Before 60% 40% 0%

After 50% 30% 20%

A B C
CNX Nifty CNX Bank Gold
2003 72% 110% 17%
2004 10% 33% 13%
2005 38% 33% 9%
2006 41% 33% 36%
2007 53% 63% 15%
2008 -51% -49% 25%
2009 74% 78% 12%
2010 18% 29% 26%
2011 -24% -31% 28%
2012 28% 57% 6%

Mean Return 26% 36% 19%

Std. Dev. 0.39820291 0.4737369 0.0959224224

Correl AB 0.94879772 Rf 8.11%

Correl BC -0.4863832
Correl CA -0.377957
Return Before 0.2978
Return After 0.2737
Risk Before 0.42297092 Sharpe's Ratio 0.512328
Risk After 0.32918622 Sharpe's Ratio 0.585079