013 4.235 240
1/31/2014 3.999 241
2/28/2014 4.02 242
3/31/2014 4.083 243
4/30/2014 3.95 244
5/31/2014 3.656 245
6/30/2014 3.541 246
7/31/2014 3.506 247
8/31/2014 3.293 248
9/30/2014 3.48 249
10/31/2014 3.289 250
11/30/2014 3.026 251
12/31/2014 2.739 252
Risk
1.058166 Standard Deviation 1.589337 Annual Ris5.505625
Variance
2.52599243951184
Start 1/1/1994
End 12/1/2014
Frequency M
Name LEPAT PISANG BILL 90 D - MIDDLE RATE
Code PISANG GORENG 090
CURRENCY $
1/1/1994 4.84 1
2/1/1994 4.77 2
3/1/1994 4.82 3
4/1/1994 4.97 4
5/1/1994 4.91 5
6/1/1994 4.83 6
7/1/1994 5.76 7
8/1/1994 5.39 8
9/1/1994 5.74 9
10/1/1994 6.33 10
11/1/1994 6.84 11
12/1/1994 7.72 12
1/1/1995 8.27 13
2/1/1995 8.23 14
3/1/1995 7.94 15
4/1/1995 7.91 16
5/1/1995 7.88 17
6/1/1995 7.59 18
7/1/1995 7.63 19
8/1/1995 7.59 20
9/1/1995 7.54 21
10/1/1995 7.49 22
11/1/1995 7.52 23
12/1/1995 7.39 24
1/1/1996 7.44 25
2/1/1996 7.46 26
3/1/1996 7.49 27
4/1/1996 7.58 28
5/1/1996 7.55 29
6/1/1996 7.55 30
7/1/1996 7.59 31
8/1/1996 6.99 32
9/1/1996 6.83 33
10/1/1996 6.78 34
11/1/1996 6.55 35
12/1/1996 6.42 36
1/1/1997 5.98 37
2/1/1997 5.71 38
3/1/1997 6.03 39
4/1/1997 6.09 40
5/1/1997 6 41
6/1/1997 5.44 42
7/1/1997 5.28 43
8/1/1997 4.92 44
9/1/1997 4.76 45
10/1/1997 4.71 46
11/1/1997 4.85 47
12/1/1997 5.08 48
1/1/1998 5.05 49
2/1/1998 5.01 50
3/1/1998 4.99 51
4/1/1998 4.93 52
5/1/1998 4.93 53
6/1/1998 4.9 54
7/1/1998 5.18 55
8/1/1998 5.12 56
9/1/1998 5.24 57
10/1/1998 4.87 58
11/1/1998 4.76 59
12/1/1998 4.85 60
1/1/1999 4.78 61
2/1/1999 4.72 62
3/1/1999 4.81 63
4/1/1999 4.78 64
5/1/1999 4.84 65
6/1/1999 4.9 66
7/1/1999 4.87 67
8/1/1999 4.9 68
9/1/1999 4.99 69
10/1/1999 5.13 70
11/1/1999 5.4 71
12/1/1999 5.51 72
1/1/2000 5.57 73
2/1/2000 5.67 74
3/1/2000 5.8 75
4/1/2000 6.02 76
5/1/2000 6.3 77
6/1/2000 6.23 78
7/1/2000 6.2 79
8/1/2000 6.34 80
9/1/2000 6.49 81
10/1/2000 6.59 82
11/1/2000 6.42 83
12/1/2000 6.24 84
1/1/2001 6.13 85
2/1/2001 5.68 86
3/1/2001 5.44 87
4/1/2001 4.99 88
5/1/2001 4.83 89
6/1/2001 4.88 90
7/1/2001 5.01 91
8/1/2001 5.04 92
9/1/2001 4.78 93
10/1/2001 4.36 94
11/1/2001 4.27 95
12/1/2001 4.18 96
1/1/2002 4.25 97
2/1/2002 4.31 98
3/1/2002 4.32 99
4/1/2002 4.63 100
5/1/2002 4.64 101
6/1/2002 5.12 102
7/1/2002 5.13 103
8/1/2002 4.93 104
9/1/2002 4.97 105
10/1/2002 4.9 106
11/1/2002 4.85 107
12/1/2002 4.85 108
1/1/2003 4.79 109
2/1/2003 4.79 110
3/1/2003 4.73 111
4/1/2003 4.77 112
5/1/2003 4.81 113
6/1/2003 4.78 114
7/1/2003 4.65 115
8/1/2003 4.77 116
9/1/2003 4.87 117
10/1/2003 4.9 118
11/1/2003 5.05 119
12/1/2003 5.43 120
1/1/2004 5.52 121
2/1/2004 5.63 122
3/1/2004 5.55 123
4/1/2004 5.51 124
5/1/2004 5.59 125
6/1/2004 5.49 126
7/1/2004 5.49 127
8/1/2004 5.46 128
9/1/2004 5.43 129
10/1/2004 5.42 130
11/1/2004 5.43 131
12/1/2004 5.39 132
1/1/2005 5.43 133
2/1/2005 5.48 134
3/1/2005 5.76 135
4/1/2005 5.84 136
5/1/2005 5.71 137
6/1/2005 5.67 138
7/1/2005 5.65 139
8/1/2005 5.65 140
9/1/2005 5.6 141
10/1/2005 5.63 142
11/1/2005 5.64 143
12/1/2005 5.615 144
1/1/2006 5.64 145
2/1/2006 5.625 146
3/1/2006 5.605 147
4/1/2006 5.6 148
5/1/2006 5.8 149
6/1/2006 5.9 150
7/1/2006 5.97 151
8/1/2006 6.185 152
9/1/2006 6.19 153
10/1/2006 6.195 154
11/1/2006 6.38 155
12/1/2006 6.38 156
1/1/2007 6.435 157
2/1/2007 6.39 158
3/1/2007 6.35 159
4/1/2007 6.55 160
5/1/2007 6.375 161
6/1/2007 6.36 162
7/1/2007 6.425 163
8/1/2007 6.58 164
9/1/2007 6.9 165
10/1/2007 6.875 166
11/1/2007 7.04 167
12/1/2007 7.24 168
1/1/2008 7.195 169
2/1/2008 7.395 170
3/1/2008 7.975 171
4/1/2008 7.785 172
5/1/2008 7.795 173
6/1/2008 7.71 174
7/1/2008 7.76 175
8/1/2008 7.57 176
9/1/2008 7.21 177
10/1/2008 6.98 178
11/1/2008 5.615 179
12/1/2008 4.495 180
1/1/2009 4.075 181
2/1/2009 3.07 182
3/1/2009 3.25 183
4/1/2009 3.12 184
5/1/2009 3.06 185
6/1/2009 3.17 186
7/1/2009 3.165 187
8/1/2009 3.16 188
9/1/2009 3.36 189
10/1/2009 3.36 190
11/1/2009 3.91 191
12/1/2009 4.02 192
1/1/2010 4.205 193
2/1/2010 4.24 194
3/1/2010 4.17 195
4/1/2010 4.44 196
5/1/2010 4.65 197
6/1/2010 4.78 198
7/1/2010 4.86 199
8/1/2010 4.76 200
9/1/2010 4.73 201
10/1/2010 4.925 202
11/1/2010 4.815 203
12/1/2010 5.01 204
1/1/2011 5.015 205
2/1/2011 4.915 206
3/1/2011 4.95 207
4/1/2011 4.9 208
5/1/2011 4.935 209
6/1/2011 5.01 210
7/1/2011 4.98 211
8/1/2011 5.035 212
9/1/2011 4.835 213
10/1/2011 4.86 214
11/1/2011 4.625 215
12/1/2011 4.56 216
1/1/2012 4.495 217
2/1/2012 4.31 218
3/1/2012 4.44 219
4/1/2012 4.26 220
5/1/2012 3.827 221
6/1/2012 3.36 222
7/1/2012 3.55 223
8/1/2012 3.556 224
9/1/2012 3.55 225
10/1/2012 3.36 226
11/1/2012 3.13 227
12/1/2012 3.112 228
1/1/2013 3.07 229
2/1/2013 2.95 230
3/1/2013 2.955 231
4/1/2013 3.088 232
5/1/2013 2.908 233
6/1/2013 2.78 234
7/1/2013 2.81 235
8/1/2013 2.615 236
9/1/2013 2.56 237
10/1/2013 2.58 238
11/1/2013 2.58 239
12/1/2013 2.58 240
1/1/2014 2.633 241
2/1/2014 2.61 242
3/1/2014 2.62 243
4/1/2014 2.66 244
5/1/2014 2.67 245
6/1/2014 2.69 246
7/1/2014 2.68 247
8/1/2014 2.64 248
9/1/2014 2.62 249
10/1/2014 2.7 250
11/1/2014 2.73 251
12/1/2014 2.73 252
Full period
cash Average Annual Return (AAR) Risk
Geomean 5.216405 1.052164 Standard Deviation
Variance
1.92516788332391
Summary
Average Return 0.242432
Risk 4.806456
Risk Return Ratio 19.82602
Sharp Ratio 0
1.387504 Annual Ris4.806456
LEPAT PISANG JANUARY 1994-DECEMBER 2014 (exc BOND FROM JANUARY 1996)
Shares Property Bonds Cash
Average Annual Return 4.751 -1.007 0.270 0.242
Average Annual Risk 13.700 17.008 5.506 4.806
Risk/Return Ratio 2.884 -16.892 20.422 19.826
Sharpe Ratio/ Risk Adjusted 0.329 -0.073 0.005
RANK 1 3 2
share property bond
8.515677 -2.32381 6.37 s p b
6.324429 4.370339 7.085 s 15.57799 2.509699 0.049555
-5.796519 2.537177 7.95 p 2.509699 23.96924 0.109217
-6.271612 1.91954 8.44 b 0.049555 0.109217 2.515969
0.242584 -1.50129 8.785
2.490547 0.750748 9.635
-6.242314 0.724446 9.565 s p b
6.070304 1.809113 9.36 s 0.15578 0.025097 0.049555
1.088193 -2.106197 10.32 p 0.025097 0.239692 0.109217
-3.762783 -0.196407 10.51 b 0.000496 0.001092 2.515969
-0.340655 -2.648479 10.47
-6.157849 -3.453125 10.04
0.652387 0.425129 10.4
-3.635087 0.002221 9.85
4.792332 2.558326 9.83
-1.053701 2.033169 9.69
7.389589 2.512729 8.93
-0.744991 -0.625948 9.21
-0.725226 3.086943 9.401
5.936143 -0.863699 8.98
0.462941 2.523667 8.554
-0.0144 -0.457136 8.78
-3.994239 -2.602143 8.165
5.360536 0.683667 8.22
1.670622 1.263166 8.045
3.295677 0.041676 8.62
1.202097 -1.150931 8.9
-3.719746 -3.200895 8.725
3.761421 0.479212 8.96
-3.687645 -0.712401 8.79
0.607973 0.769881 8.31
-2.574038 3.423661 8.08
3.044508 -0.992261 7.769
1.231448 -0.338055 7.35
2.814216 -4.189239 7.17
2.127941 2.959945 7.319
1.897722 4.045855 7.468
0.279993 3.12263 7.745
-0.630341 -4.029598 8.055
-2.775767 1.147587 7.825
5.407891 -2.134399 7.435
5.695414 -2.49821 7.055
3.808513 2.067568 6.38
0.026503 0.668306 6.62
-5.106174 1.527627 6.125
7.459114 0.374014 5.905
-9.732739 0.799979 6.195
0.690846 3.383253 6.038
3.896104 -1.331502 5.935
1.804245 4.617923 5.98
0.598479 0.638459 5.753
2.329777 2.020942 5.89
1.894153 2.646374 5.39
-4.159611 -0.636489 5.545
0.868029 1.797686 5.573
-0.906252 3.44561 5.79
-8.519059 3.902365 5.005
3.608182 0.174871 4.97
3.87578 -3.179364 5.005
2.201233 -0.957775 5.015
2.757199 -0.606806 5.01
3.166345 -0.073891 5.495
-0.302594 2.794668 5.49
2.825553 1.633289 5.67
4.525968 0.24854 5.992
-5.029248 0.321537 6.27
3.122124 -1.182576 6.238
0.054922 1.853352 6.355
-0.596953 4.412088 6.301
-2.177815 -0.183781 6.627
-0.384575 -0.025077 6.64
5.061274 1.966415 6.98
4.73654 -0.777051 7.225
-1.210248 -1.44231 6.665
3.841392 1.208775 6.379
0.059615 4.160998 6.408
-3.047977 2.880592 6.287
-0.540138 4.901416 6.183
7.19001 0.451705 6.259
-1.516898 3.574801 6.28
2.365843 6.870962 6.225
-1.044237 3.212426 6.213
-0.769395 -2.494584 5.775
0.248238 -3.618096 5.48
-2.375348 2.276267 5.287
4.988414 5.129021 5.249
-0.444418 -6.045174 5.293
-4.696507 -5.657475 5.797
4.214345 8.365661 6.038
1.951676 0.605406 6.06
1.399491 1.663026 6.093
-1.902483 -5.576675 5.553
-3.010203 -9.477818 5.533
-5.333211 -12.08782 5.22
4.885318 -13.58495 5.585
2.551273 2.939465 6.02
2.785977 2.577921 6.038
0.750139 -8.125354 5.96
-0.773638 -14.79875 6.35
-0.076208 -1.546259 6.095
-1.616556 7.623018 6.278
0.462136 -3.745989 6.075
-4.397105 -27.55124 5.96
-4.646218 -2.119257 5.778
1.794469 -11.53529 5.35
-4.607935 -7.359743 5.535
0.761055 -23.99116 5.715
2.426965 8.523655 5.17
-2.451646 4.09609 5.25
-2.119639 6.619677 5.078
-4.304203 -2.566006 5.34
2.298495 7.526411 5.293
4.199336 11.89696 4.875
1.186049 9.60197 5.018
0.075155 -8.151632 5.438
3.441666 1.549266 5.501
2.148052 2.411842 5.388
-1.347265 -5.077271 5.774
3.088702 2.241187 5.963
-2.64459 -1.621839 5.607
4.064567 5.135777 5.838
-0.715511 -6.717685 5.56
3.229748 -1.704363 5.504
1.887728 2.90176 5.952
-1.912725 2.15216 5.865
2.134629 -2.114694 5.947
2.319925 0.515956 5.902
0.310054 -3.360016 5.584
0.885305 1.324263 5.467
2.385714 1.859781 5.389
3.667858 1.942196 5.225
2.840784 -1.101194 5.33
3.779885 -0.302494 5.403
1.925272 0.405214 5.564
1.336675 -3.166004 5.672
-1.191579 -4.860134 5.342
-3.217795 0.905261 5.144
3.314796 -7.923481 5.107
3.031833 5.875078 5.126
2.509749 2.570515 5.047
2.727377 -4.179677 5.362
3.241272 4.634306 5.479
-3.617038 1.345514 5.377
2.327528 -0.245744 5.2
4.021038 6.041631 5.353
4.120827 -1.732655 5.29
-2.113242 3.101682 5.415
6.786416 4.037513 5.7
2.567936 0.205769 5.73
-4.757941 -0.135642 5.78
0.598946 4.578468 5.84
-2.149578 0.024803 5.661
2.37538 0.865649 5.506
1.564045 5.849302 5.658
4.716669 -0.002534 5.589
0.312347 -1.202708 5.882
4.402282 7.551581 5.937
2.600175 -5.449531 5.686
-0.04241 -3.342076 5.88
1.841568 1.579005 5.879
3.95336 -0.038958 6.015
3.068176 0.921647 6.256
-1.069365 2.701923 6.031
-5.087009 -4.226615 5.918
5.280188 -0.888323 6.145
4.732551 0.280769 6.137
4.082325 3.57901 5.997
-4.375506 -1.54097 6.326
-2.88946 4.90638 6.088
-8.037636 1.910608 6.213
-7.40225 -0.716632 6.054
-0.956943 3.373634 6.286
4.225118 4.224789 6.53
1.483771 -3.82315 6.447
-9.293385 5.541259 6.218
-4.718199 -0.711703 5.759
4.335841 5.395
-6.495343 5.169
-12.19044 4.597
-12.82839 3.992
1.20823 4.099
-5.988197 4.403
-7.023212 4.423
10.17747 4.569
5.456569 5.279
3.425919 5.522
-0.548732 5.605
10.07278 5.416
5.917074 5.36
4.197312 5.543
-3.428733 5.24
3.965943 5.644
3.152287 5.379
-7.15706 5.435
3.525835 5.78
4.728647 5.711
-2.46939 5.372
-7.801414 5.094
-4.014951 5.2
7.165909 4.763
-0.945353 4.963
2.059534 5.203
2.634473 5.409
-2.271297 5.545
3.580551 5.514
0.091161 5.494
1.5349 5.486
0.754195 5.432
-0.827528 5.21
-2.463584 5.207
-2.610639 4.803
-1.917591 4.372
-4.268276 4.22
-9.658365 4.509
8.599777 3.931
-0.106608 3.668
-4.109618 3.718
4.240093 3.972
0.835683 3.982
1.727008 3.674
2.14519 2.921
-8.337965 3.038
1.615778 3.105
3.047967 3.092
1.591546 2.986
1.3539 3.126
1.52511 3.157
1.549038 3.273
2.58692 3.448
5.866497 3.348
3.294015 3.41
-2.393358 3.093
3.776286 3.358
-5.416059 3.76
-3.681566 3.725
7.511337 3.896
2.527161 3.812
0.329971 4.024
3.872831 4.222
-2.456721 4.235
1.409075 3.999
-3.04856 4.02
3.76467 4.083
-0.026608 3.95
1.045681 3.656
1.248546 3.541
-2.50404 3.506
3.33991 3.293
1.349228 3.48
-5.260297 3.289
3.084396 3.026
-5.425182 2.739
Shares Property companies Bonds
Average Annual Return 0.04751 -0.0072021948681307 0.002696
Average Annual Risk 0.136997 0.170080705345309 0.055056
Economist at Large
Portfolio Theory Series Andrew Matuszak:
Notice that these are set to be
© 2011 Economist at Large corresponding 'F' column. Do
these data; you must use a fo
Portfolio Statistics
Portfolio Average Ret 4.30% <=Subtract out the risk free rate
Standard Deviation 38.20%
Slope 0.1125
Portfolio
Average return 2.39% 2.60% 2.81% 3.03% 3.24% 3.45% 3.66%
Standard Deviation 32.31% 32.39% 32.63% 33.02% 33.56% 34.24% 35.06%
Slope 0.0738 0.0803 ### ### ### ### ###
shares 61% 65% 69% 72% 76% 80% 84%
property 37% 33% 29% 25% 22% 18% 14%
bond 3% 3% 2% 2% 2% 2% 2%
1%
bond
0.0496
Efficient Frontier
0.1092 5.00%
2.5160 4.50%
0.0009
4.00%
3.50%
Average Return
3.00%
2.50%
2.00%
1.50%
1.00%
0.50%
0.00%
31.00% 32.00% 33.00% 34.00% 35.00% 36.00% 37.00% 38.00% 39.00% 40.00%
Standard Deviation
100%
3.87% 4.09% 4.30% 4.51% 90%
35.99% 37.04% 38.20% 39.47% 80%
### ### ### ### 70%
88% 92% 96% 100% 60%
10% 7% 3% 0%
50% bonds
1% 1% 1% 0% prope
40%
shares
30%
20%
10%
0%
32.31 32.39 32.63 33.02 33.56 34.24 35.06 35.99 37.04 38.20 39.47
% % % % % % % % % % %
8.00% 39.00% 40.00%
bonds
property
shares