Beruflich Dokumente
Kultur Dokumente
1.000
0.942 1.000
0.959 0.943 1.000
0.865 0.826 0.904 1.000
0.895 0.933 0.832 0.701 1.000
0.942 0.849 0.887 0.814 0.843 1.000
0.885 0.849 0.837 0.835 0.882 0.908 1.000
0.941 0.922 0.970 0.954 0.790 0.858 0.833
0.745 0.803 0.645 0.474 0.917 0.710 0.754
0.976 0.912 0.928 0.841 0.861 0.958 0.856
XLP XLC XLI
1.000
0.587 1.000
0.917 0.728 1.000
Retorno Esperado Riesgo Covariance
XLK XLP XLK XLP 0.0018247
0.015271 0.007721 0.0667491 0.0432316
Retorno Esperado Y x
Portafolio a b c Retorno Riesgo Sharpe Ranking
0.015271 0.00 - 0 1.5% 6.7% 0.186 75
0.015195 0.00 0.00 1.042552E-07 1.5% 6.6% 0.186 74
0.015120 0.00 0.00 2.064042E-07 1.5% 6.5% 0.187 72
0.015044 0.00 0.00 3.064471E-07 1.5% 6.5% 0.188 71
0.014969 0.00 0.00 4.043838E-07 1.5% 6.4% 0.188 70 1.8%
0.014893 0.00 0.00 5.002143E-07 1.5% 6.3% 0.189 68
1.6%
0.014818 0.00 0.00 5.939387E-07 1.5% 6.3% 0.190 67
0.014742 0.00 0.00 6.855569E-07 1.5% 6.2% 0.191 66
1.4%
0.014667 0.00 0.00 7.750689E-07 1.5% 6.2% 0.192 64
0.014591 0.00 0.00 8.624748E-07 1.5% 6.1% 0.192 63 1.2%
0.014516 0.00 0.00 9.477745E-07 1.5% 6.0% 0.193 62
0.014440 0.00 0.00 1.030968E-06 1.4% 6.0% 0.194 60 1.0%
0.014365 0.00 0.00 1.112055E-06 1.4% 5.9% 0.195 59
0.014289 0.00 0.00 1.191037E-06 1.4% 5.8% 0.195 58 0.8%
0.014214 0.00 0.00 1.267912E-06 1.4% 5.8% 0.196 56
0.014138 0.00 0.00 1.342681E-06 1.4% 5.7% 0.197 55 0.6%
1.6%
1.4%
1.2%
1.0%
0.8%
0.6%
0.4%
0.2%
0.0%
3.0% 3.5% 4.0% 4.5% 5.0% 5.5% 6.0% 6.5% 7.0%