Yield Calculation: Sr. No. Company Name Company Code Price
Yield Calculation: Sr. No. Company Name Company Code Price
Yield Calculation: Sr. No. Company Name Company Code Price
Sr. No.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
Company Name
Oil & Gas Development Company Limited
MCB Bank Limited
Pakistan Oilfields Limited
Pakistan Petroleum Limited
Engro Corporation Limited
Pakistan State Oil Company Limited
Fauji Fertilizer Company Limited
National Bank of Pakistan
The Hub Power Company Limited
Nishat Mills Limited
Lucky Cement Limited
Millat Tractors Limited
Attock Petroleum Limited
United Bank Limited
Fauji Fertilizer Bin Qasim Limited
Attock Refinery Limited
D.G. Khan Cement Company Limited
Habib Bank Limited
Arif Habib Corporation Limited
Adamjee Insurance Company Limited
I. C. I. Pakistan Limited
Pakistan Telecommunication Company Limited
Lotte Pakistan PTA Limited
Kot Addu Power Company Limited
Bank Al Habib Limited
Jahangir Siddiqui & Co. Limited
National Refinery Limited
Bank Al Falah Limited
Nishat (Chunian) Limited
Mari Gas Company Limited
Company Code
Price
OGDC
MCB
POL
PPL
ENGRO
PSO
FFCL
NBP
HUBC
NML
LUCK
MTL
APL
UBL
FFBL
ARL
DGKCL
HBL
AHCL
AICL
ICI
PTCL
LOTPTA
KAPCO
BAHL
JSCL
NRL
BAFL
NCL
MGCL
149.43
212.80
306.29
210.47
214.38
286.77
118.51
71.59
38.60
62.73
63.35
505.05
355.22
62.60
41.33
108.63
23.63
122.15
20.62
77.66
154.52
17.95
15.53
43.70
36.31
9.23
283.54
9.71
24.47
107.31
ALCULATION
Dividend
(%)
55%
85%
255%
90%
40%
80%
130%
75%
50%
45%
40%
650%
300%
25%
66%
0%
20%
60%
30%
30%
80%
18%
5%
50%
20%
10%
200%
8%
15%
31%
Par
Value
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
Dividend
(Rs.)
5.50
8.50
25.50
9.00
4.00
8.00
13.00
7.50
5.00
4.50
4.00
65.00
30.00
2.50
6.60
2.00
6.00
3.00
3.00
8.00
1.80
0.50
5.00
2.00
1.00
20.00
0.80
1.50
3.10
Dividend
Yield
3.68%
3.99%
8.33%
4.28%
1.87%
2.79%
10.97%
10.48%
12.95%
7.17%
6.31%
12.87%
8.45%
3.99%
15.97%
0.00%
8.46%
4.91%
14.55%
3.86%
5.18%
10.03%
3.22%
11.44%
5.51%
10.83%
7.05%
8.24%
6.13%
2.89%
Bench Mark
(11%)
HUBC
38.52
38.80
39.51
39.80
39.55
39.50
39.80
39.75
39.25
39.73
39.63
39.85
37.60
37.30
36.50
36.51
36.85
37.00
37.09
37.25
37.99
37.61
38.00
37.75
37.80
37.30
37.20
37.10
37.75
37.41
37.00
37.00
37.19
37.09
37.10
36.95
37.05
37.51
37.50
38.00
MTL
495.00
510.05
517.20
527.00
524.75
520.25
534.05
540.00
538.50
540.00
533.00
519.80
517.88
510.99
507.39
508.21
510.65
511.20
511.00
513.00
511.01
515.90
530.00
539.00
534.99
529.00
517.00
516.00
513.00
515.20
516.21
515.00
516.75
514.94
515.50
515.25
517.00
529.00
517.01
516.80
FFBL
40.40
40.95
41.30
42.60
43.10
42.70
43.74
43.40
43.14
39.81
38.56
39.00
39.50
39.06
38.65
39.00
39.75
40.05
41.30
41.40
41.60
41.35
41.30
41.25
41.30
41.50
41.37
41.40
41.20
40.96
40.30
40.10
41.00
40.69
40.52
41.96
41.72
41.90
41.36
41.67
AHCL
19.97
20.19
20.60
21.66
21.76
21.25
22.27
23.38
23.48
24.15
23.76
24.05
24.98
24.54
23.35
23.80
23.86
23.91
25.10
25.20
25.70
25.40
25.10
24.78
24.41
24.70
24.65
24.60
24.38
24.16
24.00
23.64
23.36
23.57
24.50
24.34
24.13
24.01
23.75
24.07
KAPCO
42.86
43.25
43.75
44.75
44.47
44.44
44.90
41.55
41.00
41.00
40.53
40.60
40.85
41.01
40.50
40.76
40.75
40.80
41.00
41.04
41.10
41.15
41.25
41.20
41.10
41.08
41.01
41.20
41.35
41.30
41.50
41.60
41.99
41.94
41.78
42.22
42.76
43.10
42.53
42.85
27-Apr-11
28-Apr-11
29-Apr-11
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
9-May-11
10-May-11
11-May-11
13-May-11
16-May-11
17-May-11
18-May-11
19-May-11
20-May-11
37.70
37.44
37.99
37.83
37.50
36.90
36.92
37.00
36.97
36.90
36.95
36.88
36.80
36.82
36.85
36.91
37.25
515.00
513.75
516.85
515.00
516.38
514.50
516.00
515.50
516.99
516.50
515.15
520.04
522.00
527.00
533.00
540.00
542.00
41.60
42.60
42.39
41.70
42.00
41.48
41.71
41.39
41.70
42.10
42.05
41.70
41.45
41.56
41.58
41.70
41.90
23.66
23.47
23.06
22.50
22.15
21.07
22.01
21.71
22.06
22.27
22.17
21.59
20.72
21.00
20.80
21.22
21.32
43.45
43.40
43.30
43.10
42.89
42.30
43.00
42.60
43.00
43.60
43.72
43.40
42.99
42.83
42.71
42.60
42.76
Calculation of Return
Date
1-Mar-11
2-Mar-11
3-Mar-11
4-Mar-11
7-Mar-11
8-Mar-11
9-Mar-11
10-Mar-11
11-Mar-11
14-Mar-11
15-Mar-11
16-Mar-11
17-Mar-11
18-Mar-11
21-Mar-11
22-Mar-11
24-Mar-11
25-Mar-11
28-Mar-11
29-Mar-11
30-Mar-11
31-Mar-11
1-Apr-11
4-Apr-11
5-Apr-11
6-Apr-11
7-Apr-11
8-Apr-11
11-Apr-11
12-Apr-11
13-Apr-11
14-Apr-11
15-Apr-11
18-Apr-11
19-Apr-11
20-Apr-11
21-Apr-11
22-Apr-11
25-Apr-11
26-Apr-11
27-Apr-11
28-Apr-11
HUBC
0.007
0.018
0.007
(0.006)
(0.001)
0.008
(0.001)
(0.013)
0.012
(0.003)
0.006
(0.056)
(0.008)
(0.021)
0.000
0.009
0.004
0.002
0.004
0.020
(0.010)
0.010
(0.007)
0.001
(0.013)
(0.003)
(0.003)
0.018
(0.009)
(0.011)
0.005
(0.003)
0.000
(0.004)
0.003
0.012
(0.000)
0.013
(0.008)
(0.007)
MTL
0.030
0.014
0.019
(0.004)
(0.009)
0.027
0.011
(0.003)
0.003
(0.013)
(0.025)
(0.004)
(0.013)
(0.007)
0.002
0.005
0.001
(0.000)
0.004
(0.004)
0.010
0.027
0.017
(0.007)
(0.011)
(0.023)
(0.002)
(0.006)
0.004
0.002
(0.002)
0.003
(0.004)
0.001
(0.000)
0.003
0.023
(0.023)
(0.000)
(0.003)
(0.002)
FFBL
0.014
0.009
0.031
0.012
(0.009)
0.024
(0.008)
(0.006)
(0.077)
(0.031)
0.011
0.013
(0.011)
(0.010)
0.009
0.019
0.008
0.031
0.002
0.005
(0.006)
(0.001)
(0.001)
0.001
0.005
(0.003)
0.001
(0.005)
(0.006)
(0.016)
(0.005)
0.022
(0.008)
(0.004)
0.036
(0.006)
0.004
(0.013)
0.007
(0.002)
0.024
AHCL
0.011
0.020
0.051
0.005
(0.023)
0.048
0.050
0.004
0.029
(0.016)
0.012
0.039
(0.018)
(0.048)
0.019
0.003
0.002
0.050
0.004
0.020
(0.012)
(0.012)
(0.013)
(0.015)
0.012
(0.002)
(0.002)
(0.009)
(0.009)
(0.007)
(0.015)
(0.012)
0.009
0.039
(0.007)
(0.009)
(0.005)
(0.011)
0.013
(0.017)
(0.008)
KAPCO
0.009
0.012
0.023
(0.006)
(0.001)
0.010
(0.075)
(0.013)
(0.011)
0.002
0.006
0.004
(0.012)
0.006
(0.000)
0.001
0.005
0.001
0.001
0.001
0.002
(0.001)
(0.002)
(0.000)
(0.002)
0.005
0.004
(0.001)
0.005
0.002
0.009
(0.001)
(0.004)
0.011
0.013
0.008
(0.013)
0.008
0.014
(0.001)
29-Apr-11
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
9-May-11
10-May-11
11-May-11
13-May-11
16-May-11
17-May-11
18-May-11
19-May-11
20-May-11
TOTAL
AVG
0.015
(0.004)
(0.009)
(0.016)
0.001
0.002
(0.001)
(0.002)
0.001
(0.002)
(0.002)
0.001
0.001
0.002
0.009
(0.029844)
(0.000533)
0.006
(0.004)
0.003
(0.004)
0.003
(0.001)
0.003
(0.001)
(0.003)
0.009
0.004
0.010
0.011
0.013
0.004
0.094238
0.001683
(0.005)
(0.016)
0.007
(0.012)
0.006
(0.008)
0.007
0.010
(0.001)
(0.008)
(0.006)
0.003
0.000
0.003
0.005
0.044150
0.000788
(0.017)
(0.024)
(0.016)
(0.049)
0.045
(0.014)
0.016
0.010
(0.004)
(0.026)
(0.040)
0.014
(0.010)
0.020
0.005
0.080346
0.001435
(0.002)
(0.005)
(0.005)
(0.014)
0.017
(0.009)
0.009
0.014
0.003
(0.007)
(0.009)
(0.004)
(0.003)
(0.003)
0.004
0.002339
0.000042
HUBC
0.000000
0.000061
0.000355
0.000062
0.000033
0.000001
0.000066
0.000001
0.000145
0.000163
0.000004
0.000037
0.003128
0.000055
0.000437
0.000001
0.000097
0.000021
0.000009
0.000023
0.000416
0.000090
0.000119
0.000037
0.000003
0.000161
0.000005
0.000005
0.000326
0.000072
0.000109
0.000000
0.000032
0.000005
0.000001
0.000012
0.000010
0.000168
0.000000
0.000192
0.000054
0.000040
MTL
FFBL
0.000003
0.000825
0.000152
0.000298
0.000035
0.000105
0.000617
0.000089
0.000020
0.000001
0.000214
0.000700
0.000029
0.000225
0.000076
0.000000
0.000010
0.000000
0.000004
0.000005
0.000031
0.000062
0.000658
0.000234
0.000083
0.000166
0.000594
0.000013
0.000056
0.000007
0.000000
0.000016
0.000003
0.000027
0.000000
0.000005
0.000003
0.000463
0.000593
0.000004
0.000027
0.000017
0.000001
0.000164
0.000060
0.000942
0.000120
0.000101
0.000555
0.000073
0.000046
0.006081
0.001036
0.000113
0.000145
0.000142
0.000127
0.000068
0.000340
0.000046
0.000926
0.000003
0.000016
0.000046
0.000004
0.000004
0.000000
0.000016
0.000015
0.000000
0.000032
0.000044
0.000286
0.000033
0.000469
0.000070
0.000025
0.001208
0.000042
0.000012
0.000187
0.000045
0.000006
0.000541
AHCL
0.000002
0.000092
0.000356
0.002502
0.000010
0.000619
0.002168
0.002343
0.000008
0.000734
0.000309
0.000116
0.001386
0.000363
0.002493
0.000318
0.000001
0.000000
0.002336
0.000006
0.000339
0.000172
0.000175
0.000201
0.000268
0.000109
0.000012
0.000012
0.000108
0.000109
0.000065
0.000270
0.000176
0.000057
0.001446
0.000063
0.000101
0.000041
0.000150
0.000145
0.000341
0.000090
KAPCO
0.000000
0.000082
0.000133
0.000521
0.000040
0.000001
0.000106
0.005573
0.000176
0.000000
0.000132
0.000003
0.000037
0.000015
0.000156
0.000041
0.000000
0.000001
0.000024
0.000001
0.000002
0.000001
0.000006
0.000002
0.000006
0.000000
0.000003
0.000021
0.000013
0.000002
0.000023
0.000006
0.000087
0.000002
0.000015
0.000110
0.000163
0.000063
0.000176
0.000056
0.000195
0.000001
29-Apr-11
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
9-May-11
10-May-11
11-May-11
13-May-11
16-May-11
17-May-11
18-May-11
19-May-11
20-May-11
VARIANCE
STD DEV.
0.000232
0.000014
0.000067
0.000239
0.000001
0.000007
0.000000
0.000002
0.000004
0.000002
0.000003
0.000001
0.000002
0.000005
0.000095
0.000129
0.01136
0.000019
0.000028
0.000001
0.000028
0.000002
0.000007
0.000001
0.000007
0.000018
0.000061
0.000004
0.000062
0.000094
0.000131
0.000004
0.000124
0.01113
0.000033
0.000291
0.000041
0.000173
0.000023
0.000072
0.000045
0.000078
0.000004
0.000083
0.000046
0.000003
0.000000
0.000004
0.000016
0.000270
0.01642
0.000357
0.000661
0.000289
0.002519
0.001864
0.000227
0.000216
0.000065
0.000035
0.000762
0.001741
0.000146
0.000120
0.000352
0.000011
0.000535
0.02314
0.000006
0.000022
0.000024
0.000190
0.000272
0.000087
0.000087
0.000194
0.000007
0.000054
0.000090
0.000014
0.000008
0.000007
0.000014
0.000162
0.01273
Sr. No.
1
2
3
4
5
Company Name
MTL
HUBC
KAPCO
FFBL
AHCL
Std. Dev.
0.01113
0.01136
0.01273
0.01642
0.02314
0.001683
0.001435
0.000788
0.000042
-0.000533
Sr. No.
1
2
3
4
5
11.44%
12.87%
12.95%
14.55%
15.97%
Daily Rate
495.00
510.05
517.20
527.00
524.75
520.25
534.05
540.00
538.50
540.00
533.00
519.80
517.88
510.99
507.39
508.21
510.65
511.20
511.00
513.00
511.01
515.90
530.00
539.00
534.99
529.00
517.00
516.00
513.00
515.20
516.21
515.00
516.75
514.94
515.50
515.25
517.00
529.00
517.01
516.80
515.00
No. of Shares
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
Investment
7,500,000
7,728,030
7,836,364
7,984,848
7,950,758
7,882,576
8,091,667
8,181,818
8,159,091
8,181,818
8,075,758
7,875,758
7,846,667
7,742,273
7,687,727
7,700,152
7,737,121
7,745,455
7,742,424
7,772,727
7,742,576
7,816,667
8,030,303
8,166,667
8,105,909
8,015,152
7,833,333
7,818,182
7,772,727
7,806,061
7,821,364
7,803,030
7,829,545
7,802,121
7,810,606
7,806,818
7,833,333
8,015,152
7,833,485
7,830,303
7,803,030
Return
3.04%
1.40%
1.89%
-0.43%
-0.86%
2.65%
1.11%
-0.28%
0.28%
-1.30%
-2.48%
-0.37%
-1.33%
-0.70%
0.16%
0.48%
0.11%
-0.04%
0.39%
-0.39%
0.96%
2.73%
1.70%
-0.74%
-1.12%
-2.27%
-0.19%
-0.58%
0.43%
0.20%
-0.23%
0.34%
-0.35%
0.11%
-0.05%
0.34%
2.32%
-2.27%
-0.04%
-0.35%
28-Apr-11
29-Apr-11
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
9-May-11
10-May-11
11-May-11
13-May-11
16-May-11
17-May-11
18-May-11
19-May-11
20-May-11
513.75
516.85
515.00
516.38
514.50
516.00
515.50
516.99
516.50
515.15
520.04
522.00
527.00
533.00
540.00
542.00
15,152
7,784,091
15,152
7,831,061
15,152
7,803,030
15,152
7,823,939
15,152
7,795,455
15,152
7,818,182
15,152
7,810,606
15,152
7,833,182
15,152
7,825,758
15,152
7,805,303
15,152
7,879,394
15,152
7,909,091
15,152
7,984,848
15,152
8,075,758
15,152
8,181,818
15,152
8,212,121
MEAN RETURN
VARIANCE
STD. DEVIATION
-0.24%
0.60%
-0.36%
0.27%
-0.36%
0.29%
-0.10%
0.29%
-0.09%
-0.26%
0.95%
0.38%
0.96%
1.14%
1.31%
0.37%
0.168%
0.00013
0.0112
Daily Rate
19.97
20.19
20.60
21.66
21.76
21.25
22.27
23.38
23.48
24.15
23.76
24.05
24.98
24.54
23.35
23.80
23.86
23.91
25.10
25.20
25.70
25.40
25.10
24.78
24.41
24.70
24.65
24.60
24.38
24.16
24.00
23.64
23.36
23.57
24.50
24.34
24.13
24.01
23.75
24.07
23.66
No. of Shares
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
Investment
2,500,000
2,527,541
2,578,868
2,711,567
2,724,086
2,660,240
2,787,932
2,926,890
2,939,409
3,023,285
2,974,462
3,010,766
3,127,191
3,072,108
2,923,135
2,979,469
2,986,980
2,993,240
3,142,213
3,154,732
3,217,326
3,179,770
3,142,213
3,102,153
3,055,834
3,092,138
3,085,879
3,079,619
3,052,078
3,024,537
3,004,507
2,959,439
2,924,387
2,950,676
3,067,101
3,047,071
3,020,781
3,005,759
2,973,210
3,013,270
2,961,943
Return
1.10%
2.03%
5.15%
0.46%
-2.34%
4.80%
4.98%
0.43%
2.85%
-1.61%
1.22%
3.87%
-1.76%
-4.85%
1.93%
0.25%
0.21%
4.98%
0.40%
1.98%
-1.17%
-1.18%
-1.27%
-1.49%
1.19%
-0.20%
-0.20%
-0.89%
-0.90%
-0.66%
-1.50%
-1.18%
0.90%
3.95%
-0.65%
-0.86%
-0.50%
-1.08%
1.35%
-1.70%
28-Apr-11
29-Apr-11
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
9-May-11
10-May-11
11-May-11
13-May-11
16-May-11
17-May-11
18-May-11
19-May-11
20-May-11
23.47
23.06
22.50
22.15
21.07
22.01
21.71
22.06
22.27
22.17
21.59
20.72
21.00
20.80
21.22
21.32
125,188
2,938,157
125,188
2,886,830
125,188
2,816,725
125,188
2,772,909
125,188
2,637,707
125,188
2,755,383
125,188
2,717,827
125,188
2,761,642
125,188
2,787,932
125,188
2,775,413
125,188
2,702,804
125,188
2,593,891
125,188
2,628,943
125,188
2,603,906
125,188
2,656,485
125,188
2,669,004
MEAN RETURN
VARIANCE
STD. DEVIATION
-0.80%
-1.75%
-2.43%
-1.56%
-4.88%
4.46%
-1.36%
1.61%
0.95%
-0.45%
-2.62%
-4.03%
1.35%
-0.95%
2.02%
0.47%
0.143%
0.00055
0.0233
Portfolio Investment
Total
Return
10,000,000
10,255,572
10,415,232
10,696,416
10,674,844
10,542,816
10,879,599
11,108,709
11,098,500
11,205,103
11,050,219
10,886,524
10,973,857
10,814,381
10,610,862
10,679,621
10,724,102
10,738,694
10,884,638
10,927,459
10,959,902
10,996,436
11,172,516
11,268,820
11,161,743
11,107,290
10,919,212
10,897,801
10,824,805
10,830,597
10,825,870
10,762,469
10,753,932
10,752,797
10,877,707
10,853,889
10,854,115
11,020,910
10,806,695
10,843,573
10,764,973
2.56%
1.56%
2.70%
-0.20%
-1.24%
3.19%
2.11%
-0.09%
0.96%
-1.38%
-1.48%
0.80%
-1.45%
-1.88%
0.65%
0.42%
0.14%
1.36%
0.39%
0.30%
0.33%
1.60%
0.86%
-0.95%
-0.49%
-1.69%
-0.20%
-0.67%
0.05%
-0.04%
-0.59%
-0.08%
-0.01%
1.16%
-0.22%
0.00%
1.54%
-1.94%
0.34%
-0.72%
10,722,248
10,717,891
10,619,755
10,596,849
10,433,161
10,573,565
10,528,433
10,594,824
10,613,689
10,580,716
10,582,198
10,502,982
10,613,792
10,679,663
10,838,303
10,881,125
MEAN RETURN
VARIANCE
STD. DEVIATION
-0.40%
-0.04%
-0.92%
-0.22%
-1.54%
1.35%
-0.43%
0.63%
0.18%
-0.31%
0.01%
-0.75%
1.06%
0.62%
1.49%
0.40%
0.16%
0.00013
0.01144
PORTFOLIO INVESTMENT
Total
Return
Date
1-Mar-11
2-Mar-11
3-Mar-11
4-Mar-11
7-Mar-11
8-Mar-11
9-Mar-11
10-Mar-11
11-Mar-11
14-Mar-11
15-Mar-11
16-Mar-11
17-Mar-11
18-Mar-11
21-Mar-11
22-Mar-11
24-Mar-11
25-Mar-11
28-Mar-11
29-Mar-11
30-Mar-11
31-Mar-11
1-Apr-11
4-Apr-11
5-Apr-11
6-Apr-11
7-Apr-11
8-Apr-11
11-Apr-11
12-Apr-11
13-Apr-11
14-Apr-11
15-Apr-11
18-Apr-11
19-Apr-11
20-Apr-11
21-Apr-11
22-Apr-11
25-Apr-11
26-Apr-11
27-Apr-11
10,000,000
10,255,572
10,415,232
10,696,416
10,674,844
10,542,816
10,879,599
11,108,709
11,098,500
11,205,103
11,050,219
10,886,524
10,973,857
10,814,381
10,610,862
10,679,621
10,724,102
10,738,694
10,884,638
10,927,459
10,959,902
10,996,436
11,172,516
11,268,820
11,161,743
11,107,290
10,919,212
10,897,801
10,824,805
10,830,597
10,825,870
10,762,469
10,753,932
10,752,797
10,877,707
10,853,889
10,854,115
11,020,910
10,806,695
10,843,573
10,764,973
2.56%
1.56%
2.70%
-0.20%
-1.24%
3.19%
2.11%
-0.09%
0.96%
-1.38%
-1.48%
0.80%
-1.45%
-1.88%
0.65%
0.42%
0.14%
1.36%
0.39%
0.30%
0.33%
1.60%
0.86%
-0.95%
-0.49%
-1.69%
-0.20%
-0.67%
0.05%
-0.04%
-0.59%
-0.08%
-0.01%
1.16%
-0.22%
0.00%
1.54%
-1.94%
0.34%
-0.72%
Date
1-Mar-11
2-Mar-11
3-Mar-11
4-Mar-11
7-Mar-11
8-Mar-11
9-Mar-11
10-Mar-11
11-Mar-11
14-Mar-11
15-Mar-11
16-Mar-11
17-Mar-11
18-Mar-11
21-Mar-11
22-Mar-11
24-Mar-11
25-Mar-11
28-Mar-11
29-Mar-11
30-Mar-11
31-Mar-11
1-Apr-11
4-Apr-11
5-Apr-11
6-Apr-11
7-Apr-11
8-Apr-11
11-Apr-11
12-Apr-11
13-Apr-11
14-Apr-11
15-Apr-11
18-Apr-11
19-Apr-11
20-Apr-11
21-Apr-11
22-Apr-11
25-Apr-11
26-Apr-11
27-Apr-11
KSE 30 INDEX
Closing Amount
11310.63
11387.43
11462.56
11716.67
11690.41
11641.19
11800.12
11870.58
11803.46
11769.62
11477.61
11442.97
11514.87
11303.01
11085.52
11178.34
11271.29
11429.64
11542.87
11561.5
11630.12
11558.49
11559.49
11567.36
11568.17
11512.23
11613.96
11579.94
11510.31
11438.33
11364.21
11396
11397.22
11282.01
11444.95
11579.97
11608.34
11555.03
11599.88
11605.61
11616.45
28-Apr-11
29-Apr-11
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
9-May-11
10-May-11
11-May-11
13-May-11
16-May-11
17-May-11
18-May-11
19-May-11
20-May-11
10,722,248
10,717,891
10,619,755
10,596,849
10,433,161
10,573,565
10,528,433
10,594,824
10,613,689
10,580,716
10,582,198
10,502,982
10,613,792
10,679,663
10,838,303
10,881,125
-0.40%
-0.04%
-0.92%
-0.22%
-1.54%
1.35%
-0.43%
0.63%
0.18%
-0.31%
0.01%
-0.75%
1.06%
0.62%
1.49%
0.40%
28-Apr-11
29-Apr-11
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
9-May-11
10-May-11
11-May-11
13-May-11
16-May-11
17-May-11
18-May-11
19-May-11
20-May-11
11716.35
11683.76
11583.85
11333.51
11546.73
11532.51
11609.34
11663.71
11655.02
11601.54
11615.03
11555.84
11575.58
11548.07
11540.74
11542.85
INDEX
Return
0.68%
0.66%
2.22%
-0.22%
-0.42%
1.37%
0.60%
-0.57%
-0.29%
-2.48%
-0.30%
0.63%
-1.84%
-1.92%
0.84%
0.83%
1.40%
0.99%
0.16%
0.59%
-0.62%
0.01%
0.07%
0.01%
-0.48%
0.88%
-0.29%
-0.60%
-0.63%
-0.65%
0.28%
0.01%
-1.01%
1.44%
1.18%
0.24%
-0.46%
0.39%
0.05%
0.09%
2.56%
1.56%
2.70%
-0.20%
-1.24%
3.19%
2.11%
-0.09%
0.96%
-1.38%
-1.48%
0.80%
-1.45%
-1.88%
0.65%
0.42%
0.14%
1.36%
0.39%
0.30%
0.33%
1.60%
0.86%
-0.95%
-0.49%
-1.69%
-0.20%
-0.67%
0.05%
-0.04%
-0.59%
-0.08%
-0.01%
1.16%
-0.22%
0.00%
1.54%
-1.94%
0.34%
-0.72%
0.68%
0.66%
2.22%
-0.22%
-0.42%
1.37%
0.60%
-0.57%
-0.29%
-2.48%
-0.30%
0.63%
-1.84%
-1.92%
0.84%
0.83%
1.40%
0.99%
0.16%
0.59%
-0.62%
0.01%
0.07%
0.01%
-0.48%
0.88%
-0.29%
-0.60%
-0.63%
-0.65%
0.28%
0.01%
-1.01%
1.44%
1.18%
0.24%
-0.46%
0.39%
0.05%
0.09%
0.86%
-0.28%
-0.86%
-2.16%
1.88%
-0.12%
0.67%
0.47%
-0.07%
-0.46%
0.12%
-0.51%
0.17%
-0.24%
-0.06%
0.02%
28-Apr-11
29-Apr-11
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
9-May-11
10-May-11
11-May-11
13-May-11
16-May-11
17-May-11
18-May-11
19-May-11
20-May-11
RETURN
MEAN RETURN
VARIANCE
-0.40%
-0.04%
-0.92%
-0.22%
-1.54%
1.35%
-0.43%
0.63%
0.18%
-0.31%
0.01%
-0.75%
1.06%
0.62%
1.49%
0.40%
0.86%
-0.28%
-0.86%
-2.16%
1.88%
-0.12%
0.67%
0.47%
-0.07%
-0.46%
0.12%
-0.51%
0.17%
-0.24%
-0.06%
0.02%
8.809%
2.262%
0.155%
0.040%
0.0001285 8.1624E-05
PORTFOLIO
Return
Mean Return
Variance
Standard Deviation
MARKET
8.809%
0.155%
0.0128%
1.133%
2.262%
0.040%
0.0082%
0.903%
10.000%
9.000%
8.000%
7.000%
6.000%
5.000%
Co-Variance
Correlation
Beta Factor
0.00436%
0.43
0.54
4.000%
3.000%
2.000%
1.000%
0.000%
PORTFOLIO
MARKET
Return
Mean Return
Variance
Standard
Deviation