Date

2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar
5-Mar

Closing Price
147.74
146.82
146.37
140.55
137.77
136.01
134.06
134.37
133.85
136.35
140.18
144.43
151.35
148.09
151.3
153.62
151.87
149.66
148.13
152.12
151.84
152.4
152.93
152.41
152.88
155.18
158.62
156.75
157.07
157.55
156.95
157.42
157.37
160.7
162.93
163.66
163.31
166.22
162.69
165.86
165.69
166
169.02
168.47
167.9
170.19

Daily Return
-0.006246625
-0.003069684
-0.040574365
-0.019977669
-0.012857216
-0.014440952
0.002309728
-0.003877419
0.018505339
0.027702202
0.02986765
0.046800074
-0.021774838
0.021444424
0.0152174
-0.011457129
-0.014658837
-0.010275788
0.026579416
-0.001842348
0.003681308
0.003471657
-0.003406042
0.003079042
0.014932434
0.021925671
-0.011859225
0.002039386
0.003051302
-0.003815585
0.002990109
-0.000317672
0.020939552
0.013781388
0.004470444
-0.00214087
0.017661977
-0.021465663
0.01929751
-0.001025486
0.001869216
0.018029263
-0.003259359
-0.003389128
0.013546896

Weekly Return

-0.08272556
-0.090919886
-0.085540474
-0.048843527
-0.010360519
0.030198899
0.0745075
0.118997847
0.101100427
0.104039512
0.091554709
0.050229931
-0.011228981
0.00027007
0.005405062
-0.011654686
0.003483752
0.021614246
0.028483991
0.004983617
0.021758399
0.040002761
0.024671879
0.030117308
0.030089568
0.01134155
-0.007594012
0.003947541
0.022847707
0.033577793
0.041863822
0.036732842
0.054712492
0.012307277
0.017823398
0.012327467
0.016337553
0.016704839
0.034911143
0.012224505
0.026796887

Monthly Return

0.034526328
0.037366911
0.043515637
0.099022436
0.140925777
0.141923767
0.158404105
0.159145679
0.159207513
0.143692283
0.11567241
0.106744312
0.073725625
0.099970908
0.076385614
0.078830192
0.068821658
0.102778004
0.112028306
0.087318105
0.107189716
0.100249049
0.093388264
0.110341202

6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May
11-May

169.36
166.13
164.6
164.99
165.93
163.91
165.34
167.55
164.87
163.84
165.08
165.62
165.81
164.56
166.76
166.1
164.03
167.66
164.54
164.08
168.07
166.2
168.61
166.33
167.18
164.63
163.31
163.69
164.39
164.01
166.28
165.9
163.58
163.68
163.54
166.63
167.17
166.93
166.97
165.02
168.38
170.7
168.41
166.71
166.14
164.76
162.97

-0.004888833
-0.019256012
-0.009252326
0.002366578
0.005681147
-0.012248516
0.008686463
0.013277854
-0.01612453
-0.006266943
0.007539863
0.003265803
0.001146547
-0.007567309
0.013280408
-0.003965636
-0.012540679
0.021888781
-0.018784417
-0.002799588
0.024026446
-0.011188677
0.014396473
-0.013614589
0.005097309
-0.015370545
-0.008050297
0.00232416
0.004267258
-0.002314252
0.013745713
-0.002287917
-0.01408303
0.000611135
-0.000855693
0.018718177
0.003235473
-0.001436696
0.000239593
-0.011747477
0.020156651
0.0136843
-0.013506147
-0.010145707
-0.00342497
-0.008340937
-0.010923735

0.020038838
-0.017246437
-0.023239404
-0.017483698
-0.025349447
-0.03270913
-0.004766655
0.017763526
-0.000727581
-0.012675671
0.007112708
0.001692048
-0.01043926
-0.001882039
0.017665311
0.006159812
-0.00964667
0.011095565
-0.000121544
-0.016201539
0.011790543
0.013142544
0.005650237
0.010820065
0.018716963
-0.020680028
-0.017541647
-0.029613961
-0.011732113
-0.019143675
0.009972583
0.015734962
-0.000672228
-0.004328351
-0.002869793
0.002102671
0.007626062
0.020272396
0.019900853
0.00900907
0.010447544
0.020896371
0.00882692
-0.00155838
0.006764128
-0.02173346
-0.046341495

0.102373327
0.068184881
0.037006884
0.051232686
0.054874447
0.039574628
0.052076677
0.062364421
0.046557564
0.019351069
0.013109544
0.011904903
0.015192319
-0.010036967
0.024709103
0.001445958
-0.010069235
0.009950331
-0.026863349
-0.026403579
0.001011995
-0.023723578
-0.004438271
0.001203152
0.015552788
-0.002184334
-0.015915778
-0.001343102
-0.005762306
-0.021354413
0.00851583
0.012494855
-0.009128038
-0.011782705
-0.013784946
0.01250054
0.002455606
0.004984546
0.017764818
-0.015871441
0.023069628
0.039553516
0.002020923
0.003063894
-0.014757549
-0.009483897
-0.025504941

14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul
17-Jul

162.76
162.8
161.53
160.22
158.28
160.01
163.47
161.11
160.83
160.02
160.9
160.57
158.09
157.56
158.65
156.01
155.37
156.13
157.67
154.69
153.06
150.1
147.63
151.54
151.48
153.62
153.81
152.4
152.84
156.7
156.4
157.7
159.72
158.92
160.44
167.41
169.8
169.24
167.88
169.5
171.76
170.34
170.49
170.09
168.78
168.12
167.8

-0.001289412
0.00024573
-0.00783157
-0.008143013
-0.012182254
0.010870697
0.021393174
-0.014542126
-0.001739455
-0.005049099
0.005484247
-0.002053069
-0.015565493
-0.003358153
0.00689418
-0.01678041
-0.004110739
0.004879624
0.009815248
-0.019081127
-0.010593113
-0.019528263
-0.016592595
0.026140473
-0.000396013
0.014028418
0.001236054
-0.009209431
0.002882979
0.024941527
-0.001916321
0.008277666
0.012727788
-0.005021351
0.00951911
0.042525853
0.01417538
-0.003303448
-0.008068387
0.009603488
0.013245227
-0.008301714
0.000880204
-0.002348935
-0.007731617
-0.003918082
-0.001905216

-0.034124759
-0.023733322
-0.028139922
-0.027941999
-0.029200518
-0.01704041
0.004107034
-0.002603522
0.003800036
0.010933191
0.005546741
-0.017899503
-0.01892287
-0.020541568
-0.008598289
-0.030862946
-0.032920615
-0.012475498
0.000697903
-0.025277404
-0.019090106
-0.03450763
-0.05597985
-0.039654625
-0.020969511
0.003652019
0.024416336
0.0317995
0.008542006
0.033879546
0.017934808
0.02497642
0.046913639
0.039009308
0.023586892
0.068029065
0.07392678
0.057895544
0.054848508
0.054932886
0.02565226
0.003175166
0.007358818
0.01307827
-0.004256835
-0.021420143
-0.015023646

-0.011423809
-0.003127782
-0.013283511
-0.025693783
-0.035561785
-0.038436801
-0.01475571
-0.015214806
-0.017565396
-0.021758801
-0.034992732
-0.040281274
-0.054410072
-0.058007817
-0.039366161
-0.076303222
-0.094098261
-0.075712489
-0.055751535
-0.071407692
-0.073659868
-0.082264396
-0.09756758
-0.071672837
-0.064237281
-0.04206585
-0.028647542
-0.04872767
-0.067237865
-0.027754212
-0.027931078
-0.014604313
-0.007360772
-0.010329054
0.01475555
0.060639555
0.067920756
0.081397718
0.077440069
0.082163933
0.085593912
0.096373325
0.107846643
0.12502597
0.133886948
0.103828394
0.102319191

18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

170.63
169.67
170.55
169.59
169.78
170.47
170.04
168.92
167.46
167.5
170.46
170.07
170.19
171.18
171.96
171.27
169.73
170.07
173.98
173.51
174.98
175.34
175.38
176.19
177.13
174.49
175.83
179.23
178.96
177.36
175.32
173.5
173.29
173.36
171.79
174.04
176.79
181.63

Average
Standard Deviation
Sharpe Ratio

0.016724676
-0.005642095
0.005173135
-0.00564475
0.001119722
0.004055847
-0.002525625
-0.006608473
-0.008680713
0.000238834
0.017517314
-0.002290548
0.000705343
0.005800174
0.004546257
-0.004020633
-0.009032319
0.002001178
0.022730233
-0.002705115
0.008436447
0.002055264
0.000228102
0.00460791
0.005320968
-0.015016493
0.007650186
0.019152278
-0.00150758
-0.008980752
-0.01156869
-0.010435276
-0.001211108
0.000403866
-0.009097557
0.013012357
0.01567743
0.027009063

0.000820826
-0.002472335
0.010432417
0.008705749
0.011730687
-0.000938141
0.002178329
-0.009603279
-0.012639243
-0.01352013
-5.86631E-05
0.000176414
0.00749023
0.021971118
0.02627854
0.004740594
-0.002001178
-0.000705343
0.016224716
0.008973343
0.021430423
0.032518007
0.030744931
0.012622608
0.020648692
-0.002804248
0.002790673
0.021714849
0.015599359
0.001297639
0.004745442
-0.01334002
-0.033703406
-0.03179196
-0.031908765
-0.007327718
0.018784988
0.047005159

0.105015449
0.0981373
0.112519866
0.103992137
0.080170332
0.0861425
0.07533921
0.056002948
0.052343586
0.04306331
0.018054772
0.001588843
0.005597634
0.019466196
0.014408965
-0.002856895
-0.003587501
-0.002466527
0.022612641
0.027639143
0.039993672
0.043954152
0.027457579
0.037707584
0.037855417
0.028483674
0.035014138
0.050110569
0.051128614
0.048756335
0.045868359
0.035194248
0.016465827
0.01916024
0.009357341
0.016569523
0.027700696
0.058730392

0.001166767
0.012893501
0.059469225

0.005756732
0.030304789
0.126503504

0.026779081
0.057206076
0.322502129

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
153.95
157.37
157
156.52
157.01
156.11
155.79
158.98
160.71
162.57
165.17
166.03
166.89
165.95
172.71
179.95
175.41
176.18
177.67
186.17
187.08
186.95
188.14
184.68
182.77
185.15
182.6
181.42
182.1
181.6
183.04
184.14
184.75
185.65
185.61
185.66
185.88
184.07
183.54
188.31
189.71
186.96
124.26
122.84
120.84

0.021972
-0.00235
-0.00306
0.003126
-0.00575
-0.00205
0.020269
0.010823
0.011507
0.015867
0.005193
0.005166
-0.00565
0.039927
0.041065
-0.02555
0.00438
0.008422
0.046732
0.004876
-0.0007
0.006345
-0.01856
-0.0104
0.012938
-0.01387
-0.00648
0.003741
-0.00275
0.007898
0.005992
0.003307
0.00486
-0.00022
0.000269
0.001184
-0.00979
-0.00288
0.025657
0.007407
-0.0146
-0.40852
-0.01149
-0.01642

0.013933
-0.01009
0.012533
0.026418
0.034799
0.056414
0.06366
0.048557
0.032085
0.060505
0.085704
0.054958
0.054171
0.068241
0.075046
0.038857
0.063715
0.06568
0.038697
-0.01843
-0.01037
-0.02354
-0.03637
-0.01407
-0.00642
-0.01146
0.008398
0.018189
0.019307
0.021841
0.014212
0.009405
-0.00369
-0.01143
0.014442
0.02158
0.005793
-0.39294
-0.40155
-0.44362

0.200558
0.160025
0.151983
0.167983
0.150988
0.150254
0.156047
0.133028
0.130103
0.124588
0.112028
0.111695
0.106313
0.112231
0.073487
0.022637
0.045307
0.066583
0.065569
0.004234
-0.40916
-0.41996
-0.44272

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

121.27
121.02
124.86
123.95
124.26
122.45
119.66
120.02
119.5
117.57
116.56
118.96
120.5
119.91
118.8
118.57
118.57
120.02
124.84
123.49
124.85
124.21
123.31
122.57
122
122.06
119.34
117.06
115.6
118.96
116.35
117.54
118.53
121.66
123.43
122.8
122.21
122.93
123.83
122.56
124.06
124.82
127.12
126.35
127.03
126.3
122.05

0.003552
-0.00206
0.031237
-0.00731
0.002498
-0.01467
-0.02305
0.003004
-0.00434
-0.01628
-0.00863
0.020381
0.012862
-0.00491
-0.0093
-0.00194
0
0.012155
0.039375
-0.01087
0.010953
-0.00514
-0.00727
-0.00602
-0.00466
0.000492
-0.02254
-0.01929
-0.01255
0.028651
-0.02218
0.010176
0.008387
0.026064
0.014444
-0.00512
-0.00482
0.005874
0.007295
-0.01031
0.012165
0.006107
0.018259
-0.00608
0.005367
-0.00576
-0.03423

-0.44748
-0.43494
0.004817
0.008996
0.027909
0.009683
-0.0113
-0.03953
-0.03656
-0.05534
-0.0493
-0.00587
0.003991
0.003425
0.010408
0.017097
-0.00328
-0.00399
0.040291
0.038719
0.05161
0.04647
0.027043
-0.01835
-0.01214
-0.0226
-0.04
-0.05201
-0.05855
-0.02523
-0.04791
-0.0152
0.012479
0.051094
0.036887
0.053954
0.038962
0.036449
0.017679
-0.00707
0.010208
0.021132
0.033516
0.020146
0.035823
0.017895
-0.02244

-0.42061
-0.41227
-0.39397
-0.38742
-0.37844
-0.39685
-0.41715
-0.42205
-0.43238
-0.45197
-0.46546
-0.44486
-0.43227
-0.43836
-0.43787
-0.43693
-0.46259
-0.45784
-0.40386
-0.00622
0.01623
0.027506
0.016682
0.012726
-0.02317
-0.01537
-0.0404
-0.04502
-0.03452
-0.00887
-0.02671
-0.00026
0.01676
0.022443
0.024024
0.023816
0.028299
0.036112
0.043406
0.020942
-0.00627
0.010713
0.018019
0.017082
0.029722
0.029978
0.00041

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

119.97
120.76
121.59
120.81
121.24
115.99
114.9
116.85
116.9
111.08
110.13
112.23
113.06
109.06
107.65
109.95
108.28
108.33
109.21
109.05
107.82
108.14
106.92
106.23
109.48
109.21
110.66
111.06
111.58
109.77
112.02
110.44
110.51
111.85
111.94
111.05
113.94
114.28
115.54
115.32
116.34
116.6
117.05
117.04
117.74
116.81
116.72

-0.01719
0.006563
0.00685
-0.00644
0.003553
-0.04427
-0.00944
0.016829
0.000428
-0.05107
-0.00859
0.018889
0.007368
-0.03602
-0.01301
0.02114
-0.01531
0.000462
0.008091
-0.00147
-0.01134
0.002964
-0.01135
-0.00647
0.030135
-0.00247
0.01319
0.003608
0.004671
-0.01635
0.02029
-0.01421
0.000634
0.012053
0.000804
-0.00798
0.025691
0.00298
0.010965
-0.00191
0.008806
0.002232
0.003852
-8.5E-05
0.005963
-0.00793
-0.00077

-0.05789
-0.04525
-0.04377
-0.04444
-0.00666
-0.03374
-0.04974
-0.03976
-0.0329
-0.08752
-0.05184
-0.02351
-0.03297
-0.06942
-0.03137
-0.00164
-0.03583
-0.04274
0.001374
0.012921
-0.01956
-0.00129
-0.0131
-0.02767
0.003935
0.012809
0.023036
0.03799
0.049135
0.002645
0.025405
-0.00199
-0.00496
0.002417
0.019576
-0.0087
0.0312
0.033546
0.032458
0.029748
0.046536
0.023077
0.02395
0.012899
0.020768
0.004032
0.001029

-0.01727
0.011829
0.037968
0.044083
0.018985
-0.0031
-0.02272
-0.01428
-0.03991
-0.10542
-0.1089
-0.08519
-0.0837
-0.12701
-0.12972
-0.12074
-0.14215
-0.15995
-0.14578
-0.15262
-0.1582
-0.121
-0.11516
-0.1282
-0.10491
-0.10095
-0.09131
-0.04343
-0.02932
-0.0625
-0.04264
-0.00578
0.003445
-0.00339
-0.00996
0.018082
0.056787
0.038626
0.064896
0.062529
0.063244
0.066943
0.082138
0.079089
0.096398
0.094942
0.064036

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

117
118
117.37
117.05
118.16
117.43
118.69
118.16
117.96
117.33
118.1
118.19
117.85
116.02
113.83
113.34
116.38
117.1
116.28
118.36
118.9
118.89
115.48
113.75
114.99
114.85
114
113.76
115.58
115.55
114.85
114.6
114.16
114.01
113.01
112.92
113.15
114.05
112.95

0.002396
0.008511
-0.00535
-0.00273
0.009438
-0.0062
0.010673
-0.00448
-0.00169
-0.00536
0.006541
0.000762
-0.00288
-0.01565
-0.01906
-0.00431
0.026469
0.006168
-0.00703
0.01773
0.004552
-8.4E-05
-0.0291
-0.01509
0.010842
-0.00122
-0.00743
-0.00211
0.015872
-0.00026
-0.00608
-0.00218
-0.00385
-0.00131
-0.00881
-0.0008
0.002035
0.007923
-0.00969

-0.00043
0.008169
-0.00315
0.002053
0.012262
0.003668
0.00583
0.006708
0.007744
-0.00705
0.005689
-0.00422
-0.00263
-0.01658
-0.03028
-0.04114
-0.01543
-0.00638
0.002238
0.039025
0.047891
0.021338
-0.01393
-0.022
-0.02889
-0.03466
-0.042
-0.01501
0.01596
0.004858
0
0.005249
0.00351
-0.01368
-0.02223
-0.01695
-0.01273
-0.00096
-0.00934

0.068901
0.064222
0.055261
0.047859
0.073652
0.047165
0.072043
0.066934
0.053187
0.047027
0.061551
0.036622
0.030761
0.004146
-0.013
-0.02612
-0.00189
0.000427
-0.00651
0.005252
0.017734
0.018421
-0.01308
-0.03668
-0.02049
-0.01897
-0.03584
-0.03175
-0.02655
-0.02234
-0.02672
-0.02354
-0.03393
-0.03601
-0.04194
-0.02708
-0.00599
0.006245
-0.02992

Average
-0.00175 -0.00933 -0.05259
Standard Deviation
0.033927 0.078292 0.166374
Sharpe Ratio-0.06336 -0.14376 -0.36614

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
137.08
143.93
145.5
144.04
144.8
145.47
146.34
145.48
146.83
148.06
149.03
149.65
151.34
152.39
159.8
167.79
169.42
168.05
168.75
167.46
169.87
172.83
174.54
180.34
181.45
181.94
182.41
179.59
179.95
183.02
186.07
185.78
185.58
185.85
187.25
185.74
179.39
177.72
173.26
179.1
179.6
179.67
176.62
175.54
178.63

0.048762
0.010849
-0.01009
0.005262
0.004616
0.005963
-0.00589
0.009237
0.008342
0.00653
0.004152
0.01123
0.006914
0.04748
0.04879
0.009668
-0.00812
0.004157
-0.00767
0.014289
0.017275
0.009845
0.03269
0.006136
0.002697
0.00258
-0.01558
0.002003
0.016916
0.016528
-0.00156
-0.00108
0.001454
0.007505
-0.0081
-0.03479
-0.00935
-0.02542
0.033151
0.002788
0.00039
-0.01712
-0.00613
0.01745

0.059405
0.016606
-0.00014
0.019184
0.022264
0.024178
0.022367
0.03949
0.037168
0.076305
0.118566
0.124082
0.104733
0.101975
0.046821
0.01232
0.019928
0.037892
0.066426
0.080236
0.068644
0.053948
0.028523
-0.00216
0.008615
0.022446
0.018306
0.03281
0.032261
0.022849
-0.00178
-0.035
-0.04328
-0.07015
-0.0445
-0.03362
0.00156
-0.00621
0.013074
-0.00263

0.241589
0.225517
0.220804
0.233586
0.230903
0.210707
0.206746
0.229557
0.236847
0.226946
0.219338
0.216641
0.212916
0.197905
0.115639
0.057496
0.022413
0.063683
0.062314
0.070377
0.038967
0.015558
0.023163

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

178.15
177.03
176.57
178.23
183.68
180.41
179
180.51
163.41
163.81
162.02
166.95
165.22
163.09
162.95
167.45
170.88
174.42
175.44
175.17
173.78
176.59
174.1
173.8
173.29
173.29
172.08
171.22
174.9
168.73
168.41
173.3
172.15
171.42
174.28
176.57
179.32
175.65
174.54
172.11
174.73
177.98
180.48
181.85
179.28
179.31
176.71

-0.00269
-0.00631
-0.0026
0.009357
0.03012
-0.01796
-0.00785
0.0084
-0.09952
0.002445
-0.01099
0.029975
-0.01042
-0.01298
-0.00086
0.027241
0.020277
0.020505
0.005831
-0.00154
-0.00797
0.016041
-0.0142
-0.00172
-0.00294
0
-0.00701
-0.00501
0.021265
-0.03591
-0.0019
0.028623
-0.00666
-0.00425
0.016547
0.013054
0.015455
-0.02068
-0.00634
-0.01402
0.015108
0.018429
0.013949
0.007562
-0.01423
0.000167
-0.01461

-0.00811
-0.0148
-0.00028
0.015208
0.027878
0.012606
0.011067
0.022069
-0.08681
-0.11449
-0.10751
-0.06969
-0.08851
-0.00196
-0.00526
0.032965
0.023267
0.054188
0.072995
0.072314
0.037105
0.032869
-0.00184
-0.00939
-0.01079
-0.00282
-0.02587
-0.01668
0.006309
-0.02667
-0.02857
0.007065
0.005417
-0.0201
0.032363
0.047316
0.034148
0.020127
0.018037
-0.01253
-0.01048
-0.0075
0.027127
0.041028
0.040815
0.025874
-0.00716

-0.01222
-0.02466
-0.02996
-0.02318
0.022519
0.002553
-0.02221
-0.03034
-0.1283
-0.12478
-0.13722
-0.11475
-0.11707
-0.09526
-0.08677
-0.03411
-0.04698
-0.02927
-0.02382
-0.00824
-0.01008
-0.01149
-0.023
-0.01841
-0.01875
-0.02811
-0.06524
-0.05228
-0.02317
-0.06749
0.030139
0.056317
0.060646
0.026422
0.053385
0.079415
0.095729
0.047809
0.021192
-0.01333
-0.00406
0.015914
0.03783
0.029352
0.029319
0.031211
0.019543

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

173.98
175.23
178.32
174.46
174.36
169.99
172.46
176.02
172.59
172.39
171.33
174.63
173.55
167.63
167.51
167.49
167.23
162.7
162.56
161.64
158.96
158.54
154.96
155.13
162.75
160.88
164.65
163.25
163.55
161.2
161.75
158.58
158.55
163.14
165.51
166.24
173.66
174.85
174.49
175.19
179.49
180.01
179.39
179.89
179.13
178.09
179.08

-0.01557
0.007159
0.01748
-0.02188
-0.00057
-0.02538
0.014426
0.020432
-0.01968
-0.00116
-0.00617
0.019078
-0.0062
-0.03471
-0.00072
-0.00012
-0.00155
-0.02746
-0.00086
-0.00568
-0.01672
-0.00265
-0.02284
0.001096
0.047952
-0.01156
0.023163
-0.00854
0.001836
-0.01447
0.003406
-0.01979
-0.00019
0.028539
0.014423
0.004401
0.043667
0.006829
-0.00206
0.004004
0.024248
0.002893
-0.00345
0.002783
-0.00423
-0.00582
0.005544

-0.03668
-0.03708
-0.00537
-0.02742
-0.01339
-0.0232
-0.01593
-0.01298
-0.01078
-0.01136
0.007852
0.012504
-0.01413
-0.02916
-0.02872
-0.02267
-0.0433
-0.06456
-0.03071
-0.03567
-0.05227
-0.05336
-0.04874
-0.04678
0.006844
0.012006
0.037815
0.052116
0.052855
-0.00957
0.005393
-0.03756
-0.02921
-0.00251
0.026386
0.027381
0.09084
0.097858
0.067259
0.056839
0.076687
0.035913
0.025634
0.030478
0.022241
-0.00783
-0.00518

0.003974
0.01814
0.04063
-0.00252
0.032822
0.009338
-0.00486
0.022231
0.006802
-0.0109
-0.03013
-0.0265
-0.01203
-0.04039
-0.02709
-0.04232
-0.0623
-0.10371
-0.11214
-0.10358
-0.12046
-0.1085
-0.11577
-0.12184
-0.09136
-0.08104
-0.0573
-0.04046
-0.05305
-0.08795
-0.06487
-0.0835
-0.07752
-0.06806
-0.04743
-0.00833
0.036056
0.043005
0.042497
0.073963
0.099072
0.107641
0.12091
0.126339
0.144945
0.138026
0.095617

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

183.03
188.43
188.14
188.03
188.43
189.24
188.52
187.22
188.21
187.34
187.95
188.09
185.22
184.61
185.61
184.77
184.69
184.93
185.31
180.65
180.96
180.07
179.7
178.4
179.67
184.74
180.87
181.89
186.39
188.16
190.6
187.26
184.42
182.81
178.87
177.48
179.65
177.98
180.95

0.021817
0.029077
-0.00154
-0.00058
0.002125
0.004289
-0.00381
-0.00692
0.005274
-0.00463
0.003251
0.000745
-0.01538
-0.0033
0.005402
-0.00454
-0.00043
0.001299
0.002053
-0.02547
0.001715
-0.00493
-0.00206
-0.00726
0.007094
0.027828
-0.02117
0.005624
0.024439
0.009451
0.012884
-0.01768
-0.01528
-0.00877
-0.02179
-0.0078
0.012153
-0.00934
0.01655

0.020088
0.046381
0.049075
0.054312
0.050894
0.033366
0.000478
-0.0049
0.000957
-0.0058
-0.00684
-0.00228
-0.01074
-0.01931
-0.00928
-0.01706
-0.01824
-0.00157
0.003785
-0.02709
-0.02084
-0.02533
-0.02869
-0.038
-0.00544
0.020673
0.004433
0.012113
0.043813
0.046171
0.031228
0.034719
0.013814
-0.01939
-0.05063
-0.07132
-0.04149
-0.03554
-0.01023

0.128991
0.134905
0.141904
0.139483
0.156081
0.156964
0.172945
0.166214
0.14295
0.123894
0.122743
0.079821
0.057616
0.056378
0.057777
0.028992
0.025666
0.030415
0.029685
0.00845
0.015987
0.005513
-0.01836
-0.0547
-0.04606
-0.01765
-0.04095
-0.03961
-0.01136
0.005008
0.012619
-0.00043
-0.01896
-0.02847
-0.03489
-0.03939
-0.03264
-0.03744
-0.02046

Average
0.001569 0.006479 0.023911
Standard Deviation
0.017468 0.040456 0.092434
Sharpe Ratio0.066904 0.112621 0.168563

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
168.98
171.59
171.85
169.31
167.3
166.15
164.77
163.97
163.96
166.61
165
168.34
171.03
172.25
178.87
181.21
180.82
178.26
178.52
178.21
177.01
175.2
174.47
172.17
172.1
175.6
176.92
177.98
175.39
173.96
174.54
174.57
176.05
176.17
174.55
173.38
173.84
173.58
173.18
176.64
177.74
176.86
176.05
182.25
182.86

0.015328
0.001514
-0.01489
-0.01194
-0.0069
-0.00834
-0.00487
-6.1E-05
0.016033
-0.00971
0.02004
0.015853
0.007108
0.037712
0.012997
-0.00215
-0.01426
0.001457
-0.00174
-0.00676
-0.01028
-0.00418
-0.01327
-0.00041
0.020133
0.007489
0.005974
-0.01466
-0.00819
0.003329
0.000172
0.008442
0.000681
-0.00924
-0.00673
0.00265
-0.0015
-0.00231
0.019782
0.006208
-0.00496
-0.00459
0.034611
0.003341

-0.01689
-0.04056
-0.04694
-0.03211
-0.00413
-0.00695
0.021435
0.042155
0.049324
0.071004
0.093711
0.071516
0.041404
0.035754
-0.0037
-0.02345
-0.03157
-0.02149
-0.03622
-0.03489
-0.008
0.009769
0.019918
0.01853
0.01075
-0.00605
-0.01337
-0.0109
0.004437
0.003386
-0.00667
-0.00419
-0.01413
-0.01712
0.011903
0.024836
0.017223
0.014129
0.051048
0.034607

0.031972
0.003374
0.001454
0.036477
0.055909
0.06878
0.062462
0.059142
0.062531
0.04667
0.064823
0.045464
0.020372
0.006539
-0.02852
-0.04302
-0.04317
-0.00913
-0.00438
-0.0076
-0.00544
0.039451
0.046968

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

185.46
183.87
179.68
177.6
177.11
180.9
179.41
180.29
180.46
179.46
177.48
179.34
177.45
176.7
175.49
177.29
181.97
180.57
182.79
181.02
180.54
183.85
184.84
184.11
182.4
183
183.85
183.3
192.39
193.9
194.77
194.72
193.25
193.24
194.72
197.2
198.89
196.31
193.83
190.16
191.01
192.26
195.41
194.91
192.03
192.14
189.41

0.014118
-0.00861
-0.02305
-0.01164
-0.00276
0.021173
-0.00827
0.004893
0.000942
-0.00556
-0.01109
0.010426
-0.01059
-0.00424
-0.00687
0.010205
0.026055
-0.00772
0.012219
-0.00973
-0.00266
0.018168
0.00537
-0.00396
-0.00933
0.003284
0.004634
-0.003
0.0484
0.007818
0.004477
-0.00026
-0.00758
-5.2E-05
0.00763
0.012656
0.008533
-0.01306
-0.01271
-0.01912
0.00446
0.006523
0.016251
-0.00256
-0.01489
0.000573
-0.01431

0.042517
0.038871
0.020409
-0.02585
-0.03195
-0.02489
-0.02456
0.003389
0.015975
0.013181
-0.01909
-0.00039
-0.01588
-0.02106
-0.02237
-0.00107
0.014558
0.01743
0.033885
0.031025
0.018166
0.010278
0.023372
0.007195
0.007595
0.013534
0
-0.00837
0.043991
0.06114
0.062333
0.057442
0.052861
0.004408
0.00422
0.012399
0.021189
0.01571
0.003049
-0.0237
-0.03189
-0.0339
-0.0046
0.005556
0.009786
0.005898
-0.01493

0.074357
0.066153
0.022969
0.003836
-0.0049
0.030932
0.030848
0.032413
0.033183
0.019184
0.007408
0.027072
0.023203
0.016318
0.010943
0.023455
0.029728
0.015797
0.032979
0.027839
-0.00943
0.005399
-0.00335
0.001304
0.015025
0.029952
0.037349
0.01318
0.069851
0.072776
0.07631
0.08161
0.085127
0.074649
0.092874
0.109765
0.12517
0.101908
0.06314
0.051747
0.043988
0.060241
0.079148
0.058418
0.038161
0.042691
0.037712

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

187.45
187.8
190.27
186.86
186.18
182.29
183.13
187.39
186.57
188.62
187.36
190.96
192.8
193.42
194.04
194.27
190.6
187.5
187.55
186.64
184.34
186.7
182.84
182.89
186.27
186
188.01
188.18
186.81
186.57
187.56
187.14
185.43
188.51
188.33
188.29
193.48
194.03
192.67
195.49
196.35
195.7
196.48
196.87
195.11
193.08
194.65

-0.0104
0.001865
0.013067
-0.01808
-0.00365
-0.02112
0.004597
0.022996
-0.00439
0.010928
-0.0067
0.019032
0.009589
0.003211
0.0032
0.001185
-0.01907
-0.0164
0.000267
-0.00486
-0.0124
0.012721
-0.02089
0.000273
0.018312
-0.00145
0.010748
0.000904
-0.00731
-0.00129
0.005292
-0.00224
-0.00918
0.016474
-0.00096
-0.00021
0.027191
0.002839
-0.00703
0.01453
0.00439
-0.00332
0.003978
0.001983
-0.00898
-0.01046
0.008098

-0.04159
-0.03716
-0.00921
-0.02786
-0.0172
-0.02791
-0.02518
-0.01525
-0.00155
0.01302
0.027433
0.041868
0.028461
0.036057
0.02833
0.036217
-0.00189
-0.02787
-0.03082
-0.03888
-0.05247
-0.02067
-0.02517
-0.02516
-0.00198
0.008965
0.006992
0.028787
0.021207
0.001609
0.008352
-0.00464
-0.01472
0.009059
0.009389
0.003885
0.033317
0.045335
0.021828
0.037313
0.041915
0.011409
0.012548
0.021565
-0.00195
-0.01679
-0.00538

0.024026
0.021257
0.03732
-0.02916
-0.04063
-0.06622
-0.06137
-0.03079
-0.03513
-0.03183
-0.05119
-0.04069
-0.01804
-0.00212
0.020199
0.016923
-0.00867
-0.04132
-0.03849
-0.02847
-0.04144
-0.01441
-0.0249
-0.02649
-0.02125
-0.00461
0.009781
0.0318
0.019896
-0.00439
0.005292
-0.00788
-0.01035
-0.01291
-0.02346
-0.02688
-0.00289
-0.00124
0.010802
0.04173
0.045853
0.047401
0.063779
0.053041
0.064952
0.05422
0.044006

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

196.07
195.85
195.89
195.09
194.97
194.01
193.97
193.98
193.99
194.48
195.97
198.31
199.74
197.99
199.17
200.07
203.51
206.7
205.09
215.34
218.58
219.15
219.84
217.81
219.89
222.44
222.07
223.15
223
223.02
225.05
224.57
222.55
222.81
223.5
224.76
225.36
224.62
224.97

0.007269
-0.00112
0.000204
-0.00409
-0.00062
-0.00494
-0.00021
5.16E-05
5.16E-05
0.002523
0.007632
0.01187
0.007185
-0.0088
0.005942
0.004509
0.017048
0.015553
-0.00782
0.048769
0.014934
0.002604
0.003144
-0.00928
0.009504
0.01153
-0.00166
0.004852
-0.00067
8.97E-05
0.009061
-0.00214
-0.00904
0.001168
0.003092
0.005622
0.002666
-0.00329
0.001557

-0.00209
-0.00519
0.00399
0.010356
0.001643
-0.01056
-0.00965
-0.0098
-0.00565
-0.00252
0.010052
0.022128
0.029261
0.02041
0.023829
0.020706
0.025884
0.034252
0.035232
0.078059
0.088485
0.074041
0.061632
0.060174
0.020909
0.017505
0.013236
0.014944
0.023549
0.014134
0.011665
0.011195
-0.00269
-0.00085
0.00215
-0.00129
0.003512
0.009258
0.009648

0.052725
0.040854
0.040154
0.043369
0.044039
0.033811
0.035847
0.045078
0.028656
0.032134
0.039978
0.024657
0.029004
0.027238
0.01865
0.018769
0.039132
0.050708
0.040905
0.098655
0.124047
0.118553
0.114428
0.106274
0.115574
0.131196
0.130147
0.139934
0.139468
0.139506
0.148516
0.143858
0.12719
0.116488
0.112395
0.126817
0.12354
0.115743
0.100252

Average
0.001617 0.00809 0.035339
Standard Deviation
0.011701 0.027519 0.04863
Sharpe Ratio0.104001 0.224082 0.555404

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
346.76
353.88
354.6
352.49
346.22
346.26
345.05
343.58
343.25
346.8
349.56
354.79
355.9
355.28
366.29
372.12
366.1
365.37
364.33
364.69
359.9
361.49
362.27
359.4
361.45
365.9
366.53
365.31
365.06
365.65
365.19
366.35
365.59
366.19
371.11
371.99
373.04
372.46
370.64
377.27
381.09
379.17
379.73
380.06
386.83

0.020325
0.002033
-0.00597
-0.01795
0.000116
-0.0035
-0.00427
-0.00096
0.010289
0.007927
0.014851
0.003124
-0.00174
0.030519
0.015791
-0.01631
-0.002
-0.00285
0.000988
-0.01322
0.004408
0.002155
-0.00795
0.005688
0.012236
0.00172
-0.00333
-0.00068
0.001615
-0.00126
0.003171
-0.00208
0.00164
0.013346
0.002368
0.002819
-0.00156
-0.0049
0.01773
0.010074
-0.00505
0.001476
0.000869
0.017656

-0.00144
-0.02527
-0.03157
-0.02656
0.001674
0.009485
0.027837
0.03523
0.034447
0.054677
0.062541
0.03138
0.026261
0.025154
-0.00438
-0.03339
-0.01267
-0.00852
-0.01362
-0.00892
0.016534
0.013846
0.008357
0.015626
0.011553
-0.00194
-0.00049
0.000766
0.003091
0.014822
0.018449
0.018096
0.018617
0.012079
0.016463
0.024169
0.016299
0.019331
0.025098
0.025024

0.043757
0.015478
0.019133
0.037338
0.057006
0.053556
0.056372
0.062257
0.061959
0.054841
0.044837
0.031626
0.041849
0.045961
0.01826
0.000913
0.012325
0.032051
0.044976
0.038937
0.053634
0.050095
0.065596

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

390.63
389.36
384.96
387
385.4
369.38
364.58
365.65
366.99
359.42
354.55
362.23
360.68
362.59
363.38
363.33
366.93
365.68
365.24
365.41
364.64
371.39
374.25
374.21
371
370.27
367.93
363.73
370.57
371.26
372.19
379.68
377.32
375.09
376.1
380.77
387.69
392.26
392.51
386.74
388.05
392.64
394.75
391.15
385.54
383.04
377.91

0.009776
-0.00326
-0.01136
0.005285
-0.00414
-0.04246
-0.01308
0.002931
0.003658
-0.02084
-0.01364
0.02143
-0.00429
0.005282
0.002176
-0.00014
0.00986
-0.00341
-0.0012
0.000465
-0.00211
0.018342
0.007671
-0.00011
-0.00862
-0.00197
-0.00634
-0.01148
0.018631
0.00186
0.002502
0.019924
-0.00624
-0.00593
0.002689
0.01234
0.018011
0.011719
0.000637
-0.01481
0.003382
0.011759
0.005359
-0.00916
-0.01445
-0.00651
-0.01348

0.024725
0.02652
0.013679
0.018096
-0.0037
-0.05593
-0.06576
-0.05146
-0.05309
-0.06979
-0.04098
-0.00647
-0.01369
-0.01206
0.010957
0.024462
0.012892
0.013767
0.007282
0.005571
0.003599
0.012082
0.023165
0.024262
0.015182
0.015322
-0.00936
-0.02851
-0.00977
0.000701
0.005172
0.031436
0.036682
0.012124
0.012952
0.022791
0.020877
0.038831
0.045396
0.027898
0.018939
0.012687
0.006328
-0.00347
-0.00311
-0.01299
-0.03824

0.083325
0.074381
0.050779
0.054344
0.053535
0.011764
-0.00293
0.001259
0.001745
-0.01702
-0.0323
-0.02422
-0.03088
-0.02841
-0.02468
-0.01992
-0.02779
-0.04128
-0.03743
-0.03844
-0.04142
-0.04073
-0.04284
-0.03969
-0.03694
-0.04419
-0.04639
-0.01541
0.016296
0.015226
0.01407
0.054837
0.062244
0.034887
0.041864
0.048923
0.064757
0.076613
0.067391
0.055994
0.06058
0.071873
0.079342
0.051838
0.029721
0.023322
0.018454

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

375.61
373.63
377.02
371.82
370.27
363.25
363.02
369.24
365.43
366.26
365.64
367.29
365.39
370.92
368.06
371.94
365.37
361.73
362.76
362.2
357.6
359.34
354.02
351.79
358.93
359.9
361.86
361.99
362.09
358.94
362.19
360.2
361.51
363.8
366.51
366.94
374
375.35
375.93
377.69
381.6
380.95
385.35
383.34
385.25
383.84
383.68

-0.0061
-0.00529
0.009032
-0.01389
-0.00418
-0.01914
-0.00063
0.016989
-0.01037
0.002269
-0.00169
0.004502
-0.00519
0.015021
-0.00774
0.010487
-0.01782
-0.01001
0.002843
-0.00154
-0.01278
0.004854
-0.01492
-0.00632
0.020093
0.002699
0.005431
0.000359
0.000276
-0.00874
0.009014
-0.00551
0.00363
0.006315
0.007422
0.001173
0.019057
0.003603
0.001544
0.004671
0.010299
-0.0017
0.011484
-0.00523
0.00497
-0.00367
-0.00042

-0.0497
-0.04583
-0.02235
-0.02973
-0.02042
-0.03346
-0.02881
-0.02085
-0.01734
-0.01089
0.006558
0.011694
-0.01048
0.014912
0.004903
0.017083
-0.00524
-0.01007
-0.02224
-0.01605
-0.03932
-0.01664
-0.02154
-0.03071
-0.00907
0.006411
0.006988
0.022263
0.028858
2.79E-05
0.006343
-0.0046
-0.00133
0.004711
0.020871
0.013029
0.037596
0.037569
0.032799
0.030048
0.039175
0.018412
0.026293
0.019519
0.019819
0.005853
0.007141

0.014319
0.015373
0.035886
0.003368
-0.00267
-0.02431
-0.04487
-0.02165
-0.02609
-0.02651
-0.04055
-0.05405
-0.07096
-0.05658
-0.04951
-0.0424
-0.07198
-0.08735
-0.07535
-0.06245
-0.06872
-0.05039
-0.0592
-0.06023
-0.04917
-0.03258
-0.02298
-0.00347
-0.00257
-0.02829
-0.00891
-0.01668
-0.01136
-0.00955
0.003061
-0.01079
0.01601
0.009126
0.028492
0.043176
0.050631
0.050472
0.074737
0.064653
0.084539
0.087191
0.066681

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

389.14
390.55
388.31
388.13
385.24
384.81
386.92
387.12
388.37
389.51
392.9
395.45
397.52
396.16
396.67
399.91
403.89
402.35
400.41
419.92
420.4
420.33
423.47
421.4
422.96
422.63
421.41
430.68
431.38
429.3
429.17
425.11
416.07
417.83
416.97
416.93
421.59
419.99
420.32

0.01413
0.003617
-0.00575
-0.00046
-0.00747
-0.00112
0.005468
0.000517
0.003224
0.002931
0.008666
0.006469
0.005221
-0.00343
0.001287
0.008135
0.009903
-0.00382
-0.00483
0.047575
0.001142
-0.00017
0.007443
-0.0049
0.003695
-0.00078
-0.00289
0.021759
0.001624
-0.00483
-0.0003
-0.00951
-0.02149
0.004221
-0.00206
-9.6E-05
0.011115
-0.0038
0.000785

0.009787
0.018634
0.007912
0.011115
0.004058
-0.01119
-0.00934
-0.00307
0.000618
0.011023
0.020805
0.021806
0.026511
0.01986
0.018215
0.017684
0.021118
0.012077
0.010671
0.05696
0.049967
0.039898
0.05116
0.051093
0.007213
0.00529
0.002566
0.016883
0.023407
0.014878
0.015356
0.008742
-0.03451
-0.03191
-0.02914
-0.02893
-0.00831
0.009377
0.005942

0.078113
0.076299
0.070187
0.069448
0.070711
0.060581
0.071559
0.068445
0.065354
0.060864
0.068357
0.055769
0.057386
0.052415
0.049031
0.046867
0.058474
0.04317
0.043567
0.086172
0.090981
0.091231
0.084543
0.076026
0.085474
0.085157
0.08974
0.112616
0.108771
0.103421
0.099895
0.087458
0.057298
0.05505
0.047769
0.0511
0.060929
0.048991
0.039874

Average
0.001087 0.005148 0.023807
Standard Deviation
0.010288 0.024077 0.048103
Sharpe Ratio0.066766 0.133923 0.321743

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
34.32
34.66
35.05
34.46
33.89
33.59
33.68
33.34
33.5
33.98
33.69
33.89
34.15
34.27
34.91
35.49
35.74
36
35.88
35.83
35.5
35.19
35.49
35.11
35.34
35.52
35.36
36.01
35.91
36.3
36.41
36.36
36.44
36.26
36.33
36.4
36.83
36.95
36.64
36.92
36.99
37.36
37.06
37.85
37.99

0.00985801
0.011189329
-0.016976382
-0.016679245
-0.008891582
0.002675786
-0.010146312
0.004787562
0.014226677
-0.008571059
0.005918928
0.0076426
0.00350775
0.018502985
0.016477646
0.007019543
0.007248429
-0.003338901
-0.001394506
-0.009252835
-0.008770745
0.008489015
-0.010764976
0.006529477
0.005080451
-0.00451468
0.01821544
-0.002780869
0.010801933
0.003025721
-0.001374193
0.002197803
-0.004951867
0.001928641
0.001924928
0.011743956
0.003252917
-0.008425108
0.00761287
0.001894196
0.009953008
-0.008062393
0.021092759
0.003691987

-0.0215
-0.02868
-0.05002
-0.02825
0.002652
0.002973
0.006216
0.024005
0.022725
0.027001
0.05205
0.053151
0.052756
0.04591
0.026012
0.000282
-0.01551
-0.01427
-0.02169
-0.01377
0.000563
0.004819
0.014546
0.02253
0.026802
0.024748
0.027888
0.01187
0.009699
0.000826
-0.00027
0.012843
0.013899
0.010425
0.01611
0.016079
0.014288
0.002973
0.03249
0.02857

0.033523
0.0129
0.00824
0.030297
0.042461
0.069568
0.064112
0.08506
0.083298
0.067697
0.078466
0.067595
0.061881
0.060298
0.053539
0.040315
0.02487
0.025234
0.030468
0.041815
0.043006
0.072869
0.068072

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

38.44
38.78
38
34.96
34.82
34.39
33.39
33.62
33.7
33.7
33.75
33.91
33.01
33.06
34.15
34.89
36.63
37.78
37.63
37.01
36.44
38
37.47
37.03
37.19
37.39
37.43
37.01
37.47
37.39
37.25
37.42
37.44
37.5
37.63
37.5
37.64
37.53
37.11
36.93
36.9
37.72
37.97
37.5
37.01
37.9
37.92

0.011775617
0.008806066
-0.02031849
-0.083381609
-0.004012616
-0.01242611
-0.02950937
0.006864674
0.002376709
0
0.00148258
0.004729539
-0.02689941
0.001513547
0.032438494
0.021437669
0.048667322
0.030912285
-0.003978257
-0.016613458
-0.015521074
0.041919087
-0.014045547
-0.011812218
0.004311513
0.005363381
0.001069233
-0.011284376
0.012352466
-0.002137324
-0.003751344
0.004553376
0.000534331
0.001601281
0.003460672
-0.003460672
0.003726382
-0.002926702
-0.011254138
-0.004862246
-0.000812678
0.021978907
0.006605916
-0.012455441
-0.013152787
0.023762966
0.000527565

0.038451
0.037304
0.025048
-0.07943
-0.08713
-0.11133
-0.14965
-0.12247
-0.03671
-0.03269
-0.01879
0.015454
-0.01831
-0.01917
0.013265
0.03322
0.077158
0.134969
0.129478
0.080426
0.043467
0.036719
-0.00824
-0.01607
0.004852
0.025736
-0.01511
-0.01235
0.011812
0.005363
-0.00375
-0.00027
0.011552
0.0008
0.006398
0.006689
0.005862
0.002401
-0.01045
-0.01878
-0.01613
0.002123
0.011656
0.010454
0.002164
0.02674
0.005288

0.090613
0.092889
0.06749
-0.01138
-0.0336
-0.04325
-0.08356
-0.07972
-0.07597
-0.07817
-0.07173
-0.06893
-0.09776
-0.10799
-0.0788
-0.04894
-0.00789
0.021132
0.007201
-0.00135
-0.03796
0.000263
-0.02556
-0.04618
-0.02155
0.067199
0.072281
0.073422
0.115284
0.106282
0.100154
0.104707
0.103759
0.100631
0.130991
0.126017
0.097305
0.07294
0.013019
-0.02276
-0.01959
0.019002
0.041129
-0.01325
-0.01235
0.023223
0.019439

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

38.32
38.43
39.51
38.75
38.81
38.01
38.23
38.93
39.2
39.02
40.85
41
40.49
39.85
40.02
39.95
39.81
39.7
40
39.95
39.87
40.42
40.22
40.77
41.48
41.61
42.07
41.99
41.8
41.93
41.8
41.54
41.51
42
41.72
41.89
42.19
42.17
42.27
42.33
42.93
42.69
42.61
42.67
42.94
43
43.41

0.010493276
0.002866451
0.0277154
-0.019423049
0.00154719
-0.020828662
0.005771265
0.018144614
0.006911585
-0.004602412
0.045832486
0.003665245
-0.012517037
-0.015932625
0.004256924
-0.001750657
-0.003510535
-0.002766949
0.007528266
-0.001250782
-0.002004511
0.013700551
-0.004960328
0.013582132
0.017264867
0.00312914
0.010994375
-0.001903403
-0.004535155
0.003105222
-0.003105222
-0.006239521
-0.000722456
0.011735256
-0.006688988
0.004066505
0.007136091
-0.000474158
0.002368547
0.00141844
0.014074828
-0.005606181
-0.001875733
0.00140713
0.006307695
0.001396323
0.009489714

0.009176
0.024497
0.065366
0.02218
0.023199
-0.00812
-0.00522
-0.01479
0.011546
0.005396
0.072058
0.069952
0.03929
0.016446
0.025305
-0.02228
-0.02945
-0.0197
0.003757
-0.00175
-0.002
0.015207
0.013013
0.019067
0.037583
0.042716
0.04001
0.043067
0.02495
0.01079
0.004556
-0.01268
-0.0115
0.004773
-0.00502
0.002151
0.015526
0.015775
0.006408
0.014515
0.024524
0.011781
0.01038
0.009418
0.014308
0.001629
0.016725

0.024569
0.026366
0.065366
0.03359
0.037275
0.020197
0.021415
0.039026
0.044336
0.036273
0.085566
0.085505
0.075914
0.071236
0.080355
0.079417
0.053928
0.044555
0.064539
0.076441
0.050673
0.063846
0.048392
0.059108
0.048658
0.07121
0.080657
0.099582
0.089276
0.074236
0.06422
0.062582
0.016028
0.024098
0.029926
0.049925
0.052804
0.05408
0.059959
0.064145
0.070691
0.066336
0.066465
0.054171
0.065439
0.053254
0.045478

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

43.63
43.8
43.54
43.31
43.48
43.02
43.16
43.1
43.4
43.52
43.41
44.19
45.17
46.08
45.84
45.9
45.43
45.02
44.88
46.98
47.36
47.68
47.43
47.33
47.61
48.27
49.04
48.69
49.85
49.87
48.86
48.74
47.88
47.99
47.8
48.18
49.59
49.28
45.73

0.005055158
0.00388883
-0.005953762
-0.005296501
0.003917507
-0.010635938
0.003249017
-0.001391143
0.006936444
0.002761161
-0.002530773
0.01780869
0.021934631
0.019945867
-0.005221944
0.001308045
-0.010292437
-0.009065844
-0.003114574
0.045729718
0.008056011
0.006734032
-0.005257083
-0.002110596
0.005898479
0.013767426
0.015826042
-0.007162621
0.023544826
0.000401123
-0.020460554
-0.002459018
-0.017802168
0.002294775
-0.003967016
0.007918358
0.028845203
-0.006270881
-0.074763782

0.023656
0.026138
0.013876
0.007183
0.001611
-0.01408
-0.01472
-0.01016
0.002076
0.00092
0.009025
0.023584
0.04691
0.05992
0.051936
0.055775
0.027674
-0.00333
-0.02639
0.024565
0.031313
0.048339
0.052148
0.053152
0.013321
0.019032
0.028124
0.026219
0.051874
0.046377
0.012149
-0.00614
-0.01678
-0.03803
-0.04239
-0.01402
0.017289
0.02882
-0.04824

0.047404
0.040299
0.036249
0.035487
0.0363
0.028769
0.038257
0.037589
0.03279
0.04224
0.035643
0.046315
0.068724
0.086301
0.079661
0.066894
0.062208
0.055018
0.050496
0.089918
0.096578
0.093822
0.08351
0.077511
0.089363
0.108427
0.120335
0.123809
0.144104
0.145897
0.1185
0.113279
0.098008
0.082494
0.056592
0.044565
0.078632
0.071053
0.006582

Average
0.001622 0.009624 0.045926
Standard Deviation
0.015261 0.034614 0.049432
Sharpe Ratio0.080046 0.22249 0.760555

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
94.88
96.78
95.75
94.31
95.74
94.94
95.38
95.51
94.41
95.37
95.89
100.45
103.78
102.25
105.41
110.68
116.09
114.1
115.4
117.24
117.13
115.97
116.64
122.07
122.04
121.86
124.74
125.36
121.99
121.7
121.16
122.68
121.77
127.85
133.99
131.43
132.33
131.32
131.89
138.48
140.48
140.61
143.1
145.26
148.35

0.019827
-0.0107
-0.01515
0.015049
-0.00839
0.004624
0.001362
-0.01158
0.010117
0.005438
0.046458
0.032613
-0.01485
0.030437
0.048786
0.047723
-0.01729
0.011329
0.015819
-0.00094
-0.00995
0.005761
0.045502
-0.00025
-0.00148
0.023359
0.004958
-0.02725
-0.00238
-0.00445
0.012467
-0.00745
0.048724
0.046907
-0.01929
0.006824
-0.00766
0.004331
0.048758
0.014339
0.000925
0.017554
0.014982
0.021049

0.000632
-0.01457
-0.00251
0.00106
-0.00387
0.009957
0.051791
0.083042
0.079774
0.100093
0.143441
0.144706
0.094802
0.120984
0.106366
0.056641
-0.00103
0.022017
0.05619
0.040126
0.039588
0.0729
0.072097
-0.00066
-0.00279
-0.00576
-0.01665
-0.02906
0.046919
0.096206
0.081362
0.075719
0.075503
0.031111
0.032961
0.066591
0.060691
0.085907
0.096557
0.068848

0.206479
0.232154
0.242608
0.256286
0.264595
0.277944
0.24607
0.242328
0.249465
0.251815
0.238932
0.241198
0.255492
0.251054
0.227441
0.170994
0.127602
0.193651
0.196661
0.181767
0.200259
0.225194
0.240482

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

148.12
146.07
146.83
147.8
148.82
150.26
146.06
144.36
110.51
106.6
101.33
106.27
106.54
103.75
102.91
102.65
101.9
101.09
99.28
100.69
102.42
104.45
103.49
103.8
102.81
100.93
98.86
99.16
98.13
102.47
100.04
99.97
97.14
98.67
98.54
97.51
97.75
96.5
97.16
97.04
101.89
103.3
104.47
108.07
113.27
118.93
113.67

-0.00155
-0.01394
0.005189
0.006585
0.006878
0.00963
-0.02835
-0.01171
-0.2672
-0.03602
-0.0507
0.047601
0.002537
-0.02654
-0.00813
-0.00253
-0.00733
-0.00798
-0.01807
0.014102
0.017036
0.019626
-0.00923
0.002991
-0.00958
-0.01846
-0.02072
0.00303
-0.01044
0.043277
-0.024
-0.0007
-0.02872
0.015628
-0.00132
-0.01051
0.002458
-0.01287
0.006816
-0.00124
0.048771
0.013744
0.011263
0.033879
0.046995
0.048761
-0.04524

0.052958
0.038096
0.025732
0.017335
0.003163
0.014344
-6.8E-05
-0.01697
-0.29075
-0.33365
-0.39398
-0.31803
-0.30379
-0.06312
-0.03523
0.012943
-0.04199
-0.05251
-0.04404
-0.02181
-0.00224
0.024717
0.023464
0.044522
0.020836
-0.01465
-0.055
-0.04274
-0.05617
-0.00331
-0.00886
0.011165
-0.02058
0.005488
-0.03911
-0.02562
-0.02246
-0.00661
-0.01542
-0.01534
0.043939
0.055224
0.079357
0.10642
0.154651
0.154641
0.095662

0.193428
0.179737
0.186403
0.169628
0.171548
0.208428
0.182458
0.175198
-0.10447
-0.13305
-0.23248
-0.23178
-0.20995
-0.24331
-0.24378
-0.25064
-0.30673
-0.32905
-0.34805
-0.3515
-0.34944
-0.35087
-0.35855
-0.34162
-0.35639
-0.38143
-0.40903
-0.41563
-0.39772
-0.34274
-0.09954
-0.06421
-0.04223
-0.0742
-0.07806
-0.06203
-0.05144
-0.06178
-0.04763
-0.04089
0.02595
0.025591
0.019818
0.034071
0.090299
0.136069
0.100417

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

107.99
108.37
108.41
103.29
102.99
98.73
100.22
105.19
106.64
103.99
106.91
109.75
113.7
108.5
107.6
106.63
106.64
107.19
111.34
110.26
108.44
108.42
107.12
102.13
106.62
107.14
103.59
104.28
105.09
103.85
104.48
103.62
102.83
103.51
103.53
101.84
103.58
105.03
104.01
104.61
105.03
105.88
105.29
104.7
104.86
102.49
102.65

-0.05126
0.003513
0.000369
-0.04838
-0.00291
-0.04224
0.014979
0.0484
0.01369
-0.02516
0.027693
0.026218
0.035358
-0.04681
-0.00833
-0.00906
9.38E-05
0.005144
0.037986
-0.00975
-0.01664
-0.00018
-0.01206
-0.0477
0.043025
0.004865
-0.0337
0.006639
0.007738
-0.01187
0.006048
-0.00827
-0.00765
0.006591
0.000193
-0.01646
0.016941
0.013902
-0.00976
0.005752
0.004007
0.00806
-0.00559
-0.00562
0.001527
-0.02286
0.00156

0.033139
0.002772
-0.04385
-0.14099
-0.09867
-0.08965
-0.07818
-0.03015
0.031918
0.009663
0.079599
0.090837
0.077795
0.017291
0.034126
-0.00262
-0.02875
-0.05896
0.025838
0.024421
0.016832
0.016554
-0.00065
-0.08634
-0.03357
-0.01206
-0.04557
-0.02687
0.028571
-0.02632
-0.02514
0.00029
-0.014
-0.01515
-0.00309
-0.02559
-0.00039
0.021169
0.004819
0.010378
0.030843
0.021962
0.002472
0.006612
0.002387
-0.02448
-0.03098

0.067611
0.091847
0.089186
0.051247
0.005062
-0.01318
0.002498
0.079615
0.077678
0.053832
0.092032
0.115792
0.16402
0.110391
0.103297
0.045471
0.031821
0.025703
0.029809
-0.02693
-0.09234
-0.04729
-0.00809
-0.0593
-0.01665
0.036596
0.005809
0.054691
0.047449
-0.01282
-0.02046
-0.00356
-0.03891
-0.05854
-0.0937
-0.06335
-0.03808
-0.01512
-0.02497
-0.02436
-0.05834
-0.04053
-0.02948
-0.03491
-0.02132
0.003519
-0.03795

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

101.95
102.19
101.26
98.21
98.8
97.75
99.12
98.93
96.92
96.12
93.81
92.01
92.14
88.84
88.71
89.82
90.57
92.05
91.89
93.04
90.46
89.22
93.68
96.62
101.28
102.03
101.98
101.12
105.16
106.79
105.44
104.09
105.46
109.9
108.09
109.47
108.79
107.47
107.8

-0.00684
0.002351
-0.00914
-0.03058
0.00599
-0.01068
0.013918
-0.00192
-0.02053
-0.00829
-0.02433
-0.01937
0.001412
-0.03647
-0.00146
0.012435
0.008315
0.016209
-0.00174
0.012437
-0.02812
-0.0138
0.048779
0.030901
0.047103
0.007378
-0.00049
-0.00847
0.039175
0.015381
-0.01272
-0.01289
0.013076
0.041239
-0.01661
0.012686
-0.00623
-0.01221
0.003066

-0.03224
-0.02427
-0.03493
-0.04266
-0.03823
-0.04207
-0.0305
-0.02328
-0.01322
-0.0275
-0.04114
-0.07443
-0.0711
-0.08705
-0.08022
-0.04346
-0.01577
-0.00098
0.033755
0.047657
0.0071
-0.01502
0.017553
0.050194
0.084859
0.120359
0.133671
0.076423
0.084697
0.052975
0.032875
0.020479
0.042024
0.044088
0.0121
0.037508
0.044164
0.01888
-0.01929

-0.04965
-0.01361
-0.02939
-0.06771
-0.04985
-0.06658
-0.0444
-0.03866
-0.06578
-0.07426
-0.08213
-0.11845
-0.13094
-0.15765
-0.16487
-0.15644
-0.15618
-0.13439
-0.13051
-0.1196
-0.12486
-0.14022
-0.0846
-0.05605
0.000197
0.038159
0.031679
0.033895
0.059152
0.076452
0.084256
0.079658
0.11706
0.177674
0.159655
0.208814
0.204047
0.179404
0.174155

Average
0.000721 0.003645 -0.00204
Standard Deviation
0.03018 0.078007 0.168961
Sharpe Ratio0.010645 0.022068 -0.06138

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
53.45
55.46
53.9
53.82
54.53
54
53.66
52.87
52.65
52.77
52.98
53.92
54.76
54.12
54.88
56.28
58.63
57.66
57.3
56.47
57.6
57.36
57.06
57.58
57.52
58.97
59.52
61.41
61.58
61.13
60.33
60.79
60.65
60.47
62.09
62.64
63.61
66.65
65.38
66.41
69.72
70.14
71.02
74.54
74.73

0.036915
-0.02853
-0.00149
0.013106
-0.00977
-0.00632
-0.01483
-0.00417
0.002277
0.003972
0.017587
0.015459
-0.01176
0.013945
0.02519
0.040907
-0.01668
-0.00626
-0.01459
0.019813
-0.00418
-0.00524
0.009072
-0.00104
0.024896
0.009284
0.03126
0.002764
-0.00733
-0.01317
0.007596
-0.00231
-0.00297
0.026438
0.008819
0.015367
0.046684
-0.01924
0.015631
0.04864
0.006006
0.012468
0.048374
0.002546

0.010237
-0.03299
-0.01929
-0.02198
-0.03281
-0.01907
0.004834
0.035124
0.027538
0.039206
0.060425
0.083745
0.051604
0.057097
0.028561
0.023183
-0.0219
-0.01046
0.004875
0.018423
0.023506
0.036965
0.073469
0.067162
0.06087
0.022801
0.021113
-0.01245
-0.01819
0.015582
0.037575
0.045345
0.094335
0.078069
0.067263
0.107083
0.097723
0.063506
0.131119
0.118034

0.065357
0.037513
0.065002
0.091384
0.087561
0.128589
0.137669
0.145167
0.136163
0.141482
0.135205
0.114646
0.125625
0.1462
0.147622
0.169116
0.10897
0.141284
0.196187
0.216784
0.209439
0.261989
0.269778

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

77.35
80.07
77.91
77.28
79.16
79.37
78.61
73.92
73.65
70
69
70.63
71.98
72
71.94
75.4
75.77
75.29
76.68
75.81
75.22
77.28
77.45
74.73
74.06
75.17
75.63
76.05
78.61
75.76
76.17
77.5
77.24
81.07
82.39
83.37
86.4
84.94
84.57
85.31
85.76
87.52
89.94
89.09
86.39
86.54
84.75

0.034459
0.034561
-0.02735
-0.00812
0.024036
0.002649
-0.00962
-0.06152
-0.00366
-0.05083
-0.01439
0.023348
0.018933
0.000278
-0.00083
0.046975
0.004895
-0.00636
0.018294
-0.01141
-0.00781
0.027018
0.002197
-0.03575
-0.00901
0.014877
0.006101
0.005538
0.033108
-0.03693
0.005397
0.01731
-0.00336
0.048396
0.016151
0.011824
0.035699
-0.01704
-0.00437
0.008712
0.005261
0.020315
0.027275
-0.0095
-0.03078
0.001735
-0.0209

0.103853
0.132408
0.092593
0.036099
0.05759
0.02578
-0.0184
-0.05257
-0.04811
-0.12298
-0.14001
-0.10704
-0.0266
-0.02266
0.027337
0.088701
0.070247
0.044959
0.062975
0.052398
-0.00239
0.019733
0.028285
-0.02576
-0.02335
-0.00066
-0.02158
-0.01824
0.050617
0.022695
0.013215
0.024425
0.015526
0.030814
0.083894
0.090321
0.10871
0.095028
0.042267
0.034828
0.028264
0.01288
0.057198
0.052068
0.01258
0.009054
-0.03216

0.295165
0.330769
0.278525
0.261123
0.253898
0.253783
0.251496
0.203154
0.191899
0.143376
0.131959
0.12887
0.138984
0.123895
0.076377
0.142591
0.131855
0.07686
0.089148
0.065269
0.009081
0.033554
0.001292
-0.06902
-0.05068
-0.02768
-0.04562
-0.04273
0
0.024587
0.033644
0.101783
0.112811
0.137858
0.135076
0.146622
0.183155
0.119138
0.109877
0.124944
0.111912
0.143637
0.178726
0.142212
0.109239
0.146725
0.13483

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

80.98
83.81
82.66
82.14
82.81
78.67
77.11
78.03
77.48
76.54
76.38
77.45
76.98
75.32
75.01
76.98
76.51
76.57
76.89
76.64
76.13
76.99
75.99
76.07
77.76
78.51
79.22
78.5
78.49
78
77.25
77.37
76.79
78.11
78.88
78.38
80.96
80.57
80
79.79
81.65
84.36
84.16
83.43
84.99
84.66
87.16

-0.0455
0.03435
-0.01382
-0.00631
0.008124
-0.05129
-0.02003
0.01186
-0.00707
-0.01221
-0.00209
0.013912
-0.00609
-0.0218
-0.00412
0.025924
-0.00612
0.000784
0.00417
-0.00326
-0.00668
0.011233
-0.01307
0.001052
0.021973
0.009599
0.009003
-0.00913
-0.00013
-0.00626
-0.00966
0.001552
-0.00752
0.017044
0.00981
-0.00636
0.032386
-0.00483
-0.0071
-0.00263
0.023044
0.032652
-0.00237
-0.00871
0.018526
-0.00389
0.029102

-0.10494
-0.06109
-0.04414
-0.05218
-0.02316
-0.02894
-0.08332
-0.05764
-0.05841
-0.07874
-0.02954
0.0044
-0.01355
-0.02827
-0.02019
0.007825
-0.01221
-0.00534
0.02063
0.021498
-0.0111
0.006254
-0.0076
-0.01072
0.014508
0.030784
0.028553
0.032497
0.031317
0.003082
-0.01618
-0.02363
-0.02202
-0.00485
0.011219
0.014522
0.045356
0.048052
0.023909
0.01147
0.040873
0.041138
0.043593
0.041981
0.063135
0.036201
0.032652

0.07445
0.102699
0.083345
0.043926
0.088978
0.032294
-0.00504
0.010176
-0.04529
-0.07365
-0.08757
-0.10936
-0.0984
-0.11583
-0.12867
-0.10801
-0.13445
-0.16094
-0.14727
-0.11975
-0.12816
-0.09603
-0.0636
-0.0969
-0.06111
-0.0452
-0.04432
-0.00216
0.017738
-0.00038
-0.00297
0.010786
0.005354
0.008486
0.024382
0.039823
0.076334
0.045581
0.044605
0.041193
0.060066
0.095974
0.100277
0.080332
0.111932
0.106989
0.114118

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

88.89
87.9
88.07
91.17
90.83
90.29
89.32
88.51
88.25
88.32
88.58
88.86
89.06
87.46
87.19
85.45
84.18
84.27
84.47
82.02
83.31
80.39
79.9
79.41
80
82.96
81.16
81.19
82.03
81.07
80.03
79.46
78.63
78.17
77.16
77.77
78.09
77.05
77.04

0.019654
-0.0112
0.001932
0.034594
-0.00374
-0.00596
-0.0108
-0.00911
-0.00294
0.000793
0.00294
0.003156
0.002248
-0.01813
-0.00309
-0.02016
-0.01497
0.001069
0.002371
-0.02943
0.015605
-0.03568
-0.00611
-0.00615
0.007402
0.036332
-0.02194
0.00037
0.010293
-0.01177
-0.01291
-0.00715
-0.0105
-0.00587
-0.013
0.007875
0.004106
-0.01341
-0.00013

0.05468
0.052192
0.035598
0.074083
0.041244
0.015627
0.016026
0.004984
-0.03255
-0.02802
-0.01912
-0.00516
0.006195
-0.00899
-0.01288
-0.03597
-0.0541
-0.05528
-0.03479
-0.06113
-0.02536
-0.04607
-0.05325
-0.06177
-0.02494
-0.00421
0.009533
0.016016
0.032461
0.013286
-0.03596
-0.02117
-0.03204
-0.0482
-0.04943
-0.02865
-0.01739
-0.0203
-0.01456

0.124174
0.103971
0.115033
0.149755
0.152281
0.15598
0.143626
0.142041
0.122056
0.113039
0.122337
0.093107
0.100184
0.089155
0.088691
0.04549
-0.00214
0.001306
0.012388
-0.03557
-0.01607
-0.08086
-0.10662
-0.10158
-0.09611
-0.09437
-0.11257
-0.10623
-0.08514
-0.0878
-0.09777
-0.10571
-0.11915
-0.12818
-0.14343
-0.11743
-0.11023
-0.10348
-0.08863

Average
0.002065 0.010291 0.053417
Standard Deviation
0.019329 0.047964 0.111381
Sharpe Ratio 0.08616 0.174462 0.404799

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
5,570.00
5,569.13
5,397.42
5,226.10
5,283.00
5,381.67
5,308.57
5,188.05
5,188.05
5,188.05
5,201.16
5,199.99
5,443.48
5,516.60
5,458.40
5,458.40
5,458.40
5,458.40
5,385.20
5,400.00
5,393.56
5,394.95
5,392.73
5,392.73
5,316.50
5,297.56
5,300.00
5,299.00
5,299.83
5,312.77
5,553.47
5,589.20
5,425.00
5,485.20
5,500.14
5,550.00
5,650.00
5,601.20
5,555.00
5,647.44
5,650.00
5,650.00
5,650.00
5,699.02
5,699.02

-0.0002
-0.0313
-0.0323
0.01083
0.0185
-0.03
-0.0137
-0.05
-0.023
-0.04
0
-0.01
0
-0.02
0.00252
-0.03
-0.0002
-0.02
0.04576
0.05
0.01334
0.06
-0.0106
0.05
0
0.05
0
0.05
0
0.00
-0.0135
-0.02
0.00274
-0.01
-0.0012
-0.01
0.00026
-0.01
-0.0004
-0.01
-0.03
0
0.00
-0.03
-0.0142
-0.02
-0.02
-0.0036
-0.02
0.01
0.00046
-0.02
0.00
-0.0002
-0.02
-0.02
0.00016
-0.02
0.00
0.00244
0.00
0.02
0.04431
0.05
0.07
0.00641
0.05
0.07
-0.0298
0.02
0.04
0.01104
0.03
0.05
0.00272
0.03
0.01
0.00902
0.00
0.01
0.01786
0.01
0.03
-0.0087
0.03
0.03
-0.0083
0.01
0.02
0.0165
0.03
0.03
0.00045
0.02
0.05
0
0.00
0.05
0 0.00867 0.04645
0.00864
0.03
0.05
0
0.01
0.06

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

5,699.02
5,655.17
5,650.00
5,699.99
5,696.00
5,700.00
5,742.50
5,750.00
5,705.92
5,715.10
5,750.00
5,817.78
5,701.00
5,700.00
5,700.00
5,681.00
5,698.38
5,588.54
5,601.00
5,676.80
5,676.80
5,676.80
5,676.80
5,572.80
5,844.49
5,896.30
5,822.00
5,818.15
5,824.57
5,873.33
5,738.45
5,833.60
5,930.00
5,971.83
6,111.82
6,261.25
6,250.91
6,215.30
6,325.17
6,326.29
6,400.00
6,706.67
7,042.00
7,394.10
7,341.25
7,326.43
7,240.00

0 0.00864 0.05524
-0.0077
0.00
0.06
-0.0009
0.00
0.06
0.00881
0.00
0.07
-0.0007
0.00
0.07
0.0007
0.00
0.07
0.00743
0.02
0.08
0.00131
0.02
0.03
-0.0077
0.00
0.02
0.00161
0.00
0.05
0.00609
0.01
0.05
0.01172
0.01
0.06
-0.0203
-0.01
0.03
-0.0002
0.00
0.01
0
0.00
0.02
-0.0033
-0.01
0.02
0.00305
-0.02
0.01
-0.0195
-0.02
-0.01
0.00223
-0.02
-0.01
0.01344
0.00
0.00
0 -0.0007 -0.0039
0 -0.0038 -0.0039
0
0.02
0.00
-0.0185
-0.01
-0.01
0.0476
0.03
0.03
0.00883
0.04
0.03
-0.0127
0.03
0.02
-0.0007
0.02
0.02
0.0011
0.04
0.01
0.00834
0.00
0.02
-0.0232
-0.03
0.01
0.01645
0.00
0.02
0.01639
0.02
0.03
0.00703
0.02
0.03
0.02317
0.04
0.07
0.02416
0.09
0.09
-0.0017
0.07
0.09
-0.0057
0.05
0.09
0.01752
0.06
0.10
0.00018
0.03
0.12
0.01158
0.02
0.13
0.0468
0.07
0.17
0.04879
0.12
0.22
0.04879
0.16
0.26
-0.0072
0.15
0.26
-0.002
0.14
0.27
-0.0119
0.08
0.21

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

7,201.23
7,136.23
7,136.23
7,052.00
7,157.00
7,100.00
7,100.00
7,200.00
7,113.29
7,190.83
7,233.88
7,100.13
7,239.18
7,239.18
7,170.57
7,189.70
7,199.81
7,260.00
7,260.00
7,260.00
7,208.50
7,247.66
7,162.50
7,380.00
7,380.00
7,251.67
7,262.50
7,260.91
7,300.00
7,367.43
7,350.00
7,350.00
7,350.00
7,298.25
7,018.19
7,078.84
7,078.84
7,078.84
7,150.00
7,245.00
7,290.00
7,302.50
7,373.41
7,398.69
7,213.50
7,110.00
7,121.48

-0.0054
0.02
0.20
-0.0091
-0.04
0.20
0
-0.03
0.20
-0.0119
-0.04
0.19
0.01478
-0.01
0.20
-0.008
-0.01
0.21
0
-0.01
0.20
0.01399
0.01
0.19
-0.0121
0.01
0.17
0.01084
0.00
0.16
0.00597
0.02
0.14
-0.0187
0.00
0.13
0.01939
0.01
0.15
0 0.01754 0.13497
-0.0095
0.00
0.13
0.00266
-0.01
0.12
0.00141
0.01
0.07
0.00833
0.00
0.03
0
0.00
-0.02
0
0.01
-0.01
-0.0071
0.00
-0.02
0.00542
0.01
0.00
-0.0118
-0.01
-0.01
0.02991
0.02
0.03
0
0.02
0.03
-0.0175
0.01
0.03
0.00149
0.00
0.01
-0.0002
0.01
0.02
0.00537
-0.01
0.03
0.00919
0.00
0.02
-0.0024
0.01
0.03
0
0.01
0.02
0
0.01
0.02
-0.0071
0.00
0.03
-0.0391
-0.05
-0.03
0.0086
-0.04
-0.02
0 -0.0376 -0.0129
0
-0.04
-0.02
0.01
-0.02
-0.01
0.0132
0.03
0.00
0.00619
0.03
0.00
0.00171
0.03
0.01
0.00966
0.04
0.02
0.00342
0.03
0.02
-0.0253
0.00
0.01
-0.0145
-0.03
-0.04
0.00161
-0.03
-0.04

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

7,156.00
7,280.25
7,300.00
7,350.00
7,350.00
7,350.00
7,325.00
7,325.00
7,360.00
7,728.00
7,755.00
8,000.00
8,300.00
8,444.80
8,400.00
8,400.00
8,548.00
8,649.00
8,650.00
8,650.00
8,650.00
8,850.05
8,850.05
8,550.00
8,850.00
8,501.50
8,501.50
8,501.50
8,501.50
8,501.50
8,501.50
8,800.00
8,800.00
9,240.00
9,240.00
9,240.00
9,240.00
9,240.00
9,700.00

0.00484
0.01721
0.00271
0.00683
0
0
-0.0034
0
0.00477
0.04879
0.00349
0.0311
0.03681
0.0173
-0.0053
0
0.01747
0.01175
0.00012
0
0
0.02286
0
-0.0345
0.03449
-0.0402
0
0
0
0
0
0.03451
0
0.04879
0
0
0
0
0.04858

-0.03
-0.02
0.01
0.03
0.03158
0.03
0.01
0.00
0.00
0.05
0.05
0.09
0.12
0.14
0.08
0.07989
0.07
0.04
0.02
0.02933
0.02933
0.03
0.02298
-0.01
0.02
-0.02
-0.0402
-0.0402
-0.0057
-0.0402
0
0.03
0.03451
0.08
0.0833
0.0833
0.04879
0.04879
0.05

-0.01
0.00
0.01
0.01
-0.0024
0.00
0.00
0.00
0.01
0.10
0.09
0.12
0.16
0.17
0.15
0.14173
0.16
0.16
0.16
0.18161
0.19606
0.22
0.21247
0.16
0.19
0.15
0.14554
0.14554
0.14895
0.14895
0.14418
0.13
0.12641
0.14
0.10729
0.08999
0.09531
0.09531
0.13

Average
0.00313 0.01577 0.07012
Standard Deviation
0.01601 0.03781 0.07592
Sharpe Ratio0.17073 0.36614 0.81387

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
40.99
43.02
44.23
44.04
44.36
44.25
43.44
42.88
41.81
42.29
42.19
42.5
42.11
41.29
42.13
44.21
45.36
45.02
44.62
44.1
43.45
43.37
43.63
43.52
43.14
45.29
46.59
46.12
45.93
46.54
46.35
46.25
46.92
47.19
49.08
48.86
49.37
49.59
48.97
49.55
49.63
52.11
51.39
50.46
52.85

0.048337
0.027738
-0.0043
0.00724
-0.00248
-0.01847
-0.01298
-0.02527
0.011415
-0.00237
0.007321
-0.00922
-0.01966
0.02014
0.048191
0.02568
-0.00752
-0.00892
-0.01172
-0.01485
-0.00184
0.005977
-0.00252
-0.00877
0.048636
0.0283
-0.01014
-0.00413
0.013194
-0.00409
-0.00216
0.014383
0.005738
0.03927
-0.00449
0.010384
0.004446
-0.01258
0.011774
0.001613
0.048761
-0.01391
-0.01826
0.046277

0.076527
0.009716
-0.031
-0.05196
-0.04779
-0.04767
-0.02188
-0.01812
-0.01252
-0.00379
0.046768
0.065127
0.066822
0.077562
0.0457
-0.01734
-0.04486
-0.03136
-0.02496
-0.02201
0.041475
0.071618
0.055502
0.053898
0.075862
0.023135
-0.00732
0.017197
0.027064
0.053139
0.052738
0.065281
0.055345
0.037026
0.009531
0.015636
0.054014
0.035654
0.029973
0.064475

0.062417
0.011555
-0.02495
0.027988
0.049048
0.041391
0.055738
0.081907
0.103086
0.089511
0.106261
0.104678
0.153166
0.168339
0.158583
0.114838
0.076577
0.095875
0.106413
0.166897
0.167833
0.151413
0.191713

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

53.82
54.95
55.04
55.43
55.99
55.41
54.95
54.92
54.06
52.85
51.12
51.78
40.44
39.8
39.06
41.01
43.06
45.21
45.62
45.53
47.05
49.4
46.97
47.01
45.26
47.35
48.32
46.9
47.98
46.08
46.48
48.32
47.73
47.93
49.48
49.29
49.65
48.8
47.08
45.05
45.96
46.72
48.55
48.28
47.89
47.06
46.58

0.018187
0.020779
0.001637
0.007061
0.010052
-0.01041
-0.00834
-0.00055
-0.01578
-0.02264
-0.03328
0.012828
-0.24718
-0.01595
-0.01877
0.048717
0.048779
0.048724
0.009028
-0.00197
0.032839
0.04874
-0.05044
0.000851
-0.03794
0.045143
0.020279
-0.02983
0.022767
-0.04041
0.008643
0.038823
-0.01229
0.004181
0.031827
-0.00385
0.007277
-0.01727
-0.03588
-0.04408
0.019998
0.016401
0.038422
-0.00558
-0.00811
-0.01748
-0.01025

0.08105
0.053067
0.068617
0.09394
0.057715
0.029115
0
-0.00218
-0.02503
-0.05772
-0.08058
-0.05942
-0.30606
-0.30623
-0.30236
-0.22036
-0.18441
0.111499
0.136479
0.153273
0.137395
0.137356
0.038191
0.030014
-0.00595
0.006356
-0.0221
-0.00149
0.020424
0.017955
-0.01854
0
0.017542
-0.00104
0.07119
0.058699
0.027153
0.02217
-0.01789
-0.0938
-0.06995
-0.06083
-0.00514
0.025169
0.061134
0.023652
-0.003

0.212425
0.241973
0.194974
0.173735
0.193926
0.187642
0.166112
0.169656
0.156033
0.119014
0.079994
0.053552
-0.18914
-0.21548
-0.23869
-0.17739
-0.14039
-0.09328
-0.13301
-0.12107
-0.06997
-0.06751
-0.13614
-0.15606
-0.19564
-0.15755
-0.14733
-0.16674
-0.13564
-0.1755
-0.15107
-0.08961
-0.06862
-0.07726
0.201749
0.213854
0.239899
0.173914
0.089254
-0.00355
0.007425
0.025801
0.031383
-0.02293
0.019398
0.001063
0.028748

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

45.58
46.42
46.24
45.17
45.22
44.3
44.55
45.87
45.12
45.33
45.13
47.26
46.15
45.35
45.09
45.59
44.51
43.89
43.99
43.75
42.57
43.57
42.55
42.37
43.54
43.59
44.43
43.84
43.93
43.26
43.74
43.31
43.03
43.99
44.03
43.54
45.18
45.14
44.87
44.74
45.58
45.24
45.12
45
44.99
44.84
44.98

-0.0217
0.018261
-0.00389
-0.02341
0.001106
-0.02055
0.005627
0.029199
-0.01649
0.004643
-0.00442
0.046117
-0.02377
-0.01749
-0.00575
0.011028
-0.02397
-0.01403
0.002276
-0.00547
-0.02734
0.023219
-0.02369
-0.00424
0.027239
0.001148
0.019087
-0.01337
0.002051
-0.01537
0.011035
-0.00988
-0.00649
0.022065
0.000909
-0.01119
0.036974
-0.00089
-0.006
-0.0029
0.018601
-0.00749
-0.00266
-0.00266
-0.00022
-0.00334
0.003117

-0.06313
-0.03929
-0.03506
-0.04099
-0.02963
-0.02848
-0.04112
-0.00803
-0.00111
0.00243
0.018563
0.059052
0.006086
0.005085
-0.00531
0.010141
-0.05995
-0.05021
-0.03045
-0.03017
-0.06854
-0.02135
-0.03101
-0.03752
-0.00481
0.023678
0.019546
0.029867
0.036157
-0.00645
0.003435
-0.02553
-0.01865
0.001365
0.017643
-0.00458
0.042271
0.047871
0.019807
0.015997
0.045789
0.001327
-0.00044
0.002893
0.005572
-0.01637
-0.00576

-0.0381
-0.04012
-0.01417
-0.06035
-0.01884
-0.04804
-0.08123
-0.03975
-0.06042
-0.0876
-0.08817
-0.04933
-0.05583
-0.03744
0.000888
-0.00808
-0.04846
-0.10091
-0.09306
-0.09042
-0.10027
-0.0668
-0.06879
-0.09129
-0.06017
-0.03561
-0.01762
-0.01044
-0.01401
-0.05858
-0.03106
-0.04559
-0.04765
-0.0717
-0.04703
-0.04073
0.001994
-0.00992
0.008056
0.019181
0.035507
0.03349
0.058176
0.032294
0.05576
0.05666
0.032538

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

45.42
45.81
46.07
45.39
45.15
45.4
45.94
45.84
45.83
45.7
46.61
46.6
45.77
45.28
44.36
43.88
44.47
44.57
44.05
43.77
44.53
44.05
44.57
44.15
44.57
45.59
45.27
45.41
46.04
46.41
45.96
45.45
44.87
44.32
44.45
44.5
44.38
44.15
44.05

0.009735
0.00855
0.00566
-0.01487
-0.0053
0.005522
0.011824
-0.00218
-0.00022
-0.00284
0.019717
-0.00021
-0.01797
-0.01076
-0.02053
-0.01088
0.013356
0.002246
-0.01174
-0.00638
0.017214
-0.01084
0.011736
-0.00947
0.009468
0.022627
-0.00704
0.003088
0.013778
0.008004
-0.00974
-0.01116
-0.01284
-0.01233
0.002929
0.001124
-0.0027
-0.0052
-0.00227

0.006627
0.01784
0.023722
0.012191
0.003772
-0.00044
0.002834
-0.005
0.009647
0.012108
0.026303
0.014264
-0.00153
-0.01207
-0.02976
-0.06036
-0.04679
-0.02657
-0.02754
-0.01339
0.014704
-0.00949
0
0.002268
0.018112
0.023525
0.027319
0.018671
0.041918
0.040454
0.008083
0.003968
-0.01196
-0.03807
-0.04315
-0.03228
-0.02382
-0.01618
-0.00611

0.041125
0.030587
0.049615
0.032694
0.042762
0.037249
0.058953
0.06326
0.040977
0.037227
0.068135
0.030946
0.01386
0.009096
-0.00853
-0.03801
-0.01717
-0.01226
-0.02134
-0.02749
-0.00694
-0.02089
-0.01889
-0.03691
-0.0331
0.004397
0.002654
0.00022
0.002174
0.012358
0.002833
-0.00549
-0.03805
-0.05016
-0.02926
-0.01738
0.000451
0.006134
-0.00949

Average
0.000407 0.000657 0.004907
Standard Deviation
0.027311 0.062836 0.097941
Sharpe Ratio0.000248 -0.02014 -0.03495

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
227.47
236.12
234.59
232.01
230.07
234.13
233.74
234.08
233.2
236.31
237.62
236.84
238.1
238.91
250.47
255.69
252.89
252.48
251.07
254.61
257.65
257.09
256.9
252.1
255.27
259.15
266.85
263.37
252.79
251.39
253.98
253.73
253.63
253.39
256.4
261.42
265.8
264.05
261.73
266.91
262.29
260.65
259.45
259.49
261.57

0.03732179
-0.00650084
-0.01105884
-0.00839686
0.01749291

0.02885816

-0.00166713 -0.01013076
0.00145355 -0.00217637
-0.00376648

0.00511598

0.01324805

0.02676089

0.00552826

0.01479624

-0.00328795

0.01317542

0.00530595

0.01702782

0.00339616

0.02419046

0.04725224

0.05819465

0.02062662

0.07329301

-0.01101116

0.0655698

-0.00162257

0.05864128

-0.00560025

0.04964487

0.01400118

0.01639381

0.01186911

0.0076363

-0.00217586

0.01647161

-0.00073931

0.01735487

0.12166854

-0.01886107

0.00409405

0.06548568

0.01249597

0.00258885

0.0844825

0.01508524

0.00580497

0.11062657

0.02927966

0.03726048

0.14830309

-0.01312682

0.02487298

0.11768337

-0.04100078

0.00273327

0.07834972

-0.00555359 -0.01531629

0.07134258

0.01025001 -0.02015152

0.08535907

-0.00098481 -0.05041599

0.07112621

-0.0003942 -0.03768338

0.06520375

-0.00094671

0.0023707

0.067545

0.01180892

0.01973321

0.07404797

0.01938958

0.02887279

0.0900414

0.01661584

0.04647344

0.05940499

-0.00660567

0.04026197

0.03217271

-0.00882504

0.03238363

0.03435883

0.01959808

0.0401728

0.05557949

-0.01746076

0.00332245

0.04371898

-0.00627225 -0.01956564

0.02344555

-0.00461451 -0.01757447

0.00696193

0.00015416 -0.00859527

0.00929195

0.00798377 -0.02020959

0.01801503

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

266.56
263.65
259.9
261.62
261.44
262.98
260.14
259.48
260.28
248.22
244.64
247.68
246.7
245.21
242.95
244.45
246.29
245.73
249.32
246.97
247.56
250.31
249.92
249.24
249.26
248.51
245.82
241.44
245.53
245.1
244.9
247.95
246.07
246.89
252.75
252.69
253.62
251.54
249.94
248.35
249.7
249.33
253.66
260.64
262.5
262.99
264.12

0.01889742

0.0161486

0.05577352

-0.01097689

0.01144395

0.03230066

-0.01432552

0.00173294

0.0028899

0.00659613

0.0081749 -0.01979363

-0.00068826 -0.00049712 -0.00735508

0.00587317 -0.01352138

0.03951888

-0.01085804 -0.01340252

0.03421443

-0.00254032 -0.00161731

0.0214241

0.00307835 -0.00513509

0.02548727

-0.04744252 -0.05188936 -0.02156106

-0.01452771 -0.07229024 -0.03514206
0.01234985 -0.04908236 -0.03460113
-0.00396457

-0.0505066 -0.05795529

-0.00605804 -0.05964299 -0.08062916

-0.00925933 -0.02145979 -0.08328282
0.00615513 -0.00077695 -0.06830265
0.00749891 -0.00562789 -0.08040182
-0.00227633 -0.00393965 -0.06521739
0.01450384

0.01662223

-0.0444413

-0.00947034

0.01641121 -0.04929713

0.00238611

0.01264219 -0.04706519

0.01104717

0.01619045 -0.04400178

-0.00155928

0.01690749 -0.06445849

-0.00272458 -0.00032092 -0.05620618

8.0241E-05

0.00922966 -0.04180041

-0.00301344

0.00383011 -0.05140998

-0.01088353 -0.01810059 -0.06160525

-0.01797857 -0.03451987 -0.08545699
0.01679814 -0.01499715 -0.05780081
-0.00175285 -0.01683024 -0.05701334
-0.00081633 -0.01463312 -0.06090801
0.01237715

0.00862755 -0.00108834

-0.00761106

0.01899505

0.00582831

0.00332685

0.00552375

-0.0031947

0.02345796

0.03073457

0.02422783

-0.00023742

0.03131348

0.03004845

0.00367364

0.02260997

0.04298142

-0.00823506

0.02198597

0.02859123

-0.00638113

0.012278

0.01471119

-0.00638185 -0.01756182

0.01060567

0.00542116 -0.01190324

0.00152299

-0.00148288 -0.01705976

0.00951045

0.01721747

0.00839277

0.02434181

0.02714536

0.04191926

0.04044

0.00711094

0.05541204

0.04911022

0.00186493

0.05185581

0.05369972

0.00428754

0.05762623

0.05790702

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

261.37
263.47
268.38
259.09
259.61
253.2
252.91
256.63
253.99
256.26
253.51
257.61
252.67
249.26
246.28
252.42
249
244.79
246.8
245.9
244.98
245.77
239.87
235.29
238.45
235.23
236.41
236.1
234.63
234.24
235.71
233.4
235.69
237.79
237.75
235.84
239.6
239.44
239.66
240.26
243.12
244.04
245.39
244.67
244.62
243.53
243.36

-0.01046652

0.02994224

0.05045394

0.00800248

0.01079936

0.06933995

0.01846438

0.0221528

0.10578289

-0.03522839 -0.01494052

0.05375635

0.00200501 -0.01722304

0.05751421

-0.02500081 -0.03175734

0.03332973

-0.001146 -0.04090582

0.01980658

0.01460166 -0.04476853

0.04201931

-0.01034046

-0.0198806

0.028352

0.00889766 -0.01298795

0.0137917

-0.01078928

0.00122358

0.00323983

0.01604354

0.01841312

0.01560973

-0.01936252 -0.01555107

0.00448227

-0.01358776 -0.01879837 -0.00272436

-0.01202743 -0.03972345 -0.00836994
0.02462527

-0.0043089

0.01083417

-0.01364147 -0.03399392 -0.00132442

-0.0170522 -0.03168359 -0.03559409
0.00817759 -0.00991824 -0.05456185
-0.00365334 -0.00154415 -0.06532613
-0.00374837 -0.02991779 -0.07093943
0.00321956 -0.01305676 -0.07200741
-0.02429903 -0.02030359 -0.08583992
-0.01927831

-0.0477595 -0.11312071

0.01334085

-0.0307653 -0.11824424

-0.01359589 -0.04061282 -0.09661173

0.00500383 -0.03882855 -0.09361292
-0.00131214 -0.01584167 -0.06992425
-0.00624564 -0.00280899 -0.07502389
-0.00166357 -0.01781341 -0.09128913
0.00625601

0.00203848 -0.07469266

-0.00984852 -0.01281387 -0.09343883

0.00976366 -0.00173806 -0.07288589
0.00887055

0.01337813 -0.08005888

-0.00016823

0.01487347 -0.06086459

-0.00806609

0.00055137 -0.05534292

0.01581726

0.02621715 -0.02749823

-0.000668

0.01578548

-0.0527915

0.00091839

0.00783332 -0.03823164

0.00250042

0.01050197 -0.01867903

0.01183348

0.03040154 -0.01502314

0.003777

0.01836128

-0.0075928

0.00551664

0.02454592

0.00167221

-0.00293842

0.02068911 -0.00448578

-0.00020438

0.01798432

0.01960888

-0.00446585

0.00168499

0.03442134

-0.00069831 -0.00279032

0.02038218

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

243.65
243.92
243.49
242.74
241.32
241.02
244.89
244
245.25
245.09
246.79
245.19
246.18
244.06
244.43
242.22
241.77
250.31
254.76
253.74
253.08
252.16
251.68
248.87
252.39
252.83
253.08
256.91
257.96
256.37
254.3
256.49
254.71
256.92
257.05
261.24
261.82
261.19
260.12

0.00119094 -0.00711601

0.03516901

0.00110753 -0.00307006

0.03127272

-0.00176443 -0.00463011

0.03082043

-0.00308496 -0.00324923

0.03398111

-0.00586706 -0.00841797

0.02977762

-0.00124394 -0.01085285

0.02227768

0.01592921

0.00396883

0.04805541

-0.0036409

0.00209235

0.03465084

0.00510987

0.01028719

0.03089017

-0.00065261

0.01550164

0.03040579

0.00691228

0.02365785

0.04538416

-0.00650435

0.00122429

0.02306255

0.00402956

0.00889475

0.02776011

-0.00864888

-0.004864

0.01819284

0.00151487 -0.00269652

0.0172073

-0.00908257 -0.01869137 -0.00370874

-0.00185954 -0.01404656 -0.00934529
0.03471329

0.01663717

0.01985137

0.01762178

0.04290783

0.04041156

-0.0040118

0.03738115

0.03660413

-0.00260448

0.04385924

0.03846551

-0.00364184

0.04207695

0.03552198

-0.00190537

0.00545829

0.03242567

-0.01122777 -0.02339125

0.02009037

0.01404484 -0.00533461

0.03589964

0.00174182 -0.00098832

0.04072641

0.00098832

0.00364184

0.04758179

0.01502018

0.02056739

0.06384591

0.00407871

0.03587386

0.0519954

-0.00618282

0.0156462

0.04945349

-0.00810704

0.00579735

0.03623657

0.00857501

0.01338403

0.04546419

-0.00696403 -0.00860019

0.03158787

0.00863911 -0.00403978

0.04673133

0.00050587

0.0026489

0.04320764

0.01616891

0.02692485

0.06802543

0.00221772

0.02056757

0.06872828

-0.00240913

0.02512247

0.07540171

-0.00410505

0.01237831

0.0731562

Average
0.000758 0.00332 0.007916
Standard Deviation
0.012656 0.025485 0.053803
Sharpe Ratio0.028268 0.054821 -0.00769

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
28.45
28.72
28.76
28.57
28.94
29.25
28.86
28.67
28.85
28.91
29.51
29.76
30.39
30.26
30.47
31.55
31.74
31.99
32.67
32.49
31.48
31.72
31.8
32.21
32.16
32.23
32.31
32.48
32.34
32.37
32.47
32.33
32.22
32.05
32.14
32.1
32.52
32.77
32.75
32.74
32.57
32.51
32.5
32.39
32.5

0.009446
0.001392
-0.00663
0.012868
0.010655
-0.01342
-0.00661
0.006259
0.002078
0.020542
0.008436
0.020948
-0.00429
0.006916
0.034831
0.006004
0.007846
0.021034
-0.00552
-0.03158
0.007595
0.002519
0.012811
-0.00155
0.002174
0.002479
0.005248
-0.00432
0.000927
0.003085
-0.00432
-0.00341
-0.00529
0.002804
-0.00125
0.012999
0.007658
-0.00061
-0.00031
-0.00521
-0.00184
-0.00031
-0.00339
0.00339

0.027731
0.004863
-0.00313
0.009753
-0.00104
0.00885
0.030709
0.058262
0.047717
0.052555
0.066844
0.064413
0.05131
0.076631
0.06419
-0.00222
-0.00063
-0.00596
-0.01418
-0.01021
0.023545
0.018429
0.021158
0.004028
0.006509
0.007419
0.000619
-0.00804
-0.00901
-0.00713
-0.01146
0.00586
0.016926
0.021606
0.018496
0.014536
-0.00031
-0.00827
-0.01105
-0.00736

0.111318
0.114683
0.111738
0.12054
0.110152
0.104745
0.113848
0.121381
0.118207
0.111808
0.087858
0.074132
0.055988
0.059029
0.065113
0.03794
0.031325
0.023174
-0.00307
0.000615
0.031888
0.020902
0.021774

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

32.5
32.43
32.45
32.79
33
33.08
32.74
32.79
33.02
26.69
26.66
26.91
27.01
27.01
26.95
27.16
27.04
27.4
27.66
27.14
27.41
28.37
28.02
28.26
29.16
29.26
28.52
28
28.16
28.4
28.27
28.43
28.47
28.62
28.84
28.48
28.46
28.2
28.03
27.97
27.98
27.98
27.97
27.95
28
29.24
30.48

0
-0.00216
0.000617
0.010423
0.006384
0.002421
-0.01033
0.001526
0.00699
-0.21282
-0.00112
0.009334
0.003709
0
-0.00222
0.007762
-0.00443
0.013226
0.009444
-0.01898
0.009899
0.034424
-0.01241
0.008529
0.031351
0.003423
-0.02562
-0.0184
0.005698
0.008487
-0.00459
0.005644
0.001406
0.005255
0.007658
-0.01256
-0.0007
-0.00918
-0.00605
-0.00214
0.000357
0
-0.00036
-0.00072
0.001787
0.043333
0.041533

-0.00215
-0.00246
-0.00154
0.012274
0.015267
0.017689
0.009514
0.010423
0.00699
-0.21222
-0.21576
-0.1961
-0.19392
-0.20091
0.009694
0.018581
0.004819
0.014336
0.02378
0.007025
0.009163
0.048015
0.022376
0.02146
0.071789
0.065313
0.005273
-0.00071
-0.00354
-0.02641
-0.03442
-0.00316
0.016646
0.016203
0.015374
0.007401
0.001055
-0.00953
-0.02083
-0.03063
-0.01771
-0.01701
-0.00819
-0.00286
0.001072
0.044048
0.085581

0.008963
0.00836
0.006803
0.014747
0.015883
0.022624
0.011366
0.009807
0.021118
-0.1883
-0.18413
-0.1776
-0.17265
-0.18565
-0.19553
-0.18716
-0.19128
-0.17285
-0.16156
-0.18023
-0.16694
-0.13591
-0.14832
-0.13764
-0.1069
-0.1139
-0.1459
-0.16672
-0.1507
-0.14373
-0.15531
0.063156
0.065687
0.061608
0.065556
0.052995
0.054516
0.037577
0.035958
0.020589
0.011503
0.030481
0.020225
-0.01492
-0.00071
0.03409
0.044273

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

29.47
29.39
30.08
29.14
29.25
28.82
28.61
28.93
28.9
28.74
28.7
28.77
28.82
28.46
28.17
28.3
28.4
28.26
28.31
28.59
28.21
28.3
28.27
28.08
28.48
28.09
28.67
28.31
28.5
28.34
28.44
28.45
28.47
28.48
28.44
28.47
28.56
28.68
28.69
28.55
28.62
28.57
28.71
28.81
28.99
28.91
28.73

-0.0337
-0.00272
0.023206
-0.03175
0.003768
-0.01481
-0.00731
0.011123
-0.00104
-0.00555
-0.00139
0.002436
0.001736
-0.01257
-0.01024
0.004604
0.003527
-0.00494
0.001768
0.009842
-0.01338
0.003185
-0.00106
-0.00674
0.014145
-0.01379
0.020438
-0.01264
0.006689
-0.00563
0.003522
0.000352
0.000703
0.000351
-0.00141
0.001054
0.003156
0.004193
0.000349
-0.00489
0.002449
-0.00175
0.004888
0.003477
0.006228
-0.00276
-0.00625

0.05224
0.050237
0.071656
-0.00343
-0.04119
-0.0223
-0.0269
-0.03898
-0.00827
-0.01759
-0.00417
0.005577
-0.00381
-0.01534
-0.02003
-0.01404
-0.01294
-0.01962
-0.00528
0.014799
-0.00319
-0.00353
0.000354
-0.00816
-0.00385
-0.00426
0.012989
0.001414
0.014847
-0.00493
0.012383
-0.0077
0.005636
-0.0007
0.003522
0.001054
0.003859
0.007349
0.007347
0.00386
0.005255
0.00035
0.001045
0.004174
0.015294
0.010082
0.005585

0.007151
0.030049
0.071656
0.034209
0.02949
0.019268
0.006311
0.016028
0.009736
-0.00347
0.007695
0.010834
0.021748
0.015224
0.007125
0.011372
0.014899
0.010315
0.012798
0.020852
-0.03586
-0.07421
-0.04157
-0.0456
-0.05466
-0.0367
-0.02003
-0.01785
-0.00385
-0.0206
-0.01604
-0.01014
-0.00805
-0.01013
-0.01327
0.000351
0.01375
0.013338
0.010159
0.01021
0.010891
-0.0007
0.017569
0.017861
0.02515
0.02913
0.00874

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

28.76
28.91
29.01
29.45
29.27
29.29
29.07
29.07
29.54
29.8
30.1
30.49
30.44
30.19
30.29
30.02
30.29
30.13
30.05
29.49
29.41
29.52
29.64
29.7
29.83
29.8
29.74
30.11
30.02
30
29.8
29.6
29.22
29.55
29.53
29.53
29.33
29.21
29.35

0.001044
0.005202
0.003453
0.015053
-0.00613
0.000683
-0.00754
0
0.016039
0.008763
0.010017
0.012874
-0.00164
-0.00825
0.003307
-0.00895
0.008954
-0.0053
-0.00266
-0.01881
-0.00272
0.003733
0.004057
0.002022
0.004368
-0.00101
-0.00202
0.012364
-0.00299
-0.00067
-0.00669
-0.00673
-0.01292
0.01123
-0.00068
0
-0.0068
-0.0041
0.004781

0.00174
0.003465
0.00069
0.018506
0.018621
0.018261
0.005519
0.002066
0.003051
0.017945
0.027279
0.047692
0.046051
0.021765
0.016309
-0.00266
-0.00658
-0.01024
-0.00465
-0.02677
-0.02053
-0.02575
-0.0164
-0.01172
0.011463
0.013174
0.007425
0.015733
0.010717
0.005683
0
-0.00472
-0.03
-0.01578
-0.01579
-0.0091
-0.00916
-0.00034
-0.00679

0.023572
0.008336
0.024425
0.03279
0.032289
0.02945
0.021559
0.020856
0.036543
0.046712
0.055674
0.065392
0.059558
0.050962
0.059161
0.047758
0.05846
0.048276
0.04214
0.0171
0.017147
0.027126
0.030139
0.026959
0.027874
0.011814
0.01593
0.027611
0.032157
0.031491
0.008763
-0.00673
-0.02967
-0.03132
-0.03035
-0.0221
-0.03221
-0.02735
-0.03153

Average
0.000176 0.000699 -0.00188
Standard Deviation
0.019437 0.041953 0.074534
Sharpe Ratio -0.01153 -0.02918 -0.13702

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
74.93
77.74
78.28
77.61
77.95
76.78
76.6
77.57
77.12
78.62
78.67
78.46
81.48
81.1
81.26
84.65
84.98
85.77
86.48
87.03
86
84.8
84.53
83.95
86.45
87.6
88.65
89.63
91.92
89.87
89.82
88.18
88.28
90.88
91.01
91
93.76
93.31
93.67
95.43
95.05
97.71
99.01
98.75
102.05

0.036816
0.006922
-0.0086
0.004371
-0.01512
-0.00235
0.012584
-0.00582
0.019263
0.000636
-0.00267
0.037769
-0.00467
0.001971
0.040871
0.003891
0.009253
0.008244
0.00634
-0.01191
-0.01405
-0.00319
-0.00689
0.029345
0.013215
0.011915
0.010994
0.025229
-0.02255
-0.00056
-0.01843
0.001133
0.029026
0.001429
-0.00011
0.029879
-0.00481
0.003851
0.018615
-0.00399
0.027601
0.013217
-0.00263
0.032871

0.02439
-0.01477
-0.00911
-0.00633
0.008559
0.024318
0.023992
0.049177
0.05032
0.033028
0.073263
0.079827
0.051312
0.06423
0.068599
0.015822
-0.00212
-0.01456
-0.02969
-0.00669
0.018434
0.0444
0.058584
0.090697
0.038798
0.025027
-0.00532
-0.01518
-0.01138
0.012605
0.013052
0.061358
0.055414
0.030238
0.047424
0.043544
0.041266
0.059294
0.052813
0.06707

0.120552
0.076851
0.099274
0.121085
0.128628
0.154746
0.182322
0.147183
0.152445
0.114754
0.115252
0.146951
0.110612
0.115177
0.143084
0.097402
0.097362
0.106724
0.09449
0.115751
0.140874
0.152296
0.188356

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

102.16
101.38
100.13
104.87
104.17
103.65
103.14
101.88
102.46
101.25
100.83
104.49
103.09
103.29
103.31
106.32
109.4
108.05
113.45
113.04
114.35
116.59
121.95
127.57
123.56
123.61
124.34
120.48
120.94
126.37
127.19
132.67
131.69
133.29
137.64
133.59
133.33
127.28
130.48
130.23
132.87
137.57
133.12
131.5
132.05
133.08
130.01

0.001077
-0.00766
-0.01241
0.046252
-0.0067
-0.005
-0.00493
-0.01229
0.005677
-0.01188
-0.00416
0.035655
-0.01349
0.001938
0.000194
0.028719
0.028557
-0.01242
0.048768
-0.00362
0.011522
0.0194
0.044948
0.045054
-0.03194
0.000405
0.005888
-0.03154
0.003811
0.04392
0.006468
0.042183
-0.00741
0.012077
0.032114
-0.02987
-0.00195
-0.04644
0.024831
-0.00192
0.020069
0.034762
-0.03288
-0.01224
0.004174
0.00777
-0.02334

0.072137
0.036872
0.011248
0.06013
0.020561
0.01448
0.017211
0.017326
-0.02325
-0.02843
-0.02758
0.013004
0.011807
0.008068
0.020141
0.053017
0.04592
0.046992
0.093822
0.090008
0.072811
0.063653
0.121017
0.117303
0.088985
0.077868
0.064356
-0.01213
-0.05337
0.022487
0.028551
0.064845
0.088967
0.097233
0.085427
0.049093
0.004962
-0.03406
-0.02131
-0.05534
-0.0054
0.031306
0.044862
0.007787
0.013879
0.001579
-0.05652

0.196319
0.15931
0.133688
0.168025
0.150334
0.120101
0.137723
0.125988
0.150092
0.137079
0.103896
0.138122
0.124743
0.096802
0.101807
0.126675
0.136618
0.128191
0.149358
0.132521
0.146673
0.133201
0.177071
0.229789
0.210258
0.16441
0.176996
0.150464
0.159207
0.215418
0.21621
0.270272
0.267015
0.243436
0.289039
0.257235
0.255093
0.179936
0.176209
0.186708
0.158009
0.196391
0.151987
0.120343
0.07957
0.042285
0.050885

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

126.95
127.56
128.91
125.2
125.73
121.52
122.08
127.31
125.75
128.07
127.29
128.37
128.48
126.38
126.29
128.51
126.55
124.82
125.53
125.75
122.16
123.02
117.37
115.72
118.05
117.07
117.11
114.69
114.65
113.18
114.32
113.21
113.63
115.33
115.67
115.39
119.58
120.21
120.19
120.28
122.29
124.03
124.42
123.93
125.27
125.88
126.63

-0.02382
0.004794
0.010528
-0.0292
0.004224
-0.03406
0.004598
0.041948
-0.01233
0.018281
-0.00611
0.008449
0.000857
-0.01648
-0.00071
0.017426
-0.01537
-0.01376
0.005672
0.001751
-0.02896
0.007015
-0.04702
-0.01416
0.019935
-0.00834
0.000342
-0.02088
-0.00035
-0.0129
0.010022
-0.00976
0.003703
0.01485
0.002944
-0.00242
0.035668
0.005255
-0.00017
0.000749
0.016573
0.014128
0.003139
-0.00395
0.010755
0.004858
0.00594

-0.04746
-0.03042
-0.02407
-0.06104
-0.03347
-0.04371
-0.04391
-0.01249
0.004383
0.01844
0.046389
0.05024
0.009148
0.004997
-0.014
0.009539
-0.01428
-0.0289
-0.00675
-0.00429
-0.05068
-0.02829
-0.06154
-0.08137
-0.06319
-0.04256
-0.04923
-0.0231
-0.00929
-0.04213
-0.02377
-0.03387
-0.00929
0.005914
0.021762
0.009316
0.054741
0.056293
0.041276
0.039081
0.058078
0.036538
0.034423
0.030643
0.040649
0.028934
0.020746

0.026662
0.025567
0.067631
0.034618
-0.00508
-0.0456
-0.08319
-0.03383
-0.05823
-0.07206
-0.04831
-0.03791
0.009384
-0.03193
-0.03072
-0.03336
-0.0835
-0.06438
-0.04646
-0.04888
-0.08562
-0.05526
-0.07846
-0.09741
-0.08801
-0.06714
-0.07102
-0.05785
-0.06279
-0.11765
-0.09529
-0.12333
-0.11352
-0.10712
-0.10503
-0.09098
-0.0546
-0.06677
-0.05156
-0.03705
-0.02615
-0.01377
0.018331
0.00737
0.06514
0.084156
0.070161

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

128.34
129.09
129.48
128.76
128.58
128.59
130.34
128.89
129.29
123.85
124.51
127.55
127.72
127.22
127.45
126.72
128.04
126.95
126.82
130.18
129.1
128.89
133.35
131.55
133.59
134.01
134.38
135.28
135.25
134.88
134.38
134.3
132.16
132.8
131.24
130.58
132.36
133.55
133.47

0.013414
0.005827
0.003017
-0.00558
-0.0014
7.78E-05
0.013517
-0.01119
0.003099
-0.04299
0.005315
0.024122
0.001332
-0.00392
0.001806
-0.00574
0.010363
-0.00855
-0.00102
0.026149
-0.00833
-0.00163
0.034018
-0.01359
0.015388
0.003139
0.002757
0.006675
-0.00022
-0.00274
-0.00371
-0.0006
-0.01606
0.004831
-0.01182
-0.00504
0.013539
0.00895
-0.0006

Average
0.003262
Standard Deviation
0.01809
Sharpe Ratio0.158193

0.03102
0.040793
0.033055
0.022621
0.015282
0.001946
0.009637
-0.00457
0.004108
-0.03748
-0.03224
-0.02164
-0.00912
-0.01614
0.028653
0.017594
0.003834
-0.00605
-0.00315
0.021194
0.018607
0.006617
0.049184
0.036618
0.025857
0.037327
0.041712
0.014369
0.027738
0.00961
0.002757
-0.0006
-0.02333
-0.01828
-0.02736
-0.02869
-0.01455
0.010463
0.005032

0.091911
0.097396
0.121294
0.116066
0.127572
0.117628
0.140902
0.126012
0.11426
0.06833
0.076068
0.064523
0.0606
0.056844
0.057902
0.035585
0.031819
0.02013
0.023052
0.038447
0.025258
0.01769
0.038294
0.018877
0.031249
0.039964
0.04412
0.050718
0.036978
0.045426
0.038614
0.081005
0.059627
0.040336
0.027187
0.026068
0.037801
0.052496
0.041534

0.01552 0.069888
0.03887 0.095045
0.3498 0.647664

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
107.2
111.05
108.87
107.85
108.22
107.81
106.88
106.39
105.54
106.15
106.73
108.05
109.95
109.01
110.49
114.45
116.41
115.93
114.78
114.82
114.11
114.23
114.3
114.76
116.02
117.14
118.86
119.18
119.39
121.88
121.95
121.24
119.24
117.57
118.94
118.49
118.7
123.5
125.17
122.56
121.4
120.47
120.6
120.01
120.2

0.035284
-0.01983
-0.00941
0.003425
-0.0038
-0.00866
-0.0046
-0.00802
0.005763
0.005449
0.012292
0.017432
-0.00859
0.013485
0.035213
0.01698
-0.00413
-0.00997
0.000348
-0.0062
0.001051
0.000613
0.004016
0.01092
0.009607
0.014577
0.002689
0.00176
0.020642
0.000574
-0.00584
-0.01663
-0.0141
0.011585
-0.00379
0.001771
0.039642
0.013432
-0.02107
-0.00951
-0.00769
0.001079
-0.0049
0.001582

0.005674
-0.03827
-0.02304
-0.02165
-0.01931
-0.01007
0.010887
0.032914
0.03235
0.040072
0.069836
0.074524
0.052961
0.051578
0.038441
-0.00298
-0.0189
-0.01416
-0.00017
0.010397
0.026207
0.039732
0.041808
0.039552
0.049274
0.040241
0.019826
0.000503
-0.01536
-0.02442
-0.02878
-0.02117
0.035103
0.062639
0.029982
0.024262
0.014801
-0.02376
-0.0421
-0.01944

0.06413
0.032862
0.063608
0.082628
0.09378
0.100265
0.110689
0.135925
0.144521
0.132919
0.110836
0.08444
0.078593
0.083389
0.071674
0.076103
0.072554
0.055614
0.056074
0.048035
0.055316
0.049361
0.05033

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

120.49
120.25
119.21
119.97
118.81
119.11
118.62
119.42
119.78
103.89
101.79
103.4
100.74
100.7
102.05
103.29
108.06
109.86
111.37
110
112.82
116.15
112.55
111.83
111.72
108.98
110
108.95
110.11
107.9
108.21
109.47
109.06
108.81
110.25
112.92
116.28
113.77
113.42
111.97
111.64
114.49
116.54
115.87
114.17
115.29
113.47

0.00241
-0.00199
-0.00869
0.006355
-0.00972
0.002522
-0.00412
0.006722
0.00301
-0.14232
-0.02042
0.015693
-0.02606
-0.0004
0.013317
0.012078
0.045146
0.01652
0.013651
-0.01238
0.025313
0.029089
-0.03148
-0.00642
-0.00098
-0.02483
0.009316
-0.00959
0.010591
-0.02027
0.002869
0.011577
-0.00375
-0.00229
0.013147
0.023929
0.029321
-0.02182
-0.00308
-0.01287
-0.00295
0.025208
0.017747
-0.00577
-0.01478
0.009762
-0.01591

-0.00752
-0.00183
-0.01159
-0.00033
-0.01163
-0.01152
-0.01365
0.00176
-0.00158
-0.13419
-0.15714
-0.13732
-0.1701
-0.17351
-0.01787
0.014629
0.044082
0.086664
0.100712
0.075017
0.088253
0.072196
0.024191
0.004122
0.015515
-0.03463
-0.0544
-0.03251
-0.0155
-0.03479
-0.00709
-0.00483
0.001009
-0.01188
0.021546
0.042606
0.060351
0.042281
0.041495
0.01548
-0.0114
-0.01551
0.024056
0.021371
0.019458
0.032171
-0.00895

0.048724
0.03581
0.017517
0.009295
-0.00311
-0.00235
-0.02711
-0.02096
-0.01212
-0.13781
-0.14412
-0.14001
-0.16229
-0.16445
-0.19078
-0.19213
-0.12591
-0.09988
-0.07854
-0.092
-0.06178
-0.03427
-0.06817
-0.07259
-0.06489
-0.09608
-0.07705
-0.08916
-0.07445
-0.10144
-0.10158
0.052318
0.068986
0.050998
0.090208
0.114534
0.130538
0.096638
0.048411
0.019024
0.002421
0.040007
0.032441
-0.00241
0.014291
0.030471
0.015543

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

111.25
112.22
114.01
111.59
110.99
109.08
109.51
112
111.99
112.01
112.41
112.1
112.38
109.98
105.26
106.18
106.35
105.15
105.21
104.71
103.9
104.2
103.56
103.89
106.24
107.29
107.75
108.09
108.61
107.41
107.54
108.2
108.5
109.75
110.95
112.84
114.01
114.05
113.52
113.2
114.45
114.33
113.28
112.99
113.05
112.61
113.72

-0.01976
0.008681
0.015825
-0.02145
-0.00539
-0.01736
0.003934
0.022483
-8.9E-05
0.000179
0.003565
-0.00276
0.002495
-0.02159
-0.04387
0.008702
0.0016
-0.01135
0.00057
-0.00476
-0.00777
0.002883
-0.00616
0.003181
0.022368
0.009835
0.004278
0.00315
0.004799
-0.01111
0.00121
0.006118
0.002769
0.011455
0.010875
0.016891
0.010315
0.000351
-0.00466
-0.00282
0.010982
-0.00105
-0.00923
-0.00256
0.000531
-0.0039
0.009809

-0.04645
-0.03201
-0.0014
-0.03262
-0.0221
-0.0197
-0.02445
-0.01779
0.003578
0.009148
0.030071
0.023375
0.003387
-0.01811
-0.06215
-0.05702
-0.05266
-0.0665
-0.04434
-0.00524
-0.02171
-0.02042
-0.01524
-0.01263
0.014506
0.032107
0.033502
0.042813
0.044431
0.010953
0.002327
0.004168
0.003786
0.010442
0.032426
0.048108
0.052305
0.049887
0.033774
0.020077
0.014167
0.002803
-0.00677
-0.00468
-0.00133
-0.01621
-0.00535

0.020616
0.019981
0.045397
0.013352
0.028235
0.008008
0.000365
0.026601
0.028806
0.015838
-0.00453
-0.03661
-0.01229
-0.0308
-0.0618
-0.05014
-0.07375
-0.10285
-0.09651
-0.08649
-0.10402
-0.08523
-0.07163
-0.07713
-0.07059
-0.0393
-0.02963
-0.00912
-0.00825
-0.04185
-0.04055
-0.03461
-0.0354
-0.02119
-0.01281
0.025672
0.079853
0.071501
0.065243
0.073768
0.08418
0.087894
0.086434
0.080987
0.087679
0.080598
0.068039

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

114.98
115.49
114.99
115.03
112.58
113.19
114.5
114.56
113.75
113.27
114.07
116.42
115.98
116.53
119.32
120.07
117.21
118.16
117.87
114.97
115.06
114.86
115.47
116.73
115.66
114.89
114.55
114.93
114.98
114.73
114.32
113.98
112.98
112.06
111.35
111.04
111
109.64
107.51

0.011019
0.004426
-0.00434
0.000348
-0.02153
0.005404
0.011507
0.000524
-0.0071
-0.00423
0.007038
0.020392
-0.00379
0.004731
0.02366
0.006266
-0.02411
0.008072
-0.00246
-0.02491
0.000783
-0.00174
0.005297
0.010853
-0.00921
-0.00668
-0.00296
0.003312
0.000435
-0.00218
-0.00358
-0.00298
-0.00881
-0.00818
-0.00636
-0.00279
-0.00036
-0.01233
-0.01962

0.014896
0.021885
0.017015
0.021262
-0.01008
-0.01569
-0.00861
-0.00375
-0.01119
0.00611
0.007744
0.01663
0.012319
0.024146
0.052035
0.051263
0.006763
0.018622
0.011434
-0.03714
-0.04262
-0.02025
-0.02303
-0.00972
0.005984
-0.00148
-0.0027
-0.00469
-0.01511
-0.00807
-0.00497
-0.00499
-0.01711
-0.02572
-0.0299
-0.02911
-0.02649
-0.03001
-0.04145

0.069223
0.06937
0.061881
0.057429
0.047011
0.051205
0.056593
0.054349
0.035798
0.020695
0.010841
0.020918
0.016781
0.02617
0.052653
0.047937
0.024878
0.042177
0.042283
0.016841
0.021523
0.009975
0.004253
0.01068
0.00581
-0.00122
0.017347
0.015255
0.004183
0.001483
0.004998
0.006249
-0.0096
-0.03817
-0.04074
-0.04826
-0.07228
-0.09087
-0.08638

Average
1.63E-05 0.000388 0.004716
Standard Deviation
0.017165
0.041 0.069983
Sharpe Ratio -0.02235 -0.03744 -0.05165

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
43.22
44.4
43.72
42.63
42.5
42.05
41.94
43.37
43.29
43.58
44.05
44.57
46.74
46.51
48.1
50.19
50.03
49.03
48.74
48.18
46.36
46.11
46.87
46.5
46.34
46.45
46.42
47.82
47.27
46.94
46.51
46.6
47.23
47.04
46.69
46.93
46.79
46.28
45.81
47.13
47.05
47.44
47.38
46.84
47.29

0.026936
-0.01543
-0.02525
-0.00305
-0.01064
-0.00262
0.033528
-0.00185
0.006677
0.010727
0.011736
0.047539
-0.00493
0.033615
0.042534
-0.00319
-0.02019
-0.00593
-0.01156
-0.03851
-0.00541
0.016348
-0.00793
-0.00345
0.002371
-0.00065
0.029714
-0.01157
-0.00701
-0.0092
0.001933
0.013429
-0.00403
-0.00747
0.005127
-0.00299
-0.01096
-0.01021
0.028407
-0.0017
0.008255
-0.00127
-0.01146
0.009561

-0.02744
-0.057
-0.00804
0.015363
0.025094
0.046466
0.060821
0.074832
0.071746
0.098684
0.13049
0.115562
0.047832
0.046833
0.001662
-0.07938
-0.08159
-0.04505
-0.04705
-0.03894
0.001939
0.006701
0.020066
0.016424
0.012865
0.001291
0.00387
-0.01241
-0.00488
-0.00534
0.00899
0.004069
-0.02032
-0.0265
0.00938
0.002554
0.013796
0.02349
0.022235
0.003389

0.081074
0.046213
0.0582
0.085818
0.088226
0.128585
0.119636
0.079102
0.071746
0.067002
0.069704
0.053937
-0.00107
0.00899
-0.02761
-0.08111
-0.08812
-0.03952
-0.03529
-0.01548
0.021763
0.015708
0.008921

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

48.05
48.55
49.2
49.35
49.55
49.38
49.88
49
48.87
47.47
45.41
41.49
40.62
40.02
38.93
39.79
41.07
41.17
41.57
41.19
41.05
41.29
40.88
40.69
41.44
40.56
39.72
38.82
39.75
39.62
37.67
38.02
37.89
38.1
38.23
38.06
38.25
40.14
42.14
43.53
42.81
43.2
44.15
45.93
44.47
45.01
43.67

0.015943
0.010352
0.013299
0.003044
0.004044
-0.00344
0.010075
-0.0178
-0.00266
-0.02907
-0.04437
-0.09028
-0.02119
-0.01488
-0.02761
0.02185
0.031662
0.002432
0.009669
-0.00918
-0.0034
0.00583
-0.00998
-0.00466
0.018264
-0.02146
-0.02093
-0.02292
0.023674
-0.00328
-0.05047
0.009248
-0.00343
0.005527
0.003406
-0.00446
0.00498
0.04823
0.048624
0.032453
-0.01668
0.009069
0.021752
0.039526
-0.0323
0.01207
-0.03022

0.021031
0.023128
0.037693
0.0522
0.046683
0.027303
0.027026
-0.00407
-0.00977
-0.04288
-0.08381
-0.18417
-0.18756
-0.19978
-0.19833
-0.13212
-0.01017
0.013449
0.037999
0.05643
0.031175
0.005342
-0.00707
-0.0214
0.006051
-0.01201
-0.03877
-0.05171
-0.02337
-0.04491
-0.07392
-0.04374
-0.02425
-0.0424
-0.03571
0.0103
0.006031
0.057686
0.100783
0.12983
0.117608
0.121697
0.09522
0.086121
0.021364
0.050113
0.010821

0.03279
0.046589
0.057517
0.061207
0.035538
0.04367
0.06075
0.052153
0.047563
0.005069
-0.03527
-0.11808
-0.1444
-0.15629
-0.17294
-0.14089
-0.13763
-0.1335
-0.13209
-0.14
-0.13195
-0.13568
-0.1616
-0.17661
-0.17165
-0.19616
-0.22113
-0.24061
-0.22701
-0.21249
-0.2603
-0.22199
-0.18105
-0.08524
-0.06064
-0.05022
-0.01762
0.008758
0.025719
0.055741
0.029393
0.047645
0.072802
0.106498
0.084174
0.100902
0.052415

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

42.86
41.89
42.32
41.2
41.02
40.28
40.47
41.03
41.63
39.66
40.02
41.68
41.29
40.22
39.93
40.4
39.79
40.03
39.81
39.7
39.25
39.83
39.24
39
40.12
40.8
41.63
40.93
41.11
40.35
41
40.15
40.4
40.92
40.93
40.82
41.47
41.49
42.09
41.69
42.07
42.32
41.97
41.57
40.6
38.72
38.69

-0.01872
-0.02289
0.010213
-0.02682
-0.00438
-0.0182
0.004706
0.013743
0.014518
-0.04848
0.009036
0.040642
-0.0094
-0.02626
-0.00724
0.011702
-0.01521
0.006014
-0.00551
-0.00277
-0.0114
0.014669
-0.01492
-0.00613
0.028313
0.016807
0.020139
-0.01696
0.004388
-0.01866
0.015981
-0.02095
0.006207
0.012789
0.000244
-0.00269
0.015798
0.000482
0.014358
-0.00955
0.009074
0.005925
-0.0083
-0.00958
-0.02361
-0.04741
-0.00078

-0.02965
-0.09207
-0.04956
-0.08845
-0.0626
-0.06208
-0.03449
-0.03096
0.010383
-0.03372
-0.00648
0.02946
0.006317
-0.03446
0.006785
0.00945
-0.04641
-0.03099
-0.01025
-0.00578
-0.02888
0.001005
-0.01993
-0.02056
0.010524
0.038731
0.044201
0.042167
0.05269
0.005716
0.00489
-0.0362
-0.01303
-0.00463
0.014272
-0.0044
0.032348
0.026623
0.028191
0.018398
0.030163
0.02029
0.011503
-0.01243
-0.02649
-0.08298
-0.08968

0.055157
0.053192
0.086324
0.035828
0.034726
0.066991
0.062449
0.079616
0.088607
0.036723
0.050215
0.085878
0.028247
-0.04663
-0.08632
-0.05794
-0.08222
-0.09796
-0.143
-0.11346
-0.13693
-0.09204
-0.08824
-0.07149
-0.05338
-0.00976
0.014761
0.016008
0.01569
-0.01671
-0.01525
0.012279
0.00945
-0.0184
-0.00876
0.014808
0.037842
0.026623
0.056195
0.040632
0.055217
0.063909
0.067004
0.042758
0.034071
-0.00721
-0.03629

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

38.73
38.79
38.8
38.87
38.98
38.83
38.77
38.72
38.41
38.05
38.08
37.86
38.26
38.04
37.53
37.39
37.54
37.75
37.5
37.77
37.54
37.05
38.48
38.33
39.07
39.09
38.44
38.98
39.95
39.92
39.66
39.41
39.04
37.78
37.21
37.4
37.29
37.44
37.36

0.001033
0.001548
0.000258
0.001802
0.002826
-0.00386
-0.00155
-0.00129
-0.00804
-0.00942
0.000788
-0.00579
0.01051
-0.00577
-0.0135
-0.00374
0.004004
0.005578
-0.00664
0.007174
-0.00611
-0.01314
0.03787
-0.00391
0.019122
0.000512
-0.01677
0.01395
0.02458
-0.00075
-0.00653
-0.00632
-0.00943
-0.03281
-0.0152
0.005093
-0.00295
0.004014
-0.00214

-0.08034
-0.06922
-0.04535
0.003866
0.007468
0.002579
-0.00052
-0.00206
-0.0119
-0.02415
-0.0195
-0.02375
-0.01195
-0.00968
-0.01376
-0.01829
-0.00849
-0.01342
-0.0143
0.006375
0.004004
-0.01314
0.019153
0.021892
0.03384
0.04046
0.03683
0.01291
0.041396
0.021523
0.014476
0.024921
0.001538
-0.05585
-0.0703
-0.05867
-0.05529
-0.04185
-0.01118

-0.05207
-0.07066
-0.05344
-0.05603
-0.03454
-0.05438
-0.03498
-0.04247
-0.0633
-0.07296
-0.06948
-0.09108
-0.08105
-0.10117
-0.10512
-0.11793
-0.11985
-0.10597
-0.10304
-0.07225
-0.03095
-0.04331
-0.00648
-0.01193
0.006935
0.005644
-0.01395
0.003856
0.029982
0.030521
0.032025
0.035119
0.024898
-0.00212
-0.02783
-0.01697
-0.00642
0.001336
-0.00481

Average
-0.00082 -0.00427 -0.02389
Standard Deviation
0.019138 0.052888 0.084495
Sharpe Ratio -0.06391 -0.11714 -0.38132

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
11.35
11.75
11.6
11.52
11.61
11.46
11.41
11.31
11.19
11.35
11.29
11.5
11.5
11.5
11.79
12.16
12.15
12.29
12.21
12.23
12.36
12.2
12.18
12.28
12.24
12.5
12.81
12.57
12.41
12.4
12.35
12.5
12.83
12.95
13.2
13.59
13.45
13.88
13.84
14.27
14.04
14.08
13.68
13.53
14.53

0.034635
-0.01285
-0.00692
0.007782
-0.013
-0.00437
-0.0088
-0.01067
0.014197
-0.0053
0.01843
0
0
0.024905
0.0309
-0.00082
0.011457
-0.00653
0.001637
0.010574
-0.01303
-0.00164
0.008177
-0.00326
0.021019
0.024497
-0.01891
-0.01281
-0.00081
-0.00404
0.012073
0.026058
0.00931
0.019121
0.029117
-0.01036
0.03147
-0.00289
0.030596
-0.01625
0.002845
-0.02882
-0.01103
0.071306

0.009645
-0.02936
-0.02532
-0.02906
-0.02265
-0.01495
0.007857
0.01666
0.027327
0.038034
0.074234
0.054982
0.066439
0.059908
0.03664
0.016314
0.004107
-0.00899
0.005717
0.000817
0.011263
0.04879
0.031518
0.010531
0.012987
-0.01207
-0.0245
0.020473
0.042593
0.06252
0.095678
0.07325
0.078663
0.066467
0.077943
0.032576
0.045776
-0.01451
-0.02265
0.018056

0.070578
0.044119
0.053704
0.081644
0.098359
0.09245
0.084012
0.092009
0.098636
0.096511
0.127869
0.118749
0.13787
0.166987
0.131727
0.132297
0.130234
0.149374
0.139655
0.140863
0.101469
0.103473
0.17642

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

15.53
15.98
15.37
15.59
16.11
15.8
16.03
16.46
16.25
15.79
15.18
15.9
14.32
14.23
14.58
15.18
16.06
16.11
16.2
15.79
16.5
16.9
16.6
16.11
16.18
16.23
16.08
15.78
16.08
15.72
15.82
16.06
16.9
16.83
17.49
17.58
17.62
17.22
17.37
17.27
18.02
18.44
18.21
18.19
17.81
17.75
17.55

0.066558
0.028564
-0.03892
0.014212
0.032811
-0.01943
0.014452
0.026471
-0.01284
-0.02872
-0.0394
0.04634
-0.10466
-0.0063
0.024298
0.040328
0.056353
0.003108
0.005571
-0.02563
0.043984
0.023953
-0.01791
-0.02996
0.004336
0.003085
-0.00929
-0.01883
0.018833
-0.02264
0.006341
0.015057
0.050982
-0.00415
0.038466
0.005133
0.002273
-0.02296
0.008673
-0.00577
0.042511
0.02304
-0.01255
-0.0011
-0.02111
-0.00337
-0.01133

0.100863
0.126583
0.116483
0.14172
0.103225
0.017236
0.003124
0.068516
0.041463
-0.02006
-0.04003
-0.00814
-0.13928
-0.13274
-0.07973
0
0.010013
0.117783
0.129659
0.079726
0.083382
0.050982
0.029962
-0.00557
0.024399
-0.0165
-0.04974
-0.05066
-0.00186
-0.02884
-0.02559
-0.00124
0.06857
0.045587
0.106696
0.105487
0.092703
0.018758
0.031582
-0.01266
0.02472
0.045488
0.055899
0.046127
0.030789
-0.0151
-0.04947

0.234802
0.266629
0.206689
0.196404
0.248127
0.241507
0.256765
0.287277
0.262364
0.207591
0.158883
0.186102
0.052323
0.056373
0.049202
0.092416
0.118172
0.13753
0.140256
0.143442
0.198451
0.151098
0.066629
0.008102
0.051358
0.040232
-0.00186
-0.00127
0.003114
-0.046
-0.02682
0.016955
0.107335
0.056844
0.199972
0.211409
0.189384
0.126093
0.078413
0.069531
0.106471
0.155145
0.098611
0.073558
0.070357
0.096945
0.081278

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

17.35
17.42
17.17
16.92
16.98
16.52
16.73
17.24
17.77
17.89
17.48
17.55
17.28
16.91
16.75
16.8
16.99
16.72
16.57
16.61
16.36
16.4
16.12
16.4
17.07
16.72
17.02
16.98
16.91
16.5
16.94
17.01
17.3
17.67
17.44
17.1
17.6
17.62
17.42
17.69
17.88
17.95
17.74
17.99
17.86
17.54
17.45

-0.01146
0.004026
-0.01446
-0.01467
0.00354
-0.02746
0.012632
0.030029
0.030279
0.00673
-0.02318
0.003997
-0.0155
-0.02164
-0.00951
0.002981
0.011246
-0.01602
-0.00901
0.002411
-0.01517
0.002442
-0.01722
0.017221
0.040041
-0.02072
0.017784
-0.00235
-0.00413
-0.02454
0.026317
0.004124
0.016905
0.021162
-0.0131
-0.01969
0.02882
0.001136
-0.01142
0.015381
0.010683
0.003907
-0.01177
0.013994
-0.00725
-0.01808
-0.00514

-0.04838
-0.04325
-0.0366
-0.04789
-0.03302
-0.04902
-0.04042
0.004069
0.049015
0.052206
0.056486
0.04785
0.002317
-0.04961
-0.06584
-0.03968
-0.03243
-0.03294
-0.02031
-0.00839
-0.02654
-0.03534
-0.03654
-0.01031
0.027318
0.021766
0.037108
0.051975
0.030624
-0.03396
0.013072
-0.00059
0.01867
0.043963
0.055406
0.009401
0.034097
0.018328
-0.01425
0.014233
0.044604
0.019691
0.006787
0.032197
0.009564
-0.0192
-0.02825

0.066731
0.080043
0.08442
0.05092
0.077102
0.043297
0.040872
0.019919
0.054349
0.022613
-0.0057
-0.00398
0.003478
-0.02684
-0.03057
-0.0701
-0.0819
-0.08537
-0.09328
-0.06976
-0.08155
-0.06777
-0.07353
-0.06034
-0.00584
-0.01189
0.002353
0.027464
0.010702
-0.04387
-0.04783
-0.05044
-0.01035
0.006814
0.009217
0.011173
0.049501
0.047656
0.024994
0.056394
0.076089
0.077585
0.080983
0.092535
0.102503
0.067203
0.022017

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

17.71
17.98
18.05
18.08
18
17.87
18.04
17.98
18.06
18.89
18.81
18.78
18.42
17.95
17.8
17.79
17.76
17.74
17.6
16.99
17.26
17.13
16.79
16.88
16.79
17.15
16.8
17.34
17.31
17.08
16.83
16.75
16.63
16.61
16.58
16.52
16.87
16.55
16.52

0.01479
0.015131
0.003886
0.001661
-0.00443
-0.00725
0.009468
-0.00333
0.00444
0.044933
-0.00424
-0.0016
-0.01936
-0.02585
-0.00839
-0.00056
-0.00169
-0.00113
-0.00792
-0.03527
0.015767
-0.00756
-0.02005
0.005346
-0.00535
0.021215
-0.02062
0.031637
-0.00173
-0.01338
-0.01475
-0.00476
-0.00719
-0.0012
-0.00181
-0.00363
0.020965
-0.01915
-0.00181

-0.00169
-0.00056
0.010582
0.030322
0.031032
0.008994
0.003331
-0.00389
-0.00111
0.048261
0.051265
0.040201
0.024177
-0.00611
-0.05943
-0.05575
-0.05584
-0.03762
-0.01969
-0.04657
-0.03024
-0.03612
-0.05504
-0.04177
-0.01184
-0.00639
-0.01945
0.032233
0.025155
0.017125
-0.01884
-0.00298
-0.04181
-0.04128
-0.02971
-0.01859
0.007139
-0.00482
-0.00543

0.057524
0.054871
0.06111
0.066901
0.087011
0.053446
0.05879
0.038554
0.021831
0.079866
0.09531
0.064894
0.044402
0.029971
0.006199
-0.00505
-0.01064
0
-0.02192
-0.04994
-0.01609
-0.01851
-0.05335
-0.06313
-0.07236
-0.05281
-0.06899
-0.03011
-0.04131
-0.05135
-0.07054
-0.12023
-0.12318
-0.12279
-0.10524
-0.08302
-0.05366
-0.07225
-0.07238

Average
0.002121 0.010458 0.052071
Standard Deviation
0.021612 0.046699 0.089615
Sharpe Ratio0.079616 0.182767 0.488098

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
18.9
19.9
19.98
19.78
19.79
19.74
19.54
19.63
19.49
19.96
20.16
20.06
20.2
20.62
21
22.05
22.11
23.18
23.09
23.26
22.99
23.19
23.35
23.43
24.22
24.83
25.37
24.64
24.89
24.29
24.57
24.79
24.87
25.68
25.16
25.33
26.59
26.02
25.93
27.16
28.23
27.92
28.03
28.56
29.74

0.051558
0.004012
-0.01006
0.000505
-0.00253
-0.01018
0.004595
-0.00716
0.023829
0.00997
-0.00497
0.006955
0.020579
0.018261
0.04879
0.002717
0.04726
-0.00389
0.007336
-0.01168
0.008662
0.006876
0.00342
0.033161
0.024874
0.021515
-0.0292
0.010095
-0.0244
0.011461
0.008914
0.003222
0.03205
-0.02046
0.006734
0.048546
-0.02167
-0.00346
0.046345
0.03864
-0.01104
0.003932
0.018732
0.040486

0.043485
-0.01826
-0.01767
-0.01477
0.008554
0.021053
0.026264
0.028624
0.05636
0.050792
0.089612
0.097302
0.137607
0.113138
0.102213
0.041747
0.047691
0.007307
0.014618
0.040444
0.076993
0.089846
0.053774
0.060449
0.002886
-0.01053
-0.02313
0.009291
0.031246
0.035191
0.030463
0.070095
0.045203
0.009688
0.07649
0.108396
0.048808
0.07441
0.096607
0.090748

0.211435
0.163298
0.192447
0.227381
0.248391
0.221724
0.242002
0.213006
0.231625
0.21671
0.209962
0.246985
0.219573
0.205728
0.236013
0.165553
0.159371
0.158455
0.200986
0.182608
0.198216
0.208286
0.241896

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

29.93
29.26
29
30.17
30.3
31.12
30.84
30.22
30.98
30.76
30.3
31.81
31.99
32.35
32.1
33.69
34.59
34.64
36.37
38.06
37.76
38.62
39.12
39.19
39.58
41.46
41.97
39.97
38.42
40.3
39.52
41.41
43.32
42.65
44.71
42.59
42.29
40.25
40.12
39.93
41.84
43.41
44.38
46.59
45.84
46.22
46.83

0.006368
-0.02264
-0.00893
0.039552
0.0043
0.026703
-0.00904
-0.02031
0.024838
-0.00713
-0.01507
0.048633
0.005643
0.011191
-0.00776
0.048345
0.026364
0.001444
0.048735
0.04542
-0.00791
0.02252
0.012864
0.001788
0.009902
0.046405
0.012226
-0.04883
-0.03955
0.047773
-0.01954
0.046716
0.045092
-0.01559
0.04717
-0.04858
-0.00707
-0.04944
-0.00324
-0.00475
0.046725
0.036837
0.022099
0.048597
-0.01623
0.008256
0.013111

0.058476
0.046878
0.03402
0.054841
0.018655
0.038989
0.052591
0.041208
0.026494
0.015067
-0.0267
0.030968
0.056919
0.043272
0.042641
0.106053
0.083784
0.079586
0.11713
0.170308
0.114049
0.110206
0.121625
0.074677
0.03916
0.093479
0.083185
0.021495
-0.01984
0.018028
-0.04792
-0.01343
0.080485
0.104449
0.103846
0.074813
0.021028
-0.0735
-0.06115
-0.11307
-0.01777
0.026139
0.097679
0.149511
0.138029
0.09956
0.075834

0.244844
0.189043
0.155243
0.173281
0.206777
0.223385
0.238748
0.206978
0.222901
0.212553
0.165435
0.234525
0.233434
0.196079
0.209991
0.2618
0.241819
0.204624
0.264401
0.305888
0.279243
0.261277
0.267773
0.2922
0.311028
0.317881
0.325807
0.250278
0.219766
0.287848
0.243465
0.297307
0.357467
0.293247
0.334774
0.275005
0.275695
0.177909
0.14831
0.142119
0.140109
0.131526
0.161539
0.187616
0.158523
0.164991
0.1682

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

44.51
44.95
43.15
41.2
42.5
40.49
40.28
41.92
41.37
42.08
42.77
43.9
43.14
41.49
41.14
42.61
41.87
41.31
41.08
41.1
39.82
40.24
39.43
39.75
41.63
41.22
41.22
40.34
40.03
39.08
40.16
39.18
39.17
39.93
40.11
39.38
41.28
41.08
41.06
41.72
42.72
43.46
43.6
42.94
43.06
43.49
44.64

-0.05081
0.009837
-0.04087
-0.04624
0.031066
-0.04845
-0.0052
0.039908
-0.01321
0.017017
0.016264
0.026077
-0.01746
-0.039
-0.00847
0.035108
-0.01752
-0.01346
-0.00558
0.000487
-0.03164
0.010492
-0.02033
0.008083
0.046211
-0.0099
0
-0.02158
-0.00771
-0.02402
0.027261
-0.02471
-0.00026
0.019217
0.004498
-0.01837
0.04712
-0.00486
-0.00049
0.015946
0.023687
0.017174
0.003216
-0.01525
0.002791
0.009937
0.026099

0.002925
-0.03584
-0.06047
-0.11497
-0.09702
-0.09466
-0.1097
-0.02892
0.004118
-0.00993
0.054782
0.086059
0.028688
0.002896
-0.02259
-0.00375
-0.04734
-0.04335
-0.00993
-0.00097
-0.06772
-0.03971
-0.04658
-0.03291
0.012813
0.034554
0.024062
0.022817
0.007019
-0.06321
-0.02605
-0.05076
-0.02943
-0.0025
0.026015
-0.01961
0.052212
0.04761
0.027906
0.039355
0.081409
0.051463
0.059536
0.044769
0.031614
0.017864
0.026789

0.070985
0.068596
0.076553
0.06986
0.053153
0.024248
-0.02767
-0.03285
-0.03047
-0.06062
0.004217
0.037364
0.069341
0.033577
0.029853
0.018236
-0.03612
-0.07168
-0.12586
-0.10915
-0.14904
-0.15166
-0.12119
-0.12294
-0.03586
0.000485
-0.03058
-0.00371
-0.00623
-0.07015
-0.02968
-0.07141
-0.08793
-0.09479
-0.07282
-0.05219
0.003397
-0.03657
-0.01954
0.009876
0.039146
0.055833
0.090688
0.064942
0.088068
0.089921
0.069809

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

44.92
45.68
45.17
44.98
44.78
44.94
45.31
45.47
45.9
46.32
46.21
47.43
46.76
46.63
46.18
46.32
47.26
46.95
47.13
49.17
49.34
49.32
50.47
49.73
51.96
51.8
52.1
52.29
51.83
51.44
51.51
49.73
49.31
49.53
48.75
48.39
48.83
50.12
49.58

0.006253
0.016777
-0.01123
-0.00422
-0.00446
0.003567
0.008199
0.003525
0.009412
0.009109
-0.00238
0.026059
-0.01423
-0.00278
-0.0097
0.003027
0.02009
-0.00658
0.003827
0.042374
0.003451
-0.00041
0.023049
-0.01477
0.043866
-0.00308
0.005775
0.00364
-0.00884
-0.00755
0.00136
-0.03517
-0.00848
0.004452
-0.01587
-0.00741
0.009052
0.026075
-0.01083

0.029826
0.061857
0.047839
0.033687
0.003131
0.000445
-0.00813
0.00662
0.020247
0.033812
0.027868
0.045727
0.027975
0.015779
-0.00303
0.002378
-0.00359
0.004055
0.010666
0.062737
0.063161
0.042665
0.072296
0.053699
0.055191
0.048655
0.054835
0.035426
0.041361
-0.01006
-0.00561
-0.04656
-0.05868
-0.04539
-0.05371
-0.06248
-0.01826
0.016293
0.001009

0.08596
0.102737
0.11309
0.116589
0.136151
0.112457
0.145361
0.149142
0.139337
0.143948
0.159938
0.138877
0.129507
0.12721
0.101566
0.080907
0.083823
0.074026
0.093106
0.132689
0.126204
0.099699
0.116496
0.084948
0.140041
0.141172
0.151403
0.151477
0.134441
0.123363
0.115311
0.071035
0.064931
0.043324
0.041677
0.037049
0.055798
0.078846
0.047923

Average
0.005449 0.026462 0.123547
Standard Deviation
0.023605 0.052924 0.114416
Sharpe Ratio0.213885 0.463663 1.007002

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
40.56
41.6
41.14
40.91
40.84
40.99
40.61
40.7
40.49
40.76
40.74
41.37
42.73
42.52
44.63
46.86
46.07
46.96
46.65
46.79
45.78
45.57
45.59
47.46
48.31
48.98
49.38
48.87
48.11
47.5
48.1
47.11
47.64
47.96
48.79
48.44
50.46
49.33
49.71
51.4
49.45
49.77
49.73
50.62
50.88

0.025318
-0.01112
-0.00561
-0.00171
0.003666
-0.00931
0.002214
-0.00517
0.006646
-0.00049
0.015346
0.032345
-0.00493
0.048432
0.048758
-0.017
0.019134
-0.00662
0.002997
-0.02182
-0.0046
0.000439
0.040199
0.017751
0.013773
0.008133
-0.01038
-0.01567
-0.01276
0.012552
-0.0208
0.011187
0.006695
0.017158
-0.0072
0.040855
-0.02265
0.007674
0.033432
-0.03868
0.00645
-0.0008
0.017738
0.005123

0.010546
-0.02409
-0.01075
-0.01032
-0.00196
-0.00612
0.018542
0.048673
0.04892
0.090705
0.139954
0.107606
0.094395
0.092698
0.047263
-0.02332
-0.01091
-0.02961
0.017214
0.031969
0.067565
0.080296
0.069475
0.013603
-0.01691
-0.01813
-0.04706
-0.02549
-0.00312
0.026796
0.007044
0.068696
0.03486
0.035839
0.052113
0.020636
-0.01377
0.008076
0.018141
-0.01017

0.116906
0.131787
0.160658
0.180038
0.189883
0.175836
0.169476
0.154502
0.172227
0.144784
0.156462
0.147811
0.132624
0.130351
0.122775
0.051368
0.076044
0.090342
0.058289
0.061743
0.082761
0.105097
0.109782

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

51.99
52.01
51.15
51.27
51.49
50.92
50.54
50.6
51.09
50.23
48.68
49.75
48.66
48.54
48.65
49.56
52.03
52.47
55.09
56.04
55.61
56.95
56.55
56.97
56.54
56.72
58.51
56.25
55.87
56.58
56.8
58.65
57.84
57.15
58.34
58.91
58.2
55.37
53.84
52.85
54.15
54.65
54.32
54.43
53.5
56.04
54.21

0.021581
0.000385
-0.01667
0.002343
0.004282
-0.01113
-0.00749
0.001186
0.009637
-0.01698
-0.03134
0.021742
-0.02215
-0.00247
0.002264
0.018532
0.048636
0.008421
0.048727
0.017098
-0.0077
0.023811
-0.00705
0.0074
-0.00758
0.003179
0.031071
-0.03939
-0.00678
0.012628
0.003881
0.032051
-0.01391
-0.012
0.020609
0.009723
-0.01213
-0.04985
-0.02802
-0.01856
0.0243
0.009191
-0.00606
0.002023
-0.01723
0.046384
-0.0332

0.050089
0.044024
0.028154
0.012759
0.011918
-0.0208
-0.02867
-0.01081
-0.00352
-0.02478
-0.04499
-0.01575
-0.03909
-0.0512
-0.03196
0.017916
0.04481
0.075384
0.12658
0.141414
0.115179
0.090353
0.074884
0.033557
0.008883
0.019764
0.027024
-0.00532
-0.0195
0.000707
0.001409
0.00239
0.027875
0.022652
0.030632
0.036475
-0.0077
-0.04364
-0.05966
-0.09883
-0.08425
-0.06294
-0.01915
0.010899
0.012224
0.034308
-0.00808

0.091164
0.073797
0.04335
0.03756
0.052224
0.056766
0.062035
0.050669
0.081103
0.05294
0.014901
0.019485
0.004531
-0.03879
-0.01388
-0.00302
0.012182
0.05928
0.101556
0.119457
0.094016
0.112704
0.084074
0.091089
0.100186
0.101021
0.12781
0.09955
0.100262
0.111704
0.105948
0.154975
0.172412
0.138669
0.181431
0.193623
0.179234
0.110854
0.034196
0.007216
-0.01721
-0.02512
-0.02347
-0.04526
-0.05544
-0.01646
-0.04208

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

51.7
52.91
53.17
51.35
51.84
49.78
49.75
51.11
50.27
50.38
51.37
51.32
50.53
49.95
49.59
50.21
49.63
48.96
49.48
48.95
48.35
48.52
47.25
47.01
48.43
49.52
49.27
49.01
48.28
47.7
48.13
47.67
47.16
48.05
48.16
47.58
48.97
49.3
51.13
50.39
50.97
51.48
51
51.27
51.21
50.81
51.14

-0.04741
0.023135
0.004902
-0.03483
0.009497
-0.04055
-0.0006
0.02697
-0.01657
0.002186
0.01946
-0.00097
-0.01551
-0.01154
-0.00723
0.012425
-0.01162
-0.01359
0.010565
-0.01077
-0.01233
0.00351
-0.02652
-0.00509
0.029759
0.022257
-0.00506
-0.00529
-0.01501
-0.01209
0.008974
-0.0096
-0.01076
0.018696
0.002287
-0.01212
0.028795
0.006716
0.036447
-0.01458
0.011444
0.009956
-0.00937
0.00528
-0.00117
-0.00784
0.006474

-0.04943
-0.02832
-0.00619
-0.0874
-0.0447
-0.03784
-0.06158
-0.03951
-0.02126
-0.02857
0.031441
0.03107
-0.01141
-0.00639
-0.01581
-0.02284
-0.03349
-0.03156
-0.00945
-0.01299
-0.03775
-0.02262
-0.03555
-0.05121
-0.01068
0.02391
0.015339
0.036572
0.026657
-0.01519
-0.02847
-0.03301
-0.03848
-0.00478
0.009597
-0.01149
0.026906
0.044378
0.062129
0.045264
0.068825
0.049986
0.033902
0.002734
0.016142
-0.00314
-0.00663

-0.09267
-0.10061
-0.05631
-0.08436
-0.08749
-0.13192
-0.16458
-0.1237
-0.12827
-0.14669
-0.13696
-0.1258
-0.09147
-0.07499
-0.06367
-0.07554
-0.09635
-0.10389
-0.09535
-0.08888
-0.1476
-0.11089
-0.09001
-0.11823
-0.09337
-0.03629
-0.05085
-0.01559
-0.02999
-0.06905
-0.0435
-0.05529
-0.08551
-0.06584
-0.04804
-0.04861
-0.01258
-0.01829
0.029776
0.028789
0.029669
0.050394
0.053359
0.05513
0.080482
0.077733
0.054448

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

51.52
52.61
52.24
52.55
52.22
52.2
53.45
52.74
52.72
52.71
52.98
53.63
53.62
53.21
52.83
52.69
53.21
53.64
53.41
56.01
56.28
55.97
56.94
56.99
57.45
57.49
56.52
57.46
57.23
57.11
57
56.73
56.19
55.16
55.89
55.99
57.45
58.49
59.17

0.007403
0.020936
-0.00706
0.005917
-0.0063
-0.00038
0.023664
-0.01337
-0.00038
-0.00019
0.005109
0.012194
-0.00019
-0.00768
-0.00717
-0.00265
0.009821
0.008049
-0.0043
0.047532
0.004809
-0.00552
0.017182
0.000878
0.008039
0.000696
-0.01702
0.016494
-0.00401
-0.0021
-0.00193
-0.00475
-0.00956
-0.0185
0.013147
0.001788
0.025742
0.017941
0.011559

0.010144
0.0258
0.019914
0.033672
0.020899
0.013112
0.01584
0.009526
0.00323
0.00934
0.014832
0.003362
0.016548
0.009251
0.002274
-0.00549
-0.00786
0.000373
0.003752
0.058451
0.065914
0.050569
0.059703
0.064878
0.025385
0.021272
0.009779
0.009091
0.004202
-0.00594
-0.00856
0.003709
-0.02235
-0.03684
-0.02159
-0.01788
0.012612
0.040117
0.070177

0.039593
0.065591
0.063824
0.084748
0.090534
0.081177
0.114444
0.111828
0.092753
0.090276
0.107502
0.090901
0.083998
0.039875
0.047286
0.033188
0.033053
0.050469
0.040892
0.089595
0.102246
0.090249
0.100028
0.07997
0.095067
0.089846
0.079129
0.096007
0.068332
0.079605
0.078056
0.073498
0.058824
0.028129
0.041463
0.050927
0.083836
0.10443
0.106168

Average
0.002134 0.00971 0.038993
Standard Deviation
0.018479 0.041256 0.086368
Sharpe Ratio0.093812 0.18875 0.355024

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
10.09
10.01
10.09
10.08
10.19
10.17
10.03
10.25
10.18
10.25
10.52
10.69
10.89
10.73
11.24
11.54
11.65
11.7
11.53
11.56
11.51
11.17
11.33
11.34
11.5
11.42
11.91
11.8
11.56
12.02
11.92
11.71
11.99
11.98
11.88
11.81
11.78
11.43
11.2
11.09
11.44
11.49
11.64
11.41
11.94

-0.00796
0.00796
-0.00099
0.010854
-0.00196
-0.01386
0.021697
-0.00685
0.006853
0.026001
0.016031
0.018536
-0.0148
0.046435
0.02634
0.009487
0.004283
-0.01464
0.002599
-0.00433
-0.02998
0.014222
0.000882
0.014011
-0.00698
0.042012
-0.00928
-0.02055
0.039021
-0.00835
-0.01777
0.02363
-0.00083
-0.00838
-0.00591
-0.00254
-0.03016
-0.02033
-0.00987
0.031072
0.004361
0.01297
-0.01996
0.045404

0.007897
0.001996
0.015733
0.009872
0.005871
0.033836
0.063728
0.060567
0.052619
0.092201
0.092541
0.085997
0.071744
0.071909
0.028072
-0.0026
-0.04207
-0.03213
-0.01662
-0.0052
-0.00785
0.064147
0.040645
0.019215
0.044225
0.042851
-0.01694
0.015973
0.035688
-0.01172
-0.00927
0.00596
-0.04783
-0.06732
-0.06881
-0.03183
-0.02493
0.018206
0.018576
0.07385

0.115909
0.124752
0.130802
0.124813
0.155972
0.148657
0.14197
0.159294
0.157793
0.133165
0.130795
0.11393
0.087011
0.095903
0.046924
-0.00958
-0.03939
-0.05355
-0.00784
-0.00607
0.011231
0.021259
0.05244

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

12.34
12.16
12.02
11.96
11.97
11.94
11.9
12.6
12.12
11.58
11.53
11.65
11.49
11.38
11.84
11.93
12.39
12.17
12.31
12.27
12.49
12.62
12.48
12.47
12.57
12.61
12.39
12.12
13.08
12.96
13.28
13.4
13.27
13.92
14.12
14.25
13.37
12.71
12.77
12.55
13.52
14.42
15.34
16.12
16.05
16.2
15.33

0.032952
-0.01469
-0.01158
-0.005
0.000836
-0.00251
-0.00336
0.057158
-0.03884
-0.04558
-0.00433
0.010354
-0.01383
-0.00962
0.039626
0.007573
0.037833
-0.01792
0.011438
-0.00325
0.017771
0.010355
-0.01116
-0.0008
0.007987
0.003177
-0.0176
-0.02203
0.076227
-0.00922
0.024391
0.008996
-0.00975
0.047821
0.014266
0.009165
-0.06374
-0.05062
0.00471
-0.01738
0.074449
0.064446
0.061848
0.049597
-0.00435
0.009302
-0.0552

0.07573
0.056675
0.032124
0.047078
0.002509
-0.03295
-0.02161
0.047125
0.013289
-0.03312
-0.03494
-0.02123
-0.09222
-0.063
0.022204
0.034104
0.061584
0.057497
0.078555
0.035674
0.045872
0.018393
0.025153
0.012914
0.024156
0.009562
-0.01839
-0.02927
0.047759
0.030555
0.051769
0.078365
0.090649
0.062242
0.085725
0.070498
-0.00224
-0.04312
-0.08623
-0.11787
-0.05259
0.075603
0.188075
0.232962
0.245988
0.180841
0.061196

0.08451
0.055805
0.051206
0.004189
0.014304
0.032343
-0.01003
0.055479
0.034414
-0.03479
-0.03829
-0.01955
-0.02747
-0.03455
0.035242
0.063142
0.110846
0.061858
0.068935
0.05271
0.090438
0.055389
0.011281
0.025174
0.044741
0.052922
0.034486
0.014963
0.094546
0.028171
0.091402
0.145975
0.140554
0.17802
0.206115
0.224899
0.12153
0.063333
0.030209
0.030747
0.093758
0.161459
0.205535
0.244778
0.251581
0.261685
0.198499

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

16.08
16.36
16.98
16.12
15.59
15.49
15.16
16.02
15.82
15.39
15.87
15.83
15.52
15.32
14.81
15.18
15.16
15.01
14.89
15.03
14.38
14.37
13.89
13.84
14.6
14.84
14.93
14.72
14.68
14
14.04
13.94
13.85
13.98
13.92
13.69
14.34
14.6
14.52
14.39
14.6
14.47
14.73
14.62
14.75
14.56
14.48

0.047765
0.017263
0.037197
-0.05198
-0.03343
-0.00644
-0.02153
0.055178
-0.01256
-0.02756
0.030713
-0.00252
-0.01978
-0.01297
-0.03386
0.024676
-0.00132
-0.00994
-0.00803
0.009358
-0.04421
-0.0007
-0.03397
-0.00361
0.053459
0.016305
0.006046
-0.01417
-0.00272
-0.04743
0.002853
-0.00715
-0.00648
0.009343
-0.0043
-0.01666
0.046387
0.017969
-0.00549
-0.00899
0.014488
-0.00894
0.017809
-0.0075
0.008853
-0.01297
-0.00551

0.047112
0.014779
0.056327
-0.00495
0.016818
-0.03738
-0.07618
-0.0582
-0.01879
-0.01291
0.024236
0.043246
-0.03171
-0.03212
-0.03842
-0.04445
-0.04325
-0.03341
-0.02847
0.014746
-0.05414
-0.05352
-0.07755
-0.07313
-0.02903
0.031488
0.03823
0.058038
0.058923
-0.04196
-0.05542
-0.06861
-0.06092
-0.04886
-0.00573
-0.02524
0.02829
0.052736
0.037899
0.033207
0.064356
0.009025
0.008865
0.006863
0.02471
-0.00274
0.000691

0.243086
0.27795
0.337179
0.208976
0.184762
0.153936
0.123406
0.188332
0.127948
0.086126
0.107674
0.168893
0.19974
0.18206
0.165582
0.115809
0.050044
-0.02175
-0.07937
-0.06566
-0.11917
-0.06467
-0.14641
-0.16728
-0.15101
-0.08273
-0.04326
-0.05099
-0.03217
-0.13478
-0.11936
-0.09896
-0.13615
-0.12428
-0.1088
-0.11249
-0.03225
-0.03896
-0.04313
-0.04218
-0.01967
-0.03797
0.024048
0.017248
0.060074
0.050715
-0.00825

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

14.78
15.13
14.91
14.99
15
14.95
14.97
14.77
14.26
13.87
14
14.15
14.24
14.03
14
13.79
13.97
13.84
13.55
13.63
14.1
14.24
14.29
15.29
16.29
17.29
16.38
17.04
18.04
19.04
19.03
18.61
19.57
20.57
19.61
18.81
18.56
18.83
19.19

0.020507
0.023405
-0.01465
0.005351
0.000667
-0.00334
0.001337
-0.01345
-0.03514
-0.02773
0.009329
0.010657
0.00634
-0.01486
-0.00214
-0.01511
0.012968
-0.00935
-0.02118
0.005887
0.033902
0.00988
0.003505
0.067639
0.063352
0.059577
-0.05407
0.039502
0.057028
0.053951
-0.00053
-0.02232
0.050299
0.049836
-0.04779
-0.04165
-0.01338
0.014443
0.018938

0.003389
0.034289
0.010789
0.029105
0.035282
0.011436
-0.01063
-0.00943
-0.04992
-0.07832
-0.06565
-0.05633
-0.03654
-0.01626
0.009329
-0.01511
-0.0128
-0.02849
-0.03481
-0.02678
0.022231
0.019143
0.031997
0.120812
0.178278
0.203954
0.140006
0.176004
0.165392
0.155991
0.095888
0.127638
0.138434
0.131242
0.029498
-0.01163
-0.00269
-0.03855
-0.06944

-0.00405
0.013307
0.012825
0.020897
0.068993
0.062801
0.071286
0.064313
0.019831
-0.0036
0.022392
-0.01334
-0.02497
-0.03433
-0.02748
-0.05708
-0.03517
-0.06232
-0.076
-0.07897
-0.0321
-0.01671
-0.03371
0.010519
0.088519
0.142745
0.088011
0.130852
0.186543
0.253944
0.288558
0.293971
0.33494
0.374119
0.319985
0.293191
0.281951
0.311508
0.317477

Average 0.003632 0.018281 0.064514

Standard Deviation
0.027312 0.063859 0.115979
Sharpe Ratio
0.118334 0.256158 0.484436

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
40.84
40.72
40.75
40.26
40.18
39.89
40.01
39.95
40
40
39.51
39.97
40.01
40.08
40.69
41.76
41.6
42
42
41.82
41.87
41.38
41.37
41
41.22
41.61
41.75
41.92
42.1
42.04
42.19
42.01
43.31
42.91
43.09
43.15
43.92
43.99
43.79
44.37
44.75
44.76
44.87
45.52
45.71

-0.00294
0.000736
-0.0121
-0.00199
-0.00724
0.003004
-0.0015
0.001251
0
-0.01233
0.011575
0.001
0.001748
0.015105
0.025957
-0.00384
0.009569
0
-0.00429
0.001195
-0.01177
-0.00024
-0.00898
0.005352
0.009417
0.003359
0.004064
0.004285
-0.00143
0.003562
-0.00428
0.030476
-0.00928
0.004186
0.001391
0.017687
0.001593
-0.00456
0.013158
0.008528
0.000223
0.002455
0.014382
0.004165

-0.02354
-0.01759
-0.01983
-0.00648
-0.00449
-0.00957
-0.001
0.001501
0.001998
0.017103
0.055385
0.039971
0.04854
0.046792
0.027392
0.002631
-0.0053
-0.01511
-0.0241
-0.01445
-0.00623
0.008902
0.013207
0.026476
0.019698
0.013843
0.006208
0.032621
0.019057
0.024669
0.022499
0.044462
0.015579
0.020301
0.029273
0.036409
0.018945
0.019807
0.038746
0.029754

0.012894
0.006853
0.011468
0.032982
0.03833
0.049637
0.050918
0.050993
0.053304
0.049028
0.09183
0.070976
0.074162
0.073805
0.076387
0.052023
0.051305
0.054894
0.063422
0.06794
0.0692
0.095354
0.099761

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

45.57
45.61
45.27
41.34
40.95
41.88
41.23
41.42
41.15
41.01
40.7
40.99
41
40.89
41.01
41.93
43.5
43.97
43.78
43.89
44.22
45.07
44.77
45.05
45.19
44.58
43.87
43.73
43.68
43.56
43.77
43.94
43.7
43.14
43.48
43.83
43.54
43.15
43.42
43.41
43.86
43.79
43.98
43.46
43.28
43.52
43.3

-0.00307
0.000877
-0.00748
-0.09081
-0.00948
0.022457
-0.01564
0.004598
-0.00654
-0.00341
-0.00759
0.0071
0.000244
-0.00269
0.00293
0.022186
0.036759
0.010747
-0.00433
0.002509
0.007491
0.01904
-0.00668
0.006235
0.003103
-0.01359
-0.01605
-0.0032
-0.00114
-0.00275
0.004809
0.003876
-0.00548
-0.0129
0.00785
0.008017
-0.00664
-0.009
0.006238
-0.00023
0.010313
-0.0016
0.00433
-0.01189
-0.00415
0.00553
-0.00507

0.018158
0.018812
0.008875
-0.09632
-0.10997
-0.08444
-0.10096
-0.08888
-0.00461
0.001464
-0.02858
-0.00584
-0.01019
-0.00634
0
0.029773
0.059433
0.069936
0.068292
0.067871
0.053176
0.035456
0.018031
0.028596
0.029189
0.008108
-0.02699
-0.0235
-0.03088
-0.03674
-0.01834
0.001594
-0.00069
-0.01244
-0.00184
0.00137
-0.00915
-0.01267
0.00647
-0.00161
0.000684
0.005725
0.019053
0.000921
-0.003
-0.00778
-0.01125

0.105678
0.101203
0.084304
-0.00987
-0.02341
-0.00524
-0.01946
-0.01842
-0.02068
-0.05457
-0.05288
-0.04996
-0.05111
-0.07148
-0.07015
-0.0434
-0.0198
-0.01758
-0.02214
-0.02208
-0.02897
-0.0141
-0.01771
-0.01235
-0.00177
0.075455
0.068879
0.043226
0.057724
0.050375
0.061725
0.069009
0.07112
0.051123
0.058729
0.069433
0.059864
0.028681
-0.00184
-0.01282
0.001826
-0.00228
-0.00544
-0.03638
-0.03385
-0.03455
-0.04272

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

43.52
43.91
44.13
43.82
43.22
43.05
43.25
43.68
43.93
43.45
43.84
43.8
45.45
45.09
44.89
44.17
43.99
43.5
43.07
43.75
43.75
43.62
43.57
43.75
44.44
44.7
44.96
44.47
44.5
44.47
44.33
44.2
44.44
44.95
44.62
45
44.77
44.49
44.7
44
44.48
44.35
44.4
44.25
44.61
44.53
44.57

0.005068
0.008921
0.004998
-0.00705
-0.01379
-0.00394
0.004635
0.009893
0.005707
-0.01099
0.008936
-0.00091
0.036979
-0.00795
-0.00445
-0.01617
-0.00408
-0.0112
-0.00993
0.015665
0
-0.00298
-0.00115
0.004123
0.015648
0.005834
0.0058
-0.01096
0.000674
-0.00067
-0.00315
-0.00294
0.005415
0.011411
-0.00737
0.00848
-0.00512
-0.00627
0.004709
-0.01578
0.01085
-0.00293
0.001127
-0.00338
0.008103
-0.00179
0.000898

-0.01051
0.010301
0.019449
0.00687
-0.00185
-0.01086
-0.01514
-0.01025
0.002507
0.005308
0.018184
0.012637
0.039722
0.026063
0.032604
0.007499
0.004329
-0.04385
-0.04583
-0.02572
-0.00955
-0.00845
0.001608
0.015665
0.015648
0.021482
0.030257
0.020446
0.016998
0.000675
-0.00831
-0.01705
-0.00067
0.010062
0.003367
0.015001
0.012813
0.001124
-0.00558
-0.01399
-0.01162
-0.00943
-0.00202
-0.01012
0.013768
0.001123
0.004948

-0.02406
0.000911
0.009105
0.0032
-0.00784
-0.01659
-0.01583
-0.00046
0.018147
-0.00069
0.000228
0.005954
0.05193
0.03774
0.033525
0.007043
0.004557
-0.01097
-0.00901
0.010801
0.005271
0.007363
0.001148
-0.00365
0.007
0.019883
0.03947
0.032453
0.028492
0.017924
0.009064
0.017114
0.013593
0.025917
-0.01843
-0.002
-0.00268
0.007219
0.016011
0.011429
0.032213
0.013621
0.014748
0.01434
0.023589
0.017672
0.002921

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

44.89
45
45.01
44.99
44.8
44.69
44.66
44.75
44.68
44.61
44.91
46.16
46.37
45.9
45.69
45.69
45.67
45.5
45.28
46.65
46.71
46.69
46.88
46.97
47.29
46.54
46.65
46.77
47.46
48.49
47.87
48.02
47.69
47.57
47.5
48.22
48.1
48
48.05

0.007154
0.002447
0.000222
-0.00044
-0.00423
-0.00246
-0.00067
0.002013
-0.00157
-0.00157
0.006702
0.027453
0.004539
-0.01019
-0.00459
0
-0.00044
-0.00373
-0.00485
0.029807
0.001285
-0.00043
0.004061
0.001918
0.00679
-0.01599
0.002361
0.002569
0.014645
0.02147
-0.01287
0.003129
-0.0069
-0.00252
-0.00147
0.015044
-0.00249
-0.00208
0.001041

0.010976
0.016807
0.008927
0.010277
0.005147
-0.00447
-0.00758
-0.00579
-0.00691
-0.00425
0.004911
0.033035
0.035561
0.026939
0.023921
0.017219
-0.01067
-0.01894
-0.0136
0.020793
0.022079
0.022088
0.029879
0.036644
0.013626
-0.00365
-0.00086
-0.00235
0.010378
0.025059
0.028177
0.028945
0.01948
0.002315
-0.02063
0.007285
0.001665
0.006479
0.01004

0.004242
0.000889
0.01207
0.010951
0.007393
0.008088
0.010353
0.006951
-0.00602
-0.00022
-0.002
0.030575
0.041388
0.026492
0.03769
0.02684
0.029329
0.024473
0.02301
0.044715
0.047795
0.046469
0.043376
0.042847
0.049414
0.033872
0.040465
0.045492
0.060809
0.080266
0.068963
0.07366
0.060061
0.030089
0.024077
0.049309
0.051403
0.049322
0.050801

Average
0.000919 0.004859 0.020986
Standard Deviation
0.011804 0.027016 0.036315
Sharpe Ratio 0.04393 0.108686 0.348517

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
23.84
23.85
23.46
23.2
23.01
22.66
22.78
22.83
22.96
22.87
22.95
23.22
23.28
22.66
22.5
22.53
22.18
22.19
21.35
21.81
21.42
21.94
21.95
22.48
22.25
22.41
22.48
22.34
22.13
22.65
22.5
22.7
23.47
23.98
23.93
23.69
23.97
24
23.84
23.74
23.59
23.34
23.89
24.24
25.45

0.000419
-0.01649
-0.01114
-0.00822
-0.01533
0.005282
0.002193
0.005678
-0.00393
0.003492
0.011696
0.002581
-0.02699
-0.00709
0.001332
-0.01566
0.000451
-0.03859
0.021317
-0.01804
0.023986
0.000456
0.023859
-0.01028
0.007165
0.003119
-0.00625
-0.00944
0.023226
-0.00664
0.00885
0.033358
0.021497
-0.00209
-0.01008
0.01175
0.001251
-0.00669
-0.0042
-0.00634
-0.01065
0.023291
0.014544
0.048712

-0.05076
-0.0459
-0.02722
-0.0104
-0.0061
0.012717
0.019131
0.019519
-0.01315
-0.01631
-0.01847
-0.04582
-0.04795
-0.05955
-0.03115
-0.05052
-0.01088
-0.01087
0.051574
0.019973
0.045182
0.024315
0.017612
-0.01569
0.017818
0.004008
0.009739
0.049344
0.080286
0.054973
0.051538
0.054438
0.022331
-0.00586
-0.00797
-0.00423
-0.02663
-0.00459
0.016639
0.069554

-0.0826
-0.05916
-0.05295
-0.03464
-0.0233
-0.01422
-0.02895
-0.00792
-0.02024
-0.00746
0.022405
0.032206
0.027538
0.044452
0.063288
0.063206
0.072174
0.06752
0.099771
0.0678
0.109135
0.099693
0.147949

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

25.57
25.05
24.86
25.23
25.61
24.51
24.9
24.61
24.38
23.61
22.66
23.06
22.95
22.68
23.17
23.22
23.56
23.31
23.72
23.63
23.55
23.43
23.04
23.16
22.84
23.38
23.05
22.85
22.39
22.57
23.11
23.38
23.69
22.68
22.95
22.9
22.55
22.5
22.63
23.25
24.4
25.3
25.43
25.49
25.61
26.89
26.14

0.004704
-0.02055
-0.00761
0.014774
0.014949
-0.0439
0.015787
-0.01171
-0.00939
-0.03209
-0.04107
0.017498
-0.00478
-0.01183
0.021375
0.002156
0.014536
-0.01067
0.017436
-0.0038
-0.00339
-0.00511
-0.01679
0.005195
-0.01391
0.023368
-0.01422
-0.00871
-0.02034
0.008007
0.023644
0.011616
0.013172
-0.04357
0.011834
-0.00218
-0.0154
-0.00222
0.005761
0.027029
0.048278
0.036221
0.005125
0.002357
0.004697
0.048772
-0.02829

0.080597
0.070705
0.0398
0.04003
0.006267
-0.04234
-0.00601
-0.01011
-0.03427
-0.08131
-0.07848
-0.07677
-0.06983
-0.07228
-0.01881
0.024413
0.021451
0.015565
0.044835
0.019659
0.014112
-0.00553
-0.01165
-0.02389
-0.034
-0.00724
-0.01635
-0.00828
-0.03381
-0.01189
-0.01162
0.014215
0.036102
0.012869
0.016696
-0.00913
-0.03615
-0.05154
-0.00221
0.012987
0.063446
0.115069
0.122414
0.11901
0.096678
0.097171
0.032662

0.128794
0.118532
0.103753
0.115408
0.136604
0.102147
0.094708
0.089638
0.071398
0.005947
-0.05662
-0.03703
-0.03174
-0.05532
-0.0352
-0.02635
-0.00761
-0.01194
0.01615
-0.01094
-0.02888
-0.0827
-0.10419
-0.07845
-0.08475
-0.07615
-0.10532
-0.07013
-0.10625
-0.08653
-0.0535
-0.00979
0.044452
-0.01662
0
0.009653
-0.02712
-0.0315
-0.04027
-0.00258
0.028265
0.068287
0.076804
0.084269
0.105751
0.149328
0.134953

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

25.06
25.11
25.24
24.48
24.22
23.63
23.51
24.68
24.63
23.74
24.14
24.86
24.79
24.31
24.15
24.44
24.93
24.55
24.48
24.34
24.23
24.36
24.06
23.91
24.53
24.47
24.41
24.41
24.27
24.13
24.66
24.28
24.19
24.52
24.56
24.67
25.23
25.06
25.05
25.26
25.45
25.41
25.33
25.11
25.09
25
24.95

-0.04219
0.001993
0.005164
-0.03057
-0.01068
-0.02466
-0.00509
0.048567
-0.00203
-0.0368
0.016709
0.02939
-0.00282
-0.01955
-0.0066
0.011937
0.019851
-0.01536
-0.00286
-0.00574
-0.00453
0.005351
-0.01239
-0.00625
0.0256
-0.00245
-0.00245
0
-0.00575
-0.00579
0.021727
-0.01553
-0.00371
0.01355
0.00163
0.004469
0.022446
-0.00676
-0.0004
0.008348
0.007494
-0.00157
-0.00315
-0.00872
-0.0008
-0.00359
-0.002

-0.01466
-0.01502
-0.01455
-0.0939
-0.07629
-0.05876
-0.06584
-0.02244
0.006109
-0.02002
0.021353
0.055834
0.004447
-0.01308
0.017123
0.012351
0.002812
-0.00973
0.006969
0.007837
-0.00863
-0.02313
-0.02016
-0.02356
0.007776
0.009856
0.00205
0.014442
0.014944
-0.01644
0.007735
-0.00534
-0.00905
0.010248
0.017663
0.000405
0.038381
0.035334
0.021385
0.028103
0.031128
0.007109
0.010717
0.002392
-0.00675
-0.01784
-0.01827

0.069392
0.0856
0.099479
0.089242
0.070557
0.022252
0.005545
0.04094
0.082482
0.033843
0.052733
0.097525
0.096925
0.071611
0.037979
0.001638
-0.01473
-0.03522
-0.04043
-0.05086
-0.10416
-0.07052
-0.04072
-0.04897
-0.02853
-0.00041
0.007814
0.032476
0.031815
-0.02254
0.001217
0.022492
0.002069
-0.01377
-0.00932
0.0147
0.043749
0.025052
0.004802
0.02851
0.038859
0.043022
0.044398
0.030324
0.041919
0.044579
0.016977

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

24.9
25.09
24.93
24.88
24.71
24.63
24.69
24.53
24.47
24.41
24.66
24.72
24.66
24.28
24.06
23.76
24.02
24.06
23.76
23.96
23.53
23.39
23.79
23.96
24.03
23.62
23.43
23.47
23.63
23.56
23.46
23.29
23.14
23.15
23.03
22.82
22.94
23
23.16

-0.00201
0.007602
-0.0064
-0.00201
-0.00686
-0.00324
0.002433
-0.0065
-0.00245
-0.00245
0.01019
0.00243
-0.00243
-0.01553
-0.0091
-0.01255
0.010883
0.001664
-0.01255
0.008382
-0.01811
-0.00597
0.016957
0.00712
0.002917
-0.01721
-0.00808
0.001706
0.006794
-0.00297
-0.00425
-0.00727
-0.00646
0.000432
-0.0052
-0.00916
0.005245
0.002612
0.006932

-0.01712
-0.0008
-0.0064
-0.00481
-0.00967
-0.0109
-0.01607
-0.01618
-0.01662
-0.01222
0.001217
0.001214
0.005286
-0.00779
-0.01444
-0.03718
-0.02873
-0.02463
-0.02165
-0.00416
-0.00973
-0.02658
-0.01129
0.008382
0.002917
0.003818
0.001709
-0.01354
-0.01387
-0.01975
-0.0068
-0.00599
-0.01416
-0.02052
-0.02275
-0.02766
-0.01514
-0.00607
0.000432

0.01742
0.027476
0.021079
0.024823
0.023752
-0.00122
0.016745
0.013958
-0.00204
-0.00613
-0.00041
-0.02042
-0.01609
-0.03122
-0.04867
-0.06871
-0.05626
-0.05144
-0.05526
-0.04608
-0.0606
-0.06457
-0.0456
-0.04608
-0.03677
-0.05197
-0.05319
-0.04824
-0.04388
-0.04035
-0.04215
-0.04697
-0.06362
-0.06562
-0.06838
-0.06202
-0.04767
-0.03251
-0.03646

Average
-0.00016
-0.0006 0.00468
Standard Deviation
0.016282 0.036005 0.059679
Sharpe Ratio -0.03461 -0.06999 -0.06116

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
22.71
22.71
22.8
22.71
22.75
22.67
22.32
22.3
22.5
22.7
22.66
23.79
24.86
24.71
25.07
25.41
26.23
26.01
25.57
26.41
26.64
26.72
27.69
29.07
30.52
30.91
32.45
34.07
35.77
37.55
35.68
33.9
35.59
37.36
39.22
40.57
40.89
39.77
39.3
39.39
38.47
38.49
38.11
38.43
39.07

0
0.003955
-0.00396
0.00176
-0.00352
-0.01556
-0.0009
0.008929
0.00885
-0.00176
0.048664
0.043995
-0.00605
0.014464
0.013471
0.031761
-0.00842
-0.01706
0.032323
0.008671
0.002999
0.035659
0.048635
0.048675
0.012698
0.048621
0.048717
0.048692
0.048564
-0.05108
-0.05118
0.04865
0.048536
0.048586
0.033842
0.007857
-0.02777
-0.01189
0.002287
-0.02363
0.00052
-0.00992
0.008362
0.016517

-0.00176
-0.01732
-0.02217
-0.00929
-0.0022
-0.00044
0.063782
0.108673
0.093693
0.099307
0.114542
0.097638
0.045221
0.034212
0.052071
0.047271
0.018509
0.06259
0.128287
0.144639
0.148666
0.194288
0.207346
0.207403
0.207291
0.143511
0.043715
0.043647
0.043491
0.043513
0.128439
0.187471
0.111048
0.050624
0.004325
-0.05315
-0.06049
-0.04264
-0.02239
-0.00816

0.198266
0.246901
0.291622
0.308274
0.355135
0.407375
0.471626
0.521087
0.461075
0.40105
0.451463
0.451335
0.455927
0.495821
0.489214
0.44797
0.404321
0.415031
0.408459
0.376656
0.358063
0.363426
0.344284

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

39.93
41.92
43.91
42.3
42.34
41.66
42.78
42.41
42.36
41.76
40.6
41.8
43.48
43.99
46.18
48.36
50.58
48.63
47.09
46.51
44.68
46.91
47.84
48.6
50.07
49.46
48.06
45.67
43.45
43.5
44.07
44.84
47.08
49.43
51.79
52.43
50.93
53.28
55.6
57.84
60.7
63.73
66.91
70.13
73.63
77.31
73.45

0.021773
0.048635
0.046379
-0.03735
0.000945
-0.01619
0.026529
-0.00869
-0.00118
-0.01427
-0.02817
0.029128
0.039405
0.011661
0.048584
0.046126
0.044883
-0.03932
-0.03218
-0.01239
-0.04014
0.048705
0.019631
0.015761
0.029798
-0.01226
-0.02871
-0.05101
-0.04983
0.00115
0.013018
0.017321
0.048748
0.048709
0.04664
0.012282
-0.02903
0.045109
0.042622
0.039497
0.048263
0.048712
0.048693
0.047002
0.048702
0.048771
-0.05122

0.037249
0.085365
0.141665
0.095949
0.080377
0.042414
0.020308
-0.03476
0.001417
-0.01379
-0.02577
-0.02317
0.024917
0.037758
0.100608
0.174905
0.19066
0.11194
0.068098
0.007121
-0.07915
-0.07533
-0.01638
0.031563
0.073755
0.101638
0.024219
-0.04642
-0.11201
-0.14066
-0.11538
-0.06935
0.030407
0.128947
0.174436
0.1737
0.127352
0.123713
0.117626
0.110483
0.146465
0.224203
0.227787
0.232167
0.241372
0.24188
0.141949

0.317421
0.317381
0.351062
0.265087
0.217315
0.152432
0.130397
0.172794
0.22279
0.159874
0.083167
0.06371
0.069272
0.073077
0.149434
0.207449
0.250044
0.234362
0.201662
0.199191
0.150688
0.182876
0.180734
0.14786
0.13128
0.156377
0.126718
0.0919
0.01554
0.025377
0.039575
0.071162
0.14808
0.167661
0.174896
0.175517
0.097905
0.096888
0.094627
0.17344
0.253883
0.314988
0.403822
0.40212
0.43119
0.4642
0.383183

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

69.78
66.3
63.67
60.58
63.6
64.75
65.63
68.83
66.24
64.84
65.37
68.62
71.6
68.2
65.19
66.42
66.55
67.18
68.3
67.06
63.73
64.5
63.17
61.38
64.27
65.18
67.92
66.96
67.06
65.18
68.09
65.11
65.18
65.55
65.46
64.45
65.47
65.08
64.8
64.85
67.93
70.78
73.31
73.41
69.86
66.5
69.82

-0.05126
-0.05116
-0.04048
-0.04975
0.048649
0.01792
0.013499
0.047607
-0.03836
-0.02136
0.008141
0.048521
0.042511
-0.04865
-0.04514
0.018692
0.001955
0.009422
0.016534
-0.01832
-0.05093
0.01201
-0.02084
-0.02875
0.046009
0.01406
0.041178
-0.01424
0.001492
-0.02844
0.043678
-0.04475
0.001075
0.005661
-0.00137
-0.01555
0.015702
-0.00597
-0.00431
0.000771
0.046401
0.041099
0.035121
0.001363
-0.04957
-0.04929
0.048719

0.041999
-0.05616
-0.14534
-0.24386
-0.14399
-0.07481
-0.01016
0.077926
0.08932
0.019309
0.00953
0.044551
0.039455
0.02916
0.005383
0.015935
-0.03063
-0.06372
0.001465
0.028282
-0.04134
-0.03129
-0.06155
-0.10683
-0.04249
0.022497
0.051665
0.058266
0.088504
0.01406
0.043678
-0.04225
-0.02694
-0.02277
0.004287
-0.05494
0.005514
-0.00154
-0.01151
-0.00936
0.052588
0.077984
0.11908
0.124755
0.074416
-0.02128
-0.01366

0.344183
0.32174
0.332272
0.332354
0.379853
0.384754
0.380932
0.379791
0.292727
0.224726
0.220584
0.298132
0.295534
0.204261
0.119626
0.090055
0.043298
0.004027
-0.02644
-0.09346
-0.19317
-0.12994
-0.09952
-0.07711
0.009379
0.073188
0.065717
0.033562
0.021555
-0.05449
0.027546
0.004155
-0.00291
-0.04577
-0.08966
-0.05655
0.004286
-0.02038
-0.02665
-0.0353
-0.00543
0.053989
0.140042
0.129395
0.100664
0.080118
0.082828

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

67.66
69.29
69.02
67.42
67.14
66.72
67.43
68.56
69.5
70.17
70.84
69.7
69.2
67.32
67.2
67.36
68.94
68.82
68.33
68.41
68
67.74
68.87
68.01
68.05
69.08
69.22
72.65
71.75
73.05
74.13
74.11
72.28
73.18
71.66
71.6
71.79
69.47
68.96

-0.03143
0.023805
-0.0039
-0.02345
-0.00416
-0.00628
0.010585
0.016619
0.013617
0.009594
0.009503
-0.01622
-0.0072
-0.02754
-0.00178
0.002378
0.023185
-0.00174
-0.00715
0.00117
-0.00601
-0.00383
0.016544
-0.01257
0.000588
0.015023
0.002025
0.048364
-0.01247
0.017956
0.014676
-0.00027
-0.025
0.012375
-0.02099
-0.00084
0.00265
-0.03285
-0.00737

-0.0802
-0.05776
-0.0121
0.01374
-0.03914
-0.01399
-0.02721
-0.00669
0.030385
0.044141
0.059919
0.03311
0.009292
-0.03187
-0.04325
-0.05037
-0.01096
-0.00551
0.014892
0.017846
0.009456
-0.01756
0.000726
-0.00469
-0.00528
0.015758
0.021613
0.053433
0.053533
0.070901
0.070555
0.068261
-0.00511
0.019734
-0.01921
-0.03473
-0.03181
-0.03965
-0.0594

0.037342
0.01997
0.030301
0.005354
0.029627
-0.02033
0.035012
0.050557
0.058514
0.069482
0.094534
0.062608
0.061384
0.038152
0.035596
-0.00843
-0.02634
-0.0632
-0.07171
-0.02097
0.022306
-0.03024
0.017726
-0.01865
-0.01415
0.024324
0.03051
0.085149
0.062098
0.063435
0.064494
0.05463
0.020124
0.048722
0.034932
0.061638
0.066072
0.030844
0.00029

Average
0.006275 0.032783 0.151442
Standard Deviation
0.029836 0.082564 0.163793
Sharpe Ratio 0.19692 0.37377 0.873737

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
365.38
361.81
365.42
370.29
375.86
375.01
371.87
368.41
364.5
376.76
395.59
415.36
433.28
428.43
432.7
435.75
428.16
429.45
427.36
431.03
428
426.43
429.81
429.02
431.16
430.3
429.32
431.19
432.2
434.38
431.44
431.55
436.35
435.01
456.76
459.93
460.96
459.17
475.6
495.51
490.11
491.15
489.4
487.39
488.38

-0.00982
0.009928
0.013239
0.01493
-0.00226
-0.00841
-0.00935
-0.01067
0.033082
0.04877
0.048767
0.042239
-0.01126
0.009917
0.007024
-0.01757
0.003008
-0.00488
0.008551
-0.00705
-0.00367
0.007895
-0.00184
0.004976
-0.002
-0.00228
0.004346
0.00234
0.005031
-0.00679
0.000255
0.011061
-0.00308
0.048789
0.006916
0.002237
-0.00389
0.035157
0.04101
-0.01096
0.00212
-0.00357
-0.00412
0.002029

0.026015
0.027425
0.008149
-0.01576
0.002392
0.053426
0.110601
0.162188
0.161601
0.138436
0.09669
0.030351
-0.00888
-0.0025
-0.00387
-0.01795
-0.00405
0.000838
0.003877
0.000302
0.005359
0.006754
0.003206
0.007385
0.00744
0.002646
0.005181
0.011896
0.006481
0.050238
0.063946
0.065928
0.050976
0.089208
0.081429
0.063556
0.063438
0.06376
0.024487
-0.01449

0.162405
0.170384
0.165432
0.150196
0.132986
0.139596
0.150344
0.164723
0.168602
0.135775
0.098066
0.046223
0.052774
0.070947
0.063267
0.052352
0.10508
0.143082
0.137003
0.130572
0.134057
0.133616
0.127751

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

489.75
491.24
493.79
500.06
483.97
489.15
485.04
483.83
484.67
481.18
479.56
488.31
489.81
495
497.66
499.32
505.75
502
502.8
500
500.21
499.09
494.94
494.23
491.75
489.01
485.34
485
504.16
505.38
500.05
506
500.94
500.32
509.91
511.85
515.18
503.39
504.94
509.64
500.99
505.86
505.99
503.27
499.13
498.04
490.09

0.002801
0.003038
0.005178
0.012618
-0.03271
0.010646
-0.00844
-0.0025
0.001735
-0.00723
-0.00337
0.018081
0.003067
0.01054
0.005359
0.00333
0.012795
-0.00744
0.001592
-0.00558
0.00042
-0.00224
-0.00835
-0.00144
-0.00503
-0.00559
-0.00753
-0.0007
0.038745
0.002417
-0.0106
0.011829
-0.01005
-0.00124
0.018986
0.003797
0.006485
-0.02315
0.003074
0.009265
-0.01712
0.009674
0.000257
-0.00539
-0.00826
-0.00219
-0.01609

-0.00073
0.000183
0.00893
0.025663
-0.00907
-0.00123
-0.0127
-0.02038
-0.03126
-0.00578
-0.0198
0.006719
0.012284
0.02109
0.033676
0.040378
0.035092
0.024583
0.015635
0.004691
0.001781
-0.01326
-0.01416
-0.01719
-0.01664
-0.02265
-0.02794
-0.02029
0.019893
0.02734
0.022325
0.041687
0.032337
-0.00765
0.008924
0.023324
0.01798
0.004879
0.009192
-0.00053
-0.02145
-0.01826
0.005152
-0.00331
-0.02084
-0.00591
-0.03167

0.132392
0.130454
0.137628
0.152526
0.115474
0.123781
0.110312
0.114605
0.116085
0.097797
0.0975
0.066792
0.062943
0.071246
0.080497
0.04867
0.020455
0.02397
0.023443
0.021428
0.025963
0.021693
0.010541
0.006068
-0.00414
-0.02235
0.002827
-0.00852
0.038662
0.043577
0.03124
0.050295
0.043617
0.024297
0.040217
0.033474
0.034599
0.008118
-0.0016
0.015104
-0.00361
0.011652
0.011489
0.00834
0.00843
0.007679
-0.00338

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

489.97
489.88
490.42
489.85
490
485.45
487.06
489.55
489.91
489.46
490
487.43
486.44
486.04
486.68
488.4
493.03
493.21
489.46
488.17
491.19
490.2
478.16
472.82
479.95
475
480.08
479.11
478.88
478.46
479.82
480
479.58
479.96
479.14
482.85
485.01
481.28
477.92
478.89
480
483.86
487.54
486.81
491.97
486.91
490.54

-0.00024
-0.00018
0.001102
-0.00116
0.000306
-0.00933
0.003311
0.005099
0.000735
-0.00092
0.001103
-0.00526
-0.00203
-0.00082
0.001316
0.003528
0.009435
0.000365
-0.00763
-0.00264
0.006167
-0.00202
-0.02487
-0.01123
0.014967
-0.01037
0.010638
-0.00202
-0.00048
-0.00088
0.002838
0.000375
-0.00088
0.000792
-0.00171
0.007713
0.004463
-0.00772
-0.00701
0.002028
0.002315
0.00801
0.007577
-0.0015
0.010544
-0.01034
0.007428

-0.03217
-0.02697
-0.0176
-0.01658
-0.00018
-0.00927
-0.00577
-0.00178
0.000122
-0.0011
0.009329
0.000759
-0.00637
-0.00793
-0.0057
-0.00327
0.011423
0.013821
0.007012
0.003057
0.005696
-0.00576
-0.03099
-0.03459
-0.01698
-0.03352
-0.02086
0.001985
0.012735
-0.00311
0.010096
-0.00017
0.000981
0.002253
0.00142
0.006295
0.010383
0.003539
-0.00426
-0.00052
-0.00592
-0.00237
0.012923
0.018431
0.026947
0.014293
0.013711

0.001961
0.009311
0.011113
-0.02879
-0.03091
-0.02963
-0.03815
-0.023
-0.02103
-0.04093
-0.04363
-0.05537
-0.03425
-0.03815
-0.0461
-0.02545
-0.02569
-0.02558
-0.02782
-0.0222
-0.01385
0.000224
-0.0244
-0.03545
-0.02158
-0.03078
-0.02045
-0.01315
-0.01694
-0.02291
-0.02081
-0.01952
-0.02149
-0.01544
-0.01512
-0.00658
-0.00344
-0.01469
-0.03113
-0.02946
-0.01952
-0.00887
-0.00746
-0.00694
0.028472
0.029365
0.021825

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

491.1
515.59
510.64
504.55
503.5
503.72
510.48
508.91
507
519.71
515.87
519.15
526.41
525.33
528.8
551.63
540.79
540.75
526.39
524.88
526.31
523.41
522.19
529.48
527.41
524.77
524.63
531.19
530.14
530.72
528.39
525.73
524.48
527.71
527.01
525.22
527
526
519.1

0.001141
0.048664
-0.00965
-0.012
-0.00208
0.000437
0.013331
-0.00308
-0.00376
0.02476
-0.00742
0.006338
0.013888
-0.00205
0.006584
0.042267
-0.01985
-7.4E-05
-0.02691
-0.00287
0.002721
-0.00553
-0.00233
0.013864
-0.00392
-0.00502
-0.00027
0.012427
-0.00198
0.001093
-0.0044
-0.00505
-0.00238
0.00614
-0.00133
-0.0034
0.003383
-0.0019
-0.0132

0.007275
0.057438
0.037247
0.035588
0.026077
0.025373
-0.00996
-0.00339
0.004844
0.031687
0.023834
0.016841
0.033809
0.035516
0.017339
0.067023
0.040838
0.026877
0.002016
-0.00744
-0.04699
-0.03267
-0.03493
0.005853
0.004809
-0.00293
0.002328
0.017088
0.001246
0.006256
0.006875
0.002095
-0.01271
-0.00459
-0.00702
-0.00602
0.002413
0.002894
-0.01645

0.033333
0.071359
0.063735
0.052217
0.051011
0.04861
0.061565
0.05936
0.054808
0.081278
0.066149
0.068023
0.089631
0.094583
0.099139
0.139091
0.111235
0.103585
0.078168
0.064752
0.077811
0.064858
0.061384
0.026584
0.032313
0.039293
0.04111
0.053099
0.03779
0.041963
0.041324
0.011517
0.016552
0.016354
0.001139
-0.00021
-0.00341
-0.04758
-0.04093

Average
0.001984 0.010283 0.039139
Standard Deviation
0.013079 0.031889 0.058788
Sharpe Ratio0.121106 0.262168 0.524072

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
410.84
416.39
415.09
415.93
414.91
412.73
412.96
412.47
412.08
419.52
422.02
431.86
434.7
435.07
439.59
444.96
437.55
433.03
435.72
436.22
436.96
440.14
441.28
433.74
432.27
434.28
438.42
438.65
434.04
432.27
434.98
434.44
434.76
430.57
449.42
452.19
454.78
452.78
449.7
453.22
447.1
442.88
443.89
449.56
451.84

0.013418
-0.00313
0.002022
-0.00246
-0.00527
0.000557
-0.00119
-0.00095
0.017894
0.005942
0.023049
0.006555
0.000851
0.010336
0.012142
-0.01679
-0.01038
0.006193
0.001147
0.001695
0.007251
0.002587
-0.01723
-0.00339
0.004639
0.009488
0.000524
-0.01057
-0.00409
0.00625
-0.00124
0.000736
-0.00968
0.042848
0.006145
0.005711
-0.00441
-0.00683
0.007797
-0.0136
-0.00948
0.002278
0.012693
0.005059

0.00459
-0.00827
-0.00633
-0.0093
0.01105
0.022259
0.044751
0.052493
0.054289
0.046731
0.052932
0.01309
-0.00385
0.001493
-0.0077
-0.01814
0.005902
0.018873
-0.00455
-0.0091
-0.00615
-0.00392
-0.00598
0.000691
0
0.001611
-0.00912
-0.00891
-0.00803
0.038907
0.038802
0.045756
0.040612
0.043471
0.00842
-0.01132
-0.02651
-0.01983
-0.00031
-0.00305

0.071476
0.040823
0.040555
0.043173
0.055116
0.060908
0.049786
0.046887
0.054083
0.034947
0.029741
-0.00299
0.033302
0.038596
0.033971
0.017422
0.02739
0.045571
0.025782
0.015152
0.015735
0.021176
0.023649

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

451.49
450.53
452.66
448.39
443.88
443.39
437.34
440.38
438.62
434.08
431.3
434.65
434.94
432
440.26
444.04
445
446.11
453.25
454.59
462.51
467.11
462.98
461.84
456.03
456.02
451.64
452.12
458.98
455.42
459.02
463.1
449.8
452.97
456.34
458.05
455.76
450.33
450.8
448.03
452.98
455.94
455.58
452.11
452.71
451.63
446.48

-0.00077
-0.00213
0.004717
-0.00948
-0.01011
-0.0011
-0.01374
0.006927
-0.004
-0.0104
-0.00642
0.007737
0.000667
-0.00678
0.01894
0.008549
0.00216
0.002491
0.015878
0.002952
0.017272
0.009897
-0.00888
-0.00247
-0.01266
-2.2E-05
-0.00965
0.001062
0.015059
-0.00779
0.007874
0.008849
-0.02914
0.007023
0.007412
0.00374
-0.00501
-0.01199
0.001043
-0.00616
0.010988
0.006513
-0.00079
-0.00765
0.001326
-0.00239
-0.01147

0.009771
0.017126
0.019565
-0.00261
-0.01777
-0.0181
-0.02971
-0.0275
-0.02203
-0.02233
-0.02765
-0.00617
-0.01243
-0.01521
0.014137
0.029111
0.023533
0.025357
0.048018
0.03203
0.040754
0.04849
0.037118
0.018775
0.003163
-0.01413
-0.03368
-0.02374
-0.00621
-0.00134
0.006557
0.025058
-0.00514
-0.01318
0.002018
-0.00212
-0.01598
0.001178
-0.0048
-0.01838
-0.01113
0.000395
0.011591
0.002902
0.010392
-0.00298
-0.02097

0.040108
0.041374
0.041452
0.022486
0.011852
0.021313
0.011661
0.012338
0.009576
-0.00157
0.001694
-0.03342
-0.03889
-0.05139
-0.02804
-0.01267
-0.0183
-0.00222
0.023145
0.023819
0.028399
0.033237
0.025131
0.024794
0.007417
0.016873
0.017331
0.019498
0.048296
0.033582
0.04546
0.064714
0.041999
0.041285
0.04803
0.058553
0.034601
0.014066
0.012949
0.004295
-0.0006
0.002965
-0.0151
-0.03264
-0.02243
-0.02236
-0.02116

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

449.82
448.57
455.1
458.92
457.25
454.08
455.95
457.36
455.5
448.97
443.36
451.54
456.65
453.32
446.61
447.99
442.36
447.81
445.87
445.01
439.86
443.94
444.93
445.04
446
446.99
447
443.84
449.99
450
458
454.58
459.41
465.29
465.05
474.37
485.09
489.99
486.84
485
485.63
487.16
485.26
484.8
483.91
481.06
480.05

0.007453
-0.00278
0.014452
0.008359
-0.00365
-0.00696
0.00411
0.003088
-0.00408
-0.01444
-0.01257
0.018282
0.011253
-0.00732
-0.01491
0.003085
-0.01265
0.012245
-0.00434
-0.00193
-0.01164
0.009233
0.002228
0.000247
0.002155
0.002217
2.24E-05
-0.00709
0.013761
2.22E-05
0.017622
-0.0075
0.010569
0.012718
-0.00052
0.019843
0.022347
0.010051
-0.00645
-0.00379
0.001298
0.003146
-0.00391
-0.00095
-0.00184
-0.00591
-0.0021

-0.01272
-0.00786
0.005265
0.016013
0.023836
0.009426
0.016318
0.004954
-0.00748
-0.01827
-0.02389
-0.00972
-0.00155
-0.0048
-0.00527
0.010389
-0.02054
-0.01955
-0.01657
-0.00359
-0.01831
0.003565
-0.00645
-0.00186
0.002222
0.01608
0.006869
-0.00245
0.011061
0.008929
0.024333
0.016815
0.034479
0.033436
0.032897
0.035118
0.064961
0.064442
0.045275
0.042004
0.023459
0.004258
-0.0097
-0.0042
-0.00225
-0.00946
-0.0147

-0.01369
-0.00682
0.00657
-0.00013
0.00401
-0.01082
-0.01556
0.016668
0.00557
-0.01628
-0.0326
-0.0093
0.013937
0.005574
-0.00317
-0.01108
-0.03024
-0.0172
-0.0139
-0.01715
-0.02641
-0.00571
-0.01093
-0.0079
-0.0202
-0.02634
-0.02267
-0.02281
-0.01316
-0.01622
0.005473
0.012418
0.035561
0.029997
0.018228
0.045389
0.082649
0.089614
0.095811
0.07978
0.08542
0.090496
0.098228
0.088047
0.083982
0.077828
0.073571

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

480.26
480.88
480.72
482.73
482.6
478.04
480.96
480.01
481
480.75
483.49
486.62
490.86
489.5
488.9
489.22
489.58
488.25
486.55
496.73
493.52
490.42
490.53
490.23
490.27
493.13
490.43
495.79
499.33
498.02
495.56
495.57
491.62
491.78
492.87
490.03
488.93
489.23
489.83

0.000437
0.00129
-0.00033
0.004173
-0.00027
-0.00949
0.00609
-0.00198
0.00206
-0.00052
0.005683
0.006453
0.008675
-0.00277
-0.00123
0.000654
0.000736
-0.00272
-0.00349
0.020707
-0.00648
-0.0063
0.000224
-0.00061
8.16E-05
0.005817
-0.00549
0.01087
0.007115
-0.00263
-0.00495
2.02E-05
-0.008
0.000325
0.002214
-0.00578
-0.00225
0.000613
0.001226

-0.01036
-0.00812
-0.00661
0.003465
0.005298
-0.00463
0.000166
-0.00148
-0.00359
-0.00384
0.011336
0.011699
0.022352
0.017517
0.016811
0.011782
0.006064
-0.00533
-0.00604
0.015889
0.008751
0.001714
0.004659
0.007535
-0.01309
-0.00079
2.04E-05
0.010666
0.018393
0.015684
0.004916
0.010426
-0.00845
-0.01524
-0.01039
-0.01122
-0.01349
-0.00487
-0.00397

0.071791
0.073059
0.079821
0.070232
0.069941
0.042825
0.05641
0.043864
0.033206
0.033202
0.019043
0.003149
0.001774
0.005449
0.008009
0.007365
0.004955
0.006143
0.003603
0.026148
0.025571
0.021372
0.021159
0.019257
0.019671
0.021315
0.016094
0.036458
0.037483
0.036833
0.029821
0.030361
0.016675
0.010548
0.004086
0.001082
6.14E-05
2.04E-05
0.000511

Average
0.000994 0.004838 0.02044
Standard Deviation
0.009044 0.020039 0.031433
Sharpe Ratio0.065629 0.145448 0.38527

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
236.15
236.89
232.98
225.75
221.42
220.61
220.32
223.94
221.86
222.92
223.84
225.78
230.11
231.62
242.09
249.67
244.32
242.91
245.28
245.54
236.81
242.94
243.75
249.05
260.49
257.44
264.37
265.98
263.39
260.74
261.52
261.68
262.22
261.21
259.16
262.04
261.35
259.99
257.16
262.74
261.3
261.54
259.98
260.02
267.93

0.003129
-0.01664
-0.03152
-0.01937
-0.00366
-0.00132
0.016297
-0.00933
0.004766
0.004119
0.00863
0.018996
0.006541
0.044211
0.03083
-0.02166
-0.00579
0.009709
0.001059
-0.0362
0.025556
0.003329
0.021511
0.044911
-0.01178
0.026563
0.006071
-0.00979
-0.01011
0.002987
0.000612
0.002061
-0.00386
-0.00788
0.011052
-0.00264
-0.00522
-0.01094
0.021466
-0.0055
0.000918
-0.00598
0.000154
0.029967

-0.06807
-0.07251
-0.03957
-0.01738
0.006752
0.014535
0.02448
0.027179
0.043052
0.082497
0.109209
0.078918
0.054134
0.057302
0.01415
-0.05288
-0.00566
0.003452
0.015253
0.059105
0.083529
0.084535
0.087278
0.055982
0.000959
0.015724
-0.01023
-0.01424
-0.00831
-0.00608
0.001986
-0.00126
-0.00854
-0.01563
0.013719
-0.00283
0.000727
-3.8E-05
0.01106
0.019561

0.031676
0.050058
0.111612
0.131358
0.177288
0.187025
0.178555
0.152146
0.164464
0.160309
0.158252
0.145764
0.118888
0.123399
0.076551
0.040503
0.05122
0.078474
0.063269
0.063127
0.093347
0.067944
0.094583

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

275.52
271.5
265.15
267.07
268.1
261.05
256.06
253.36
257.72
253.91
251.07
251.93
251.09
246.94
248.11
249.79
254.16
251.01
247.4
245
245.85
251.31
251.02
253
252.02
251.26
247.98
247.82
247.2
244.97
243.91
241.27
238.72
237.02
237.47
238.85
242
234.13
230.46
229.04
240.49
249.39
248.7
246.24
244.52
243.93
245.02

0.027934
-0.0147
-0.02367
0.007215
0.003849
-0.02665
-0.0193
-0.0106
0.017062
-0.01489
-0.01125
0.003419
-0.00334
-0.01667
0.004727
0.006748
0.017343
-0.01247
-0.01449
-0.00975
0.003463
0.021966
-0.00115
0.007857
-0.00388
-0.00302
-0.01314
-0.00065
-0.0025
-0.00906
-0.00434
-0.01088
-0.01063
-0.00715
0.001897
0.005794
0.013102
-0.03306
-0.0158
-0.00618
0.048782
0.036339
-0.00277
-0.00994
-0.00701
-0.00242
0.004459

0.052991
0.037375
0.019691
0.026752
0.000634
-0.05395
-0.05855
-0.04548
-0.03564
-0.05438
-0.03898
-0.01626
-0.009
-0.04273
-0.02311
-0.00511
0.008813
-0.00032
0.001861
-0.01261
-0.0159
-0.01128
3.98E-05
0.022383
0.02825
0.021767
-0.01334
-0.01283
-0.02319
-0.02837
-0.02969
-0.02743
-0.03741
-0.04205
-0.03109
-0.02096
0.003021
-0.01941
-0.02807
-0.03614
0.006843
0.03008
0.060371
0.066229
0.0654
0.014203
-0.01768

0.101007
0.041398
0.029509
0.010161
0.007939
-0.00892
-0.01811
-0.0317
-0.01525
-0.0322
-0.03959
-0.02829
-0.04269
-0.05672
-0.04677
-0.02908
-0.0332
-0.04018
-0.05558
-0.05935
-0.05604
-0.06404
-0.09313
-0.07057
-0.05079
-0.06102
-0.07801
-0.05201
-0.03521
-0.03368
-0.05507
-0.05106
-0.05044
-0.06101
-0.05577
-0.03331
-0.02493
-0.06474
-0.09789
-0.0916
-0.02833
0.01776
0.011526
-0.02038
-0.02624
-0.03651
-0.02817

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

241.66
242.72
248.88
243.8
241.36
238.69
241.99
242.74
242.66
240.5
239.49
250.33
255.36
248.9
249
249.15
241.34
229.34
230.52
231.7
230.03
228.87
227.09
229.87
233.4
229.97
230.36
227.11
227.4
228.84
229.57
227.9
229
230.87
232.07
231.39
239.26
242.41
243.61
241.15
242.45
241.09
240.32
239.58
239.58
237.13
238.1

-0.01381
0.004377
0.025062
-0.02062
-0.01006
-0.01112
0.013731
0.003095
-0.00033
-0.00894
-0.00421
0.044268
0.019894
-0.02562
0.000402
0.000602
-0.03185
-0.051
0.005132
0.005106
-0.00723
-0.00506
-0.00781
0.012168
0.01524
-0.0148
0.001694
-0.01421
0.001276
0.006312
0.003185
-0.0073
0.004815
0.008133
0.005184
-0.00293
0.033446
0.01308
0.004938
-0.01015
0.005376
-0.00563
-0.0032
-0.00308
0
-0.01028
0.004082

-0.02872
-0.0144
0.017674
-0.00053
-0.01505
-0.01237
-0.00301
-0.02498
-0.00469
-0.00357
0.003346
0.033884
0.050683
0.02539
0.034733
0.039543
-0.03657
-0.10747
-0.07671
-0.07201
-0.07985
-0.05305
-0.00986
-0.00282
0.00731
-0.00026
0.006489
8.81E-05
-0.0108
-0.01973
-0.00174
-0.01074
0.008288
0.015144
0.014016
0.007897
0.048644
0.056909
0.053714
0.03838
0.046691
0.007619
-0.00866
-0.01668
-0.00653
-0.02219
-0.01248

-0.03896
-0.02144
0.004268
-0.01385
-0.01485
-0.02163
0.00298
0.0167
0.023517
0.012679
0.002676
0.033842
0.086798
0.076974
0.083556
0.035377
-0.03281
-0.08104
-0.06597
-0.05385
-0.05867
-0.06819
-0.06219
-0.05439
-0.06422
-0.0584
-0.04665
-0.04973
-0.06219
-0.05897
-0.05545
-0.05381
-0.04479
-0.08093
-0.09564
-0.07295
-0.0399
-0.02742
0.009362
0.050214
0.050458
0.039727
0.043762
0.045733
0.053541
0.031095
0.019937

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

239.98
239.94
238.07
235.51
233.81
232.5
232.68
230.2
230.6
230.48
233.21
233.87
234.5
233
232.06
231.31
230.01
230.94
231.66
231.41
231.6
231.75
236.89
234.48
234.97
235.49
236.58
248.4
247.42
245.93
245
237.65
229.8
229.73
233
232.11
230.76
231.28
230.19

0.007865
-0.00017
-0.00782
-0.01081
-0.00724
-0.00562
0.000774
-0.01072
0.001736
-0.00052
0.011775
0.002826
0.00269
-0.00642
-0.00404
-0.00324
-0.00564
0.004035
0.003113
-0.00108
0.000821
0.000647
0.021937
-0.01023
0.002088
0.002211
0.004618
0.048754
-0.00395
-0.00604
-0.00379
-0.03046
-0.03359
-0.0003
0.014134
-0.00383
-0.00583
0.002251
-0.00472

-0.00142
0.001502
-0.00632
-0.00686
-0.01818
-0.03167
-0.03072
-0.03362
-0.02107
-0.01434
0.003049
0.005101
0.018507
0.010354
0.006832
-0.00818
-0.01664
-0.0153
-0.00577
-0.0028
0.001253
0.007536
0.025438
0.0121
0.015267
0.016657
0.020627
0.047444
0.053717
0.045589
0.03959
0.004513
-0.07783
-0.07418
-0.05401
-0.05405
-0.02942
0.00642
0.002

0.042607
0.040746
0.04713
0.035043
0.021486
0.012682
0.020757
0.005226
-0.00117
-0.00687
0.007835
-0.02279
-0.03317
-0.04453
-0.03842
-0.04704
-0.04705
-0.03981
-0.03362
-0.0347
-0.0236
-0.02703
-0.01296
-0.02302
-0.01311
-8.5E-05
0.011778
0.06615
0.061423
0.066098
0.060574
0.030635
-0.01473
-0.01786
-0.00642
-0.00383
-0.00562
-0.00013
0.000782

Average
-0.00014 0.000114 0.001534
Standard Deviation
0.015437 0.03576 0.062752
Sharpe Ratio -0.03527
-0.0506
-0.1083

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
4
4.28
4.17
4.09
4.08
4.06
4.04
4.08
4.07
4.27
4.29
4.46
4.45
5.16
5.55
6.49
6.61
6
5.86
5.64
5.3
5.57
6.48
6.77
7.46
7.56
7.99
8.18
7.8
7.47
8.47
8.52
9.27
9.17
9.41
10.39
10.24
9.75
10.37
10.5
10.49
10.01
9.58
9.18
9.37

0.067659
-0.02604
-0.01937
-0.00245
-0.00491
-0.00494
0.009852
-0.00245
0.047971
0.004673
0.038862
-0.00224
0.148032
0.072861
0.156465
0.018321
-0.09682
-0.02361
-0.03827
-0.06218
0.049688
0.151325
0.043781
0.097054
0.013316
0.05532
0.023501
-0.04757
-0.04323
0.125636
0.005886
0.084367
-0.01085
0.025836
0.099071
-0.01454
-0.04903
0.06165
0.012458
-0.00095
-0.04684
-0.04391
-0.04265
0.020486

0.014889
-0.05771
-0.02182
-0.0049
0.045517
0.055104
0.098904
0.086807
0.237294
0.262184
0.413976
0.393435
0.298855
0.127213
0.016086
-0.20256
-0.17119
0.076961
0.144351
0.279671
0.355164
0.360796
0.232972
0.141623
0.00134
0.113659
0.064226
0.125091
0.161814
0.230878
0.204313
0.183885
0.050484
0.12298
0.109602
0.009579
-0.02272
-0.01759
-0.12189
-0.11386

0.482426
0.458548
0.581639
0.614326
0.672094
0.700509
0.657879
0.604798
0.732888
0.690803
0.770497
0.720789
0.748869
0.699907
0.612504
0.407005
0.450333
0.559616
0.582273
0.573701
0.591971
0.499632
0.368793

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

10.37
10.96
11.96
12.96
13.96
14.66
15.66
16.66
17.66
18.39
17.39
17.96
18.58
19.58
20.58
21.6
22.39
21.35
21.76
20.69
21.71
22.77
21.78
20.93
21.65
21.35
20.81
19.77
18.77
17.79
16.84
17.84
18.83
18.09
18.45
18.39
17.92
16.92
15.92
14.93
15.93
16.93
16.02
16.28
16.46
17.46
16.73

0.101404
0.055335
0.087315
0.0803
0.074328
0.048927
0.065987
0.061901
0.058292
0.040505
-0.05591
0.032252
0.033939
0.052423
0.049811
0.048374
0.035921
-0.04756
0.019022
-0.05042
0.048122
0.047671
-0.04445
-0.03981
0.033822
-0.01395
-0.02562
-0.05127
-0.05191
-0.05362
-0.05488
0.057686
0.054008
-0.04009
0.019705
-0.00326
-0.02589
-0.05742
-0.06092
-0.0642
0.064832
0.060883
-0.05525
0.016099
0.010996
0.058979
-0.04271

-0.01151
0.090668
0.22189
0.34484
0.398683
0.346206
0.356857
0.331443
0.309435
0.275611
0.170773
0.137037
0.109075
0.103206
0.112513
0.216798
0.220467
0.138966
0.105565
0.005331
0.00508
0.016829
0.01994
-0.03889
0.045355
-0.01672
-0.09001
-0.09683
-0.10892
-0.19637
-0.23729
-0.15399
-0.04871
-0.0369
0.036428
0.08805
0.004474
-0.10695
-0.12778
-0.21169
-0.1436
-0.05683
-0.05466
0.022361
0.097561
0.091708
-0.01188

0.426416
0.384697
0.458697
0.483677
0.534504
0.630999
0.740215
0.67648
0.728886
0.685024
0.639958
0.646374
0.581242
0.648207
0.747052
0.733776
0.757239
0.710629
0.776489
0.769973
0.860746
0.887931
0.742075
0.646931
0.593438
0.499184
0.399238
0.299043
0.18115
0.065626
-0.04755
-0.03036
0.079556
0.007212
-0.00702
-0.0627
-0.1384
-0.2442
-0.34104
-0.35768
-0.31187
-0.20056
-0.30394
-0.33551
-0.28006
-0.18127
-0.2578

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

15.78
16.19
16.59
15.91
15.94
16.57
16.34
16.91
16.49
15.95
16.11
16.14
16.25
15.62
14.85
15.12
14.91
14.64
13.9
13.03
13.93
14.49
14.08
13.77
14.01
14.2
13.4
13.46
13.32
13.12
13.17
12.98
12.59
12.65
12.64
12.41
13.41
13.55
13.33
13.1
13.51
14.24
14.11
14.32
14.23
13.79
14.03

-0.05846
0.02565
0.024406
-0.04185
0.001884
0.038762
-0.01398
0.034289
-0.02515
-0.0333
0.009981
0.00186
0.006792
-0.03954
-0.05055
0.018019
-0.01399
-0.01827
-0.05187
-0.06463
0.06679
0.039414
-0.0287
-0.02226
0.017279
0.013471
-0.05799
0.004468
-0.01046
-0.01513
0.003804
-0.01453
-0.03051
0.004754
-0.00079
-0.01836
0.077498
0.010386
-0.01637
-0.0174
0.030818
0.052625
-0.00917
0.014773
-0.0063
-0.03141
0.017254

-0.01509
-0.00554
0.007867
-0.09296
-0.04837
0.048851
0.009222
0.019105
0.035806
0.000627
-0.02815
-0.01232
-0.03981
-0.0542
-0.07146
-0.06342
-0.07927
-0.10434
-0.11666
-0.13075
-0.08197
-0.02857
-0.039
-0.0094
0.072517
0.019197
-0.0782
-0.04503
-0.03323
-0.06563
-0.0753
-0.03184
-0.06682
-0.05161
-0.03727
-0.05944
0.032591
0.073484
0.05236
0.035746
0.084928
0.060054
0.040497
0.07164
0.08274
0.020514
-0.01486

-0.30231
-0.25104
-0.17537
-0.16531
-0.1098
-0.01616
-0.08783
-0.10755
-0.09261
-0.14561
-0.13237
-0.10462
-0.0404
-0.01902
-0.00537
-0.05219
-0.12706
-0.09008
-0.15805
-0.23368
-0.22587
-0.14374
-0.11399
-0.1619
-0.16903
-0.11371
-0.17358
-0.20787
-0.20435
-0.25377
-0.22481
-0.20605
-0.24654
-0.24364
-0.25123
-0.23005
-0.102
-0.10963
-0.11201
-0.11115
-0.02846
0.088801
0.012839
-0.0118
0.010597
0.001451
0.001427

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

14.66
15.66
16.4
15.48
15.02
15.17
15.59
16.22
16.04
15.86
15.34
15.36
15.45
15.13
14.71
14.45
14.73
15.11
14.99
15.54
15.17
15
15.2
15.9
15.53
15.47
15.6
14.75
14.58
14.57
14.08
14.16
14
13.81
14.07
14.08
13.98
13.84
13.95

0.043925
0.065987
0.046172
-0.05773
-0.03017
0.009937
0.02731
0.039615
-0.01116
-0.01129
-0.03334
0.001303
0.005842
-0.02093
-0.02815
-0.01783
0.019192
0.025471
-0.00797
0.036034
-0.0241
-0.01127
0.013245
0.045024
-0.02355
-0.00387
0.008368
-0.05603
-0.01159
-0.00069
-0.03421
0.005666
-0.01136
-0.01366
0.018652
0.00071
-0.00713
-0.01006
0.007917

0.038239
0.089453
0.141929
0.115605
0.068185
0.034197
-0.00448
-0.01104
0.035537
0.054418
0.011144
-0.01486
-0.04864
-0.05841
-0.07527
-0.05977
-0.04188
-0.02225
-0.0093
0.05489
0.048625
0.018164
0.005939
0.058936
-0.00064
0.019583
0.039221
-0.03005
-0.08667
-0.06381
-0.09415
-0.09685
-0.05219
-0.05426
-0.03492
0
-0.01279
-0.01149
0.010087

0.031881
0.155855
0.197559
0.150282
0.135245
0.141378
0.18322
0.253342
0.237428
0.226934
0.211961
0.135766
0.131222
0.126662
0.115915
0.067264
0.033831
0.068473
0.045726
0.088065
0.095376
0.066852
0.036173
0.015209
-0.05451
-0.00065
0.037888
-0.02808
-0.06698
-0.10728
-0.13033
-0.11338
-0.09141
-0.10637
-0.09356
-0.07192
-0.0509
-0.04313
-0.05441

Average
0.007058 0.035299 0.158555
Standard Deviation
0.045388 0.126613 0.349899
Sharpe Ratio0.146679 0.263603 0.42934

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
40.49
40.57
39.81
39.76
39.53
38.63
37.96
37.1
35.57
35.59
35.36
37.12
38.97
39.67
40.57
41.8
41.3
40.23
39.37
38.54
37.51
37.7
37.59
38.45
39.49
39.22
39.7
39.6
38.87
38.23
38.46
38.78
38.52
40.2
39.56
38.49
38.26
38
37.51
38.56
38.05
37.81
37.43
38.88
39.19

0.001974
-0.01891
-0.00126
-0.0058
-0.02303
-0.0175
-0.02292
-0.04211
0.000562
-0.00648
0.048575
0.048636
0.017803
0.022434
0.029867
-0.01203
-0.02625
-0.02161
-0.02131
-0.02709
0.005053
-0.00292
0.022621
0.026689
-0.00686
0.012164
-0.00252
-0.01861
-0.0166
0.005998
0.008286
-0.00673
0.042689
-0.01605
-0.02742
-0.00599
-0.00682
-0.01298
0.027608
-0.01331
-0.00633
-0.0101
0.038007
0.007942

-0.04703
-0.0665
-0.0705
-0.11136
-0.105
-0.08845
-0.02238
0.049175
0.109093
0.130964
0.167315
0.106707
0.031821
-0.00759
-0.05133
-0.10829
-0.0912
-0.06787
-0.02365
0.024351
0.044579
0.051691
0.052091
0.010864
-0.03243
-0.01957
-0.02345
-0.02765
0.033644
0.034198
0.00078
-0.0135
-0.01359
-0.06926
-0.0256
-0.0115
-0.01183
-0.01511
0.035872
0.016206

-0.07432
-0.05367
-0.00807
-0.01367
0.004291
0.0248
0.02369
0.030004
0.078116
0.08584
0.085596
0.079711
0.015026
-0.0302
-0.05862
-0.09531
-0.09625
-0.0424
-0.0341
-0.01912
-0.00214
0.03082
0.041684

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

40.05
42.05
42.56
44.68
43.69
42.91
40.9
41.18
41.3
39.49
37.53
38.38
37.65
37.48
39.16
39.01
40.2
39.44
38.97
38.54
38.62
39.19
38.96
38.8
39.15
38.96
38.35
37.81
37.69
38.27
37.72
37.94
37.52
37.53
37.51
37.24
37.28
36.5
36.41
36.56
38.05
38.1
37.92
39.11
40.26
42.27
40.34

0.021707
0.048731
0.012055
0.048611
-0.02241
-0.01801
-0.04797
0.006823
0.00291
-0.04482
-0.05091
0.022396
-0.0192
-0.00453
0.043848
-0.00384
0.030049
-0.01909
-0.01199
-0.0111
0.002074
0.014651
-0.00589
-0.00412
0.00898
-0.00486
-0.01578
-0.01418
-0.00318
0.015271
-0.01448
0.005816
-0.01113
0.000266
-0.00053
-0.00722
0.001074
-0.02114
-0.00247
0.004111
0.039946
0.001313
-0.00474
0.0309
0.02898
0.048719
-0.04673

0.051228
0.106286
0.128442
0.139046
0.108698
0.068976
-0.02773
-0.03296
-0.07866
-0.10107
-0.13396
-0.06359
-0.08962
-0.09706
-0.00839
0.038677
0.046331
0.046448
0.038985
-0.01596
-0.01005
-0.02545
-0.01225
-0.00437
0.015704
0.008765
-0.02167
-0.02996
-0.02903
-0.02273
-0.03235
-0.01075
-0.0077
-0.00425
-0.02006
-0.01281
-0.01755
-0.02756
-0.0303
-0.02565
0.021518
0.021757
0.038166
0.071535
0.096404
0.105177
0.057129

0.04077
0.062812
0.081728
0.118175
0.09829
0.098882
0.06751
0.068334
0.062958
0.02487
-0.06873
-0.03028
-0.02207
-0.0206
0.03007
0.03921
0.041652
0.035879
0.030219
0.029224
-0.00671
0
-0.02759
-0.08044
-0.08351
-0.13699
-0.13036
-0.12653
-0.08174
-0.07329
-0.09067
-0.04004
-0.00027
-0.0224
-0.00373
-0.00642
-0.0492
-0.06651
-0.09902
-0.07583
-0.02389
-0.01148
-0.01829
-0.00204
0.032823
0.085657
0.029943

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

39.5
39.91
39.37
37.98
38.18
37.46
37.73
38.87
38.64
37.3
37.4
37.72
38.54
37.57
37.38
37.67
37.12
36.89
37.27
36.23
35.98
36.29
36.2
36.01
36.92
37.4
36.02
35.41
35.62
35.44
35.13
34.58
34.16
33.98
33.55
33.01
33.11
32.49
32.39
33.02
32.59
32.4
31.97
31.97
31.74
31.35
31.25

-0.02104
0.010326
-0.01362
-0.03594
0.005252
-0.01904
0.007182
0.029767
-0.00593
-0.03529
0.002677
0.00852
0.021506
-0.02549
-0.00507
0.007728
-0.01471
-0.00622
0.010248
-0.0283
-0.00692
0.008579
-0.00248
-0.00526
0.024957
0.012917
-0.0376
-0.01708
0.005913
-0.00507
-0.00879
-0.01578
-0.01222
-0.00528
-0.01274
-0.01623
0.003025
-0.0189
-0.00308
0.019264
-0.01311
-0.00585
-0.01336
0
-0.00722
-0.01236
-0.00319

0.040822
0.020249
-0.02235
-0.10702
-0.05503
-0.05303
-0.05617
-0.01278
0.017228
-0.02332
-0.0016
-0.00027
-0.00853
-0.02808
0.002142
0.007193
-0.01603
-0.04376
-0.00802
-0.03125
-0.0459
-0.02261
-0.01888
-0.03439
0.018866
0.038707
-0.00747
-0.02206
-0.01089
-0.04091
-0.06262
-0.0408
-0.03594
-0.04714
-0.0548
-0.06224
-0.04344
-0.05012
-0.04792
-0.01592
-0.01281
-0.02168
-0.01613
-0.01305
-0.03954
-0.03879
-0.03614

0.013765
0.039872
0.04043
0.007665
-0.00235
-0.00692
-0.00555
0.035349
0.029147
-0.00561
0.004287
0.011733
0.054384
0.031362
0.022181
-0.01004
-0.02606
-0.02754
-0.04819
-0.10547
-0.16111
-0.1058
-0.08724
-0.10283
-0.06425
-0.01539
-0.05824
-0.05628
-0.05755
-0.09238
-0.09523
-0.07572
-0.09062
-0.10442
-0.13866
-0.1294
-0.1213
-0.14793
-0.13631
-0.11083
-0.13418
-0.11173
-0.11817
-0.12674
-0.13148
-0.13858
-0.16673

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

31.16
31.02
30.99
30.01
29.51
29.58
30.09
29.87
29.62
28.91
28.85
28.75
28.82
27.44
27.59
27.64
27.78
27.88
27.63
27.11
26.55
26.61
27.94
29.33
30.79
32.32
32.26
31.72
32.12
32.51
32.01
31.56
31.45
33.02
33.85
35.45
34.87
34.69
34.6

-0.00288
-0.0045
-0.00097
-0.03213
-0.0168
0.002369
0.017094
-0.00734
-0.0084
-0.02426
-0.00208
-0.00347
0.002432
-0.04907
0.005452
0.001811
0.005052
0.003593
-0.00901
-0.019
-0.02087
0.002257
0.048772
0.048552
0.048579
0.048496
-0.00186
-0.01688
0.012531
0.012069
-0.0155
-0.01416
-0.00349
0.048714
0.024826
0.046184
-0.0165
-0.00518
-0.0026

-0.02566
-0.03017
-0.02391
-0.04368
-0.05729
-0.05204
-0.03044
-0.03681
-0.01308
-0.02054
-0.02499
-0.04556
-0.03579
-0.07645
-0.04673
-0.04285
-0.03432
-0.03316
0.0069
-0.01755
-0.04023
-0.04303
0.00215
0.059709
0.127287
0.196656
0.192541
0.126888
0.090868
0.054358
-0.00964
-0.02194
-0.00855
0.027635
0.040391
0.102075
0.099736
0.098052
0.04674

-0.18254
-0.14944
-0.13333
-0.17138
-0.18311
-0.17196
-0.13908
-0.1342
-0.13732
-0.14885
-0.1347
-0.1412
-0.11986
-0.16585
-0.17966
-0.16474
-0.15384
-0.13689
-0.1459
-0.15768
-0.16618
-0.16073
-0.10908
-0.05602
-0.00647
0.074156
0.089099
0.069849
0.065286
0.084693
0.077599
0.087703
0.086289
0.138476
0.160869
0.256121
0.234173
0.227187
0.219537

Average
-0.00089 -0.00414 -0.03111
Standard Deviation
0.021508 0.058476 0.092729
Sharpe Ratio -0.05989 -0.10368 -0.42535

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
46.55
47.77
47.74
46.87
46.27
46.79
46.9
46.73
46.62
47
49.27
49.66
49.48
48.79
50.36
52.87
52.81
51.34
51.02
49.65
49.29
48.76
49.06
49.68
52.04
52.02
52.86
53.77
53.21
51.58
51.11
51.55
51.7
52
52.46
52.4
54.28
53.41
52.23
53.83
53.59
53.55
52.71
52.97
55.34

0.025871
-0.00063
-0.01839
-0.01288
0.011176
0.002348
-0.00363
-0.00236
0.008118
0.047168
0.007884
-0.00363
-0.01404
0.031672
0.048639
-0.00114
-0.02823
-0.00625
-0.02722
-0.00728
-0.01081
0.006134
0.012558
0.04641
-0.00038
0.016019
0.017069
-0.01047
-0.03111
-0.00915
0.008572
0.002906
0.005786
0.008807
-0.00114
0.035249
-0.01616
-0.02234
0.030174
-0.00447
-0.00075
-0.01581
0.004921
0.04377

0.005143
-0.01838
-0.02138
-0.00535
0.015654
0.051646
0.057182
0.057182
0.045496
0.06905
0.070521
0.061501
0.036902
0.044692
-0.0142
-0.07011
-0.07979
-0.04543
-0.02662
0.047014
0.053907
0.080737
0.091672
0.068644
-0.00888
-0.01765
-0.02509
-0.03926
-0.023
0.016917
0.024926
0.051604
0.03254
0.004413
0.02578
0.022456
-0.01354
-0.01319
0.014069
0.027665

0.052517
0.039205
0.086243
0.10425
0.133153
0.139046
0.126229
0.098748
0.091951
0.092405
0.048142
0.046044
0.058482
0.071381
0.074959
0.010162
-0.01104
0.047361
0.049145
0.075617
0.067084
0.082815
0.120452

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

56.4
57.97
57.65
57.31
57.89
55.68
55.64
55.94
55.23
53.07
51.71
53
52.11
51.46
49.98
52.47
55.09
57.45
56.61
55.42
55.38
56.34
56.12
55.97
55.27
57.85
60.74
63.73
65.85
64.71
67.94
71.3
74.86
74.6
77.63
73.75
70.07
66.57
67.47
64.1
64.59
67.81
71.2
71.45
70.77
74.3
77.88

0.018973
0.027456
-0.00554
-0.00592
0.01007
-0.03892
-0.00072
0.005377
-0.01277
-0.03989
-0.02596
0.024641
-0.01694
-0.01255
-0.02918
0.048619
0.048727
0.041947
-0.01473
-0.02125
-0.00072
0.017186
-0.00391
-0.00268
-0.01259
0.045623
0.048749
0.048053
0.032724
-0.01746
0.048709
0.048271
0.048723
-0.00348
0.039813
-0.05127
-0.05119
-0.05124
0.013429
-0.05124
0.007615
0.04865
0.048783
0.003505
-0.00956
0.048676
0.047058

0.051107
0.07931
0.089585
0.078749
0.045049
-0.01285
-0.04102
-0.03011
-0.03697
-0.08693
-0.07397
-0.04861
-0.07092
-0.0707
-0.05999
0.01459
0.038676
0.097558
0.095381
0.103318
0.053977
0.022437
-0.02342
-0.01137
-0.00271
0.043635
0.075198
0.127163
0.162564
0.157685
0.160772
0.160294
0.160964
0.124761
0.182038
0.082056
-0.0174
-0.11737
-0.10046
-0.19151
-0.13262
-0.03279
0.067239
0.057315
0.098991
0.140051
0.13846

0.126867
0.107913
0.102762
0.080828
0.073829
0.045375
0.075768
0.0903
0.068954
0.026154
-0.00559
0.010241
-0.00555
-0.05335
-0.06638
0.004585
0.023137
0.069553
0.05557
0.050135
0.044493
0.017909
-0.00498
-0.03511
-0.04216
0.009378
0.048058
0.135034
0.168477
0.145636
0.207119
0.295285
0.369969
0.341849
0.398597
0.359876
0.337872
0.238012
0.202715
0.109529
0.131874
0.201769
0.251274
0.237593
0.231943
0.283295
0.342939

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

78
74.56
71.24
68.39
71.8
75.39
72.34
75.76
72.83
69.95
70.73
71.24
69.09
67.3
67.14
70.49
68.77
67.89
67.66
65.47
63.83
64.26
62.06
59.14
62.09
65.17
68.03
65.67
62.47
59.5
60.61
59.61
58.14
58.59
59.01
58.25
60.31
60.61
60.06
59.59
60.52
61.25
63.57
62.39
62.55
61.46
63.77

0.00154
-0.0451
-0.04555
-0.04083
0.048658
0.04879
-0.0413
0.046193
-0.03944
-0.04035
0.011089
0.007185
-0.03064
-0.02625
-0.00238
0.048691
-0.0247
-0.01288
-0.00339
-0.0329
-0.02537
0.006714
-0.03484
-0.04819
0.048677
0.048414
0.04295
-0.03531
-0.04996
-0.04871
0.018484
-0.01664
-0.02497
0.00771
0.007143
-0.01296
0.034754
0.004962
-0.00912
-0.00786
0.015486
0.01199
0.037178
-0.01874
0.002561
-0.01758
0.036896

0.091216
0.042606
0.006619
-0.08288
-0.08128
-0.03403
-0.03023
0.061516
0.062901
-0.0261
-0.0638
-0.01532
-0.09216
-0.07897
-0.041
-0.0034
-0.03529
-0.01752
0.005335
-0.02519
-0.09925
-0.06783
-0.08979
-0.13459
-0.05301
0.020776
0.057011
0.056541
0.054779
-0.04261
-0.07254
-0.13213
-0.12179
-0.06412
-0.00827
-0.03972
0.011675
0.041606
0.02478
0.009781
0.03823
0.015466
0.047682
0.038061
0.048478
0.015413
0.040319

0.298855
0.205002
0.111399
0.037847
0.103969
0.10405
0.014481
0.011951
-0.02401
-0.10417
-0.04181
0.01656
0.037156
-0.00252
0.046336
0.087411
0.014058
-0.0476
-0.0545
-0.07784
-0.15189
-0.19223
-0.22861
-0.2317
-0.13747
-0.04823
-0.05394
-0.13803
-0.14669
-0.24159
-0.18367
-0.15996
-0.19602
-0.19549
-0.1577
-0.14442
-0.10728
-0.15101
-0.13542
-0.1304
-0.11152
-0.06663
-0.00408
-0.02953
0.007865
0.038479
0.026698

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

66.39
69.37
67.16
66.8
65.96
65.51
66.59
66.29
66.2
64.16
63.03
66.08
65.48
66.35
67.15
66.3
68.81
67.52
66.75
67.06
66.89
66.22
65.69
66.33
66.73
66.28
63.44
62.39
63.55
63.85
63.58
62.93
62.1
62.48
63.16
63.11
63.05
62.32
62.8

0.040264
0.043908
-0.03238
-0.00537
-0.01265
-0.00685
0.016352
-0.00452
-0.00136
-0.0313
-0.01777
0.047255
-0.00912
0.013199
0.011985
-0.01274
0.037159
-0.01893
-0.01147
0.004633
-0.00254
-0.01007
-0.00804
0.009696
0.006012
-0.00677
-0.04379
-0.01669
0.018422
0.00471
-0.00424
-0.01028
-0.01328
0.006101
0.010825
-0.00079
-0.00095
-0.01165
0.007673

0.043405
0.106049
0.071112
0.083317
0.033766
-0.01334
-0.0409
-0.01304
-0.00902
-0.02767
-0.03859
-0.00769
-0.01229
0.002263
0.045549
0.050579
0.040483
0.030679
0.006011
-0.00134
0.00886
-0.03837
-0.02748
-0.00631
-0.00493
-0.00916
-0.04289
-0.05154
-0.04282
-0.04412
-0.04159
-0.00807
-0.00466
-0.01698
-0.01087
-0.00742
0.001905
0.003536
0.005109

0.018547
0.019506
0.022436
0.067017
0.103072
0.077743
0.110731
0.131185
0.122116
0.083673
0.078867
0.091368
0.077285
0.0996
0.119441
0.091216
0.116385
0.060282
0.067549
0.069622
0.084663
0.0377
-0.0106
-0.04481
-0.00642
-0.00781
-0.03895
-0.0488
-0.04673
-0.0375
-0.04038
-0.01936
-0.01486
-0.05602
-0.03607
-0.05006
-0.063
-0.06191
-0.09139

Average
0.001692 0.008394 0.039456
Standard Deviation
0.027336 0.064807 0.123559
Sharpe Ratio0.047253 0.099848 0.251912

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
14.28
14.83
14.99
14.51
14.23
14.23
14.2
14.48
14.3
14.41
14.89
15
14.92
14.81
15.5
16.5
17.5
18.5
19.3
19.62
20.01
19.12
18.65
19.44
19.15
19.33
19.65
20.62
21.65
22.6
21.52
20.7
21.66
21.95
21.56
20.77
21.35
21.02
20.94
21.25
20.88
20.62
20.71
19.94
20.94

0.037792
0.010731
-0.03255
-0.01949
0
-0.00211
0.019526
-0.01251
0.007663
0.032767
0.00736
-0.00535
-0.0074
0.045537
0.06252
0.058841
0.05557
0.042334
0.016444
0.019683
-0.0455
-0.02489
0.041487
-0.01503
0.009356
0.016419
0.048184
0.048744
0.042944
-0.04897
-0.03885
0.045334
0.0133
-0.01793
-0.03733
0.027542
-0.01558
-0.00381
0.014696
-0.01757
-0.01253
0.004355
-0.03789
0.048933

-0.00351
-0.04341
-0.03461
-0.01458
0.01257
0.045337
0.054808
0.029934
0.035043
0.072918
0.102671
0.154151
0.215068
0.264802
0.235709
0.192872
0.088534
0.008075
0.007228
-0.02425
-0.03457
0.027342
0.100415
0.107673
0.165647
0.107324
0.052056
0.049206
0.013762
-0.04711
-0.03547
0.030918
-0.02999
-0.04711
-0.01448
0.005282
-0.03479
-0.01486
-0.04893
-0.0147

0.266986
0.270681
0.244919
0.28682
0.322725
0.370909
0.421763
0.445182
0.408723
0.362211
0.374777
0.380717
0.368137
0.338207
0.320212
0.242114
0.17946
0.138586
0.078687
0.049712
0.034385
0.041993
0.115815

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

21.98
23.07
24.22
25.43
26.7
27.39
27.18
27.64
29.02
28.26
26.89
27.16
27.58
27.47
28.84
30.28
31.79
33.37
35.03
36.78
38.61
40.54
39.91
41.9
43.89
42.11
40.07
38.76
37.56
39.43
37.92
39.81
41.8
42.69
42.4
40.93
41.15
39.9
38.93
37.89
39.78
41.76
40.98
40.64
41.29
43.35
41.48

0.048472
0.0484
0.048646
0.048751
0.048734
0.025514
-0.0077
0.016783
0.048721
-0.02654
-0.04969
0.009991
0.015346
-0.004
0.048669
0.048724
0.048664
0.048506
0.048548
0.048749
0.048557
0.048778
-0.01566
0.048659
0.046401
-0.0414
-0.04966
-0.03324
-0.03145
0.048587
-0.03905
0.048639
0.048778
0.021068
-0.00682
-0.03529
0.005361
-0.03085
-0.02461
-0.02708
0.048677
0.048575
-0.01885
-0.00833
0.015868
0.048686
-0.0441

0.051341
0.112272
0.156562
0.243202
0.243002
0.220045
0.163948
0.132085
0.132056
0.056784
-0.01842
-0.00074
-0.00217
-0.05489
0.020316
0.118733
0.157406
0.190566
0.24311
0.243191
0.243024
0.243137
0.17897
0.179081
0.176732
0.086774
-0.01166
-0.02924
-0.10935
-0.10716
-0.10481
-0.00651
0.075508
0.128025
0.072621
0.076385
0.033106
-0.04652
-0.0922
-0.11246
-0.0285
0.014715
0.026708
0.042988
0.085933
0.085942
-0.00673

0.1228
0.18623
0.22552
0.257852
0.258402
0.235173
0.184532
0.250281
0.337852
0.26598
0.202987
0.230906
0.283581
0.252043
0.316289
0.368826
0.402795
0.468866
0.529943
0.574338
0.660784
0.660628
0.596494
0.596753
0.594508
0.504356
0.405964
0.347211
0.323458
0.355263
0.267493
0.342671
0.441142
0.452219
0.430057
0.398769
0.355461
0.275889
0.202613
0.12703
0.127159
0.126985
0.059573
0.002464
0.033993
0.034021
-0.05648

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

39.94
40.69
41.38
39.86
40.28
39.59
39.5
40.82
39.94
38.85
38.87
39.27
38.74
37.03
36.89
37.45
36.92
36.53
36.09
34.29
32.94
33.4
31.8
32.24
33.85
34.44
36.16
36.76
36.21
35.5
36.45
35.07
34.45
34.46
34.6
34.26
35.97
36.77
36.76
36.51
37.4
37.5
37.07
37.44
37.91
37.92
38.96

-0.03783
0.018604
0.016815
-0.03742
0.010482
-0.01728
-0.00228
0.032871
-0.02179
-0.02767
0.000515
0.010238
-0.01359
-0.04514
-0.00379
0.015066
-0.01425
-0.01062
-0.01212
-0.05116
-0.04017
0.013868
-0.04909
0.013742
0.048731
0.01728
0.048735
0.016457
-0.01507
-0.0198
0.026409
-0.0386
-0.01784
0.00029
0.004054
-0.00988
0.048707
0.021997
-0.00027
-0.00682
0.024085
0.00267
-0.01153
0.009932
0.012475
0.000264
0.027057

-0.02571
0.00123
0.002177
-0.08393
-0.02936
-0.0088
-0.02968
-0.01363
0.002005
-0.03615
-0.01835
-0.00584
-0.0523
-0.07565
-0.05177
-0.03722
-0.06171
-0.05874
-0.02571
-0.07309
-0.12832
-0.1002
-0.13867
-0.11281
-0.01291
0.044531
0.079398
0.144944
0.116127
0.047594
0.056723
-0.03061
-0.0649
-0.04954
-0.02568
-0.06196
0.025339
0.065173
0.064611
0.053733
0.087692
0.041656
0.008126
0.018329
0.037629
0.013808
0.038195

-0.05291
0.015354
0.065409
0.059434
0.021328
0.043098
-0.00782
-0.02372
-0.06659
-0.08744
-0.05164
-0.04676
-0.0295
-0.05004
-0.02675
-0.06036
-0.12319
-0.11495
-0.11874
-0.18577
-0.27462
-0.21666
-0.22791
-0.23277
-0.20086
-0.14615
-0.1079
-0.07417
-0.08697
-0.13964
-0.09144
-0.10236
-0.12071
-0.13066
-0.11302
-0.07775
-0.02526
-0.01832
-0.00434
-0.00055
0.035655
0.089487
0.11812
0.114184
0.175749
0.162271
0.140596

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

40.9
40.83
39.65
39.58
39.03
40.81
39.77
39.25
38.8
38.57
38.61
38.38
38.23
37.59
36.92
36.91
36.86
36.47
36.32
37.32
38.33
38.38
38.27
38.47
39.08
39.25
38.5
38.63
38.77
38.75
38.11
38.37
38.32
38.19
37.93
37.64
37.55
37.5
29.6

0.048595
-0.00171
-0.02933
-0.00177
-0.01399
0.044597
-0.02581
-0.01316
-0.01153
-0.00595
0.001037
-0.00597
-0.00392
-0.01688
-0.01798
-0.00027
-0.00136
-0.01064
-0.00412
0.027161
0.026704
0.001304
-0.00287
0.005212
0.015732
0.004341
-0.01929
0.003371
0.003618
-0.00052
-0.01665
0.006799
-0.0013
-0.0034
-0.00683
-0.00768
-0.00239
-0.00133
-0.23657

0.098322
0.086677
0.044876
0.042845
0.001795
-0.0022
-0.0263
-0.01014
-0.0199
-0.01186
-0.05542
-0.03558
-0.02633
-0.03168
-0.04372
-0.04503
-0.04041
-0.04713
-0.03437
0.010776
0.03775
0.04041
0.048176
0.05751
0.046081
0.023719
0.003122
0.009363
0.007768
-0.00848
-0.02947
-0.00338
-0.00806
-0.01507
-0.02139
-0.01241
-0.0216
-0.02163
-0.2548

0.171911
0.121464
0.075681
0.088989
0.094798
0.112986
0.125767
0.130442
0.118621
0.108621
0.119533
0.064851
0.038938
0.022328
0.011167
-0.01319
-0.01721
-0.01632
-0.03037
-0.01569
0.010754
-0.015
-0.06646
-0.05954
-0.01448
-0.00837
-0.01367
-0.0549
-0.02547
-0.01282
-0.01794
-0.0052
-0.00754
-0.00496
-0.00788
0.001329
0.01692
0.015858
-0.21935

Average
0.004118 0.026061 0.122516
Standard Deviation
0.034376 0.087902 0.204315
Sharpe Ratio 0.10816 0.274597 0.558872

Date
2-Jan
3-Jan
4-Jan
5-Jan
6-Jan
9-Jan
10-Jan
11-Jan
12-Jan
13-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
23-Jan
24-Jan
25-Jan
26-Jan
27-Jan
30-Jan
31-Jan
1-Feb
2-Feb
3-Feb
6-Feb
7-Feb
8-Feb
9-Feb
10-Feb
13-Feb
14-Feb
15-Feb
16-Feb
17-Feb
20-Feb
21-Feb
22-Feb
23-Feb
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar

Closing
Price
107.72
111.37
111.59
110.01
108.99
108.88
107.37
107.66
106.78
107.79
108.07
109.24
109.72
111.65
116.95
122.79
121.81
122.37
121.11
120.96
117.34
120.69
120.55
121.51
126.19
123.24
123.45
124.16
122.73
120.39
120.45
120.34
120.88
122.02
124
121.73
121.82
121.15
122.23
124.41
124.07
127.59
129.12
127.94
130.39

0.033323
0.001973
-0.01426
-0.00932
-0.00101
-0.01397
0.002697
-0.00821
0.009414
0.002594
0.010768
0.004384
0.017437
0.046378
0.048729
-0.00801
0.004587
-0.01035
-0.00124
-0.03038
0.02815
-0.00116
0.007932
0.037792
-0.02366
0.001703
0.005735
-0.01158
-0.01925
0.000498
-0.00091
0.004477
0.009387
0.016097
-0.01848
0.000739
-0.00552
0.008875
0.017678
-0.00274
0.027976
0.01192
-0.00918
0.018969

0.010711
-0.03658
-0.03585
-0.0298
-0.01107
-0.00747
0.017266
0.018954
0.044598
0.081562
0.127696
0.108915
0.109118
0.08133
0.033713
-0.0454
-0.00924
-0.01498
0.003297
0.042329
0.049058
0.022611
0.029506
0.00999
-0.04705
-0.0229
-0.02552
-0.02677
-0.0058
0.029545
0.010571
0.012223
0.002231
0.00172
0.003301
0.01904
0.046277
0.063713
0.045657
0.046947

0.112529
0.087139
0.122957
0.113562
0.12458
0.131325
0.133706
0.111758
0.120464
0.110136
0.112019
0.110638
0.12235
0.086436
0.040798
-0.01345
0.003442
0.016533
0.024147
0.053362
0.095667
0.058336
0.078465

5-Mar
6-Mar
7-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
26-Mar
27-Mar
28-Mar
29-Mar
30-Mar
2-Apr
3-Apr
4-Apr
5-Apr
6-Apr
9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr
27-Apr
30-Apr
2-May
3-May
4-May
7-May
8-May
9-May
10-May

136.89
135.45
133.2
133.78
135.36
130.9
129.59
129.62
129.3
125.77
125.13
126.64
128.02
127.49
127.9
130.99
130.55
128.69
128.61
127.03
127.19
131.15
129.72
128.96
129.34
129.15
131.56
128.91
128.3
127.2
127.04
126.09
126.94
126.49
126.81
126.25
126.02
125.14
123.84
123.41
124.36
124.66
124.89
127.82
127.14
126.45
126.75

0.048648
-0.01058
-0.01675
0.004345
0.011741
-0.0335
-0.01006
0.000231
-0.00247
-0.02768
-0.0051
0.011995
0.010838
-0.00415
0.003211
0.023872
-0.00336
-0.01435
-0.00062
-0.01236
0.001259
0.03066
-0.01096
-0.00588
0.002942
-0.00147
0.018489
-0.02035
-0.00474
-0.00861
-0.00126
-0.00751
0.006719
-0.00355
0.002527
-0.00443
-0.00182
-0.00701
-0.01044
-0.00348
0.007668
0.002409
0.001843
0.02319
-0.00533
-0.00544
0.00237

0.098332
0.059781
0.03111
0.044635
0.037408
-0.04474
-0.04423
-0.02724
-0.03406
-0.07348
-0.04508
-0.02303
-0.01242
-0.0141
0.016794
0.045768
0.030408
0.00522
0.008747
-0.00683
-0.02944
0.004585
0.007972
0.002718
0.018021
0.015292
0.003121
-0.00626
-0.00513
-0.01668
-0.01647
-0.04247
-0.0154
-0.01421
-0.00307
-0.00624
-0.00056
-0.01428
-0.02117
-0.02718
-0.01508
-0.01085
-0.002
0.031633
0.029777
0.016666
0.016627

0.119181
0.070814
0.077718
0.08036
0.086367
0.064447
0.073639
0.073372
0.071814
0.039657
0.025168
0.021067
0.050381
0.045493
0.054219
0.069216
0.048174
0.03656
0.007963
-0.01632
-0.00588
0.005812
-0.0538
-0.0491
-0.02941
-0.03522
-0.02847
-0.01532
-0.01
-0.01885
-0.01763
0.002541
0.014361
-0.00119
-0.0095
-0.00977
-0.01481
-0.04569
-0.05277
-0.04189
-0.0336
-0.01883
-0.01825
-0.02572
-0.02009
-0.01966
-0.02023

11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun
11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul
9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul

125.96
125.63
126.11
123.96
124.04
120.2
119.32
122.35
120.73
120.68
119.19
125.14
130.1
125.99
130.98
131.06
128.65
125.99
126.3
125.26
124.26
124.83
123.56
123.67
126.42
125.33
125.5
123.11
120.11
120.38
124.03
122.53
120.46
123.56
123.65
122.87
125.78
127.91
125.32
126.93
127.3
125.07
124.2
124.33
126.7
125.27
125.6

-0.00625
-0.00262
0.003813
-0.0172
0.000645
-0.03145
-0.00735
0.025077
-0.01333
-0.00041
-0.01242
0.048714
0.03887
-0.0321
0.038842
0.000611
-0.01856
-0.02089
0.002457
-0.00827
-0.00802
0.004577
-0.01023
0.00089
0.021993
-0.00866
0.001355
-0.01923
-0.02467
0.002245
0.02987
-0.01217
-0.01704
0.025409
0.000728
-0.00633
0.023407
0.016793
-0.02046
0.012765
0.002911
-0.01767
-0.00698
0.001046
0.018883
-0.01135
0.002631

0.008531
-0.01728
-0.00813
-0.01989
-0.02161
-0.04681
-0.05153
-0.03027
-0.0264
-0.02746
-0.00844
0.047624
0.061418
0.042646
0.081902
0.094936
0.027662
-0.0321
0.002457
-0.04465
-0.05328
-0.03014
-0.01948
-0.02104
0.009218
0.008574
0.005353
-0.00365
-0.02921
-0.04896
-0.01043
-0.02395
-0.02176
0.028319
0.026802
-0.0094
0.026178
0.060009
0.014144
0.026181
0.03542
-0.00566
-0.02943
-0.00793
-0.00181
-0.01608
0.004229

-0.02501
-0.04612
-0.02196
-0.03441
-0.02516
-0.05534
-0.05519
-0.03683
-0.04661
-0.04955
-0.05755
-0.00701
0.03887
0.017212
0.059532
0.052475
0.031506
0.008769
-0.01196
-0.0149
-0.01747
-0.01526
-0.01924
-0.01572
0.002455
0.010991
0.011702
0.023921
0.006599
-0.01623
0.026967
0.015213
0.010599
-0.01271
-0.05085
-0.02508
-0.04051
-0.02433
-0.02623
0.007433
0.007886
-0.00152
-0.00048
-0.00401
0.025095
0.012855
-0.00651

17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug
6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
15-Aug
16-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep
10-Sep
11-Sep
12-Sep
13-Sep
14-Sep

125.84
126.83
126.09
125.29
124.26
123.94
124.66
124.61
124.35
124.76
124.95
126.21
126.45
125.36
124.64
124.32
124.47
124.38
124.25
126.03
125.76
125.43
126.4
125.61
125.96
126.1
125.75
131.05
128.54
129.92
129.52
128.22
127.3
126.63
127.06
126.59
126.72
128.22
127.46

0.001909
0.007836
-0.00585
-0.00636
-0.00825
-0.00258
0.005792
-0.0004
-0.00209
0.003292
0.001522
0.010034
0.0019
-0.00866
-0.00576
-0.00257
0.001206
-0.00072
-0.00105
0.014224
-0.00214
-0.00263
0.007704
-0.00627
0.002783
0.001111
-0.00278
0.041283
-0.01934
0.010679
-0.00308
-0.01009
-0.0072
-0.00528
0.00339
-0.00371
0.001026
0.011768
-0.00594

0.013118
0.019908
-0.00483
0.00016
-0.01073
-0.01521
-0.01726
-0.01181
-0.00753
0.004016
0.008116
0.012357
0.014658
0.008089
-0.00096
-0.00505
-0.01388
-0.01651
-0.00889
0.01109
0.011516
0.007683
0.01611
0.010886
-0.00056
0.0027
0.002548
0.036127
0.023058
0.030954
0.02676
0.019452
-0.02903
-0.01497
-0.02226
-0.02288
-0.01177
0.007201
0.006533

0.004061
0.010542
0.023918
0.042223
0.031723
-0.00073
0.017234
0.033871
0.006373
0.008937
0.016787
0.003413
-0.01148
0.000319
-0.01821
-0.02369
-0.00481
0.001448
-0.00064
-0.0053
0.003904
-0.00135
0.00444
-0.00967
-0.00103
0.006444
0.01192
0.055781
0.03065
0.04173
0.040735
0.027356
0.018633
0.003322
0.004812
0.009764
0.01655
0.030889
0.023738

Average
0.000951 0.00422 0.016309
Standard Deviation
0.015404 0.033214 0.04575
Sharpe Ratio0.035748 0.069161 0.174401