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Date Boston Beer Goldman Nvidea Tim Hortons Suncor RBC USA Monthly
7/31/2006 0.021212 0.033705 0.056214 -0.017434 0.010073 0.02361 4.72 0.0039
8/31/2006 0.066902 -0.04804 0.286171 0.023776 -0.06049 0.064089 4.79 0.0039
9/29/2006 0.031829 0.14817 0.025535 0.016331 -0.06375 0.010821 4.95 0.0040
10/31/2006 0.116335 0.129261 0.183979 0.111795 0.075571 0.013937 4.96 0.0040
11/30/2006 0.005072 0.044191 0.079187 0.088561 0.044406 0.06988 4.81 0.0039
12/29/2006 0.018674 0.044786 0.021491 -0.046419 0.019889 0.041667 4.92 0.0040
1/31/2007 -0.011248 0.078901 -0.16183 0.078658 -0.05001 -0.00901 4.94 0.0040
2/28/2007 -0.07418 -0.05624 0.003787 -0.032196 -0.04885 -0.00934 4.85 0.0040
3/30/2007 0.002133 0.009138 -0.08526 -0.002564 0.060164 0.063043 4.98 0.0041
4/30/2007 -0.072621 0.01752 0.097325 0.002856 0.01366 0.013565 5.03 0.0041
5/31/2007 0.148967 0.020242 0.017656 -0.048419 0.044245 0.007956 4.94 0.0040
6/29/2007 0.018774 -0.06886 0.182556 -0.014697 0.03305 -0.02848 4.87 0.0040
7/31/2007 0.038663 -0.12708 0.11075 0.001826 0.005106 -0.03656 4.73 0.0039
8/31/2007 0.185966 -0.07352 0.108376 0.065634 -0.01814 0.004622 4.61 0.0038
9/28/2007 -0.057716 0.16272 0.003281 -0.01 -0.00148 0.013066 4.82 0.0039
10/31/2007 0.02429 0.09271 -0.06872 0.040115 0.095173 0.027066 4.20 0.0034
11/30/2007 -0.330719 -0.03681 -0.06073 0.068812 -0.07482 -0.05425 3.89 0.0032
12/31/2007 0.123159 -0.06052 0.067963 -0.047074 0.128648 -0.04264 3.90 0.0032
1/31/2008 -0.04266 -0.05912 -0.26838 -0.06441 -0.1252 0.00808 3.27 0.0027
2/29/2008 -0.021181 -0.16911 -0.14975 0.013127 0.076271 -0.02488 3.00 0.0025
3/31/2008 0.396639 0.02144 -0.03074 0.008949 -0.02256 -0.02916 2.75 0.0023
4/30/2008 -0.085207 0.138002 0.019399 -0.013448 0.14555 0.011887 2.12 0.0017
5/30/2008 -0.113786 -0.09024 0.186214 -0.040313 0.193313 0.057893 1.26 0.0010
6/30/2008 0.046103 0.014203 -0.22471 -0.115758 -0.12624 -0.09784 1.29 0.0011
7/31/2008 0.120814 0.06134 -0.38478 -0.045922 -0.0598 0.041894 1.73 0.0014
8/29/2008 0.030668 -0.0752 0.146883 0.207974 0.092346 0.031746 1.86 0.0015
9/30/2008 0.051968 -0.22238 -0.15596 -0.074836 -0.27549 0.035897 1.63 0.0013
10/31/2008 -0.098797 -0.17833 -0.07368 -0.02836 -0.34205 -0.06257 1.72 0.0014
11/28/2008 -0.122701 -0.11749 -0.11874 0.031177 -0.01209 -0.07814 1.13 0.0009
12/31/2008 -0.131221 0.048441 0.060176 0.125484 -0.16888 -0.16397 0.67 0.0006
1/30/2009 -0.098579 -0.02971 -0.0008 -0.134996 -0.00885 -0.14377 0.19 0.0002
2/27/2009 -0.025741 0.163277 0.068461 0.005302 0.125479 0.016771 0.03 0.0000
3/31/2009 -0.1328 0.159947 0.186642 0.071759 0.065382 0.189521 0.13 0.0001
4/30/2009 0.209215 0.149348 0.104081 -0.105214 0.067164 0.163676 0.30 0.0002
5/29/2009 -0.021414 0.029436 -0.17077 0.00069 0.273726 0.033097 0.21 0.0002
6/30/2009 0.102842 0.084064 0.150609 -0.017289 -0.07399 0.088558 0.16 0.0001
7/31/2009 -0.019774 0.029975 0.065026 0.024279 -0.01498 0.088501 0.18 0.0001
8/31/2009 0.295809 0.032358 0.141793 0.0663 -0.03875 0.100819 0.18 0.0001
9/30/2009 -0.091894 0.084636 0.007689 -0.01616 0.119737 0.019486 0.18 0.0001
10/30/2009 0.036672 -0.06624 -0.19505 0.017411 -0.03957 -0.0391 0.17 0.0001
11/30/2009 0.082947 -0.02321 0.067638 0.007427 0.057906 0.036679 0.12 0.0001
12/31/2009 0.106141 -0.00574 0.429016 0.033119 -0.01821 -0.00722 0.07 0.0001
1/29/2010 -0.006718 -0.11077 -0.16827 -0.042328 -0.09272 -0.06418 0.05 0.0000
2/26/2010 0.020832 0.042194 0.041179 0.038024 -0.09923 0.086649 0.05 0.0000
3/31/2010 0.063481 0.050903 0.034283 0.039136 0.089444 0.046295 0.06 0.0000
4/30/2010 0.092149 -0.14806 -0.09609 0.015729 0.052074 0.044583 0.11 0.0001
5/31/2010 0.197581 0.02947 -0.13543 0.044074 -0.06475 -0.10537 0.15 0.0001
6/30/2010 0.031977 -0.08044 -0.21478 -0.024334 -0.03292 -0.07986 0.16 0.0001
7/30/2010 -0.004342 0.11244 -0.12849 0.029343 0.081711 0.069428 0.16 0.0001
8/31/2010 -0.017292 -0.05585 0.052532 0.081243 -0.04662 -0.05063 0.12 0.0001
9/30/2010 -0.018081 0.018792 0.208771 -0.008466 0.039926 0.050784 0.16 0.0001
10/29/2010 0.058388 0.101773 0.017254 0.022946 -0.02448 0.024258 0.16 0.0001
11/30/2010 0.150619 -0.02056 0.141752 0.059729 0.05508 0.010296 0.15 0.0001
12/31/2010 0.128127 0.043632 0.096562 0.014815 0.113109 -0.04932 0.13 0.0001
1/31/2011 -0.046159 -0.01953 0.565166 -0.00292 0.083072 0.037136 0.14 0.0001
2/28/2011 0.001598 -0.0257 -0.07989 0.044168 0.101302 0.057936 0.14 0.0001
3/31/2011 -0.005646 -0.03502 -0.1882 0.031549 -0.04555 0.056348 0.15 0.0001
4/29/2011 -0.004809 -0.06892 0.059454 0.04685 0.00299 0.001834 0.13 0.0001
5/31/2011 -0.091816 -0.04572 0.023465 -0.018032 -0.07246 -0.05 0.10 0.0001
6/30/2011 0.06414 -0.05866 -0.20852 0.045747 -0.06279 -0.03233 0.06 0.0000
7/29/2011 -0.002095 0.005827 -0.1392 -0.026333 -0.03122 -0.05201 0.04 0.0000
8/31/2011 -0.081226 -0.11759 -0.01674 0.020938 -0.14309 -0.0249 0.04 0.0000
9/30/2011 -0.045546 -0.13411 0.000368 0.044383 -0.14372 -0.0411 0.04 0.0000
10/31/2011 0.164721 0.108823 0.132181 0.007185 0.186472 0.022888 0.02 0.0000
11/30/2011 0.155893 -0.10096 0.081063 0.057277 -0.02898 -0.02797 0.01 0.0000
12/30/2011 0.084412 -0.05853 -0.11501 -0.045261 -0.04362 0.099873 0.02 0.0000
1/31/2012 -0.089699 0.21754 0.05258 -0.01013 0.17563 0.017891 0.01 0.0000
2/29/2012 -0.071741 0.018032 0.007847 0.094147 0.031268 0.063204 0.01 0.0000
3/30/2012 0.143698 0.093437 0.028659 0.002058 -0.08198 0.038254 0.03 0.0000
4/30/2012 -0.043353 -0.08453 -0.16505 0.068591 0.001227 -0.0026 0.09 0.0001
5/31/2012 0.061481 -0.12654 0.000129 -0.030866 -0.13699 -0.09704 0.08 0.0001
6/29/2012 0.137886 -0.01234 0.096273 -0.025068 0.050303 0.011833 0.08 0.0001
7/31/2012 -0.123767 0.036006 -0.03568 -0.006335 0.04144 -0.00403 0.09 0.0001
8/31/2012 -0.059042 0.035275 0.019393 -0.062254 0.009132 0.073764 0.09 0.0001
9/28/2012 0.083944 0.072497 -0.05165 0.027309 0.049659 0.024832 0.10 0.0001
10/31/2012 -0.023594 0.094114 -0.08774 -0.030884 0.036487 0.017687 0.10 0.0001
11/30/2012 0.043075 -0.03997 -0.00086 -0.064946 -0.02775 0.034422 0.11 0.0001
12/31/2012 0.192398 0.085 0.026171 0.058072 0.007702 0.016638 0.10 0.0001
1/31/2013 0.0462 0.161797 0.002292 0.024165 0.03638 0.047428 0.09 0.0001
2/28/2013 0.143305 0.049057 0.072292 0.0016 -0.07434 0.030586 0.07 0.0001
3/29/2013 0.01419 -0.02977 0.000703 0.107967 -0.02592 -0.04405 0.07 0.0001
4/30/2013 0.051146 -0.01622 0.063662 -0.011411 0.031866 0.003431 0.10 0.0001
5/31/2013 -0.072021 0.144244 0.085843 0.01539 0.007641 0.01234 0.09 0.0001
6/28/2013 0.134881 -0.05142 -0.01371 0.031182 -0.01431 -0.00406 0.06 0.0000
7/31/2013 0.025071 0.059884 0.004801 0.045534 0.047097 0.057278 0.04 0.0000
8/30/2013 0.21123 -0.04779 0.050921 -0.027072 0.099815 0.011534 0.05 0.0000
9/30/2013 0.127346 0.017 0.031619 0.037153 0.037465 0.016949 0.04 0.0000
10/31/2013 -0.047681 0.029929 -0.01119 0.041848 0.028781 0.071061 0.04 0.0000
Treasuries Market Capitalization We
CANADA Monthly THI RY NVDA SAM SU GS Sum THI
4.18 0.0034 5893.808 57742.83 6188.021 375.8417 30336.48 59842.55 160379.5 0.036749
4.32 0.0035 5625.117 57959.73 8100.75 379.3647 40770.47 67985.92 180821.3 0.031109
4.15 0.0034 5543.929 58299.84 7505.003 411.0837 41463.34 67751.72 180974.9 0.030634
4.13 0.0034 5447.278 59203.73 7804.638 413.3293 41891.48 68802.21 183562.7 0.029675
4.15 0.0034 5563.259 62954.16 10261.66 447.1022 39330.11 66955.47 185511.8 0.029989
4.16 0.0034 5654.112 63465.84 10430.86 457.2636 36830.64 76198.16 193036.9 0.02929
4.18 0.0034 6286.213 63795.22 12292.13 508.0707 39640.15 84403.88 206925.7 0.030379
4.16 0.0034 6829.394 68268.75 13151.61 506.8447 41363.64 86631.95 216752.2 0.031508
4.17 0.0034 6512.377 71094.16 13158.72 505.7203 42188.77 88655.44 222115.2 0.02932
4.19 0.0034 6970.266 69856.95 10897.45 494.0541 40088.79 94352.33 222659.8 0.031305
4.16 0.0034 6717.183 69204.62 11021.89 460.8829 38147.74 90544.16 216096.5 0.031084
4.16 0.0034 6685.125 73409.76 10361.9 475.8602 40406.07 92734.27 224073 0.029835
4.29 0.0035 6689.969 73682.29 11841.66 461.0404 40982.5 95194.28 228851.7 0.029233
4.42 0.0036 6338.515 74299.44 12570.96 548.2462 42749.71 100511.2 237018 0.026743
4.57 0.0037 6231.352 72207.21 14991.95 563.2764 44191.27 94384.34 232569.4 0.026794
3.83 0.0031 6229.066 68994.6 16606.92 583.4599 44486.31 81527.33 218427.7 0.028518
3.97 0.0032 6608.817 69366.14 18718.16 699.1727 43633.04 76190 215215.3 0.030708
3.96 0.0032 6526.937 70231.2 19888.96 697.7388 43588.35 93820.93 234754.1 0.027803
3.91 0.0032 6773.195 71498.31 19416.98 749.216 47787.8 105490 251715.5 0.026908
3.86 0.0032 7209.63 67627.13 17522.72 477.2041 44166.14 96435.32 233438.1 0.030885
3.41 0.0028 6870.243 64755.18 18900.54 541.3298 49876.14 91503.77 232447.2 0.029556
3.24 0.0027 6404.358 64644.21 13661.5 511.9987 43665.02 87602.45 216489.5 0.029583
1.72 0.0014 6460.392 63076.7 11883.67 512.7176 46972.45 74467.57 203373.5 0.031766
2.68 0.0022 6506.006 61989.8 10979.14 657.4269 45938.13 72606.2 198676.7 0.032747
2.68 0.0022 6400.283 62098.67 11400.77 617.6111 52624.41 81829.8 214971.6 0.029773
2.6 0.0021 6107.208 66656.46 13701.92 564.9925 62860.27 75432.91 225323.8 0.027104
2.41 0.0020 5400.252 60235.61 10384.61 570.7099 54896.58 74787.23 206275 0.02618
2.42 0.0020 5121.521 63185.99 6346.153 635.3848 51613.91 78695.5 205598.5 0.02491
1.92 0.0016 6156.827 65144.11 7035.196 631.7715 56793.13 70113.57 205874.6 0.029906
1.98 0.0016 5682.373 67584.02 5960.992 667.1743 41107.47 60881.32 181883.3 0.031242
1.7 0.0014 5498.403 62694.39 4875.658 530.9016 27060.44 43965.87 144625.7 0.038018
0.83 0.0007 5641.552 57892.27 4157.667 454.7967 26738.61 37544.47 132429.4 0.0426
0.83 0.0007 6334.961 50468.17 4334.099 402.6254 22179.95 40111.13 123830.9 0.051158
0.67 0.0006 5479.118 42515.83 4269.651 357.8263 21988.33 40740.16 115350.9 0.0475
0.39 0.0003 5490.035 43447.8 4446.882 339.8215 24753.97 45963.26 124441.8 0.044117
0.22 0.0002 5883.996 51746.16 5348.592 297.3807 26351.28 53502.68 143130.1 0.041109
0.2 0.0002 5264.915 59539.43 6252.389 379.2103 28123.81 70070.73 169630.5 0.031038
0.24 0.0002 5234.205 61554.86 5696.866 406.6358 35828.29 74778.52 183499.4 0.028524
0.23 0.0002 5143.71 66997.19 6166.598 421.8918 33136.44 76263.02 188128.9 0.027341
0.21 0.0002 5268.819 72336.68 7062.366 444.7045 32646.17 84466.57 202225.3 0.026054
0.22 0.0002 5600.043 79601.36 7954.056 562.5911 52184.57 86932.71 232835.3 0.024052
0.22 0.0002 5509.545 81273.79 8233.434 524.802 58281.25 96857.52 250680.3 0.021978
0.22 0.0002 5605.473 77546.24 6551.688 537.8229 55980.29 89407.34 235628.8 0.023789
0.19 0.0002 5629.003 80514.71 7246.994 599.8841 59082.34 89635.82 242708.8 0.023192
0.16 0.0001 5815.429 79953.19 10365.53 664.1625 58021.4 89202.59 244022.3 0.023832
0.16 0.0001 5514.496 74272.67 8539.911 653.4731 52647.36 78572.67 220200.6 0.025043
0.28 0.0002 5654.92 80751.75 8989.381 674.4242 47432.86 82603.8 226107.1 0.02501
0.39 0.0003 5838.357 84490.13 9857.1 732.6449 51536.95 92600.91 245056.1 0.023825
0.45 0.0004 5915.206 87557.37 8939.259 799.2363 54238.79 78887.5 236337.4 0.025029
0.5 0.0004 6127.159 78398.46 7518.708 925.2613 50726.93 77698.44 221394.9 0.027675
0.65 0.0005 5965.382 72166.68 5842.162 944.8732 48916.3 70702.02 204537.4 0.029165
0.62 0.0005 6127.687 76466.87 5258.518 971.6294 52918 81231.66 222974.4 0.027482
0.87 0.0007 6589.106 72603.54 5335.765 905.0305 50473.66 74014.72 209921.8 0.031388
0.92 0.0008 6519.894 76297.4 6705.468 921.0072 52335.89 78149.78 220929.4 0.029511
0.99 0.0008 6656.425 77440.08 6899.767 986.0162 51063.64 87095.55 230141.5 0.028923
0.98 0.0008 7018.053 78282.89 7811.566 1093.001 53886.09 84366.38 232458 0.030191
0.95 0.0008 7108.435 74437.92 8947.399 1272.447 59840.17 90861.1 242467.5 0.029317
0.95 0.0008 7029.536 76503.87 13897.52 1204.469 64834.49 88408.02 251877.9 0.027909
0.92 0.0008 7297.231 80951.83 13165.46 1242.071 71480.23 88494.47 262631.3 0.027785
0.97 0.0008 7409.308 85539.63 10917.24 1239.395 68118.8 88796.42 262020.8 0.028278
0.95 0.0008 7682.53 85062.94 11902.51 1261.34 68523.73 84546.95 258980 0.029665
0.93 0.0008 7474.821 81264.59 12029.78 1122.813 63627.55 75419.71 240939.3 0.031024
0.92 0.0008 7733.625 78279.76 9565.596 1200.383 59469.93 71325.3 227574.6 0.033983
0.93 0.0008 7478.419 73820.85 8301.988 1207.751 57624.01 72332.83 220765.8 0.033875
0.83 0.0007 7477.185 72010.88 8035.611 1086.105 49378.52 60996.69 198985 0.037577
0.89 0.0007 7850.739 69050.56 7552.629 973.9713 42120.09 49623.45 177171.4 0.044312
0.86 0.0007 7804.099 69911.76 8935.165 1185.378 49983.9 57496.02 195316.3 0.039956
0.83 0.0007 8187.6 67970.48 9544.514 1310.35 48362.38 48954.82 184330.1 0.044418
0.86 0.0007 7818.342 74843.9 8463.656 1423.798 46252.82 46181.77 184984.3 0.042265
0.93 0.0008 7722.801 75405.45 9019.352 1312.187 54376.19 56926.71 204762.7 0.037716
0.92 0.0008 8436.597 80177.99 9251.399 1203.883 56076.43 59446.78 214593.1 0.039314
1.06 0.0009 8407.124 83295.94 9483.753 1374.672 50815.71 64212.23 217589.4 0.038638
0.94 0.0008 8969.47 82327.95 8030.023 1330.003 50878.07 60538.55 212074.1 0.042294
0.86 0.0007 8579.495 74368.06 7691.735 1351.733 43705.56 48468.82 184165.4 0.046586
0.92 0.0008 8365.712 75257.4 8551.873 1559.94 45904.09 48549.86 188188.9 0.044454
1.03 0.0009 8287.359 74201.04 8378.607 1388.734 47387.66 51102.45 190745.8 0.043447
0.99 0.0008 7715.663 79678.13 8691.252 1331.681 47618.26 52312.97 197348 0.039097
0.99 0.0008 7926.385 81660.74 8263.814 1447.232 49749.22 56251.78 205299.2 0.038609
0.95 0.0008 7669.463 82244.07 7418.228 1390.49 51482.25 60561.71 210766.2 0.036388
0.92 0.0008 7127.497 85092.87 7479.464 1460.157 49861.18 57082.55 208103.7 0.03425
0.93 0.0008 7529.289 86544.72 7660.671 1737.789 50089.05 61817.21 215378.7 0.034958
0.96 0.0008 7698.01 89785.17 7660.671 1813.919 51921.9 71654.85 230534.5 0.033392
0.97 0.0008 7644.163 92561.13 7910.611 2008.96 47618.71 72575.62 230319.2 0.033189
0.99 0.0008 8469.481 88510.89 7903.025 2063.375 46347.33 70757.77 224051.9 0.037801
1.01 0.0008 8372.836 87908.39 8482.047 2188.49 47764.88 70138.77 224855.4 0.037237
1.03 0.0009 8461.811 88869.56 8362.45 1982.33 47594.03 77202.45 232472.6 0.036399
1 0.0008 8709.09 88509.92 8113.946 2213.196 46732.32 72043.86 226322.3 0.038481
0.99 0.0008 9105.653 92689.69 8342.224 2321.365 48937.77 78131.27 239528 0.038015
Weights Expected Return
RY NVDA SAM SU GS Value Weighted
0.360039 0.038584 0.002343 0.189154 0.373131 0.0245602033
0.320536 0.0448 0.002098 0.225474 0.375984 0.0025406061
0.322143 0.04147 0.002271 0.229111 0.374371 0.045982574
0.322526 0.042518 0.002252 0.228213 0.374816 0.0815922907
0.339354 0.055315 0.00241 0.212009 0.360923 0.0561263829
0.328776 0.054036 0.002369 0.190796 0.394734 0.0350182675
0.3083 0.059404 0.002455 0.191567 0.407895 0.0125754633
0.314962 0.060676 0.002338 0.190834 0.399682 -0.0357022868
0.320078 0.059243 0.002277 0.189941 0.399142 0.0301325726
0.313738 0.048942 0.002219 0.180045 0.423751 0.0188309587
0.320249 0.051005 0.002133 0.176531 0.418999 0.018553071
0.327615 0.046243 0.002124 0.180325 0.413857 -0.0238244611
0.321965 0.051744 0.002015 0.179079 0.415965 -0.0578568365
0.313476 0.053038 0.002313 0.180365 0.424065 -0.0250662373
0.310476 0.064462 0.002422 0.190013 0.405833 0.0696163821
0.315869 0.076029 0.002671 0.203666 0.373246 0.0585203267
0.32231 0.086974 0.003249 0.202741 0.354018 -0.0499274059
0.299169 0.084723 0.002972 0.185677 0.399656 -0.0082433979
0.284044 0.077139 0.002976 0.189848 0.419084 -0.0688112776
0.2897 0.075064 0.002044 0.189198 0.413109 -0.0735158023
0.27858 0.081311 0.002329 0.21457 0.393654 -0.0058345222
0.298602 0.063105 0.002365 0.201696 0.40465 0.0893736052
0.310152 0.058433 0.002521 0.230966 0.366162 0.0388759317
0.312013 0.055261 0.003309 0.23122 0.365449 -0.0705791155
0.288869 0.053034 0.002873 0.244797 0.380654 -0.0006132576
0.295825 0.06081 0.002507 0.278978 0.334776 0.0246260743
0.292016 0.050344 0.002767 0.266133 0.362561 -0.1531275686
0.307327 0.030867 0.00309 0.251042 0.382763 -0.1766417766
0.316426 0.034172 0.003069 0.275863 0.340564 -0.0715739294
0.371579 0.032774 0.003668 0.22601 0.334727 -0.0774690164
0.433494 0.033712 0.003671 0.187107 0.303998 -0.0785322775
0.437156 0.031395 0.003434 0.201908 0.283506 0.0812435848
0.407557 0.035 0.003251 0.179115 0.323918 0.1505330596
0.368578 0.037014 0.003102 0.190621 0.353185 0.1253815697
0.349142 0.035735 0.002731 0.19892 0.369356 0.0707469482
0.361532 0.037369 0.002078 0.184107 0.373805 0.0549495516
0.350995 0.036859 0.002236 0.165795 0.413079 0.0440673068
0.33545 0.031046 0.002216 0.19525 0.407514 0.0463890516
0.356124 0.032779 0.002243 0.176137 0.405377 0.0619431065
0.357703 0.034923 0.002199 0.161435 0.417685 -0.0543163494
0.341878 0.034162 0.002416 0.224127 0.373366 0.0195437595
0.324213 0.032844 0.002094 0.232492 0.386379 0.0062496773
0.329103 0.027805 0.002283 0.237578 0.379441 -0.0908833343
0.331734 0.029859 0.002472 0.243429 0.369314 0.0223347122
0.327647 0.042478 0.002722 0.237771 0.365551 0.0576049568
0.337296 0.038782 0.002968 0.239088 0.356823 -0.0284006132
0.357139 0.039757 0.002983 0.20978 0.36533 -0.0441423097
0.344779 0.040224 0.00299 0.210307 0.377876 -0.0739756571
0.370476 0.037824 0.003382 0.229497 0.333792 0.077865186
0.354111 0.033961 0.004179 0.229124 0.350949 -0.0442534742
0.352829 0.028563 0.00462 0.239156 0.345668 0.0395950242
0.34294 0.023584 0.004358 0.237328 0.364309 0.0408785284
0.34586 0.025418 0.004311 0.24044 0.352582 0.015682875
0.345347 0.030351 0.004169 0.23689 0.353732 0.0290986466
0.336489 0.029981 0.004284 0.221879 0.378444 0.040197826
0.336761 0.033604 0.004702 0.23181 0.362932 0.0323240031
0.307002 0.036901 0.005248 0.246797 0.374735 -0.0131148948
0.303734 0.055176 0.004782 0.257404 0.350996 -0.0182993468
0.308234 0.050129 0.004729 0.27217 0.336953 -0.0502989124
0.326461 0.041666 0.00473 0.259975 0.338891 -0.0538513501
0.328454 0.045959 0.00487 0.264591 0.326461 -0.0306276468
0.337282 0.049929 0.00466 0.264081 0.313024 -0.0835612714
0.343974 0.042033 0.005275 0.261321 0.313415 -0.0924447419
0.334385 0.037605 0.005471 0.261019 0.327645 0.0980966524
0.361891 0.040383 0.005458 0.248152 0.306539 -0.0419844111
0.389739 0.042629 0.005497 0.237736 0.280087 0.0057178713
0.357941 0.045747 0.006069 0.255913 0.294374 0.1168441867
0.368743 0.051779 0.007109 0.262368 0.265582 0.0403769133
0.404596 0.045753 0.007697 0.250036 0.249652 0.020811449
0.368258 0.044048 0.006408 0.265557 0.278013 -0.029089706
0.373628 0.043111 0.00561 0.261315 0.277021 -0.1079711122
0.382812 0.043586 0.006318 0.233539 0.295107 0.0167345999
0.388204 0.037864 0.006271 0.239907 0.285459 0.0162618215
0.403811 0.041765 0.00734 0.237317 0.263181 0.0387140641
0.399904 0.045443 0.008289 0.243926 0.257985 0.0403091795
0.389005 0.043926 0.007281 0.248434 0.267909 0.0357913782
0.403744 0.04404 0.006748 0.241291 0.26508 -0.005678115
0.397765 0.040253 0.007049 0.242325 0.273999 0.0364261534
0.390215 0.035196 0.006597 0.244262 0.287341 0.0751490242
0.408896 0.035941 0.007016 0.239598 0.274299 0.0118105817
0.401826 0.035568 0.008069 0.232563 0.287016 -0.0283572406
0.389465 0.03323 0.007868 0.225224 0.31082 0.0056079994
0.401882 0.034346 0.008723 0.206751 0.315109 0.0548225403
0.395046 0.035273 0.009209 0.20686 0.31581 -0.0188673775
0.390955 0.037722 0.009733 0.212425 0.311928 0.0531978657
0.38228 0.035972 0.008527 0.20473 0.332093 0.0116224329
0.391079 0.035851 0.009779 0.206486 0.318324 0.023584469
0.386968 0.034828 0.009691 0.204309 0.326189 0.0438800934
ECON 2503: Financial Economics
Term Assignment: Part 1
Descriptive Statistics on Stock Returns
Nvdia
$USD
88
0.99%
14.06%
55.65%
283.16%
-38.48%
56.52%
Boston Beer Goldman Nvidea Tim Hortons Suncor RBC
Boston Bee 0.0113862
Goldman 0.000448134 0.007894
Nvidea 0.001426995 0.002092 0.019537
Tim Horton-8.58238E-05 0.000289 0.00144 0.002819
Suncor 0.000517423 0.003473 0.003497 0.000408 0.008789
RBC 0.000853662 0.001977 0.001973 0.000141 0.001851 0.003362
Question 1)
a) Variance Matrix:
Expected Return Portfolio: Asset: Boston Beer Goldman
1.133% Boston Beer 0.011386 0.00044813
b) Variance: StdDev: Goldman 0.000448 0.00789441
0.002621966 0.05 Nvidea 0.001427 0.00209179
Tim Hortons -8.58E-05 0.00028934
c) Investment: $1,000,000.00 Suncor 0.000517 0.0034728
Mean: 1.133% RBC 0.000854 0.00197687
StdDev: 5.12%
% Certainty: 99% Inv. Variance Matrix
Min Return at 99%: -10.78% 90.02479 1.08040815
Value of Portfolio: 892213.6970823 1.080408 166.814073
VaR: $107,786.30 -5.10803 -1.4768477
6.226131 -5.551389
Question 2) 0.440566 -50.498332
-21.0024 -69.461753
a)
Value Weighted Portfolio:
Expected Return: 0.548%
b)
Variance: 0.0035243547
StdDev: 6%
c) Investment: $1,000,000.00
Mean: 0.548%
StdDev: 5.94%
% Certainty: 99%
Min Return at 99%: -13.26%
Value of Portfolio: 867369.2580397
VaR: $132,630.74
Question 3) Can.Variance
Assets:
GMV Portfolio: Canada US Both RY
Expected Return 0.889% 0.892% 1.191% THI
Variance 0.0018471699 0.0030515538 0.001416 SU
Std Dev. 0.0429787151 0.0552408704 0.037627 Inv.Can.Variance
Can Mean
1.13%
0.35%
1.00%
A:
0.04778428
0.02
0.015
0.01
0.005
0
0.02 0.04 0.06 0.08 0.1 0.12 0.14
Question 4) A: B: C:
0.1364305696 8.408954 706.323043
Efficient Frontier
Return 0 0.01 0.02 0.03 0.04 0.05
Variance 0.00000 0.00000 0.00392 0.00000 0.00000 0.00000
Standard Deviatio 0 0 0.062641 0 0 0
Weight 1 0 0 0.563229 0 0 0
Weight 2 0 0 1E-08 0 0 0
Weight 3 0 0 1E-08 0 0 0
Weight 4 0 0 0.350206 0 0 0
Weight 5 0 0 1E-08 0 0 0
Weight 6 0 0 1E-08 0 0 0
Restictions 0.00000 0.01000 1.00000 0.03000 0.04000 0.05000
Expected Return 0.00000 0.00000 0.02000 0.00000 0.00000 0.00000
Nvidea Tim Hortons Suncor RBC Weights MeanRet
0.001427 -8.582375E-05 0.00051742 0.000854 0.166667 2.85%
0.0020918 0.0002893351 0.0034728 0.001977 0.166667 0.49%
0.019537 0.00144012 0.00349697 0.001973 0.166667 0.99%
0.0014401 0.0028192371 0.00040786 0.000141 0.166667 1.13%
0.003497 0.0004078556 0.00878935 0.001851 0.166667 0.35%
0.0019729 0.0001410689 0.00185131 0.003362 0.166667 1.00%
Unity Matrix
-5.108031 6.2261310664 0.44056567 -21.0024 1
-1.476848 -5.551388981 -50.498332 -69.4618 1
58.888299 -26.56938484 -16.655867 -22.1078 1
-26.56938 369.62803684 -5.7985866 4.959051 1
-16.65587 -5.798586628 149.609355 -42.7892 1
-22.10775 4.9590508419 -42.789186 379.9852 1
an.Variance US.Variance
RY THI SU Assets: GS SAM NVDA GMV Weights
0.0113862 0.0004481345 -8.5824E-05 GS 0.008789 0.001851 0.003497 W1
0.0004481 0.0078944099 0.00028934 SAM 0.001851 0.003362 0.001973 W2
-8.58E-05 0.0002893351 0.00281924 NVDA 0.003497 0.001973 0.019537 W3
nv.Can.Variance Inv.US.Variance W4
88.05112 -5.115798016 3.20549747 134.1621 -63.5583 -17.5956 W5
-5.115798 127.44740587 -13.235518 -63.5583 346.3237 -23.5966 W6
3.2054975 -13.23551827 356.161815 -17.5956 -23.5966 56.71714
B: C: A: B: C: A:
4.8130652 541.36870346 0.09265 2.924475 327.7019 0.136431
Efficient Frontier
Variance Standard Deviation
0.00532 0.072926
0.00500 0.070692
0.00469 0.068485
0.00440 0.066308
0.00412 0.064165
0.00385 0.062059
0.00360 0.059994
0.00336 0.057974
0.00314 0.056004
0.00293 0.054089
0.00273 0.052236
0.00255 0.050452
0.00238 0.048743
0.00222 0.047119
0.00208 0.045588
0.00195 0.04416
0.00184 0.042845
0.00174 0.041654
0.00165 0.040598
0.00158 0.039687
0.00152 0.038932
0.00147 0.038343
0.00144 0.037926
0.00142 0.037687
0.00142 0.03763
0.00143 0.037756
0.00145 0.038063
0.00149 0.038546
0.00154 0.039199
0.00160 0.040014
0.00168 0.040981
0.00177 0.04209
0.00188 0.043329
0.00200 0.044688
0.00213 0.046157
0.00228 0.047724
0.00244 0.049381
0.00261 0.05112
0.00280 0.052931
0.00300 0.054808
0.00322 0.056744
0.00345 0.058734
0.00369 0.060771
0.00395 0.062853
0.00422 0.064973
0.00451 0.067129
0.00480 0.069318
0.00512 0.071535
0.00544 0.073779
0.00578 0.076048