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Time Management

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Month | Asian Fund | R1 | Atlas Fund | R2 | KSE 100 | Rm | Jan06 | 4.5 | | 7.75 | | 6747 | | Feb06 | 4.95 | 0.1 | 7.75 | 0 | 8260 | 25.64407 | Mar06 | 7 | 0.414141 | 8.1 | 0.0451613 | 7770 | -8.30508 | Apr06 | 6 | -0.14286 | 8 | -0.012346 | 7105 | -11.2712 | May06 | 6 | 0 | 8.8 | 0.1 | 6858 | -4.18644 | Jun06 | 4.7 | -0.21667 | 9.2 | 0.0454545 | 7450 | 10.0339 | Jul06 | 5.8 | 0.234043 | 9.5 | 0.0326087 | 7179 | -4.59322 | Aug06 | 3.5 | -0.39655 | 7.45 | -0.215789 | 7797 | 10.47458 | Sep06 | 5 | 0.428571 | 8 | 0.0738255 | 8226 | 7.271186 | Oct06 | 5.4 | 0.08 | 8.25 | 0.03125 | 8247 | 0.355932 | Nov06 | 4.55 | -0.15741 | 9.1 | 0.1030303 | 9026 | 13.20339 | Dec06 | 6.5 | 0.428571 | 8.4 | -0.076923 | 9557 | 9 | Jan07 | 6 | -0.07692 | 9.1 | 0.0833333 | 10524 | 16.38983 | Feb07 | 5.75 | -0.04167 | 8.95 | -0.016484 | 11456 | 15.79661 | Mar07 | 6.15 | 0.069565 | 9.1 | 0.0167598 | 11486 | 0.508475 | Apr07 | 5.5 | -0.10569 | 9.2 | 0.010989 | 11342 | -2.44068 | May07 | 4.7 | -0.14545 | 8.5 | -0.076087 | 9801 | -26.1186 | Jun07 | 6.27 | 0.334043 | 8.91 | 0.0482353 | 9989 | 3.186441 | Jul07 | 6.27 | 0 | 7.5 | -0.158249 | 10498 | 8.627119 | Aug07 | 6.27 | 0 | 6.3 | -0.16 | 10064 | -7.35593 | Sep07 | 6.27 | 0 | 5.55 | -0.119048 | 10064 | 0 | Oct07 | 6.17 | -0.01595 | 6 | 0.0810811 | 11328 | 21.42373 | Nov07 | 6.17 | 0 | 6 | 0 | 10619 | -12.0169 | Dec07 | 6.17 | 0 | 5 | -0.166667 | 10040 | -9.81356 | Jan08 | 6.17 | 0 | 2.2 | -0.56 | 11272 | 20.88136 | Feb08 | 6.17 | 0 | 2 | -0.090909 | 11180 | -1.55932 | Mar08 | 3.24 | -0.47488 | 2.38 | 0.19 | 11271 | 1.542373 | Apr08 | 3.24 | 0 | 2.83 | 0.1890756 | 12369 | 18.61017 | May08 | 3.24 | 0 | 2.9 | 0.024735 | 12961 | 10.0339 | Jun08 | 4.15 | 0.280864 | 3 | 0.0344828 | 13772 | 13.74576 | Jul08 | 1.99 | -0.52048 | 3.45 | 0.15 | 13739 | -0.55932 | Aug08 | 1.45 | -0.27136 | 3.61 | 0.0463768 | 12214 | -25.8475 | Sep08 | 5.75 | 2.965517 | 3.99 | 0.1052632 | 13353 | 19.30508 | Oct08 | 1.83 | -0.68174 | 3.51 | -0.120301 | 14321 | 16.40678 | Nov08 | 1.83 | 0 | 3.5 | -0.002849 | 13998 | -5.47458 | Dec08 | 4.1 | 1.240437 | 3.54 | 0.0114286 | 14077 | 1.338983 | Jan09 | 5.01 | 0.221951 | 3.55 | 0.0028249 | 14016 | -1.0339 | Feb09 | 3.93 | -0.21557 | 3.32 | -0.064789 | 14934 | 15.55932 | Mar09 | 4.1 | 0.043257 | 3 | -0.096386 | 15125 | 3.237288 | Apr09 | 4.2 | 0.02439 | 3.39 | 0.13 | 15122 | -0.05085 | May09 | 4 | -0.04762 | 3.25 | -0.041298 | 12235 | -48.9322 | Jun09 | 5.9 | 0.475 | 4 | 0.2307692 | 12289 | 0.915254 | Jul09 | 4.8 | -0.18644 | 3.52 | -0.12 | 10583 | -28.9153 | Aug09 | 2.8 | -0.41667 | 2.63 | -0.252841 | 9208 | -23.3051 | Sep09 | 4.8 | 0.714286 | 3.15 | 0.1977186 | 9179 | -0.49153 | Oct09 | 3.13 | -0.34792 | 3.5 | 0.1111111 | 9182 | 0.050847 | Nov09 | 2.5 | -0.20128 | 4 | 0.1428571 | 9187 | 0.084746 | Dec09 | 5.72 | 1.288 | 4.58 | 0.145 | 5885 | -55.9661 | Jan10 | 3 | -0.47552 | 4.59 | 0.0021834 | 5367 | -8.77966 | Feb10 | 4.5 | 0.5 | 6.05 | 0.3180828 | 5727 | 6.101695 | Mar10 | 3.5 | -0.22222 | 6.7 | 0.107438 | 6860 | 19.20339 | Apr10 | 4.55 | 0.3 | 6.55 | -0.022388 | 7196 | 5.694915 | May10 | 4.25 | -0.06593 | 6.45 | -0.015267 | 7276 | 1.355932 | Jun10 | 5.15 | 0.211765 | 6.5 | 0.0077519 | 7169 | -1.81356 | Jul10 | 4.5 | -0.12621 | 6.61 | 0.0169231 | 7726 | 9.440678 | Aug10 | 4.5 | 0 | 5.8 | -0.122542 | 8675 | 16.08475 | Sep10 | 4.55 | 0.011111 | 6.83 | 0.1775862 | 9349 | 11.42373 | Oct10 | 4.5 | -0.01099 | 5.9 | -0.136164 | 9151 | -3.35593 | Nov10 | 4.5 | 0 | 5.9 | 0 | 9206 | 0.932203 | Dec10 | 2.5 | -0.44444 | 5.5 | -0.067797 | 9386 | 3.050847 |

E ( R ) | E(R1)0.073849 | E(R2)0.0050545 | | | | SD | 0.523328 | 0.1367194 | | | | CV | 7.086485 | 27.049036 | Cov | 0.016933 | | Corrl | 0.24075 | |

Portfolio Return Standard Deviation W1=1 W2=0 0.073848677 0.523 | W1=0.9 W2=0.1 0.06696926 0.475 | W1=0.8 W2=0.2 0.060089842 0.424 | W1=0.7 W2=0.3 0.053210425 0.378 | W1=0.6 W2=0.4 0.046331007 0.331 | W1=0.5 W2=0.5 0.03945159 0.286 | W1=0.4 W2=0.6 0.212363728 0.242 | W1=0.3 W2=0.7 0.025692755 0.041 | W1=0.2 W2=0.8 0.018813337 0.028 | W1=0.1 W2=0.9 0.011933919 0.021 | W1=0 W2=1 0.005054502 0.137 |
Beta -1.65062E-05 Portfolio Beta 9.6687E-05 0.000209882

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