?????Modify Correlation MatrixRisk free Rate:Min Constraint:Max Constraint:Current Units:BenchmarkProduct Name:1-Jan-101-Feb-101-Mar-101-Apr-101-May-101-Jun-101-Jul-101-Aug-101-Sep-101-Oct-101-Nov-101-Dec-101-Jan-111-Feb-111-Mar-111-Apr-111-May-111-Jun-111-Jul-111-Aug-111-Sep-111-Oct-111-Nov-111-Dec-111-Jan-121-Feb-121-Mar-121-Apr-121-May-121-Jun-121-Jul-121-Aug-121-Sep-121-Oct-121-Nov-121-Dec-121-Jan-131-Feb-131-Mar-131-Apr-131-May-131-Jun-131-Jul-131-Aug-131-Sep-131-Oct-13^GSPC1073.91104.51169.41186.71089.41030.71101.61049.31141.21183.31180.61257.61286.11327.21325.81363.61345.21320.61292.31218.91131.41253.31247.01257.61312.41365.71408.51397.91310.31362.21379.31406.61440.71412.21416.21426.21498.11514.71569.21597.61630.71606.31685.71633.01681.61756.50.36%Data in Prices ReturnsAll Long?Target0.00%100.00%2.00AAPL25.827.531.535.034.533.834.532.638.140.441.843.345.547.446.847.046.745.052.451.651.254.351.354.361.372.880.578.477.578.482.089.789.980.279.272.061.760.160.360.361.654.462.067.265.872.1?1.00% Position0.00%100.00%36.00MSFT24.424.925.526.522.520.122.520.621.523.422.324.624.523.622.623.022.423.224.523.922.424.023.223.526.829.029.429.226.828.127.128.527.526.424.824.925.626.126.931.133.032.730.131.831.733.70.00%100.00%1.00GOOGL265.2263.7283.8263.1243.1222.7242.7225.2263.2307.2278.1297.3300.5307.0293.7272.3264.8253.4302.1270.8257.8296.6300.0323.3290.3309.4320.9302.7290.7290.3316.8342.9377.6340.5349.5354.0378.2401.0397.5412.7436.0440.6444.3423.9438.4515.8??Risk Overall DeviationResult Minimum Risk0.00%100.00%23.00ADBE32.334.735.433.632.126.428.727.726.228.227.830.833.034.533.233.534.631.527.725.224.229.427.428.331.032.934.333.531.032.430.931.332.434.034.637.737.839.343.545.142.945.647.345.851.954.20.00%100.00%42.00YHOO15.015.316.516.515.313.813.913.114.216.515.816.616.116.416.717.716.515.013.113.613.215.615.716.115.514.815.215.515.215.815.814.716.016.818.819.919.621.323.524.726.325.128.127.133.232.9Historic Observation Periods?Page 1
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1-Nov-131-Dec-131-Jan-141-Feb-141-Mar-141-Apr-141-May-141-Jun-141-Jul-141-Aug-141-Sep-141-Oct-141-Nov-141-Dec-141-Jan-151-Feb-151-Mar-151-Apr-151-May-151-Jun-151-Jul-151805.81848.41782.61859.41872.31883.91923.61960.21930.72003.41972.32018.12067.62058.91995.02104.52067.92085.52107.42063.12108.677.277.969.573.574.982.488.991.394.0101.299.5106.7118.0109.5116.2127.9123.9124.6130.3125.4122.436.635.936.337.139.739.139.940.642.044.545.446.047.245.839.943.640.448.346.944.246.9530.3560.9591.1608.4557.8534.9571.7584.7579.5582.4588.4567.9549.1530.7537.5562.6554.7548.8545.3540.0664.637.040.436.038.735.936.034.735.135.838.540.846.051.750.544.044.344.442.642.939.337.456.859.959.268.665.761.764.572.469.371.969.270.173.772.770.179.173.976.179.181.081.3Page 2
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Overall Deviation (Sharpe)Minimum Risk?0.00%100.00%46.00INTC16.117.218.719.218.116.417.415.016.317.118.118.018.418.617.520.019.619.319.517.718.821.622.121.523.524.125.225.423.324.023.222.620.619.718.018.919.319.420.322.222.822.721.920.821.723.20.00%100.00%69.00DELL12.512.814.515.712.911.712.811.412.513.912.813.112.715.314.015.015.616.115.714.413.715.315.214.216.716.716.115.811.912.111.510.29.69.09.410.013.013.714.213.213.213.212.613.713.813.9Capital 10,0000.00%100.00%32.00ORCL21.823.324.324.521.420.322.420.725.527.925.729.830.531.331.834.332.631.429.226.827.531.430.024.627.128.128.028.325.528.629.130.530.330.031.132.434.533.231.431.832.829.831.531.132.332.80.00%100.00%5.00IBM109.6114.4115.4116.1113.3111.7116.1111.9121.9130.5129.1134.0147.9148.4149.4156.3155.5157.9167.4158.9161.7170.7174.5170.7178.8183.3194.4193.0180.5183.0183.4183.1195.0182.8179.4180.8191.7190.4202.2192.0198.1182.0185.7174.4177.2171.50.00%100.00%48.00CSCO20.121.723.224.020.719.020.617.819.520.417.118.118.916.615.415.715.014.014.414.113.916.716.816.317.818.019.218.314.815.614.617.417.415.817.518.219.119.319.419.522.522.724.121.922.021.40.00%100.00%1.000.00%100.00%1.000.00%100.00%1.00Page 3
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34.537.436.238.440.140.241.439.939.941.037.838.742.044.541.643.542.843.543.340.239.7172.9180.5170.0179.1186.2190.1179.4176.4186.5188.2185.8160.9159.8158.1151.1160.7159.3170.0169.6162.7161.022.824.823.423.924.925.726.630.133.034.234.133.336.735.832.633.031.032.334.530.428.913.913.913.913.913.913.913.913.913.913.913.913.913.913.913.913.913.913.913.913.913.920.121.320.920.821.422.323.723.924.524.324.623.927.027.226.029.127.328.629.127.228.3Page 4
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FALSE0.052377450.0381470.01349068-0.03190549-0.051292040.047973-0.04249770.074574110.07217561-0.005684560.051977740.083128330.01898829-0.007664250.032911790.00066147-0.015859630.03861602-0.05152532-0.001073740.09290953-0.009655110.002403250.071071890.059569970.06217197-0.01331182-0.059687950.02029386-0.001073940.016865760.04524625-0.04640153-0.008357290.008975030.016009420.001611560.05964108-0.019374380.01566052-0.055922460.04318756-0.027698060.035734150.0080887726711756.49Overall Deviatio
1All Long0
Downside Devia
0All Short
Semi-Deviation (Sortino)Long/Short
Calculation Data
0.065396410.02214569-0.00592520.019986680.072755510.06895060.14847030.021625460.076537570.07968654
0.020779130.043001980.111021210.04267667-0.07303570
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1All Long
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