Contents
- Summary
- Summary 1 Month holding of 50 Stocks
- Summary 1 Month holding of 30 Stocks
- Summary 1 Month holding of 10 Stocks
- Summary 12 Month holding of 50 Stocks
- Summary 12 Month holding of 30 Stocks
- Summary 12 Month holding of 10 Stocks
- Detail
- Detail 1 Month holding of 50 Stocks
- Detail 1 Month holding of 30 Stocks
- Detail 1 Month holding of 10 Stocks
- Detail 12 Month holding of 50 Stocks
- Detail 12 Month holding of 30 Stocks
- Detail 12 Month holding of 10 Stocks
Here we add to our previous results. The code creating these results has changed minimally, I’ve added a seed so that the results can be reproduced despite the random nature of the generation of the trees. The data itself now includes October 2015. Below are the results for portfolios of 10, 30 and 50 stocks with 1 and 12 month holding periods. First is the summary, and then the month by month details. As one might expect, the mean/median returns improve with fewer stocks, but the range of outcomes (risk) increases. I still find the min/max values more extremes than I’d expect. I need to dive deeper into those results.
Summary
Summary 1 Month holding of 50 Stocks
## EWLong RWLong CWLong EWMkt
## Min. :-25.310 Min. :-24.6079 Min. :-23.618 Min. :-21.8415
## 1st Qu.: -2.865 1st Qu.: -2.6600 1st Qu.: -2.615 1st Qu.: -2.1216
## Median : 1.508 Median : 1.6090 Median : 1.208 Median : 0.9775
## Mean : 1.194 Mean : 0.9935 Mean : 1.364 Mean : 0.5798
## 3rd Qu.: 6.918 3rd Qu.: 6.4279 3rd Qu.: 6.204 3rd Qu.: 3.7178
## Max. : 27.417 Max. : 17.8569 Max. : 22.561 Max. : 15.8953
## CWMkt Corr EWShort
## Min. :-19.1188 Min. :-0.38812 Min. :-24.6040
## 1st Qu.: -1.9224 1st Qu.:-0.06292 1st Qu.: -5.1470
## Median : 1.1141 Median : 0.03480 Median : 0.3108
## Mean : 0.4619 Mean : 0.02272 Mean : -0.5686
## 3rd Qu.: 3.0402 3rd Qu.: 0.12209 3rd Qu.: 4.4763
## Max. : 11.4212 Max. : 0.43128 Max. : 43.4399
## RWShort CWShort CW_LvM
## Min. :-26.2066 Min. :-29.2968 Min. :-15.0999
## 1st Qu.: -5.0576 1st Qu.: -5.3372 1st Qu.: -2.2221
## Median : 0.5065 Median : 0.1847 Median : 0.6070
## Mean : -0.4863 Mean : -0.6938 Mean : 0.9018
## 3rd Qu.: 4.3941 3rd Qu.: 4.8997 3rd Qu.: 4.0543
## Max. : 40.4753 Max. : 39.6582 Max. : 18.1049
## RWLvCM EW_LvM CW_LvS RW_LvS
## Min. :-16.0070 Min. :-18.9965 Min. :-32.131 Min. :-29.921
## 1st Qu.: -2.4106 1st Qu.: -2.4701 1st Qu.: -3.337 1st Qu.: -3.329
## Median : 0.5054 Median : 0.8255 Median : 2.064 Median : 2.197
## Mean : 0.5316 Mean : 0.6142 Mean : 2.058 Mean : 1.480
## 3rd Qu.: 3.5980 3rd Qu.: 4.0697 3rd Qu.: 7.527 3rd Qu.: 5.941
## Max. : 17.2273 Max. : 18.5669 Max. : 31.082 Max. : 35.483
## EW_LvS
## Min. :-29.549
## 1st Qu.: -3.377
## Median : 2.056
## Mean : 1.763
## 3rd Qu.: 6.503
## Max. : 33.822Summary 1 Month holding of 30 Stocks
## EWLong RWLong CWLong EWMkt
## Min. :-24.587 Min. :-24.816 Min. :-29.286 Min. :-21.8415
## 1st Qu.: -3.382 1st Qu.: -3.440 1st Qu.: -3.739 1st Qu.: -2.1216
## Median : 2.498 Median : 2.092 Median : 1.467 Median : 0.9775
## Mean : 1.483 Mean : 1.237 Mean : 1.552 Mean : 0.5798
## 3rd Qu.: 6.991 3rd Qu.: 7.230 3rd Qu.: 6.814 3rd Qu.: 3.7178
## Max. : 43.205 Max. : 28.670 Max. : 71.707 Max. : 15.8953
## CWMkt Corr EWShort
## Min. :-19.1188 Min. :-0.38812 Min. :-28.5302
## 1st Qu.: -1.9224 1st Qu.:-0.06292 1st Qu.: -5.2643
## Median : 1.1141 Median : 0.03480 Median : 0.7801
## Mean : 0.4619 Mean : 0.02272 Mean : -0.6568
## 3rd Qu.: 3.0402 3rd Qu.: 0.12209 3rd Qu.: 4.5412
## Max. : 11.4212 Max. : 0.43128 Max. : 48.4781
## RWShort CWShort CW_LvM
## Min. :-29.6586 Min. :-31.4553 Min. :-18.4129
## 1st Qu.: -5.3991 1st Qu.: -6.0694 1st Qu.: -3.1543
## Median : 0.5832 Median : 0.6262 Median : 0.6834
## Mean : -0.5226 Mean : -0.8108 Mean : 1.0899
## 3rd Qu.: 4.4842 3rd Qu.: 5.5186 3rd Qu.: 4.7155
## Max. : 47.3963 Max. : 44.2853 Max. : 63.4498
## RWLvCM EW_LvM CW_LvS RW_LvS
## Min. :-15.8962 Min. :-17.4171 Min. :-28.299 Min. :-28.139
## 1st Qu.: -2.7371 1st Qu.: -2.7459 1st Qu.: -3.791 1st Qu.: -3.845
## Median : 1.1596 Median : 1.0380 Median : 1.519 Median : 1.962
## Mean : 0.7754 Mean : 0.9028 Mean : 2.363 Mean : 1.760
## 3rd Qu.: 4.2605 3rd Qu.: 4.4370 3rd Qu.: 8.682 3rd Qu.: 7.269
## Max. : 20.4132 Max. : 33.9898 Max. : 50.601 Max. : 39.591
## EW_LvS
## Min. :-28.680
## 1st Qu.: -3.989
## Median : 2.201
## Mean : 2.139
## 3rd Qu.: 7.216
## Max. : 37.887Summary 1 Month holding of 10 Stocks
## EWLong RWLong CWLong EWMkt
## Min. :-33.221 Min. :-33.338 Min. :-31.592 Min. :-21.8415
## 1st Qu.: -4.142 1st Qu.: -2.786 1st Qu.: -4.973 1st Qu.: -2.1216
## Median : 2.482 Median : 2.587 Median : 1.626 Median : 0.9775
## Mean : 2.826 Mean : 2.543 Mean : 3.678 Mean : 0.5798
## 3rd Qu.: 8.411 3rd Qu.: 8.227 3rd Qu.: 7.777 3rd Qu.: 3.7178
## Max. :114.686 Max. :103.091 Max. :223.271 Max. : 15.8953
## CWMkt Corr EWShort
## Min. :-19.1188 Min. :-0.38812 Min. :-47.970
## 1st Qu.: -1.9224 1st Qu.:-0.06292 1st Qu.: -6.528
## Median : 1.1141 Median : 0.03480 Median : -0.723
## Mean : 0.4619 Mean : 0.02272 Mean : -1.303
## 3rd Qu.: 3.0402 3rd Qu.: 0.12209 3rd Qu.: 5.328
## Max. : 11.4212 Max. : 0.43128 Max. : 46.858
## RWShort CWShort CW_LvM
## Min. :-50.9186 Min. :-76.64253 Min. :-25.21383
## 1st Qu.: -6.3648 1st Qu.: -6.18433 1st Qu.: -4.53304
## Median : 0.2223 Median : -0.09515 Median : -0.04763
## Mean : -1.2066 Mean : -1.04393 Mean : 3.21652
## 3rd Qu.: 4.8944 3rd Qu.: 5.73896 3rd Qu.: 5.70239
## Max. : 44.2544 Max. : 47.64611 Max. :215.01425
## RWLvCM EW_LvM CW_LvS RW_LvS
## Min. :-23.013 Min. :-23.5843 Min. :-60.840 Min. :-41.604
## 1st Qu.: -3.573 1st Qu.: -3.8820 1st Qu.: -4.638 1st Qu.: -3.772
## Median : 1.028 Median : 0.9526 Median : 2.675 Median : 2.631
## Mean : 2.081 Mean : 2.2458 Mean : 4.722 Mean : 3.750
## 3rd Qu.: 6.245 3rd Qu.: 6.2179 3rd Qu.: 10.695 3rd Qu.: 11.205
## Max. : 94.834 Max. :105.4705 Max. :188.984 Max. : 84.465
## EW_LvS
## Min. :-41.274
## 1st Qu.: -3.870
## Median : 3.082
## Mean : 4.128
## 3rd Qu.: 10.799
## Max. : 96.266Summary 12 Month holding of 50 Stocks
## EWLong RWLong CWLong EWMkt
## Min. :-60.612 Min. :-60.789 Min. :-56.390 Min. :-47.960
## 1st Qu.: -4.547 1st Qu.: -3.139 1st Qu.: -5.579 1st Qu.: -3.833
## Median : 10.923 Median : 10.842 Median : 12.940 Median : 9.502
## Mean : 9.090 Mean : 8.279 Mean : 10.096 Mean : 7.916
## 3rd Qu.: 23.796 3rd Qu.: 23.773 3rd Qu.: 27.147 3rd Qu.: 21.339
## Max. : 84.087 Max. : 81.332 Max. : 73.935 Max. : 66.521
## CWMkt Corr EWShort
## Min. :-46.9228 Min. :-0.23011 Min. :-75.5051
## 1st Qu.: -0.9486 1st Qu.:-0.07154 1st Qu.:-17.5230
## Median : 10.7848 Median : 0.03006 Median : -3.8407
## Mean : 6.4440 Mean : 0.01395 Mean : 0.6754
## 3rd Qu.: 16.5503 3rd Qu.: 0.09360 3rd Qu.: 14.2374
## Max. : 50.8426 Max. : 0.23139 Max. :139.3731
## RWShort CWShort CW_LvM
## Min. :-74.7437 Min. :-88.3312 Min. :-35.9152
## 1st Qu.:-14.4187 1st Qu.:-18.3954 1st Qu.: -7.4262
## Median : -3.1344 Median : 0.4565 Median : 0.2099
## Mean : 0.3496 Mean : -2.4914 Mean : 3.6522
## 3rd Qu.: 13.2200 3rd Qu.: 15.0358 3rd Qu.: 11.6939
## Max. :132.1463 Max. :127.1754 Max. : 55.6248
## RWLvCM EW_LvM CW_LvS RW_LvS
## Min. :-25.4792 Min. :-23.508 Min. :-73.128 Min. :-68.802
## 1st Qu.:-10.3781 1st Qu.:-10.846 1st Qu.: -4.629 1st Qu.: -5.005
## Median : 0.9433 Median : -1.537 Median : 12.637 Median : 8.914
## Mean : 1.8347 Mean : 1.174 Mean : 12.588 Mean : 7.929
## 3rd Qu.: 9.3468 3rd Qu.: 11.040 3rd Qu.: 32.762 3rd Qu.: 20.617
## Max. : 45.3167 Max. : 42.730 Max. :101.553 Max. : 61.996
## EW_LvS
## Min. :-73.493
## 1st Qu.: -7.425
## Median : 7.959
## Mean : 8.415
## 3rd Qu.: 24.397
## Max. : 70.113Summary 12 Month holding of 30 Stocks
## EWLong RWLong CWLong EWMkt
## Min. :-62.686 Min. :-62.497 Min. :-57.092 Min. :-47.960
## 1st Qu.: -8.909 1st Qu.: -6.506 1st Qu.: -6.427 1st Qu.: -3.833
## Median : 13.517 Median : 11.242 Median : 13.640 Median : 9.502
## Mean : 9.600 Mean : 8.294 Mean : 10.636 Mean : 7.916
## 3rd Qu.: 26.462 3rd Qu.: 25.368 3rd Qu.: 29.123 3rd Qu.: 21.339
## Max. : 88.790 Max. : 85.879 Max. : 80.658 Max. : 66.521
## CWMkt Corr EWShort RWShort
## Min. :-46.9228 Min. :-0.23011 Min. :-79.202 Min. :-79.164
## 1st Qu.: -0.9486 1st Qu.:-0.07154 1st Qu.:-20.317 1st Qu.:-19.001
## Median : 10.7848 Median : 0.03006 Median : -4.850 Median : -5.414
## Mean : 6.4440 Mean : 0.01395 Mean : -1.082 Mean : -1.085
## 3rd Qu.: 16.5503 3rd Qu.: 0.09360 3rd Qu.: 16.376 3rd Qu.: 14.079
## Max. : 50.8426 Max. : 0.23139 Max. :144.948 Max. :135.996
## CWShort CW_LvM RWLvCM EW_LvM
## Min. :-91.327 Min. :-36.5647 Min. :-28.180 Min. :-32.499
## 1st Qu.:-19.064 1st Qu.: -9.3124 1st Qu.:-11.113 1st Qu.:-10.903
## Median : -3.960 Median : -0.1369 Median : -1.212 Median : -1.019
## Mean : -3.058 Mean : 4.1915 Mean : 1.850 Mean : 1.684
## 3rd Qu.: 14.419 3rd Qu.: 15.8032 3rd Qu.: 11.305 3rd Qu.: 10.567
## Max. :126.827 Max. : 65.6351 Max. : 62.113 Max. : 68.016
## CW_LvS RW_LvS EW_LvS
## Min. :-64.893 Min. :-73.752 Min. :-77.493
## 1st Qu.: -8.813 1st Qu.: -6.710 1st Qu.: -6.592
## Median : 15.790 Median : 8.322 Median : 10.078
## Mean : 13.694 Mean : 9.379 Mean : 10.682
## 3rd Qu.: 36.236 3rd Qu.: 27.653 3rd Qu.: 30.098
## Max. :108.187 Max. : 81.383 Max. : 97.911Summary 12 Month holding of 10 Stocks
## EWLong RWLong CWLong EWMkt
## Min. :-64.903 Min. :-62.753 Min. :-66.973 Min. :-47.960
## 1st Qu.: -2.881 1st Qu.: -3.985 1st Qu.: -9.359 1st Qu.: -3.833
## Median : 14.511 Median : 11.776 Median : 11.338 Median : 9.502
## Mean : 15.090 Mean : 11.508 Mean : 14.877 Mean : 7.916
## 3rd Qu.: 38.843 3rd Qu.: 32.924 3rd Qu.: 37.988 3rd Qu.: 21.339
## Max. : 95.496 Max. : 88.826 Max. :119.680 Max. : 66.521
## CWMkt Corr EWShort RWShort
## Min. :-46.9228 Min. :-0.23011 Min. :-85.446 Min. :-85.117
## 1st Qu.: -0.9486 1st Qu.:-0.07154 1st Qu.:-32.266 1st Qu.:-27.599
## Median : 10.7848 Median : 0.03006 Median : -7.540 Median : -9.228
## Mean : 6.4440 Mean : 0.01395 Mean : -6.919 Mean : -6.596
## 3rd Qu.: 16.5503 3rd Qu.: 0.09360 3rd Qu.: 10.027 3rd Qu.: 8.227
## Max. : 50.8426 Max. : 0.23139 Max. :131.096 Max. :119.430
## CWShort CW_LvM RWLvCM EW_LvM
## Min. :-91.865 Min. :-44.084 Min. :-38.540 Min. :-38.6908
## 1st Qu.:-28.391 1st Qu.:-10.618 1st Qu.:-11.402 1st Qu.:-14.7855
## Median : -9.770 Median : 3.117 Median : 2.591 Median : 0.6576
## Mean : -6.678 Mean : 8.433 Mean : 5.064 Mean : 7.1737
## 3rd Qu.: 13.156 3rd Qu.: 22.876 3rd Qu.: 16.946 3rd Qu.: 27.1232
## Max. :120.150 Max. :109.343 Max. : 76.733 Max. : 76.8703
## CW_LvS RW_LvS EW_LvS
## Min. :-73.24 Min. :-78.946 Min. :-92.9652
## 1st Qu.: -4.86 1st Qu.: -2.975 1st Qu.: 0.0985
## Median : 15.60 Median : 17.779 Median : 20.2872
## Mean : 21.55 Mean : 18.104 Mean : 22.0083
## 3rd Qu.: 53.11 3rd Qu.: 40.141 3rd Qu.: 53.4058
## Max. :175.11 Max. : 96.426 Max. :123.5858Detail
Detail 1 Month holding of 50 Stocks
## EWLong RWLong CWLong EWMkt CWMkt
## 20030103 0.1938630 1.7956175 3.05096761 1.66287992 1.69007325
## 20030131 1.9427444 2.9040274 1.12707680 0.09289570 -1.32877938
## 20030228 -7.3721632 -8.4135791 -7.18077468 -4.42143383 -2.64713858
## 20030404 -2.0810065 -2.0999716 0.63734964 1.23940424 1.00304516
## 20030502 4.1274102 3.7674270 7.75006214 3.56386238 2.15892213
## 20030530 -1.9152981 -2.6599718 -10.03755730 -5.34575940 -3.47616164
## 20030703 -0.8323743 -0.7728612 -0.55354188 -0.23881168 0.27778994
## 20030801 16.2808742 15.3620083 11.09182092 4.63810125 2.36565591
## 20030829 0.6127822 1.2356402 6.96381956 2.30745782 2.25286253
## 20031003 -2.2116676 -2.0915208 0.20275056 1.21341993 1.33164344
## 20031031 2.2074012 1.5059339 5.25973433 3.48900282 2.02861750
## 20031128 2.4738563 1.5484323 1.57836790 -3.27010957 -2.45965986
## 20040102 7.2216840 6.4278991 5.28606560 2.35887525 3.04016094
## 20040130 -4.1015337 -4.5021702 -2.85801451 -2.82021193 -2.32919355
## 20040227 -4.7882780 -5.4250910 -2.61451488 -4.49910056 -2.40894025
## 20040402 2.8221954 2.4588542 0.16765946 4.96683918 2.57458284
## 20040430 5.3413857 5.5189289 7.68664155 3.28277160 1.11411645
## 20040604 7.4344584 7.1078682 8.55208492 5.57497683 4.25808670
## 20040702 -1.3319463 -0.8086555 0.02848258 -1.11615402 0.07474818
## 20040730 4.5287807 4.4936177 4.81061865 0.95457825 1.90899073
## 20040903 -8.8261741 -9.3171972 -11.59322716 -3.21798185 -2.67000008
## 20040930 1.9012867 1.6090388 0.15531061 4.44326294 3.34116096
## 20041029 2.7569387 3.2859001 6.11682471 0.68382608 1.18104215
## 20041203 18.1273799 17.8568960 16.05364927 6.96057690 4.92115061
## 20041231 -12.7546654 -13.2107911 -10.81619518 -0.18027788 -0.68494830
## 20050131 7.6307585 7.9354618 5.51380921 3.42217171 2.21659131
## 20050228 1.9892332 2.7383763 8.58057437 0.95337662 2.58574733
## 20050331 -9.1778680 -8.2755242 -10.80715646 -4.97395829 -4.02673786
## 20050429 -0.4565202 0.1255275 1.19972007 -0.51883103 -0.37982400
## 20050531 -2.3554017 -1.8369936 -3.23290166 -2.00002095 0.18652914
## 20050630 -2.5558405 -2.2910279 -1.87821606 2.72370766 2.07695061
## 20050729 -3.1557083 -3.6435475 -2.53131625 1.00274255 1.15664505
## 20050831 7.1466667 7.5671974 6.13168164 5.00280925 3.93990118
## 20050930 3.6559694 3.9572076 5.10403415 3.18273882 2.67631791
## 20051031 2.0732694 1.7470230 11.53813038 1.10635308 1.84120127
## 20051130 9.3584999 7.4572362 9.60636902 1.52226280 2.18302825
## 20051230 3.0946404 2.0932821 -3.62130879 -0.49478813 -1.50473166
## 20060131 1.2446156 1.7202873 1.00054409 1.05038845 1.67071026
## 20060228 3.4511419 3.3795569 0.77623344 2.82167211 3.73511657
## 20060331 7.5571583 6.6579502 2.94772977 3.63618943 3.66588907
## 20060428 1.0874358 1.2440605 1.38347982 -0.96261829 -0.41466597
## 20060531 1.1066888 0.3645146 0.02044745 -5.11752581 -2.62929093
## 20060630 0.4545405 0.6881806 7.13478148 0.34094262 0.62749707
## 20060731 9.7029404 10.3937384 17.47333705 2.77141615 5.42239487
## 20060831 12.1134634 16.2585802 22.56112395 2.81334287 4.45619629
## 20060929 -9.4237909 -8.9121287 -13.42408196 -7.15541491 -5.10427689
## 20061031 3.3998980 4.4759656 1.96545188 -0.85099754 -1.04934433
## 20061130 -16.5329158 -15.2418371 -7.31599011 -6.43410125 -7.20121289
## 20061229 3.8330086 3.6593316 8.38136926 -2.47809865 -1.29404920
## 20070131 -4.1478813 -3.6689102 -6.60231538 -1.67773524 -1.87105940
## 20070228 12.1379486 11.9295226 13.01177296 4.58618364 6.13991632
## 20070330 10.8707283 10.4135657 9.02555332 3.87897583 1.76648988
## 20070430 9.2176345 9.2763079 3.86740424 -9.34923616 -7.95101339
## 20070531 -18.3855248 -18.3027065 -17.39557902 0.61093442 -2.29569130
## 20070629 -3.4571570 -3.2891093 -6.24021210 1.77242866 -1.17699928
## 20070731 -20.2856753 -19.1047663 -23.61839610 -10.40067909 -10.87357964
## 20070831 -25.3099197 -24.6079174 -23.51880532 -21.84153401 -19.11877075
## 20070928 -5.0774261 -5.1231413 -8.98746167 -10.96811814 -7.91000408
## 20071031 0.6131773 1.7790919 1.24257034 5.18517743 3.37810627
## 20071130 -16.0937288 -15.7469678 -12.81992384 -8.52312835 -9.22033232
## 20071231 -9.9173263 -9.2548395 -9.48478130 -10.96263040 -9.69909677
## 20080131 27.4167324 17.0455087 17.27144662 9.21552945 8.25712774
## 20080229 23.7827368 10.5540440 21.88487433 15.89530836 10.20356319
## 20080331 1.2208362 -0.5189388 4.92698542 6.15731934 8.63216963
## 20080430 2.3514913 2.5966016 -1.85926828 0.50223587 -0.88384523
## 20080530 10.4581825 9.4748444 9.93070497 9.46522816 8.74603745
## 20080630 9.7141391 7.0390901 19.77011370 2.96730386 2.34351444
## 20080731 12.6384002 12.9654494 9.93519989 6.39062176 4.61876745
## 20080829 -10.1239000 -7.5901387 -5.66903109 -4.98078422 -2.15758351
## 20080930 5.2609841 4.2363725 -0.63344528 4.13198374 5.05497032
## 20081031 12.3596346 10.7856562 -0.02413539 6.08671774 1.97634285
## 20081128 -4.8378897 -3.8384746 -8.46022428 -3.50338795 -4.72900021
## 20081231 6.9175247 5.1324499 6.59006732 3.78068760 2.44088143
## 20090130 13.2663637 11.7633444 12.09403753 7.09574089 5.83746659
## 20090227 6.4640737 5.9711293 -0.41824491 4.23935955 0.22816458
## 20090331 -14.2510279 -11.4040497 -12.45708457 -7.97932504 -8.99341288
## 20090430 -13.4702349 -11.3750953 5.64666764 -5.75237142 -4.08533173
## 20090529 12.7756267 10.8442082 1.75597374 7.34374444 8.16929266
## 20090630 -11.1602145 -10.6484793 -2.48122863 -5.41083383 -4.20902175
## 20090731 11.0623963 10.2636793 9.05420928 10.84626296 9.36654099
## 20090831 6.6874752 5.8992641 6.41802079 4.04766602 3.88524178
## 20090930 3.3856238 2.9026819 1.90559535 1.82126476 -1.39070734
## 20091030 7.7631716 4.9048765 -2.89846565 7.12722235 6.69280806
## 20091130 1.1529023 2.1355061 3.53066056 0.50935380 1.60076592
## 20091231 9.2371821 10.7246884 6.03889298 4.08570149 3.14002918
## 20100129 3.0037996 3.4342668 -0.15503793 1.53646870 -0.01269378
## 20100226 -0.8615510 0.4371454 3.16593804 2.71839671 3.34693774
## 20100331 -5.1473575 -4.6266948 -3.39219763 -2.12157595 -2.13637131
## 20100430 -1.2761179 -0.7796020 0.56604158 -2.36444433 -1.66147755
## 20100528 -0.7659625 -1.0693662 -0.10342507 -3.26553833 -2.28530040
## 20100630 -10.4978083 -9.9477863 -7.64703310 -7.81949135 -6.75677241
## 20100730 -12.4203227 -10.6852675 -14.79153523 -10.93369802 -9.68620745
## 20100831 9.5260718 7.9125986 6.44290005 13.34481603 11.42115600
## 20100930 0.6427686 0.3898901 -3.09221810 -1.36702065 -1.36340697
## 20101029 -0.4157040 -0.2038922 3.42886170 -0.38889544 -0.62544682
## 20101130 5.1357108 4.2939764 0.76287612 7.15145536 5.63061614
## 20101231 9.0095531 7.4632600 9.70891501 3.02925470 3.90643537
## 20110131 4.9893030 4.4271658 4.88067841 1.38724991 1.06086391
## 20110228 1.3060951 1.4382975 0.21916526 -1.29205883 -1.12460794
## 20110331 -5.6474816 -4.8046608 -3.65338884 -7.77543619 -8.61486271
## 20110429 3.3174343 1.8855515 1.96835665 3.86735071 4.41763863
## 20110531 -0.7502119 0.5888413 0.67207808 -0.38098450 0.82512468
## 20110630 1.1626761 0.7767747 1.33751968 2.73887150 2.12983184
## 20110729 1.5079006 1.0759583 1.00078189 2.91861057 2.65975631
## 20110831 -2.7823934 -2.9330345 -3.18544208 -1.40803429 -0.96336574
## 20110930 1.8428930 1.2033989 1.19124993 0.66571072 0.65882873
## 20111031 2.2841735 2.4807685 1.89448935 2.19699870 2.02049266
## 20111130 6.6303108 7.3094655 6.96800111 5.80478744 4.60032675
## 20111230 1.2640243 1.8966426 3.53736977 0.55358982 -0.48368232
## 20120131 8.0639571 7.9853103 5.65837590 3.71782446 2.37031109
## 20120229 1.5048391 0.6013391 1.43488881 0.39522296 1.85658465
## 20120330 7.3741371 7.2294086 8.40705698 2.79515037 0.24643904
## 20120430 -2.4679714 -2.3650332 -2.98414109 -0.91313530 -2.35532574
## 20120531 11.7003776 11.6420493 12.08920242 6.12384355 5.03755269
## 20120629 -3.9367544 -3.3860190 -0.50299034 -2.63429090 -2.40653951
## 20120731 9.6233830 8.4115433 8.71994539 5.55368448 4.43104879
## 20120831 -2.8645685 -2.5605837 -5.33299955 2.77355678 3.84684543
## 20120928 2.3233665 1.3091441 1.20789351 2.96425990 1.87772682
## 20121031 3.8397716 5.6050543 5.62638320 2.22501607 2.12301978
## 20121130 5.0067708 5.3703067 11.78508319 -2.40193170 -4.00467708
## 20121231 9.7065341 9.3648184 12.16630539 4.60266135 4.79661999
## 20130131 -9.1440435 -9.2592183 -9.41399914 -0.12790481 0.19604676
## 20130228 -12.0111680 -11.7402918 -8.38305813 -2.56879884 0.40378834
## 20130329 -3.7076765 -2.1484756 0.67835301 0.96220426 1.59438892
## 20130430 10.3015750 9.6774517 6.20441739 4.67782522 2.44644902
## 20130531 -6.9316173 -6.6933734 -1.31537446 -4.58279125 -1.92241221
## 20130628 9.5587307 8.7922785 8.60256934 4.17723904 3.23835717
## 20130731 -9.1399384 -8.4070044 -5.39984957 -5.04783164 -3.21519758
## 20130830 -1.1586181 -2.9828308 0.08117537 3.60380709 1.22173123
## 20130930 1.1220007 1.1014884 2.95625296 -0.05538169 1.29826302
## 20131031 5.0593522 5.5802411 -0.20120306 0.68039037 -1.70432970
## 20131129 -1.0622583 -0.8794085 0.14237987 -3.07016060 -2.15649979
## 20131231 6.7458149 6.4743033 5.48981923 5.88292263 5.54259579
## 20140131 8.2106569 6.5404520 7.09663224 0.25963990 -1.68267646
## 20140228 -3.1158677 -1.9180743 3.61328026 0.30122985 1.96456128
## 20140331 14.4811634 11.3987832 5.49815599 0.97748764 0.07274883
## 20140430 0.8797434 -0.5622258 -0.32199962 -0.78096580 -2.37197622
## 20140530 4.1171681 3.5411645 8.94799984 -1.93362312 0.58998403
## 20140630 -14.0374156 -14.1809591 -15.66695619 -6.16915011 -6.87625340
## 20140731 -18.2730729 -17.7904345 -14.07187526 -5.75887786 -4.05517215
## 20140829 -1.7047445 -1.6325744 -1.95466041 6.25200294 7.49283475
## Corr EWShort RWShort CWShort CW_LvM
## 20030103 -0.089336036 2.55812313 2.36826667 4.7580796 1.36089436
## 20030131 -0.027539104 0.25946866 0.63723848 -0.5090246 2.45585618
## 20030228 -0.161435431 -3.22227392 -3.71397651 -0.2108796 -4.53363610
## 20030404 -0.022884379 -0.42131345 -0.26984519 0.1846588 -0.36569552
## 20030502 0.061919993 2.13123131 2.32737298 1.1511134 5.59114002
## 20030530 -0.031104540 -1.40350832 -1.16184334 0.0499233 -6.56139566
## 20030703 -0.084834791 2.06023308 3.39091118 2.8245963 -0.83133182
## 20030801 0.156065539 9.84518312 9.77092542 8.4124546 8.72616502
## 20030829 -0.124868366 6.05209199 5.84310074 8.5564447 4.71095703
## 20031003 -0.342159993 6.95591367 6.59427167 6.6463369 -1.12889289
## 20031031 -0.062917760 4.89391357 5.31249590 5.0908278 3.23111683
## 20031128 0.236733520 -12.38995563 -10.53163909 -6.1695920 4.03802776
## 20040102 0.185906531 -4.32842604 -3.21823957 -2.8882317 2.24590466
## 20040130 0.037458023 -5.35883081 -5.49643105 -3.0297354 -0.52882096
## 20040227 0.058401894 -8.47713767 -8.66034487 -8.5351851 -0.20557463
## 20040402 -0.134236315 10.07994095 8.65881486 12.0815559 -2.40692338
## 20040430 0.034798042 7.71014299 8.39743125 8.4863457 6.57252509
## 20040604 -0.010814203 10.48607411 10.44647052 10.1849412 4.29399822
## 20040702 0.068014098 -2.99337164 -1.72893514 -2.1493431 -0.04626560
## 20040730 0.176556219 -1.29137425 -1.86121678 0.1119589 2.90162793
## 20040903 -0.154379926 -7.13483428 -6.78771487 -6.3833204 -8.92322708
## 20040930 0.012575468 6.98518319 6.68573976 5.6838761 -3.18585035
## 20041029 0.055546598 0.84845579 -0.22425779 -2.0274072 4.93578256
## 20041203 0.211787215 6.93798639 7.89170901 5.6422580 11.13249867
## 20041231 -0.155843813 -0.71546996 -0.42971670 -3.2684721 -10.13124688
## 20050131 0.137005658 1.90631354 2.65656159 3.4502594 3.29721790
## 20050228 0.097962653 -0.03085623 0.50653048 5.3925598 5.99482704
## 20050331 -0.184480685 -0.30704941 -0.04039991 1.3555075 -6.78041860
## 20050429 -0.030314327 -0.82622626 -0.87754761 0.8814251 1.57954406
## 20050531 -0.028211955 -5.71211265 -4.62018516 -6.8019961 -3.41943080
## 20050630 -0.101476714 2.12909455 1.79244867 0.5057598 -3.95516668
## 20050729 -0.125430372 1.33799701 0.52086849 3.6052736 -3.68796130
## 20050831 -0.022405633 9.35257491 9.14846895 7.0298442 2.19178045
## 20050930 -0.028477894 3.85213465 4.88456325 8.4414443 2.42771624
## 20051031 0.105169606 -1.51738189 -1.21502762 -4.6109565 9.69692911
## 20051130 0.044220213 3.02398401 3.11763434 -1.4492549 7.42334078
## 20051230 0.034774888 0.21916619 0.37213841 0.3137423 -2.11657714
## 20060131 0.121118533 -3.48680855 -2.89186043 -0.7962376 -0.67016617
## 20060228 0.045466168 4.07829537 4.39410068 2.7846973 -2.95888313
## 20060331 0.074395982 1.80806505 1.92834715 0.6891244 -0.71815930
## 20060428 0.097582658 -4.87091383 -5.12228254 -6.3431814 1.79814579
## 20060531 0.239572970 -15.82755996 -14.77601108 -16.6195730 2.64973838
## 20060630 -0.066407811 -3.22372748 -2.00733574 -11.9613245 6.50728441
## 20060731 0.178913614 -1.45101704 -1.41950489 -1.5608248 12.05094218
## 20060831 0.268231919 -6.71496919 -6.64872831 -5.2702771 18.10492766
## 20060929 0.036170729 -12.75203596 -13.26054140 -20.5383782 -8.31980507
## 20061031 0.149608914 -0.01664867 -1.46492320 -5.0410306 3.01479621
## 20061130 -0.324609820 5.26306981 4.86840125 3.0897176 -0.11477721
## 20061229 0.138619698 -8.69032199 -9.45852984 -16.8331657 9.67541846
## 20070131 0.041301631 -11.89668233 -10.87071491 -8.7896632 -4.73125598
## 20070228 0.083534982 2.49965278 2.48640979 14.0538356 6.87185664
## 20070330 0.165828081 -9.97188624 -10.10219098 -11.2766479 7.25906344
## 20070430 0.431282296 -24.60396388 -26.20658377 -27.2144307 11.81841764
## 20070531 -0.279301574 7.06968741 6.33284560 9.8448112 -15.09988772
## 20070629 -0.195689071 8.71145187 6.86854078 -2.0601519 -5.06321282
## 20070731 -0.051770610 -10.16500213 -8.57371193 -29.2967747 -12.74481647
## 20070831 0.121235906 -21.24563756 -21.54987826 -23.5245101 -4.40003458
## 20070928 0.201634418 -23.05492992 -23.46879713 -22.1065564 -1.07745758
## 20071031 -0.146426687 10.84608299 11.32390662 3.1818144 -2.13553593
## 20071130 0.010863772 -17.94790968 -18.01343153 -26.2958270 -3.59959152
## 20071231 0.145587447 -23.27538120 -22.18578234 -19.6342015 0.21431547
## 20080131 -0.022853035 13.83762771 14.54051080 20.3573204 9.01431888
## 20080229 -0.272835443 43.43989194 40.47529033 39.6582280 11.68131115
## 20080331 -0.232186594 12.73183976 12.15049433 21.6724113 -3.70518421
## 20080430 0.120455587 -2.65043268 -1.98099547 -3.0708698 -0.97542305
## 20080530 -0.022191628 14.58589204 14.01048468 9.5221296 1.18466752
## 20080630 0.032407222 4.16118724 3.18925896 8.4708126 17.42659925
## 20080731 0.123387731 4.39965436 4.16782824 1.1430422 5.31643245
## 20080829 -0.073215558 -6.09751853 -5.73744501 -7.7968599 -3.51144759
## 20080930 0.002716724 3.34167915 2.44062806 4.4606967 -5.68841560
## 20081031 0.172285553 4.50167130 3.72639400 -0.9893921 -2.00047824
## 20081128 -0.047484404 1.42033549 1.16856045 -4.1052679 -3.73122408
## 20081231 0.102596327 2.09739419 1.95637788 0.9999973 4.14918589
## 20090130 0.100066047 6.04477904 5.02544689 6.0252376 6.25657094
## 20090227 0.032333884 4.40793320 3.77372318 2.9451532 -0.64640949
## 20090331 -0.162113412 -6.94844746 -6.99244073 -7.3727116 -3.46367169
## 20090430 -0.193159190 -4.09151573 -3.59386989 -4.6585645 9.73199937
## 20090529 0.130801248 5.64022051 4.59046826 6.4886496 -6.41331891
## 20090630 -0.010306853 -7.31381926 -6.18148450 -4.7983060 1.72779312
## 20090731 0.178519932 3.01377943 3.63701858 8.9493953 -0.31233171
## 20090831 0.075285661 4.83124079 4.58043237 5.7109000 2.53277901
## 20090930 0.150724107 -3.58181204 -2.72052510 -5.3198900 3.29630268
## 20091030 0.028347223 4.32230772 4.31170162 7.7294988 -9.59127371
## 20091130 0.012889267 1.16424629 1.01109695 4.6733448 1.92989464
## 20091231 0.178551116 0.67114102 0.64131493 0.9562852 2.89886381
## 20100129 0.103931701 -1.19111050 -1.19202196 -2.3047595 -0.14234414
## 20100226 -0.049830730 1.24923995 1.24636300 6.1801217 -0.18099970
## 20100331 -0.077271569 -4.73509721 -2.89126923 -0.4994413 -1.25582632
## 20100430 0.049982606 -6.81044085 -5.31358060 -5.3371505 2.22751912
## 20100528 0.026643346 -0.83488583 0.37531075 -2.9890693 2.18187533
## 20100630 -0.153352214 -8.30198857 -7.26191192 -1.7713517 -0.89026069
## 20100730 -0.092029048 -21.55999314 -20.91570557 -21.1148130 -5.10532778
## 20100831 0.003242313 15.77169407 15.81974823 19.2584044 -4.97825596
## 20100930 0.188365185 -9.62435633 -9.68560111 -10.0928806 -1.72881113
## 20101029 0.083686563 -8.75151961 -8.14981263 -5.4832415 4.05430853
## 20101130 -0.333648803 17.60461752 16.92408417 16.2947815 -4.86774002
## 20101231 -0.018838354 3.45963832 4.03832025 1.5962394 5.80247964
## 20110131 0.093201971 0.79248771 2.68477067 -1.7740715 3.81981451
## 20110228 0.163855513 -2.29954829 -2.17695464 -6.5111372 1.34377320
## 20110331 0.301688012 -17.69573515 -16.19031803 -20.6987295 4.96147387
## 20110429 -0.043627864 3.79793745 4.82303850 4.7176328 -2.44928198
## 20110531 0.123748220 -4.96656277 -4.48416872 -3.0190151 -0.15304660
## 20110630 -0.067419566 5.17070096 5.32184945 6.1592116 -0.79231216
## 20110729 -0.102271920 6.74966691 6.86183372 6.0983459 -1.65897442
## 20110831 0.029205431 0.31083831 0.22232884 -0.4148037 -2.22207633
## 20110930 0.092614412 0.32799612 -0.36252939 1.8395364 0.53242119
## 20111031 -0.073868720 3.64669850 3.18416326 4.8997251 -0.12600331
## 20111130 0.068011657 4.47634190 4.80751443 1.4699172 2.36767435
## 20111230 0.065432712 -4.69019773 -4.48442413 -17.0495081 4.02105209
## 20120131 0.134413708 4.77453520 5.04142895 2.7420286 3.28806481
## 20120229 0.102096724 -5.48699072 -5.16531325 -7.1866732 -0.42169585
## 20120330 0.006807218 1.80616309 2.51931444 -1.7911828 8.16061794
## 20120430 0.091144323 -7.60703278 -7.26861303 -16.3255905 -0.62881534
## 20120531 0.123035791 4.85275097 2.18092238 5.6944080 7.05164973
## 20120629 -0.032225621 0.66710173 -0.30477312 4.6357825 1.90354917
## 20120731 0.174133621 -1.14715917 1.06222963 1.1926174 4.28889660
## 20120831 -0.049520573 -0.02330969 0.65757799 0.9894949 -9.17984498
## 20120928 0.153885214 -4.37608621 -3.99412905 -8.1741723 -0.66983331
## 20121031 0.122094062 -2.66328016 -2.24236147 -2.5942788 3.50336343
## 20121130 0.013306869 6.41860905 5.04702931 7.4092333 15.78976028
## 20121231 0.085897608 5.56804301 4.57676812 4.2137172 7.36968540
## 20130131 -0.204381376 0.59433300 0.94414622 3.7636025 -9.61004590
## 20130228 -0.352451208 2.41478852 2.55487255 4.1885429 -8.78684647
## 20130329 -0.031692518 2.42157116 2.32760643 3.0744643 -0.91603591
## 20130430 0.056903045 6.64709947 4.20422750 2.3789920 3.75796837
## 20130531 -0.021673549 -3.55467100 -3.36430909 0.5236685 0.60703775
## 20130628 0.079941704 6.70575556 6.84518664 9.8084664 5.36421218
## 20130731 -0.042750240 -6.20191508 -5.44398692 -5.1249423 -2.18465199
## 20130830 -0.081181849 2.13418377 2.91012788 3.5118249 -1.14055586
## 20130930 0.047629059 -2.55603444 -2.20753777 -2.4508749 1.65798994
## 20131031 0.089728670 -4.42221459 -4.87649124 -10.1698779 1.50312664
## 20131129 0.152368139 -10.44849429 -10.57071896 -11.8703240 2.29887967
## 20131231 -0.074143090 10.45174158 9.60146007 7.8523094 -0.05277656
## 20140131 0.205803635 -11.90780693 -12.21305113 -11.2227342 8.77930871
## 20140228 -0.388122908 26.43286713 25.56786947 35.7437945 1.64871899
## 20140331 0.292878740 -11.69085961 -11.03613023 -10.5549633 5.42540715
## 20140430 0.176016637 -8.73726459 -8.85089374 -7.7141386 2.04997660
## 20140530 0.329026150 -24.31950102 -23.57677886 -15.5461625 8.35801581
## 20140630 -0.076598336 -5.14704391 -5.05763301 -4.1730849 -8.79070279
## 20140731 0.211259752 -21.64292767 -20.66953099 -16.5306401 -10.01670312
## 20140829 -0.155185615 9.47265522 10.17591433 13.4834828 -9.44749516
## RWLvCM EW_LvM CW_LvS RW_LvS EW_LvS
## 20030103 0.105544225 -1.46901692 -1.707111967 -0.5726492 -2.36426013
## 20030131 4.232806756 1.84984870 1.636101416 2.2667889 1.68327573
## 20030228 -5.766440485 -2.95072932 -6.969895093 -4.6996026 -4.14988924
## 20030404 -3.103016757 -3.32041070 0.452690809 -1.8301264 -1.65969301
## 20030502 1.608504872 0.56354783 6.598948714 1.4400540 1.99617890
## 20030530 0.816189859 3.43046127 -10.087480603 -1.4981284 -0.51178980
## 20030703 -1.050651172 -0.59356262 -3.378138129 -4.1637724 -2.89260738
## 20030801 12.996352355 11.64277293 2.679366295 5.5910828 6.43569106
## 20030829 -1.017222365 -1.69467563 -1.592625138 -4.6074606 -5.43930981
## 20031003 -3.423164230 -3.42508750 -6.443586327 -8.6857925 -9.16758123
## 20031031 -0.522683622 -1.28160166 0.168906499 -3.8065620 -2.68651241
## 20031128 4.008092120 5.74396590 7.747959919 12.0800713 14.86381195
## 20040102 3.387738142 4.86280880 8.174297334 9.6461387 11.55011009
## 20040130 -2.172976685 -1.28132173 0.171720872 0.9942608 1.25729715
## 20040227 -3.016150778 -0.28917743 5.920670225 3.2352538 3.68885968
## 20040402 -0.115728654 -2.14464375 -11.913896454 -6.1999607 -7.25774551
## 20040430 4.404812467 2.05861411 -0.799704196 -2.8785023 -2.36875728
## 20040604 2.849781488 1.85948161 -1.632856267 -3.3386023 -3.05161567
## 20040702 -0.883403694 -0.21579230 2.177825634 0.9202796 1.66142533
## 20040730 2.584626979 3.57420243 4.698659803 6.3548345 5.82015494
## 20040903 -6.647197099 -5.60819225 -5.209906753 -2.5294823 -1.69133982
## 20040930 -1.732122207 -2.54197620 -5.528565535 -5.0767010 -5.08389645
## 20041029 2.104857980 2.07311266 8.144231875 3.5101579 1.90848295
## 20041203 12.935745431 11.16680296 10.411391313 9.9651870 11.18939347
## 20041231 -12.525842774 -12.57438750 -7.547723041 -12.7810744 -12.03919542
## 20050131 5.718870485 4.20858684 2.063549851 5.2789002 5.72444501
## 20050228 0.152629018 1.03585654 3.188014600 2.2318459 2.02008938
## 20050331 -4.248786336 -4.20390976 -12.162664004 -8.2351243 -8.87081864
## 20050429 0.505351501 0.06231079 0.318294925 1.0030751 0.36970602
## 20050531 -2.023522750 -0.35538076 3.569094404 2.7831915 3.35671093
## 20050630 -4.367978517 -5.27954812 -2.383975865 -4.0834766 -4.68493502
## 20050729 -4.800192597 -4.15845087 -6.136589873 -4.1644160 -4.49370532
## 20050831 3.627296176 2.14385749 -0.898162549 -1.5812716 -2.20590816
## 20050930 1.280889703 0.47323055 -3.337410118 -0.9273556 -0.19616528
## 20051031 -0.094178291 0.96691630 16.149086917 2.9620506 3.59065128
## 20051130 5.274207988 7.83623712 11.055623946 4.3396019 6.33451591
## 20051230 3.598013718 3.58942854 -3.935051073 1.7211437 2.87547422
## 20060131 0.049577051 0.19422717 1.796781706 4.6121477 4.73142416
## 20060228 -0.355559652 0.62946977 -2.008463879 -1.0145438 -0.62715350
## 20060331 2.992061120 3.92096884 2.258605344 4.7296030 5.74909322
## 20060428 1.658726450 2.05005414 7.726661238 6.3663430 5.95834968
## 20060531 2.993805574 6.22421459 16.640020442 15.1405257 16.93424874
## 20060630 0.060683495 0.11359793 19.096105974 2.6955163 3.67826803
## 20060731 4.971343531 6.93152424 19.034161860 11.8132433 11.15395743
## 20060831 11.802383877 9.30012053 27.831401035 22.9073085 18.82843259
## 20060929 -3.807851763 -2.26837601 7.114296203 4.3484127 3.32824503
## 20061031 5.525309894 4.25089558 7.006482505 5.9408888 3.41654670
## 20061130 -8.040624182 -10.09881453 -10.405707686 -20.1102383 -21.79598559
## 20061229 4.953380845 6.31110720 25.214534973 13.1178615 12.52333054
## 20070131 -1.797850800 -2.47014602 2.187347771 7.2018047 7.74880108
## 20070228 5.789606286 7.55176496 -1.042062626 9.4431128 9.63829582
## 20070330 8.647075855 6.99175247 20.302201246 20.5157567 20.84261454
## 20070430 17.227321259 18.56687063 31.081834959 35.4828916 33.82159835
## 20070531 -16.007015190 -18.99645922 -27.240390240 -24.6355521 -25.45521222
## 20070629 -2.112110020 -5.22958567 -4.180060165 -10.1576501 -12.16860888
## 20070731 -8.231186695 -9.88499618 5.678378603 -10.5310544 -10.12067315
## 20070831 -5.489146625 -3.46838568 0.005704798 -3.0580391 -4.06428213
## 20070928 2.786862810 5.89069206 13.119094753 18.3456559 17.97750384
## 20071031 -1.599014343 -4.57200018 -1.939244037 -9.5448147 -10.23290574
## 20071130 -6.526635514 -7.57060041 13.475903138 2.2664637 1.85418092
## 20071231 0.444257308 1.04530409 10.149420215 12.9309429 13.35805489
## 20080131 8.788380983 18.20120296 -3.085873823 2.5049979 13.57910471
## 20080229 0.350480846 7.88742839 -17.773353678 -29.9212463 -19.65715519
## 20080331 -9.151108390 -4.93648313 -16.745425830 -12.6694331 -11.51100355
## 20080430 3.480446819 1.84925542 1.211601566 4.5775971 5.00192398
## 20080530 0.728806977 0.99295437 0.408575378 -4.5356403 -4.12770951
## 20080630 4.695575660 6.74683522 11.299301085 3.8498311 5.55295184
## 20080731 8.346681918 6.24777848 8.792157741 8.7976211 8.23874588
## 20080829 -5.432555235 -5.14311579 2.127828833 -1.8526937 -4.02638148
## 20080930 -0.818597803 1.12900031 -5.094142023 1.7957445 1.91930491
## 20081031 8.809313384 6.27291690 0.965256665 7.0592622 7.85796333
## 20081128 0.890525654 -1.33450178 -4.354956429 -5.0070350 -6.25822523
## 20081231 2.691568485 3.13683706 5.590070003 3.1760720 4.82013048
## 20090130 5.925877808 6.17062276 6.068799943 6.7378975 7.22158462
## 20090227 5.742964679 2.22471412 -3.363398152 2.1974061 2.05614047
## 20090331 -2.410636865 -6.27170286 -5.084372971 -4.4116090 -7.30258045
## 20090430 -7.289763613 -7.71786349 10.305232167 -7.7812254 -9.37871919
## 20090529 2.674915582 5.43188226 -4.732675831 6.2537400 7.13540619
## 20090630 -6.439457580 -5.74938063 2.317077387 -4.4669948 -3.84639521
## 20090731 0.897138351 0.21613331 0.104813992 6.6266608 8.04861683
## 20090831 2.014022334 2.63980915 0.707120796 1.3188317 1.85623438
## 20090930 4.293389199 1.56435901 7.225485377 5.6232070 6.96743580
## 20091030 -1.787931519 0.63594921 -10.627964431 0.5931749 3.44086384
## 20091130 0.534740190 0.64354855 -1.142684269 1.1244092 -0.01134395
## 20091231 7.584659210 5.15148063 5.082607780 10.0833735 8.56604110
## 20100129 3.446960584 1.46733091 2.149721590 4.6262888 4.19491011
## 20100226 -2.909792359 -3.57994773 -3.014183630 -0.8092176 -2.11079096
## 20100331 -2.490323486 -3.02578159 -2.892756325 -1.7354256 -0.41226032
## 20100430 0.881875528 1.08832648 5.903192074 4.5339786 5.53432300
## 20100528 1.215934165 2.49957584 2.885644258 -1.4446770 0.06892334
## 20100630 -3.191013858 -2.67831698 -5.875681448 -2.6858743 -2.19581976
## 20100730 -0.999060083 -1.48662469 6.323277767 10.2304380 9.13967044
## 20100831 -3.508557420 -3.81874423 -12.815504355 -7.9071496 -6.24562228
## 20100930 1.753297031 2.00978924 7.000662482 10.0754912 10.26712492
## 20101029 0.421554631 -0.02680859 8.912103242 7.9459204 8.33581557
## 20101130 -1.336639738 -2.01574454 -15.531905425 -12.6301078 -12.46890669
## 20101231 3.556824632 5.98029840 8.112675590 3.4249397 5.54991478
## 20110131 3.366301885 3.60205314 6.654749959 1.7423951 4.19681533
## 20110228 2.562905424 2.59815390 6.730302435 3.6152521 3.60564336
## 20110331 3.810201885 2.12795464 17.045340622 11.3856572 12.04825360
## 20110429 -2.532087147 -0.54991639 -2.749276153 -2.9374870 -0.48050313
## 20110531 -0.236283408 -0.36922744 3.691093129 5.0730100 4.21635083
## 20110630 -1.353057134 -1.57619544 -4.821691914 -4.5450747 -4.00802490
## 20110729 -1.583798051 -1.41070997 -5.097564002 -5.7858755 -5.24176631
## 20110831 -1.969668762 -1.37435907 -2.770638392 -3.1553633 -3.09323167
## 20110930 0.544570195 1.17718229 -0.648286464 1.5659283 1.51489688
## 20111031 0.460275853 0.08717475 -3.005235747 -0.7033947 -1.36252504
## 20111130 2.709138765 0.82552337 5.498083864 2.5019511 2.15396891
## 20111230 2.380324962 0.71043446 20.586877841 6.3810668 5.95422201
## 20120131 5.614999225 4.34613262 2.916347273 2.9438814 3.28942188
## 20120229 -1.255245510 1.10961617 8.621562022 5.7666524 6.99182986
## 20120330 6.982969530 4.57898674 10.198239788 4.7100941 5.56797403
## 20120430 -0.009707473 -1.55483609 13.341449412 4.9035798 5.13906139
## 20120531 6.604496564 5.57653408 6.394794395 9.4611269 6.84762666
## 20120629 -0.979479502 -1.30246347 -5.138772822 -3.0812459 -4.60385610
## 20120731 3.980494509 4.06969856 7.527327986 7.3493137 10.77054221
## 20120831 -6.407429088 -5.63812525 -6.322494401 -3.2181616 -2.84125877
## 20120928 -0.568582720 -0.64089339 9.382065798 5.3032731 6.69945272
## 20121031 3.482034492 1.61475557 8.220662049 7.8474157 6.50305180
## 20121130 9.374983828 7.40870252 4.375849918 0.3232774 -1.41183822
## 20121231 4.568198386 5.10387271 7.952588239 4.7880503 4.13849106
## 20130131 -9.455265078 -9.01613868 -13.177601657 -10.2033645 -9.73837649
## 20130228 -12.144080090 -9.44236916 -12.571601057 -14.2951643 -14.42595652
## 20130329 -3.742864522 -4.66988071 -2.396111295 -4.4760820 -6.12924761
## 20130430 7.231002702 5.62374980 3.825425443 5.4732242 3.65447555
## 20130531 -4.770961229 -2.34882601 -1.839042913 -3.3290643 -3.37694626
## 20130628 5.553921310 5.38149165 -1.205897070 1.9470918 2.85297513
## 20130731 -5.191806855 -4.09210674 -0.274907280 -2.9630175 -2.93802330
## 20130830 -4.204562031 -4.76242517 -3.430649493 -5.8929587 -3.29280185
## 20130930 -0.196774620 1.17738240 5.407127833 3.3090262 3.67803516
## 20131031 7.284570791 4.37896181 9.968674801 10.4567323 9.48156677
## 20131129 1.277091268 2.00790228 12.012703846 9.6913104 9.38623597
## 20131231 0.931707554 0.86289224 -2.362490204 -3.1271567 -3.70592671
## 20140131 8.223128445 7.95101701 18.319366398 18.7535031 20.11846384
## 20140228 -3.882635576 -3.41709755 -32.130514268 -27.4859438 -29.54873484
## 20140331 11.326034319 13.50367579 16.053119240 22.4349134 26.17202304
## 20140430 1.809750444 1.66070918 7.392138973 8.2886680 9.61700797
## 20140530 2.951180424 6.05079117 24.494162317 27.1179433 28.43666908
## 20140630 -7.304705722 -7.86826549 -11.493871297 -9.1233261 -8.89037169
## 20140731 -13.735262328 -12.51419505 2.458764823 2.8790965 3.36985476
## 20140829 -9.125409131 -7.95674745 -15.438143183 -11.8084887 -11.17739973Detail 1 Month holding of 30 Stocks
## EWLong RWLong CWLong EWMkt CWMkt
## 20030103 -3.07768182 -0.90733913 2.13153644 1.66287992 1.69007325
## 20030131 4.87799156 7.51826625 3.25265200 0.09289570 -1.32877938
## 20030228 -9.47325740 -10.95137823 -9.45783481 -4.42143383 -2.64713858
## 20030404 -2.75660475 -3.15753700 -0.69036927 1.23940424 1.00304516
## 20030502 8.09258909 7.66523677 11.13470220 3.56386238 2.15892213
## 20030530 -2.80779655 -4.49048262 -12.42566981 -5.34575940 -3.47616164
## 20030703 -0.13777936 -0.03497889 1.08236582 -0.23881168 0.27778994
## 20030801 18.10184690 17.21864576 13.23915244 4.63810125 2.36565591
## 20030829 0.98943203 2.42590956 7.76121396 2.30745782 2.25286253
## 20031003 -1.00970341 -0.56697518 0.98314473 1.21341993 1.33164344
## 20031031 2.78334003 2.99637932 6.87485371 3.48900282 2.02861750
## 20031128 3.11452672 1.41787378 1.36557620 -3.27010957 -2.45965986
## 20040102 8.69274139 7.17882453 8.44022049 2.35887525 3.04016094
## 20040130 -3.18053505 -4.55115899 -1.68381153 -2.82021193 -2.32919355
## 20040227 -4.30473816 -5.14603546 -2.00137311 -4.49910056 -2.40894025
## 20040402 4.09498664 3.37643840 -0.25098956 4.96683918 2.57458284
## 20040430 4.86192212 5.15496755 6.62641289 3.28277160 1.11411645
## 20040604 7.09351006 6.55385864 4.91016280 5.57497683 4.25808670
## 20040702 -2.24568750 -2.47236576 -0.55390692 -1.11615402 0.07474818
## 20040730 4.29468232 4.63691847 4.27542167 0.95457825 1.90899073
## 20040903 -7.92942848 -8.27485343 -11.91539903 -3.21798185 -2.67000008
## 20040930 2.98273005 2.59340708 -0.52680803 4.44326294 3.34116096
## 20041029 3.31783015 3.88061625 5.89653334 0.68382608 1.18104215
## 20041203 16.49895653 16.84988308 16.00437655 6.96057690 4.92115061
## 20041231 -12.48987705 -12.86894014 -10.13996373 -0.18027788 -0.68494830
## 20050131 6.39501706 7.11272470 4.76464717 3.42217171 2.21659131
## 20050228 0.34446181 0.58983367 10.10293280 0.95337662 2.58574733
## 20050331 -7.54890399 -6.29047474 -11.75673286 -4.97395829 -4.02673786
## 20050429 -1.70541708 -0.82654416 1.61713398 -0.51883103 -0.37982400
## 20050531 -4.18294523 -3.60016870 -6.85787603 -2.00002095 0.18652914
## 20050630 -3.57956305 -3.41321071 -1.69347263 2.72370766 2.07695061
## 20050729 -2.77592084 -3.42387598 -2.51640903 1.00274255 1.15664505
## 20050831 6.65592827 7.47918854 5.25677665 5.00280925 3.93990118
## 20050930 5.23514389 4.80109418 8.63316963 3.18273882 2.67631791
## 20051031 1.49270334 0.27413745 -1.53274113 1.10635308 1.84120127
## 20051130 11.36674995 10.07974804 10.70488424 1.52226280 2.18302825
## 20051230 1.96420059 0.80245177 -4.65905613 -0.49478813 -1.50473166
## 20060131 1.89097480 2.83027239 2.78118857 1.05038845 1.67071026
## 20060228 3.66947302 3.71646952 2.15325811 2.82167211 3.73511657
## 20060331 8.07319095 7.41474377 7.06677127 3.63618943 3.66588907
## 20060428 3.12162367 3.12202502 1.58159604 -0.96261829 -0.41466597
## 20060531 0.52199515 -0.65396683 0.81039124 -5.11752581 -2.62929093
## 20060630 2.36889640 2.44618826 8.93711049 0.34094262 0.62749707
## 20060731 9.46226130 10.02858253 19.30006599 2.77141615 5.42239487
## 20060831 7.85180098 12.78216164 11.48179128 2.81334287 4.45619629
## 20060929 -10.56006173 -9.56922997 -15.68813809 -7.15541491 -5.10427689
## 20061031 4.03522489 5.41600377 -3.86788392 -0.85099754 -1.04934433
## 20061130 -17.60920591 -17.44717309 -8.23048170 -6.43410125 -7.20121289
## 20061229 2.70717690 3.04994696 9.27866827 -2.47809865 -1.29404920
## 20070131 -5.47813497 -4.75584609 -6.85579650 -1.67773524 -1.87105940
## 20070228 12.45265346 11.90825804 14.89406768 4.58618364 6.13991632
## 20070330 11.31459365 10.21730968 8.52619652 3.87897583 1.76648988
## 20070430 9.35650657 9.93259549 3.61402391 -9.34923616 -7.95101339
## 20070531 -16.80612561 -16.63295929 -15.66438811 0.61093442 -2.29569130
## 20070629 -4.91849376 -5.51350841 -8.59118949 1.77242866 -1.17699928
## 20070731 -22.81721584 -22.61807573 -29.28645460 -10.40067909 -10.87357964
## 20070831 -24.58743714 -24.81604576 -27.05993129 -21.84153401 -19.11877075
## 20070928 -3.38181639 -3.78430821 -9.90588992 -10.96811814 -7.91000408
## 20071031 -0.17543387 2.09155320 -0.42826434 5.18517743 3.37810627
## 20071130 -17.62402045 -17.99972211 -14.87096639 -8.52312835 -9.22033232
## 20071231 -11.83769115 -11.68743892 -12.79891565 -10.96263040 -9.69909677
## 20080131 43.20528823 28.67032226 71.70693440 9.21552945 8.25712774
## 20080229 36.16576201 21.43815126 25.96526367 15.89530836 10.20356319
## 20080331 2.99982325 1.52131639 5.81872206 6.15731934 8.63216963
## 20080430 0.90584191 1.59559157 -5.28238808 0.50223587 -0.88384523
## 20080530 11.10224282 9.32096057 8.66613476 9.46522816 8.74603745
## 20080630 12.82767201 9.59763937 27.31319113 2.96730386 2.34351444
## 20080731 10.09591833 11.28468038 10.36370213 6.39062176 4.61876745
## 20080829 -8.76653150 -5.25785749 -4.49055670 -4.98078422 -2.15758351
## 20080930 9.12364136 9.29988560 6.19462183 4.13198374 5.05497032
## 20081031 15.43125937 13.83274799 7.45666758 6.08671774 1.97634285
## 20081128 -4.76001077 -3.44005779 -5.07421711 -3.50338795 -4.72900021
## 20081231 7.37547125 4.83077168 6.81416595 3.78068760 2.44088143
## 20090130 17.95622316 15.98559587 11.86861049 7.09574089 5.83746659
## 20090227 4.81567524 4.48865613 -4.90826904 4.23935955 0.22816458
## 20090331 -19.18685895 -17.48757853 -16.58471200 -7.97932504 -8.99341288
## 20090430 -13.74250906 -12.64527847 -6.66372993 -5.75237142 -4.08533173
## 20090529 12.45476119 9.78563436 0.57420335 7.34374444 8.16929266
## 20090630 -13.46563216 -13.08814630 -1.57262659 -5.41083383 -4.20902175
## 20090731 11.65621747 10.96125932 6.68472875 10.84626296 9.36654099
## 20090831 5.78306319 4.26770965 4.96885580 4.04766602 3.88524178
## 20090930 4.31329971 3.72242075 2.17839544 1.82126476 -1.39070734
## 20091030 11.83056881 8.59149356 -0.78185438 7.12722235 6.69280806
## 20091130 2.62092354 3.95762104 4.37609564 0.50935380 1.60076592
## 20091231 6.99112718 7.48166824 8.94308471 4.08570149 3.14002918
## 20100129 4.31151189 3.79394083 -2.81316290 1.53646870 -0.01269378
## 20100226 -1.84123016 0.02819933 4.15546182 2.71839671 3.34693774
## 20100331 -5.41590278 -5.10348917 -5.64873897 -2.12157595 -2.13637131
## 20100430 -1.67426890 -1.74526699 -0.72506022 -2.36444433 -1.66147755
## 20100528 -0.83136200 -1.44367623 1.78074703 -3.26553833 -2.28530040
## 20100630 -11.18560835 -10.55258270 -7.53567165 -7.81949135 -6.75677241
## 20100730 -9.57616017 -7.62321100 -8.92144238 -10.93369802 -9.68620745
## 20100831 7.74134542 7.87145952 5.24114439 13.34481603 11.42115600
## 20100930 2.32843477 1.70828688 3.17956853 -1.36702065 -1.36340697
## 20101029 -0.22352333 -0.22828023 4.01990404 -0.38889544 -0.62544682
## 20101130 5.04154466 5.45708769 -0.51020053 7.15145536 5.63061614
## 20101231 8.91395181 8.41403526 10.98410726 3.02925470 3.90643537
## 20110131 4.93901015 4.35069013 5.26778954 1.38724991 1.06086391
## 20110228 2.68179797 3.06515550 -0.26829207 -1.29205883 -1.12460794
## 20110331 -4.76508054 -4.13578839 -2.50877700 -7.77543619 -8.61486271
## 20110429 2.96561653 1.72498310 2.54898344 3.86735071 4.41763863
## 20110531 2.49775650 2.20181207 0.80670630 -0.38098450 0.82512468
## 20110630 2.77771369 1.67736320 0.21373913 2.73887150 2.12983184
## 20110729 0.70556101 0.70962374 -0.16962265 2.91861057 2.65975631
## 20110831 -4.42988589 -4.21381751 -3.08330013 -1.40803429 -0.96336574
## 20110930 2.99525855 1.90328309 -0.26419899 0.66571072 0.65882873
## 20111031 2.01932690 2.30520399 2.56107255 2.19699870 2.02049266
## 20111130 6.51735896 7.30486888 6.70742623 5.80478744 4.60032675
## 20111230 1.59162207 2.29900361 3.34728797 0.55358982 -0.48368232
## 20120131 8.38719302 7.97392525 6.89865689 3.71782446 2.37031109
## 20120229 2.97875819 1.69848089 2.53996148 0.39522296 1.85658465
## 20120330 7.17034685 7.23022080 4.85038554 2.79515037 0.24643904
## 20120430 -3.51079825 -4.00326190 -3.73875559 -0.91313530 -2.35532574
## 20120531 12.71312669 13.20049161 14.00333749 6.12384355 5.03755269
## 20120629 -1.59376348 -1.43328119 3.98132288 -2.63429090 -2.40653951
## 20120731 12.17460813 10.44294213 9.40994588 5.55368448 4.43104879
## 20120831 -5.81401341 -5.57987681 -7.76885406 2.77355678 3.84684543
## 20120928 0.33219794 -0.44876308 -4.99762283 2.96425990 1.87772682
## 20121031 6.74566726 9.05793904 7.28653485 2.22501607 2.12301978
## 20121130 4.65961553 5.61896820 13.44128959 -2.40193170 -4.00467708
## 20121231 12.04300549 11.36744313 14.81795006 4.60266135 4.79661999
## 20130131 -6.87147796 -7.77215897 -11.96604498 -0.12790481 0.19604676
## 20130228 -13.23595924 -11.90210325 -7.49652786 -2.56879884 0.40378834
## 20130329 -3.59704434 -1.63956473 1.12982871 0.96220426 1.59438892
## 20130430 10.80983189 10.57659031 12.13726753 4.67782522 2.44644902
## 20130531 -10.79265050 -10.71036278 -2.57972150 -4.58279125 -1.92241221
## 20130628 6.15476538 5.33073685 5.45077338 4.17723904 3.23835717
## 20130731 -10.44969998 -9.79062100 -9.84388659 -5.04783164 -3.21519758
## 20130830 -0.13659341 -2.51728503 0.01333259 3.60380709 1.22173123
## 20130930 -0.04956613 -0.58978935 -0.32404692 -0.05538169 1.29826302
## 20131031 5.09374139 5.95443672 0.52248095 0.68039037 -1.70432970
## 20131129 -0.33670315 0.31498924 -4.05080331 -3.07016060 -2.15649979
## 20131231 7.86717280 8.35886912 8.89447691 5.88292263 5.54259579
## 20140131 8.27083193 7.19187691 8.16805571 0.25963990 -1.68267646
## 20140228 -0.42300332 1.61756064 -1.38195916 0.30122985 1.96456128
## 20140331 12.78162211 11.50941193 4.34000170 0.97748764 0.07274883
## 20140430 -0.44353056 -1.31088945 0.44801425 -0.78096580 -2.37197622
## 20140530 5.20298412 5.84324428 9.89979749 -1.93362312 0.58998403
## 20140630 -17.03559543 -17.86084620 -17.99953762 -6.16915011 -6.87625340
## 20140731 -20.58528723 -19.95134837 -15.21695436 -5.75887786 -4.05517215
## 20140829 -0.35834682 -0.90666952 1.46665926 6.25200294 7.49283475
## Corr EWShort RWShort CWShort CW_LvM
## 20030103 -0.089336036 2.26417938 2.00772896 3.1752642 0.44146318
## 20030131 -0.027539104 0.90227553 1.45961986 0.6389231 4.58143137
## 20030228 -0.161435431 -3.36226057 -3.75059496 -0.4614183 -6.81069623
## 20030404 -0.022884379 0.48604394 0.58322115 0.8696345 -1.69341443
## 20030502 0.061919993 1.98477114 2.37017581 1.1655965 8.97578007
## 20030530 -0.031104540 -0.89733094 -0.94429972 0.5728880 -8.94950817
## 20030703 -0.084834791 1.64833027 3.14968411 3.0339435 0.80457587
## 20030801 0.156065539 8.87690531 7.92475933 7.0303159 10.87349653
## 20030829 -0.124868366 7.00172971 6.52763139 10.4313125 5.50835143
## 20031003 -0.342159993 8.77014448 8.43833551 8.6907239 -0.34849872
## 20031031 -0.062917760 3.05582612 3.03046797 2.1457762 4.84623621
## 20031128 0.236733520 -15.61086444 -13.46183974 -12.2996656 3.82523606
## 20040102 0.185906531 -4.41164826 -2.98383221 -2.8095569 5.40005954
## 20040130 0.037458023 -5.12751474 -5.57067972 -3.5800283 0.64538202
## 20040227 0.058401894 -9.59051115 -8.84110059 -7.5122228 0.40756714
## 20040402 -0.134236315 8.05298777 6.76219536 10.9678810 -2.82557240
## 20040430 0.034798042 7.52255875 8.75511516 9.2056148 5.51229644
## 20040604 -0.010814203 8.43277279 7.27418075 7.7811370 0.65207611
## 20040702 0.068014098 -1.88409004 -0.03010353 -1.6707997 -0.62865510
## 20040730 0.176556219 1.88887216 0.52479783 1.5943352 2.36643094
## 20040903 -0.154379926 -5.42607000 -5.39906493 -3.8521087 -9.24539895
## 20040930 0.012575468 7.38678644 6.43831624 3.8327945 -3.86796899
## 20041029 0.055546598 1.11647608 0.29917187 -1.5508674 4.71549119
## 20041203 0.211787215 7.18167596 8.62306401 4.8017115 11.08322594
## 20041231 -0.155843813 2.74523353 3.97013336 -0.7132027 -9.45501543
## 20050131 0.137005658 -0.64160716 0.41571309 0.6262516 2.54805586
## 20050228 0.097962653 1.46294152 1.52132036 8.4498224 7.51718548
## 20050331 -0.184480685 -0.08444498 0.12618913 2.0621894 -7.72999500
## 20050429 -0.030314327 -0.05380755 -0.43219631 0.8735805 1.99695798
## 20050531 -0.028211955 -7.73616192 -5.56250639 -5.5291070 -7.04440517
## 20050630 -0.101476714 2.71710853 2.56037411 0.3595647 -3.77042325
## 20050729 -0.125430372 1.19795457 1.37252769 4.6025529 -3.67305407
## 20050831 -0.022405633 6.46495713 6.10729440 4.7816365 1.31687547
## 20050930 -0.028477894 4.32507739 5.39291949 9.7325798 5.95685171
## 20051031 0.105169606 -2.04464844 -1.26111525 -3.7555454 -3.37394240
## 20051130 0.044220213 1.37556270 1.56226018 -3.0171170 8.52185599
## 20051230 0.034774888 1.67248025 1.36136084 0.6804054 -3.15432447
## 20060131 0.121118533 -5.26430516 -5.16598399 -5.9012474 1.11047831
## 20060228 0.045466168 3.03253979 3.83877932 2.0416130 -1.58185847
## 20060331 0.074395982 4.21382477 4.33702374 3.5311098 3.40088221
## 20060428 0.097582658 -4.76246948 -4.76913862 -7.8212999 1.99626201
## 20060531 0.239572970 -17.87626719 -17.61804258 -19.1951199 3.43968218
## 20060630 -0.066407811 -2.61515817 -1.15979597 -2.6660837 8.30961342
## 20060731 0.178913614 -1.74093998 -2.24406766 -4.3101178 13.87767112
## 20060831 0.268231919 -5.30143319 -5.74973153 -5.7126466 7.02559499
## 20060929 0.036170729 -14.32960032 -14.38319347 -20.3694918 -10.58386120
## 20061031 0.149608914 0.96051465 -0.38390130 -4.7718803 -2.81853958
## 20061130 -0.324609820 11.07039516 10.69184124 11.3822508 -1.02926881
## 20061229 0.138619698 -6.25148523 -7.32859437 -16.9807075 10.57271747
## 20070131 0.041301631 -15.46341825 -13.70106507 -6.2151292 -4.98473710
## 20070228 0.083534982 4.11104386 4.63882829 13.8734684 8.75415136
## 20070330 0.165828081 -10.44510487 -10.06017418 -9.1783307 6.75970664
## 20070430 0.431282296 -28.53023110 -29.65860457 -29.8698805 11.56503730
## 20070531 -0.279301574 8.59324731 8.48176940 12.6348287 -13.36869681
## 20070629 -0.195689071 9.76699785 7.08148365 -5.6043272 -7.41419021
## 20070731 -0.051770610 -16.44009734 -15.15170153 -31.4553512 -18.41287497
## 20070831 0.121235906 -22.68907870 -22.33491705 -23.6990022 -7.94116054
## 20070928 0.201634418 -24.77103275 -24.23331061 -22.4294930 -1.99588583
## 20071031 -0.146426687 16.72128882 17.13776964 4.9546282 -3.80637061
## 20071130 0.010863772 -17.36286384 -17.50317137 -20.2327540 -5.65063407
## 20071231 0.145587447 -24.66824572 -23.44510494 -25.8904501 -3.09981888
## 20080131 -0.022853035 12.79870507 12.95065588 21.1057590 63.44980666
## 20080229 -0.272835443 48.47806626 47.39630303 44.2853396 15.76170049
## 20080331 -0.232186594 12.48848525 11.72845438 18.9880523 -2.81344757
## 20080430 0.120455587 -2.05774244 -1.76472554 -1.6367519 -4.39854285
## 20080530 -0.022191628 17.14778446 16.15771138 10.5955124 -0.07990268
## 20080630 0.032407222 3.47674086 3.35255212 11.8530104 24.96967668
## 20080731 0.123387731 2.88065938 2.56667524 1.8078931 5.74493468
## 20080829 -0.073215558 -4.35363113 -4.32515156 -4.6246344 -2.33297319
## 20080930 0.002716724 3.88628347 2.42307658 2.5737759 1.13965150
## 20081031 0.172285553 5.65067984 4.70599184 0.9108089 5.48032473
## 20081128 -0.047484404 -0.77105997 -0.58356405 -4.9742298 -0.34521691
## 20081231 0.102596327 2.75785904 2.61958568 0.9111456 4.37328452
## 20090130 0.100066047 5.05697503 3.61954554 5.6759828 6.03114390
## 20090227 0.032333884 5.06780544 4.17564357 5.4805354 -5.13643361
## 20090331 -0.162113412 -7.41467477 -7.48495391 -7.3647516 -7.59129912
## 20090430 -0.193159190 -3.74634747 -3.73278307 -4.8088830 -2.57839820
## 20090529 0.130801248 6.15713877 4.93752486 7.4747106 -7.59508930
## 20090630 -0.010306853 -8.21386633 -7.28348371 -6.1262028 2.63639516
## 20090731 0.178519932 0.80216799 1.95087119 10.0969952 -2.68181224
## 20090831 0.075285661 5.47834651 5.86464686 4.1251547 1.08361402
## 20090930 0.150724107 -6.43131803 -6.29891702 -10.0807496 3.56910278
## 20091030 0.028347223 3.11289637 3.85997530 7.9129855 -7.47466244
## 20091130 0.012889267 0.04255947 -0.18447680 5.4531312 2.77532972
## 20091231 0.178551116 0.28208039 -0.21276356 0.7736730 5.80305553
## 20100129 0.103931701 -0.55166270 -1.16044346 -4.2847593 -2.80046912
## 20100226 -0.049830730 1.21864520 1.07927448 16.5228973 0.80852408
## 20100331 -0.077271569 -4.10950801 -3.74258842 -1.2835022 -3.51236766
## 20100430 0.049982606 -7.78755874 -6.09336437 -6.6395242 0.93641733
## 20100528 0.026643346 0.64160276 1.48045134 -6.0872801 4.06604743
## 20100630 -0.153352214 -9.06103291 -10.11726450 -0.6686160 -0.77889924
## 20100730 -0.092029048 -22.09147938 -22.26865644 -26.6966571 0.76476508
## 20100831 0.003242313 15.71394184 16.12204556 17.7035164 -6.18001161
## 20100930 0.188365185 -11.83198816 -12.49982703 -12.7732514 4.54297549
## 20101029 0.083686563 -7.28282546 -6.89209058 -8.7286202 4.64535086
## 20101130 -0.333648803 15.45068679 15.74187114 13.6253197 -6.14081667
## 20101231 -0.018838354 -0.05250588 0.62274770 -3.9167928 7.07767190
## 20110131 0.093201971 -1.53640487 1.19923698 -6.0693510 4.20692563
## 20110228 0.163855513 -3.52803034 -3.36231689 -3.9355170 0.85631587
## 20110331 0.301688012 -21.43107218 -19.10483191 -22.3448209 6.10608571
## 20110429 -0.043627864 5.64701711 6.54560582 5.7673204 -1.86865519
## 20110531 0.123748220 -4.71827410 -3.82483806 -6.6222412 -0.01841837
## 20110630 -0.067419566 5.63620320 5.92339702 6.6165804 -1.91609271
## 20110729 -0.102271920 7.38741835 7.50359272 5.6261966 -2.82937896
## 20110831 0.029205431 4.54120212 4.48423454 2.2831820 -2.11993439
## 20110930 0.092614412 1.21567827 0.15512950 4.8084792 -0.92302773
## 20111031 -0.073868720 3.75759748 2.80378957 1.5518040 0.54057990
## 20111130 0.068011657 1.22089164 1.50633524 -2.3032728 2.10709948
## 20111230 0.065432712 -4.41322881 -3.91030986 -12.6617110 3.83097028
## 20120131 0.134413708 2.70114999 3.49719875 2.1189622 4.52834580
## 20120229 0.102096724 -3.64749723 -2.86991497 -4.5878698 0.68337683
## 20120330 0.006807218 2.55712450 2.72372577 -3.1478777 4.60394650
## 20120430 0.091144323 -10.26356004 -10.42249098 -18.5731682 -1.38342985
## 20120531 0.123035791 7.46621173 7.63170139 8.9072594 8.96578480
## 20120629 -0.032225621 2.88828202 2.53949884 5.6710274 6.38786239
## 20120731 0.174133621 -2.71336371 0.34378340 -3.2676171 4.97889709
## 20120831 -0.049520573 -0.02509707 0.33645763 0.6780625 -11.61569949
## 20120928 0.153885214 -4.26109896 -4.87937307 -7.6766826 -6.87534965
## 20121031 0.122094062 -3.70807584 -3.23559261 -2.3331190 5.16351507
## 20121130 0.013306869 7.03564904 6.30028010 8.2207171 17.44596667
## 20121231 0.085897608 5.88674746 5.05805025 6.0082910 10.02133006
## 20130131 -0.204381376 -0.75609718 0.24981334 5.5185866 -12.16209174
## 20130228 -0.352451208 3.48198234 3.15095900 3.0773772 -7.90031620
## 20130329 -0.031692518 0.78005695 1.11642037 2.8874644 -0.46456020
## 20130430 0.056903045 9.88710994 6.83502644 4.4173480 9.69081851
## 20130531 -0.021673549 1.02811140 1.45194291 6.6798739 -0.65730929
## 20130628 0.079941704 6.17799256 6.43612605 9.2414373 2.21241621
## 20130731 -0.042750240 -6.26135180 -5.59049363 -7.6279629 -6.62868901
## 20130830 -0.081181849 0.97181228 2.44613395 2.7494973 -1.20839863
## 20130930 0.047629059 -2.04778962 -1.30168238 -1.8435114 -1.62230994
## 20131031 0.089728670 -6.61431115 -7.10464585 -9.9156470 2.22681065
## 20131129 0.152368139 -12.25350524 -11.79253764 -8.5839944 -1.89430351
## 20131231 -0.074143090 14.98979312 14.76666285 11.0965182 3.35188112
## 20140131 0.205803635 -11.30809189 -11.52171176 -10.4942932 9.85073217
## 20140228 -0.388122908 28.17816980 27.63559446 26.8415444 -3.34652043
## 20140331 0.292878740 -12.81048386 -11.96324598 -10.8008311 4.26725286
## 20140430 0.176016637 -8.38861353 -8.59353422 -10.3001811 2.81999047
## 20140530 0.329026150 -26.66051596 -25.99883168 -24.3799605 9.30981346
## 20140630 -0.076598336 -6.61473960 -6.39921562 -4.9028518 -11.12328422
## 20140731 0.211259752 -23.66176440 -23.06618977 -19.3085557 -11.16178222
## 20140829 -0.155185615 7.12657977 8.25957593 11.9435340 -6.02617548
## RWLvCM EW_LvM CW_LvS RW_LvS EW_LvS
## 20030103 -2.59741239 -4.740561744 -1.04372778 -2.91506810 -5.34186120
## 20030131 8.84704562 4.785095864 2.61372886 6.05864639 3.97571604
## 20030228 -8.30423965 -5.051823567 -8.99641654 -7.20078327 -6.11099683
## 20030404 -4.16058215 -3.996008995 -1.56000374 -3.74075815 -3.24264870
## 20030502 5.50631464 4.528726710 9.96910566 5.29506096 6.10781795
## 20030530 -1.01432098 2.537962852 -12.99855780 -3.54618290 -1.91046561
## 20030703 -0.31276883 0.101032321 -1.95157767 -3.18466300 -1.78610963
## 20030801 14.85298985 13.463745652 6.20883658 9.29388643 9.22494160
## 20030829 0.17304703 -1.318025786 -2.67009856 -4.10172183 -6.01229768
## 20031003 -1.89861862 -2.223123340 -7.70757914 -9.00531069 -9.77984789
## 20031031 0.96776182 -0.705662784 4.72907756 -0.03408864 -0.27248609
## 20031128 3.87753364 6.384636293 13.66524179 14.87971352 18.72539115
## 20040102 4.13866359 6.333866144 11.24977741 10.16265674 13.10438965
## 20040130 -2.22196544 -0.360323117 1.89621681 1.01952073 1.94697969
## 20040227 -2.73709520 0.194362400 5.51084965 3.69506514 5.28577299
## 20040402 0.80185555 -0.871852542 -11.21887053 -3.38575697 -3.95800113
## 20040430 4.04085110 1.579150519 -2.57920189 -3.60014761 -2.66063664
## 20040604 2.29577194 1.518533233 -2.87097415 -0.72032210 -1.33926273
## 20040702 -2.54711395 -1.129533478 1.11689283 -2.44226223 -0.36159746
## 20040730 2.72792775 3.340104070 2.68108649 4.11212065 2.40581016
## 20040903 -5.60485335 -4.711446630 -8.06329031 -2.87578850 -2.50335848
## 20040930 -0.74775389 -1.460532889 -4.35960248 -3.84490916 -4.40405639
## 20041029 2.69957410 2.634004063 7.44740070 3.58144438 2.20135406
## 20041203 11.92873247 9.538379633 11.20266502 8.22681907 9.31728057
## 20041231 -12.18399184 -12.309599164 -9.42676107 -16.83907350 -15.23511058
## 20050131 4.89613340 2.972845349 4.13839557 6.69701161 7.03662422
## 20050228 -1.99591366 -0.608914814 1.65311043 -0.93148668 -1.11847971
## 20050331 -2.26373688 -2.574945699 -13.81892231 -6.41666387 -7.46445901
## 20050429 -0.44672016 -1.186586053 0.74355351 -0.39434785 -1.65160954
## 20050531 -3.78669784 -2.182924275 -1.32876903 1.96233769 3.55321669
## 20050630 -5.49016132 -6.303270702 -2.05303735 -5.97358482 -6.29667158
## 20050729 -4.58052103 -3.778663394 -7.11896188 -4.79640367 -3.97387541
## 20050831 3.53928735 1.653119019 0.47514016 1.37189414 0.19097114
## 20050930 2.12477627 2.052405065 -1.09941018 -0.59182531 0.91006650
## 20051031 -1.56706382 0.386350264 2.22280428 1.53525269 3.53735178
## 20051130 7.89671979 9.844487153 13.72200128 8.51748786 9.99118725
## 20051230 2.30718343 2.458988716 -5.33946154 -0.55890907 0.29172034
## 20060131 1.15956212 0.840586346 8.68243596 7.99625638 7.15527996
## 20060228 -0.01864706 0.847800908 0.11164514 -0.12230980 0.63693323
## 20060331 3.74885470 4.437001514 3.53566146 3.07772002 3.85936618
## 20060428 3.53669099 4.084241958 9.40289598 7.89116364 7.88409315
## 20060531 1.97532410 5.639520951 20.00551113 16.96407575 18.39826234
## 20060630 1.81869119 2.027953786 11.60319415 3.60598423 4.98405458
## 20060731 4.60618766 6.690845148 23.61018382 12.27265019 11.20320128
## 20060831 8.32596534 5.038458108 17.19443786 18.53189317 13.15323416
## 20060929 -4.46495308 -3.404646816 4.68135373 4.81396350 3.76953859
## 20061031 6.46534811 4.886222434 0.90399636 5.79990508 3.07471025
## 20061130 -10.24596020 -11.175104655 -19.61273248 -28.13901434 -28.67960107
## 20061229 4.34399616 5.185275554 26.25937575 10.37854133 8.95866213
## 20070131 -2.88478669 -3.800399729 -0.64066733 8.94521898 9.98528328
## 20070228 5.76834172 7.866469821 1.02059923 7.26942975 8.34160960
## 20070330 8.45081980 7.435617821 17.70452718 20.27748387 21.75969853
## 20070430 17.88360888 18.705742726 33.48390440 39.59120006 37.88673767
## 20070531 -14.33726799 -17.417060022 -28.29921686 -25.11472870 -25.39937291
## 20070629 -4.33650913 -6.690922423 -2.98686226 -12.59499205 -14.68549161
## 20070731 -11.74449609 -12.416536743 2.16889659 -7.46637420 -6.37711850
## 20070831 -5.69727501 -2.745903129 -3.36092913 -2.48112872 -1.89835844
## 20070928 4.12569587 7.586301755 12.52360313 20.44900240 21.38921637
## 20071031 -1.28655307 -5.360611300 -5.38289253 -15.04621644 -16.89672269
## 20071130 -8.77938978 -9.100892095 5.36178761 -0.49655073 -0.26115661
## 20071231 -1.98834215 -0.875060749 13.09153450 11.75766602 12.83055457
## 20080131 20.41319452 33.989758775 50.60117544 15.71966638 30.40658316
## 20080229 11.23458807 20.270453648 -18.32007594 -25.95815178 -12.31230425
## 20080331 -7.11085325 -3.157496087 -13.16933024 -10.20713800 -9.48866200
## 20080430 2.47943680 0.403606041 -3.64563614 3.36031711 2.96358436
## 20080530 0.57492313 1.637014657 -1.92937767 -6.83675081 -6.04554164
## 20080630 7.25412492 9.860368150 15.46018074 6.24508725 9.35093115
## 20080731 6.66591294 3.705296574 8.55580902 8.71800515 7.21525895
## 20080829 -3.10027398 -3.785747284 0.13407766 -0.93270593 -4.41290038
## 20080930 4.24491528 4.991657620 3.62084594 6.87680902 5.23735789
## 20081031 11.85640514 9.344541637 6.54585863 9.12675615 9.78057954
## 20081128 1.28894241 -1.256622813 -0.09998736 -2.85649374 -3.98895080
## 20081231 2.38989025 3.594783644 5.90302036 2.21118600 4.61761220
## 20090130 10.14812928 10.860482264 6.19262773 12.36605033 12.89924812
## 20090227 4.26049156 0.576315683 -10.38880442 0.31301257 -0.25213020
## 20090331 -8.49416565 -11.207533907 -9.21996042 -10.00262462 -11.77218418
## 20090430 -8.55994674 -7.990137637 -1.85484693 -8.91249540 -9.99616159
## 20090529 1.61634171 5.111016755 -6.90050720 4.84810950 6.29762243
## 20090630 -8.87912455 -8.054798329 4.55357617 -5.80466259 -5.25176583
## 20090731 1.59471833 0.809954511 -3.41226645 9.01038813 10.85404948
## 20090831 0.38246787 1.735397174 0.84370106 -1.59693721 0.30471668
## 20090930 5.11312808 2.492034956 12.25914509 10.02133777 10.74461774
## 20091030 1.89868550 4.703346456 -8.69483985 4.73151826 8.71767244
## 20091130 2.35685512 2.111569740 -1.07703559 4.14209784 2.57836407
## 20091231 4.34163906 2.905425692 8.16941170 7.69443179 6.70904679
## 20100129 3.80663461 2.775043194 1.47159644 4.95438429 4.86317459
## 20100226 -3.31873841 -4.559626871 -12.36743546 -1.05107515 -3.05987535
## 20100331 -2.96711786 -3.294326829 -4.36523679 -1.36090075 -1.30639477
## 20100430 -0.08378945 0.690175437 5.91446397 4.34809738 6.11328984
## 20100528 0.84162417 2.434176335 7.86802709 -2.92412757 -1.47296476
## 20100630 -3.79581029 -3.366117003 -6.86705563 -0.43531819 -2.12457544
## 20100730 2.06299646 1.357537847 17.77521469 14.64544544 12.51531921
## 20100831 -3.54969648 -5.603470604 -12.46237200 -8.25058603 -7.97259642
## 20100930 3.07169385 3.695455415 15.95281992 14.20811392 14.16042293
## 20101029 0.39716659 0.165372117 12.74852421 6.66381035 7.05930213
## 20101130 -0.17352844 -2.109910703 -14.13552024 -10.28478345 -10.40914213
## 20101231 4.50759989 5.884697114 14.90090009 7.79128756 8.96645770
## 20110131 3.28982622 3.551760243 11.33714056 3.15145315 6.47541502
## 20110228 4.18976344 3.973856801 3.66722493 6.42747239 6.20982831
## 20110331 4.47907433 3.010355656 19.83604390 14.96904352 16.66599164
## 20110429 -2.69265553 -0.901734179 -3.21833696 -4.82062272 -2.68140058
## 20110531 1.37668739 2.878740999 7.42894753 6.02665013 7.21603059
## 20110630 -0.45246864 0.038842191 -6.40284124 -4.24603382 -2.85848951
## 20110729 -1.95013256 -2.213049562 -5.79581928 -6.79396898 -6.68185735
## 20110831 -3.25045176 -3.021851602 -5.36648213 -8.69805205 -8.97108801
## 20110930 1.24445436 2.329547836 -5.07267820 1.74815359 1.77958028
## 20111031 0.28471133 -0.177671802 1.00926858 -0.49858557 -1.73827058
## 20111130 2.70454213 0.712571520 9.01069900 5.79853364 5.29646732
## 20111230 2.78268593 1.038032256 16.00899895 6.20931347 6.00485088
## 20120131 5.60361416 4.669368563 4.77969471 4.47672650 5.68604303
## 20120229 -0.15810376 2.583535229 7.12783133 4.56839586 6.62625542
## 20120330 6.98378177 4.375196475 7.99826325 4.50649503 4.61322235
## 20120430 -1.64793616 -2.597662944 14.83441260 6.41922908 6.75276179
## 20120531 8.16293892 6.589283141 5.09607808 5.56879022 5.24691496
## 20120629 0.97325832 1.040527421 -1.68970452 -3.97278003 -4.48204550
## 20120731 6.01189334 6.620923643 12.67756297 10.09915873 14.88797183
## 20120831 -9.42672225 -8.587570191 -8.44691659 -5.91633444 -5.78891634
## 20120928 -2.32648990 -2.632061951 2.67905974 4.43060999 4.59329690
## 20121031 6.93491927 4.520651182 9.61965385 12.29353165 10.45374309
## 20121130 9.62364529 7.061547223 5.22057251 -0.68131190 -2.37603352
## 20121231 6.57082313 7.440344136 8.80965910 6.30939288 6.15625803
## 20130131 -7.96820573 -6.743573152 -17.48463154 -8.02197231 -6.11538078
## 20130228 -12.30589159 -10.667160396 -10.57390507 -15.05306225 -16.71794158
## 20130329 -3.23395364 -4.559248602 -1.75763573 -2.75598510 -4.37710129
## 20130430 8.13014128 6.132006663 7.71991952 3.74156386 0.92272195
## 20130531 -8.78795057 -6.209859251 -9.25959539 -12.16230570 -11.82076190
## 20130628 2.09237969 1.977526338 -3.79066394 -1.10538920 -0.02322718
## 20130731 -6.57542343 -5.401868346 -2.21592365 -4.20012737 -4.18834818
## 20130830 -3.73901626 -3.740400501 -2.73616470 -4.96341899 -1.10840568
## 20130930 -1.88805237 0.005815565 1.51946444 0.71189303 1.99822349
## 20131031 7.65876642 4.413351022 10.43812790 13.05908257 11.70805254
## 20131129 2.47148903 2.733457445 4.53319106 12.10752688 11.91680209
## 20131231 2.81627333 1.984250172 -2.20204130 -6.40779373 -7.12262032
## 20140131 8.87455338 8.011192035 18.66234891 18.71358868 19.57892382
## 20140228 -0.34700064 -0.724233163 -28.22350353 -26.01803382 -28.60117311
## 20140331 11.43666310 11.804134464 15.14083276 23.47265791 25.59210596
## 20140430 1.06108677 0.337435235 10.74819537 7.28264477 7.94508297
## 20140530 5.25326025 7.136607242 34.27975801 31.84207597 31.86350008
## 20140630 -10.98459281 -10.866445316 -13.09668581 -11.46163059 -10.42085583
## 20140731 -15.89617622 -14.826409372 4.09160132 3.11484140 3.07647717
## 20140829 -8.39950426 -6.610349765 -10.47687473 -9.16624544 -7.48492659Detail 1 Month holding of 10 Stocks
## EWLong RWLong CWLong EWMkt CWMkt
## 20030103 -5.0683091 -2.47267467 1.62551991 1.66287992 1.69007325
## 20030131 1.9758172 2.58670549 -3.67413309 0.09289570 -1.32877938
## 20030228 -10.4043029 -13.12656049 -13.76431680 -4.42143383 -2.64713858
## 20030404 -9.7110381 -9.65478000 -8.15283816 1.23940424 1.00304516
## 20030502 9.7818021 9.35043796 4.72178316 3.56386238 2.15892213
## 20030530 -0.3991122 -0.02898544 -4.97304031 -5.34575940 -3.47616164
## 20030703 -1.3151370 -1.08939503 1.94256026 -0.23881168 0.27778994
## 20030801 17.2189711 18.70541511 9.47736516 4.63810125 2.36565591
## 20030829 1.7633680 5.60946338 12.50881796 2.30745782 2.25286253
## 20031003 -1.1708553 -0.88306532 0.31660508 1.21341993 1.33164344
## 20031031 15.7851452 14.27140419 8.67948959 3.48900282 2.02861750
## 20031128 2.4817405 2.27186964 -3.31504926 -3.27010957 -2.45965986
## 20040102 16.9423932 10.39636723 9.17954019 2.35887525 3.04016094
## 20040130 3.9343555 -1.94004510 3.39525925 -2.82021193 -2.32919355
## 20040227 1.7482756 -2.55028112 8.05508617 -4.49910056 -2.40894025
## 20040402 4.4085487 4.22514749 -0.04825591 4.96683918 2.57458284
## 20040430 4.3102809 5.55694710 8.51014810 3.28277160 1.11411645
## 20040604 6.0714897 5.52771001 2.82324026 5.57497683 4.25808670
## 20040702 -1.6181985 -1.25458188 -1.21181503 -1.11615402 0.07474818
## 20040730 6.2888087 5.79696278 4.32949857 0.95457825 1.90899073
## 20040903 -8.6733773 -8.30847071 -8.19115557 -3.21798185 -2.67000008
## 20040930 9.9829523 8.31238219 5.83619449 4.44326294 3.34116096
## 20041029 1.1754925 2.20375711 2.61829484 0.68382608 1.18104215
## 20041203 14.0354788 15.82546175 9.76172073 6.96057690 4.92115061
## 20041231 -13.7344038 -13.96489236 -7.82944368 -0.18027788 -0.68494830
## 20050131 4.8332836 5.84134244 2.66467534 3.42217171 2.21659131
## 20050228 1.7397299 2.08730086 9.96536319 0.95337662 2.58574733
## 20050331 -7.7911341 -6.10910980 -0.37652246 -4.97395829 -4.02673786
## 20050429 -1.0299223 -0.78653914 -3.20813573 -0.51883103 -0.37982400
## 20050531 -3.9176916 -2.60363552 -4.29204865 -2.00002095 0.18652914
## 20050630 -8.0827622 -6.19231447 -11.18357098 2.72370766 2.07695061
## 20050729 0.5027509 -0.82122902 0.42212249 1.00274255 1.15664505
## 20050831 6.7457033 9.38905161 8.28264723 5.00280925 3.93990118
## 20050930 4.5081151 5.27772228 1.10093266 3.18273882 2.67631791
## 20051031 4.3466415 -0.77636061 -2.07335045 1.10635308 1.84120127
## 20051130 19.4451713 17.04142787 4.51074123 1.52226280 2.18302825
## 20051230 2.3990580 0.45285634 1.70919290 -0.49478813 -1.50473166
## 20060131 0.8075283 3.45871031 3.81863883 1.05038845 1.67071026
## 20060228 8.2708974 7.67330774 7.77727895 2.82167211 3.73511657
## 20060331 8.9090997 9.91060236 8.89721740 3.63618943 3.66588907
## 20060428 8.9909246 8.58539666 12.92050148 -0.96261829 -0.41466597
## 20060531 2.5692684 -1.38302289 -4.22990270 -5.11752581 -2.62929093
## 20060630 13.4773206 14.25257993 13.07625727 0.34094262 0.62749707
## 20060731 9.9589664 9.78681241 6.67437546 2.77141615 5.42239487
## 20060831 4.0147802 16.22777780 7.82246207 2.81334287 4.45619629
## 20060929 -13.4784549 -12.60956467 -19.16755808 -7.15541491 -5.10427689
## 20061031 9.6196101 13.62882990 -5.93649907 -0.85099754 -1.04934433
## 20061130 -30.0183816 -30.21393599 -17.77660775 -6.43410125 -7.20121289
## 20061229 2.6641845 3.05422381 11.53879664 -2.47809865 -1.29404920
## 20070131 -5.7855228 -5.59311703 -8.36817342 -1.67773524 -1.87105940
## 20070228 16.2897130 15.47549092 16.21182435 4.58618364 6.13991632
## 20070330 14.5108315 14.10698697 7.09474048 3.87897583 1.76648988
## 20070430 7.7581794 7.58488802 -0.27237870 -9.34923616 -7.95101339
## 20070531 -14.4618312 -14.32834919 -13.28848322 0.61093442 -2.29569130
## 20070629 -2.1095589 -2.59719596 -3.83950224 1.77242866 -1.17699928
## 20070731 -33.2211771 -33.33777083 -31.59193314 -10.40067909 -10.87357964
## 20070831 -25.4886858 -23.91537865 -27.39652787 -21.84153401 -19.11877075
## 20070928 -9.0502786 -10.72409539 -8.77627339 -10.96811814 -7.91000408
## 20071031 -5.7744621 0.59633880 -2.88471019 5.18517743 3.37810627
## 20071130 -16.2015665 -16.96356154 -15.24037678 -8.52312835 -9.22033232
## 20071231 -10.6980100 -11.58070761 -14.23213918 -10.96263040 -9.69909677
## 20080131 114.6860181 103.09088003 223.27137644 9.21552945 8.25712774
## 20080229 105.6163852 91.77846576 201.16259082 15.89530836 10.20356319
## 20080331 8.6498428 7.63554623 3.73314135 6.15731934 8.63216963
## 20080430 -8.2597147 -4.85442467 -15.35579724 0.50223587 -0.88384523
## 20080530 2.6446393 1.39331303 -5.09517816 9.46522816 8.74603745
## 20080630 31.0223683 16.64179402 62.22009566 2.96730386 2.34351444
## 20080731 11.1220558 15.42370111 10.02637517 6.39062176 4.61876745
## 20080829 -16.3062396 -18.60083727 -27.37140898 -4.98078422 -2.15758351
## 20080930 12.8624691 14.25167184 22.68576035 4.13198374 5.05497032
## 20081031 19.5536446 18.78261364 19.17898308 6.08671774 1.97634285
## 20081128 -6.8627481 -6.18876801 -12.11625055 -3.50338795 -4.72900021
## 20081231 15.8180446 15.23946075 16.37811882 3.78068760 2.44088143
## 20090130 9.2061111 8.22720676 11.93769031 7.09574089 5.83746659
## 20090227 1.2610805 -1.57254426 -14.39200321 4.23935955 0.22816458
## 20090331 -21.2706428 -19.14122742 -29.67371427 -7.97932504 -8.99341288
## 20090430 -16.7292722 -18.59514702 -6.18567044 -5.75237142 -4.08533173
## 20090529 10.8781827 10.12672271 11.30845987 7.34374444 8.16929266
## 20090630 -9.2543857 -6.93612467 -0.72284043 -5.41083383 -4.20902175
## 20090731 14.5055430 13.71322782 6.14382652 10.84626296 9.36654099
## 20090831 8.3624706 7.82181053 7.68413037 4.04766602 3.88524178
## 20090930 4.5256865 5.58576207 7.38806661 1.82126476 -1.39070734
## 20091030 21.9962420 13.82731768 12.80772472 7.12722235 6.69280806
## 20091130 -2.6696105 -2.33543660 -1.63738063 0.50935380 1.60076592
## 20091231 5.0383167 5.57785228 4.52716186 4.08570149 3.14002918
## 20100129 -3.6859788 -2.43391065 -13.43745386 1.53646870 -0.01269378
## 20100226 -4.1422038 -1.15832139 0.40131836 2.71839671 3.34693774
## 20100331 -8.8258298 -9.61620469 -8.54639673 -2.12157595 -2.13637131
## 20100430 5.2309579 5.26874715 4.34935543 -2.36444433 -1.66147755
## 20100528 3.2342292 3.28325505 7.59156502 -3.26553833 -2.28530040
## 20100630 -12.5296517 -11.79036330 -9.04428273 -7.81949135 -6.75677241
## 20100730 -11.2966576 -10.27181862 -10.79168043 -10.93369802 -9.68620745
## 20100831 7.1342427 6.75148990 -1.47304498 13.34481603 11.42115600
## 20100930 7.8719366 5.19413296 10.45713837 -1.36702065 -1.36340697
## 20101029 -0.5247415 0.38364439 -0.67307313 -0.38889544 -0.62544682
## 20101130 3.3935467 3.43149893 -1.13708583 7.15145536 5.63061614
## 20101231 11.0854741 10.15785328 11.32294119 3.02925470 3.90643537
## 20110131 6.2679839 5.48549655 6.28750680 1.38724991 1.06086391
## 20110228 2.8658893 3.55017161 1.64500298 -1.29205883 -1.12460794
## 20110331 -1.5779422 -2.61121044 -3.75922312 -7.77543619 -8.61486271
## 20110429 8.4112393 2.83736112 -0.50924930 3.86735071 4.41763863
## 20110531 -3.6478148 -2.78606127 -1.60283443 -0.38098450 0.82512468
## 20110630 3.5329782 0.88871814 1.77557083 2.73887150 2.12983184
## 20110729 0.8679224 4.42101294 3.52890958 2.91861057 2.65975631
## 20110831 -6.5371337 -4.53595327 -1.96828526 -1.40803429 -0.96336574
## 20110930 3.7237190 2.97944931 3.96868490 0.66571072 0.65882873
## 20111031 2.1174258 2.24350027 1.82610220 2.19699870 2.02049266
## 20111130 0.2389686 2.46439333 5.89387114 5.80478744 4.60032675
## 20111230 3.5402666 6.35752375 2.65730061 0.55358982 -0.48368232
## 20120131 13.1685929 12.32558696 4.80039249 3.71782446 2.37031109
## 20120229 4.8959322 3.69518613 8.36266840 0.39522296 1.85658465
## 20120330 6.0878118 6.87988107 5.70602103 2.79515037 0.24643904
## 20120430 -7.4289553 -8.40164861 -11.48919917 -0.91313530 -2.35532574
## 20120531 16.3242900 17.07759464 14.53797770 6.12384355 5.03755269
## 20120629 -2.6515328 -2.24603420 11.58019138 -2.63429090 -2.40653951
## 20120731 14.7044664 12.46375039 13.86111114 5.55368448 4.43104879
## 20120831 -1.5756408 -0.27871766 -10.31421897 2.77355678 3.84684543
## 20120928 -4.0552666 -5.98548397 -11.99439881 2.96425990 1.87772682
## 20121031 6.4697600 9.83378577 -0.09103615 2.22501607 2.12301978
## 20121130 -1.6399207 -1.96809573 3.31185966 -2.40193170 -4.00467708
## 20121231 11.2312955 10.38654699 18.79358715 4.60266135 4.79661999
## 20130131 -8.5718101 -11.16925338 -16.14140373 -0.12790481 0.19604676
## 20130228 -18.0529401 -19.40040831 -5.70656162 -2.56879884 0.40378834
## 20130329 -6.8238284 -6.01761043 -1.89655258 0.96220426 1.59438892
## 20130430 15.8577390 18.73469758 12.96011286 4.67782522 2.44644902
## 20130531 -12.8340101 -13.06270516 -15.57564815 -4.58279125 -1.92241221
## 20130628 4.5760151 3.73312141 0.87836163 4.17723904 3.23835717
## 20130731 -10.2972550 -9.85299078 -6.98181117 -5.04783164 -3.21519758
## 20130830 10.4644709 7.71773808 4.69665246 3.60380709 1.22173123
## 20130930 1.3719424 -1.24129522 -1.97337890 -0.05538169 1.29826302
## 20131031 -1.6579120 -2.30128507 -4.61505902 0.68039037 -1.70432970
## 20131129 -4.1317255 -3.73284558 0.38352347 -3.07016060 -2.15649979
## 20131231 3.5055717 3.86882526 4.17430164 5.88292263 5.54259579
## 20140131 15.9153020 14.73018631 16.24625219 0.25963990 -1.68267646
## 20140228 -0.9652205 2.99221723 -0.82196026 0.30122985 1.96456128
## 20140331 17.1065929 18.43571295 23.41070887 0.97748764 0.07274883
## 20140430 1.5927496 3.37903264 0.80957211 -0.78096580 -2.37197622
## 20140530 4.7218787 4.95624181 6.29237882 -1.93362312 0.58998403
## 20140630 -10.0240048 -13.86146973 -13.74622733 -6.16915011 -6.87625340
## 20140731 -24.8880169 -25.49573830 -19.17492901 -5.75887786 -4.05517215
## 20140829 1.8113725 1.72062761 -1.26686893 6.25200294 7.49283475
## Corr EWShort RWShort CWShort CW_LvM
## 20030103 -0.089336036 1.91533667 1.53001656 4.0426337 -0.06455334
## 20030131 -0.027539104 1.04865019 1.50448211 -0.3583301 -2.34535371
## 20030228 -0.161435431 -4.51971825 -4.73991411 -1.2832478 -11.11717822
## 20030404 -0.022884379 0.42274700 0.37434632 0.2715027 -9.15588332
## 20030502 0.061919993 0.19419706 1.04841345 1.4024059 2.56286103
## 20030530 -0.031104540 -0.95579614 -1.25067533 0.0984422 -1.49687867
## 20030703 -0.084834791 1.90557579 3.33043499 3.3791612 1.66477032
## 20030801 0.156065539 8.39984896 8.30443787 8.8037836 7.11170925
## 20030829 -0.124868366 7.63822908 6.66119444 10.2082463 10.25595543
## 20031003 -0.342159993 8.41239050 7.92498397 8.0872618 -1.01503836
## 20031031 -0.062917760 4.95029191 4.89444496 2.9061554 6.65087208
## 20031128 0.236733520 -22.72766823 -20.32527644 -23.2857721 -0.85538940
## 20040102 0.185906531 -4.26991185 -3.65057816 -1.5158100 6.13937925
## 20040130 0.037458023 -6.64081603 -7.85085288 -4.1104438 5.72445280
## 20040227 0.058401894 -11.49390666 -11.42825631 -12.8969262 10.46402642
## 20040402 -0.134236315 16.58999609 14.47748915 13.0033535 -2.62283875
## 20040430 0.034798042 2.08423766 2.63478531 6.8057316 7.39603165
## 20040604 -0.010814203 7.65442698 6.35540057 1.9605771 -1.43484644
## 20040702 0.068014098 0.89345508 1.96622444 -2.1776220 -1.28656321
## 20040730 0.176556219 8.19161808 8.28436939 16.6388958 2.42050784
## 20040903 -0.154379926 -2.77200706 -4.55422373 -4.9436617 -5.52115549
## 20040930 0.012575468 6.31237620 6.14415001 12.1389714 2.49503352
## 20041029 0.055546598 -1.27030361 -1.77730952 -1.4351421 1.43725270
## 20041203 0.211787215 3.26273611 1.94784501 2.5774457 4.84057012
## 20041231 -0.155843813 4.29603369 7.16062601 5.4741298 -7.14449538
## 20050131 0.137005658 -0.81628541 0.22227810 -0.3450021 0.44808403
## 20050228 0.097962653 2.47673235 0.91536513 5.0408005 7.37961587
## 20050331 -0.184480685 -2.08660049 -1.05587387 -3.0515838 3.65021540
## 20050429 -0.030314327 0.81123338 0.10297981 -1.1644910 -2.82831174
## 20050531 -0.028211955 -7.71040405 -6.51590810 -7.3251429 -4.47857779
## 20050630 -0.101476714 2.57852419 2.81733756 -0.6260996 -13.26052159
## 20050729 -0.125430372 1.93332359 2.95042659 3.4924062 -0.73452256
## 20050831 -0.022405633 6.11502715 6.29725309 2.8355020 4.34274604
## 20050930 -0.028477894 -1.62436279 0.35846655 6.8114846 -1.57538525
## 20051031 0.105169606 -2.34278695 -2.39180471 -0.5039726 -3.91455172
## 20051130 0.044220213 3.93452203 3.78689883 4.7573788 2.32771298
## 20051230 0.034774888 -1.07921038 -1.39383158 4.5481979 3.21392455
## 20060131 0.121118533 -17.33560177 -19.58060452 -16.2629368 2.14792857
## 20060228 0.045466168 5.32777220 5.96063860 3.4354000 4.04216237
## 20060331 0.074395982 -0.06207689 -0.37938117 0.3782626 5.23132834
## 20060428 0.097582658 -7.51620415 -7.79214662 -10.9028230 13.33516745
## 20060531 0.239572970 -31.09237977 -35.57643327 -34.8539188 -1.60061177
## 20060630 -0.066407811 -8.47970622 -8.12925001 -10.3327277 12.44876020
## 20060731 0.178913614 -2.20205942 -1.35148093 -0.6341873 1.25198058
## 20060831 0.268231919 2.65674048 3.32193044 3.1473768 3.36626578
## 20060929 0.036170729 -12.54991761 -13.24058457 -19.7133715 -14.06328120
## 20061031 0.149608914 -1.00655372 -1.01219222 -4.1910453 -4.88715474
## 20061130 -0.324609820 11.25561538 11.39003746 20.6874281 -10.57539486
## 20061229 0.138619698 -11.74540536 -10.16985857 -11.0652128 12.83284585
## 20070131 0.041301631 -25.77447429 -23.19189875 -33.3128232 -6.49711402
## 20070228 0.083534982 7.18838203 7.82669515 -4.6023621 10.07190803
## 20070330 0.165828081 -9.51564868 -11.06345779 -14.7605435 5.32825060
## 20070430 0.431282296 -31.69329517 -32.36764081 -31.6782575 7.67863470
## 20070531 -0.279301574 -1.16089148 -0.03430659 2.2664339 -10.99279192
## 20070629 -0.195689071 15.66857084 11.96241515 4.5147039 -2.66250296
## 20070731 -0.051770610 -47.97025543 -50.91861104 -76.6425315 -20.71835350
## 20070831 0.121235906 -20.12432178 -17.47296683 -16.3435388 -8.27775713
## 20070928 0.201634418 -23.21131288 -22.92711971 -18.3478585 -0.86626931
## 20071031 -0.146426687 8.33993122 6.67663179 -7.0452950 -6.26281646
## 20071130 0.010863772 -21.28206637 -20.74200018 -24.4993133 -6.02004446
## 20071231 0.145587447 -26.94610149 -26.69214201 -32.7863909 -4.53304242
## 20080131 -0.022853035 18.42038820 18.62549493 34.2870947 215.01424870
## 20080229 -0.272835443 46.85802008 44.25436492 47.6461066 190.95902764
## 20080331 -0.232186594 23.81180803 20.68310960 25.1131278 -4.89902828
## 20080430 0.120455587 -3.93082991 -3.09204101 9.2436538 -14.47195201
## 20080530 -0.022191628 16.99774426 16.76329021 12.9816756 -13.84121560
## 20080630 0.032407222 3.22890011 3.37873510 0.1817863 59.87658121
## 20080731 0.123387731 2.91017469 3.24600566 4.5109055 5.40760772
## 20080829 -0.073215558 -5.33492307 -5.87163623 -4.7154389 -25.21382547
## 20080930 0.002716724 2.06387419 3.04629900 5.7389567 17.63079003
## 20081031 0.172285553 1.29757034 1.40366935 1.5178715 17.20264023
## 20081128 -0.047484404 1.30759735 1.85770194 5.3851121 -7.38725035
## 20081231 0.102596327 5.16217543 5.63749707 5.3934015 13.93723740
## 20090130 0.100066047 8.54846140 4.22867942 10.5735000 6.10022372
## 20090227 0.032333884 9.59970422 8.51573001 8.8782471 -14.62016779
## 20090331 -0.162113412 -4.51887375 -5.42422368 -3.6958943 -20.68030139
## 20090430 -0.193159190 -5.12189619 -4.31928680 -3.5350372 -2.10033872
## 20090529 0.130801248 6.65824873 4.88181195 5.0594351 3.13916721
## 20090630 -0.010306853 -12.33684380 -12.03132922 -11.6189586 3.48618132
## 20090731 0.178519932 2.69619795 4.31444390 7.9907627 -3.22271447
## 20090831 0.075285661 9.22960272 9.58967029 3.8547707 3.79888859
## 20090930 0.150724107 -10.11085693 -10.10203436 -20.2207937 8.77877395
## 20091030 0.028347223 -4.85765403 -5.77054677 10.7483634 6.11491666
## 20091130 0.012889267 -3.28664539 -3.61953727 20.9685751 -3.23814654
## 20091231 0.178551116 1.94840509 1.08068756 -0.4718254 1.38713269
## 20100129 0.103931701 1.41283979 0.45867002 -0.0951489 -13.42476008
## 20100226 -0.049830730 -0.72299821 0.66336655 2.0846406 -2.94561938
## 20100331 -0.077271569 8.35182068 9.12392266 18.9250286 -6.41002542
## 20100430 0.049982606 -3.15612448 -2.79359768 -0.7507005 6.01083298
## 20100528 0.026643346 -3.49699599 -1.51997176 -4.4215405 9.87686542
## 20100630 -0.153352214 -11.62972210 -14.15930102 6.3490653 -2.28751032
## 20100730 -0.092029048 -18.22677998 -19.71674299 -24.1562674 -1.10547298
## 20100831 0.003242313 20.29260095 24.54618840 13.7807166 -12.89420099
## 20100930 0.188365185 -10.02410887 -8.80802890 -12.4771015 11.82054534
## 20101029 0.083686563 -7.97104241 -7.49038530 -16.5161528 -0.04762631
## 20101130 -0.333648803 11.41978175 10.29147372 2.9882852 -6.76770196
## 20101231 -0.018838354 -0.63258945 1.88734841 -3.9680402 7.41650582
## 20110131 0.093201971 -7.00652969 -3.05686379 -6.1947251 5.22664289
## 20110228 0.163855513 -1.26012100 -1.39095081 -0.6599255 2.76961092
## 20110331 0.301688012 -29.60477719 -26.22821640 -26.4572847 4.85563959
## 20110429 -0.043627864 10.41182116 12.15499782 4.0987828 -4.92688792
## 20110531 0.123748220 -5.70030626 -5.04429415 -7.2404694 -2.42795911
## 20110630 -0.067419566 -1.73271405 -0.55322176 -1.4550996 -0.35426101
## 20110729 -0.102271920 3.41101104 3.81370863 3.3251226 0.86915327
## 20110831 0.029205431 4.02930459 4.55413941 5.3379058 -1.00491952
## 20110930 0.092614412 -1.69289182 -2.71985527 5.5606091 3.30985616
## 20111031 -0.073868720 5.97892257 3.80864885 6.4643247 -0.19439046
## 20111130 0.068011657 3.55401965 3.91888592 5.7113284 1.29354438
## 20111230 0.065432712 -5.13978304 -6.37046373 -19.8859327 3.14098293
## 20120131 0.134413708 -2.89340946 -2.72012290 -1.4893878 2.43008140
## 20120229 0.102096724 -2.99473970 -1.96531440 -0.2310946 6.50608375
## 20120330 0.006807218 7.96664814 8.04389162 -2.3935111 5.45958200
## 20120430 0.091144323 -16.66279872 -16.88519107 -22.0790999 -9.13387342
## 20120531 0.123035791 7.44422165 8.87701201 11.2687773 9.50042501
## 20120629 -0.032225621 -1.37137907 -1.39388113 6.0959563 13.98673089
## 20120731 0.174133621 -6.52813361 -0.87089365 -2.8437586 9.43006235
## 20120831 -0.049520573 2.29455483 2.02539823 -0.2143134 -14.16106441
## 20120928 0.153885214 -6.67052476 -7.10079765 -9.4624197 -13.87212563
## 20121031 0.122094062 -6.64624638 -6.92198662 -5.7307635 -2.21405592
## 20121130 0.013306869 8.74724865 8.56401218 7.5313028 7.31653674
## 20121231 0.085897608 5.65165707 5.98546239 8.3366549 13.99696716
## 20130131 -0.204381376 3.57272394 4.16213401 9.0137010 -16.33745049
## 20130228 -0.352451208 4.02839607 4.61086853 7.4434455 -6.11034996
## 20130329 -0.031692518 -3.44962825 -2.41745133 -0.2093019 -3.49094149
## 20130430 0.056903045 13.96156327 10.35751469 5.9207607 10.51366383
## 20130531 -0.021673549 18.34142034 23.15722643 45.2643948 -13.65323594
## 20130628 0.079941704 8.36372485 9.50593279 9.8559915 -2.35999554
## 20130731 -0.042750240 -1.66218608 -2.20986988 -6.1843339 -3.76661360
## 20130830 -0.081181849 5.88413646 6.27670565 8.5566073 3.47492124
## 20130930 0.047629059 -3.66258762 -2.66256406 -4.8068696 -3.27164193
## 20131031 0.089728670 -1.72509668 -0.40048197 -2.2914935 -2.91072932
## 20131129 0.152368139 -17.54226502 -16.01700769 -17.4655256 2.54002326
## 20131231 -0.074143090 15.19784018 15.60602442 14.6012221 -1.36829415
## 20140131 0.205803635 -11.70896940 -12.14160593 -10.2081163 17.92892865
## 20140228 -0.388122908 27.51868365 26.85170925 31.8395122 -2.78652154
## 20140331 0.292878740 -12.23837616 -12.87916380 -7.2621248 23.33796003
## 20140430 0.176016637 -9.10857870 -9.87102230 -10.2318979 3.18154833
## 20140530 0.329026150 -29.66690676 -30.40149747 -30.4373449 5.70239479
## 20140630 -0.076598336 -6.16354885 -6.36480296 -6.0835959 -6.86997393
## 20140731 0.211259752 -28.13925944 -28.12659738 -26.4911779 -15.11975686
## 20140829 -0.155185615 1.58854387 0.99906031 0.3145168 -8.75970367
## RWLvCM EW_LvM CW_LvS RW_LvS EW_LvS
## 20030103 -4.1627479 -6.73118907 -2.4171138 -4.0026912 -6.98364582
## 20030131 3.9154849 1.88292146 -3.3158030 1.0822234 0.92716696
## 20030228 -10.4794219 -5.98286906 -12.4810690 -8.3866464 -5.88458464
## 20030404 -10.6578252 -10.95044234 -8.4243409 -10.0291263 -10.13378510
## 20030502 7.1915158 6.21793975 3.3193773 8.3020245 9.58760507
## 20030530 3.4471762 4.94664717 -5.0714825 1.2216899 0.55668391
## 20030703 -1.3671850 -1.07632531 -1.4366009 -4.4198300 -3.22071278
## 20030801 16.3397592 12.58086989 0.6735816 10.4009772 8.81912219
## 20030829 3.3566009 -0.54408983 2.3005716 -1.0517311 -5.87486110
## 20031003 -2.2147088 -2.38427520 -7.7706567 -8.8080493 -9.58324577
## 20031031 12.2427867 12.29614238 5.7733342 9.3769592 10.83485329
## 20031128 4.7315295 5.75185007 19.9707228 22.5971461 25.20940872
## 20040102 7.3562063 14.58351792 10.6953502 14.0469454 21.21230502
## 20040130 0.3891485 6.75456747 7.5057031 5.9108078 10.57517156
## 20040227 -0.1413409 6.24737615 20.9520124 8.8779752 13.24218225
## 20040402 1.6505647 -0.55829051 -13.0516094 -10.2523417 -12.18144741
## 20040430 4.4428306 1.02750935 1.7044165 2.9221618 2.22604328
## 20040604 1.2696233 0.49651291 0.8626631 -0.8276906 -1.58293725
## 20040702 -1.3293301 -0.50204453 0.9658069 -3.2208063 -2.51165363
## 20040730 3.8879721 5.33423047 -12.3093972 -2.4874066 -1.90280935
## 20040903 -5.6384706 -5.45539545 -3.2474939 -3.7542470 -5.90137024
## 20040930 4.9712212 5.53968934 -6.3027769 2.1682322 3.67057608
## 20041029 1.0227150 0.49166640 4.0534369 3.9810666 2.44579609
## 20041203 10.9043111 7.07490186 7.1842750 13.8776167 10.77274265
## 20041231 -13.2799441 -13.55412587 -13.3035735 -21.1255184 -18.03043745
## 20050131 3.6247511 1.41111185 3.0096775 5.6190643 5.64956897
## 20050228 -0.4984465 0.78635329 4.9245627 1.1719357 -0.73700245
## 20050331 -2.0823719 -2.81717581 2.6750613 -5.0532359 -5.70453362
## 20050429 -0.4067151 -0.51109131 -2.0436448 -0.8895190 -1.84115572
## 20050531 -2.7901647 -1.91767066 3.0330943 3.9122726 3.79271244
## 20050630 -8.2692651 -10.80646990 -10.5574714 -9.0096520 -10.66128644
## 20050729 -1.9778741 -0.49999169 -3.0702837 -3.7716556 -1.43057273
## 20050831 5.4491504 1.74289408 5.4471452 3.0917985 0.63067619
## 20050930 2.6014044 1.32537629 -5.7105520 4.9192557 6.13247790
## 20051031 -2.6175619 3.24028844 -1.5693778 1.6154441 6.68942846
## 20051130 14.8583996 17.92290849 -0.2466376 13.2545290 15.51064925
## 20051230 1.9575880 2.89384612 -2.8390051 1.8466879 3.47826838
## 20060131 1.7880000 -0.24286012 20.0815757 23.0393148 18.14313010
## 20060228 3.9381912 5.44922529 4.3418789 1.7126691 2.94312520
## 20060331 6.2447133 5.27291023 8.5189548 10.2899835 8.97117656
## 20060428 9.0000626 9.95354292 23.8233245 16.3775433 16.50712878
## 20060531 1.2462680 7.68679424 30.6240161 34.1934104 33.66164820
## 20060630 13.6250829 13.13637794 23.4089850 22.3818299 21.95702677
## 20060731 4.3644175 7.18755021 7.3085628 11.1382933 12.16102578
## 20060831 11.7715815 1.20143737 4.6750852 12.9058474 1.35803975
## 20060929 -7.5052878 -6.32304001 0.5458134 0.6310199 -0.92853732
## 20061031 14.6781742 10.47060762 -1.7454538 14.6410221 10.62616380
## 20061130 -23.0127231 -23.58428040 -38.4640359 -41.6039734 -41.27399703
## 20061229 4.3482730 5.14228314 22.6040095 13.2240824 14.40958985
## 20070131 -3.7220576 -4.10778756 24.9446497 17.5987817 19.98895150
## 20070228 9.3355746 11.70352934 20.8141864 7.6487958 9.10133094
## 20070330 12.3404971 10.63185562 21.8552840 25.1704448 24.02648013
## 20070430 15.5359014 17.10741559 31.4058788 39.9525288 39.45147460
## 20070531 -12.0326579 -15.07276557 -15.5549171 -14.2940426 -13.30093968
## 20070629 -1.4201967 -3.88198753 -8.3542062 -14.5596111 -17.77812971
## 20070731 -22.4641912 -22.82049805 45.0505984 17.5808402 14.74907829
## 20070831 -4.7966079 -3.64715180 -11.0529891 -6.4424118 -5.36436403
## 20070928 -2.8140913 1.91783953 9.5715851 12.2030243 14.16103427
## 20071031 -2.7817675 -10.95963954 4.1605848 -6.0802930 -14.11439334
## 20071130 -7.7432292 -7.67843812 9.2589365 3.7784386 5.08049990
## 20071231 -1.8816108 0.26462039 18.5542517 15.1114344 16.24809148
## 20080131 94.8337523 105.47048865 188.9842818 84.4653851 96.26562990
## 20080229 81.5749026 89.72107684 153.5164842 47.5241008 58.75836512
## 20080331 -0.9966234 2.49252341 -21.3799864 -13.0475634 -15.16196528
## 20080430 -3.9705794 -8.76195062 -24.5994510 -1.7623837 -4.32888484
## 20080530 -7.3527244 -6.82058889 -18.0768538 -15.3699772 -14.35310499
## 20080630 14.2982796 28.05506443 62.0383094 13.2630589 27.79346818
## 20080731 10.8049337 4.73143405 5.5154697 12.1776954 8.21188112
## 20080829 -16.4432538 -11.32545533 -22.6559701 -12.7292010 -10.97131648
## 20080930 9.1967015 8.73048531 16.9468036 11.2053728 10.79859486
## 20081031 16.8062708 13.46692687 17.6611116 17.3789443 18.25607427
## 20081128 -1.4597678 -3.35936019 -17.5013626 -8.0464700 -8.17034550
## 20081231 12.7985793 12.03735702 10.9847173 9.6019637 10.65586919
## 20090130 2.3897402 2.11037021 1.3641903 3.9985273 0.65764971
## 20090227 -1.8007088 -2.97827909 -23.2702503 -10.0882743 -8.33862376
## 20090331 -10.1478145 -13.29131771 -25.9778200 -13.7170037 -16.75176901
## 20090430 -14.5098153 -10.97690076 -2.6506333 -14.2758602 -11.60737600
## 20090529 1.9574301 3.53443830 6.2490248 5.2449108 4.21993400
## 20090630 -2.7271029 -3.84355183 10.8961182 5.0952045 3.08245814
## 20090731 4.3466868 3.65928007 -1.8469362 9.3987839 11.80934508
## 20090831 3.9365687 4.31480459 3.8293597 -1.7678598 -0.86713211
## 20090930 6.9764694 2.70442176 27.6088603 15.6877964 14.63654345
## 20091030 7.1345096 14.86901965 2.0593613 19.5978644 26.85389603
## 20091130 -3.9362025 -3.17896429 -22.6059557 1.2841007 0.61703489
## 20091231 2.4378231 0.95261524 4.9989873 4.4971647 3.08991164
## 20100129 -2.4212169 -5.22244751 -13.3423050 -2.8925807 -5.09881860
## 20100226 -4.5052591 -6.86060051 -1.6833222 -1.8216879 -3.41920558
## 20100331 -7.4798334 -6.70425387 -27.4714253 -18.7401274 -17.17765050
## 20100430 6.9302247 7.59540219 5.1000559 8.0623448 8.38708234
## 20100528 5.5685554 6.49976753 12.0131055 4.8032268 6.73122520
## 20100630 -5.0335909 -4.71016033 -15.3933480 2.3689377 -0.89992958
## 20100730 -0.5856112 -0.36295955 13.3645869 9.4449244 6.93012241
## 20100831 -4.6696661 -6.21057333 -15.2537615 -17.7946985 -13.15835826
## 20100930 6.5575399 9.23895729 22.9342398 14.0021619 17.89604552
## 20101029 1.0090912 -0.13584602 15.8430797 7.8740297 7.44630094
## 20101130 -2.1991172 -3.75790868 -4.1253710 -6.8599748 -8.02623507
## 20101231 6.2514179 8.05621945 15.2909814 8.2705049 11.71806360
## 20110131 4.4246326 4.88073403 12.4822319 8.5423603 13.27451362
## 20110228 4.6747795 4.15794811 2.3049284 4.9411224 4.12601028
## 20110331 6.0036523 6.19749404 22.6980616 23.6170060 28.02683503
## 20110429 -1.5802775 4.54388855 -4.6080321 -9.3176367 -2.00058191
## 20110531 -3.6111859 -3.26683034 5.6376350 2.2582329 2.05249143
## 20110630 -1.2411137 0.79410670 3.2306704 1.4419399 5.26569225
## 20110729 1.7612566 -2.05068821 0.2037870 0.6073043 -2.54308869
## 20110831 -3.5725875 -5.12909945 -7.3061911 -9.0900927 -10.56643833
## 20110930 2.3206206 3.05800828 -1.5919242 5.6993046 5.41661082
## 20111031 0.2230076 -0.07957295 -4.6382225 -1.5651486 -3.86149682
## 20111130 -2.1359334 -5.56581880 0.1825427 -1.4544926 -3.31505101
## 20111230 6.8412061 2.98667673 22.5432333 12.7279875 8.68004960
## 20120131 9.9552759 9.45076846 6.2897803 15.0457099 16.06200238
## 20120229 1.8386015 4.50070927 8.5937630 5.6605005 7.89067193
## 20120330 6.6334420 3.29266145 8.0995321 -1.1640105 -1.87883632
## 20120430 -6.0463229 -6.51582004 10.5899007 8.4835425 9.23384338
## 20120531 12.0400419 10.20044644 3.2692004 8.2005826 8.88006834
## 20120629 0.1605053 -0.01724194 5.4842350 -0.8521531 -1.28015377
## 20120731 8.0327016 9.15078190 16.7048698 13.3346440 21.23260000
## 20120831 -4.1255631 -4.34919758 -10.0999056 -2.3041159 -3.87019563
## 20120928 -7.8632108 -7.01952652 -2.5319791 1.1153137 2.61525813
## 20121031 7.7107660 4.24474397 5.6397274 16.7557724 13.11600643
## 20121130 2.0365814 0.76201104 -4.2194431 -10.5321079 -10.38716931
## 20121231 5.5899270 6.62863414 10.4569323 4.4010846 5.57963842
## 20130131 -11.3653001 -8.44390528 -25.1551047 -15.3313874 -12.14453403
## 20130228 -19.8041966 -15.48414123 -13.1500071 -24.0112768 -22.08133614
## 20130329 -7.6119993 -7.78603266 -1.6872507 -3.6001591 -3.37420015
## 20130430 16.2882486 11.17991374 7.0393522 8.3771829 1.89617569
## 20130531 -11.1402930 -8.25121883 -60.8400430 -36.2199316 -31.17543041
## 20130628 0.4947642 0.39877605 -8.9776298 -5.7728114 -3.78770976
## 20130731 -6.6377932 -5.24942333 -0.7974773 -7.6431209 -8.63506889
## 20130830 6.4960068 6.86066384 -3.8599549 1.4410324 4.58033447
## 20130930 -2.5395582 1.42732409 2.8334907 1.4212688 5.03453001
## 20131031 -0.5969554 -2.33830234 -2.3235655 -1.9008031 0.06718471
## 20131129 -1.5763458 -1.06156492 17.8490491 12.2841621 13.41053950
## 20131231 -1.6737705 -2.37735092 -10.4269205 -11.7371992 -11.69226847
## 20140131 16.4128628 15.65566210 26.4543685 26.8717922 27.62427140
## 20140228 1.0276559 -1.26645034 -32.6614725 -23.8594920 -28.48390414
## 20140331 18.3629641 16.12910531 30.6728337 31.3148767 29.34496911
## 20140430 5.7510089 2.37371537 11.0414700 13.2500549 10.70132828
## 20140530 4.3662578 6.65550181 36.7297238 35.3577393 34.38878545
## 20140630 -6.9852163 -3.85485466 -7.6626315 -7.4966668 -3.86045591
## 20140731 -21.4405662 -19.12913903 7.3162489 2.6308591 3.25124255
## 20140829 -5.7722071 -4.44063041 -1.5813857 0.7215673 0.22282866Detail 12 Month holding of 50 Stocks
## EWLong RWLong CWLong EWMkt CWMkt
## 20030103 6.0870992 10.8423960 47.5681119 6.6598323 7.0541031
## 20030131 30.9997174 36.7122121 55.8669505 18.2491691 15.1831996
## 20030228 25.7959272 29.2255586 32.9618273 14.6853649 11.0085433
## 20030404 42.3818215 41.0914444 52.1593225 21.9893011 16.1240794
## 20030502 63.7575279 61.4750047 56.7239494 29.4942482 22.0987080
## 20030530 41.9138880 41.6539359 48.1668610 16.9282880 14.4106391
## 20030703 34.4878070 33.0701664 40.6507867 13.0988553 12.9331465
## 20030801 34.0067843 31.1812111 30.5750195 3.8073598 8.5942894
## 20030829 7.0932758 5.7317351 18.2441718 7.3210883 10.7847670
## 20031003 0.1789079 -2.3970518 6.2224034 7.4040774 10.3140000
## 20031031 9.9403618 8.7220982 16.9724017 16.1534905 17.5613095
## 20031128 14.2698309 12.4222211 28.3697326 14.6617216 16.3696281
## 20040102 15.2729479 10.1561805 24.4800016 14.8614932 17.1741522
## 20040130 -4.9081858 -11.3886279 -11.1632905 9.4356146 14.0905448
## 20040227 3.0970607 -6.5621654 2.8154885 8.8198880 12.7809576
## 20040402 12.3305050 1.6181566 13.6955203 7.0703128 12.1175570
## 20040430 9.9119803 0.6974249 4.5897625 8.7155852 13.3243188
## 20040604 24.5834714 13.8631465 18.0322492 18.8410141 22.5240337
## 20040702 23.3815379 13.9754020 22.9486949 19.1599991 22.7387810
## 20040730 37.3067950 26.2515232 29.5856843 16.2073943 19.5311443
## 20040903 31.8884057 22.7999039 36.4986264 14.2370302 17.9323133
## 20040930 57.7564300 51.1671401 73.9350168 16.7497250 22.9388119
## 20041029 47.8366966 42.5014430 47.4763062 14.4790430 23.3269060
## 20041203 17.6520073 17.3078633 23.3282620 3.2541925 13.6880594
## 20041231 19.7138749 21.2210642 65.9613138 1.1874287 10.3365257
## 20050131 5.1540242 6.2998394 30.3651309 -7.2766370 0.4659235
## 20050228 15.3849192 13.3162158 26.2619500 -9.1905740 0.4600398
## 20050331 -0.5399770 -2.0403939 5.4244352 -11.5395264 -2.9837251
## 20050429 1.6772309 1.8809108 24.6042661 -10.3859695 -0.9249858
## 20050531 -1.9702624 -3.4197521 10.3145783 -10.6240117 -2.6347685
## 20050630 -12.1119066 -14.9930528 -8.0922354 -17.3489018 -9.9720123
## 20050729 -11.6688775 -14.8058981 -1.1766816 -13.3040214 -9.8010784
## 20050831 -17.4141326 -19.4055163 -17.0631759 -12.4711673 -11.2250645
## 20050930 -34.8469858 -33.4470141 -34.1154652 -23.7851389 -24.5925375
## 20051031 -55.6115500 -53.9428324 -52.3915170 -41.7967693 -41.6798564
## 20051130 -58.5092204 -57.0123802 -53.7770665 -44.3833433 -43.5832195
## 20051230 -58.0176859 -57.3128624 -52.3403596 -41.3355159 -40.8868217
## 20060131 -57.4449487 -57.3089801 -52.7357653 -43.2540969 -41.8572639
## 20060228 -60.6115555 -60.7886140 -56.3895945 -47.9597420 -46.9227636
## 20060331 -55.6051605 -56.5205862 -44.0821848 -42.7398695 -41.4090799
## 20060428 -50.6729222 -50.4677358 -48.0226420 -36.9799404 -39.0398032
## 20060531 -47.0434401 -46.0129154 -38.3941690 -35.8602262 -34.7813982
## 20060630 -49.2260526 -48.8319599 -41.9286579 -28.1886716 -29.9083789
## 20060731 -32.3995345 -33.0883323 -27.4868326 -22.4171209 -22.0415285
## 20060831 -34.0708293 -33.4903837 -25.2863264 -21.4563944 -19.3749580
## 20060929 -5.7189674 -5.6889942 2.9145586 -6.3748346 -6.0279856
## 20061031 34.6752590 31.8303289 45.8970093 14.6807135 13.2489622
## 20061130 50.8729439 47.9401861 52.6095576 35.0528769 28.6621973
## 20061229 66.9103196 62.7298854 72.8636378 36.0503846 26.6450049
## 20070131 59.1625419 57.1877957 51.5230950 43.2358059 33.4811421
## 20070228 84.0869234 81.3322638 59.5310547 66.5208839 50.8426290
## 20070330 65.8799599 63.3446332 54.0469603 64.4413576 48.1113826
## 20070430 56.8797550 49.9666694 39.8546604 47.8986043 35.1085661
## 20070531 21.6620389 17.5294492 7.3030444 29.5402220 13.2880689
## 20070629 9.0764595 9.3731622 7.4241807 21.6566246 9.8145931
## 20070731 7.6272958 6.3522868 5.1046856 19.1846930 9.2281270
## 20070831 5.6668925 6.0730894 3.2153880 9.5021428 2.3221257
## 20070928 10.3183365 8.9533992 6.3927771 14.1003921 7.1008950
## 20071031 17.6931973 17.3360724 3.8793659 24.8881941 13.6321171
## 20071130 15.3950318 15.8162169 -1.1963257 21.8638795 6.4992038
## 20071231 20.3984384 23.0253407 0.7486306 23.0639378 11.7236529
## 20080131 16.1714387 18.8473941 20.3076060 27.9791647 19.1633339
## 20080229 20.9479441 23.7695757 35.5589603 29.2257335 20.6322069
## 20080331 15.9594849 16.8356156 23.5600059 23.4194924 13.6656793
## 20080430 19.5823516 20.3928757 21.7500574 20.9968473 16.8973636
## 20080530 19.2453478 21.1835324 15.7869267 29.1283483 25.8255185
## 20080630 15.4343764 18.8265937 28.2504614 34.6985850 29.0833695
## 20080731 8.7945921 9.6668065 9.6535232 21.0208018 16.7148472
## 20080829 -2.1647942 1.3705037 -6.3932169 17.9504899 13.9914695
## 20080930 -29.0776861 -24.8189736 -41.6418907 -5.5697054 -5.7266528
## 20081031 -19.0284166 -18.8082348 -21.7958967 2.5401301 0.9123258
## 20081128 -22.1934539 -21.1499863 -5.5952472 -0.4232511 1.1226720
## 20081231 -27.6868323 -26.9424893 -29.1772134 -7.3113539 -5.8793734
## 20090130 -14.8996654 -13.6182409 -8.7883169 -2.1939061 -2.5369119
## 20090227 -17.3396806 -14.3582668 -1.6281807 -3.6796351 -1.9310411
## 20090331 -14.3635622 -15.1126969 -6.3275103 -3.7331563 -0.9722133
## 20090430 -19.5834473 -20.2618351 -19.0078203 -7.5978454 -5.2131962
## 20090529 -25.9938503 -24.6056404 -26.3797001 -13.2058794 -11.4886467
## 20090630 -10.2596700 -9.5095324 -16.5603774 -7.4753316 -5.9964077
## 20090731 -6.4848728 -2.3809428 -18.2118092 -4.0110193 -2.9027942
## 20090831 -0.7171579 2.7736685 -13.2949554 6.8116191 6.3233588
## 20090930 20.1700205 24.4733283 15.5152302 23.3813228 20.7725169
## 20091030 0.5062099 2.6661582 0.2108074 7.3577739 7.3676905
## 20091130 10.9227420 12.3226126 15.6606076 9.6711994 9.5637986
## 20091231 3.2417485 6.3376411 2.0947668 12.2182632 12.5695787
## 20100129 2.3096782 5.0908833 5.1699564 10.8143087 11.4026140
## 20100226 8.3355115 7.6192249 1.9794144 7.7494172 6.6522254
## 20100331 -0.6364942 1.2809216 -5.5628439 10.7604838 8.2291672
## 20100430 -4.1863175 0.5886456 1.7216141 12.9284833 11.4188622
## 20100528 21.4955477 18.9766669 16.6641179 26.3231959 22.1026688
## 20100630 20.0011419 18.1012057 15.2145581 20.2727926 14.2870098
## 20100730 20.6598528 20.5214298 16.9611137 29.1957597 18.9913516
## 20100831 16.6697912 14.9134846 9.7607698 22.6436888 13.6570973
## 20100930 23.3113340 23.7758409 15.4731879 25.8334449 15.5895968
## 20101029 26.6510963 25.8734482 19.3581877 31.8258777 21.3350119
## 20101130 36.3486240 30.7625441 17.9886636 34.8244052 22.9149124
## 20101231 47.1815438 42.3378541 34.6823061 34.2900754 23.0287700
## 20110131 52.0083818 37.6776306 26.5273197 22.9140138 12.9345136
## 20110228 58.1395182 41.1847836 34.9033160 27.5509617 18.8117352
## 20110331 26.1634251 25.4600881 22.9254182 22.4740260 16.3858418
## 20110429 18.4539257 18.1574117 21.3460513 19.3693157 14.9175595
## 20110531 20.2514953 18.6337276 20.8194881 16.8598351 16.1986287
## 20110630 28.9688951 24.6994026 31.9410433 22.9691777 21.6960534
## 20110729 7.4294403 2.7181104 12.9398044 10.8372801 13.7154796
## 20110831 24.2110752 19.6639736 31.9984269 18.7507330 20.2642312
## 20110930 -4.9164541 -2.8575416 9.5881024 6.6645508 11.5619945
## 20111031 9.6523088 14.9421234 20.7901258 7.7995799 8.6399585
## 20111130 17.9066588 25.7679585 32.4356186 4.6895244 8.0287915
## 20111230 13.2444995 16.8010620 -12.5785077 3.0404414 4.2286247
## 20120131 -3.6176499 1.1068660 7.0528994 2.2700548 6.1644009
## 20120229 -12.1552292 -8.3015160 -10.0559827 2.7726069 6.9914680
## 20120330 1.9856637 5.5116083 6.9751270 3.5222091 4.7337107
## 20120430 17.1393485 22.8499987 14.4468486 6.1391466 6.1875053
## 20120531 29.2431394 35.7631650 24.0498877 6.5619443 4.5305814
## 20120629 29.8639196 31.7880422 22.9269295 1.2560583 -0.3298164
## 20120731 48.1492670 47.6766452 27.7662324 5.4188354 2.3599082
## 20120831 19.7460634 18.7447898 4.0714961 -5.4110377 -7.5389144
## 20120928 1.6306385 -2.3000477 -16.7311533 -5.6694309 -8.4551223
## 20121031 7.1467645 6.6887158 1.8913840 -3.9326029 -2.6879565
## Corr EWShort RWShort CWShort CW_LvM
## 20030103 0.098486244 0.3913753 0.1732467 0.2024571 40.5140089
## 20030131 0.153795415 6.3548982 6.1046033 1.0119746 40.6837508
## 20030228 0.095847009 12.3002326 8.4118773 0.4641847 21.9532839
## 20030404 0.123630360 25.6733683 23.3523890 10.2817715 36.0352431
## 20030502 0.141641627 29.3833662 30.2616246 27.4110931 34.6252414
## 20030530 0.140513393 7.5354029 10.1473060 -0.7424684 33.7562219
## 20030703 0.136470102 -1.5988279 -1.8196032 4.9188152 27.7176401
## 20030801 0.178535972 -18.7989038 -16.2233636 -12.8242965 21.9807302
## 20030829 0.080425254 -7.8526979 -5.6117016 1.3082667 7.4594049
## 20031003 0.007162340 -6.5991439 -4.5143001 0.8433647 -4.0915966
## 20031031 0.056425522 1.6105415 1.9207896 10.7147478 -0.5889078
## 20031128 0.100461146 1.4927501 2.3251885 0.4564459 12.0001045
## 20040102 0.078500951 -4.8838721 -4.5725312 -1.1008317 7.3058494
## 20040130 0.037947872 -20.2791960 -22.9618123 -20.0744345 -25.2538353
## 20040227 0.082857072 -26.7523938 -26.9824512 -25.3078247 -9.9654692
## 20040402 0.068072944 -13.5462358 -13.6961141 -14.1266119 1.5779633
## 20040430 0.047177441 -10.5855532 -8.7988022 6.1896565 -8.7345564
## 20040604 0.092820050 5.7801958 7.5746361 11.3603380 -4.4917845
## 20040702 0.091682851 2.0604625 2.9224880 9.1057260 0.2099139
## 20040730 0.149482487 -3.8406622 -2.8247371 2.9888015 10.0545400
## 20040903 0.153871219 -3.5366653 -3.6941018 -1.3582032 18.5663131
## 20040930 0.231390347 -12.3568503 -10.8286844 -4.4572851 50.9962049
## 20041029 0.221884211 -17.6647403 -17.0562822 -15.0863624 24.1494002
## 20041203 0.172243682 -23.6591571 -25.1287444 -32.9795116 9.6402026
## 20041231 0.215480010 -29.1214482 -28.7738796 -35.5912227 55.6247881
## 20050131 0.163727757 -20.7352778 -22.3588461 -23.0545448 29.8992075
## 20050228 0.204736317 -33.2717552 -31.3927446 -28.6852315 25.8019102
## 20050331 0.157897611 -30.0622426 -32.9654781 -27.6019908 8.4081603
## 20050429 0.161591803 -28.8580366 -32.3774428 -30.0515980 25.5292519
## 20050531 0.127844467 -31.4343504 -34.5974373 -30.8306752 12.9493468
## 20050630 0.088755972 -28.6945587 -31.2500470 -34.1994035 1.8797769
## 20050729 0.026076981 -16.0040874 -20.5086226 -18.7412973 8.6243968
## 20050831 0.008118059 -27.5151117 -32.3300561 -30.5902013 -5.8381114
## 20050930 -0.090308098 -28.7116124 -35.2435160 -32.4145812 -9.5229277
## 20051031 -0.166780638 -50.7827154 -51.9561920 -58.4250601 -10.7116606
## 20051130 -0.152841958 -55.3787502 -58.2107624 -68.5780629 -10.1938470
## 20051230 -0.158657585 -52.5979810 -56.2588011 -68.7175556 -11.4535379
## 20060131 -0.051440393 -63.9540316 -67.9675260 -82.2723475 -10.8785014
## 20060228 -0.073859476 -75.5050914 -74.7437094 -88.3312182 -9.4668309
## 20060331 -0.055460337 -70.8522997 -71.5552610 -83.0354918 -2.6731049
## 20060428 -0.099899582 -67.2339609 -67.3540913 -82.9481423 -8.9828388
## 20060531 -0.065542489 -60.3933568 -60.4261742 -74.2466588 -3.6127708
## 20060630 -0.180235576 -36.1375299 -36.3891929 -54.5653357 -12.0202790
## 20060731 -0.088989176 -38.6429254 -37.0105856 -68.3828714 -5.4453041
## 20060831 -0.085577132 -40.9739185 -39.0848719 -45.2813680 -5.9113684
## 20060929 0.057652358 -24.0331217 -22.3986992 -30.3583056 8.9425442
## 20061031 0.103062138 -5.8063968 -4.6501025 -25.0060741 32.6480471
## 20061130 0.030063177 13.9439452 12.6817540 13.7141689 23.9473603
## 20061229 0.038262099 28.5688662 27.4935942 29.5733011 46.2186328
## 20070131 -0.101008966 71.4014513 69.2634703 61.1642513 18.0419529
## 20070228 -0.182172106 124.3253357 118.8384132 107.4167093 8.6884257
## 20070330 -0.230109540 139.3730957 132.1462996 127.1753981 5.9355777
## 20070430 -0.184140297 92.8232053 87.2622056 78.7803070 4.7460943
## 20070531 -0.191068457 74.5108417 69.1787373 46.1689121 -5.9850245
## 20070629 -0.163177582 49.0231434 46.1501176 25.5665111 -2.3904124
## 20070731 -0.163572114 48.9676065 47.2484240 32.3122151 -4.1234414
## 20070831 -0.069215286 22.7887988 19.4892763 15.4538835 0.8932623
## 20070928 -0.060492363 26.2198495 23.6209384 14.0701761 -0.7081179
## 20071031 -0.131307588 50.0151879 46.6601412 18.1149396 -9.7527511
## 20071130 -0.096290849 48.7756832 41.7380066 20.3809369 -7.6955295
## 20071231 -0.106847819 43.7756123 39.7901772 43.4755178 -10.9750223
## 20080131 -0.102237553 32.8684903 25.8356168 8.5920148 1.1442721
## 20080229 -0.085165387 41.9376801 37.4803287 8.5596072 14.9267533
## 20080331 -0.081976359 28.0728288 25.3122960 13.4664048 9.8943266
## 20080430 -0.032414223 14.5307770 12.9303562 6.7349430 4.8526939
## 20080530 -0.023758386 13.5896482 10.2818892 10.5555617 -10.0385918
## 20080630 0.013189236 22.8790997 19.0717840 21.1777720 -0.8329081
## 20080731 -0.012200854 11.9660587 10.8750303 7.4400391 -7.0613240
## 20080829 -0.029942015 10.3092083 7.6346671 6.1211644 -20.3846864
## 20080930 -0.113155563 -10.3996891 -9.6998543 -18.0495840 -35.9152379
## 20081031 -0.116509643 -4.6649541 -3.1343996 -10.1273584 -22.7082225
## 20081128 -0.138000792 -4.1487437 -3.5176291 -10.8498396 -6.7179192
## 20081231 -0.131830924 -8.1969819 -7.7366033 -9.8420749 -23.2978400
## 20090130 -0.077523621 -1.3314141 -0.6738197 -6.9407323 -6.2514049
## 20090227 -0.088401393 -5.6510349 -4.8895487 -7.6596995 0.3028604
## 20090331 -0.082630883 -3.6570397 -4.1313817 -4.6709928 -5.3552970
## 20090430 -0.065436196 -12.1778662 -9.7574453 -14.8927637 -13.7946241
## 20090529 -0.059484796 -15.8049297 -14.0832597 -22.8334451 -14.8910534
## 20090630 -0.040287099 -14.2744031 -10.9056373 -11.4171215 -10.5639697
## 20090731 -0.079619749 9.8306457 13.2624619 4.5493926 -15.3090150
## 20090831 -0.014262993 4.6761293 7.0285322 -2.3954228 -19.6183141
## 20090930 0.034462521 12.7795860 13.1774357 19.2604208 -5.2572867
## 20091030 -0.035110127 1.8173521 2.6484761 3.5998676 -7.1568831
## 20091130 -0.018146594 8.6658563 7.0749792 27.4342382 6.0968090
## 20091231 -0.013842269 11.2869642 7.8663252 43.3063394 -10.4748119
## 20100129 0.031404160 4.8193859 1.5969583 30.2868320 -6.2326575
## 20100226 0.035548859 -1.2616023 -2.9733078 17.7320449 -4.6728110
## 20100331 0.056746504 -12.6687575 -13.8032232 1.4633522 -13.7920110
## 20100430 0.063218119 -6.4205751 -8.3256248 23.7968072 -9.6972480
## 20100528 0.035672270 20.1599437 18.9180680 48.5184560 -5.4385509
## 20100630 0.053651266 8.3632518 7.5653042 18.5087796 0.9275483
## 20100730 -0.028668082 40.3636935 38.7796579 41.6863236 -2.0302378
## 20100831 -0.026754004 25.4579396 24.4400967 25.9764904 -3.8963275
## 20100930 -0.036167205 25.8416139 27.1524082 27.4847803 -0.1164089
## 20101029 -0.031194706 32.2434696 29.0731326 21.5393474 -1.9768243
## 20101130 0.002073609 33.3660333 32.3011002 18.8706987 -4.9262488
## 20101231 0.034851117 35.0018814 35.1308264 7.5423375 11.6535361
## 20110131 0.060492743 29.2260193 28.6891020 9.9798882 13.5928061
## 20110228 0.040462409 46.8540863 46.9400065 14.6176270 16.0915808
## 20110331 0.031656536 27.6024130 29.2177252 10.7677205 6.5395765
## 20110429 -0.006712263 11.2496296 11.5312144 26.7708122 6.4284918
## 20110531 0.056660358 -4.4283361 -2.3922796 11.0101823 4.6208594
## 20110630 0.023780329 6.1095145 5.9878304 16.7087104 10.2449899
## 20110729 0.031704210 -0.5295264 -1.4653030 10.2657243 -0.7756752
## 20110831 0.085500336 6.7048200 6.5322091 20.1892043 11.7341957
## 20110930 0.073991765 -6.9461622 -5.8805178 -6.9137650 -1.9738921
## 20111031 0.125196828 -16.0712249 -11.1069661 -17.6525323 12.1501673
## 20111130 0.112193254 -10.4836073 -6.5929583 -17.8094790 24.4068271
## 20111230 0.105470688 -15.3835804 -10.9245919 -24.3912146 -16.8071324
## 20120131 0.003734607 -13.5225606 -9.6528274 -15.9497353 0.8884985
## 20120229 -0.007087554 -17.1423570 -11.6924557 -24.3378589 -17.0474507
## 20120330 0.049019432 -20.5962700 -14.2847829 -32.7924916 2.2414163
## 20120430 0.110878613 -13.9262941 -9.3250281 -15.2988145 8.2593434
## 20120531 0.146216351 -17.2713903 -11.3314022 -11.5130541 19.5193063
## 20120629 0.145968063 -19.5861135 -14.5526360 -14.6620132 23.2567459
## 20120731 0.199371658 -17.3812108 -11.5910427 -7.5081762 25.4063242
## 20120831 0.134294726 -23.8976425 -18.0734381 -15.3210543 11.6104105
## 20120928 0.070768803 -21.8160547 -16.3405727 -13.4782714 -8.2760309
## 20121031 0.094379981 -17.0024878 -14.1318668 -14.3389309 4.5793404
## RWLvCM EW_LvM CW_LvS RW_LvS EW_LvS
## 20030103 3.7882930 -0.5727331 47.3656548 10.66914931 5.695724
## 20030131 21.5290125 12.7505483 54.8549759 30.60760884 24.644819
## 20030228 18.2170152 11.1105623 32.4976426 20.81368126 13.495695
## 20030404 24.9673650 20.3925204 41.8775510 17.73905541 16.708453
## 20030502 39.3762967 34.2632796 29.3128563 31.21338013 34.374162
## 20030530 27.2432968 24.9855999 48.9093294 31.50662997 34.378485
## 20030703 20.1370198 21.3889516 35.7319715 34.88976958 36.086635
## 20030801 22.5869217 30.1994245 43.3993161 47.40457461 52.805688
## 20030829 -5.0530319 -0.2278125 16.9359051 11.34343666 14.945974
## 20031003 -12.7110518 -7.2251695 5.3790387 2.11724830 6.778052
## 20031031 -8.8392113 -6.2131287 6.2576539 6.80130855 8.329820
## 20031128 -3.9474071 -0.3918907 27.9132867 10.09703256 12.777081
## 20040102 -7.0179717 0.4114547 25.5808333 14.72871167 20.156820
## 20040130 -25.4791727 -14.3438004 8.9111440 11.57318444 15.371010
## 20040227 -19.3431230 -5.7228273 28.1233132 20.42028586 29.849454
## 20040402 -10.4994004 5.2601922 27.8221322 15.31427069 25.876741
## 20040430 -12.6268939 1.1963951 -1.5998940 9.49622715 20.497534
## 20040604 -8.6608873 5.7424572 6.6719112 6.28851038 18.803276
## 20040702 -8.7633790 4.2215388 13.8429689 11.05291400 21.321075
## 20040730 6.7203789 21.0994007 26.5968827 29.07626037 41.147457
## 20040903 4.8675907 17.6513755 37.8568296 26.49400578 35.425071
## 20040930 28.2283281 41.0067051 78.3923019 61.99582441 70.113280
## 20041029 19.1745370 33.3576536 62.5626686 59.55772523 65.501437
## 20041203 3.6198040 14.3978148 56.3077736 42.43660775 41.311164
## 20041231 10.8845386 18.5264461 101.5525364 49.99494381 48.835323
## 20050131 5.8339159 12.4306611 53.4196757 28.65868546 25.889302
## 20050228 12.8561760 24.5754932 54.9471814 44.70896032 48.656674
## 20050331 0.9433312 10.9995494 33.0264260 30.92508423 29.522266
## 20050429 2.8058966 12.0632003 54.6558641 34.25835355 30.535268
## 20050531 -0.7849836 8.6537492 41.1452535 31.17768518 29.464088
## 20050630 -5.0210405 5.2369951 26.1071681 16.25699422 16.582652
## 20050729 -5.0048197 1.6351439 17.5646157 5.70272447 4.335210
## 20050831 -8.1804518 -4.9429654 13.5270254 12.92453976 10.100979
## 20050930 -8.8544766 -11.0618470 -1.7008840 1.79650190 -6.135373
## 20051031 -12.2629760 -13.8147808 6.0335431 -1.98664038 -4.828835
## 20051130 -13.4291607 -14.1258770 14.8009964 1.19838216 -3.130470
## 20051230 -16.4260407 -16.6821700 16.3771960 -1.05406133 -5.419705
## 20060131 -15.4517162 -14.1908518 29.5365822 10.65854594 6.509083
## 20060228 -13.8658504 -12.6518135 31.9416238 13.95509540 14.893536
## 20060331 -15.1115063 -12.8652910 38.9533070 15.03467482 15.247139
## 20060428 -11.4279326 -13.6929818 34.9255003 16.88635548 16.561039
## 20060531 -11.2315171 -11.1832138 35.8524898 14.41325880 13.349917
## 20060630 -18.9235809 -21.0373810 12.6366777 -12.44276693 -13.088523
## 20060731 -11.0468038 -9.9824135 40.8960388 3.92225336 6.243391
## 20060831 -14.1154257 -12.6144349 19.9950416 5.59448823 6.903089
## 20060929 0.3389914 0.6558672 33.2728642 16.70970501 18.314154
## 20061031 18.5813667 19.9945455 70.9030834 36.48043139 40.481656
## 20061130 19.2779888 15.8200670 38.8953888 35.25843213 36.928999
## 20061229 36.0848805 30.8599350 43.2903366 35.23629122 38.341453
## 20070131 23.7066536 15.9267360 -9.6411563 -12.07567461 -12.238909
## 20070228 30.4896348 17.5660395 -47.8856547 -37.50614935 -40.238412
## 20070330 15.2332506 1.4386022 -73.1284379 -68.80166646 -73.493136
## 20070430 14.8581032 8.9811507 -38.9256466 -37.29553625 -35.943450
## 20070531 4.2413802 -7.8781830 -38.8658676 -51.64928814 -52.848803
## 20070629 -0.4414310 -12.5801651 -18.1423304 -36.77695547 -39.946684
## 20070731 -2.8758402 -11.5573972 -27.2075295 -40.89613721 -41.340311
## 20070831 3.7509637 -3.8352503 -12.2384956 -13.41618699 -17.121906
## 20070928 1.8525042 -3.7820556 -7.6773991 -14.66753918 -15.901513
## 20071031 3.7039553 -7.1949968 -14.2355737 -29.32406877 -32.321991
## 20071130 9.3170131 -6.4688477 -21.5772626 -25.92178974 -33.380651
## 20071231 11.3016878 -2.6654995 -42.7268872 -16.76483655 -23.377174
## 20080131 -0.3159398 -11.8077259 11.7155912 -6.98822268 -16.697052
## 20080229 3.1373687 -8.2777894 26.9993531 -13.71075299 -20.989736
## 20080331 3.1699363 -7.4600075 10.0936011 -8.47668040 -12.113344
## 20080430 3.4955122 -1.4144958 15.0151144 7.46251954 5.051575
## 20080530 -4.6419861 -9.8830005 5.2313650 10.90164319 5.655700
## 20080630 -10.2567758 -19.2642086 7.0726895 -0.24519030 -7.444723
## 20080731 -7.0480407 -12.2262096 2.2134841 -1.20822385 -3.171467
## 20080829 -12.6209658 -20.1152841 -12.5143813 -6.26416341 -12.474002
## 20080930 -19.0923208 -23.5079807 -23.5923066 -15.11911933 -18.677997
## 20081031 -19.7205606 -21.5685467 -11.6685383 -15.67383521 -14.363462
## 20081128 -22.2726583 -21.7702028 5.2545924 -17.63235714 -18.044710
## 20081231 -21.0631159 -20.3754784 -19.3351385 -19.20588598 -19.489850
## 20090130 -11.0813290 -12.7057594 -1.8475845 -12.94442122 -13.568251
## 20090227 -12.4272257 -13.6600455 6.0315188 -9.46871802 -11.688646
## 20090331 -14.1404836 -10.6304060 -1.6565175 -10.98131515 -10.706523
## 20090430 -15.0486390 -11.9856019 -4.1150565 -10.50438984 -7.405581
## 20090529 -13.1169937 -12.7879709 -3.5462550 -10.52238064 -10.188921
## 20090630 -3.5131247 -2.7843384 -5.1432559 1.39610482 4.014733
## 20090731 0.5218514 -2.4738535 -22.7612018 -15.64340469 -16.315519
## 20090831 -3.5496903 -7.5287769 -10.8995325 -4.25486372 -5.393287
## 20090930 3.7008114 -3.2113024 -3.7451905 11.29589258 7.390434
## 20091030 -4.7015322 -6.8515639 -3.3890602 0.01768213 -1.311142
## 20091130 2.7588140 1.2515426 -11.7736306 5.24763342 2.256886
## 20091231 -6.2319377 -8.9765147 -41.2115725 -1.52868408 -8.045216
## 20100129 -6.3117307 -8.5046306 -25.1168756 3.49392497 -2.509708
## 20100226 0.9669996 0.5860943 -15.7526306 10.59253275 9.597114
## 20100331 -6.9482456 -11.3969780 -7.0261961 15.08414474 12.032263
## 20100430 -10.8302166 -17.1148008 -22.0751930 8.91427038 2.234258
## 20100528 -3.1260019 -4.8276483 -31.8543381 0.05859884 1.335604
## 20100630 3.8141959 -0.2716507 -3.2942214 10.53590149 11.637890
## 20100730 1.5300783 -8.5359069 -24.7252099 -18.25822803 -19.703841
## 20100831 1.2563873 -5.9738976 -16.2157206 -9.52661216 -8.788148
## 20100930 8.1862441 -2.5221109 -12.0115924 -3.37656728 -2.530280
## 20101029 4.5384362 -5.1747814 -2.1811597 -3.19968447 -5.592373
## 20101130 7.8476317 1.5242188 -0.8820351 -1.53855614 2.982591
## 20101231 19.3090840 12.8914684 27.1399686 7.20702768 12.179662
## 20110131 24.7431170 29.0943680 16.5474316 8.98852858 22.782363
## 20110228 22.3730484 30.5885565 20.2856890 -5.75522291 11.285432
## 20110331 9.0742463 3.6893991 12.1576977 -3.75763713 -1.438988
## 20110429 3.2398522 -0.9153900 -5.4247609 6.62619735 7.204296
## 20110531 2.4350990 3.3916601 9.8093058 21.02600726 24.679831
## 20110630 3.0033492 5.9997175 15.2323329 18.71157218 22.859381
## 20110729 -10.9973692 -3.4078399 2.6740801 4.18341342 7.958967
## 20110831 -0.6002576 5.4603422 11.8092226 13.13176449 17.506255
## 20110930 -14.4195361 -11.5810049 16.5018675 3.02297622 2.029708
## 20111031 6.3021649 1.8527288 38.4426581 26.04908956 25.723534
## 20111130 17.7391670 13.2171345 50.2450976 32.36091680 28.390266
## 20111230 12.5724373 10.2040581 11.8127069 27.72565382 28.628080
## 20120131 -5.0575348 -5.8877047 23.0026347 10.75969346 9.904911
## 20120229 -15.2929840 -14.9278361 14.2818762 3.39093972 4.987128
## 20120330 0.7778977 -1.5365453 39.7676185 19.79639125 22.581934
## 20120430 16.6624934 11.0002019 29.7456631 32.17502675 31.065643
## 20120531 31.2325836 22.6811951 35.5629418 47.09456717 46.514530
## 20120629 32.1178587 28.6078613 37.5889427 46.34067819 49.450033
## 20120731 45.3167370 42.7304316 35.2744085 59.26768789 65.530478
## 20120831 26.2837042 25.1571011 19.3925504 36.81822789 43.643706
## 20120928 6.1550746 7.3000694 -3.2528819 14.04052499 23.446693
## 20121031 9.3766723 11.0793674 16.2303148 20.82058264 24.149252Detail 12 Month holding of 30 Stocks
## EWLong RWLong CWLong EWMkt CWMkt
## 20030103 15.8024493 19.49528014 26.11001051 6.6598323 7.0541031
## 20030131 37.1030764 41.69226550 25.42014240 18.2491691 15.1831996
## 20030228 35.9982262 37.62663436 20.24206838 14.6853649 11.0085433
## 20030404 48.1474836 49.02941780 57.61819642 21.9893011 16.1240794
## 20030502 60.7200490 60.40325914 71.16182435 29.4942482 22.0987080
## 20030530 39.9515429 39.29470986 52.54796810 16.9282880 14.4106391
## 20030703 37.5563035 35.12031999 39.41102721 13.0988553 12.9331465
## 20030801 30.4009934 28.35335851 32.08038857 3.8073598 8.5942894
## 20030829 18.1389971 16.66731839 24.86176827 7.3210883 10.7847670
## 20031003 2.9541387 -0.03189623 13.53910900 7.4040774 10.3140000
## 20031031 15.3819967 15.43573236 29.86548999 16.1534905 17.5613095
## 20031128 11.6519519 12.00799815 13.64046793 14.6617216 16.3696281
## 20040102 16.8974436 10.29094445 29.15578423 14.8614932 17.1741522
## 20040130 3.1278125 -9.55485189 -7.43333526 9.4356146 14.0905448
## 20040227 15.9282706 -1.00577358 6.56050076 8.8198880 12.7809576
## 20040402 21.6556022 5.15170270 11.14624209 7.0703128 12.1175570
## 20040430 15.4171783 1.76738437 6.54664610 8.7155852 13.3243188
## 20040604 27.4047910 9.12198638 20.91419622 18.8410141 22.5240337
## 20040702 30.1084884 12.92138047 9.86396675 19.1599991 22.7387810
## 20040730 48.0508991 32.59297385 29.33048418 16.2073943 19.5311443
## 20040903 44.1274945 28.46121038 33.92895497 14.2370302 17.9323133
## 20040930 52.4940620 42.02298793 54.30941814 16.7497250 22.9388119
## 20041029 51.8068731 40.55448342 38.25074429 14.4790430 23.3269060
## 20041203 22.0251716 21.71412505 16.93772465 3.2541925 13.6880594
## 20041231 16.4890215 17.97332526 75.97158534 1.1874287 10.3365257
## 20050131 1.3113144 3.78215995 23.22365079 -7.2766370 0.4659235
## 20050228 10.8414149 10.72709804 27.97808019 -9.1905740 0.4600398
## 20050331 -9.5647784 -9.07462778 11.82892372 -11.5395264 -2.9837251
## 20050429 -0.2952620 -3.52761055 19.40496264 -10.3859695 -0.9249858
## 20050531 -8.2456030 -10.72296305 12.97502835 -10.6240117 -2.6347685
## 20050630 -14.8700596 -17.33728912 -12.93646468 -17.3489018 -9.9720123
## 20050729 -10.9290806 -14.05594502 -9.95201000 -13.3040214 -9.8010784
## 20050831 -18.0967067 -18.73031769 -13.67833243 -12.4711673 -11.2250645
## 20050930 -40.7755888 -40.27061563 -38.27686902 -23.7851389 -24.5925375
## 20051031 -55.4360387 -52.69006537 -52.07424763 -41.7967693 -41.6798564
## 20051130 -60.3062892 -58.66740226 -55.67134157 -44.3833433 -43.5832195
## 20051230 -60.9817001 -59.81951051 -50.58899288 -41.3355159 -40.8868217
## 20060131 -55.9196122 -55.66562750 -46.95711029 -43.2540969 -41.8572639
## 20060228 -62.6855374 -62.49730918 -57.09235018 -47.9597420 -46.9227636
## 20060331 -55.5107710 -55.18338368 -46.14743530 -42.7398695 -41.4090799
## 20060428 -51.2100679 -49.62873799 -49.24255455 -36.9799404 -39.0398032
## 20060531 -49.2859739 -49.84661427 -38.79942634 -35.8602262 -34.7813982
## 20060630 -43.9519212 -44.50990083 -42.63238498 -28.1886716 -29.9083789
## 20060731 -37.2781168 -38.79450671 -30.86173134 -22.4171209 -22.0415285
## 20060831 -31.4691273 -31.94106748 -25.04440525 -21.4563944 -19.3749580
## 20060929 -4.8879601 -6.08657662 0.04914275 -6.3748346 -6.0279856
## 20061031 33.6343584 30.43130717 51.36279976 14.6807135 13.2489622
## 20061130 57.7694539 53.87994379 59.38575745 35.0528769 28.6621973
## 20061229 79.1022961 71.44852311 80.65847616 36.0503846 26.6450049
## 20070131 51.7954673 48.25854774 37.32711214 43.2358059 33.4811421
## 20070228 88.7902528 85.87862446 70.85059300 66.5208839 50.8426290
## 20070330 67.4550668 62.24386361 61.93412841 64.4413576 48.1113826
## 20070430 57.1688674 51.93953765 45.19926292 47.8986043 35.1085661
## 20070531 19.8948309 15.07383570 3.70295952 29.5402220 13.2880689
## 20070629 10.7265980 9.85395244 3.19657891 21.6566246 9.8145931
## 20070731 8.0506180 6.77734171 -5.90679160 19.1846930 9.2281270
## 20070831 5.0410137 4.46318630 -1.78769212 9.5021428 2.3221257
## 20070928 13.5173594 11.24238148 10.85178409 14.1003921 7.1008950
## 20071031 15.2379636 13.82243540 3.60108801 24.8881941 13.6321171
## 20071130 16.6007985 20.88286358 0.35574793 21.8638795 6.4992038
## 20071231 15.6330047 17.48627394 -2.38058423 23.0639378 11.7236529
## 20080131 10.4671618 14.68967810 8.78839867 27.9791647 19.1633339
## 20080229 13.1867434 13.92778944 34.04721761 29.2257335 20.6322069
## 20080331 14.3222174 13.99934824 29.08942828 23.4194924 13.6656793
## 20080430 16.8725248 19.93250610 19.45516014 20.9968473 16.8973636
## 20080530 24.7001122 24.58540699 16.75333035 29.1283483 25.8255185
## 20080630 18.6129568 22.44773920 25.07787720 34.6985850 29.0833695
## 20080731 3.4144004 7.16580161 26.64225125 21.0208018 16.7148472
## 20080829 -7.6783804 -5.73244070 -17.67414713 17.9504899 13.9914695
## 20080930 -32.3452549 -27.86883680 -42.29132177 -5.5697054 -5.7266528
## 20081031 -29.9588164 -27.26772017 -28.96501392 2.5401301 0.9123258
## 20081128 -25.2489320 -21.46111453 -22.93607685 -0.4232511 1.1226720
## 20081231 -29.8911492 -29.25880562 -11.05920612 -7.3113539 -5.8793734
## 20090130 -20.7030704 -21.34803805 -34.66628193 -2.1939061 -2.5369119
## 20090227 -18.9629210 -17.38643777 -7.40532645 -3.6796351 -1.9310411
## 20090331 -10.6742250 -12.18883051 -1.10908712 -3.7331563 -0.9722133
## 20090430 -16.6738353 -17.38585831 -14.94615673 -7.5978454 -5.2131962
## 20090529 -23.9008585 -22.22894622 -22.81865358 -13.2058794 -11.4886467
## 20090630 -13.0008187 -15.87516332 -25.96430701 -7.4753316 -5.9964077
## 20090731 0.5364806 5.56999477 -25.85033745 -4.0110193 -2.9027942
## 20090831 -10.1664833 -5.19383669 -27.68599339 6.8116191 6.3233588
## 20090930 17.8810924 18.06897135 15.17590832 23.3813228 20.7725169
## 20091030 -0.7912593 2.31570730 -2.18499928 7.3577739 7.3676905
## 20091130 5.9292687 8.68393532 25.75286061 9.6711994 9.5637986
## 20091231 10.3388707 13.78367549 8.29028105 12.2182632 12.5695787
## 20100129 10.2263830 12.66270275 11.49321125 10.8143087 11.4026140
## 20100226 1.5752824 2.04186588 1.47735395 7.7494172 6.6522254
## 20100331 -4.5603601 -0.90769505 -8.49723788 10.7604838 8.2291672
## 20100430 -9.2137943 -3.19443636 -3.96330470 12.9284833 11.4188622
## 20100528 25.3046235 20.38224956 17.95999260 26.3231959 22.1026688
## 20100630 13.0399222 11.14407567 10.60783818 20.2727926 14.2870098
## 20100730 21.8020240 18.87478485 16.06817251 29.1957597 18.9913516
## 20100831 13.7071223 12.44475104 15.50447034 22.6436888 13.6570973
## 20100930 15.7120708 16.46210668 11.50414141 25.8334449 15.5895968
## 20101029 33.8908302 30.65367131 20.52054574 31.8258777 21.3350119
## 20101130 41.9346786 33.73864069 28.96952354 34.8244052 22.9149124
## 20101231 40.1342033 37.97943568 34.37046371 34.2900754 23.0287700
## 20110131 41.9515997 30.14400848 35.73984709 22.9140138 12.9345136
## 20110228 47.6535054 38.31021377 34.24597770 27.5509617 18.8117352
## 20110331 25.5201322 27.14734237 35.74098249 22.4740260 16.3858418
## 20110429 23.5296173 25.31135223 31.59998901 19.3693157 14.9175595
## 20110531 25.3082881 24.16347867 26.66030409 16.8598351 16.1986287
## 20110630 28.7841344 25.42459235 42.52245784 22.9691777 21.6960534
## 20110729 8.1412457 2.41509044 16.52434206 10.8372801 13.7154796
## 20110831 7.3571648 6.89523054 20.02294521 18.7507330 20.2642312
## 20110930 -2.2220669 0.02229672 -0.02953501 6.6645508 11.5619945
## 20111031 13.7343346 18.95888906 28.27693734 7.7995799 8.6399585
## 20111130 17.2628533 27.81903307 33.67763839 4.6895244 8.0287915
## 20111230 10.2564045 16.01527829 21.09712293 3.0404414 4.2286247
## 20120131 -8.6050791 -6.92618206 -6.94807683 2.2700548 6.1644009
## 20120229 -11.4137758 -9.84658266 -3.12767302 2.7726069 6.9914680
## 20120330 -9.9813782 -5.69313421 8.58554969 3.5222091 4.7337107
## 20120430 16.4549570 23.33677645 23.36424996 6.1391466 6.1875053
## 20120531 37.7745548 45.11758517 36.18962443 6.5619443 4.5305814
## 20120629 32.5476005 35.90405023 25.54257665 1.2560583 -0.3298164
## 20120731 73.4346317 64.47260524 40.44971997 5.4188354 2.3599082
## 20120831 39.8267769 40.36399025 37.64676455 -5.4110377 -7.5389144
## 20120928 16.6920221 10.43957522 14.09119380 -5.6694309 -8.4551223
## 20121031 8.3258596 6.70863669 8.38632806 -3.9326029 -2.6879565
## Corr EWShort RWShort CWShort CW_LvM
## 20030103 0.098486244 -1.01969183 -1.1593482 -0.7611612 19.05590745
## 20030131 0.153795415 4.35050307 4.2694727 0.2761417 10.23694277
## 20030228 0.095847009 12.82435426 6.9412289 1.2386306 9.23352504
## 20030404 0.123630360 21.04913492 19.1589184 7.7805399 41.49411704
## 20030502 0.141641627 21.63859470 22.4573678 20.1863596 49.06311631
## 20030530 0.140513393 -1.05824962 1.2472839 7.7786314 38.13732898
## 20030703 0.136470102 -11.81321475 -13.1616230 -9.4388754 26.47788069
## 20030801 0.178535972 -27.46453628 -28.0916663 -24.7064480 23.48609922
## 20030829 0.080425254 -19.16742419 -17.8413609 -18.7704741 14.07700131
## 20031003 0.007162340 -15.11333414 -10.7003609 -17.3698208 3.22510900
## 20031031 0.056425522 -2.73779708 -0.9471334 -2.6320743 12.30418049
## 20031128 0.100461146 -3.82333508 -4.3740473 -6.1249556 -2.72916021
## 20040102 0.078500951 -5.22777324 -7.1989990 -0.5675452 11.98163204
## 20040130 0.037947872 -26.09704531 -27.8283772 -23.8117997 -21.52388009
## 20040227 0.082857072 -27.17912592 -26.2122461 -22.9326606 -6.22045687
## 20040402 0.068072944 -13.47272966 -14.0052833 -16.2558547 -0.97131493
## 20040430 0.047177441 -14.66981346 -12.9802104 -10.1623023 -6.77767275
## 20040604 0.092820050 -1.04492292 5.9798218 9.4684533 -1.60983750
## 20040702 0.091682851 -2.36358886 0.6162029 6.2748903 -12.87481427
## 20040730 0.149482487 -4.40448101 -2.4363334 8.5738719 9.79933988
## 20040903 0.153871219 -5.95755093 -6.7087620 -2.1691587 15.99664171
## 20040930 0.231390347 -12.84771862 -11.8737161 -13.3803219 31.37060623
## 20041029 0.221884211 -20.26484883 -19.7241401 -26.6994701 14.92383826
## 20041203 0.172243682 -30.42400566 -27.5803181 -36.0347146 3.24966529
## 20041231 0.215480010 -27.00054924 -23.5392891 -32.2158615 65.63505968
## 20050131 0.163727757 -38.95267290 -36.4007962 -33.2352842 22.75772733
## 20050228 0.204736317 -34.77308293 -33.1642091 -39.6846774 27.51804040
## 20050331 0.157897611 -33.41504370 -36.2945002 -32.1543889 14.81264879
## 20050429 0.161591803 -33.53000318 -34.8821380 -23.0321674 20.32994845
## 20050531 0.127844467 -31.13451653 -33.9702925 -29.7221104 15.60979686
## 20050630 0.088755972 -18.86126583 -19.2930920 -25.4861888 -2.96445233
## 20050729 0.026076981 -17.11106638 -22.1152008 -20.7178233 -0.15093158
## 20050831 0.008118059 -15.68119533 -20.1215343 -19.0655214 -2.45326793
## 20050930 -0.090308098 -33.15567192 -36.5147991 -33.5796386 -13.68433148
## 20051031 -0.166780638 -49.05764592 -48.0618850 -48.3822898 -10.39439122
## 20051130 -0.152841958 -60.70363865 -63.0771402 -65.0718799 -12.08812209
## 20051230 -0.158657585 -57.91308206 -57.2821240 -51.4655521 -9.70217114
## 20060131 -0.051440393 -73.34658806 -74.2578106 -75.1563254 -5.09984636
## 20060228 -0.073859476 -79.20171832 -79.1638369 -91.3268806 -10.16958660
## 20060331 -0.055460337 -73.17283652 -73.6729948 -85.2738805 -4.73835540
## 20060428 -0.099899582 -72.99319844 -72.2800532 -81.4499265 -10.20275132
## 20060531 -0.065542489 -64.18587200 -63.9074827 -80.9826821 -4.01802812
## 20060630 -0.180235576 -32.96699519 -34.5394982 -58.4221211 -12.72400603
## 20060731 -0.088989176 -41.65809903 -39.3846319 -71.1211404 -8.82020288
## 20060831 -0.085577132 -41.54691605 -38.3158784 -55.1028816 -5.66944722
## 20060929 0.057652358 -24.21888211 -21.2164749 -36.3254180 6.07712834
## 20061031 0.103062138 -8.06468746 -5.4144045 -27.2930999 38.11383753
## 20061130 0.030063177 16.57306672 15.6854748 14.0179321 30.72356012
## 20061229 0.038262099 28.57887071 28.2699778 27.2537298 54.01347123
## 20070131 -0.101008966 68.73877463 68.1313181 61.8966754 3.84597004
## 20070228 -0.182172106 128.39014648 123.7754872 122.6024420 20.00796398
## 20070330 -0.230109540 144.94845365 135.9959148 126.8266771 13.82274583
## 20070430 -0.184140297 95.88056001 90.8391756 78.8689957 10.09069677
## 20070531 -0.191068457 82.97466898 75.8408185 43.3797906 -9.58510940
## 20070629 -0.163177582 61.08166395 57.9209481 25.7817787 -6.61801420
## 20070731 -0.163572114 46.18437899 43.6182185 39.6157055 -15.13491861
## 20070831 -0.069215286 22.79488236 19.9695708 22.2931184 -4.10981779
## 20070928 -0.060492363 33.07782918 29.3436438 12.5648071 3.75088908
## 20071031 -0.131307588 60.73338196 55.6161163 28.7316118 -10.03102907
## 20071130 -0.096290849 42.81496066 38.9121110 2.8592788 -6.14345590
## 20071231 -0.106847819 51.13572158 46.5933712 51.3859523 -14.10423711
## 20080131 -0.102237553 19.21540545 13.9162064 23.0587614 -10.37493524
## 20080229 -0.085165387 34.74789052 27.8869491 21.7875013 13.41501069
## 20080331 -0.081976359 25.11126302 22.9072633 6.4832546 15.42374893
## 20080430 -0.032414223 16.17827418 14.2424875 3.1369094 2.55779657
## 20080530 -0.023758386 12.83247627 7.8515027 11.2912573 -9.07218818
## 20080630 0.013189236 20.45176411 14.7679899 13.5340633 -4.00549231
## 20080731 -0.012200854 7.28817811 8.3822744 6.1729654 9.92740407
## 20080829 -0.029942015 6.59903174 3.6014077 1.2360537 -31.66561659
## 20080930 -0.113155563 -11.14878851 -11.0950810 -19.0624135 -36.56466899
## 20081031 -0.116509643 -9.13869699 -7.2277568 -7.6951989 -29.87733973
## 20081128 -0.138000792 -0.60369571 -0.1684471 -3.9604346 -24.05874887
## 20081231 -0.131830924 -6.66961040 -6.7823802 -12.6661550 -5.17983273
## 20090130 -0.077523621 1.75188007 2.2011881 -3.7123638 -32.12936999
## 20090227 -0.088401393 -4.47043473 -3.9115312 -5.5194473 -5.47428537
## 20090331 -0.082630883 -4.85024561 -5.4596574 -5.7951693 -0.13687382
## 20090430 -0.065436196 -11.56396059 -9.0916705 -11.5030909 -9.73296056
## 20090529 -0.059484796 -17.44454292 -15.5390094 -24.0797328 -11.33000685
## 20090630 -0.040287099 -15.52034129 -11.5968326 -11.4105577 -19.96789930
## 20090731 -0.079619749 7.26494193 13.3400835 -0.1880116 -22.94754325
## 20090831 -0.014262993 2.16854483 6.3182722 -4.6780815 -34.00935216
## 20090930 0.034462521 9.61587167 10.5277230 19.2663727 -5.59660857
## 20091030 -0.035110127 3.49450082 3.9088984 11.1685339 -9.55268974
## 20091130 -0.018146594 0.85134108 0.1074595 21.8593010 16.18906199
## 20091231 -0.013842269 7.30076004 3.9797789 37.3795648 -4.27929769
## 20100129 0.031404160 4.73443701 1.2470923 32.2581016 0.09059726
## 20100226 0.035548859 -10.64351867 -14.0603932 17.4611940 -5.17487142
## 20100331 0.056746504 -18.79812381 -20.6364790 1.4486378 -16.72640504
## 20100430 0.063218119 -0.06468433 -0.8695027 29.4204176 -15.38216688
## 20100528 0.035672270 24.28998129 21.9189509 51.6196310 -4.14267618
## 20100630 0.053651266 10.86817101 11.1897987 24.1526545 -3.67917163
## 20100730 -0.028668082 58.31793612 54.7101046 50.0295798 -2.92317904
## 20100831 -0.026754004 28.71273598 26.1631659 28.4247032 1.84737304
## 20100930 -0.036167205 22.70371265 24.0787910 30.2757114 -4.08545539
## 20101029 -0.031194706 36.50380111 32.5828221 22.4990080 -0.81446619
## 20101130 0.002073609 26.54696078 26.0638695 0.6928911 6.05461113
## 20101231 0.034851117 36.41115147 37.4668509 31.7857709 11.34169369
## 20110131 0.060492743 19.88811362 20.4412825 8.0852687 22.80533345
## 20110228 0.040462409 48.56379120 51.6521510 -6.3366734 15.43424250
## 20110331 0.031656536 21.65961236 23.5681398 4.7473679 19.35514074
## 20110429 -0.006712263 8.94807775 9.6197355 23.9651517 16.68242954
## 20110531 0.056660358 -13.70014453 -11.3786274 14.8200018 10.46167543
## 20110630 0.023780329 6.22910727 6.8220514 9.9349387 20.82640449
## 20110729 0.031704210 -6.12841331 -5.5369406 10.2113202 2.80886247
## 20110831 0.085500336 8.80519940 6.7391147 27.7024314 -0.24128598
## 20110930 0.073991765 -4.67628456 -5.1690916 -11.3505475 -11.59152952
## 20111031 0.125196828 -18.01322671 -17.1232401 -17.4950775 19.63697879
## 20111130 0.112193254 -11.03276028 -7.9176980 -7.0849861 25.64884686
## 20111230 0.105470688 -14.23036913 -12.0713332 -7.3295017 16.86849825
## 20120131 0.003734607 -16.81384386 -15.2485061 -17.7249885 -13.11247769
## 20120229 -0.007087554 -18.88803142 -13.3728243 -19.3489733 -10.11914100
## 20120330 0.049019432 -22.56591531 -14.5744443 -16.1731183 3.85183903
## 20120430 0.110878613 -20.36899317 -13.9610218 -16.3194523 17.17674469
## 20120531 0.146216351 -18.93768545 -11.8555847 -14.2865547 31.65904301
## 20120629 0.145968063 -23.74206975 -16.9225675 -17.6018512 25.87239307
## 20120731 0.199371658 -24.47665571 -16.9108769 -18.2512600 38.08981175
## 20120831 0.134294726 -28.77314520 -22.0639286 -18.1697856 45.18567894
## 20120928 0.070768803 -26.73902864 -19.5246232 -18.8440454 22.54631611
## 20121031 0.094379981 -21.78344475 -18.7085257 -14.8366848 11.07428452
## RWLvCM EW_LvM CW_LvS RW_LvS EW_LvS
## 20030103 12.44117708 9.1426170 26.8711717 20.65462839 16.8221412
## 20030131 26.50906587 18.8539073 25.1440007 37.42279276 32.7525734
## 20030228 26.61809102 21.3128613 19.0034377 30.68540547 23.1738719
## 20030404 32.90533841 26.1581825 49.8376565 29.87049944 27.0983486
## 20030502 38.30455109 31.2258007 50.9754647 37.94589135 39.0814543
## 20030530 24.88407074 23.0232549 44.7693367 38.04742593 41.0097926
## 20030703 22.18717347 24.4574481 48.8499026 48.28194298 49.3695182
## 20030801 19.75906916 26.5936336 56.7868366 56.44502478 57.8655297
## 20030829 5.88255143 10.8179088 43.6322424 34.50867930 37.3064213
## 20031003 -10.34589624 -4.4499387 30.9089298 10.66846471 18.0674728
## 20031031 -2.12557714 -0.7714938 32.4975642 16.38286576 18.1197938
## 20031128 -4.36162999 -3.0097697 19.7654235 16.38204547 15.4752869
## 20040102 -6.88320774 2.0359503 29.7233295 17.48994345 22.1252168
## 20040130 -23.64539672 -6.3078021 16.3784644 18.27352526 29.2248578
## 20040227 -13.78673121 7.1083826 29.4931613 25.20647250 43.1073965
## 20040402 -6.96585432 14.5852894 27.4020968 19.15698605 35.1283318
## 20040430 -11.55693448 6.7015931 16.7089484 14.74759476 30.0869918
## 20040604 -13.40204734 8.5637769 11.4457429 3.14216458 28.4497139
## 20040702 -9.81740055 10.9484893 3.5890764 12.30517760 32.4720773
## 20040730 13.06182955 31.8435048 20.7566123 35.02930723 52.4553801
## 20040903 10.52889712 29.8904643 36.0981136 35.16997239 50.0850454
## 20040930 19.08417602 35.7443370 67.6897400 53.89670405 65.3417806
## 20041029 17.22757739 37.3278301 64.9502144 60.27862347 72.0717220
## 20041203 8.02606568 18.7709791 52.9724392 49.29444318 52.4491773
## 20041231 7.63679960 15.3015928 108.1874469 41.51261435 43.4895708
## 20050131 3.31623650 8.5879514 56.4589350 40.18295619 40.2639873
## 20050228 10.26705825 20.0319889 67.6627575 43.89130709 45.6144978
## 20050331 -6.09090270 1.9747479 43.9833126 27.21987239 23.8502653
## 20050429 -2.60262474 10.0907075 42.4371301 31.35452744 33.2347412
## 20050531 -8.08819453 2.3784086 42.6971388 23.24732943 22.8889135
## 20050630 -7.36527677 2.4788421 12.5497241 1.95580285 3.9912062
## 20050729 -4.25486659 2.3749408 10.7658133 8.05925577 6.1819858
## 20050831 -7.50525320 -5.6255394 5.3871890 1.39121657 -2.4155114
## 20050930 -15.67807809 -16.9904499 -4.6972304 -3.75581650 -7.6199168
## 20051031 -11.01020897 -13.6392694 -3.6919579 -4.62818037 -6.3783928
## 20051130 -15.08418278 -15.9229459 9.4005383 4.40973790 0.3973495
## 20051230 -18.93268877 -19.6461842 0.8765592 -2.53738651 -3.0686180
## 20060131 -13.80836357 -12.6655153 28.1992151 18.59218309 17.4269759
## 20060228 -15.57454559 -14.7257954 34.2345305 16.66652774 16.5161810
## 20060331 -13.77430377 -12.7709015 39.1264452 18.48961112 17.6620655
## 20060428 -10.58893477 -14.2301275 32.2073720 22.65131517 21.7831305
## 20060531 -15.06521604 -13.4257477 42.1832557 14.06086843 14.8998981
## 20060630 -14.60152189 -15.7632496 15.7897361 -9.97040268 -10.9849260
## 20060731 -16.75297824 -14.8609959 40.2594090 0.59012517 4.3799822
## 20060831 -12.56610946 -10.0127329 30.0584764 6.37481089 10.0777888
## 20060929 -0.05859103 1.4868744 36.3745607 15.12989833 19.3309220
## 20061031 17.18234493 18.9536449 78.6558997 35.84571168 41.6990459
## 20061130 25.21774646 22.7165770 45.3678253 38.19446901 41.1963872
## 20061229 44.80351818 43.0519115 53.4047464 43.17854529 50.5234254
## 20070131 14.77740565 8.5596614 -24.5695633 -19.87277039 -16.9433073
## 20070228 35.03599544 22.2693689 -51.7518490 -37.89686277 -39.5998936
## 20070330 14.13248103 3.0137092 -64.8925487 -73.75205117 -77.4933869
## 20070430 16.83097151 9.2702631 -33.6697327 -38.89963791 -38.7116926
## 20070531 1.78576677 -9.6453910 -39.6768310 -60.76698278 -63.0798380
## 20070629 0.03935934 -10.9300266 -22.5851998 -48.06699563 -50.3550660
## 20070731 -2.45078529 -11.1340750 -45.5224971 -36.84087684 -38.1337610
## 20070831 2.14106063 -4.4611290 -24.0808105 -15.50638454 -17.7538686
## 20070928 4.14148648 -0.5830327 -1.7130230 -18.10126230 -19.5604698
## 20071031 0.19031832 -9.6502305 -25.1305237 -41.79368089 -45.4954183
## 20071130 14.38365974 -5.2630810 -2.5035309 -18.02924740 -26.2141622
## 20071231 5.76262106 -7.4309331 -53.7665365 -29.10709728 -35.5027169
## 20080131 -4.47365581 -17.5120029 -14.2703628 0.77347166 -8.7482436
## 20080229 -6.70441748 -16.0389901 12.2597163 -13.95915970 -21.5611471
## 20080331 0.33366889 -9.0972750 22.6061737 -8.90791511 -10.7890456
## 20080430 3.03514253 -4.1243225 16.3182508 5.69001864 0.6942506
## 20080530 -1.24011153 -4.4282361 5.4620730 16.73390430 11.8676360
## 20080630 -6.63563030 -16.0856282 11.5438139 7.67974929 -1.8388073
## 20080731 -9.54904557 -17.6064013 20.4692859 -1.21647281 -3.8737777
## 20080829 -19.72391016 -25.6288703 -18.9102008 -9.33384842 -14.2774122
## 20080930 -22.14218402 -26.7755495 -23.2289083 -16.77375585 -21.1964664
## 20081031 -28.18004598 -32.4989466 -21.2698150 -20.03996336 -20.8201194
## 20081128 -22.58378654 -24.8256808 -18.9756423 -21.29266742 -24.6452363
## 20081231 -23.37943223 -22.5797953 1.6069488 -22.47642538 -23.2215388
## 20090130 -18.81112611 -18.5091643 -30.9539181 -23.54922611 -22.4549504
## 20090227 -15.45539669 -15.2832859 -1.8858792 -13.47490660 -14.4924863
## 20090331 -11.21661721 -6.9410688 4.6860822 -6.72917313 -5.8239794
## 20090430 -12.17266215 -9.0759900 -3.4430658 -8.29418784 -5.1098748
## 20090529 -10.74029949 -10.6949791 1.2610792 -6.68993680 -6.4563155
## 20090630 -9.87875560 -5.5254871 -14.5537493 -4.27833076 2.5195226
## 20090731 8.47278897 4.5474999 -25.6623259 -7.77008868 -6.7284614
## 20090831 -11.51719545 -16.9781023 -23.0079119 -11.51210888 -12.3350281
## 20090930 -2.70354554 -5.5002304 -4.0904643 7.54124837 8.2652207
## 20091030 -5.05198315 -8.1490332 -13.3535332 -1.59319110 -4.2857601
## 20091130 -0.87986330 -3.7419308 3.8935596 8.57647584 5.0779276
## 20091231 1.21409675 -1.8793925 -29.0892837 9.80389657 3.0381107
## 20100129 1.26008877 -0.5879258 -20.7648903 11.41561042 5.4919459
## 20100226 -4.61035949 -6.1741348 -15.9838400 16.10225905 12.2188011
## 20100331 -9.13686221 -15.3208440 -9.9458757 19.72878394 14.2377637
## 20100430 -14.61329853 -22.1422775 -33.3837223 -2.32493367 -9.1491099
## 20100528 -1.72041922 -1.0185725 -33.6596384 -1.53670133 1.0146422
## 20100630 -3.14293414 -7.2328704 -13.5448163 -0.04572302 2.1717512
## 20100730 -0.11656670 -7.3937357 -33.9614073 -35.83531972 -36.5159121
## 20100831 -1.21234626 -8.9365664 -12.9202328 -13.71841487 -15.0056136
## 20100930 0.87250988 -10.1213741 -18.7715700 -7.61668432 -6.9916418
## 20101029 9.31865937 2.0649526 -1.9784623 -1.92915083 -2.6129709
## 20101130 10.82372828 7.1102735 28.2766325 7.67477116 15.3877178
## 20101231 14.95066567 5.8441279 2.5846928 0.51258478 3.7230518
## 20110131 17.20949484 19.0375859 27.6545783 9.70272593 22.0634861
## 20110228 19.49847858 20.1025437 40.5826511 -13.34193722 -0.9102859
## 20110331 10.76150062 3.0461062 30.9936146 3.57920253 3.8605199
## 20110429 10.39379276 4.1603016 7.6348373 15.69161674 14.5815395
## 20110531 7.96485002 8.4484530 11.8403023 35.54210612 39.0084327
## 20110630 3.72853900 5.8149567 32.5875192 18.60254097 22.5550271
## 20110729 -11.30038915 -2.6960344 6.3130219 7.95203104 14.2696590
## 20110831 -13.36900065 -11.3935682 -7.6794862 0.15611582 -1.4480346
## 20110930 -11.53969779 -8.8866177 11.3210125 5.19138836 2.4542176
## 20111031 10.31893052 5.9347546 45.7720149 36.08212911 31.7475613
## 20111130 19.79024154 12.5733289 40.7626244 35.73673106 28.2956136
## 20111230 11.78665361 7.2159631 28.4266246 28.08661147 24.4867737
## 20120131 -13.09058292 -10.8751339 10.7769117 8.32232401 8.2087647
## 20120229 -16.83805064 -14.1863827 16.2213003 3.52624165 7.4742556
## 20120330 -10.42684487 -13.5035873 24.7586680 8.88131009 12.5845371
## 20120430 17.14927117 10.3158104 39.6837022 37.29779822 36.8239502
## 20120531 40.58700375 31.2126105 50.4761792 56.97316992 56.7122403
## 20120629 36.23386666 31.2915422 43.1444278 52.82661771 56.2896703
## 20120731 62.11269701 68.0157963 58.7009800 81.38348219 97.9112874
## 20120831 47.90290464 45.2378146 55.8165501 62.42791886 68.5999221
## 20120928 18.89469753 22.3614530 32.9352392 29.96419841 43.4310507
## 20121031 9.39659314 12.2584625 23.2230129 25.41716239 30.1093044Detail 12 Month holding of 10 Stocks
## EWLong RWLong CWLong EWMkt CWMkt
## 20030103 37.0812441 37.153472651 38.0814251 6.6598323 7.0541031
## 20030131 69.8446923 65.094506658 91.5379717 18.2491691 15.1831996
## 20030228 62.4724125 59.212202883 1.8529668 14.6853649 11.0085433
## 20030404 83.4095551 86.515869742 45.9997393 21.9893011 16.1240794
## 20030502 87.3712992 86.059081153 69.1367557 29.4942482 22.0987080
## 20030530 49.0478626 46.819343433 19.2865161 16.9282880 14.4106391
## 20030703 35.4983446 32.718668276 1.0999158 13.0988553 12.9331465
## 20030801 37.6707265 34.504041155 11.7108810 3.8073598 8.5942894
## 20030829 37.5433963 31.996599226 14.7795740 7.3210883 10.7847670
## 20031003 11.6630425 11.454562436 0.9976302 7.4040774 10.3140000
## 20031031 26.4512118 24.390640172 27.0474020 16.1534905 17.5613095
## 20031128 16.1589566 15.300110124 17.5906059 14.6617216 16.3696281
## 20040102 23.2655085 5.738618766 7.0940028 14.8614932 17.1741522
## 20040130 26.8866036 -4.906985776 -6.8585473 9.4356146 14.0905448
## 20040227 52.0100378 8.944417864 5.5827612 8.8198880 12.7809576
## 20040402 62.7171247 15.407072288 15.8786886 7.0703128 12.1175570
## 20040430 62.4971812 21.348930162 36.7442818 8.7155852 13.3243188
## 20040604 56.1962698 11.775803307 15.3153041 18.8410141 22.5240337
## 20040702 55.1739800 6.499945449 14.2362598 19.1599991 22.7387810
## 20040730 79.8876803 24.789368633 37.8950864 16.2073943 19.5311443
## 20040903 81.3784271 36.344057051 55.7066939 14.2370302 17.9323133
## 20040930 86.3295296 48.651290625 76.1781644 16.7497250 22.9388119
## 20041029 91.3493824 62.809629596 83.6165700 14.4790430 23.3269060
## 20041203 28.2509822 17.283497791 28.1579623 3.2541925 13.6880594
## 20041231 40.4051731 43.042328781 119.6798718 1.1874287 10.3365257
## 20050131 9.2031773 11.345471155 24.9753737 -7.2766370 0.4659235
## 20050228 9.9685389 9.464482196 22.0829426 -9.1905740 0.4600398
## 20050331 -2.3962176 -0.007274642 43.6102673 -11.5395264 -2.9837251
## 20050429 38.4403486 27.949955081 37.0332603 -10.3859695 -0.9249858
## 20050531 26.8169295 25.420406687 45.6523780 -10.6240117 -2.6347685
## 20050630 -27.9280409 -20.673970994 -10.8998657 -17.3489018 -9.9720123
## 20050729 -21.7766977 -21.221333563 -18.9889328 -13.3040214 -9.8010784
## 20050831 -21.2883948 -21.895070160 -21.5950613 -12.4711673 -11.2250645
## 20050930 -41.6248595 -38.928897169 -43.7690995 -23.7851389 -24.5925375
## 20051031 -63.4544784 -62.752592440 -66.9730862 -41.7967693 -41.6798564
## 20051130 -60.1327992 -58.019390050 -57.5316495 -44.3833433 -43.5832195
## 20051230 -61.6848753 -59.606790496 -53.5892706 -41.3355159 -40.8868217
## 20060131 -55.8106899 -53.565321844 -51.6959442 -43.2540969 -41.8572639
## 20060228 -64.9034669 -61.674643032 -60.8364036 -47.9597420 -46.9227636
## 20060331 -55.2350540 -53.736938044 -42.8361149 -42.7398695 -41.4090799
## 20060428 -57.9948054 -57.749602021 -43.0008311 -36.9799404 -39.0398032
## 20060531 -52.2350635 -52.310381096 -33.7417144 -35.8602262 -34.7813982
## 20060630 -48.6663916 -51.466660023 -45.2642276 -28.1886716 -29.9083789
## 20060731 -37.4328261 -40.670725257 -30.4125263 -22.4171209 -22.0415285
## 20060831 -38.8257789 -41.604628162 -41.0739060 -21.4563944 -19.3749580
## 20060929 2.3274571 1.919743366 4.5519509 -6.3748346 -6.0279856
## 20061031 52.2177072 50.352975068 60.8572740 14.6807135 13.2489622
## 20061130 64.3024734 57.762338986 97.9545473 35.0528769 28.6621973
## 20061229 87.9764141 78.976559259 108.4738719 36.0503846 26.6450049
## 20070131 95.4957620 88.826050404 64.4615944 43.2358059 33.4811421
## 20070228 72.5972511 71.749396358 59.7488115 66.5208839 50.8426290
## 20070330 38.1305480 40.483756184 50.7595722 64.4413576 48.1113826
## 20070430 43.5271943 41.606530093 38.9599990 47.8986043 35.1085661
## 20070531 14.4614203 15.878905486 -4.4452196 29.5402220 13.2880689
## 20070629 -3.2817170 -3.271707015 -16.2227674 21.6566246 9.8145931
## 20070731 11.7961237 10.384188774 15.8544629 19.1846930 9.2281270
## 20070831 19.8494064 13.028495607 22.8720606 9.5021428 2.3221257
## 20070928 17.7454122 11.898347331 9.9826420 14.1003921 7.1008950
## 20071031 10.5806146 9.592872411 4.3779232 24.8881941 13.6321171
## 20071130 -2.4804856 -1.365764646 -15.7718310 21.8638795 6.4992038
## 20071231 18.4618968 25.823895425 -3.5319228 23.0639378 11.7236529
## 20080131 0.1095559 5.062756308 5.1632348 27.9791647 19.1633339
## 20080229 13.4571965 9.229165339 14.9870056 29.2257335 20.6322069
## 20080331 2.5577513 6.865893285 10.0306006 23.4194924 13.6656793
## 20080430 18.8919194 22.666360339 62.9563742 20.9968473 16.8973636
## 20080530 1.6941272 16.859790148 69.1059147 29.1283483 25.8255185
## 20080630 39.2452094 51.663003513 103.6972705 34.6985850 29.0833695
## 20080731 19.0581739 29.011272221 77.6429048 21.0208018 16.7148472
## 20080829 1.7423328 2.590260030 -6.9012499 17.9504899 13.9914695
## 20080930 -44.2604967 -41.970204940 -41.6729088 -5.5697054 -5.7266528
## 20081031 -26.5866807 -23.315222176 -16.6513299 2.5401301 0.9123258
## 20081128 -27.0862680 -21.355839181 -9.6730515 -0.4232511 1.1226720
## 20081231 -39.6656290 -39.374154412 -32.3177668 -7.3113539 -5.8793734
## 20090130 -36.3170460 -41.076482175 -46.6206024 -2.1939061 -2.5369119
## 20090227 -17.2714399 -16.548940535 -12.0210705 -3.6796351 -1.9310411
## 20090331 6.3043406 4.395091549 -2.3254813 -3.7331563 -0.9722133
## 20090430 -8.4272882 -12.741846410 -25.7985204 -7.5978454 -5.2131962
## 20090529 -15.2548166 -13.518148174 -23.8008486 -13.2058794 -11.4886467
## 20090630 -12.2788113 -12.770466606 -27.2335345 -7.4753316 -5.9964077
## 20090731 1.2707811 2.720385195 -18.6068257 -4.0110193 -2.9027942
## 20090831 -7.4127894 -3.108922436 -15.8516434 6.8116191 6.3233588
## 20090930 8.8260777 9.403375336 -7.9913855 23.3813228 20.7725169
## 20091030 0.9063057 5.494453534 11.3099240 7.3577739 7.3676905
## 20091130 -15.7033774 -5.551846458 -14.4073522 9.6711994 9.5637986
## 20091231 15.5624237 15.764861027 17.0378031 12.2182632 12.5695787
## 20100129 20.5064346 21.894927968 16.2870427 10.8143087 11.4026140
## 20100226 14.7202485 18.240831177 11.3381003 7.7494172 6.6522254
## 20100331 -13.3387002 -5.316239341 -15.8650417 10.7604838 8.2291672
## 20100430 -0.4782249 3.161626332 -9.0441592 12.9284833 11.4188622
## 20100528 23.7966338 20.320340085 6.7323527 26.3231959 22.1026688
## 20100630 14.8491719 13.067012061 3.9804653 20.2727926 14.2870098
## 20100730 18.2103309 14.069503781 8.6601353 29.1957597 18.9913516
## 20100831 6.6258092 5.585030535 7.5319783 22.6436888 13.6570973
## 20100930 12.7693067 13.719705036 19.3963097 25.8334449 15.5895968
## 20101029 26.0775450 27.436830001 35.7632609 31.8258777 21.3350119
## 20101130 59.0779836 38.004671300 32.2062735 34.8244052 22.9149124
## 20101231 48.3677383 42.380492233 40.2659933 34.2900754 23.0287700
## 20110131 71.4612358 42.588582519 63.9504160 22.9140138 12.9345136
## 20110228 47.9506775 38.294531779 50.5184717 27.5509617 18.8117352
## 20110331 18.8526676 33.570447653 54.6281434 22.4740260 16.3858418
## 20110429 2.8643172 4.847338242 5.7215203 19.3693157 14.9175595
## 20110531 17.5174169 20.386346948 49.6596171 16.8598351 16.1986287
## 20110630 32.1535077 33.129953401 65.5616069 22.9691777 21.6960534
## 20110729 7.1827095 2.204101806 30.3313669 10.8372801 13.7154796
## 20110831 11.3038971 9.658000397 35.3986049 18.7507330 20.2642312
## 20110930 18.5162507 28.270255968 10.1830352 6.6645508 11.5619945
## 20111031 42.0475185 50.511693901 47.1839173 7.7995799 8.6399585
## 20111130 73.4189558 84.761619403 86.7919067 4.6895244 8.0287915
## 20111230 41.2809549 53.735236688 47.1311818 3.0404414 4.2286247
## 20120131 6.6985519 19.964602842 23.5055709 2.2700548 6.1644009
## 20120229 3.2805214 15.855362000 19.7105318 2.7726069 6.9914680
## 20120330 -12.7357423 -4.699067999 -5.7074298 3.5222091 4.7337107
## 20120430 -2.2094313 -7.946645941 10.6700455 6.1391466 6.1875053
## 20120531 -8.9829894 -24.489315601 -1.6042487 6.5619443 4.5305814
## 20120629 13.6727925 1.464084137 5.3279073 1.2560583 -0.3298164
## 20120731 40.6020550 35.088227015 25.9774832 5.4188354 2.3599082
## 20120831 29.1806752 36.077982606 13.4526246 -5.4110377 -7.5389144
## 20120928 -0.7570941 0.785268088 6.5891946 -5.6694309 -8.4551223
## 20121031 14.5112683 11.542458816 19.6432751 -3.9326029 -2.6879565
## Corr EWShort RWShort CWShort CW_LvM
## 20030103 0.098486244 2.0926891 1.2487194 1.72818222 31.0273221
## 20030131 0.153795415 1.6227027 2.1140301 -2.02563557 76.3547721
## 20030228 0.095847009 5.5371517 6.0092054 0.01851768 -9.1555766
## 20030404 0.123630360 38.8821164 33.1893977 6.56234715 29.8756599
## 20030502 0.141641627 5.1966622 2.9777905 -0.81080295 47.0380477
## 20030530 0.140513393 -34.2237494 -34.8486935 -34.18975503 4.8758770
## 20030703 0.136470102 -25.3985220 -26.6283322 -16.23150689 -11.8332307
## 20030801 0.178535972 -41.0217696 -41.4133707 -45.34728749 3.1165916
## 20030829 0.080425254 -35.4653146 -36.7186132 -37.96164888 3.9948070
## 20031003 0.007162340 -27.9539779 -26.8514698 -32.41844425 -9.3163698
## 20031031 0.056425522 -10.2392053 -9.2275215 -15.36800253 9.4860925
## 20031128 0.100461146 -25.6013528 -27.5875765 -28.84538860 1.2209778
## 20040102 0.078500951 -37.9097227 -34.7230802 -33.67677011 -10.0801494
## 20040130 0.037947872 -51.7529393 -51.1287988 -39.79732000 -20.9490921
## 20040227 0.082857072 -34.6955028 -32.8191875 -9.76974677 -7.1981964
## 20040402 0.068072944 -29.4721915 -27.5040013 -29.97937427 3.7611315
## 20040430 0.047177441 -3.3055468 -5.5099965 8.32458143 23.4199630
## 20040604 0.092820050 -4.5688988 2.7312282 8.83857876 -7.2087297
## 20040702 0.091682851 -1.1442834 4.4831982 15.28039099 -8.5025212
## 20040730 0.149482487 6.2693554 1.6442700 -0.97514253 18.3639421
## 20040903 0.153871219 2.5092785 -0.7914391 -6.47161918 37.7743806
## 20040930 0.231390347 -12.4943931 -16.0486667 -22.94365027 53.2393525
## 20041029 0.221884211 -32.2364212 -28.1966740 -30.59443667 60.2896640
## 20041203 0.172243682 -32.2961086 -31.3196263 -43.98302339 14.4699029
## 20041231 0.215480010 -43.6154106 -45.0090558 -55.42812246 109.3433461
## 20050131 0.163727757 -46.2973417 -47.1264042 -43.54008657 24.5094503
## 20050228 0.204736317 -56.9753443 -56.6208669 -48.28214778 21.6229028
## 20050331 0.157897611 -27.7477395 -26.8328614 -29.00694809 46.5939924
## 20050429 0.161591803 -32.8384999 -28.9884735 -26.47866782 37.9582461
## 20050531 0.127844467 -51.6406975 -55.7429510 -36.43860051 48.2871465
## 20050630 0.088755972 -35.0308046 -38.0837665 -27.26439333 -0.9278534
## 20050729 0.026076981 -26.7444320 -35.7220714 -9.22202084 -9.1878544
## 20050831 0.008118059 -29.7425054 -35.6827363 -17.23300230 -10.3699968
## 20050930 -0.090308098 -53.7196225 -59.4512900 -40.79564365 -19.1765620
## 20051031 -0.166780638 -57.0971953 -57.8516707 -52.43649100 -25.2932297
## 20051130 -0.152841958 -57.0803007 -58.4868551 -61.22957634 -13.9484301
## 20051230 -0.158657585 -57.7347937 -53.9260925 -49.76754245 -12.7024489
## 20060131 -0.051440393 -77.7394149 -77.6561639 -79.10625781 -9.8386803
## 20060228 -0.073859476 -85.4464402 -85.1168554 -76.43294606 -13.9136400
## 20060331 -0.055460337 -82.5671577 -82.5327790 -83.96662039 -1.4270350
## 20060428 -0.099899582 -70.4898126 -68.4671794 -69.45070296 -3.9610278
## 20060531 -0.065542489 -63.3060906 -62.2452071 -91.86509311 1.0396838
## 20060630 -0.180235576 -36.9692385 -35.2824827 -49.98904840 -15.3558487
## 20060731 -0.088989176 -27.1349407 -27.6109367 -39.78985841 -8.3709978
## 20060831 -0.085577132 -46.1695715 -39.7053562 -36.70258939 -21.6989479
## 20060929 0.057652358 -38.2638137 -31.6104108 17.45869526 10.5799365
## 20061031 0.103062138 1.7502723 4.6763701 -28.63698793 47.6083118
## 20061130 0.030063177 15.2651588 20.3198887 25.40701650 69.2923500
## 20061229 0.038262099 -6.6821676 -4.2272415 -11.28935588 81.8288670
## 20070131 -0.101008966 63.9898678 65.6266020 56.79643270 30.9804524
## 20070228 -0.182172106 115.3934361 112.6721192 120.15015250 8.9061824
## 20070330 -0.230109540 131.0957378 119.4296840 113.28516177 2.6481897
## 20070430 -0.184140297 104.6917922 98.3561012 92.48625141 3.8514329
## 20070531 -0.191068457 80.7118199 81.3529340 68.79742821 -17.7332885
## 20070629 -0.163177582 66.9752973 68.6449677 35.84804671 -26.0373605
## 20070731 -0.163572114 29.4992085 31.1805190 24.05769891 6.6263359
## 20070831 -0.069215286 25.2741011 17.6479638 29.78891993 20.5499349
## 20070928 -0.060492363 42.9486707 33.7317596 13.91525935 2.8817470
## 20071031 -0.131307588 66.5969885 60.6288995 65.89265465 -9.2541938
## 20071130 -0.096290849 38.7561538 31.7241653 14.69681705 -22.2710348
## 20071231 -0.106847819 63.0812727 54.8877817 49.52458317 -15.2555757
## 20080131 -0.102237553 13.5837047 11.4360691 15.22686204 -14.0000991
## 20080229 -0.085165387 19.3797028 13.1100211 2.88720327 -5.6452013
## 20080331 -0.081976359 27.8626574 28.5253271 0.49000610 -3.6350787
## 20080430 -0.032414223 -4.1138323 -5.8261671 -10.37190300 46.0590106
## 20080530 -0.023758386 -0.9618897 -2.7233893 -0.09357847 43.2803962
## 20080630 0.013189236 13.6299952 12.2000606 7.35557630 74.6139010
## 20080731 -0.012200854 10.1881621 11.0086643 15.02580900 60.9280576
## 20080829 -0.029942015 11.2552949 7.2850294 6.77337266 -20.8927194
## 20080930 -0.113155563 -7.8094045 -12.3292097 -19.92112278 -35.9462560
## 20081031 -0.116509643 -7.3847203 -7.6701000 -11.91045470 -17.5636557
## 20081128 -0.138000792 -2.9544102 -2.8624861 -12.81889302 -10.7957235
## 20081231 -0.131830924 -2.1324065 -1.2763283 -1.09675253 -26.4383934
## 20090130 -0.077523621 7.9749867 7.9087265 7.90797067 -44.0836905
## 20090227 -0.088401393 -0.1897734 -2.6278868 0.59295585 -10.0900294
## 20090331 -0.082630883 -1.0431270 -0.6893283 -2.71789075 -1.3532680
## 20090430 -0.065436196 -11.5871829 -9.5255478 -14.97215597 -20.5853242
## 20090529 -0.059484796 -17.7776456 -15.1401077 -17.76896403 -12.3122019
## 20090630 -0.040287099 -23.0050771 -15.1883592 -22.25342445 -21.2371268
## 20090731 -0.079619749 -13.3126850 1.5978362 -21.78567945 -15.7040315
## 20090831 -0.014262993 -15.6327472 -10.4132392 -6.86368693 -22.1750022
## 20090930 0.034462521 0.1234206 0.6516408 21.76594160 -28.7639024
## 20091030 -0.035110127 -7.5403542 -7.6366195 12.39696769 3.9422335
## 20091130 -0.018146594 2.8326660 3.2764418 29.86677439 -23.9711508
## 20091231 -0.013842269 7.5079835 7.1305628 26.88349822 4.4682244
## 20100129 0.031404160 -7.3788612 -9.2832229 1.88018496 4.8844287
## 20100226 0.035548859 -5.9956941 -7.8120183 15.54447844 4.6858749
## 20100331 0.056746504 -25.4640949 -24.9058098 -11.75496874 -24.0942088
## 20100430 0.063218119 -7.0387910 -9.6443559 14.54275352 -20.4630213
## 20100528 0.035672270 6.6578162 6.5833068 4.00708388 -15.3703161
## 20100630 0.053651266 10.7071613 8.5448836 32.25275031 -10.3065445
## 20100730 -0.028668082 64.2135820 61.2085566 58.59437490 -10.3312162
## 20100831 -0.026754004 31.9736946 23.0252860 47.49718130 -6.1251190
## 20100930 -0.036167205 14.0102203 20.2962828 17.62752311 3.8067129
## 20101029 -0.031194706 10.3079306 15.6209986 23.23721717 14.4282490
## 20101130 0.002073609 30.9944958 39.3323117 25.29761505 9.2913610
## 20101231 0.034851117 5.6652744 10.9772402 13.99051887 17.2372233
## 20110131 0.060492743 20.1501477 12.8838531 -13.63950422 51.0159024
## 20110228 0.040462409 36.0487099 36.0570806 -17.86113716 31.7067365
## 20110331 0.031656536 16.2349123 15.7911974 -4.59932842 38.2423017
## 20110429 -0.006712263 -19.5652609 -19.2653986 -22.61394917 -9.1960391
## 20110531 0.056660358 -20.9664025 -20.1792258 -23.06397233 33.4609885
## 20110630 0.023780329 23.3163388 23.5155125 16.19692665 43.8655535
## 20110729 0.031704210 1.3016170 1.8519425 4.85773974 16.6158873
## 20110831 0.085500336 9.8659857 2.0550683 1.31559913 15.1343737
## 20110930 0.073991765 -12.4617067 -11.5497287 -13.05366715 -1.3789593
## 20111031 0.125196828 -23.1567134 -21.7234786 -22.90820720 38.5439587
## 20111130 0.112193254 -10.6372549 -11.6646922 -6.43904474 78.7631151
## 20111230 0.105470688 -16.3259090 -19.4290973 -13.37619058 42.9025571
## 20120131 0.003734607 -13.5886010 -14.8673236 -8.63300678 17.3411701
## 20120229 -0.007087554 -35.9179424 -35.8284914 -18.83305260 12.7190638
## 20120330 0.049019432 -31.0421037 -18.7081995 -19.29077650 -10.4411405
## 20120430 0.110878613 -24.2417539 -14.4973899 -14.70512304 4.4825402
## 20120531 0.146216351 -30.0909296 -21.7548435 -14.67495156 -6.1348302
## 20120629 0.145968063 -36.3807263 -24.7192331 -28.50416080 5.6577237
## 20120731 0.199371658 -38.8108789 -26.8317236 -33.96738205 23.6175750
## 20120831 0.134294726 -37.6886463 -25.3113273 -28.27742919 20.9915390
## 20120928 0.070768803 -37.2822706 -25.4809572 -25.11898851 15.0443169
## 20121031 0.094379981 -26.9588528 -19.4559065 -7.89466282 22.3312316
## RWLvCM EW_LvM CW_LvS RW_LvS EW_LvS
## 20030103 30.099370 30.4214118 36.3532429 35.9047532 34.988555
## 20030131 49.911307 51.5955232 93.5636073 62.9804765 68.221990
## 20030228 48.203660 47.7870476 1.8344491 53.2029975 56.935261
## 20030404 70.391790 61.4202541 39.4373921 53.3264720 44.527439
## 20030502 63.960373 57.8770509 69.9475587 83.0812906 82.174637
## 20030530 32.408704 32.1195746 53.4762711 81.6680370 83.271612
## 20030703 19.785522 22.3994893 17.3314227 59.3470005 60.896867
## 20030801 25.909752 33.8633667 57.0581684 75.9174119 78.692496
## 20030829 21.211832 30.2223080 52.7412228 68.7152124 73.008711
## 20031003 1.140562 4.2589651 33.4160745 38.3060323 39.617020
## 20031031 6.829331 10.2977213 42.4154045 33.6181616 36.690417
## 20031128 -1.069518 1.4972351 46.4359945 42.8876866 41.760309
## 20040102 -11.435533 8.4040153 40.7707729 40.4616990 61.175231
## 20040130 -18.997531 17.4509890 32.9387727 46.2218130 78.639543
## 20040227 -3.836540 43.1901498 15.3525080 41.7636053 86.705541
## 20040402 3.289515 55.6468119 45.8580628 42.9110736 92.189316
## 20040430 8.024611 53.7815960 28.4197004 26.8589266 65.802728
## 20040604 -10.748230 37.3552557 6.4767253 9.0445751 60.765169
## 20040702 -16.238836 36.0139809 -1.0441312 2.0167473 56.318263
## 20040730 5.258224 63.6802860 38.8702289 23.1450986 73.618325
## 20040903 18.411744 67.1413969 62.1783131 37.1354961 78.869149
## 20040930 25.712479 69.5798046 99.1218147 64.6999573 98.823923
## 20041029 39.482724 76.8703394 114.2110066 91.0063036 123.585804
## 20041203 3.595438 24.9967897 72.1409857 48.6031241 60.547091
## 20041231 32.705803 39.2177444 175.1079942 88.0513846 84.020584
## 20050131 10.879548 16.4798143 68.5154603 58.4718754 55.500519
## 20050228 9.004442 19.1591130 70.3650903 66.0853491 66.943883
## 20050331 2.976450 9.1433087 72.6172154 26.8255867 25.351522
## 20050429 28.874941 48.8263180 63.5119281 56.9384286 71.278848
## 20050531 28.055175 37.4409412 82.0909785 81.1633576 78.457627
## 20050630 -10.701959 -10.5791392 16.3645276 17.4097955 7.102764
## 20050729 -11.420255 -8.4726763 -9.7669120 14.5007378 4.967734
## 20050831 -10.670006 -8.8172275 -4.3620590 13.7876661 8.454111
## 20050930 -14.336360 -17.8397207 -2.9734559 20.5223928 12.094763
## 20051031 -21.072736 -21.6577091 -14.5365952 -4.9009218 -6.357283
## 20051130 -14.436171 -15.7494559 3.6979268 0.4674651 -3.052499
## 20051230 -18.719969 -20.3493594 -3.8217282 -5.6806980 -3.950082
## 20060131 -11.708058 -12.5565930 27.4103136 24.0908421 21.928725
## 20060228 -14.751879 -16.9437249 15.5965425 23.4422124 20.542973
## 20060331 -12.327858 -12.4951845 41.1305055 28.7958410 27.332104
## 20060428 -18.709799 -21.0148649 26.4498719 10.7175774 12.495007
## 20060531 -17.528983 -16.3748373 58.1233787 9.9348260 11.071027
## 20060630 -21.558281 -20.4777200 4.7248208 -16.1841774 -11.697153
## 20060731 -18.629197 -15.0157052 9.3773321 -13.0597886 -10.297885
## 20060831 -22.229670 -17.3693845 -4.3713166 -1.8992720 7.343793
## 20060929 7.947729 8.7022916 -12.9067444 33.5301541 40.591271
## 20061031 37.104013 37.5369937 89.4942620 45.6766049 50.467435
## 20061130 29.100142 29.2495965 72.5475308 37.4424503 49.037315
## 20061229 52.331554 51.9260295 119.7632278 83.2038008 94.658582
## 20070131 55.344908 52.2599561 7.6651618 23.1994484 31.505894
## 20070228 20.906767 6.0763672 -60.4013410 -40.9227228 -42.796185
## 20070330 -7.627626 -26.3108096 -62.5255895 -78.9459278 -92.965190
## 20070430 6.497964 -4.3714100 -53.5262524 -56.7495711 -61.164598
## 20070531 2.590837 -15.0788017 -73.2426478 -65.4740286 -66.250400
## 20070629 -13.086300 -24.9383416 -52.0708141 -71.9166748 -70.257014
## 20070731 1.156062 -7.3885693 -8.2032360 -20.7963302 -17.703085
## 20070831 10.706370 10.3472636 -6.9168594 -4.6194681 -5.424695
## 20070928 4.797452 3.6450201 -3.9326174 -21.8334122 -25.203258
## 20071031 -4.039245 -14.3075795 -61.5147314 -51.0360271 -56.016374
## 20071130 -7.864968 -24.3443651 -30.4686480 -33.0899299 -41.236639
## 20071231 14.100243 -4.6020411 -53.0565060 -29.0638862 -44.619376
## 20080131 -14.100578 -27.8696088 -10.0636272 -6.3733128 -13.474149
## 20080229 -11.403042 -15.7685370 12.0998023 -3.8808558 -5.922506
## 20080331 -6.799786 -20.8617411 9.5405945 -21.6594338 -25.304906
## 20080430 5.768997 -2.1049280 73.3282772 28.4925275 23.005752
## 20080530 -8.965728 -27.4342211 69.1994932 19.5831794 2.656017
## 20080630 22.579634 4.5466243 96.3416942 39.4629429 25.615214
## 20080731 12.296425 -1.9626279 62.6170958 18.0026079 8.870012
## 20080829 -11.401209 -16.2081571 -13.6746226 -4.6947694 -9.512962
## 20080930 -36.243552 -38.6907913 -21.7517860 -29.6409953 -36.451092
## 20081031 -24.227548 -29.1268108 -4.7408752 -15.6451221 -19.201960
## 20081128 -22.478511 -26.6630168 3.1458415 -18.4933531 -24.131858
## 20081231 -33.494781 -32.3542751 -31.2210142 -38.0978262 -37.533223
## 20090130 -38.539570 -34.1231399 -54.5285731 -48.9852086 -44.292033
## 20090227 -14.617899 -13.5918048 -12.6140263 -13.9210537 -17.081666
## 20090331 5.367305 10.0374969 0.3924095 5.0844198 7.347468
## 20090430 -7.528650 -0.8294428 -10.8263644 -3.2162986 3.159895
## 20090529 -2.029501 -2.0489372 -6.0318846 1.6219595 2.522829
## 20090630 -6.774059 -4.8034797 -4.9801100 2.4178926 10.726266
## 20090731 5.623179 5.2818004 3.1788537 1.1225490 14.583466
## 20090831 -9.432281 -14.2244085 -8.9879565 7.3043167 8.219958
## 20090930 -11.369142 -14.5552451 -29.7573271 8.7517346 8.702657
## 20091030 -1.873237 -6.4514682 -1.0870437 13.1310730 8.446660
## 20091130 -15.115645 -25.3745768 -44.2741266 -8.8282882 -18.536043
## 20091231 3.195282 3.3441605 -9.8456951 8.6342983 8.054440
## 20100129 10.492314 9.6921259 14.4068578 31.1781509 27.885296
## 20100226 11.588606 6.9708313 -4.2063781 26.0528495 20.715943
## 20100331 -13.545407 -24.0991841 -4.1100729 19.5895705 12.125395
## 20100430 -8.257236 -13.4067082 -23.5869127 12.8059822 6.560566
## 20100528 -1.782329 -2.5265621 2.7252688 13.7370333 17.138818
## 20100630 -1.219998 -5.4236208 -28.2722850 4.5221284 4.142011
## 20100730 -4.921848 -10.9854288 -49.9342396 -47.1390528 -46.003251
## 20100831 -8.072067 -16.0178796 -39.9652030 -17.4402555 -25.347885
## 20100930 -1.869892 -13.0641382 1.7687866 -6.5765778 -1.240914
## 20101029 6.101818 -5.7483327 12.5260437 11.8158314 15.769614
## 20101130 15.089759 24.2535784 6.9086584 -1.3276404 28.083488
## 20101231 19.351722 14.0776629 26.2754744 31.4032520 42.702464
## 20110131 29.654069 48.5472220 77.5899202 29.7047295 51.311088
## 20110228 19.482797 20.3997158 68.3796088 2.2374511 11.901968
## 20110331 17.184606 -3.6213584 59.2274718 17.7792502 2.617755
## 20110429 -10.070221 -16.5049985 28.3354695 24.1127368 22.429578
## 20110531 4.187718 0.6575817 72.7235894 40.5655728 38.483819
## 20110630 11.433900 9.1843300 49.3646802 9.6144410 8.837169
## 20110729 -11.511378 -3.6545706 25.4736272 0.3521593 5.881093
## 20110831 -10.606231 -7.4468358 34.0830057 7.6029321 1.437911
## 20110930 16.708261 11.8516999 23.2367024 39.8199847 30.977957
## 20111031 41.871735 34.2479385 70.0921245 72.2351725 65.204232
## 20111130 76.732828 68.7294315 93.2309514 96.4263116 84.056211
## 20111230 49.506612 38.2405135 60.5073724 73.1643340 57.606864
## 20120131 13.800202 4.4284971 32.1385777 34.8319264 20.287153
## 20120229 8.863894 0.5079145 38.5435844 51.6838534 39.198464
## 20120330 -9.432779 -16.2579514 13.5833467 14.0091315 18.306361
## 20120430 -14.134151 -8.3485779 25.3751685 6.5507440 22.032323
## 20120531 -29.019897 -15.5449337 13.0707028 -2.7344721 21.107940
## 20120629 1.793901 12.4167342 33.8320681 26.1833172 50.053519
## 20120731 32.728319 35.1832196 59.9448652 61.9199506 79.412934
## 20120831 43.616897 34.5917129 41.7300538 61.3893099 66.869321
## 20120928 9.240390 4.9123368 31.7081831 26.2662253 36.525176
## 20121031 14.230415 18.4438713 27.5379379 30.9983653 41.470121
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