Date

6/3/1996
7/1/1996
8/1/1996
9/3/1996
10/1/1996
11/1/1996
12/2/1996
1/2/1997
2/3/1997
3/3/1997
4/1/1997
5/1/1997
6/2/1997
7/1/1997
8/1/1997
9/2/1997
10/1/1997
11/3/1997
12/1/1997
1/2/1998
2/2/1998
3/2/1998
4/1/1998
5/1/1998
6/1/1998
7/1/1998
8/3/1998
9/1/1998
10/1/1998
11/2/1998
12/1/1998
1/4/1999
2/1/1999
3/1/1999
4/1/1999
5/3/1999
6/1/1999
7/1/1999
8/2/1999
9/1/1999
10/1/1999
11/1/1999
12/1/1999

TWEIX
-0.03406655
0.02927038
0.03309995
0.00464038
0.05406722
0.01307208
0.0129034
0.02114244
-0.0254251
0.02960047
0.06062462
0.03468556
0.0480684
0.00360361
0.03880557
-0.03163708
0.03509132
0.02047853
-0.00677969
0.04976151
0.03497972
0.00312013
-0.01253935
-0.01269858
-0.01935544
-0.09205814
0.04538301
0.07240003
0.04954574
0.00902262
-0.03658945
-0.02197891
0.01261846
0.07835331
0.02008676
0.02524678
-0.00555557
-0.02253617
-0.03184061
0.00586512
-0.00881063
-0.01485911
-0.04282

BRKA
0.006494
0.012862
0.026794
0.007746
0.024391
0.026748
0.02032
0.019915
0.019526
0.048527
0.123614
0.093194
0
-0.1287
0.076515
-0.02486
0.035959
0.015334
0.089364
0.103769
0.185899
0.020619
0.030153
0.102166
-0.11062
-0.14735
-0.01499
0.07901
0.051371
0.030459
-0.07411
0.0897
0.004211
0.067685
-0.05932
-0.04401
-0.01602
-0.05463
-0.15467
0.149986
-0.10902
-0.02116
-0.0914

DGRIX
-0.06318
0.043784
0.037242
0.005879
0.033433
-0.0114
0.022677
0
-0.03074
0.011494
0.060961
0.040048
0.058191
-0.03471
0.024914
-0.05358
0.024617
0.024025
-0.00198
0.073541
0.037945
0.010582
-0.04119
-0.00366
-0.02697
-0.16457
0.06662
0.071208
0.055544
0.043017
0.011339
-0.03531
0.032703
0.050032
-0.01248
0.059343
-0.02801
-0.02133
-0.02689
0.05308
0.016821
0.058614
-0.03584

LBF
0.058411
0.041673
0.040005
0.025808
0.061748
0.200126
0.019418
0.0331
-0.0283
0.064838
0.052414
0.008475
0.104094
-0.03876
0.023439
-0.06377
0.237038
0.089983
0.008863
0.04879
-0.01695
0.030858
-0.0481
-0.0628
0.039339
-0.7962
0.269424
0.044233
0.117783
-0.33136
-0.10008
0.025975
0.05001
0.157629
0.04581
-0.04581
-0.02639
-0.04933
-0.0113
0.039002
0.026956
0.026248
0

FTRNX
-0.05874
0.022928
0.05838
-0.01059
0.066924
-0.00205
0.04027
-0.04971
-0.08081
-0.01261
0.127495
0.063249
0.067307
-0.00807
0.07936
-0.08827
-0.03724
-0.01902
-0.00054
0.088003
0.06962
0.019454
-0.04901
0.017929
-0.04544
-0.32872
0.060345
0.033357
0.066162
0.09631
0.068624
-0.02714
0.046359
0.048675
-0.01947
0.060831
-0.03132
-0.00159
-0.02489
0.052494
0.05282
0.11811
-0.03997

JAVLX
-0.05006
0.037244
0.070068
0.028658
0.070972
-0.04311
0.081827
-0.01362
-0.05223
0.049567
0.055654
0.058277
0.112225
-0.07722
0.054671
-0.02232
0.0048
0.011717
0.044847
0.073785
0.051972
0.054358
-0.01405
0.095525
0.046337
-0.16392
0.101919
0.036611
0.06943
0.153976
0.115612
-0.04689
0.138637
-0.02172
-0.0635
0.041654
-0.03869
0.0158
0.034576
0.092922
0.0742
0.158398
-0.0522

OPGSX
-0.03147
0.051101
-0.02834
-0.00753
-0.00759
0.005063
-0.04124
0.109562
-0.10431
-0.05516
0.055159
-0.0524
-0.0097
-0.02539
0.052863
-0.163
-0.15495
0.003717
0.045339
-0.01789
0.074752
0.072671
-0.15467
-0.08338
-0.06744
-0.25373
0.382497
0.012927
0
-0.02414
-0.00755
-0.02687
0.021175
0.161471
-0.13887
0.052596
-0.0526
0.043723
0.180537
-0.11834
-0.01349
0.041569
-0.07436

PRTBX
0.003492
0.003684
0.003874
0.003454
0.003442
0.003228
0.003218
0.003008
0.003597
0.003982
0.003768
0.00257
0.003154
0.003536
0.003328
0.003317
0.003112
0.00349
0.003285
0.003274
0.003072
0.003635
0.004003
0.003039
0.003597
0.003772
0.004133
0.002808
0.002614
0.002979
0.002785
0.003147
0.002953
0.00276
0.003119
0.002927
0.002918
0.00291
0.003444
0.003072
0.002882
0.003591
0.003043

1/3/2000
2/1/2000
3/1/2000
4/3/2000
5/1/2000
6/1/2000
7/3/2000
8/1/2000
9/1/2000
10/2/2000
11/1/2000
12/1/2000
1/2/2001
2/1/2001
3/1/2001
4/2/2001
5/1/2001
6/1/2001
7/2/2001
8/1/2001
9/4/2001
10/1/2001
11/1/2001
12/3/2001
1/2/2002
2/1/2002
3/1/2002
4/1/2002
5/1/2002
6/3/2002
7/1/2002
8/1/2002
9/3/2002
10/1/2002
11/1/2002
12/2/2002
1/2/2003
2/3/2003
3/3/2003
4/1/2003
5/1/2003
6/2/2003
7/1/2003
8/1/2003

-0.06121073
0.09500811
0.00602411
0.02666825
-0.02366974
0.00597017
0.05500663
0.02228504
0.02985296
0.01591546
0.06864193
0.01221016
-0.00975617
-0.01980263
0.04401689
0.02364176
-0.00233918
0.01856202
-0.0046083
-0.04971438
0.00242424
0.05189844
0.03390155
-0.00892863
0.01336323
0.03050345
-0.02169282
0.01090523
-0.03757348
-0.05556985
0.00947874
-0.06831924
0.05167201
0.04684697
-0.02314918
-0.02609875
-0.02187207
0.00734397
0.06834225
0.05968622
-0.00214823
0.00856536
0.01900796
-0.00419288

-0.15155
0.262364
0.036055
-0.01187
-0.08546
0.023876
0.046107
0.109856
-0.01093
0.027866
0.08063
-0.03731
0.027399
-0.07149
0.038221
0.010241
0.010138
-0.00289
0.002886
0.008608
0.016998
-0.017
0.076961
-0.02274
-0.01225
-0.02637
0.032518
0.015536
-0.11044
0.022207
0.06655
0.012253
0.003917
-0.02581
0.006205
-0.07342
-0.09132
0.033469
0.090096
0.016831
0.020907
-0.00678
0.050963
-0.01028

-0.00389
0.072882
-0.008
-0.01324
-0.02321
-0.02144
0.07455
-0.05463
0.0173
-0.07911
0.036454
0.040417
-0.06245
-0.04975
0.077209
0.006173
-0.01472
-0.01415
-0.06206
-0.10284
0.024898
0.077096
0.016723
-0.02264
-0.02404
0.046678
-0.06509
-0.01247
-0.08408
-0.0833
-0.00106
-0.11805
0.092268
0.05504
-0.0726
-0.03493
-0.01502
0.004646
0.087591
0.054737
0.004012
0.008969
0.021591
-0.01369

0.050516
-0.01489
0.004988
-0.02519
0.092523
0.041008
0.035091
-0.0262
0.008811
-0.02667
0.04406
0.132992
-0.01905
-0.01942
-0.0482
0.12371
0.025136
-0.03611
0.021819
-0.07466
0.045462
0.043485
0.034847
0.043558
0.048009
0.06649
0.005831
0.034289
-0.10661
-0.10536
0.102231
0
-0.00314
0.07859
0.039891
0.046393
0.059526
-0.02545
0.057588
0.063626
-0.03013
-0.03837
0.019371
0.033022

0.089307
0.00937
-0.05293
-0.03531
0.04986
-0.02256
0.070749
-0.05259
-0.01238
-0.09308
0.014587
0.016358
-0.09282
-0.07177
0.090059
0.008702
-0.01619
-0.0204
-0.06241
-0.10313
0.029564
0.070298
0.019702
-0.01713
-0.02315
0.033368
-0.05976
-0.00961
-0.06578
-0.08068
0.010271
-0.11191
0.092999
0.062783
-0.06568
-0.02437
-0.01347
0.008401
0.080893
0.050508
0.015339
0.014345
0.018146
-0.01206

0.062325
0.043477
-0.09448
-0.10803
0.071469
-0.00828
0.074593
-0.08742
-0.06179
-0.1673
-0.06488
0.042756
-0.22256
-0.10268
0.13375
-0.01763
-0.05063
-0.06026
-0.09233
-0.06647
0.024451
0.067837
-0.00159
-0.05073
-0.01949
0.011348
-0.07953
-0.01229
-0.03141
-0.07244
0.015657
-0.06704
0.073101
0.02257
-0.06439
-0.0141
-0.0125
0.021338
0.05577
0.046172
0.018886
0.011163
0.008903
-0.00798

-0.03572
-0.04652
-0.07104
0.012195
0.041549
-0.06402
0.083216
-0.06682
-0.0848
0.049633
0.094353
0.005731
0.05196
-0.08882
0.133037
0.052244
-0.0199
-0.05686
0.053507
-0.00675
-0.01707
0.022129
0.049271
0.085942
0.089948
0.081283
0.038887
0.138881
-0.13057
-0.20528
0.158082
0.001238
-0.08926
0.002703
0.183221
-0.0045
-0.06168
-0.08647
-0.00262
0.110466
0.036913
0.052934
0.139155
0.0394

0.003746
0.003732
0.003894
0.004583
0.003686
0.003673
0.004529
0.004508
0.003627
0.004987
0.004791
0.004768
0.002376
0.003722
0.003035
0.003026
0.002012
0.001841
0.002505
0.002665
0.001496
0.000996
0.000498
0.000663
0.000663
0.000497
0.000496
0.000331
0.000661
0.000165
0.000165
0.000826
0.00033
0.00066
-0.00016
0.00033
0.000495
0.00033
-0.00016
0.000165
0.000494
-0.00033
-0.00016
-0.00016

9/2/2003
10/1/2003
11/3/2003
12/1/2003
1/2/2004
2/2/2004
3/1/2004
4/1/2004
5/3/2004
6/1/2004
7/1/2004
8/2/2004
9/1/2004
10/1/2004
11/1/2004
12/1/2004
1/3/2005
2/1/2005
3/1/2005
4/1/2005
5/2/2005
6/1/2005
7/1/2005
8/1/2005
9/1/2005
10/3/2005
11/1/2005
12/1/2005
1/3/2006
2/1/2006
3/1/2006
4/3/2006
5/1/2006
6/1/2006
7/3/2006
8/1/2006
9/1/2006
10/2/2006
11/1/2006
12/1/2006
1/3/2007
2/1/2007
3/1/2007
4/2/2007

0.03102627
0.01616197
0.06215593
0.00188147
0.02046583
-0.00925076
0
0.00185701
0.01655972
-0.01285601
0.01467916
0.00725956
0.00180669
0.03720535
0.02913659
-0.01703619
0.02544667
-0.01179458
-0.02054867
0.02054867
0.00843887
0.01996739
-0.00993386
0.00166251
-0.01675081
0.02006756
0.00495459
0.01957648
0.0112451
0.01112005
0.0156743
-0.01094616
0.00470589
0.02473078
0.02114882
0.0207108
0.02743854
0.01694956
0.01528869
0.00412939
-0.00550966
0.01235431
0.03089567
0.019647

0.036782
0.073566
0.005952
0.060338
0.054473
-0.01278
0.000964
-0.04815
-0.00056
-0.0193
-0.00287
-0.00403
-0.02809
-0.00655
0.048961
0.022498
0.003331
-0.03612
-0.03093
-0.00297
-0.00716
0
-0.0042
-0.01393
0.046465
0.039825
-0.00865
0.009769
-0.03052
0.040084
-0.01505
0.036299
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-0.00064
0.047927
-0.0031
0.096211
0.015289
0.026626
0.000545
-0.0357
0.026026
0.001925
0.002652

0.051785
0.009302
0.05582
0.011319
0.007762
-0.01471
-0.02471
0.010667
0.01666
-0.0327
0.004482
0.003571
0.015915
0.03618
0.036549
-0.02477
0.015761
-0.02416
-0.01273
0.029451
-0.00499
0.033596
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0.013827
-0.01793
0.041874
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0.021876
0
0.010761
0.01668
-0.04459
-0.0071
0.005527
0.03634
0.03653
0.030993
0.023151
0.002078
0.022581
-0.02535
0.003464
0.038662
0.024319

0.029716
0.026668
0.055451
0.024591
-0.01222
0.014242
-0.1643
0.009479
-0.02629
0.056486
0.055632
0.02775
0.051293
0.039221
0.026567
0.005602
0.020277
-0.0997
0.027835
0.044111
0.024098
0.082575
-0.03606
0.022473
-0.02073
0.010417
0.022204
0.016751
0.093496
-0.03698
-0.01742
-0.05753
-0.02745
0.059089
0.048009
0
0.051762
0.030682
0.010022
0.005682
0.026556
0.008242
0.018971
0.043342

0.052203
0.006934
0.047235
0.016008
0.015535
-0.01509
-0.01577
0.012638
0.020862
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0.001365
0.014441
0.012688
0.043287
0.030868
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0.018341
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0.035447
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0.013781
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0.006551
0.0236
0.017341
0.029468
0.01997
0.008655
0.016923
-0.02558
0.008148
0.03831
0.03407

0.03273
0.005945
0.059264
0.022374
0.026151
0.005308
-0.00132
0.033619
0.003071
-0.0671
0.027488
0.042925
-0.00204
0.06567
0.058021
-0.0744
0.014947
-0.01519
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0.049024
0.022156
0.045949
0.011919
0.030967
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0.026579
0.002269
0.039197
-0.02752
0.017764
0.013711
-0.04625
0.011509
0.017018
-0.01477
0.013768
0.054395
0.037197
0
0.01674
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0.019867
0.04168
0.047237

0.144478
0.096299
0
-0.12629
0.035423
0.040172
-0.22575
0.084759
-0.02249
-0.01765
0.061305
0.096528
0.015843
0.054619
-0.04197
-0.04923
0.086235
-0.05415
-0.1062
0.019868
0.086328
-0.01668
0.049954
0.124307
-0.05478
0.078267
0.113732
0.18874
-0.07958
0.111965
0.119975
-0.08904
-0.0278
0.017739
0.047638
-0.11115
0.099771
0.101878
-0.0205
0.005067
0.026852
0.021345
0.02849
0.023489

-0.00033
0
-0.00033
0.00033
0.000165
-0.00033
0
-0.00016
-0.00016
0.00033
0.00033
0
0.000494
0.000659
0.000823
0.011612
0.000975
0.001299
0.001621
0.001295
0.001455
0.001453
0.002095
0.00209
0.001765
0.002562
0.002556
0.001912
0.002385
0.003172
0.002846
0.002995
0.0033
0.003289
0.003434
0.003733
0.003255
0.003399
0.003695
0.002455
0.003214
0.003508
0.003192
0.003485

5/1/2007
6/1/2007
7/2/2007
8/1/2007
9/4/2007
10/1/2007
11/1/2007
12/3/2007
1/2/2008
2/1/2008
3/3/2008
4/1/2008
5/1/2008
6/2/2008
7/1/2008
8/1/2008
9/2/2008
10/1/2008
11/3/2008
12/1/2008
1/2/2009
2/2/2009
3/2/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/3/2009
9/1/2009
10/1/2009
11/2/2009

-0.01700499
-0.02945327
0.02283511
0.02362315
0.00259068
-0.03823801
-0.00945314
-0.03732292
-0.02857337
0.00578036
0.03677925
0
-0.07946417
0.01195829
0.02639449
-0.03985767
-0.1266703
-0.02597549
0.03278982
-0.06850791
-0.08140727
0.05375574
0.03670137
0.0231533
0.01050798
0.05259906
0.02126
0.01445808
-0.00319489
0.03459464
0.01685864

-0.00014
0.004784
0.073504
0.001013
0.111585
0.055774
0.01065
-0.04035
0.028988
-0.04829
0.003368
0.005959
-0.10896
-0.05358
0.018611
0.11339
-0.12296
-0.10479
-0.07381
-0.07632
-0.12989
0.098082
0.080841
-0.02586
-0.01762
0.074901
0.038923
0.001486
-0.02
0.016032
-0.00773

-0.01176
-0.01991
0.021221
0.040507
0.028573
-0.04062
-0.00319
-0.08823
-0.03195
-0.00942
0.05732
0.03048
-0.07549
-0.03514
0.023565
-0.12628
-0.19045
-0.07788
0.016069
-0.09001
-0.09636
0.082305
0.083665
0.061007
0.003057
0.075415
0.033398
0.041114
-0.015
0.046035
0.01767

-0.05958
-0.05612
0.020001
0.033383
-0.01794
-0.02539
0.054218
-0.01088
0.004096
-0.02483
0.011111
0.053776
-0.03327
-0.02051
-0.01953
-0.2463
-0.2075
-0.08802
0.189159
0.13303
-0.09373
0.067064
0.13937
0.030867
-0.01995
0.019955
0.006061
0.096408
-0.07696
0.075588
0.024425

-0.00016
0.003141
0.007809
0.058903
0.076358
-0.05689
0.011726
-0.12218
-0.02258
-0.0149
0.067235
0.033579
-0.07221
-0.03228
-0.00621
-0.15373
-0.20437
-0.08522
0.024878
-0.0512
-0.07117
0.085081
0.112455
0.04571
0.010604
0.07207
0.024545
0.060481
-0.01878
0.06488
0.016709

-0.0018
-0.0046
0.019244
0.101736
0.083784
-0.03162
0.025567
-0.07758
0.018214
-0.00244
0.091596
0.041199
-0.05638
-0.05033
-0.03575
-0.21495
-0.18401
-0.12065
0.046908
-0.00888
-0.07629
0.087032
0.11004
0.065409
0.006408
0.088317
0.002478
0.035427
-0.02785
0.04158
0.011379

-0.01203
0.027389
-0.06032
0.202175
0.118084
-0.12351
0.008126
0.030117
0.087399
-0.08944
-0.01291
0.063209
0.00828
-0.15778
-0.0955
-0.20177
-0.5311
0.180847
0.227317
-0.00294
0.000982
0.13439
-0.03095
0.279682
-0.13105
0.076721
0.009845
0.132831
-0.0416
0.180937
-0.03251

0.003322
0.00286
0.004649
0.002839
0.002235
0.003863
0.001926
0.004135
0.001031
0.001765
0.000294
-0.00029
0.000881
0.001174
0.000587
0.002196
0.000439
0.001023
-0.00029
-0.00015
-0.00044
0
-0.00015
-0.00058
-0.00044
-0.00044
-0.00029
-0.00029
-0.00044
-0.00044
-0.00588

PTTRX
0.002448
2.44E-05
0.021742
0.025975
0.023042
-0.01145
0.002301
0.002296
-0.01153
0.018391
0.00907
0.013453
0.026375
-0.00871
0.017354
0.010695
0.004246
0.012632
0.014538
-0.00206
0.004124
0.004107
0.010194
0.010091
0.004008
0.015873
0.0291
-0.00575
0.003839
0.005731
0.005698
-0.01912
0.009606
0.003817
-0.00957
-0.00192
-0.00386
0
0.011539
0.003817
0.001903
-0.00381
-0.00574

PINCX
0.00312
3.12E-05
0.024585
0.021053
0.02353
-0.00876
0.005848
0.002911
-0.0176
0.017596
0.005797
0.014347
0.028092
-0.00834
0.016621
0.005479
2.73E-05
0.008136
0.010782
0
0.005348
0.007968
0.005277
0.005249
0
-0.01849
0.018495
-0.01583
0.01321
0.005236
0.01039
-0.02618
0.007926
0.005249
-0.01318
-0.00532
-0.00535
-0.00268
0.008032
0.002663
2.66E-05
-0.00269
2.67E-05

GSPC
-0.04683
0.018639
0.052785
0.025766
0.070809
-0.02174
0.059511
0.00591
-0.04355
0.056764
0.056925
0.042535
0.075243
-0.05918
0.051789
-0.03509
0.043621
0.015609
0.010099
0.068078
0.048738
0.009036
-0.01901
0.03868
-0.01168
-0.15759
0.060526
0.077233
0.057444
0.054844
0.040191
-0.03282
0.038061
0.037242
-0.02529
0.053008
-0.03257
-0.00627
-0.02897
0.060662
0.018882
0.056233
-0.05224

VWNDX
-0.00951
0.026417
0.03477
0.043982
0.069796
-0.00644
0.059579
0.004556
-0.02921
0.027694
0.058927
0.018427
0.07961
-0.01965
0.033813
-0.05927
0.006761
0.017369
-0.00133
0.064207
0.057987
0.017452
-0.03283
-0.00718
-0.053
-0.22631
0.063049
0.085644
0.02299
0.01723
-0.00263
-0.024
0.057683
0.127782
-0.02153
0.022651
-0.02839
-0.02449
-0.05584
0.036769
0.010772
0.010657
-0.0695

0.011451
0.015066
-0.00187
0
0.02039
0.009132
0.016231
0.003571
0.007105
0.019282
0.018917
0.015216
0.010017
0.003317
-0.00831
0.003333
0.003322
0.034233
0.011155
0.017282
0.021572
-0.01536
-0.0031
0.012346
0.013709
-0.01986
0.021375
0.007524
0.002994
0.005961
0.016213
0.011628
0
0.001444
0.022826
0.004222
0.013947
0.002766
0.010989
0.016261
0
-0.03836
0.008345
0.028671

0.007942
0.007905
-0.01321
-0.00801
0.023842
0.010417
0.010309
0.007663
-0.00255
0.012674
0.017479
0.017178
0.007273
0.00722
-0.0024
0.004796
0.004773
0.02353
0.009259
0.006889
0.018141
-0.01586
-0.00687
0.009153
0.00907
-0.01364
0.022625
0.013334
0.004405
0.006572
0.015168
0.012821
-0.00639
0
0.019048
0.002094
0.012474
2.07E-05
0.00821
0.018275
0
-0.0348
0.006231
0.026559

-0.02031
0.092324
-0.03128
-0.02216
0.023652
-0.01648
0.058928
-0.05497
-0.00496
-0.08346
0.004045
0.03405
-0.09683
-0.06636
0.074007
0.005077
-0.02535
-0.0108
-0.06626
-0.08526
0.017937
0.072484
0.007545
-0.0157
-0.02098
0.03608
-0.06338
-0.00912
-0.07521
-0.0823
0.00487
-0.11656
0.082914
0.055501
-0.06223
-0.0278
-0.01715
0.008323
0.077927
0.049646
0.011259
0.016094
0.017715
-0.01202

-0.06118
0.127135
0.00824
0.030025
-0.04419
0.020012
0.066503
-0.01097
0.022889
-0.03175
0.088308
0.038947
-0.03286
-0.0112
0.058636
0.014375
-0.01052
-0.00192
-0.0353
-0.09851
0.016385
0.077122
0.0403
-0.02339
-0.00296
0.035944
-0.05391
-0.00202
-0.08747
-0.10194
0.013325
-0.13784
0.084707
0.073383
-0.04956
-0.02003
-0.02691
0.00905
0.097998
0.063298
0.010893
0.021437
0.024098
0.001035

-0.00675
0.002706
0.012089
0.006653
0.010554
0.009144
-0.02369
-0.00267
0.003997
0.010582
0.019545
0.001289
0.010257
-0.00255
0.006374
0.003805
-0.0038
-0.00254
0.015171
0.011229
0.004951
-0.00743
0.013589
-0.0111
-0.00872
0.003748
0.009926
0.001234
0.003692
-0.00988
1.24E-05
-0.0025
1.24E-05
0.014803
0.014599
0.008419
0.00597
0.011834
-0.00827
-0.00238
0.01651
0.002336
0.002331
-0.01407

-0.0081
0.006079
0.008048
0.00997
0.011834
0.007813
-0.02562
-0.00601
0.008
0.007937
0.015687
0.003884
0.007722
-0.00772
0.007722
0.009569
-0.00573
-0.00576
0.013397
0.009461
0.003759
-0.00753
0.013146
-0.01126
-0.00758
0.003795
0.007547
0
0.003752
-0.00941
-0.00377
-1.9E-05
1.9E-05
0.013176
0.01487
0.009183
0.005469
0.01085
-0.0018
-0.0018
0.016115
-0.00178
0.005324
-0.00532

0.053504
0.007103
0.049519
0.017129
0.012135
-0.01649
-0.01693
0.012011
0.017829
-0.03489
0.002285
0.00932
0.013917
0.037869
0.031942
-0.02562
0.018727
-0.0193
-0.02031
0.029512
-0.00014
0.035336
-0.01129
0.006925
-0.0179
0.034581
-0.00095
0.025148
0.000453
0.011035
0.012082
-0.0314
8.66E-05
0.005073
0.021051
0.024269
0.031022
0.016333
0.012537
0.013961
-0.02209
0.00993
0.04238
0.032031

0.063116
0.025876
0.045315
0.025001
0.01227
-0.01227
-0.02772
0.011717
0.02478
-0.03559
0.002714
0.016129
0.019367
0.046837
0.041554
-0.02915
0.025954
-0.01696
-0.02057
0.034317
0.004808
0.030699
-0.00778
-0.00313
-0.0254
0.040179
0.016086
0.029205
0.002948
0.014609
0.030002
-0.03218
-0.00656
-0.00587
0.021115
0.025606
0.045306
0.029103
0.023834
0.015161
-0.0158
0.006349
0.037881
0.044107

-0.00118
0.011751
0.013921
0.019396
0.011236
0.023193
0.004357
0.032088
0.002103
-0.0021
0.004202
-0.00842
-0.00849
0.001066
0.010593
-0.03321
-0.00875
0.019587
0.03806
0.006205
-0.00828
0.017517
0.014199
0.024865
0.006853
0.022191
0.01984
0.016698
0.006419
0.009099
-0.01552

1.78E-05
0.007074
0.008795
0.00524
0.010399
0.003442
0.003431
0.013606
-0.00848
-0.01372
1.73E-05
0.001708
-0.00519
-0.0087
-0.00526
-0.04677
-0.09863
-0.13005
0.073612
0.050325
-0.00615
0.024391
0.047068
0.052251
0.040967
0.047709
0.035952
0.030042
0.029166
0.007536
1.5E-05

-0.01798
-0.0325
0.012782
0.035168
0.014714
-0.04504
-0.00867
-0.06311
-0.03538
-0.00598
0.046451
0.010618
-0.08988
-0.00991
0.012117
-0.09518
-0.18564
-0.0778
0.007791
-0.08955
-0.11646
0.081953
0.089772
0.051721
0.000196
0.071522
0.033009
0.0351
-0.01996
0.055779
0.012291

-0.02121
-0.04072
0.003097
0.017776
0.006661
-0.05968
-0.02925
-0.0452
-0.04952
-0.03919
0.060003
-0.00142
-0.10884
-0.00956
0.012729
-0.11818
-0.19162
-0.07494
0.035372
-0.10014
-0.10577
0.109484
0.113108
0.064056
-0.01144
0.088057
0.03852
0.047692
-0.03669
0.057563
0.02884

Ticker Symbol
TWEIX
BRKA
DGRIX
LBF
FTRNX
JAVLX
OPGSX
PRTBX
PTTRX
PINCX
GSPC
VWNDX

Name (links to Google finance page)

American Century Equity Income Inv
Berkshire Hathaway Inc
Dreyfus Growth & Income
DWS Global High Income Fund
Fidelity Trend
Janus Twenty T
Oppenheimer Gold & Special Minerals A
Permanent Portfolio Short Term Treasury
PIMCO Total Return Instl
Putnam Income A
S&P 500 Index
Vanguard Windsor Investor

Data are monthly returns in decimal format (0.01=1%).

Type (Morningstar Style)

Equity fund (Large Value)
Holding Company
Equity fund (Large Cap index)
Equity fund (Large Cap index)
Equity fund (Large Growth)
Equity fund (Large Growth)
Equity fund (Mid Growth)
Short Term U.S. Treasury Bonds
Fixed Income fund
Fixed Income, mostly Mortgage-b

Equity Fund (Large Cap diversified

Type (Morningstar Style)

Equity fund (Large Value)
Holding Company
Equity fund (Large Cap index)
Equity fund (Large Cap index)
Equity fund (Large Growth)
Equity fund (Large Growth)
Equity fund (Mid Growth)
Short Term U.S. Treasury Bonds
Fixed Income fund
Fixed Income, mostly Mortgage-backed
Equity Fund (Large Cap diversified)

Date
6/3/1996
7/1/1996
8/1/1996
9/3/1996
10/1/1996
11/1/1996
12/2/1996
1/2/1997
2/3/1997
3/3/1997
4/1/1997
5/1/1997
6/2/1997
7/1/1997
8/1/1997
9/2/1997
10/1/1997
11/3/1997
12/1/1997
1/2/1998
2/2/1998
3/2/1998
4/1/1998
5/1/1998
6/1/1998
7/1/1998
8/3/1998
9/1/1998
10/1/1998
11/2/1998
12/1/1998
1/4/1999
2/1/1999
3/1/1999
4/1/1999
5/3/1999
6/1/1999
7/1/1999
8/2/1999
9/1/1999
10/1/1999

TWEIX
30%
-0.03407
0.02927
0.0331
0.00464
0.054067
0.013072
0.012903
0.021142
-0.02543
0.0296
0.060625
0.034686
0.048068
0.003604
0.038806
-0.03164
0.035091
0.020479
-0.00678
0.049762
0.03498
0.00312
-0.01254
-0.0127
-0.01936
-0.09206
0.045383
0.0724
0.049546
0.009023
-0.03659
-0.02198
0.012618
0.078353
0.020087
0.025247
-0.00556
-0.02254
-0.03184
0.005865
-0.00881

OPGSX
20%
-0.03147
0.051101
-0.02834
-0.00753
-0.00759
0.005063
-0.04124
0.109562
-0.10431
-0.05516
0.055159
-0.0524
-0.0097
-0.02539
0.052863
-0.163
-0.15495
0.003717
0.045339
-0.01789
0.074752
0.072671
-0.15467
-0.08338
-0.06744
-0.25373
0.382497
0.012927
0
-0.02414
-0.00755
-0.02687
0.021175
0.161471
-0.13887
0.052596
-0.0526
0.043723
0.180537
-0.11834
-0.01349

GSPC
50%
-0.04683
0.018639
0.052785
0.025766
0.070809
-0.02174
0.059511
0.00591
-0.04355
0.056764
0.056925
0.042535
0.075243
-0.05918
0.051789
-0.03509
0.043621
0.015609
0.010099
0.068078
0.048738
0.009036
-0.01901
0.03868
-0.01168
-0.15759
0.060526
0.077233
0.057444
0.054844
0.040191
-0.03282
0.038061
0.037242
-0.02529
0.053008
-0.03257
-0.00627
-0.02897
0.060662
0.018882

return on portfolio in
each month
0.0682485070658
0.0023327460931
-0.0178841892779
0.0373380230045
-0.0560432830348
0.0313134619621
0.0058324418526
-0.0814746044286
0.0764946191368
0.0314516116556
-0.0364878538797
0.0289075067419
-0.0836896717746
0.0816970769537
-0.1077424828170
0.0609820210164
0.0133432223619
-0.0026083238506
0.0333064379174
0.0044238614231
-0.0298255767196
-0.0641866706735
0.0430529322341
-0.0239908802716
-0.1320206068337
0.2775345802259
-0.0574552341854
-0.0193364026215
-0.0182856688875
-0.0176909477987
-0.0359849612814
0.0554266598972
0.0473702156125
-0.1088129457473
0.0789892426913
-0.0730686268240
0.0273180988760
0.0132248481951
-0.0036494979191
-0.0043223122555
0.0278725528774

standard
deviation
of
mean of portfolio portfolio
returns
returns
0.00027720323553740 0.062732

11/1/1999
12/1/1999
1/3/2000
2/1/2000
3/1/2000
4/3/2000
5/1/2000
6/1/2000
7/3/2000
8/1/2000
9/1/2000
10/2/2000
11/1/2000
12/1/2000
1/2/2001
2/1/2001
3/1/2001
4/2/2001
5/1/2001
6/1/2001
7/2/2001
8/1/2001
9/4/2001
10/1/2001
11/1/2001
12/3/2001
1/2/2002
2/1/2002
3/1/2002
4/1/2002
5/1/2002
6/3/2002
7/1/2002
8/1/2002
9/3/2002
10/1/2002
11/1/2002
12/2/2002
1/2/2003
2/3/2003
3/3/2003
4/1/2003
5/1/2003
6/2/2003
7/1/2003
8/1/2003
9/2/2003

-0.01486
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10/1/2003
11/3/2003
12/1/2003
1/2/2004
2/2/2004
3/1/2004
4/1/2004
5/3/2004
6/1/2004
7/1/2004
8/2/2004
9/1/2004
10/1/2004
11/1/2004
12/1/2004
1/3/2005
2/1/2005
3/1/2005
4/1/2005
5/2/2005
6/1/2005
7/1/2005
8/1/2005
9/1/2005
10/3/2005
11/1/2005
12/1/2005
1/3/2006
2/1/2006
3/1/2006
4/3/2006
5/1/2006
6/1/2006
7/3/2006
8/1/2006
9/1/2006
10/2/2006
11/1/2006
12/1/2006
1/3/2007
2/1/2007
3/1/2007
4/2/2007
5/1/2007
6/1/2007
7/2/2007
8/1/2007

0.016162
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9/4/2007
10/1/2007
11/1/2007
12/3/2007
1/2/2008
2/1/2008
3/3/2008
4/1/2008
5/1/2008
6/2/2008
7/1/2008
8/1/2008
9/2/2008
10/1/2008
11/3/2008
12/1/2008
1/2/2009
2/2/2009
3/2/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/3/2009
9/1/2009
10/1/2009
11/2/2009

0.002591
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0
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0.014714
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0.0937138178123
-0.0697530103667

mean of
TWEIX
TWEIX
30%
6/3/1996 -0.03407 0.009434592
7/1/1996 0.02927 0.009434592
8/1/1996
0.0331 0.009434592
Date

variance of TWEIX

0.0014229287
0.0014229287

SD of TWEIX

OPGSX mean of OPGSX

20%
0.0000000000 -0.03147
-0.00290
0.0377217273 0.051101
0.0377217273 -0.02834

0.0014229287

1.00
2.00
3.00

4.0000
5.0000
6.0000

2.00

5.0000

32.0000000000

1.0000000000

variance of
OPGSX
0.00040798
0.00145829
0.00032361

SD of OPGSX

GSPC
50%
0.02019847 -0.04683
0.03818761 0.018639
0.01798914 0.052785

mean of GSPC

variance of GSPC

SD of GSPC

0.00819899

0.001513958
0.000054499
0.000993970

0.038909616
0.007382329
0.031527286

covariance of
TWEIX and OPGSX
#REF!
#REF!
#REF!

covariance of
OPGSX and GSPC
0.000785914635
0.000281913539
-0.000567148927

covariance of
TWEIX and GSPC
#REF!
#REF!
#REF!

monthly expected monthly variance of

return of portfolio
portfolio
#REF!

#REF!
#REF!
#REF!

standard
deviation of
portfolio
#REF!
#REF!
#REF!

E(P)= .3E(X) +.2(Y)+.5(Z)

E(X) = sum of [x/n-1]
variance (P) = .3sq (X-Xbar)sq +.2sq(Y-ybar)sq+.5sq(Z-zbar)sq
variance (X) = sum(x-xbar)sq/n-1
sum xsq +sum xbarsq -2*x*xbar