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portfolio efficient frontier

date ACAT ACET HLF NTES RIT UNS ACAT ACET Price Price Price Price Price Price Return Return 2015-3-937.2421.4126.48100.013841.170.0070060.003275 2015-3-636.9821.3425.82100.7627.2840.64-0.022730.010363 2015-3-537.8321.1225.85101.127.8240.610.0018520.013826 2015-3-437.7620.8325.7597.0427.6940.9-0.00476-0.00813 2015-3-337.942125.7696.2828.0140.950.003168-0.0198 2015-3-237.8221.4225.7497.128.0340.860.0366220.003273 2015-2-2736.4621.3526.37100.0427.8741.01-0.006830.002814 2015-2-2636.7121.2924.24104.7427.940.950.0104050.002351 2015-2-2536.3321.2424.4101.9828.4140.920.019737-0.00047 2015-2-2435.6221.2524.52109.5528.4440.92-0.026870.021404 2015-2-2336.5920.824.38111.6528.3240.740.009887-0.00432 2015-2-2036.2320.8923.78109.6928.5541.04-0.017240.00962 2015-2-1936.8620.6923.16110.2128.4940.7-0.01855-0.00048 2015-2-1837.5520.722.59114.5828.6940.01-0.029650.022967 2015-2-1738.6820.2322.97114.628.6940.38-0.004640.014439 2015-2-1338.8619.9423.11112.5928.0339.670.0340260.013633 2015-2-1237.5619.6722.98113.0827.3138.320.007483-0.01564 2015-2-1137.2819.9823.22115.6624.2938.160.002686-0.00798 2015-2-1037.1820.1423.61114.4422.8636.860.0319740.007976 2015-2-936.0119.9823.1106.5623.2332.03-0.00967-0.05785 2015-2-636.3621.1723.65111.2422.6831.690.0174790.009492 2015-2-535.7320.9723.65115.4723.0931.990.0370620.028539 2015-2-434.4320.3823.7116.1222.2931.84-0.0104-0.00977 2015-2-334.7920.5823.44114.423.5331.430.0404750.0336 2015-2-233.4119.922.95112.4922.4431.89-0.002690.028027 2015-1-3033.519.3522.45108.8622.331.39-0.01246-0.04299 2015-1-2933.9220.221.92108.7822.1430.420.1274850.018991 2015-1-2829.8619.8220.21108.2221.7631.170.0084080.015252 2015-1-2729.6119.5220.83109.7721.9331.370.009842-0.01222 2015-1-2629.3219.7619.67110.6721.8131.49-0.049890.006601 2015-1-2330.8219.6320.16112.521.4431.71-0.05799-0.01165 2015-1-2232.6619.8620.27111.4722.1730.95-0.026890.006567 2015-1-2133.5519.7320.34111.9921.2630.5-0.01831-0.01309 2015-1-2034.1719.9921.12110.6821.2330.42-0.03565-0.02957 2015-1-1635.4120.5921.81108.3121.8330.40.0133620.023091 2015-1-1534.9420.1221.87106.3221.730.5-0.03874-0.04519 2015-1-1436.3221.0522.2104.4922.4730.54-0.00165-0.01087 2015-1-1336.3821.2822.16104.523.0330.63-0.031650.041743 2015-1-1237.5520.4122.7103.6423.2430.50.0158370.003436 2015-1-936.9620.3422.4103.2123.3330.54-0.00647-0.03952 2015-1-837.221.1622.57102.7623.9930.690.047340.0138 2015-1-735.4820.8721.99102.2623.4630.40.0461440.00336 2015-1-633.8820.822.09100.7423.5429.98-0.00764-0.00814 2015-1-534.1420.9721.9199.0523.9229.95-0.0073-0.02775 2015-1-234.3921.5622.1698.4625.1230.4-0.02838-0.0037 2014-12-3135.3821.6422.698.7925.2630.270.012801-0.01832 2014-12-3034.9322.0422.5698.6425.6430.50.016162-0.00993 2014-12-2934.3722.2622.6599.0925.1830.40.0256390.005857 2014-12-2633.522.1322.6101.2424.8230.440.0247820.015483 2014-12-2432.6821.7922.9100.9524.7230.51-0.02478-0.00321 2014-12-2333.521.8622.9100.0524.4930.540.0370980.013819

2014-12-1931.6921.4722.27101.5824.4630.27-0.005040.007011 2014-12-1831.8521.3221.32101.9623.8730.250.008197-0.00887 2014-12-1731.5921.5121.397.3924.1630.450.0214370.037901 2014-12-1630.9220.7121.3198.5822.9929.75-0.0246-0.01295 2014-12-1531.6920.9821.1899.422.2929.93-0.028310.000954 2014-12-1232.620.9621.2499.123.0830.03-0.02215-0.00333 2014-12-1133.3321.0322.2100.4224.2328.880.009042-0.00332 2014-12-1033.0321.121.896.2224.3128.51-0.03159-0.0404 2014-12-934.0921.9722.0299.5525.0528.510.0285650.019302 2014-12-833.1321.5521.8298.2624.0728.51-0.01409-0.01383 2014-12-533.621.8521.4100.9824.0428.510.012579-0.0073 2014-12-433.1822.0121.1101.5723.9728.530.0112140.016953 2014-12-332.8121.6420.99102.8523.8228.550.0159760.017246 2014-12-232.2921.2721.29104.2722.0128.510.0031020.020903 2014-12-132.1920.8321.41104.4722.0528.77-0.02273-0.0024 2014-11-2832.9320.8821.37105.322.9328.74-0.00726-0.01945 2014-11-2633.1721.2920.99105.4523.8428.49-0.00751-0.00469 2014-11-2533.4221.3921.5103.4724.1427.940.0035970.011284 2014-11-2433.321.1521.45104.2923.7827.950.0126930.010934 2014-11-2132.8820.9221.43104.4924.0128.01-0.00273-0.00714 2014-11-2032.9721.0721.45101.9823.9528.260.0323650.009058 2014-11-1931.9220.8821.9199.4622.9927.74-0.00687-0.01568 2014-11-1832.1421.2121.91101.1923.5127.75-0.000620.01138 2014-11-1732.1620.9722.16100.4123.6127.75-0.03062-0.00048 2014-11-1433.1620.9822.2199.9423.6227.760.017339-0.00902 2014-11-1332.5921.1722.6397.3223.0227.67-0.01915-0.01267 2014-11-1233.2221.4422.6294.2723.5827.750.0042230.015985 2014-11-1133.0821.122.3993.1923.4327.66-0.01946-0.00896 2014-11-1033.7321.2922.2592.4323.0827.630.0032670.01801 2014-11-733.6220.9123.2191.1624.2127.860.006266-0.05761 2014-11-633.4122.1521.8492.1523.6927.780.003598-0.01033 2014-11-533.2922.3821.8992.723.1228.050.001503-0.01991 2014-11-433.2422.8322.0493.4122.8427.96-0.003-0.00611 2014-11-333.3422.9721.9893.1723.5728.11-0.00240.015797 2014-10-3133.4222.6121.9494.0623.5528.120.0047990.007547 2014-10-3033.2622.4421.7593.3522.9128.06-0.006590.01572 2014-10-2933.4822.0921.8391.3723.1527.710.0168680.008638 2014-10-2832.9221.921.9192.122.8227.780.0274070.057803 2014-10-2732.0320.6721.8691.3322.5127.920.0053220.035956 2014-10-2431.8619.9421.9492.0923.2927.770.016456-0.0035 2014-10-2331.3420.0121.7891.4623.4627.860.0109080.039241 2014-10-223119.2421.8991.3322.9228.02-0.04294-0.02667 2014-10-2132.3619.7621.9191.5823.2227.970.0133770.018902 2014-10-2031.9319.3921.7589.5722.9927.83-0.00188-0.01941 2014-10-1731.9919.7722.2687.4422.1427.7-0.056520.022507 2014-10-1633.8519.3322.1287.4821.9927.720.0251280.011447 2014-10-1533.0119.1121.6888.3722.0927.320.0307620.015823 2014-10-1432.0118.8119.9185.2622.127.150.0201960.023126 2014-10-1331.3718.3820.1682.4321.8726.970.0118650.007098 2014-10-103118.2519.9182.8421.8827.77-0.006110.003293 2014-10-931.1918.1920.1384.4122.5127.77-0.03342-0.02605 2014-10-832.2518.6719.784.4123.4227.780.0127950.026046 2014-10-731.8418.1919.9183.0923.3327.77-0.01372-0.01852

2014-10-333.2918.5520.882.7924.2728.330.0060260.005948 2014-10-233.0918.4420.5681.8324.3727.980.009718-0.01293 2014-10-132.7718.6820.4682.3724.3527.79-0.05347-0.02798 2014-9-3034.5719.2120.9485.0624.6628.11-0.02316-0.01036 2014-9-2935.3819.4121.0384.424.7427.770.001697-0.01534 2014-9-2635.3219.7121.4885.125.2627.410.008530.008662 2014-9-2535.0219.5421.2684.3825.1628.02-0.01164-0.01675 2014-9-2435.4319.8721.287.725.8327.62-0.007030.007071 2014-9-2335.6819.7321.286.725.8928.290-0.01409 2014-9-2235.6820.0121.3186.425.9928.23-0.0117-0.02468 2014-9-1936.120.5121.4188.2226.4928.24-0.04018-0.03214 2014-9-1837.5821.1821.4188.8327.1228.170.0077470.014266 2014-9-1737.2920.8821.4287.5527.5227.920.0402190.004801 2014-9-1635.8220.7821.4887.5227.7628.110.0044770 2014-9-1535.6620.7821.4186.0128.1827.34-0.02081-0.0167 2014-9-1236.4121.1321.5287.728.1428-0.00766-0.00095 2014-9-1136.6921.1521.588.0127.9428.50.003276-0.02013 2014-9-1036.5721.5821.6987.327.9528.410.0291320.007442 2014-9-935.5221.4221.1687.5427.6628.66-0.01813-0.02399 2014-9-836.1721.9421.388.3128.2328.62-0.003860.028666 2014-9-536.3121.3221.0189.0428.4728.12-0.011230.092313 2014-9-436.7219.4421.1289.1528.7528.090.003-0.00051 2014-9-336.6119.4521.3687.6428.727.65-0.008160.006189 2014-9-236.9119.3321.2287.2928.9528.380.0043440.014066 2014-8-2936.7519.0621.2687.4229.0128.210.0051830.019068 2014-8-2836.5618.721.1187.6728.8228.22-0.01142-0.01749 2014-8-2736.9819.0321.2188.9128.9428.26-0.00727-0.00889 2014-8-2637.2519.221.0889.1229.2828.410.0105250.007843 2014-8-2536.8619.0521.0788.5528.5928.450.013383-0.012 2014-8-2236.3719.2820.7586.7628.4928.35-0.006030.000519 2014-8-2136.5919.2720.9987.2228.6328.36-0.014650.012007 2014-8-2037.1319.0421.0287.1328.5828.36-0.003760.00738 2014-8-1937.2718.921.5187.628.9427.62-0.007220.010638 2014-8-1837.5418.721.688.1129.0927.990.0300140.026553 2014-8-1536.4318.2121.588628.6828.16-0.01255-0.00711 2014-8-1436.8918.3421.5684.4728.7227.91-0.002980.009863 2014-8-133718.1622.3983.1328.6628.110.0092320.013304 2014-8-1236.6617.9222.7981.7428.3828.160.004648-0.0133 2014-8-1136.4918.1624.9782.5628.4228.060.0132420.008294 2014-8-836.0118.0124.9281.9828.9228.210.0264510.014542 2014-8-735.0717.7524.8282.0327.3228.05-0.010780.016473 2014-8-635.4517.4624.381.6727.3528.410.0099220.034969 2014-8-535.116.8624.6781.8326.9728.49-0.000280.021584 2014-8-435.1116.524.8782.4924.6428.090.013477-0.00664 2014-8-134.6416.6124.7581.324.5927.62-0.01689-0.0006 2014-7-3135.2316.6224.5383.1124.8627.56-0.0096-0.03372 2014-7-3035.5717.1924.7784.8425.1225.16-0.016730.007005 2014-7-2936.1717.0724.8384.0824.625.740.016165-0.01165 2014-7-2835.5917.2724.884.9424.5925.90.011303-0.0098 2014-7-2535.1917.4424.7882.724.9525.94-0.06518-0.01762 2014-7-2437.5617.7524.7983.6924.7925.94-0.008220.001127 2014-7-2337.8717.7324.7883.1925.4726.12-0.013120.025708 2014-7-2238.3717.2824.4983.9725.9626.120.0315050.001738

2014-7-1836.5217.4924.7781.0825.7126.220.0057670.020798 2014-7-1736.3117.1324.7179.8625.7325.79-0.00631-0.00698 2014-7-1636.5417.2524.5780.7826.2425.99-0.01305-0.00289 2014-7-1537.0217.324.5777.5425.9425.95-0.01687-0.00346 2014-7-1437.6517.3624.6677.1426.0326.130.0120240.01978 2014-7-1137.217.0224.575.5126.1526.050.009182-0.0041 2014-7-1036.8617.0924.1675.2826.527.12-0.04457-0.01913 2014-7-938.5417.4224.2875.2127.0127.520.0104330.009227 2014-7-838.1417.2624.2874.927.0327.71-0.03072-0.01381 2014-7-739.3317.524.6777.0826.6627.62-0.01138-0.02762 2014-7-339.7817.9923.4478.527.5627.490.0177530.018514 2014-7-239.0817.6623.877.9327.1927.66-0.01372-0.0174 2014-7-139.6217.9724.0878.0326.8527.60.015516-0.00111 2014-6-3039.0117.9923.9877.4926.5927.420.002053-0.00333 2014-6-2738.9318.0524.1776.8326.2627.480.0165760.023544 2014-6-2638.2917.6324.5677.4226.1327.180.016325-0.00678 2014-6-2537.6717.7524.3776.2426.327.620.0007970.022793 2014-6-2437.6417.3524.4876.7626.1128.04-0.0132-0.00058 2014-6-2338.1417.3624.9675.8626.7228.1-0.00913-0.00288 2014-6-2038.4917.4124.3276.3426.8529.080.0138650.017966 2014-6-1937.9617.124.3976.1826.8328.450.003166-0.01163 2014-6-1837.8417.324.1775.4427.3828.650.037974-0.00231 2014-6-1736.4317.3423.2674.8626.9828.460.0233280.00927 2014-6-1635.5917.1822.0574.2926.4828.42-0.003650.004083 2014-6-1335.7217.1121.5674.5926.8428.110.015517-0.00583 2014-6-1235.1717.21227526.5628.73-0.010180.011689 2014-6-1135.5317.012271.7327.0828.6-0.00757-0.01633 2014-6-1035.817.292271.5927.328.94-0.01772-0.0172 2014-6-936.4417.5922.0670.6327.5628.88-0.019830.011435 2014-6-637.1717.3922.7470.0726.9928.920.0641620.020919 2014-6-534.8617.0322.7970.2426.3428.40.0124120.004709 2014-6-434.4316.9522.7970.2526.328.70.0105110.00059 2014-6-334.0716.9422.568.8726.2729.370.012107-0.0094 2014-6-233.6617.121.9769.4226.3129.41-0.09217-0.00757 2014-5-3036.9117.2322.0570.3726.8229.55-0.007560.004071 2014-5-2937.1917.1621.5170.6826.8129.490.0072860.009368 2014-5-2836.921721.4770.2626.9629.83-0.01024-0.0198 2014-5-2737.317.3421.4770.3727.2229.830.014583-0.00403 2014-5-2336.7617.4121.370.2526.929.710.0153510.008074 2014-5-2236.217.2721.4370.3124.3129.430.023478-0.01151 2014-5-2135.3617.4721.2170.5424.229.260.031311-0.01251 2014-5-2034.2717.6921.6269.8924.1229.930.000876-0.03717 2014-5-1934.2418.3621.8769.5924.5829.840.0365840.084637 2014-5-1633.0116.8721.9269.5624.4829.85-0.01414-0.02343 2014-5-1533.4817.2721.8970.1324.2829.95-0.13633-0.02233 2014-5-1438.3717.6621.8269.9224.9329.99-0.03609-0.02902 2014-5-1339.7818.1821.7370.325.4130.41-0.00726-0.00767 2014-5-1240.0718.3221.970.3425.630.260.051201-0.02799 2014-5-938.0718.8421.8266.0925.3230.17-0.02131-0.18814 2014-5-838.8922.7421.7666.5625.3630.39-0.01227-0.03075 2014-5-739.3723.4521.8466.0125.4430.370.0027980.021553 2014-5-639.2622.9521.7468.2925.8730.59-0.02391-0.01127 2014-5-540.2123.2121.8469.0427.4630.79-0.018720.049006

2014-5-141.1221.5221.8468.9128.1429.870.019399-0.00464 2014-4-3040.3321.6221.8567.0228.1629.460.010218-0.01378 2014-4-2939.9221.9221.6968.3628.0830.71-0.01047-0.00455 2014-4-2840.3422.0221.6366.9127.7930.61-0.02037-0.00679 2014-4-2541.1722.1721.597027.6130.27-0.015190.037688 2014-4-2441.821.3521.8272.2328.0630.14-0.01023-0.00793 2014-4-2342.2321.5221.8172.5428.2329.53-0.000240 2014-4-2242.2421.5221.672.9728.2529.430.0152670.004658 2014-4-2141.621.4221.8372.8728.3529.76-0.002880.009852 2014-4-1741.7221.2121.870.0728.5229.48-0.088050.008998 2014-4-1645.5621.0221.7968.672829.450.0230920.052747 2014-4-1544.5219.9421.9468.4327.5129.43-0.001350.014142 2014-4-1444.5819.6622.1968.0627.9429.60.0270560.021075 2014-4-1143.3919.2522.0667.1427.1229.43-0.01055-0.01393 2014-4-1043.8519.5222.3167.227.5829.53-0.02009-0.02379 2014-4-944.7419.9922.5866.8427.9129.690.0033580.009045 2014-4-844.5919.8122.7566.1427.8229.920.02360.002021 2014-4-743.5519.7722.7863.6827.7329.52-0.03386-0.01456 2014-4-445.0520.0623.0763.4327.7629.43-0.03426-0.02899 2014-4-346.6220.6523.1764.528.0129.88-0.004280.003882 2014-4-246.8220.5723.0465.1928.2529.67-0.00107-0.00437 2014-4-146.8720.6622.968.7227.6129.27-0.005530.039995 2014-3-3147.1319.8522.6566.2427.7829.340.0106660.009109 2014-3-2846.6319.6722.467.0626.7229.04-0.00513-0.00305 2014-3-2746.8719.7322.1963.9826.5728.96-0.007020.011726 2014-3-2647.219.52265.2626.8928.99-0.01347-0.00664 2014-3-2547.8419.6322.4963.7327.1928.820.0041890.010241 2014-3-2447.6419.4323.1163.8726.728.77-0.01727-0.01735 2014-3-2148.4719.7723.6863.4626.3228.820.023589-0.00051 2014-3-2047.3419.7823.9962.3526.4828.870.003174-0.00101 2014-3-1947.1919.824.3462.9626.3428.96-0.02055-0.00202 2014-3-1848.1719.8423.9964.8926.7428.820.0121140.003534 2014-3-1747.5919.7723.7363.7126.6428.710.0063240.0392 2014-3-1447.2919.0123.9164.0726.7828.33-0.016780 2014-3-1348.0919.0123.7365.0826.7928.62-0.013220.002106 2014-3-1248.7318.9723.7266.5326.5528.330.007829-0.00263 2014-3-1148.3519.0223.6767.2326.2328.13-0.0109-0.00733 2014-3-1048.8819.1623.6568.926.2428.70.008630.011549 2014-3-748.4618.9423.1470.4626.7428.32

HLF NTES RIT UNS

Return Return Return Return

0.02524-0.007470.3314320.012957Daily Mean Return

-0.00116-0.00337-0.01960.000738Daily STD

0.0038760.0409870.004684-0.00712

-0.000390.007863-0.01149-0.00122

0.000777-0.00848-0.000710.0022

-0.02418-0.029830.005725-0.00366

0.084223-0.04591-0.001080.001464

-0.006580.026704-0.018110.000733

-0.00491-0.0716-0.001060

0.005726-0.018990.0042280.004409

0.0249180.017711-0.00809-0.00734

0.026418-0.004730.0021040.008319

0.024919-0.03889-0.0070.017099

-0.01668-0.000170-0.00921

-0.006080.0176950.0232730.017739

0.005641-0.004340.0260220.034623

-0.01039-0.022560.1171880.004184

-0.016660.0106040.0606760.034661

0.0218380.071342-0.016060.140454

-0.02353-0.042980.0239610.010672

0-0.03732-0.01792-0.00942

-0.00211-0.005610.0352610.0047

0.0110310.014923-0.054140.012961

0.0211260.0168370.047431-0.01453

0.0220270.0328020.0062580.015803

0.0238910.0007350.0072010.031389

0.0812220.0051610.017313-0.02436

-0.03022-0.01422-0.00778-0.0064

0.0573-0.008170.005487-0.00382

-0.02461-0.01640.01711-0.00696

-0.005440.009198-0.033480.024259

-0.00345-0.004650.0419130.014646

-0.037630.0117660.0014120.002626

-0.032150.021646-0.027870.000658

-0.002750.0185440.005973-0.00328

-0.014980.017362-0.03487-0.00131

0.001803-9.6E-05-0.02462-0.00294

-0.024080.008264-0.009080.004253

0.0133040.004158-0.00387-0.00131

-0.007560.00437-0.0279-0.0049

0.0260340.0048780.022340.009494

-0.004540.014976-0.00340.013912

0.0081820.016918-0.016010.001001Portfolio Mean Return

-0.011350.005974-0.04895-0.01491Portfolio Variance

-0.01966-0.00335-0.005560.004285Portfolio Standard Deviation 0.0017710.00152-0.01493-0.007575% VaR

-0.00398-0.004550.0181040.003284Amount of Investment

0.00221-0.021470.0144-0.001315% VaR Value

-0.013190.0028690.004037-0.0023

00.0089550.009348-0.00098annual Rf rate0.01912 0.000437-0.022240.0281590.013184daily Rf0.0052611%

0.043595-0.003730.0244170.000661

0.0009390.045857-0.01208-0.00659weight

-0.00047-0.012140.0496390.023257ACAT1/6 0.006119-0.008280.030921-0.00603ACET1/6 -0.002830.003023-0.03483-0.00334HLF1/6 -0.04421-0.01323-0.048630.039048NTES1/6 0.0181820.042724-0.00330.012894RIT1/6 -0.01004-0.03402-0.029990UNS1/6 0.0091240.0130430.0399080sum1

0.019436-0.027310.0012470sharp ratio0.11486267 0.014118-0.005830.002916-0.0007

0.005227-0.012520.006277-0.0007

-0.01419-0.013710.0790290.001402

-0.00562-0.00192-0.00182-0.00908

0.00187-0.00791-0.039130.001043

0.017942-0.00142-0.038920.008737

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0.002328-0.007890.015025-0.00036

0.000933-0.00192-0.00963-0.00214

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0-0.01724-0.02237-0.00036

-0.011350.007738-0.004240

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0.0004420.031842-0.02404-0.00289

0.010220.0115230.0063820.003249

0.0062720.0081890.0150510.001085

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0.06084-0.01080.0217130.002876

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0.0027260.002573-0.03146-0.00535

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0.0086980.0075770.0275520.002136

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0.0022850.0083960.013678-0.00503

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0.0073290.0221920.0099550.005018

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0.005682-0.01145-0.01963-0.00773

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00.044579-0.019390.004535

00.001954-0.00809-0.01182 -0.002720.0135-0.009480.002075 -0.030360.007960.020899-0.00138 -0.0022-0.002420.0243780.018144 0-0.000140.00152-0.01051 0.0128070.019840.001141-0.02308 0.023837-0.00795-0.00152-0.00136 -0.00363-0.01359-0.0192-0.00475 0.024795-0.00440.0003730.002033 0.0018610.00596-0.00558-0.01146

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ACAT ACET HLF NTES RIT UNS

-0.0010450610.0004864370.0005350280.0013897820.001394550.001485

0.024*******.023*******.0186748060.0185786590.03055850.015705

0.00070757

0.00003251

Deviation0.005702104

-0.008671557

4800000

41,623

E(R)

-0.001045061 0.000486437 0.000535028 0.001389782 0.001394546 0.001484689