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CISDM INDEX

Sunday, July 31, 2011


Wednesday, August 31, 2011
Friday, September 30, 2011
Monday, October 31, 2011
Wednesday, November 30, 2011
Saturday, December 31, 2011
Tuesday, January 31, 2012
Wednesday, February 29, 2012
Saturday, March 31, 2012
Monday, April 30, 2012
Thursday, May 31, 2012
Saturday, June 30, 2012
Tuesday, July 31, 2012
Friday, August 31, 2012
Sunday, September 30, 2012
Wednesday, October 31, 2012
Friday, November 30, 2012
Monday, December 31, 2012
Thursday, January 31, 2013
Thursday, February 28, 2013
Sunday, March 31, 2013
Tuesday, April 30, 2013
Friday, May 31, 2013
Sunday, June 30, 2013
Wednesday, July 31, 2013

1 month Return
6 month
12 month
Standard Deviation
Volatitlity
Sharpe Ratio(Risk free rate is close to zero)
Risk Free Rate (T-Bill)

-0.3096565627
-3.9997813829
-3.6806148591
3.000660027
-0.8502539285
-0.2199328626
2.8702629544
1.9998308414
0.5500428425
-0.6001795957
-3.4301569889
0.6405238741
0.3594836335
0.8997429306
1.4303109779
0.0997349636
0.3699432631
0.9504025883
2.6103978876
0.5492604062
1.430512902
0.2401315503
1.3097480319
-0.8198968489
2.249384529

2.25%
5.03%
11.87%
6.14%
2.48%
1.9191434394
0.080811%

-0.31%
-4.00%
-3.68%
3.00%
-0.85%
-0.22%
2.87%
2.00%
0.55%
-0.60%
-3.43%
0.64%
0.36%
0.90%
1.43%
0.10%
0.37%
0.95%
2.61%
0.55%
1.43%
0.24%
1.31%
-0.82%
2.25%

1
0.996903
0.957029
0.921805
0.949465
0.941392
0.939322
0.966283
0.985607
0.991028
0.98508
0.95129
0.957384
0.960825
0.96947
0.983337
0.984317
0.987959
0.997348
1.023383
1.029004
1.043724
1.046231
1.059934
1.051243
1.07489

Replication
0.064880692
-5.6170041468
-3.7346388137
4.9192149521
0.383460565
-0.7857279744
5.7733388732
5.1467188478
1.3241263178
-1.0660298074
-3.9373565328
2.6433366599
0.7046075862
1.4098599535
1.2641514339
-0.4842242426
0.8304970306
1.5955923516
1.9136743987
-0.0509860945
1.3021895098
2.3946387703
1.3756074712
-0.704070242
2.2113189687

2.21%
6.67%
13.81%
8.27%
2.88%
12.829215175085500%

0.06%
-5.62%
-3.73%
4.92%
0.38%
-0.79%
5.77%
5.15%
1.32%
-1.07%
-3.94%
2.64%
0.70%
1.41%
1.26%
-0.48%
0.83%
1.60%
1.91%
-0.05%
1.30%
2.39%
1.38%
-0.70%
2.21%

1
1.000649
0.944442
0.909171
0.953895
0.957553
0.950029
1.004877
1.056596
1.070586
1.059173
1.01747
1.044365
1.051724
1.066552
1.080034
1.074805
1.083731
1.101023
1.122093
1.121521
1.136125
1.163331
1.179334
1.171031
1.196926

BM
Thursday, January 31, 2008
Friday, February 29, 2008
Monday, March 31, 2008
Wednesday, April 30, 2008
Saturday, May 31, 2008
Monday, June 30, 2008
Thursday, July 31, 2008
Sunday, August 31, 2008
Tuesday, September 30, 2008
Friday, October 31, 2008
Sunday, November 30, 2008
Wednesday, December 31, 2008
Saturday, January 31, 2009
Saturday, February 28, 2009
Tuesday, March 31, 2009
Thursday, April 30, 2009
Sunday, May 31, 2009
Tuesday, June 30, 2009
Friday, July 31, 2009
Monday, August 31, 2009
Wednesday, September 30, 2009
Saturday, October 31, 2009
Monday, November 30, 2009
Thursday, December 31, 2009
Sunday, January 31, 2010
Sunday, February 28, 2010
Wednesday, March 31, 2010
Friday, April 30, 2010
Monday, May 31, 2010
Wednesday, June 30, 2010
Saturday, July 31, 2010
Tuesday, August 31, 2010
Thursday, September 30, 2010
Sunday, October 31, 2010
Tuesday, November 30, 2010
Friday, December 31, 2010
Monday, January 31, 2011
Monday, February 28, 2011
Thursday, March 31, 2011
Saturday, April 30, 2011
Tuesday, May 31, 2011
Thursday, June 30, 2011
Sunday, July 31, 2011
Wednesday, August 31, 2011
Friday, September 30, 2011
Monday, October 31, 2011
Wednesday, November 30, 2011
Saturday, December 31, 2011
Tuesday, January 31, 2012
Wednesday, February 29, 2012
Saturday, March 31, 2012

-4.10
0.97
-2.27
2.33
1.80
-1.58
-2.28
-1.09
-5.40
-3.96
-0.54
0.99
0.21
-1.40
1.09
3.20
4.30
0.20
2.37
1.53
2.32
-0.66
0.88
1.84
-0.56
0.69
2.49
0.83
-3.90
-1.13
1.46
-0.59
3.58
2.39
0.66
3.18
0.86
1.61
0.48
2.01
-0.81
-0.90
-0.31
-4.00
-3.68
3.00
-0.85
-0.22
2.87
2.00
0.55

Monday, April 30, 2012


Thursday, May 31, 2012
Saturday, June 30, 2012
Tuesday, July 31, 2012
Friday, August 31, 2012
Sunday, September 30, 2012
Wednesday, October 31, 2012
Friday, November 30, 2012
Monday, December 31, 2012
Thursday, January 31, 2013
Thursday, February 28, 2013
Sunday, March 31, 2013
Tuesday, April 30, 2013
Friday, May 31, 2013
Sunday, June 30, 2013
Wednesday, July 31, 2013

-0.60
-3.43
0.64
0.36
0.90
1.43
0.10
0.37
0.95
2.61
0.55
1.43
0.24
1.31
-0.82
2.25

Replication
-4.10
-0.42
-0.65
3.26
3.84
-3.97
-2.59
-0.93
-6.51
-11.69
-3.90
1.73
-2.64
-2.45
3.67
3.39
3.36
-0.44
2.07
0.13
2.39
-0.51
2.17
0.46
-1.24
1.32
1.75
1.21
-2.54
-1.45
3.10
-1.24
3.91
1.75
0.62
1.65
1.92
2.90
1.37
2.77
-0.94
-1.45
0.06
-5.62
-3.73
4.92
0.38
-0.79
5.77
5.15
1.32

BM
1
1.009703
0.986781
1.009724
1.027901
1.011658
0.988598
0.977773
0.924973
0.888342
0.883543
1
1.002108
0.988072
0.998838
1.030802
1.075125
1.077281
1.102861
1.119747
1.145723
1.138166
1.148178
1.169303
1.162765
1.170812
1.199962
1.209926
1.162741
1.149579
1.166369
1.159519
1.20104
1.229746
1.237865
1.27723
1.2882
1.308942
1.315218
1.341661
1.330786
1.318811
1.314727
1.262141
1.215686
1.252165
1.241518
1.238788
1.274344
1.299829
1.306978

REPlication
1
0.99581771
0.98937235
1.02158281
1.06078798
1.01863919
0.99224416
0.98301677
0.91906887
0.81163042
0.77998953
1
0.97361016
0.9497189
0.98459273
1.0179864
1.0522121
1.04754008
1.06921171
1.07057824
1.09615373
1.09061105
1.11427573
1.11936787
1.10550187
1.12010831
1.1396632
1.15340131
1.12406109
1.10770651
1.14202042
1.12781832
1.17196538
1.19248372
1.19982953
1.2195914
1.2430504
1.2790945
1.29661103
1.33255448
1.32005201
1.3009547
1.30179877
1.22867668
1.18279004
1.24097402
1.24573267
1.2359446
1.30729987
1.37458292
1.39278413

HWM
BM

Replication

1.00
1.00
1.00
1.00
1.03
1.08
1.08
1.10
1.12
1.15
1.15
1.15
1.17
1.17
1.17
1.20
1.21
1.21
1.21
1.21
1.21
1.21
1.23
1.24
1.28
1.29
1.31
1.32
1.34
1.34
1.34
1.34
1.34
1.34
1.34
1.34
1.34
1.34
1.34
1.34

1
1
1
1
1.0179864
1.0522121
1.0522121
1.0692117
1.0705782
1.0961537
1.0961537
1.1142757
1.1193679
1.1193679
1.1201083
1.1396632
1.1534013
1.1534013
1.1534013
1.1534013
1.1534013
1.1719654
1.1924837
1.1998295
1.2195914
1.2430504
1.2790945
1.296611
1.3325545
1.3325545
1.3325545
1.3325545
1.3325545
1.3325545
1.3325545
1.3325545
1.3325545
1.3325545
1.3745829
1.3927841

Draw Down
BM

0.00%
0.00%
-1.40%
-0.33%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
-0.66%
0.00%
0.00%
-0.56%
0.00%
0.00%
0.00%
-3.90%
-4.99%
-3.60%
-4.17%
-0.73%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
-0.81%
-1.70%
-2.01%
-5.93%
-9.39%
-6.67%
-7.46%
-7.67%
-5.02%
-3.12%
-2.59%

-1.07
-3.94
2.64
0.70
1.41
1.26
-0.48
0.83
1.60
1.91
-0.05
1.30
2.39
1.38
-0.70
2.21

1.299134
1.254572
1.262608
1.267147
1.278548
1.296835
1.298128
1.302931
1.315314
1.349649
1.357062
1.376475
1.37978
1.397852
1.386391
1.417576

1.37793664
1.32368236
1.35867174
1.36824505
1.38753539
1.40507593
1.39827222
1.40988483
1.43238084
1.45979195
1.45904765
1.47804722
1.51344111
1.53426012
1.52345785
1.55714636

1.34
1.34
1.34
1.34
1.34
1.34
1.34
1.34
1.34
1.35
1.36
1.38
1.38
1.40
1.40
1.42

1.3927841
1.3927841
1.3927841
1.3927841
1.3927841
1.4050759
1.4050759
1.4098848
1.4323808
1.4597919
1.4597919
1.4780472
1.5134411
1.5342601
1.5342601
1.5571464

-3.17%
-6.49%
-5.89%
-5.55%
-4.70%
-3.34%
-3.24%
-2.89%
-1.96%
0.00%
0.00%
0.00%
0.00%
0.00%
-0.82%
0.00%
-9.39%

Draw Down
Replication

0.00%
-2.64%
-5.03%
-1.54%
0.00%
0.00%
-0.44%
0.00%
0.00%
0.00%
-0.51%
0.00%
0.00%
-1.24%
0.00%
0.00%
0.00%
-2.54%
-3.96%
-0.99%
-2.22%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
-0.94%
-2.37%
-2.31%
-7.80%
-11.24%
-6.87%
-6.52%
-7.25%
-1.90%
0.00%
0.00%

-1.07%
-4.96%
-2.45%
-1.76%
-0.38%
0.00%
-0.48%
0.00%
0.00%
0.00%
-0.05%
0.00%
0.00%
0.00%
-0.70%
0.00%
-11.24%

Total Returns
Jul-13 6 Months12 Months
Replication of CISDM ELS Index
2.21%
6.67%
13.81%
CISDM Equity Long Short (ELS) HF Index
2.25%
5.03%
11.87%
Name

Replication of CISDM EW HF Index


1.81%
CISDM Equal Weighted (EW) HF Index1.57%

0.32%
2.89%

5.92%
9.32%

Std. Dev
36 Months
8.27%
6.14%
9.64%
6.01%

Correl. With Sharpe Ratio


Benchmark
36 Months
12 Month
0.90
????
1.00
????
0.82
1.00

????
????

Max Drawdown

Max Drawdown

Sharpe Ratio

2009-2013
28.96%
14.23%

12 Month
10.42
6.65

13.48%
9.26%

2.09
5.32

Exposure
Replication of CISDM ELS
Name
Ticker
S&P Index ETF
SPY
Energy Select Sector SPDR
XLE
iShares Russell 1000 Value Index
IWD
iShares Russell 2000 Growth Index
IWO
iShares MSCI EAFE
EFA
iShares Nasdaq Biotechnology IBB
PowerShares QQQ
QQQ
Cash

Current MonthPrevious Month


-60.00%
-20.05%
5.64%
0.76%
20.00%
20.00%
17.24%
18.63%
12.74%
6.89%
3.99%
0.00%
25.20%
8.94%
75.18%
64.84%

Replication of CISDM E
D

31-Aug-13

31-Jul-13

XLY

0.20

0.20

XLE

0.20

0.20

XLB

-0.01

0.00

IWF

-0.20

-0.20

IWO

-0.03

0.03

IYT

0.05

0.00

EFA

0.24

0.20

EEM

0.06

0.08

IBB

0.09

0.06

DBC

-0.02

-0.02

GLD

0.07

0.05

QQQ

0.40

0.40

SHY

-0.05

-0.01

Change
-39.95%
4.88%
0.00%
-1.38%
5.85%
3.99%
16.26%
10.34%

Series Description
Unit:
Multiplier:
Currency:
Unique Identifier:
Time Period
1934-01
1934-02
1934-03
1934-04
1934-05
1934-06
1934-07
1934-08
1934-09
1934-10
1934-11
1934-12
1935-01
1935-02
1935-03
1935-04
1935-05
1935-06
1935-07
1935-08
1935-09
1935-10
1935-11
1935-12
1936-01
1936-02
1936-03
1936-04
1936-05
1936-06
1936-07
1936-08
1936-09
1936-10
1936-11
1936-12
1937-01
1937-02
1937-03
1937-04
1937-05
1937-06
1937-07
1937-08
1937-09
1937-10
1937-11

3-month Treasury bill secondary market rate discount basis


Percent:_Per_Year
1
NA
H15/H15/RIFSGFSM03_N.M
RIFSGFSM03_N.M
0.72
0.62
0.24
0.15
0.16
0.15
0.15
0.19
0.21
0.27
0.25
0.23
0.2
0.19
0.15
0.15
0.15
0.15
0.15
0.16
0.2
0.2
0.16
0.15
0.2
0.2
0.2
0.2
0.2
0.2
0.15
0.2
0.16
0.13
0.11
0.12
0.17
0.15
0.38
0.56
0.41
0.36
0.28
0.29
0.31
0.2
0.09

1937-12
1938-01
1938-02
1938-03
1938-04
1938-05
1938-06
1938-07
1938-08
1938-09
1938-10
1938-11
1938-12
1939-01
1939-02
1939-03
1939-04
1939-05
1939-06
1939-07
1939-08
1939-09
1939-10
1939-11
1939-12
1940-01
1940-02
1940-03
1940-04
1940-05
1940-06
1940-07
1940-08
1940-09
1940-10
1940-11
1940-12
1941-01
1941-02
1941-03
1941-04
1941-05
1941-06
1941-07
1941-08
1941-09
1941-10
1941-11
1941-12
1942-01
1942-02
1942-03
1942-04

0.11
0.1
0.08
0.08
0.09
0.05
0.05
0.07
0.06
0.08
0.05
0.04
0.03
0.03
0.03
0.03
0.03
0.03
0.03
0.04
0.05
0.14
0.05
0.05
0.04
0.01
0.02
0.02
0.02
0.06
0.1
0.05
0.04
0.05
0.02
0.02
0.02
0.02
0.04
0.11
0.1
0.11
0.12
0.12
0.13
0.1
0.09
0.28
0.33
0.27
0.25
0.25
0.32

1942-05
1942-06
1942-07
1942-08
1942-09
1942-10
1942-11
1942-12
1943-01
1943-02
1943-03
1943-04
1943-05
1943-06
1943-07
1943-08
1943-09
1943-10
1943-11
1943-12
1944-01
1944-02
1944-03
1944-04
1944-05
1944-06
1944-07
1944-08
1944-09
1944-10
1944-11
1944-12
1945-01
1945-02
1945-03
1945-04
1945-05
1945-06
1945-07
1945-08
1945-09
1945-10
1945-11
1945-12
1946-01
1946-02
1946-03
1946-04
1946-05
1946-06
1946-07
1946-08
1946-09

0.37
0.37
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38

1946-10
1946-11
1946-12
1947-01
1947-02
1947-03
1947-04
1947-05
1947-06
1947-07
1947-08
1947-09
1947-10
1947-11
1947-12
1948-01
1948-02
1948-03
1948-04
1948-05
1948-06
1948-07
1948-08
1948-09
1948-10
1948-11
1948-12
1949-01
1949-02
1949-03
1949-04
1949-05
1949-06
1949-07
1949-08
1949-09
1949-10
1949-11
1949-12
1950-01
1950-02
1950-03
1950-04
1950-05
1950-06
1950-07
1950-08
1950-09
1950-10
1950-11
1950-12
1951-01
1951-02

0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.66
0.75
0.8
0.85
0.92
0.95
0.97
1
1
1
1
1
1
1.06
1.09
1.12
1.14
1.16
1.17
1.17
1.17
1.17
1.17
1.17
1.02
1.04
1.07
1.05
1.08
1.1
1.07
1.12
1.12
1.15
1.16
1.15
1.16
1.2
1.3
1.31
1.36
1.34
1.34
1.36

1951-03
1951-04
1951-05
1951-06
1951-07
1951-08
1951-09
1951-10
1951-11
1951-12
1952-01
1952-02
1952-03
1952-04
1952-05
1952-06
1952-07
1952-08
1952-09
1952-10
1952-11
1952-12
1953-01
1953-02
1953-03
1953-04
1953-05
1953-06
1953-07
1953-08
1953-09
1953-10
1953-11
1953-12
1954-01
1954-02
1954-03
1954-04
1954-05
1954-06
1954-07
1954-08
1954-09
1954-10
1954-11
1954-12
1955-01
1955-02
1955-03
1955-04
1955-05
1955-06
1955-07

1.4
1.47
1.55
1.45
1.56
1.62
1.63
1.54
1.56
1.73
1.57
1.54
1.59
1.57
1.67
1.7
1.81
1.83
1.71
1.74
1.85
2.09
1.96
1.97
2.01
2.19
2.16
2.11
2.04
2.04
1.79
1.38
1.44
1.6
1.18
0.97
1.03
0.97
0.76
0.64
0.72
0.92
1.01
0.98
0.93
1.15
1.22
1.17
1.28
1.59
1.45
1.41
1.6

1955-08
1955-09
1955-10
1955-11
1955-12
1956-01
1956-02
1956-03
1956-04
1956-05
1956-06
1956-07
1956-08
1956-09
1956-10
1956-11
1956-12
1957-01
1957-02
1957-03
1957-04
1957-05
1957-06
1957-07
1957-08
1957-09
1957-10
1957-11
1957-12
1958-01
1958-02
1958-03
1958-04
1958-05
1958-06
1958-07
1958-08
1958-09
1958-10
1958-11
1958-12
1959-01
1959-02
1959-03
1959-04
1959-05
1959-06
1959-07
1959-08
1959-09
1959-10
1959-11
1959-12

1.9
2.07
2.23
2.24
2.54
2.41
2.32
2.25
2.6
2.61
2.49
2.31
2.6
2.84
2.9
2.99
3.21
3.11
3.1
3.08
3.07
3.06
3.29
3.16
3.37
3.53
3.58
3.31
3.04
2.44
1.53
1.3
1.13
0.91
0.83
0.91
1.69
2.44
2.63
2.67
2.77
2.82
2.7
2.8
2.95
2.84
3.21
3.2
3.38
4.04
4.05
4.15
4.49

1960-01
1960-02
1960-03
1960-04
1960-05
1960-06
1960-07
1960-08
1960-09
1960-10
1960-11
1960-12
1961-01
1961-02
1961-03
1961-04
1961-05
1961-06
1961-07
1961-08
1961-09
1961-10
1961-11
1961-12
1962-01
1962-02
1962-03
1962-04
1962-05
1962-06
1962-07
1962-08
1962-09
1962-10
1962-11
1962-12
1963-01
1963-02
1963-03
1963-04
1963-05
1963-06
1963-07
1963-08
1963-09
1963-10
1963-11
1963-12
1964-01
1964-02
1964-03
1964-04
1964-05

4.35
3.96
3.31
3.23
3.29
2.46
2.3
2.3
2.48
2.3
2.37
2.25
2.24
2.42
2.39
2.29
2.29
2.33
2.24
2.39
2.28
2.3
2.48
2.6
2.72
2.73
2.72
2.73
2.69
2.73
2.92
2.82
2.78
2.74
2.83
2.87
2.91
2.92
2.89
2.9
2.93
2.99
3.18
3.32
3.38
3.45
3.52
3.52
3.52
3.53
3.54
3.47
3.48

1964-06
1964-07
1964-08
1964-09
1964-10
1964-11
1964-12
1965-01
1965-02
1965-03
1965-04
1965-05
1965-06
1965-07
1965-08
1965-09
1965-10
1965-11
1965-12
1966-01
1966-02
1966-03
1966-04
1966-05
1966-06
1966-07
1966-08
1966-09
1966-10
1966-11
1966-12
1967-01
1967-02
1967-03
1967-04
1967-05
1967-06
1967-07
1967-08
1967-09
1967-10
1967-11
1967-12
1968-01
1968-02
1968-03
1968-04
1968-05
1968-06
1968-07
1968-08
1968-09
1968-10

3.48
3.46
3.5
3.53
3.57
3.64
3.84
3.81
3.93
3.93
3.93
3.89
3.8
3.84
3.84
3.92
4.03
4.09
4.38
4.59
4.65
4.59
4.62
4.64
4.5
4.8
4.96
5.37
5.35
5.32
4.96
4.72
4.56
4.26
3.84
3.6
3.54
4.21
4.27
4.42
4.56
4.73
4.97
5
4.98
5.17
5.38
5.66
5.52
5.31
5.09
5.19
5.35

1968-11
1968-12
1969-01
1969-02
1969-03
1969-04
1969-05
1969-06
1969-07
1969-08
1969-09
1969-10
1969-11
1969-12
1970-01
1970-02
1970-03
1970-04
1970-05
1970-06
1970-07
1970-08
1970-09
1970-10
1970-11
1970-12
1971-01
1971-02
1971-03
1971-04
1971-05
1971-06
1971-07
1971-08
1971-09
1971-10
1971-11
1971-12
1972-01
1972-02
1972-03
1972-04
1972-05
1972-06
1972-07
1972-08
1972-09
1972-10
1972-11
1972-12
1973-01
1973-02
1973-03

5.45
5.96
6.14
6.12
6.02
6.11
6.04
6.44
7
6.98
7.09
7
7.24
7.82
7.87
7.13
6.63
6.51
6.84
6.68
6.45
6.41
6.12
5.91
5.28
4.87
4.44
3.7
3.38
3.86
4.14
4.75
5.4
4.94
4.69
4.46
4.22
4.01
3.38
3.2
3.73
3.71
3.69
3.91
3.98
4.02
4.66
4.74
4.78
5.07
5.41
5.6
6.09

1973-04
1973-05
1973-06
1973-07
1973-08
1973-09
1973-10
1973-11
1973-12
1974-01
1974-02
1974-03
1974-04
1974-05
1974-06
1974-07
1974-08
1974-09
1974-10
1974-11
1974-12
1975-01
1975-02
1975-03
1975-04
1975-05
1975-06
1975-07
1975-08
1975-09
1975-10
1975-11
1975-12
1976-01
1976-02
1976-03
1976-04
1976-05
1976-06
1976-07
1976-08
1976-09
1976-10
1976-11
1976-12
1977-01
1977-02
1977-03
1977-04
1977-05
1977-06
1977-07
1977-08

6.26
6.36
7.19
8.01
8.67
8.29
7.22
7.83
7.45
7.77
7.12
7.96
8.33
8.23
7.9
7.55
8.96
8.06
7.46
7.47
7.15
6.26
5.5
5.49
5.61
5.23
5.34
6.13
6.44
6.42
5.96
5.48
5.44
4.87
4.88
5
4.86
5.2
5.41
5.23
5.14
5.08
4.92
4.75
4.35
4.62
4.67
4.6
4.54
4.96
5.02
5.19
5.49

1977-09
1977-10
1977-11
1977-12
1978-01
1978-02
1978-03
1978-04
1978-05
1978-06
1978-07
1978-08
1978-09
1978-10
1978-11
1978-12
1979-01
1979-02
1979-03
1979-04
1979-05
1979-06
1979-07
1979-08
1979-09
1979-10
1979-11
1979-12
1980-01
1980-02
1980-03
1980-04
1980-05
1980-06
1980-07
1980-08
1980-09
1980-10
1980-11
1980-12
1981-01
1981-02
1981-03
1981-04
1981-05
1981-06
1981-07
1981-08
1981-09
1981-10
1981-11
1981-12
1982-01

5.81
6.16
6.1
6.07
6.44
6.45
6.29
6.29
6.41
6.73
7.01
7.08
7.85
7.99
8.64
9.08
9.35
9.32
9.48
9.46
9.61
9.06
9.24
9.52
10.26
11.7
11.79
12.04
12
12.86
15.2
13.2
8.58
7.07
8.06
9.13
10.27
11.62
13.73
15.49
15.02
14.79
13.36
13.69
16.3
14.73
14.95
15.51
14.7
13.54
10.86
10.85
12.28

1982-02
1982-03
1982-04
1982-05
1982-06
1982-07
1982-08
1982-09
1982-10
1982-11
1982-12
1983-01
1983-02
1983-03
1983-04
1983-05
1983-06
1983-07
1983-08
1983-09
1983-10
1983-11
1983-12
1984-01
1984-02
1984-03
1984-04
1984-05
1984-06
1984-07
1984-08
1984-09
1984-10
1984-11
1984-12
1985-01
1985-02
1985-03
1985-04
1985-05
1985-06
1985-07
1985-08
1985-09
1985-10
1985-11
1985-12
1986-01
1986-02
1986-03
1986-04
1986-05
1986-06

13.48
12.68
12.7
12.09
12.47
11.35
8.68
7.92
7.71
8.07
7.94
7.86
8.11
8.35
8.21
8.19
8.79
9.08
9.34
9
8.64
8.76
9
8.9
9.09
9.52
9.69
9.83
9.87
10.12
10.47
10.37
9.74
8.61
8.06
7.76
8.27
8.52
7.95
7.48
6.95
7.08
7.14
7.1
7.16
7.24
7.1
7.07
7.06
6.56
6.06
6.15
6.21

1986-07
1986-08
1986-09
1986-10
1986-11
1986-12
1987-01
1987-02
1987-03
1987-04
1987-05
1987-06
1987-07
1987-08
1987-09
1987-10
1987-11
1987-12
1988-01
1988-02
1988-03
1988-04
1988-05
1988-06
1988-07
1988-08
1988-09
1988-10
1988-11
1988-12
1989-01
1989-02
1989-03
1989-04
1989-05
1989-06
1989-07
1989-08
1989-09
1989-10
1989-11
1989-12
1990-01
1990-02
1990-03
1990-04
1990-05
1990-06
1990-07
1990-08
1990-09
1990-10
1990-11

5.83
5.53
5.21
5.18
5.35
5.53
5.43
5.59
5.59
5.64
5.66
5.67
5.69
6.04
6.4
6.13
5.69
5.77
5.81
5.66
5.7
5.91
6.26
6.46
6.73
7.06
7.24
7.35
7.76
8.07
8.27
8.53
8.82
8.65
8.43
8.15
7.88
7.9
7.75
7.64
7.69
7.63
7.64
7.74
7.9
7.77
7.74
7.73
7.62
7.45
7.36
7.17
7.06

1990-12
1991-01
1991-02
1991-03
1991-04
1991-05
1991-06
1991-07
1991-08
1991-09
1991-10
1991-11
1991-12
1992-01
1992-02
1992-03
1992-04
1992-05
1992-06
1992-07
1992-08
1992-09
1992-10
1992-11
1992-12
1993-01
1993-02
1993-03
1993-04
1993-05
1993-06
1993-07
1993-08
1993-09
1993-10
1993-11
1993-12
1994-01
1994-02
1994-03
1994-04
1994-05
1994-06
1994-07
1994-08
1994-09
1994-10
1994-11
1994-12
1995-01
1995-02
1995-03
1995-04

6.74
6.22
5.94
5.91
5.65
5.46
5.57
5.58
5.33
5.22
4.99
4.56
4.07
3.8
3.84
4.04
3.75
3.63
3.66
3.21
3.13
2.91
2.86
3.13
3.22
3
2.93
2.95
2.87
2.96
3.07
3.04
3.02
2.95
3.02
3.1
3.06
2.98
3.25
3.5
3.68
4.14
4.14
4.33
4.48
4.62
4.95
5.29
5.6
5.71
5.77
5.73
5.65

1995-05
1995-06
1995-07
1995-08
1995-09
1995-10
1995-11
1995-12
1996-01
1996-02
1996-03
1996-04
1996-05
1996-06
1996-07
1996-08
1996-09
1996-10
1996-11
1996-12
1997-01
1997-02
1997-03
1997-04
1997-05
1997-06
1997-07
1997-08
1997-09
1997-10
1997-11
1997-12
1998-01
1998-02
1998-03
1998-04
1998-05
1998-06
1998-07
1998-08
1998-09
1998-10
1998-11
1998-12
1999-01
1999-02
1999-03
1999-04
1999-05
1999-06
1999-07
1999-08
1999-09

5.67
5.47
5.42
5.4
5.28
5.28
5.36
5.14
5
4.83
4.96
4.95
5.02
5.09
5.15
5.05
5.09
4.99
5.03
4.91
5.03
5.01
5.14
5.16
5.05
4.93
5.05
5.14
4.95
4.97
5.14
5.16
5.04
5.09
5.03
4.95
5
4.98
4.96
4.9
4.61
3.96
4.41
4.39
4.34
4.44
4.44
4.29
4.5
4.57
4.55
4.72
4.68

1999-10
1999-11
1999-12
2000-01
2000-02
2000-03
2000-04
2000-05
2000-06
2000-07
2000-08
2000-09
2000-10
2000-11
2000-12
2001-01
2001-02
2001-03
2001-04
2001-05
2001-06
2001-07
2001-08
2001-09
2001-10
2001-11
2001-12
2002-01
2002-02
2002-03
2002-04
2002-05
2002-06
2002-07
2002-08
2002-09
2002-10
2002-11
2002-12
2003-01
2003-02
2003-03
2003-04
2003-05
2003-06
2003-07
2003-08
2003-09
2003-10
2003-11
2003-12
2004-01
2004-02

4.86
5.07
5.2
5.32
5.55
5.69
5.66
5.79
5.69
5.96
6.09
6
6.11
6.17
5.77
5.15
4.88
4.42
3.87
3.62
3.49
3.51
3.36
2.64
2.16
1.87
1.69
1.65
1.73
1.79
1.72
1.73
1.7
1.68
1.62
1.63
1.58
1.23
1.19
1.17
1.17
1.13
1.13
1.07
0.92
0.9
0.95
0.94
0.92
0.93
0.9
0.88
0.93

2004-03
2004-04
2004-05
2004-06
2004-07
2004-08
2004-09
2004-10
2004-11
2004-12
2005-01
2005-02
2005-03
2005-04
2005-05
2005-06
2005-07
2005-08
2005-09
2005-10
2005-11
2005-12
2006-01
2006-02
2006-03
2006-04
2006-05
2006-06
2006-07
2006-08
2006-09
2006-10
2006-11
2006-12
2007-01
2007-02
2007-03
2007-04
2007-05
2007-06
2007-07
2007-08
2007-09
2007-10
2007-11
2007-12
2008-01
2008-02
2008-03
2008-04
2008-05
2008-06
2008-07

0.94
0.94
1.02
1.27
1.33
1.48
1.65
1.76
2.07
2.19
2.33
2.54
2.74
2.78
2.84
2.97
3.22
3.44
3.42
3.71
3.88
3.89
4.24
4.43
4.51
4.6
4.72
4.79
4.95
4.96
4.81
4.92
4.94
4.85
4.98
5.03
4.94
4.87
4.73
4.61
4.82
4.2
3.89
3.9
3.27
3
2.75
2.12
1.26
1.29
1.73
1.86
1.63

2008-08
2008-09
2008-10
2008-11
2008-12
2009-01
2009-02
2009-03
2009-04
2009-05
2009-06
2009-07
2009-08
2009-09
2009-10
2009-11
2009-12
2010-01
2010-02
2010-03
2010-04
2010-05
2010-06
2010-07
2010-08
2010-09
2010-10
2010-11
2010-12
2011-01
2011-02
2011-03
2011-04
2011-05
2011-06
2011-07
2011-08
2011-09
2011-10
2011-11
2011-12
2012-01
2012-02
2012-03
2012-04
2012-05
2012-06
2012-07
2012-08
2012-09
2012-10
2012-11
2012-12

1.72
1.13
0.67
0.19
0.03
0.13
0.3
0.21
0.16
0.18
0.18
0.18
0.17
0.12
0.07
0.05
0.05
0.06
0.11
0.15
0.16
0.16
0.12
0.16
0.16
0.15
0.13
0.14
0.14
0.15
0.13
0.1
0.06
0.04
0.04
0.04
0.02
0.01
0.02
0.01
0.01
0.03
0.09
0.08
0.08
0.09
0.09
0.1
0.1
0.11
0.1
0.09
0.07

2013-01
2013-02
2013-03
2013-04
2013-05
2013-06
2013-07
2013-08

0.07
0.1
0.09
0.06
0.04
0.05
0.04
0.04

0.0808108108

D
U
L
31-Jan-02
28-Feb-02
31-Mar-02
30-Apr-02
31-May-02
30-Jun-02
31-Jul-02
31-Aug-02
30-Sep-02
31-Oct-02
30-Nov-02
31-Dec-02
31-Jan-03
28-Feb-03
31-Mar-03
30-Apr-03
31-May-03
30-Jun-03
31-Jul-03
31-Aug-03
30-Sep-03
31-Oct-03
30-Nov-03
31-Dec-03
31-Jan-04
29-Feb-04
31-Mar-04
30-Apr-04
31-May-04
30-Jun-04
31-Jul-04
31-Aug-04
30-Sep-04
31-Oct-04
30-Nov-04
31-Dec-04
31-Jan-05
28-Feb-05
31-Mar-05
30-Apr-05
31-May-05
30-Jun-05
31-Jul-05
31-Aug-05
30-Sep-05
31-Oct-05
30-Nov-05
31-Dec-05
31-Jan-06
28-Feb-06

BM
B
B
0.001905
-0.007903
0.020297
0.002009
-0.000913
-0.0255
-0.033802
0.00201
-0.0129
0.001104
0.015592
-0.008891
-0.000713
-0.004993
0.001906
0.024886
0.036304
0.017007
0.017401
0.02409
0.004202
0.027409
0.0124
0.015202
0.017987
0.011909
0.001704
-0.008007
-0.0024
0.014407
-0.013313
-0.001989
0.017691
0.007311
0.02969
0.020304
-0.003501
0.018501
-0.005102
-0.023399
0.012702
0.015102
0.021994
0.009007
0.016095
-0.012006
0.017999
0.019001
0.0331
0.003799

SPY

XLY

XLP

XLE

XLF

XLI

XLB

XLK

0.6
-0.6
-0.009799
-0.017936
0.033243
-0.058156
-0.005934
-0.073753
-0.07882
0.006801
-0.104853
0.082284
0.061681
-0.056636
-0.024595
-0.013479
0.00206
0.084612
0.054836
0.010662
0.018027
0.020626
-0.010886
0.053527
0.010921
0.050323
0.01977
0.013571
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0.2
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0.2
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0
0.056933
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0.2
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0.2
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0.2
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0.4
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31-Mar-06
30-Apr-06
31-May-06
30-Jun-06
31-Jul-06
31-Aug-06
30-Sep-06
31-Oct-06
30-Nov-06
31-Dec-06
31-Jan-07
28-Feb-07
31-Mar-07
30-Apr-07
31-May-07
30-Jun-07
31-Jul-07
31-Aug-07
30-Sep-07
31-Oct-07
30-Nov-07
31-Dec-07
31-Jan-08
29-Feb-08
31-Mar-08
30-Apr-08
31-May-08
30-Jun-08
31-Jul-08
31-Aug-08
30-Sep-08
31-Oct-08
30-Nov-08
31-Dec-08
31-Jan-09
28-Feb-09
31-Mar-09
30-Apr-09
31-May-09
30-Jun-09
31-Jul-09
31-Aug-09
30-Sep-09
31-Oct-09
30-Nov-09
31-Dec-09
31-Jan-10
28-Feb-10
31-Mar-10
30-Apr-10
31-May-10
30-Jun-10
31-Jul-10

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31-Aug-10
30-Sep-10
31-Oct-10
30-Nov-10
31-Dec-10
31-Jan-11
28-Feb-11
31-Mar-11
30-Apr-11
31-May-11
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31-Aug-11
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29-Feb-12
31-Mar-12
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31-May-12
30-Jun-12
31-Jul-12
31-Aug-12
30-Sep-12
31-Oct-12
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28-Feb-13
31-Mar-13
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-0.030303
0.077552
0.061623
0.011207
0.100309
0.000781
0.026535
0.017514
0.021239
-0.027404
-0.004011
-0.034544
-0.070245
-0.164943
0.173565
0.002032
-0.022833
0.109851
-0.005648
0.003808
-0.008115
-0.07772
0.049063
-0.012751
0.023249
0.037692
-0.020918
0.01859
0.031998
0.039425
-0.013583
0.022119
0.009444
0.018963
-0.041207
0.055679

-0.056113
0.116604
0.057776
-0.016427
0.055549
0.031759
0.021932
-0.015437
0.025995
-0.010471
-0.02482
0.00428
-0.05308
-0.030756
0.102119
-0.014994
-0.002292
0.062083
0.070847
0.045338
-0.011273
-0.06338
0.0324
0.018625
0.042037
0.015157
-0.063406
0.008988
-0.003877
0.019064
0.007823
0.025806
0.017509
0.027922
-0.029058
0.037437

XLU

XLV

IWF

IWD

IWO

IWM

IWN

IYT

IYR

IYZ

0.2
-0.2
-0.032001
-0.010046
0.046974
-0.062418
-0.006766
-0.070547
-0.141461
0.039652
-0.120782
-0.023032
0.029057
0.032295
-0.023499
-0.053476
0.050459
0.086413
0.101051
0.013625
-0.066908
0.019864
0.049685
0.006849
0.002268
0.065486
0.020574
0.0189
0.010727
-0.042763
0.012027
0.017274
0.015152
0.04063
0.006301
0.048703
0.044537
0.024616
0.021185
0.021449
0.01107
0.030875
-0.000666
0.059436
0.022497
0.006508
0.042212
-0.063988
-0.00159
0.008602
0.024212
0.013064

0.2
-0.2
-0.00674
0.03039
0.060026
-0.003073
0.012871
-0.078953
-0.021748
0.010577
-0.064931
0.058717
0.030901
-0.037619
-0.00339
-0.022298
0.035565
0.032934
0.020652
0.044139
-0.015002
-0.037037
0.002644
0.006832
0.021429
0.05786
0.027529
0.010652
-0.041658
0.031073
-0.00324
-0.003735
-0.053665
0.016252
-0.017503
-0.02223
0.019538
0.055215
-0.031136
0.030085
-0.005592
0.034829
0.012621
-0.005301
0.022559
-0.003467
-0.005578
-0.030622
0.012175
0.034579
0.012926
0.011516

0.2
-0.2
-0.019238
-0.036229
0.032828
-0.08335
-0.026137
-0.092122
-0.052488
-0.00105
-0.097442
0.084306
0.057304
-0.072166
-0.024752
-0.002538
0.015713
0.078103
0.052264
0.011451
0.024848
0.024008
-0.008975
0.053496
0.009354
0.035729
0.022009
0.005854
-0.019218
-0.011253
0.01954
0.009304
-0.052456
-0.010807
0.010065
0.013717
0.039502
0.037299
-0.033978
0.012005
-0.021679
-0.018349
0.049989
-0.004751
0.050833
-0.014671
0.004641
-0.013847
0.046602
-0.005595
0.013527
0.002515

0.2
-0.2
-0.005957
0.005084
0.047282
-0.037043
0.00036
-0.057902
-0.087548
0.003569
-0.109812
0.077268
0.06383
-0.048211
-0.024858
-0.021691
-0.002763
0.087788
0.066935
0.008962
0.017006
0.014583
-0.009606
0.063217
0.010794
0.063195
0.017132
0.021391
-0.007275
-0.028042
0.009789
0.026252
-0.012654
0.01231
0.014043
0.015357
0.050577
0.033947
-0.017478
0.034197
-0.016334
-0.017323
0.023813
0.010678
0.030912
-0.004949
0.013328
-0.029198
0.038157
0.00153
0.03723
0.010196

0.2
-0.2
-0.029791
-0.06626
0.086911
-0.021412
-0.063291
-0.078583
-0.147799
-0.002706
-0.077286
0.057564
0.086076
-0.069493
-0.019072
-0.024559
0.00394
0.102745
0.118777
0.002476
0.088466
0.052499
-0.027803
0.086708
0.03762
0.000604
0.047924
0.002415
0.00473
-0.052
0.02211
0.032657
-0.08848
-0.024048
0.054506
0.023891
0.086667
0.032973
-0.043091
0.01382
-0.040047
-0.060403
0.069728
0.031885
0.073577
-0.015374
0.005053
-0.045058
0.06484
-0.003142
0.089578
0.001976

0.4
-0.4
-0.001557
-0.031185
0.075277
0.011988
-0.047384
-0.058144
-0.13348
-0.006365
-0.08026
0.04123
0.084698
-0.057234
-0.02071
-0.030038
0.002132
0.102778
0.10869
0.011568
0.065017
0.047845
-0.019485
0.087069
0.037441
0.015815
0.043321
0.009516
0.009556
-0.055187
0.02151
0.042275
-0.067718
-0.015091
0.053327
0.020553
0.092004
0.023898
-0.040618
0.01642
-0.028363
-0.05657
0.064648
0.040777
0.065777
-0.020032
0.000923
-0.039313
0.057542
-0.007025
0.084382
0.003179

0.2
-0.2
0.017578
0.003455
0.071952
0.040029
-0.031614
-0.030549
-0.142753
0.00086
-0.079223
0.020206
0.07684
-0.044506
-0.025022
-0.03045
0.009008
0.09283
0.101607
0.010632
0.052099
0.039541
-0.011573
0.083284
0.041972
0.030777
0.034289
0.022302
0.012182
-0.054631
0.017058
0.050325
-0.047591
0.012188
0.037524
0.01462
0.092709
0.018893
-0.038919
0.02076
-0.021489
-0.052103
0.06012
0.045322
0.060342
-0.023467
-0.005571
-0.033065
0.050196
-0.010216
0.077658
0.004082

0.2
-0.2
0.059788
0.004682
0.038076
-0.073078
0.016468
-0.006409
-0.132371
-0.044058
-0.050564
0.050672
0.04449
-0.02146
-0.05914
-0.057193
0.040097
0.130283
0.032164
-0.029557
0.086938
0.02311
-0.003496
0.089477
0.002787
0.029378
-0.040272
0.005627
-0.002329
-0.003105
0.021331
0.08694
-0.028905
-0.002002
0.044454
0.078282
0.046117
0.038084
-0.052545
0.03338
-0.003725
-0.073394
0.052913
-0.033449
0.088381
-0.03025
0.013768
0.023313
0.081713
0.020255
0.035932
0.017791

0.2
-0.2
-0.002543
0.01555
0.053091
0.003278
0.011523
0.014445
-0.054063
-0.001958
-0.051809
-0.049919
0.042469
-0.00333
-0.033473
0.008675
0.01196
0.039572
0.054289
0.01466
0.050033
0.000853
0.024884
0.017394
0.043441
0.038847
0.040697
0.018004
0.054108
-0.149383
0.068099
0.029024
0.002672
0.082428
-0.004106
0.051408
0.042463
0.052231
-0.085227
0.033363
-0.025424
0.056239
0.037465
0.044912
0.066038
-0.04292
0.000908
-0.030652
0.047352
-0.003886
0.072954
0.017725

0.2
-0.2
-0.141773
-0.13181
0.006704
-0.139521
-0.013693
-0.194196
-0.087881
0.052745
-0.140516
0.272243
0.16395
-0.088625
-0.07195
-0.046619
0.005253
0.087836
0.108968
0.061465
-0.000124
0.006509
-0.023927
0.063499
-0.00856
0.071303
0.027553
0.031438
-0.027084
-0.005086
-0.025558
0.023754
0.035112
0.00588
0.025944
0.014147
0.040541
0.025287
-0.054321
0.017406
-0.014954
0.00262
0.008711
0.016066
0.032906
-0.011585
-0.004564
-0.022401
0.031993
-0.024429
0.038933
0.049263

-0.046287
0.015894
0.016284
0.02296
0.048002
0.027482
-0.014538
0.052957
0.026544
0.008554
-0.00354
0.050834
0.038115
0.049118
0.004562
-0.047568
-0.039919
0.015789
0.038363
0.066583
0.006596
-0.001823
-0.07347
-0.04105
0.016074
0.051133
0.035858
-0.007375
-0.064373
-0.011029
-0.11006
-0.130003
0.041854
-0.024078
-0.001722
-0.125259
0.019091
0.011742
0.03559
0.053857
0.037648
0.010021
0.013745
-0.032049
0.048256
0.05461
-0.048034
-0.013207
0.026901
0.026298
-0.055191
-0.007043
0.074664

-0.012796
-0.030957
-0.020975
0.000347
0.054563
0.028536
0.015348
0.003314
-0.001201
0.010445
0.030457
-0.024051
0.002852
0.073105
0.01717
-0.033509
-0.047579
0.022896
0.031175
0.01867
0.012774
-0.028289
-0.045596
-0.026706
-0.045439
0.009945
0.01906
-0.042233
0.044801
0.020657
-0.074344
-0.114809
-0.063158
0.071856
-0.012053
-0.123904
0.060067
-0.001239
0.068238
0.023644
0.059293
0.026911
0.006177
-0.020928
0.092982
0.018288
0.006759
0.003836
0.026676
-0.038904
-0.065091
-0.018208
0.013121

0.0198
-0.002655
-0.036882
0.001105
-0.022934
0.028531
0.028081
0.036262
0.019256
0.001853
0.026168
-0.018594
0.006639
0.046361
0.036579
-0.016637
-0.014187
0.012164
0.047087
0.028835
-0.034325
-0.006694
-0.078973
-0.016613
-0.008382
0.055474
0.032892
-0.06925
-0.020032
0.012968
-0.109481
-0.177343
-0.084377
0.018101
-0.051268
-0.075085
0.083429
0.101482
0.052019
0.009348
0.07258
0.019402
0.040399
-0.01274
0.062336
0.030427
-0.044935
0.034867
0.057613
0.01078
-0.076747
-0.054662
0.071721

0.016224
0.022842
-0.024338
0.0075
0.021472
0.015129
0.021834
0.030881
0.023411
0.023445
0.011608
-0.01542
0.014839
0.036565
0.035971
-0.02331
-0.045423
0.010386
0.033685
0.001163
-0.048228
-0.014205
-0.040374
-0.038826
-0.001177
0.041661
-0.002483
-0.095257
-0.003322
0.016689
-0.074011
-0.169823
-0.074849
0.017841
-0.115711
-0.131765
0.082254
0.106012
0.067007
-0.010397
0.078554
0.054367
0.037739
-0.032078
0.057345
0.016871
-0.028397
0.030662
0.067042
0.026036
-0.08203
-0.057545
0.068196

0.048474
0
-0.070138
-0.007211
-0.045164
0.0265
0.005777
0.064374
0.02401
-0.003112
0.020743
-0.004862
0.003906
0.032226
0.047314
-0.006813
-0.045195
0.016225
0.024556
0.050623
-0.066629
0.00115
-0.091399
-0.033751
-0.01017
0.057695
0.0552
-0.058125
0.017186
0.031545
-0.112886
-0.216549
-0.118975
0.0479
-0.06803
-0.104219
0.084077
0.14789
0.043198
0.029604
0.078138
0.01065
0.061734
-0.065882
0.031746
0.081851
-0.042162
0.042331
0.079553
0.042736
-0.065209
-0.067516
0.065226

0.049064
0.003028
-0.056824
-0.00041
-0.028579
0.029994
0.006406
0.05875
0.024137
0.003707
0.016917
-0.006553
0.010556
0.01547
0.042854
-0.014727
-0.070636
0.021271
0.018993
0.028486
-0.069728
-0.005195
-0.065595
-0.029321
-0.006713
0.045541
0.045798
-0.075264
0.03684
0.035754
-0.077492
-0.209559
-0.119256
0.048173
-0.096669
-0.119829
0.077706
0.153864
0.034007
0.018138
0.09184
0.029332
0.055615
-0.064907
0.031244
0.079195
-0.037316
0.044751
0.082375
0.056746
-0.075366
-0.077509
0.067442

0.051303
0.003345
-0.040005
0.008367
-0.012022
0.029091
0.007296
0.052339
0.025899
0.010772
0.014743
-0.011943
0.012206
0.007039
0.033476
-0.017814
-0.091792
0.023663
0.008799
0.008579
-0.073721
-0.013257
-0.038451
-0.031725
0.000857
0.0395
0.031103
-0.093341
0.046485
0.052211
-0.03201
-0.209697
-0.112721
0.053073
-0.137889
-0.138948
0.087223
0.153573
0.023726
-0.001502
0.112705
0.050699
0.046758
-0.063087
0.026291
0.076516
-0.027739
0.045366
0.085036
0.068139
-0.082417
-0.088381
0.070883

0.03464
0.017394
0.003706
0.055951
-0.11263
-0.019478
0.041397
0.057935
0.000826
-0.034358
0.077525
-0.008284
-0.012693
0.049739
0.050592
-0.036374
-0.013158
-0.027778
-0.007537
0.013041
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-0.025746
0.044554
-0.040061
0.051385
0.080613
0.053053
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0.02995
0.008573
-0.0969
-0.156329
-0.09487
0.006636
-0.167904
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0.075813
0.176717
0.023932
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0.104639
0.026132
0.043074
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0.093649
0.045617
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0.070358
0.058076
0.066633
-0.066619
-0.077264
0.102128

0.055741
-0.032653
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0.046047
0.036491
0.02979
0.023806
0.064809
0.046257
-0.017593
0.096581
-0.035777
-0.025265
0.002933
0.001521
-0.087068
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0.052557
0.041383
0.007585
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0.001065
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0.144099
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0.070777
0.068934
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0.063881
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0.094048

0.043611
-0.012365
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0.021053
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0.014488
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0.043317

-0.016451
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0.038058
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0.005274
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0.075964
0.012584
0.063491
0.028712
0.01648
-0.005952
0.071624

-0.04683
0.105673
0.049056
0.011319
0.05441
0.024275
0.034271
5.4E-006
0.032909
-0.011047
-0.014408
-0.009455
-0.053577
-0.072703
0.108026
-0.00103
-0.002907
0.060391
0.047161
0.032789
-0.001211
-0.064242
0.027485
0.011071
0.032536
0.014309
-0.029235
0.017452
0.000302
0.042297
0.010841
0.037714
0.021157
0.019347
-0.020864
0.055479

-0.042217
0.076267
0.030853
-0.006085
0.07922
0.021736
0.03787
0.002798
0.025921
-0.010078
-0.020935
-0.034045
-0.06128
-0.075596
0.114508
-0.006976
0.020674
0.03828
0.036413
0.031099
-0.009705
-0.057933
0.049595
0.008648
0.022816
0.031407
-0.005265
-0.000696
0.022138
0.063732
0.012122
0.040327
0.01503
0.026702
-0.009457
0.054128

-0.072881
0.140275
0.046428
0.041427
0.076277
-0.00652
0.058722
0.037761
0.036501
-0.019429
-0.021156
-0.038383
-0.087916
-0.113979
0.159657
-0.005869
-0.002905
0.07527
0.033234
0.021096
-0.017614
-0.070758
0.052849
-0.018476
0.035754
0.030746
-0.032214
0.010591
0.027655
0.066415
0.010232
0.050378
-0.005946
0.051308
-0.008712
0.078301

-0.074439
0.124493
0.041481
0.034851
0.080335
-0.003707
0.055394
0.02524
0.026375
-0.017942
-0.024045
-0.034071
-0.088914
-0.11154
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-0.003783
0.005114
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0.02569
0.024821
-0.016182
-0.065791
0.050503
-0.015209
0.035354
0.032618
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0.005513
0.036137
0.062409
0.010047
0.046589
-0.003495
0.03932
-0.00818
0.073295

-0.075049
0.107043
0.038555
0.026095
0.083336
-0.001266
0.050986
0.013574
0.016052
-0.016973
-0.02497
-0.031704
-0.09105
-0.10849
0.144661
-0.001991
0.014054
0.067185
0.014561
0.030968
-0.015212
-0.060813
0.049898
-0.012502
0.034527
0.033243
-0.015147
0.005218
0.042179
0.059595
0.009999
0.040932
0.000358
0.02958
-0.004866
0.065374

-0.064075
0.097479
0.050459
0.024426
0.053417
-0.017223
0.016422
0.042571
0.040984
-0.006311
-0.008784
-0.04757
-0.098499
-0.099889
0.163344
0.00914
0.016192
0.06002
-0.030683
0.021009
-0.00523
-0.02103
0.026594
-0.026358
-0.017057
-0.022094
0.033414
0.011111
0.039819
0.092263
0.035129
0.045872
-0.011411
0.02154
-0.019705
0.050596

-0.012972
0.0465
0.039334
-0.015875
0.045704
0.03574
0.045204
-0.01097
0.046633
0.010134
-0.031055
0.002156
-0.053119
-0.106751
0.131896
-0.036688
0.040927
0.06601
-0.006935
0.04484
0.025843
-0.04209
0.053519
0.023383
0.003057
-0.011055
-0.005902
-0.005781
0.028876
0.040204
0.012636
0.028662
0.057283
-0.064933
-0.023958
0.002409

-0.015241
0.094585
0.012391
-0.010426
0.080711
-0.015832
0.013043
0.029557
0.030227
0.045232
-0.025313
-0.059036
-0.044388
-0.081444
0.037764
-0.004253
0.006711
0.011429
0.048023
0.002017
-0.013063
-0.031949
0.06736
0.06008
0.011755
0.065499
-0.043478
-0.022113
0.024848
0.029266
-0.044053
0.023594
0.102881
-0.022761
-0.003533
0.080464

EFA

EEM

EWJ

FXI

IBB

DBC

GLD

QQQ

PHO

SMH

0.3
-0.3
-0.057837
0.012011
0.055822
0.015237
0.005332
-0.032876
-0.095319
-0.00979
-0.103579
0.038341
0.056146
-0.033515
-0.043026
-0.021106
-0.023182
0.101656
0.064524
0.019386
0.015143
0.032925
0.030201
0.064956
0.025281
0.08338
0.01126
0.02299
0.000706
-0.033898
0.011404
0.033536
-0.042659
0.011908
0.020716
0.035007
0.060814
0.047966
-0.019033
0.037849
-0.026232
-0.016177
-0.008637
0.014327
0.029968
0.038362
0.036944
-0.031842
0.023111
0.05183
0.057715
-0.007

0.3
-0.3
0.033742
0.016211
0.059842
0.00641
-0.016175
-0.075292
-0.076447
0.015281
-0.107924
0.06497
0.06882
-0.033263
-0.00441
-0.028097
-0.028558
0.088927
0.091229
0.041969
0.056717
0.07987
-0.006506
0.091814
0.018799
0.089766
0.024223
0.039543
0.005502
-0.098005
0.011684
0.009244
-0.036378
0.035312
0.069767
0.028461
0.099487
0.047377
-0.005301
0.096822
-0.079104
-0.012475
0.03161
0.03969
0.076814
0.01323
0.086532
-0.063382
0.05786
0.060987
0.141981
-0.038499

0.2
-0.2
-0.07393
0.046218
0.089692
0.036855
0.061611
-0.059152
-0.067616
-0.006361
-0.06146
-0.057299
0.036179
-0.02933
-0.025899
0.01034
-0.055556
-0.00774
0.059282
0.070692
0.045392
0.092105
0.055422
0.054795
-0.030303
0.076079
0.002075
0.005176
0.119464
-0.067157
-0.014793
0.063063
-0.073446
0.014228
-0.028056
0.023711
0.038268
0.063455
-0.03022
0.020774
-0.029602
-0.022879
-0.012683
0.001976
0.010848
0.085854
0.095238
-0.006563
0.028902
0.089673
0.036982
-0.015692

0.2
-0.2
-0.008998
0.022904
0.039028
0.026373
0.034513
-0.017402
-0.039363
-0.02528
-0.053547
-0.009329
0.029223
-0.020722
0.065782
-0.010261
-0.025623
0.004803
0.115334
0.065791
0.099445
0.08035
0.009333
0.177492
0.014763
0.143441
-0.008841
0.063507
-0.06842
-0.137284
0.070191
-0.004149
0.003986
0.005224
0.068934
-0.021492
0.083708
-0.005914
-0.023256
0.066816
-0.055365
0.013187
-0.012294
0.045209
0.081422
0.000486
0.039647
-0.103207
0.058151
0.031088
0.164396
0.011845

0.2
-0.2
-0.140033
-0.04917
0.035594
-0.158236
-0.107088
-0.119931
0.011765
-0.050388
-0.056122
0.104865
0.093542
-0.116858
-0.015805
-0.014824
0.07001
0.119141
0.187784
-0.015721
0.091954
0.008339
-0.027251
-0.010592
-0.023102
0.037491
0.068103
0.008458
-0.00271
0.006081
-0.027778
-0.006614
-0.096538
-0.002211
0.032939
-0.026598
0.035699
0.069504
-0.055172
-0.041269
-0.069546
-0.001259
0.05089
0.017991
0.119293
0.003421
0.009704
-0.035844
0.03327
0.006909
0.039746
0.047317

0.2
-0.2
0.002666
0.035915
0.097616
0.002132
-0.011157
0.035148
0.000875
0.0624
-0.012535
-0.022389
-0.001843
0.031055
0.078722
0.034322
-0.084525
-0.05035
0.088714
0.022356
0.02218
0.044825
-0.026601
0.029539
0.032785
0.052146
0.024089
0.077069
0.028561
0.017456
0.043849
-0.01432
0.060442
0.004567
0.09472
0.062344
-0.025034
-0.049385
0.043273
0.074708
0.052724
-0.058864
-0.001027
0.073515
0.052428
0.051351
-0.005197
-0.065671
-0.011193
0.055209
0.086752
-0.020269

0.2
-0.2
0.020976
0.051541
0.015328
0.022561
0.059701
-0.024801
-0.043485
0.026752
0.034847
-0.021007
0.006784
0.088231
0.058468
-0.054558
-0.036264
0.005674
0.0732
-0.042612
0.025289
0.058774
0.033014
-0.00451
0.031327
0.044935
-0.03964
-0.009756
0.070355
-0.083078
0.012227
0.006484
-0.011117
0.040496
0.020626
0.023818
0.065445
-0.029255
-0.036073
0.030791
-0.016085
0.012377
-0.039216
0.042977
-0.014273
0.013545
0.076037
-0.006424
0.05819
0.050509
0.099263
-0.011111

0.4
-0.4
-0.01028
-0.122825
0.067496
-0.120078
-0.053262
-0.131158
-0.086207
-0.015094
-0.117923
0.184846
0.129124
-0.120851
0.002872
0.02946
0.003577
0.087129
0.085246
0.005371
0.06177
0.05
-0.029051
0.085133
0.005685
0.030916
0.016731
-0.013488
-0.019962
-0.029855
0.051194
0.032558
-0.075517
-0.024936
0.032922
0.050085
0.060217
0.030055
-0.063009
-0.004813
-0.017464
-0.043478
0.088622
-0.033252
0.075992
-0.015035
0.012314
-0.014952
0.060972
-0.017695
0.039295
-0.021429

0.2
-0.2
-0.007046
0.037209
0.041476
0.022497
-0.042577
-0.023111
-0.091863
-0.012455
-0.003973
0.013919
0.026997
-0.029108
-0.03579
-0.027072
0.050062
0.070854
0.051808
0.031405
-0.00059
0.069841
-0.021245
0.041991
0.040786
0.043255
0.008566
0.044501
-0.023532
-0.029217
0.016516
0.041287
-0.030603
0.02937
0.016138
0.000288
0.14307
-0.005427
-0.024454
0.007497
-0.044783
0.013098
0.074791
0.041584
0.060769
-0.003144
-0.008843
-0.058377
0.039348
0.012068
0.121053
0.036385

0.2
-0.2
0.082439
-0.109051
0.152874
-0.108746
-0.072825
-0.210662
-0.116953
-0.100747
-0.201658
0.246362
0.221849
-0.244026
-0.029346
0.094884
-0.019116
0.142916
0.134901
-0.057431
0.151258
0.150463
-0.079967
0.210753
0.051624
-0.052739
0.011328
-0.025246
-0.034229
-0.10633
0.102886
-0.028004
-0.130321
-0.108173
0.031026
0.069803
0.004593
0.027239
-0.064673
0.089917
-0.042919
-0.052392
0.117407
-0.021188
0.109621
-0.009074
-0.001047
-0.091688
0.115784
-0.020013
0.018166
-0.006213

0.040051
0.047905
-0.038218
-0.000611
0.008105
0.025485
0.002219
0.037491
0.03073
0.031989
0.013931
-0.000808
0.02804
0.038028
0.023623
-0.003209
-0.022905
-0.006336
0.053175
0.042499
-0.036237
-0.029909
-0.078471
-0.010228
0.004189
0.054381
0.011872
-0.088042
-0.033202
-0.042476
-0.114362
-0.208348
-0.06372
0.08879
-0.137316
-0.103876
0.08391
0.11519
0.131918
-0.014311
0.100415
0.045031
0.037965
-0.025238
0.039212
0.007034
-0.050651
0.002668
0.063854
-0.028046
-0.111928
-0.020739
0.116104

0.021672
0.065152
-0.111428
0.002136
0.023428
0.015818
-0.008706
0.070578
0.059847
0.054432
0.001138
-0.039808
0.061503
0.037254
0.049322
0.038248
0.006989
0.01041
0.115716
0.118701
-0.076499
-0.014276
-0.089222
0.019943
-0.037531
0.091384
0.031636
-0.092898
-0.05504
-0.063158
-0.146816
-0.25578
-0.097523
0.103482
-0.092911
-0.062693
0.168629
0.155582
0.1594
-0.022537
0.110146
-0.013136
0.101954
-0.034438
0.07852
0.032674
-0.07759
0.017764
0.081173
-0.001721
-0.093936
-0.014013
0.109325

0.043478
0.027778
-0.054054
-0.025714
-0.005132
0.010317
-0.0124
0.019941
0
0.036275
0.007037
0.031447
-0.012873
-0.019904
0.022409
-0.006164
-0.005513
-0.024948
0.01919
0.001395
-0.020195
-0.045579
-0.042889
-0.014937
-0.012769
0.073565
0.019578
-0.074708
-0.03769
-0.049167
-0.065732
-0.155722
-0.037778
0.115557
-0.120042
-0.125741
0.071913
0.077215
0.101058
0.011817
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-0.027397
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0.001047
0.027947
0.010267
0.010163
0.050302
-0.004789
-0.084697
-0.025616
0.046739

0.02314
0.058158
-0.067813
0.048179
0.02409
0.007373
0.026759
0.052119
0.112864
0.184972
-0.06846
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0.033602
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0.067052
0.146862
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0.197526
0.213945
-0.142099
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-0.154768
0.008052
-0.069475
0.175003
-0.041502
-0.129536
0.023541
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-0.27009
0.056836
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-0.136817
-0.03186
0.173591
0.120925
0.168543
0.036046
0.090956
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0.040956
0.019062
0.047962
-0.02776
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0.032065
0.0634
-0.029929
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0.00461
0.053923

-0.020568
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0.082325
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0.043617
0.01772
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0.064871
0.003189
-0.109613
-0.045673
0.045279

0.027909
0.070175
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0.022134
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-0.042
0.010021
0.06573
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0.007581
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0.007448
0.019066
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0.0942
0.085023
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0.111453
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0.039116
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0.061196

0.036205
0.12031
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0.012948
0.068891
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0.127865
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0.032748
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0.058834
0.030522
0.023545
-0.050871

0.020911
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0.047709
0.046404
0.047478
0.034288
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0.070414
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0.018696
0.079826
0.059309
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0.00642
0.014518
-0.155779
-0.154716
-0.114625
0.022778
-0.022865
-0.05265
0.103189
0.130607
0.032089
0.029514
0.084387
0.014702
0.056472
-0.030533
0.063477
0.052109
-0.064699
0.046039
0.077127
0.022373
-0.073877
-0.061598
0.072583

0.023783
0.012721
-0.062261
-0.026873
-0.022795
0.04113
-0.000819
0.041396
0.037479
0.011902
0.022271
-0.009033
0.003436
0.041199
0.052929
0.022486
-0.017686
0.022871
0.016318
0.035129
-0.039819
0.009293
-0.092991
0.017517
-0.024896
0.080042
0.092397
-0.086857
0.045389
0.013857
-0.161731
-0.253261
-0.011645
0.062876
-0.120222
-0.112164
0.06158
0.175189
0.020685
0.031231
0.047554
0.036965
0.04529
-0.059246
0.01972
0.056368
-0.059312
0.032787
0.064103
0.036145
-0.099114
-0.072941
0.070312

-0.018857
0.036775
-0.094703
-0.032858
-0.040911
0.083685
0.005923
-0.008225
0.017938
-0.025977
0.005632
0.019323
-0.029814
0.09698
0.004655
0.036572
-0.007006
0.004873
0.010888
-0.059615
-0.064874
0.004769
-0.132253
0.016398
0.006453
0.065011
0.070688
-0.091777
-0.058096
0.023911
-0.133212
-0.159069
-0.195655
0.059997
-0.038149
-0.022891
0.136508
0.095741
0.034861
0.016819
0.164085
0.023325
0.006871
-0.054973
0.05545
0.097319
-0.112426
0.068619
0.057139
0.04095
-0.051067
-0.054464
0.057531

-0.03795
0.09972
0.038055
-0.048237
0.083001
0.020955
0.035498
-0.023883
0.056258
-0.022061
-0.011923
-0.023778
-0.087549
-0.108083
0.096275
-0.021764
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0.052695
0.048331
0.004208
-0.020769
-0.111442
0.071093
0.000801
0.032
0.027132
0.010849
0.027905
0.043686
0.037285
-0.01297
0.013141
0.050187
-0.030191
-0.02698
0.053229

-0.032367
0.117574
0.030154
-0.029055
0.072708
-0.038453
-0.000437
0.062896
0.027327
-0.0294
-0.009258
-0.010294
-0.092549
-0.179064
0.162986
-0.019723
-0.043016
0.10991
0.052719
-0.031243
-0.016998
-0.106953
0.05097
-0.000383
0.00409
0.052062
-0.004235
0.015431
0.068131
-0.003044
-0.022843
-0.010068
0.012158
-0.048395
-0.053394
0.013247

-0.025961
0.053838
0.013657
0.02495
0.069552
0.001833
0.054895
-0.105377
0.020843
-0.024691
0.024473
0.026846
-0.080299
-0.039594
-0.006342
0.003191
-0.022614
0.04775
0.046621
0.018519
-0.042752
-0.087269
0.068833
-0.044633
0.007786
0.012141
-0.012541
0.029818
0.05667
0.022564
0.024072
0.057786
0.083333
-0.073504
0.039449
0.000446

-0.047284
0.089845
0.050257
-0.036289
-0.001799
-0.012532
-0.002374
0.057975
0.00668
0.003539
-0.03785
-0.013737
-0.088055
-0.201916
0.16964
0.004437
-0.034996
0.113565
0.037471
-0.08986
0.034365
-0.116941
0.03043
0.016189
-0.033324
0.046265
0.06315
0.009923
0.09121
0.025216
-0.060767
-0.051861
0.021933
-0.04584
-0.073016
0.053506

-0.030236
0.10391
0.035482
-0.021277
0.068879
0.003211
0.010243
0.057879
0.072784
0.017776
-0.024689
-0.025877
-0.074013
-0.029727
0.052276
0.040415
0.02118
0.111644
0.026379
0.035844
0.016951
-0.017386
0.056268
0.029664
0.019206
0.048019
-0.075213
0.052209
-0.010292
0.060924
0.015181
0.082144
0.077409
0.041727
-0.030907
0.137739

-0.030144
0.086036
0.04438
-0.004369
0.098923
0.035572
0.04171
0.026581
0.045559
-0.051724
-0.042645
0.04558
-0.003963
-0.14622
0.076505
-0.002886
-0.028944
0.036885
0.053539
-0.017735
-0.013542
-0.11158
0.020206
0.058252
0.056514
-0.003821
-0.039052
0.019594
-0.011388
0.024838
-0.047067
0.006635
-0.038081
-0.015607
-0.028229
0.031834

0.057061
0.047756
0.036823
0.021113
0.024369
-0.063798
0.059991
0.015974
0.089447
-0.017917
-0.024318
0.084171
0.122749
-0.110623
0.058712
0.016673
-0.106624
0.113955
-0.029673
-0.013184
-0.00148
-0.06338
0.023546
0.008377
0.049396
0.046706
-0.029437
-0.004675
-0.024267
-0.005064
-0.050868
0.009608
-0.075743
-0.061988
-0.110588
0.074301

-0.051299
0.131708
0.063379
-0.001821
0.047676
0.028278
0.031587
-0.004463
0.028731
-0.012187
-0.020252
0.016652
-0.05069
-0.044919
0.10402
-0.02692
-0.007034
0.084184
0.0641
0.050529
-0.011695
-0.070401
0.036187
0.009975
0.051852
0.008886
-0.052793
0.013087
-0.004615
0.026714
0.00344
0.030259
0.025373
0.035775
-0.023942
0.06314

-0.089268
0.127384
0.049547
0.019574
0.076513
0.010532
0.026055
0.033012
-0.005408
-0.016312
-0.023216
-0.046488
-0.068256
-0.125308
0.13839
0.00526
-0.019259
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-0.022917
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0.01765
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0.039324
0.002565
0.036847
0.026253
0.063614
0.017671
0.023152
-0.04047
0.038549
-0.033946
0.044918

-0.110713
0.1421
0.06573
0.055387
0.047955
0.058513
0.042473
-0.032728
0.061405
-0.018805
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0.178833
-0.028312
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0.101545
0.029236
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0.037335
0.00031
0.022643
-0.04034
-0.017383
0.030556
0.031028
0.060934
0.023907
0.011674
0.042781
0.033468
-0.01567
0.023083

XHB

SHY

0.2
-0.2
0.054876
0.045441
-0.024731
0.100095
-0.022461
-0.003834
-0.17636
0.004648
-0.089794
0.03995
0.028895
-0.053573
-0.013885
0.008827
0.012243
0.161399
0.166382
0.000334
-0.017568
0.06501
0.023518
0.175332
0.037279
-0.010229
-0.02264
0.087705
0.037789
-0.093077
0.007553
-0.006287
-0.029816
0.058782
0.073198
-0.006232
0.047004
0.122793
0.035791
0.085781
-0.078327
-0.038054
0.108213
0.069449
0.085868
-0.070458
-0.035764
-0.100584
0.047963
-0.004649
0.024977
-0.047199

0.001424
0.001345
0.001551
0.001445
0.001499
0.001431
0.001452
0.001411
0.001364
0.00244
-0.003864
0.010534
-0.000729
0.003918
0.00179
0.001608
0.003646
0.001663
-0.00506
-0.000462
0.009562
-0.004082
-0.000601
0.00676
0.001213
0.00484
0.00282
-0.010621
-5E-005
-0.000199
0.002788
0.007384
-0.000956
0.002957
-0.005757
0.002319
-0.000368
-0.002577
0.000162
0.005204
0.003955
0.002458
-0.00374
0.006595
-0.002992
-0.000819
0.003896
0.003496
0.001745
0.000335

0.001896
-0.052961
-0.134025
-0.073173
-0.085933
0.010947
0.044425
0.048289
0.078717
0.012223
0.022733
-0.067207
-0.085015
0.049462
0.043911
-0.150703
-0.124711
-0.060847
-0.136461
0.035981
-0.140731
0.019882
0.136951
-0.072727
0.065946
0.019825
-0.098553
-0.170582
0.069385
0.122937
0.001617
-0.286223
-0.155271
0.017816
-0.141903
-0.094358
0.146284
0.276836
-0.109145
-0.023959
0.21617
0.085374
-0.029017
-0.082502
0.039159
0.056414
0
0.052945
0.059113
0.135553
-0.098429
-0.166744
0.052374

0.001744
0.002208
0.001668
0.002359
0.006645
0.007519
0.004761
0.003799
0.004833
0.000645
0.001626
0.007273
0.004506
0.003054
-0.000671
0.004749
0.009044
0.012111
0.003908
0.004779
0.017915
0.002987
0.016547
0.010334
0.002476
-0.008312
-0.003464
0.002446
0.004339
0.004658
0.007778
0.011037
0.011045
0.005598
-0.004347
-0.001457
0.004994
-0.001649
0.000559
-0.000944
0.001101
0.004091
0.002357
0.001358
0.005966
-0.008419
0.007956
0.001606
-0.002695
0.002997
0.004535
0.004185
0.001936

-0.060883
0.11891
-0.018987
0.009032
0.127531
0.017251
0.009045
0.022036
0.046129
-0.007874
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-0.070875
-0.101907
-0.115843
0.214447
0.024783
0.036787
0.091813
0.077933
0.064642
0.007728
-0.037416
0.036224
-0.014289
0.121198
0.053819
0.048731
0.010753
0.01365
0.083459
-0.018043
0.063094
0.007651
0.020135
-0.047067
0.022774

0.002383
0.001183
0.002199
-0.002052
-0.001638
0.00131
-0.001217
-0.001303
0.005344
0.003642
-5E-005
0.002866
0.003446
-0.001011
0.00034
0.000451
0.000515
0.000828
-0.001404
-0.000767
0.00202
0.000564
-0.000973
0.002207
7.0E-005
0.00016
-0.000689
0.000501
0.000248
0.000118
0.0006
0.000336
0.000686
-0.001341
-0.000983
0.001629

D
SPY
31-Mar-02
30-Apr-02
31-May-02
30-Jun-02
31-Jul-02
31-Aug-02
30-Sep-02
31-Oct-02
30-Nov-02
31-Dec-02
31-Jan-03
28-Feb-03
31-Mar-03
30-Apr-03
31-May-03
30-Jun-03
31-Jul-03
31-Aug-03
30-Sep-03
31-Oct-03
30-Nov-03
31-Dec-03
31-Jan-04
29-Feb-04
31-Mar-04
30-Apr-04
31-May-04
30-Jun-04
31-Jul-04
31-Aug-04
30-Sep-04
31-Oct-04
30-Nov-04
31-Dec-04
31-Jan-05
28-Feb-05
31-Mar-05
30-Apr-05
31-May-05
30-Jun-05
31-Jul-05
31-Aug-05
30-Sep-05
31-Oct-05
30-Nov-05
31-Dec-05
31-Jan-06
28-Feb-06
31-Mar-06
30-Apr-06
31-May-06
30-Jun-06

XLY
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

XLP
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

XLE
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

XLF
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

XLI
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

XLB
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

XLK
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

XLU
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

31-Jul-06
31-Aug-06
30-Sep-06
31-Oct-06
30-Nov-06
31-Dec-06
31-Jan-07
28-Feb-07
31-Mar-07
30-Apr-07
31-May-07
30-Jun-07
31-Jul-07
31-Aug-07
30-Sep-07
31-Oct-07
30-Nov-07
31-Dec-07
31-Jan-08
29-Feb-08
31-Mar-08
30-Apr-08
31-May-08
30-Jun-08
31-Jul-08
31-Aug-08
30-Sep-08
31-Oct-08
30-Nov-08
31-Dec-08
31-Jan-09
28-Feb-09
31-Mar-09
30-Apr-09
31-May-09
30-Jun-09
31-Jul-09
31-Aug-09
30-Sep-09
31-Oct-09
30-Nov-09
31-Dec-09
31-Jan-10
28-Feb-10
31-Mar-10
30-Apr-10
31-May-10
30-Jun-10
31-Jul-10
31-Aug-10
30-Sep-10
31-Oct-10
30-Nov-10

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0 -0.189949
0 -0.161964
0 -0.112264

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.011486
0.044561
0.026013
0.0047
0.0047
0.024081
0.072477
0.072477
0.072477
0.072477
0.085286
0.053946
0.073687
0.073687
0.073687
0.11487
0.11487
0.11487
0.11487
0.11487
0.131949
0.143753
0.143753
0.143753
0.164229
0.164229
0.152178
0.165677
0.165677
0.165677
0.165677
0.165677
0.165677
0.165677
0.165677
0.165677
0.2
0.2
0.2

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0 0.079568
0
0 0.025082 0.079568
0
0
0 0.079568
0
0
0 0.059173
0
0
0 0.059173 0.063569
0
0 0.059173 0.08008
0
0 0.095429
0
0
0 0.137574
0
0
0 0.137574
0
0
0 0.170522
0
0
0 0.170522
0
0
0 0.155066
0
0
0 0.177889
0
0
0 0.126648
0
0
0 0.019213 0.112962
0
0
0 0.112962
0
0
0 0.096266
0
0
0 0.125386
0
0
0 0.125386
-0.04054
0
0 -0.019543
0
0
0 0.027098
0
0
0 -0.022781
0
0
0 -0.072408
0
0
0 -0.051187
0
0
0 -0.120176
0
0
0 -0.120176
0
0
0 -0.153824
0
0
0 -0.153824
0
0
0 -0.121036
0
0
0 -0.121036
0
0
0 -0.121036
0
0
0 -0.135929
0
0
0 -0.135929
0
0
0 -0.096644
0
0
0 -0.096644
0
0
0 -0.096644
0
0
0 0.086996
0
0
0 0.050489
0
0
0 -0.034297

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

31-Dec-10
31-Jan-11
28-Feb-11
31-Mar-11
30-Apr-11
31-May-11
30-Jun-11
31-Jul-11
31-Aug-11
30-Sep-11
31-Oct-11
30-Nov-11
31-Dec-11
31-Jan-12
29-Feb-12
31-Mar-12
30-Apr-12
31-May-12
30-Jun-12
31-Jul-12
31-Aug-12
30-Sep-12
31-Oct-12
30-Nov-12
31-Dec-12
31-Jan-13
28-Feb-13
31-Mar-13
30-Apr-13
31-May-13
30-Jun-13
31-Jul-13
31-Aug-13

0
0
0
0.06652
0.06652
0
0
0
0
0
0
0
0
0
0
-0.6
-0.155964
-0.298319
0.144969
-0.082762
-0.061711
-0.136389
-0.123363
-0.193963
-0.120431
-0.1757
0.091355
-0.6
-0.6
0.079631
-0.078772
-0.200542
-0.6

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

SPY
XLY
31-Jul-13 -0.200542
31-Aug-13
-0.6

D
SPY
XLE
IWD
IWO
EFA
IBB
QQQ
SHY

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

XLP
0
0

31-Jul-13
-0.201
0.008
0.200
0.186
0.069
0.000
0.089
0.648

0.2
0.2
0.2
0.2
0.2
0.2
0.2
0.2
0.144211
0.173398
0.15366
0.2
0.2
0.2
0.130212
0.161835
0.051573
0.027871
0.168869
0
0.02811
0
0
0
0
0.032157
0
0.137433
0.164734
0.007607
0.007607
0.007607
0.056443

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.016212
0.016212
0.062117
0.011191
0.1208
0.1208
0
0.051614
0
0

XLE
XLF
0 0.007607
0 0.056443

###
-0.600
0.056
0.200
0.172
0.127
0.040
0.252
0.752

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

XLI
0
0

0
0
0 0.073015
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0 0.122535
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

XLB
0
0

XLK
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

XLU
0
0

0
0

XLV

IWF
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

IWD
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

IWO
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

IWM
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

IWN
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

IYT
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

IYR
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

IYZ
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

EFA
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.037259
0.037259
0.2
0.107938
0.052588
0.052588
0.029354
0.057993
0.057993
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.174835
0.161271
0.185273
0.164666
0.094222
0.113077
0.14649
-0.029929
-0.029929
-0.029929
0.026001
0.061058
0.046113
0.087507
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0 0.058617
0
0
0 0.021609
0 0.012841
0 0.081411
0 0.012841
0 0.128832
0
0
0 0.128832
0
0
0
0
0
0
0 0.065083
0
0
0 0.029843
0
0
0 0.044913
0
0
0 0.025063
0
0
0
0
0
0
0 0.020381
0
0
0 0.020381
0
0
0
0
0
0 -0.046975 0.041589
0
0
0 0.041589
0
0
0 0.025485
0
0
0 0.025485
0
0 -0.024406 0.082496
0
0
0 0.045444
0
0
0 0.062518
0
0
0 0.080165
0
0
0 0.080165
0
0
0 0.080165
0
0
0 0.080165
0
0
0 0.098488
0
0
0 0.081589
0
0
0 0.081589
0
0
0 0.081589
0
0
0 0.081589
0
0
0 0.081589
0
0
0 0.093891
0
0
0 0.065106
0
0
0 0.065106
0
0
0 0.065106
0
0
0
0.0168
0 -0.014051
0
0.0168
0
0
0 0.055079

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.164033
0.084882
0.162376
0.145345
0.011482
0.0451
0.163528
-0.089925
-0.006471
0.074885
0.038397
0.085262
0.009403
-0.025521
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0.089863
-0.2
0
0
0
0.114399
-0.2
0
0
0
0.095834
-0.2
0
0
0
0.148473
-0.2
0
0
0
0.071487
-0.2
0
0
0
0.071487
-0.2
0
0
0
0.057213
-0.2
0
0
0
0.057213
-0.2
0 0.051903
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-0.2
0 0.095951
0
0.051046
-0.2
0 0.095951
0
0.082307
-0.2
0 0.131038
0
0
-0.2
0 0.180986
0
0.096406
0
0.2 0.138297
0
0
0
0 0.153944
0
0
0 0.100644 0.190287
0
0.145578
-0.2
0 0.190287
0
0 -0.178924
0
0.2
0
0
-0.2
0 0.199657
0
0
0
0 0.174282
0
0
0
0 0.174282
0
0
0
0 0.18573 0.018372
0
0
0 0.18573
0
0
0
0
0.1364
0
0
0
0 0.107097
0
0.144302
0
0.2 0.107097
0
0.181426
0
0.2 0.107097
0
0.017993
0
0 0.133458
0
0
0
0
0.2
0
0
0
0.2 0.186267
0
0
0
0.2 0.172423
0

XLV

IWF
0
0

IWD
0
0

IWO
IWM
0.2 0.186267
0.2 0.172423

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

IWN
0
0

0
0 0.019882 0.040613
0
0 0.04045 0.065085
0
0 0.04045 0.029084
0
0 0.117951 0.041468
0
0 0.117951 0.17611
0
0 0.117951 0.189411
0
0 0.092103 0.189411
0
0 0.064897 0.208748
0 -0.030032 0.054802 0.084167
0
0 0.054802 0.046801
0
0 0.033496 0.070086
0
0 0.076278 0.191394
0
0 0.061099 0.21872
0
0 0.061099 0.251923
0
0
0 0.281583
0
0
0 0.227413
0
0
0 0.227413
0
0
0 0.239428
0
0
0 0.171522
0
0
0 0.223718
0
0
0 0.240316
0
0
0 0.218793
0
0
0 0.218793
0
0
0 0.23234
0
0
0 0.208562
0
0
0 0.208562
0
0
0 0.171787
0
0
0 0.171787
0
0
0 0.171787
0
0
0 0.145727
0
0
0 0.116568
0
0
0 0.068876
0
0
0 0.127385

IYT
0
0

IYR
0
0

IYZ
0
0

EFA
0 0.068876
0 0.127385

EEM

EWJ
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

FXI
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

IBB
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

DBC
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

GLD
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

QQQ
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

PHO
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

SMH
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

XHB
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.076069
0.076069
0.065864
0.092267
0.107594
0.075939
0.045791
0.102536
0.115589
0.115589
0.115589
0.115589
0.115589
0.130846
0.130846
0.073062
0.059943
0.039678
0.039678
0.07236
0.014474
0.014474
0.014474
0.028015
0.028015
0.028015
0.028015
0.016322
0.016322
0.016322
0.016322
0.016322
0.02695
0.02695
0.04606
0.02981
0.064653
0.043826
0.020471

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.078965
0.043517
0.043517
0.099574
0.099574
0
0.134841
0.071067
0.049544
0.049544
0
0.041255
0.075183
0.015678
0.087646
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.027633
0
0.038961
0
0.038961
0
0.038961
0
0.038961
0
0.038961
0
0.038961
0
0.038961
0
0.038961
0
0.038961
0
0.038961
0
0.038961
0
0.038961
0
0.023127
0
0.023127
0
0.023127
0
0.023127
0
0.035423
0
0.025419
0
0.025419
0
0.04378
0
0.059352 0.08557
0.059352 0.08557
0.059352 0.065568

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.0367
0.101337
0.088921
0
0.070979
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-0.111261
-0.093702
-0.07892

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.126454
0.081241
0.097403
0.124048
0.105788
0.157411
0.157411
0.177416
0.177416
0.177416
0.177416
0.177416
0.191302
0.177672
0.177672
0.147971
0.147971
0.028649
0.071058
0.08821

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.102548
0
0.124425
0
0.073537
0
0.020949
0
0
0
0.022164
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0 0.041116

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.016679
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-0.022444
-0.022444
-0.022444

0.08608
0.08608
0.117866
0.074297
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.054604
0
0
0
0
0
0
0
0
0
0
0
0
0
0

EEM

0 0.018606
0
0
0
0
0
0
0
0
0
0
0.060149
0
0
0
0.060149
0 0.019747
0
0.026696
0
0
0
0.026696
0
0
0
0
0
0
0
0
0 0.051053
0
0
0 0.062257
0
0
0 0.077644
0
0
0 0.093457
0
0
0 0.058554
0
0
0 0.058554
0
0
0 0.058554 0.022674
0.055236
0 0.058554
0
0.033658
0 0.042036
0
0.033658
0
0
0
0.107283
0 0.036589 0.024406
0.01802
0
0
0
0.01802
0 0.031183
0
0
0
0
0
0
0
0
0
0.025437
0 0.03448
0
0.025437
0 0.03448
0
0.025437
0 0.06194
0
0
0 0.015391
0
0.056374
0 0.10518
0
0.056374
0 0.10518 0.012657
0
0
0
0
0
0
0
0
0
0
0
0
0
0 0.03992
0

EWJ
0
0

FXI
0
0

IBB
0
0

0
0.03992

DBC

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

GLD
0
0

0.4
0.381985
0.34242
0.4
0.4
0.4
0.4
0.4
0.090483
0.057338
0.017983
0.299018
0.4
0.4
0.334293
0.282131
0.041618
0.086698
0.4
0.144561
0.19439
0.068543
0.054874
0.054874
0.054874
0.072994
0
0.195289
0.176038
0
0
0.089435
0.25204

0.050077
0.050077
0.066877
0.015327
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

QQQ
PHO
0 0.089435
0 0.25204

0
0
0
0
0
0
0
0
0
0
0
0
0.038854
0.050346
0.034416
0.007218
0.007218
0.007218
0.021229
0
0
0
0
0
0
0
0
0.019995
0.036427
0
0
0
0

SMH
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

XHB
0
0

0
0

SHY
0
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

#REF!
0
0
0.001499
0.001431
0.001452
0.001411
0.001364
0.00244
-0.003864
0.010534
-0.000729
0.003918
0.00179
0.001608
0.003646
0.001663
-0.00506
-0.000462
0.009562
-0.004082
-0.000601
0.00676
0.001213
0.00484
0.00282
-0.010621
-5E-005
-0.000199
0.002788
0.007384
-0.000956
0.002957
-0.005757
0.002319
-0.000368
-0.002577
0.000162
0.005204
0.003955
0.002458
-0.00374
0.006595
-0.002992
-0.000819
0.003896
0.003496
0.001745
0.000335
0.001744
0.002208
0.001668

0
0
0.001499
0.001431
0.001452
0.001411
0.001364
0.00244
-0.003864
0.010534
-0.000729
0.003918
0.00179
0.001608
0.003646
0.001663
-0.00506
-0.000462
0.009562
-0.004082
-0.000601
0.00676
0.001213
0.00484
0.00282
-0.010621
-5E-005
-0.000199
0.002788
0.007384
-0.000956
0.002957
-0.005757
0.002319
-0.000368
-0.002577
0.000162
0.005204
0.003955
0.002458
-0.00374
0.006595
-0.002992
-0.000819
0.003896
0.003496
0.001745
0.000335
0.001744
0.002208
0.001668

1
1
1
1
1
1
1
1
1
1
1
1
1
1
0.494009
0.390984
0.41578
0.359382
0.299997
0.247965
0.439026
0.233816
0.377486
0.375874
0.416061
0.499724
0.435526
0.453277
0.647615
0.589214
0.648371
0.655621
0.655621
0.649348
0.660833
0.665672
0.671008
0.654504
0.651394
0.651394
0.658767
0.67386
0.656906
0.656906
0.656906
0.657912
0.636317
0.63582
0.646411
0.644301
0.781634
0.765065
0.718127

0.002359
0.006645
0.007519
0.004761
0.003799
0.004833
0.000645
0.001626
0.007273
0.004506
0.003054
-0.000671
0.004749
0.009044
0.012111
0.003908
0.030811
-0.026429
-0.003009
-0.041017
-0.004182
-0.006472
0.032556
0.038377
-0.039733
-0.025912
-0.0093
-0.065053
-0.116899
-0.038984
0.017343
-0.02639
-0.024539
0.03672
0.033916
0.033621
-0.00444
0.020688
0.001278
0.023889
-0.005056
0.021699
0.00457
-0.012387
0.013212
0.017458
0.012055
-0.025438
-0.01455
0.030977
-0.012436
0.039144
0.017508

0.002359
0.006645
0.007519
0.004761
0.003799
0.004833
0.000645
0.001626
0.007273
0.004506
0.003054
-0.000671
0.004749
0.009044
0.012111
0.003908
0.030811
-0.026429
-0.003009
-0.041017
-0.004182
-0.006472
0.032556
0.038377
-0.039733
-0.025912
-0.0093
-0.065053
-0.116899
-0.038984
0.017343
-0.02639
-0.024539
0.03672
0.033916
0.033621
-0.00444
0.020688
0.001278
0.023889
-0.005056
0.021699
0.00457
-0.012387
0.013212
0.017458
0.012055
-0.025438
-0.01455
0.030977
-0.012436
0.039144
0.017508

0.294879
0.188908
0.307469
0.075816
0.088037
0.194455
0.234577
0.217239
0.605317
0.605404
0.64713
0.121367
0.075777
-0.035266
0.157283
0.372909
0.598503
0.612515
-0.265335
0.675386
0.550035
0.674771
0.675414
0.626519
0.595137
0.576093
0.603179
0.341744
0.26748
0.615584
0.702983
0.648357
0.751789

SHY
0.648357
0.751789

0.00616
0.016471
0.019235
0.028996
0.013694
0.027721
-0.009382
-0.014467
0.000649
-0.05617
-0.037346
0.049192
0.003835
-0.007857
0.057733
0.051467
0.013241
-0.01066
-0.039374
0.026433
0.007046
0.014099
0.012642
-0.004842
0.008305
0.015956
0.019137
-0.00051
0.013022
0.023946
0.013756
-0.007041
0.022113

0.00616
0.016471
0.019235
0.028996
0.013694
0.027721
-0.009382
-0.014467
0.000649
-0.05617
-0.037346
0.049192
0.003835
-0.007857
0.057733
0.051467
0.013241
-0.01066
-0.039374
0.026433
0.007046
0.014099
0.012642
-0.004842
0.008305
0.015956
0.019137
-0.00051
0.013022
0.023946
0.013756
-0.007041
0.022113

D
Sunday, March 31, 2002
Tuesday, April 30, 2002
Friday, May 31, 2002
Sunday, June 30, 2002
Wednesday, July 31, 2002
Saturday, August 31, 2002
Monday, September 30, 2002
Thursday, October 31, 2002
Saturday, November 30, 2002
Tuesday, December 31, 2002
Friday, January 31, 2003
Friday, February 28, 2003
Monday, March 31, 2003
Wednesday, April 30, 2003
Saturday, May 31, 2003
Monday, June 30, 2003
Thursday, July 31, 2003
Sunday, August 31, 2003
Tuesday, September 30, 2003
Friday, October 31, 2003
Sunday, November 30, 2003
Wednesday, December 31, 2003
Saturday, January 31, 2004
Sunday, February 29, 2004
Wednesday, March 31, 2004
Friday, April 30, 2004
Monday, May 31, 2004
Wednesday, June 30, 2004
Saturday, July 31, 2004
Tuesday, August 31, 2004
Thursday, September 30, 2004
Sunday, October 31, 2004
Tuesday, November 30, 2004
Friday, December 31, 2004
Monday, January 31, 2005
Monday, February 28, 2005
Thursday, March 31, 2005
Saturday, April 30, 2005
Tuesday, May 31, 2005
Thursday, June 30, 2005
Sunday, July 31, 2005
Wednesday, August 31, 2005
Friday, September 30, 2005
Monday, October 31, 2005
Wednesday, November 30, 2005
Saturday, December 31, 2005
Tuesday, January 31, 2006
Tuesday, February 28, 2006
Friday, March 31, 2006
Sunday, April 30, 2006
Wednesday, May 31, 2006
Friday, June 30, 2006

Strategy Index
2.0296955457
0.2008917634
-0.0912795436
-2.5500048944
-3.3801543587
0.2009980593
-1.2900325102
0.1103675414
1.5591915303
-0.8891033152
-0.0712795549
-0.4993127925
0.190586096
2.4886127642
3.6303574165
1.7006523275
1.7400717355
2.4090454336
0.4202332217
2.7409317624
1.2399675354
1.5202125922
1.7986926575
1.1908695215
0.1703529145
-0.8007142655
-0.2400102862
1.4406621891
-1.3312627938
-0.1988782693
1.7690995369
0.7311197825
2.9689816239
2.0304499586
-0.3500878547
1.8500955103
-0.5101906985
-2.3399290771
1.2702140871
1.5102035376
2.1994327433
0.9006693991
1.6095349666
-1.2005614317
1.7998934524
1.9001457817
3.3100193197
0.3799311153
2.0410328971
1.1000566206
-2.2104625513
-0.564522727

Replication
0
0
0.1498854374
0.1430506075
0.1451776503
0.1411411639
0.1364161423
0.2439706216
-0.386413133
1.053445837
-0.072895152
0.3918441249
0.1789745014
0.1608289802
0.3645881463
0.166250428
-0.505985579
-0.046179359
0.9562083374
-0.408245318
-0.060053463
0.6760040172
0.1212562144
0.4840443974
0.2820001211
-1.062096252
-0.004937984
-0.019921341
0.2787607648
0.7384180167
-0.095602584
0.2956546466
-0.57567752
0.231947946
-0.036841459
-0.25774711
0.0161805826
0.5204288412
0.3954721078
0.245790201
-0.373991187
0.6595165388
-0.299230062
-0.081911661
0.389570658
0.3495742404
0.1745418277
0.0335210541
0.1744435134
0.220755117
0.1668362177
0.2358930261

Monday, July 31, 2006


Thursday, August 31, 2006
Saturday, September 30, 2006
Tuesday, October 31, 2006
Thursday, November 30, 2006
Sunday, December 31, 2006
Wednesday, January 31, 2007
Wednesday, February 28, 2007
Saturday, March 31, 2007
Monday, April 30, 2007
Thursday, May 31, 2007
Saturday, June 30, 2007
Tuesday, July 31, 2007
Friday, August 31, 2007
Sunday, September 30, 2007
Wednesday, October 31, 2007
Friday, November 30, 2007
Monday, December 31, 2007
Thursday, January 31, 2008
Friday, February 29, 2008
Monday, March 31, 2008
Wednesday, April 30, 2008
Saturday, May 31, 2008
Monday, June 30, 2008
Thursday, July 31, 2008
Sunday, August 31, 2008
Tuesday, September 30, 2008
Friday, October 31, 2008
Sunday, November 30, 2008
Wednesday, December 31, 2008
Saturday, January 31, 2009
Saturday, February 28, 2009
Tuesday, March 31, 2009
Thursday, April 30, 2009
Sunday, May 31, 2009
Tuesday, June 30, 2009
Friday, July 31, 2009
Monday, August 31, 2009
Wednesday, September 30, 2009
Saturday, October 31, 2009
Monday, November 30, 2009
Thursday, December 31, 2009
Sunday, January 31, 2010
Sunday, February 28, 2010
Wednesday, March 31, 2010
Friday, April 30, 2010
Monday, May 31, 2010
Wednesday, June 30, 2010
Saturday, July 31, 2010
Tuesday, August 31, 2010
Thursday, September 30, 2010
Sunday, October 31, 2010
Tuesday, November 30, 2010

-0.0152804551
0.929899016
0.294686328
1.9998374116
1.1158045748
1.2892837438
1.1550347956
0.5099293352
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Friday, December 31, 2010


Monday, January 31, 2011
Monday, February 28, 2011
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Wednesday, July 31, 2013

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0.862247 0.901076

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