PORTAFOLIOS DE INVERSION

FECHA JP MORGAN MA KO PEP XOM

1 1/1/2018 69505806 163.488571 39.664303 101.845062 64.908371
2 2/1/2018 74837128 170.295792 36.022083 92.896606 56.313396
3 3/1/2018 72541313 169.714447 36.197124 92.405579 56.040501
4 4/1/2018 71847618 172.727768 36.331669 86.086594 58.398972
5 5/1/2018 68232132 184.471664 36.155094 85.498154 61.020367
6 6/1/2018 75914978 190.681534 36.878193 93.703644 62.769352
7 7/1/2018 76247208 192.117584 39.556442 98.979698 61.843727
8 8/1/2018 75906616 209.419174 37.808933 96.406227 60.827038
9 9/1/2018 79765015 216.268295 39.183186 96.225464 65.172211
10 10/1/2018 84024269 192.038803 40.962311 97.524742 61.078812
11 11/1/2018 87799950 195.568115 43.118217 105.821022 60.940823
12 12/1/2018 89832832 183.487961 40.829208 95.875893 52.801029
13 1/1/2019 97166283 205.352875 41.501793 98.552788 56.74231
14 2/1/2019 97528923 218.997574 39.096012 101.150642 61.194675
15 3/1/2019 92859337 229.403305 40.406693 108.064064 63.25983
16 4/1/2019 91854500 247.71077 42.673016 112.913948 62.852722
17 5/1/2019 90818130 245.37352 42.733902 112.869858 55.407158
18 6/1/2019 88433289 258.096405 44.290863 115.629875 60.682747
19 7/1/2019 97556694 265.648163 46.135612 113.527473 58.885155
20 8/1/2019 97771141 274.860077 48.24823 121.450691 54.228825
21 9/1/2019 96286392 265.286804 47.72226 121.779396 56.610806
22 10/1/2019 93026787 270.405609 48.062344 122.68354 54.173519
23 11/1/2019 95542847 285.815399 47.152847 121.485039 54.62249
24 12/1/2019 83882484 292.035828 49.239796 122.236313 56.620052
25 1/1/2020 88935028 309.004974 51.953102 127.911003 50.404663
26 2/1/2020 90402252 284.257599 47.585121 118.913452 41.738827
27 3/1/2020 87690865 236.572845 39.36515 108.16864 31.251476
28 4/1/2020 100528755 269.29306 41.18214 119.952141 38.247463
29 5/1/2020 92490601 295.133636 41.891087 119.281166 37.4244
30 6/1/2020 97588226 290.042969 40.096275 119.924934 37.520779
31 7/1/2020 101254333 302.627411 42.778778 125.790146 35.305775
32 8/1/2020 96573746 351.806549 44.852516 127.983223 33.510273
33 9/1/2020 103456810 332.143372 44.707619 126.649147 29.371632
34 10/1/2020 109812416 283.496063 43.873634 122.672775 27.908609
35 11/1/2020 116753036 330.897888 47.105274 132.741364 32.622787
36 12/1/2020 123522873 350.987122 50.455585 136.487183 36.117348
37 1/1/2021 117284683 311.015076 44.300442 126.58699 39.289238
38 2/1/2021 103546028 348.389679 45.073292 119.746429 47.6395
39 3/1/2021 80288086 350.555786 48.49588 131.110245 49.749519
40 4/1/2021 85398064 376.164398 50.077721 134.689133 51.005962
41 5/1/2021 87682106 355.437286 51.293015 138.220795 52.012878
42 6/1/2021 84753662 359.882996 50.198322 138.435654 57.028782
43 7/1/2021 87078400 380.435608 53.305893 147.710144 52.047352
44 8/1/2021 91156853 341.694061 52.632904 147.18309 49.28994
45 9/1/2021 87590279 343.125061 49.043663 141.555161 53.982323
46 10/1/2021 89200706 331.12439 53.086639 153.128876 59.167637
47 11/1/2021 108247131 311.186951 49.39497 151.404251 54.918427
48 12/1/2021 116686172 355.060608 56.193638 164.604034 56.912109
49 1/1/2022 118155418 381.799866 57.901939 165.53508 70.649513
50 2/1/2022 136116928 357.010712 59.069283 156.205124 72.937531
51 3/1/2022 140796875 353.606995 58.841511 159.677597 77.66758
52 4/1/2022 142258240 359.543671 61.787926 164.885742 80.169037
53 5/1/2022 152799530 354.583252 60.611649 161.08313 90.278336
54 6/1/2022 144705582 312.582581 60.162182 160.036423 81.360748
55 7/1/2022 141207474 350.540771 61.810513 169.175125 92.086609
56 8/1/2022 149665894 321.883545 59.440968 166.574097 90.813553
57 9/1/2022 153165436 282.1604 53.96019 157.861984 83.753235
58 10/1/2022 158966797 325.664337 58.069672 176.756195 106.295914
59 11/1/2022 149513458 354.238617 61.717831 180.581787 106.804329
60 12/1/2022 149061630 345.621216 62.15554 175.860626 106.658455
139883514
134282516
129093063
113032166
126148026
107430473
110053993
109458710
100575348
121152382
134180283
130218414
LIOS DE INVERSION
NVDA MCD BRK-B BITCOIN UNH
60.808365 149.57251 214.380005 898.521301 217.547562
59.86829 137.861191 207.199997 1116.549927 207.790176
57.328571 137.537216 199.479996 1006.470154 196.617889
55.672504 147.264603 193.729996 1236.029419 217.917542
62.427967 140.729843 191.529999 2034.353516 222.628067
58.679291 137.809875 186.649994 2172.174072 226.1586
60.65097 139.437576 197.869995 2433.017578 234.248199
69.52346 143.588699 208.720001 3949.773438 248.346375
69.645729 148.991608 214.110001 3673.137451 246.107712
52.25042 157.550446 205.279999 5551.797852 242.584839
40.503181 167.890533 218.240005 8601.109375 261.158112
33.118675 159.122452 204.179993 11795.03418 231.971878
35.661488 160.206741 205.539993 8232.200195 251.600784
38.268806 164.741058 201.300003 8529.861328 225.546799
44.591141 171.254929 200.889999 5659.873047 230.239899
44.948746 178.17186 216.710007 7650.095215 217.855042
33.639542 178.803162 197.419998 6411.30127 226.015106
40.830708 188.367889 213.169998 5481.46875 228.080856
41.94701 191.143616 205.429993 6657.345703 233.785187
41.646179 197.720093 203.410004 6067.402344 219.692902
43.319962 195.79277 208.020004 5708.814453 204.032776
50.026882 179.369553 212.580002 5583.194336 238.368378
53.939034 177.345123 220.300003 3549.296875 263.997498
58.601181 181.354218 226.500000 3256.927734 277.307251
58.882599 196.368408 224.429993 3020.30249 257.986267
67.260605 178.197189 206.339996 3389.312256 241.42482
65.688522 152.697601 182.830002 3657.865967 236.141037
72.835526 173.208084 187.360001 4771.259277 278.143127
88.470184 172.062958 185.580002 7660.288086 289.916656
94.672722 171.490372 178.509995 9520.881836 280.501648
105.855164 180.610107 195.779999 9109.954102 289.188263
133.376663 198.496353 218.039993 8746.569336 298.519623
134.932373 205.240067 212.940002 7609.142578 297.774658
125.032196 199.171387 201.899994 8245.560547 292.643188
133.685898 203.323151 228.910004 6870.143555 322.56543
130.229416 201.8414 231.869995 6411.460449 336.318146
129.616806 195.501541 227.869995 8427.623047 321.069458
136.848633 193.902451 240.509995 7798.025879 319.760468
133.194031 212.131104 255.470001 5839.277832 358.115967
149.822342 223.431366 274.950012 7911.762695 385.207153
162.149902 221.358704 289.440002 8510.137695 397.879974
199.661652 219.821472 277.920013 8133.865234 386.79126
194.680405 230.974823 278.290009 9613.430664 399.628021
223.494568 225.978668 285.769989 9785.023438 403.554321
206.867554 230.710114 272.940002 9199.645508 378.804199
255.309021 234.958603 287.01001 11801.327148 447.971069
326.298706 234.049576 276.690002 16440.384766 432.16214
293.694763 257.92926 299.000000 23741.736328 488.51001
244.544235 249.635391 313.019989 27316.099609 461.242096
243.535568 235.510712 321.450012 37332.503906 464.462982
272.508148 239.249313 352.910004 50240.558594 497.745605
185.26239 241.068253 322.829987 48047.050781 497.828491
186.511002 244.019211 315.980011 30519.308594 486.30661
151.420319 238.862305 273.019989 29555.054688 502.801331
181.465057 256.229004 300.600006 35077.269531 532.799377
150.802933 245.439697 280.799988 39937.78125 510.194122
121.279755 225.712524 267.019989 37835.902344 496.155579
134.887482 266.719116 295.089996 53060.582031 547.095398
169.126556 266.846313 318.600006 50313.386719 539.812561
146.088028 259.239929 308.899994 40712.71875 522.48761
34270.417969
38516.011719 RENDIMIENTO MENSUAL
41124.796875 VARIANZA
35770.070313 DESVIACION ESTANDAR
29616.634766 COEFICIENTE DE VARIACION
18881.335938
22855.736328 PROPORCION A INVERTIR O PESO DE LA INVERSION
19973.794922
19824.3125
20732.398438 COVARIANZA
16471.539063
15426.75

MATRIZ DE MARKOWITZ
RENDIMIENTO

DESEMPEÑO

proporciones
Maximo desempeño
iguales
RENDIMIENTOp 0.0099184604 0.0127481530714575
RIESGOp 0.0508821399 0.0507845579368116
DESEMPEÑOp 0.1949300957 0.251024200847023

PORTAFOLIOS RIESGO RENDIMIENTO

portafolio 1 4.26% 0.67%
portafolio 2 4.18% -0.07%
portafolio 3 4.16% -0.15%
portafolio 4 4.14% -0.22%
portafolio 5 4.13% -0.29%
portafolio 6 4.13% -0.36%
portafolio 7 4.15% -0.44%
portafolio 8 4.17% -0.51%
portafolio 9 4.20% -0.58%
portafolio 10 4.24% -0.65%
portafolio 11 4.29% -0.73%
portafolio 12 4.34% -0.80%
portafolio 13 4.41% -0.87%
portafolio 14 4.48% -0.94%
portafolio 15 4.56% -1.02%
portafolio 16 4.65% -1.09%
portafolio 17 4.75% -1.16%
portafolio 18 4.85% -1.23%
portafolio 19 4.96% -1.31%
portafolio 20 5.08% -0.71%
 -1.38%
19
-0.0007255082
-1.38%
 RENDIMIENTOS
JP MORGAN MA KO PEP XOM NVDA
0.0739038368 0.04079379 -0.09631945 -0.091965547189 -0.14204415 -0.01558038
-0.031157891 -0.00341958 0.0048475 -0.005299755632 -0.00485778 -0.04334786
-0.009608774 0.01759946 0.00371012 -0.070833658973 0.041223625 -0.02931274
-0.051631862 0.06577911 -0.00487193 -0.006858911573 0.043909407 0.11452698
0.1066984059 0.03310881 0.01980255 0.0916422934965 0.028259235 -0.06192649
0.0043667949 0.00750293 0.07010816 0.0547776798348 -0.01485626 0.03304876
-0.00447695 0.08623026 -0.04518317 -0.026343963432 -0.01657628 0.13652862
0.0495811519 0.03218188 0.03570233 -0.001876773776 0.068998772 0.00175713
0.052020674 -0.11882229 0.04440467 0.0134120887238 -0.06486814 -0.28737345
0.0439552574 0.01821128 0.05129318 0.0816430854253 -0.00226175 -0.25466741
0.0228895898 -0.06375968 -0.05454787 -0.098694621484 -0.1433726 -0.20128319
0.0784732476 0.11258078 0.01633892 0.0275377495513 0.071989461 0.07397402
0.0037252116 0.06433081 -0.05971616 0.0260185871964 0.075540035 0.07056376
-0.049063137 0.04642096 0.03297497 0.0661133258416 0.033190355 0.15290011
-0.010880039 0.0767802 0.05457134 0.0439017700386 -0.00645629 0.00798766
-0.011346868 -0.00948019 0.00142579 -0.000390550601 -0.12608545 -0.28982064
-0.026610464 0.05055156 0.03578584 0.0241589012237 0.090950633 0.19373223
0.0981852148 0.02883956 0.04080674 -0.018349496611 -0.0300704 0.02697271
0.0021957658 0.03408942 0.044774 0.0674634845214 -0.08237643 -0.00719753
-0.015302451 -0.03545064 -0.01096119 0.0027028333884 0.042987292 0.03940392
-0.034439516 0.01911157 0.00710105 0.0073970159843 -0.04400768 0.14394696
0.0266873226 0.05542306 -0.01910461 -0.009817074993 0.008253493 0.07529391
-0.130157987 0.02153035 0.04330777 0.0061650435906 0.035917495 0.08290044
0.0584892613 0.05648088 0.05363927 0.0453785700447 -0.11627951 0.00479076
0.0163630979 -0.08347651 -0.0878213 -0.072938798644 -0.18865189 0.13302909
-0.030451447 -0.18362469 -0.18963922 -0.094704443626 -0.28936519 -0.02365049
0.1366260739 0.12954406 0.04512376 0.1034013474691 0.202010624 0.10327962
-0.083336777 0.09162803 0.01706842 -0.005609392503 -0.02175433 0.19446176
0.0536498224 -0.01739918 -0.04378965 0.0053825513167 0.002571988 0.06776032
0.0368786492 0.0424733 0.0647587 0.0477490134707 -0.06084834 0.11164587
-0.047328576 0.15057907 0.04733755 0.0172841745019 -0.0521945 0.2311054
0.0688473072 -0.05751473 -0.00323575 -0.010478543688 -0.13182274 0.01159653
0.0596193701 -0.15836848 -0.01883039 -0.031900196872 -0.0510941 -0.07620244
0.0612872995 0.1546116 0.07107142 0.0788821589353 0.156075824 0.06692173
0.0563654449 0.0589397 0.06870848 0.0278281093885 0.101762272 -0.02619537
-0.051822178 -0.12090815 -0.13009879 -0.075300972964 0.084177335 -0.00471518
-0.124587939 0.11348023 0.01729522 -0.055553324429 0.19271161 0.05429299
-0.254394987 0.00619823 0.07318897 0.0906621187824 0.043338546 -0.0270685
0.0617021894 0.07050642 0.03209737 0.026930870417 0.024941733 0.11764326
 0.0263944113 -0.05667745 0.02397836 0.0258829657604 0.019548814 0.07907102
-0.033968887 0.01243014 -0.02157298 0.0015532552664 0.092064746 0.20810297
0.0270599075 0.05553797 0.06006529 0.0648462413219 -0.09140217 -0.02526493
0.0457728198 -0.10740115 -0.01270541 -0.003574544957 -0.05443392 0.13802784
-0.039911661 0.00417921 -0.07063049 -0.038987850471 0.090936638 -0.07730836
0.0182189329 -0.03560088 0.07921429 0.0785904221238 0.091718079 0.21039591
0.1935279087 -0.06210025 -0.07207668 -0.011326475083 -0.07452578 0.24533858
0.0750711773 0.13189464 0.12895495 0.0835893772922 0.035659192 -0.10527223
0.0125128191 0.07260806 0.02994733 0.0056403402616 0.216223086 -0.18314479
0.1415134215 -0.06713077 0.01996017 -0.058013095137 0.031872119 -0.00413321
0.0338039678 -0.00957967 -0.00386347 0.0219867226374 0.062834589 0.11240551
0.0103257486 0.01664953 0.0488604 0.0320959977011 0.031699444 -0.38589537
0.0714828033 -0.01389248 -0.01922087 -0.02333219417 0.118760152 0.00671708
-0.054425592 -0.12607447 -0.00744315 -0.006519134056 -0.10400457 -0.20843069
-0.024470954 0.11460833 0.02702951 0.055532987921 0.123836591 0.18100357
0.0581751808 -0.0852872 -0.03908978 -0.015494183546 -0.013921 -0.18508921
0.0231131818 -0.13171412 -0.09673713 -0.053719105153 -0.08093374 -0.217874
0.0371767382 0.14339151 0.07339698 0.1130502213678 0.238352049 0.10634106
-0.061308948 0.08410354 0.06092935 0.021412435054 0.004771613 0.22620632
-0.003026564 -0.02462732 0.00706707 -0.026492005127 -0.00136674 -0.14643792
JP MORGAN MA KO PEP XOM NVDA
O MENSUAL 1.29% 1.27% 0.76% 0.93% 0.84% 1.49%
NZA 0.0048161054 0.00634709 0.00323982 0.0025666509725 0.009859837 0.02032656
ESTANDAR 6.94% 7.97% 5.69% 5.07% 9.93% 14.26%
E VARIACION 5.3666611823 6.27898514 7.47625574 5.4720822328001 11.7959241 9.59712095

O PESO DE LA INVERSION 0% 8% 0% 17% 0% 6%

$ - $ 80 $ - $ 170 $ - $ 60

JP MORGAN MA KO PEP XOM NVDA

NSRGY 0.0048161054 0.00151546 0.00155501 0.0014909931151 0.000552766 0.00251085
MA 0.0015154621 0.00634709 0.00266296 0.0021609610972 0.004293676 0.00407774
KO 0.0015550121 0.00266296 0.00323982 0.0022172788287 0.002334007 0.00043853
PEP 0.0014909931 0.00216096 0.00221728 0.0025666509725 0.002083038 0.0010627
XOM 0.000552766 0.00429368 0.00233401 0.0020830376459 0.009859837 0.00279335
NVDA 0.0025108502 0.00407774 0.00043853 0.0010626964525 0.002793348 0.02032656
MCD 0.0012360318 0.00261806 0.00215004 0.0019686740288 0.002519828 0.00117511
BRK-B 0.0012344476 0.00307954 0.00204224 0.0016469825376 0.003170934 0.00422855
V 0.0013131132 0.00498514 0.00225857 0.0018766859112 0.003658527 0.00363472
UNH 0.001360647 0.0019364 0.00184917 0.0016500248448 0.002058593 0.00223554

JP MORGAN MA KO PEP XOM NVDA

NSRGY 0 0 0 0 0 0
MA 0 4.09413E-05 0 3.024532287E-05 0 1.8273E-05
KO 0 0 0 0 0 0
PEP 0 3.02453E-05 0 7.79475442E-05 0 1.03329E-05
XOM 0 0 0 0 0 0
NVDA 0 1.8273E-05 0 1.033291075E-05 0 6.32784E-05
MCD 0 3.62986E-05 0 5.922534241E-05 0 1.13186E-05
BRK-B 0 0 0 0 0 0
V 0 0 0 0 0 0
UNH 0 8.04033E-05 0 0.0001486594854 0 6.44855E-05

1.275% VARIANZA 0.002579071

4.942923815 RIESGO 11.29077%

Minimo Minimo
riesgo desempeño
0.008040734 0.0067156018
0.041306091 0.0457761608
0.194662195 0.1467052222

MINIMO
RENDIMIENTO
1.00%

0.50%

0.00%
4.10% 4.30% 4.50% 4.70% 4.90% 5.10% 5.30%

-0.50%

-1.00%

-1.50%
MAXIMO
OS
MCD BRK-B V UNH
-0.08153398 -0.03406567 0.21724837 -0.0458887
-0.00235277 -0.03797054 -0.1037942 -0.05526661
0.06833645 -0.02924854 0.20545485 0.10285455
-0.04538894 -0.01142097 0.49827393 0.02138577
-0.02096703 -0.02580928 0.06555046 0.01573401
0.011742 0.05837505 0.11340375 0.03514471
0.02933594 0.05338342 0.48452593 0.05844321
0.03693703 0.02549626 -0.07261203 -0.00905515
0.05585572 -0.04211501 0.41307562 -0.01441779
0.06356648 0.0612205 0.43776938 0.07377452
-0.05363813 -0.06659347 0.31578742 -0.11850987
0.00679107 0.0066387 -0.35962529 0.08122749
0.02790978 -0.02084428 0.03551979 -0.10931597
0.03877836 -0.00203886 -0.41017164 0.02059413
0.03959533 0.0758026 0.30131663 -0.05529191
0.00353696 -0.09322666 -0.17665584 0.03677194
0.05211136 0.07675653 -0.15668917 0.00909836
0.01462815 -0.03698465 0.19434778 0.02470249
0.0338273 -0.00988164 -0.0927903 -0.06217202
-0.00979555 0.02241058 -0.06091919 -0.07395002
-0.08760858 0.02168415 -0.0222503 0.15553664
-0.01135054 0.03567187 -0.45301155 0.10212234
0.02235444 0.02775468 -0.08596518 0.04918648
0.0795404 -0.00918112 -0.07542735 -0.07221975
-0.09710179 -0.08403855 0.11527004 -0.06634823
-0.15443124 -0.1209685 0.07625288 -0.02212888
0.12603417 0.02447513 0.26573036 0.16370659
-0.00663322 -0.00954584 0.47343932 0.04145766
-0.00333332 -0.03884147 0.21743788 -0.03301389
0.05181348 0.09234698 -0.0441198 0.0304983
0.09443012 0.10768693 -0.04070613 0.03175776
0.03340963 -0.02366805 -0.13931105 -0.00249865
-0.03001466 -0.05323795 0.08032444 -0.01738294
0.02063089 0.12555644 -0.18248994 0.09735192
-0.00731435 0.01284792 -0.06909792 0.04175158
-0.03191398 -0.01740158 0.27342768 -0.0464001
-0.00821306 0.05398638 -0.07764416 -0.0040853
0.0898493 0.06034334 -0.28926348 0.11328469
0.05189978 0.07348432 0.30374347 0.07292439
 -0.0093198 0.05135872 0.07290752 0.03236914
-0.00696875 -0.04061468 -0.04522188 -0.02826522
0.04949299 0.00133042 0.16712491 0.032649
-0.02186811 0.02652349 0.01769185 0.00977694
0.0207214 -0.04593525 -0.06168804 -0.06329166
0.01824734 0.0502651 0.24904704 0.16770921
-0.00387639 -0.03661934 0.3315288 -0.03592781
0.09715241 0.07754582 0.36749373 0.12255912
-0.03268394 0.04582348 0.14024173 -0.0574369
-0.05824502 0.026575 0.31238811 0.0069588
0.01574976 0.09337103 0.29695828 0.06920725
0.00757394 -0.08908725 -0.04464189 0.00016651
0.01216685 -0.02144687 -0.4538212 -0.02341631
-0.0213597 -0.14613394 -0.03210477 0.03335581
0.07018434 0.09623548 0.17129854 0.05794983
-0.04302031 -0.06813787 0.12976945 -0.04335367
-0.08378911 -0.05031911 -0.05406433 -0.02790174
0.16693393 0.09995686 0.33817587 0.09773364
0.00047678 0.07665604 -0.05316314 -0.01340122
-0.02891889 -0.03091884 -0.21173064 -0.0326207
MCD BRK-B V UNH
0.93% 0.62% 6.46% 1.49%
0.00305295 0.00358227 0.05411468 0.00423517
5.53% 5.99% 23.26% 6.51%
5.92749239 9.66763164 3.59898995 4.38220007

17% 0% 0% 52% 100%

$ 170 $ - $ - $ 520 $ 1,000

MCD BRK-B V UNH

0.00123603 0.00123445 0.00131311 0.00136065
0.00261806 0.00307954 0.00498514 0.0019364
0.00215004 0.00204224 0.00225857 0.00184917
0.00196867 0.00164698 0.00187669 0.00165002
0.00251983 0.00317093 0.00365853 0.00205859
0.00117511 0.00422855 0.00363472 0.00223554
0.00305295 0.00179929 0.00233274 0.00143116
0.00179929 0.00358227 0.00264779 0.00179607
0.00233274 0.00264779 0.05411468 0.00189241
0.00143116 0.00179607 0.00189241 0.00423517

MCD BRK-B V UNH

0 0 0 0
3.62986E-05 0 0 8.04033E-05
 0 0 0 0
5.92253E-05 0 0 0.00014866
0 0 0 0
1.13186E-05 0 0 6.44855E-05
9.09813E-05 0 0 0.00012773
0 0 0 0
0 0 0 0
0.00012773 0 0 0.00113198

5.10% 5.30%