Calculate relevant statistics describing the distribution of the returns of each of the five companies over the 5-year period ending in December 202 -

Calculate relevant statistics describing the distribution of the returns of each of the
five companies over the 5-year period ending in December 2022, using monthly data.
Table 5.4 in the text may be used as a guide for which statistics should be calculated.
You should use diagrams and tables to present your results and ensure that you report
annualised figures over the entire 5-year period, and report results for each calendar
year of the period. Discuss and interpret your findings.

Commonwealth Bank of Australia (CBA)
CSL Ltd (CSL)
Harvey Norman Holdings Ltd (HVN)
Qantas Airways Ltd (QAN)
Woolworths Group Ltd (WOW)
This is a stock analysis of five companies. I’ve done the data part. My requirement is to make a report on five companies based on these data, and analyze some real events of these companies. The readers of this report are defined as people without much financial knowledge, so we hope to make it easy for the public to understand.

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Calculate relevant statistics describing the distribution of the returns of each of the five companies over the 5-year period ending in December 202

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Sheet1

Date
CBA close price
CSL close price
HVN close price
QAN close price
WOW close price
CBA return
CSL return
HVN return
QAN return
WOW return
Market return
risk free rate
Entire 5-year horizon

12/1/17
80.339996
141.300003
4.003904
5.04
27.299999

CBA
CSL
HVN
QAN
WOW
Market
Rf

1/1/18
78.870003
146.419998
4.339963
5.27
26.950001
-0.0182971505
0.0362349249
0.0839328316
0.0456349206
-0.01282044
0.00564811
0.0014917
monthly return
0.0063840833
0.0135770457
0.0034765045
0.0088670607
0.0049396209
0.0141527231
0.00086902

2/1/18
76.389999
163.169998
3.850277
5.89
27.610001
-0.0314441981
0.1143969419
-0.1128318375
0.1176470588
0.024489795
0.006866484
0.001475
monthly standard deviation
0.0674172881
0.058310538
0.0771117856
0.1057879073
0.0550596531
0.0413478901
0.0008073468

3/1/18
72.309998
155.460007
3.543023
5.83
26.290001
-0.053410146
-0.0472512784
-0.0798004923
-0.0101867572
-0.0478087632
-0.020882697
0.0016083
annualized return
0.0793570026
0.1756585301
0.0425250525
0.1117504448
0.0609126544
0.1836964178
0.0104782276

4/1/18
71.82
170.360001
3.379794
5.77
27.860001
-0.006776352
0.0958445473
-0.0460705448
-0.0102915952
0.0597185219
0.053494918
0.0017167
annualized standard deviation
0.2335403365
0.2019936288
0.267123061
0.3664600606
0.1907322332
0.143233293
0.0027967313

5/1/18
69.300003
185.850006
3.456607
6.35
28.459999
-0.0350876775
0.0909251286
0.0227271248
0.1005199307
0.0215361801
0.027093569
0.0016333

6/1/18
72.870003
192.619995
3.18776
6.16
30.52
0.0515151493
0.0364271659
-0.0777777167
-0.0299212598
0.0723823286
0.029917886
0.001725

7/1/18
74.790001
196.610001
3.408599
6.72
30.09
0.0263482629
0.0207143916
0.0692771727
0.0909090909
-0.0140891219
0.014014219
0.0016833

CBA return

CSL return

HVN return

8/1/18
71.239998
227.309998
3.456607
6.43
28.299999
-0.0474662783
0.1561466703
0.0140843789
-0.0431547619
-0.0594882353
0.032024239
0.0016333

9/1/18
71.410004
201.110001
3.434307
5.9
28.08
0.0023863841
-0.115261085
-0.0064514132
-0.0824261275
-0.0077738165
-0.003838665
0.0016083

Mean
0.0063840833

Mean
0.0135770457

Mean
0.0034765045

10/1/18
69.230003
188
3.11234
5.47
28.43
-0.0305279496
-0.0651882101
-0.0937502093
-0.0728813559
0.0124643875
-0.062714198
0.0016083

Standard Error
0.0087035345

Standard Error
0.0075278581

Standard Error
0.0099550887

11/1/18
71.230003
177.399994
3.083071
5.96
28.92
0.0288892086
-0.0563830106
-0.0094041782
0.0895795247
0.0172353148
-0.034206097
0.0016167

Median
0.0039877377

Median
0.0158325411

Median
0.0117860225

12/1/18
72.389999
185.160004
3.083071
5.79
29.42
0.0162852162
0.0437430116
0
-0.0285234899
0.0172890733
0.013937093
0.0016833

Mode
ERROR:#N/A

1/1/19
69.910004
194.720001
3.287958
5.44
29.370001
-0.0342588069
0.0516310045
0.0664554919
-0.0604490501
-0.0016994901
0.059160272
0.001725

Standard Deviation
0.0674172881

Standard Deviation
0.058310538

Standard Deviation
0.0771117856

2/1/19
73.949997
193.759995
3.512359
5.73
28.67
0.0577884819
-0.0049301869
0.0682493511
0.0533088235
-0.0238338773
0.054487739
0.0016333

Sample Variance
0.0045450907

Sample Variance
0.0034001188

Sample Variance
0.0059462275

3/1/19
70.639999
194.940002
3.922134
5.66
30.4
-0.0447599477
0.0060900445
0.116666605
-0.0122164049
0.0603418207
0.013331443
0.001525

Kurtosis
2.5179453853

Kurtosis
-0.1017642241

Kurtosis
0.3824145723

4/1/19
74.519997
198.570007
4.068483
5.61
31.85
0.0549263598
0.0186211396
0.0373136155
-0.0088339223
0.0476973684
0.018649473
0.0014

Skewness
-0.5466770242

Skewness
0.0499203417

Skewness
-0.1515471386

5/1/19
78.510002
205.490005
4.058726
5.55
31.370001
0.0535427424
0.0348491603
-0.0023981912
-0.0106951872
-0.0150706122
0.019146302
0.0012833

Range
0.3982039929

Range
0.2714077553

Range
0.393023795

6/1/19
82.779999
215
3.970917
5.4
33.23
0.0543879365
0.0462795989
-0.0216346213
-0.027027027
0.0592922837
0.038260932
0.001075

Minimum
-0.2440694454

Minimum
-0.115261085

Minimum
-0.204851752

7/1/19
82.300003
229.619995
4.283127
5.71
35.619999
-0.0057984538
0.0679999767
0.0786241566
0.0574074074
0.0719229311
0.034552454
0.000925

Maximum
0.1541345475

Maximum
0.1561466703

Maximum
0.188172043

8/1/19
79.050003
240.869995
4.27337
6.11
37.77
-0.0394896705
0.0489939911
-0.0022780086
0.0700525394
0.0603593784
-0.019304664
0.0008167

Sum
0.383044996

Sum
0.8146227434

Sum
0.208590272

9/1/19
80.830002
233.690002
4.53
6.29
37.279999
0.0225173805
-0.029808582
0.0600533069
0.0294599018
-0.0129732857
0.020878208
0.0008167

Count
60

10/1/19
78.660004
256.029999
4.09
6.41
37.32
-0.0268464425
0.0955967171
-0.0971302428
0.0190779014
0.0010729882
0.011038907
0.0007333

QAN return

WOW return

11/1/19
80.82
283.480011
4.3
7.3
39.759998
0.027459902
0.1072140456
0.0513447433
0.1388455538
0.0653804394
0.048020712
0.0007583

Market return

12/1/19
79.900002
275.76001
4.07
7.11
36.16
-0.0113832962
-0.0272329642
-0.0534883721
-0.0260273973
-0.0905432138
-0.007319021
0.00075

Mean
0.0088670607

Mean
0.0049396209

1/1/20
85.260002
312.049988
4.23
6.41
41.84
0.0670838531
0.1315998574
0.0393120393
-0.0984528833
0.157079646
0.041597422
0.0007417

Standard Error
0.0136571601

Standard Error
0.0071081707

Mean
0.0141527231

2/1/20
81.779999
309.440002
3.71
5.53
38.799999
-0.0408163608
-0.0083639997
-0.1229314421
-0.1372854914
-0.0726577677
-0.083556042
0.0007417

Median
-0.0100340901

Median
0.0168788295

Standard Error
0.0053379897

3/1/20
61.82
296.679993
2.95
3.23
35.099998
-0.2440694454
-0.0412358096
-0.204851752
-0.4159132007
-0.095360853
-0.132020799
0.0004417

Mode
ERROR:#N/A

Median
0.018840211

4/1/20
62.689999
309.440002
2.78
3.86
35.75
0.0140730993
0.0430093343
-0.0576271186
0.1950464396
0.0185185766
0.125584428
0.0001417

Standard Deviation
0.1057879073

Standard Deviation
0.0550596531

Mode
ERROR:#N/A

5/1/20
63.75
276.220001
3.26
3.99
35.34
0.0169086141
-0.1073552249
0.1726618705
0.0336787565
-0.0114685315
0.049368707
0.0000833

Sample Variance
0.0111910813

Sample Variance
0.0030315654

Standard Deviation
0.0413478901

6/1/20
69.419998
287
3.54
3.78
37.279999
0.0889411451
0.0390268589
0.0858895706
-0.0526315789
0.0548952745
0.018793234
0.0000833

Kurtosis
3.8446764543

Kurtosis
-0.3005567983

Sample Variance
0.001709648

7/1/20
71.199997
270.100006
3.72
3.23
38.68
0.025641012
-0.0588849965
0.0508474576
-0.1455026455
0.0375536759
0.018887188
0.0000833

Skewness
-0.6478387544

Skewness
-0.0976319382

Kurtosis
2.5493036525

8/1/20
68.279999
286.01001
4.42
3.94
39.869999
-0.0410112096
0.0589041231
0.188172043
0.2198142415
0.0307652275
0.050607964
0.0000833

Range
0.6999227473

Range
0.2573132529

Skewness
-0.7380048135

9/1/20
63.610001
287
4.53
4.05
36.43
-0.0683948165
0.0034613823
0.0248868778
0.0279187817
-0.0862803884
-0.014451933
0.000075

Minimum
-0.4159132007

Minimum
-0.1002336069

Range
0.257605227

10/1/20
69.019997
287.559998
4.44
4.19
38.16
0.0850494563
0.0019512125
-0.0198675497
0.0345679012
0.0474883338
0.006764349
0.0000583

Maximum
0.2840095465

Maximum
0.157079646

Minimum
-0.132020799

11/1/20
79.07
297.380005
4.61
5.38
36.98
0.1456100179
0.0341494195
0.0382882883
0.2840095465
-0.0309224319
0.082418639
0.0000167

Sum
0.5320236443

Sum
0.2963772558

Maximum
0.125584428

12/1/20
82.110001
283.179993
4.69
4.85
39.310001
0.0384469584
-0.0477503926
0.0173535792
-0.0985130112
0.0630070579
0.030171599
0.0000167

Count
60

Sum
0.849163385

1/1/21
83.510002
271.720001
5.34
4.5
40.860001
0.0170503104
-0.0404689324
0.1385927505
-0.0721649485
0.0394301694
0.004029623
0.0000083

Count
60

2/1/21
81.559998
262.589996
5.24
5
39.400002
-0.0233505443
-0.0336007838
-0.0187265918
0.1111111111
-0.0357317417
0.020781594
0.0000083

3/1/21
86.099998
264.649994
5.73
5.09
40.869999
0.0556645428
0.0078449219
0.0935114504
0.018
0.0373095666
0.013533005
0.000025

4/1/21
89.040001
271.160004
5.27
4.95
39.299999
0.0341463771
0.0245985647
-0.0802792321
-0.0275049116
-0.0384144859
0.046080531
0.0000333

5/1/21
99.720001
290.209991
5.32
4.71
41.619999
0.1199460903
0.0702536758
0.009487666
-0.0484848485
0.0590330804
0.015546972
0.0000333

6/1/21
99.870003
285.190002
5.48
4.66
38.130001
0.0015042318
-0.0172977815
0.030075188
-0.0106157113
-0.0838538703
0.025728583
0.000025

7/1/21
99.650002
288.910004
5.67
4.59
38.759998
-0.0022028737
0.0130439425
0.0346715328
-0.0150214592
0.0165223442
0.026021735
0.0000167

8/1/21
100.120003
311.940002
5.38
5.09
41.75
0.0047165177
0.0797133975
-0.0511463845
0.1089324619
0.0771414384
0.015986587
0.0000083

9/1/21
104.330002
293.399994
5.03
5.67
39.349998
0.0420495293
-0.0594345319
-0.0650557621
0.1139489194
-0.0574850778
-0.013284813
0.0000083

10/1/21
104.68
300.48999
4.96
5.35
38.080002
0.0033547205
0.0241649494
-0.013916501
-0.0564373898
-0.03227436
0.003963987
0.0000333

11/1/21
93.18
306.790009
5.07
5.06
40.82
-0.1098586167
0.0209658199
0.0221774194
-0.0542056075
0.0719537252
0.024484383
0.0000333

12/1/21
101
290.720001
4.94
5.01
38.009998
0.0839235888
-0.0523811321
-0.0256410256
-0.0098814229
-0.0688388535
0.027894621
0.00005

1/1/22
93.739998
260.350006
4.91
4.78
34.419998
-0.0718812079
-0.1044647595
-0.0060728745
-0.0459081836
-0.0944488342
-0.042436514
0.0000583

2/1/22
93.459999
259.980011
5.25
5.07
35.490002
-0.0029869747
-0.0014211446
0.0692464358
0.0606694561
0.0310866956
0.020376716
0.0000583

3/1/22
105.769997
268.149994
5.35
5.21
37.259998
0.1317140823
0.0314254275
0.019047619
0.0276134122
0.0498730882
0.071465929
0.0001417

4/1/22
103.879997
273.299988
5.09
5.6
38.509998
-0.0178689615
0.0192056465
-0.0485981308
0.0748560461
0.0335480426
-0.003750407
0.0003417

5/1/22
104.360001
271.829987
4.38
5.51
34.650002
0.0046207549
-0.0053787086
-0.1394891945
-0.0160714286
-0.1002336069
-0.016052239
0.0008333

6/1/22
90.379997
269.059998
3.71
4.47
35.599998
-0.1339594085
-0.0101901524
-0.1529680365
-0.1887477314
0.0274169104
-0.064532986
0.0013333

7/1/22
100.769997
289.839996
4.14
4.56
37.52
0.1149590656
0.0772318373
0.115902965
0.0201342282
0.0539326435
0.045359398
0.001725

8/1/22
97.470001
293.540009
4.23
5.32
36.09
-0.0327478029
0.0127657088
0.0217391304
0.1666666667
-0.0381130064
0.031052961
0.001925

9/1/22
90.699997
285.019989
4.04
5.02
33.950001
-0.0694573092
-0.0290250724
-0.0449172577
-0.0563909774
-0.0592961762
-0.045120922
0.0023

10/1/22
104.68
280.480011
4.16
5.84
33.02
0.1541345475
-0.0159286302
0.0297029703
0.1633466135
-0.027393254
0.035070981
0.0024583

11/1/22
107.860001
300.109985
4.25
6.24
34.470001
0.0303783053
0.0699870694
0.0216346154
0.0684931507
0.0439128104
0.086921542
0.00255

12/1/22
102.599998
287.76001
4.13
6.01
33.560001
-0.0487669474
-0.0411514965
-0.0282352941
-0.0368589744
-0.0263997671
-0.026380256
0.0026417

Sheet2

Date
CBA return
CBA return +1
CSL return
CSL return +1
HVN return
HVN return +1
QAN return
QAN return +1
WOW return
WOW return +1
Market return
CBA excess return
CBA excess return +1
CSL excess return
CSL excess return +1
HVN excess return
HVN excess return +1
QAN excess return
QAN excess return +1
WOW excess return
WOW excess return +1

Jan 2018- Dec 2018
CBA

CLS

HVN

QAN

WOW

12/1/17

Raw returns

Excess return

Raw returns

Excess return

Raw returns

Excess return

Raw returns

Excess return

Raw returns

Excess return

1/1/18
-0.0182971505
0.9817028495
0.0362349249
1.0362349249
0.0839328316
1.0839328316
0.0456349206
1.0456349206
-0.01282044
0.98717956
0.00564811
-0.0197888505
0.9802111495
0.0347432249
1.0347432249
0.0824411316
1.0824411316
0.0441432206
1.0441432206
-0.01431214
0.98568786

Arithmetic
Geometric
Arithmetic
Geometric
Arithmetic
Geometric
Arithmetic
Geometric
Arithmetic
Geometric
Arithmetic
Geometric
Arithmetic
Geometric
Arithmetic
Geometric
Arithmetic
Geometric
Arithmetic
Geometric

2/1/18
-0.0314441981
0.9685558019
0.1143969419
1.1143969419
-0.1128318375
0.8871681625
0.1176470588
1.1176470588
0.024489795
1.024489795
0.006866484
-0.0329191981
0.9670808019
0.1129219419
1.1129219419
-0.1143068375
0.8856931625
0.1161720588
1.1161720588
0.023014795
1.023014795

mean (monthly)
-0.0081321276
-0.0086456945
-0.0097557276
-0.0102689448
0.0258624332
0.0227835888
0.0242388332
0.0211551824
-0.0196720737
-0.0215431999
-0.0212956737
-0.0231696699
0.0139087648
0.0116275985
0.0122851648
0.0099986935
0.0069279354
0.0062517989
0.0053043354
0.0046279887

3/1/18
-0.053410146
0.946589854
-0.0472512784
0.9527487216
-0.0798004923
0.9201995077
-0.0101867572
0.9898132428
-0.0478087632
0.9521912368
-0.020882697
-0.055018446
0.944981554
-0.0488595784
0.9511404216
-0.0814087923
0.9185912077
-0.0117950572
0.9882049428
-0.0494170632
0.9505829368

mean (annualised)
-0.0933370287
-0.0989544112
-0.1109870863
-0.1165003737
0.358530885
0.3104033975
0.3329530499
0.2855854507
-0.2121265
-0.2299837858
-0.2276429817
-0.2452039313
0.1802840236
0.1488095238
0.1578024577
0.1268075391
0.0863772857
0.0776557171
0.0655422271
0.0569715066

4/1/18
-0.006776352
0.993223648
0.0958445473
1.0958445473
-0.0460705448
0.9539294552
-0.0102915952
0.9897084048
0.0597185219
1.0597185219
0.053494918
-0.008493052
0.991506948
0.0941278473
1.0941278473
-0.0477872448
0.9522127552
-0.0120082952
0.9879917048
0.0580018219
1.0580018219

standard deviation(monthly)
0.0334367618
0.0334367618
0.0333974831
0.0333974831
0.0824755648
0.0824755648
0.0824745481
0.0824745481
0.0633211328
0.0633211328
0.0633199859
0.0633199859
0.0712752617
0.0712752617
0.071302465
0.071302465
0.0384852526
0.0384852526
0.0384585941
0.0384585941

5/1/18
-0.0350876775
0.9649123225
0.0909251286
1.0909251286
0.0227271248
1.0227271248
0.1005199307
1.1005199307
0.0215361801
1.0215361801
0.027093569
-0.0367209775
0.9632790225
0.0892918286
1.0892918286
0.0210938248
1.0210938248
0.0988866307
1.0988866307
0.0199028801
1.0199028801

standard deviation(annualised)
0.1158283404
0.1158283404
0.1156922753
0.1156922753
0.2857037374
0.2857037374
0.2857002154
0.2857002154
0.2193508385
0.2193508385
0.2193468656
0.2193468656
0.2469047493
0.2469047493
0.2469989842
0.2469989842
0.1333168256
0.1333168256
0.133224478
0.133224478

6/1/18
0.0515151493
1.0515151493
0.0364271659
1.0364271659
-0.0777777167
0.9222222833
-0.0299212598
0.9700787402
0.0723823286
1.0723823286
0.029917886
0.0497901493
1.0497901493
0.0347021659
1.0347021659
-0.0795027167
0.9204972833
-0.0316462598
0.9683537402
0.0706573286
1.0706573286

sharp ratio

-0.9593301375
-1.0069848952

1.1653930658
0.9995983038

-1.0378219039
-1.1178820846

0.6388789745
0.5133929578

0.4919683538
0.4276354278

7/1/18
0.0263482629
1.0263482629
0.0207143916
1.0207143916
0.0692771727
1.0692771727
0.0909090909
1.0909090909
-0.0140891219
0.9859108781
0.014014219
0.0246649629
1.0246649629
0.0190310916
1.0190310916
0.0675938727
1.0675938727
0.0892257909
1.0892257909
-0.0157724219
0.9842275781

8/1/18
-0.0474662783
0.9525337217
0.1561466703
1.1561466703
0.0140843789
1.0140843789
-0.0431547619
0.9568452381
-0.0594882353
0.9405117647
0.032024239
-0.0490995783
0.9509004217
0.1545133703
1.1545133703
0.0124510789
1.0124510789
-0.0447880619
0.9552119381
-0.0611215353
0.9388784647

9/1/18
0.0023863841
1.0023863841
-0.115261085
0.884738915
-0.0064514132
0.9935485868
-0.0824261275
0.9175738725
-0.0077738165
0.9922261835
-0.003838665
0.0007780841
1.0007780841
-0.116869385
0.883130615
-0.0080597132
0.9919402868
-0.0840344275
0.9159655725
-0.0093821165
0.9906178835

10/1/18
-0.0305279496
0.9694720504
-0.0651882101
0.9348117899
-0.0937502093
0.9062497907
-0.0728813559
0.9271186441
0.0124643875
1.0124643875
-0.062714198
-0.0321362496
0.9678637504
-0.0667965101
0.9332034899
-0.0953585093
0.9046414907
-0.0744896559
0.9255103441
0.0108560875
1.0108560875

11/1/18
0.0288892086
1.0288892086
-0.0563830106
0.9436169894
-0.0094041782
0.9905958218
0.0895795247
1.0895795247
0.0172353148
1.0172353148
-0.034206097
0.0272725086
1.0272725086
-0.0579997106
0.9420002894
-0.0110208782
0.9889791218
0.0879628247
1.0879628247
0.0156186148
1.0156186148

12/1/18
0.0162852162
1.0162852162
0.0437430116
1.0437430116
0
1
-0.0285234899
0.9714765101
0.0172890733
1.0172890733
0.013937093
0.0146019162
1.0146019162
0.0420597116
1.0420597116
-0.0016833
0.9983167
-0.0302067899
0.9697932101
0.0156057733
1.0156057733

Jan 2019- Dec 2019
CBA

CLS

HVN

QAN

WOW

1/1/19
-0.0342588069
0.9657411931
0.0516310045
1.0516310045
0.0664554919
1.0664554919
-0.0604490501
0.9395509499
-0.0016994901
0.9983005099
0.059160272
-0.0359838069
0.9640161931
0.0499060045
1.0499060045
0.0647304919
1.0647304919
-0.0621740501
0.9378259499
-0.0034244901
0.9965755099

Raw returns

Excess return

Raw returns

Excess return

Raw returns

Excess return

Raw returns

Excess return

Raw returns

Excess return

2/1/19
0.0577884819
1.0577884819
-0.0049301869
0.9950698131
0.0682493511
1.0682493511
0.0533088235
1.0533088235
-0.0238338773
0.9761661227
0.054487739
0.0561551819
1.0561551819
-0.0065634869
0.9934365131
0.0666160511
1.0666160511
0.0516755235
1.0516755235
-0.0254671773
0.9745328227

3/1/19
-0.0447599477
0.9552400523
0.0060900445
1.0060900445
0.116666605
1.116666605
-0.0122164049
0.9877835951
0.0603418207
1.0603418207
0.013331443
-0.0462849477
0.9537150523
0.0045650445
1.0045650445
0.115141605
1.115141605
-0.0137414049
0.9862585951
0.0588168207
1.0588168207

mean (monthly)
0.0090071821
0.0082595672
0.0078870488
0.0071402468
0.0346086621
0.0337495703
0.0334885288
0.0326252106
0.0251481529
0.0234129472
0.0240280195
0.0223025502
0.0185752616
0.017261449
0.0174551282
0.016131213
0.0184955609
0.0173384983
0.0173754276
0.0162174203

4/1/19
0.0549263598
1.0549263598
0.0186211396
1.0186211396
0.0373136155
1.0373136155
-0.0088339223
0.9911660777
0.0476973684
1.0476973684
0.018649473
0.0535263598
1.0535263598
0.0172211396
1.0172211396
0.0359136155
1.0359136155
-0.0102339223
0.9897660777
0.0462973684
1.0462973684

mean (annualised)
0.1136047909
0.1037436539
0.0988600267
0.0891292369
0.5042267994
0.4893065675
0.4847998888
0.4699842617
0.3472233522
0.3201123166
0.3296645186
0.3030267458
0.2471465497
0.2279792746
0.2307877949
0.2117066854
0.245976025
0.2290958532
0.2296313528
0.2129408571

5/1/19
0.0535427424
1.0535427424
0.0348491603
1.0348491603
-0.0023981912
0.9976018088
-0.0106951872
0.9893048128
-0.0150706122
0.9849293878
0.019146302
0.0522594424
1.0522594424
0.0335658603
1.0335658603
-0.0036814912
0.9963185088
-0.0119784872
0.9880215128
-0.0163539122
0.9836460878

standard deviation(monthly)
0.0405522099
0.0405522099
0.0405014264
0.0405014264
0.0440508301
0.0440508301
0.0441447945
0.0441447945
0.0615609688
0.0615609688
0.0613559047
0.0613559047
0.0546209203
0.0546209203
0.0547992216
0.0547992216
0.0500754709
0.0500754709
0.0500761179
0.0500761179

6/1/19
0.0543879365
1.0543879365
0.0462795989
1.0462795989
-0.0216346213
0.9783653787
-0.027027027
0.972972973
0.0592922837
1.0592922837
0.038260932
0.0533129365
1.0533129365
0.0452045989
1.0452045989
-0.0227096213
0.9772903787
-0.028102027
0.971897973
0.0582172837
1.0582172837

standard deviation(annualised)
0.1404769759
0.1404769759
0.1403010566
0.1403010566
0.1525965518
0.1525965518
0.1529220539
0.1529220539
0.2132534515
0.2132534515
0.2125430886
0.2125430886
0.1892124181
0.1892124181
0.189830072
0.189830072
0.1734665198
0.1734665198
0.1734687608
0.1734687608

7/1/19
-0.0057984538
0.9942015462
0.0679999767
1.0679999767
0.0786241566
1.0786241566
0.0574074074
1.0574074074
0.0719229311
1.0719229311
0.034552454
-0.0067234538
0.9932765462
0.0670749767
1.0670749767
0.0776991566
1.0776991566
0.0564824074
1.0564824074
0.0709979311
1.0709979311

sharp ratio

0.7046278134
0.6352713167

3.1702418081
3.0733582868

1.5510479348
1.4257191231

1.2157599293
1.1152431388

1.3237619941
1.227545848

8/1/19
-0.0394896705
0.9605103295
0.0489939911
1.0489939911
-0.0022780086
0.9977219914
0.0700525394
1.0700525394
0.0603593784
1.0603593784
-0.019304664
-0.0403063705
0.9596936295
0.0481772911
1.0481772911
-0.0030947086
0.9969052914
0.0692358394
1.0692358394
0.0595426784
1.0595426784

9/1/19
0.0225173805
1.0225173805
-0.029808582
0.970191418
0.0600533069
1.0600533069
0.0294599018
1.0294599018
-0.0129732857
0.9870267143
0.020878208
0.0217006805
1.0217006805
-0.030625282
0.969374718
0.0592366069
1.0592366069
0.0286432018
1.0286432018
-0.0137899857
0.9862100143

10/1/19
-0.0268464425
0.9731535575
0.0955967171
1.0955967171
-0.0971302428
0.9028697572
0.0190779014
1.0190779014
0.0010729882
1.0010729882
0.011038907
-0.0275797425
0.9724202575
0.0948634171
1.0948634171
-0.0978635428
0.9021364572
0.0183446014
1.0183446014
0.0003396882
1.0003396882

11/1/19
0.027459902
1.027459902
0.1072140456
1.1072140456
0.0513447433
1.0513447433
0.1388455538
1.1388455538
0.0653804394
1.0653804394
0.048020712
0.026701602
1.026701602
0.1064557456
1.1064557456
0.0505864433
1.0505864433
0.1380872538
1.1380872538
0.0646221394
1.0646221394

12/1/19
-0.0113832962
0.9886167038
-0.0272329642
0.9727670358
-0.0534883721
0.9465116279
-0.0260273973
0.9739726027
-0.0905432138
0.9094567862
-0.007319021
-0.0121332962
0.9878667038
-0.0279829642
0.9720170358
-0.0542383721
0.9457616279
-0.0267773973
0.9732226027
-0.0912932138
0.9087067862

1/1/20
0.0670838531
1.0670838531
0.1315998574
1.1315998574
0.0393120393
1.0393120393
-0.0984528833
0.9015471167
0.157079646
1.157079646
0.041597422
0.0663421531
1.0663421531
0.1308581574
1.1308581574
0.0385703393
1.0385703393
-0.0991945833
0.9008054167
0.156337946
1.156337946

Jan 2020- Dec 2020
CBA

CLS

HVN

QAN

WOW

2/1/20
-0.0408163608
0.9591836392
-0.0083639997
0.9916360003
-0.1229314421
0.8770685579
-0.1372854914
0.8627145086
-0.0726577677
0.9273422323
-0.083556042
-0.0415580608
0.9584419392
-0.0091056997
0.9908943003
-0.1236731421
0.8763268579
-0.1380271914
0.8619728086
-0.0733994677
0.9266005323

Raw returns

Excess return

Raw returns

Excess return

Raw returns

Excess return

Raw returns

Excess return

Raw returns

Excess return

3/1/20
-0.2440694454
0.7559305546
-0.0412358096
0.9587641904
-0.204851752
0.795148248
-0.4159132007
0.5840867993
-0.095360853
0.904639147
-0.132020799
-0.2445111454
0.7554888546
-0.0416775096
0.9583224904
-0.205293452
0.794706548
-0.4163549007
0.5836450993
-0.095802553
0.904197447

4/1/20
0.0140730993
1.0140730993
0.0430093343
1.0430093343
-0.0576271186
0.9423728814
0.1950464396
1.1950464396
0.0185185766
1.0185185766
0.125584428
0.0139313993
1.0139313993
0.0428676343
1.0428676343
-0.0577688186
0.9422311814
0.1949047396
1.1949047396
0.0183768766
1.0183768766

mean (monthly)
0.007288527
0.0013204848
0.0070746353
0.0020520559
0.0040426471
0.0022150959
0.0038287554
0.0020056662
0.017677822
0.0118858809
0.0174639303
0.0116558515
-0.0127719287
-0.0313742471
-0.0129858203
-0.0316206805
0.0093848183
0.0069847327
0.0091709266
0.0067696056

5/1/20
0.0169086141
1.0169086141
-0.1073552249
0.8926447751
0.1726618705
1.1726618705
0.0336787565
1.0336787565
-0.0114685315
0.9885314685
0.049368707
0.0168253141
1.0168253141
-0.1074385249
0.8925614751
0.1725785705
1.1725785705
0.0335954565
1.0335954565
-0.0115518315
0.9884481685

mean (annualised)
0.0910550115
0.0159614081
0.0882781084
0.0249045023
0.0496050707
0.0269073931
0.0469250381
0.0243352751
0.2340243283
0.1523341523
0.2309155729
0.1491945937
-0.1429425197
-0.317862166
-0.1451681351
-0.3199418116
0.1186165001
0.0871128595
0.1157753546
0.0843291888

6/1/20
0.0889411451
1.0889411451
0.0390268589
1.0390268589
0.0858895706
1.0858895706
-0.0526315789
0.9473684211
0.0548952745
1.0548952745
0.018793234
0.0888578451
1.0888578451
0.0389435589
1.0389435589
0.0858062706
1.0858062706
-0.0527148789
0.9472851211
0.0548119745
1.0548119745

standard deviation(monthly)
0.100192637
0.100192637
0.0633819645
0.0633819645
0.0633819645
0.0633819645
0.0632915926
0.0632915926
0.111256123
0.111256123
0.1113895267
0.1113895267
0.1914879562
0.1914879562
0.1916240283
0.1916240283
0.0729010713
0.0729010713
0.0728951218
0.0728951218

7/1/20
0.025641012
1.025641012
-0.0588849965
0.9411150035
0.0508474576
1.0508474576
-0.1455026455
0.8544973545
0.0375536759
1.0375536759
0.018887188
0.025557712
1.025557712
-0.0589682965
0.9410317035
0.0507641576
1.0507641576
-0.1455859455
0.8544140545
0.0374703759
1.0374703759

standard deviation(annualised)
0.3470774757
0.3470774757
0.2195615656
0.2195615656
0.2195615656
0.2195615656
0.2192485081
0.2192485081
0.3854025152
0.3854025152
0.3858646394
0.3858646394
0.6633337383
0.6633337383
0.6638051059
0.6638051059
0.2525367188
0.2525367188
0.2525161092
0.2525161092

8/1/20
-0.0410112096
0.9589887904
0.0589041231
1.0589041231
0.188172043
1.188172043
0.2198142415
1.2198142415
0.0307652275
1.0307652275
0.050607964
-0.0410945096
0.9589054904
0.0588208231
1.0588208231
0.188088743
1.188088743
0.2197309415
1.2197309415
0.0306819275
1.0306819275

sharp ratio

0.4020653987
0.1134283326

0.2140267156
0.1109940283

0.5984367298
0.3866500801

-0.2186908985
-0.4819815466

0.4584870052
0.3339556793

9/1/20
-0.0683948165
0.9316051835
0.0034613823
1.0034613823
0.0248868778
1.0248868778
0.0279187817
1.0279187817
-0.0862803884
0.9137196116
-0.014451933
-0.0684698165
0.9315301835
0.0033863823
1.0033863823
0.0248118778
1.0248118778
0.0278437817
1.0278437817
-0.0863553884
0.9136446116

10/1/20
0.0850494563
1.0850494563
0.0019512125
1.0019512125
-0.0198675497
0.9801324503
0.0345679012
1.0345679012
0.0474883338
1.0474883338
0.006764349
0.0849911563
1.0849911563
0.0018929125
1.0018929125
-0.0199258497
0.9800741503
0.0345096012
1.0345096012
0.0474300338
1.0474300338

11/1/20
0.1456100179
1.1456100179
0.0341494195
1.0341494195
0.0382882883
1.0382882883
0.2840095465
1.2840095465
-0.0309224319
0.9690775681
0.082418639
0.1455933179
1.1455933179
0.0341327195
1.0341327195
0.0382715883
1.0382715883
0.2839928465
1.2839928465
-0.0309391319
0.9690608681

12/1/20
0.0384469584
1.0384469584
-0.0477503926
0.9522496074
0.0173535792
1.0173535792
-0.0985130112
0.9014869888
0.0630070579
1.0630070579
0.030171599
0.0384302584
1.0384302584
-0.0477670926
0.9522329074
0.0173368792
1.0173368792
-0.0985297112
0.9014702888
0.0629903579
1.0629903579

1/1/21
0.0170503104
1.0170503104
-0.0404689324
0.9595310676
0.1385927505
1.1385927505
-0.0721649485
0.9278350515
0.0394301694
1.0394301694
0.004029623
0.0170420104
1.0170420104
-0.0404772324
0.9595227676
0.1385844505
1.1385844505
-0.0721732485
0.9278267515
0.0394218694
1.0394218694

2/1/21
-0.0233505443
0.9766494557
-0.0336007838
0.9663992162
-0.0187265918
0.9812734082
0.1111111111
1.1111111111
-0.0357317417
0.9642682583
0.020781594
-0.0233588443
0.9766411557
-0.0336090838
0.9663909162
-0.0187348918
0.9812651082
0.1111028111
1.1111028111
-0.0357400417
0.9642599583

Jan 2021- Dec 2021
CBA

CLS

HVN

QAN

WOW

3/1/21
0.0556645428
1.0556645428
0.0078449219
1.0078449219
0.0935114504
1.0935114504
0.018
1.018
0.0373095666
1.0373095666
0.013533005
0.0556395428
1.0556395428
0.0078199219
1.0078199219
0.0934864504
1.0934864504
0.017975
1.017975
0.0372845666
1.0372845666

Raw returns

Excess return

Raw returns

Excess return

Raw returns

Excess return

Raw returns

Excess return

Raw returns

Excess return

4/1/21
0.0341463771
1.0341463771
0.0245985647
1.0245985647
-0.0802792321
0.9197207679
-0.0275049116
0.9724950884
-0.0384144859
0.9615855141
0.046080531
0.0341130771
1.0341130771
0.0245652647
1.0245652647
-0.0803125321
0.9196874679
-0.0275382116
0.9724617884
-0.0384477859
0.9615522141

5/1/21
0.1199460903
1.1199460903
0.0702536758
1.0702536758
0.009487666
1.009487666
-0.0484848485
0.9515151515
0.0590330804
1.0590330804
0.015546972
0.1199127903
1.1199127903
0.0702203758
1.0702203758
0.009454366
1.009454366
-0.0485181485
0.9514818515
0.0589997804
1.0589997804

mean (monthly)
0.0189119895
0.0174047862
0.0188883978
0.0173813072
0.0031168425
0.002192224
0.0030932508
0.0021686732
0.0061458758
0.0043371072
0.0061222842
0.0043133794
0.0048063494
0.0027084287
0.0047827578
0.0026843327
-0.0012673387
-0.0027985546
-0.0012909304
-0.0028223353

6/1/21
0.0015042318
1.0015042318
-0.0172977815
0.9827022185
0.030075188
1.030075188
-0.0106157113
0.9893842887
-0.0838538703
0.9161461297
0.025728583
0.0014792318
1.0014792318
-0.0173227815
0.9826772185
0.030050188
1.030050188
-0.0106407113
0.9893592887
-0.0838788703
0.9161211297

mean (annualised)
0.2521030435
0.2300572253
0.2517551967
0.2297166305
0.038049989
0.0266262031
0.037757068
0.0263367414
0.0762952324
0.0533049041
0.0759924334
0.0530063271
0.059225552
0.0329896907
0.0589271582
0.0326918457
-0.0151025057
-0.033070541
-0.0153816478
-0.03334721

7/1/21
-0.0022028737
0.9977971263
0.0130439425
1.0130439425
0.0346715328
1.0346715328
-0.0150214592
0.9849785408
0.0165223442
1.0165223442
0.026021735
-0.0022195737
0.9977804263
0.0130272425
1.0130272425
0.0346548328
1.0346548328
-0.0150381592
0.9849618408
0.0165056442
1.0165056442

standard deviation(monthly)
0.0573002017
0.0573002017
0.0451016249
0.0451016249
0.0451016249
0.0451016249
0.0451002259
0.0451002259
0.0637340658
0.0637340658
0.0637360715
0.0637360715
0.0688328621
0.0688328621
0.0688407381
0.0688407381
0.0577473799
0.0577473799
0.0577501664
0.0577501664

8/1/21
0.0047165177
1.0047165177
0.0797133975
1.0797133975
-0.0511463845
0.9488536155
0.1089324619
1.1089324619
0.0771414384
1.0771414384
0.015986587
0.0047082177
1.0047082177
0.0797050975
1.0797050975
-0.0511546845
0.9488453155
0.1089241619
1.1089241619
0.0771331384
1.0771331384

standard deviation(annualised)
0.1984937211
0.1984937211
0.1562366115
0.1562366115
0.1562366115
0.1562366115
0.1562317655
0.1562317655
0.2207812803
0.2207812803
0.2207882282
0.2207882282
0.2384440288
0.2384440288
0.238471312
0.238471312
0.2000427918
0.2000427918
0.2000524447
0.2000524447

9/1/21
0.0420495293
1.0420495293
-0.0594345319
0.9405654681
-0.0650557621
0.9349442379
0.1139489194
1.1139489194
-0.0574850778
0.9425149222
-0.013284813
0.0420412293
1.0420412293
-0.0594428319
0.9405571681
-0.0650640621
0.9349359379
0.1139406194
1.1139406194
-0.0574933778
0.9425066222

sharp ratio

1.6113713314
1.4703124206

0.2416734389
0.1685748175

0.3441869797
0.2400776866

0.2471037614
0.137089218

-0.0768880769
-0.1666923395

10/1/21
0.0033547205
1.0033547205
0.0241649494
1.0241649494
-0.013916501
0.986083499
-0.0564373898
0.9435626102
-0.03227436
0.96772564
0.003963987
0.0033214205
1.0033214205
0.0241316494
1.0241316494
-0.013949801
0.986050199
-0.0564706898
0.9435293102
-0.03230766
0.96769234

11/1/21
-0.1098586167
0.8901413833
0.0209658199
1.0209658199
0.0221774194
1.0221774194
-0.0542056075
0.9457943925
0.0719537252
1.0719537252
0.024484383
-0.1098919167
0.8901080833
0.0209325199
1.0209325199
0.0221441194
1.0221441194
-0.0542389075
0.9457610925
0.0719204252
1.0719204252

12/1/21
0.0839235888
1.0839235888
-0.0523811321
0.9476188679
-0.0256410256
0.9743589744
-0.0098814229
0.9901185771
-0.0688388535
0.9311611465
0.027894621
0.0838735888
1.0838735888
-0.0524311321
0.9475688679
-0.0256910256
0.9743089744
-0.0099314229
0.9900685771
-0.0688888535
0.9311111465

1/1/22
-0.0718812079
0.9281187921
-0.1044647595
0.8955352405
-0.0060728745
0.9939271255
-0.0459081836
0.9540918164
-0.0944488342
0.9055511658
-0.042436514
-0.0719395079
0.9280604921
-0.1045230595
0.8954769405
-0.0061311

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