Question: Do the following for VTI. Continuously compounded return for each month 60-month holding period return Geometric average monthly return given the 60-month holding period return

Do the following for VTI.

Continuously compounded return for each month
60-month holding period return
Geometric average monthly return given the 60-month holding period return computed above
Geometric average annual return (same as EAR) given the 60-month holding period return computed above
Simple average of the monthly return over the 60-month period
How does the simple average monthly return compare with the geometric average monthly return? Is the difference between two numbers consistent with what you expect?
If you expect history to repeat itself, what is your best estimate of the forecast of expected monthly return?
Standard deviation of monthly return over the 60-month period
If you expect history to repeat itself, what is the best estimate of the forecast of the standard deviation of monthly returns?
Excess return for each month
Risk premium over the 60-month period
Standard deviation of monthly excess return over the 60-month period
Sharpe ratio
Sharpe ratio using the standard deviation of return (instead of using standard deviation of excess return) in the denominator. Why is it different from the Sharpe ratio computed above?
Inflation rate for each month. Use the CPI index in adjacent month to compute the inflation rate.
Real return for VTI each month

VTI Rf CPI Index 219.2 220.2 221.3 223.5 224.9 226.0 225.7 225.9 226.5 226.9 226.4 226.2 year-month Dec-10 Jan-11 Feb-11 Mar-11 Apr-11 May-11 Jun-11 Jul-11 Aug-11 Sep-11 Oct-11 Nov-11 Dec-11 Jan-12 Feb-12 Mar-12 Apr-12 May-12 Jun-12 Jul-12 Aug-12 Sep-12 Oct-12 Nov-12 Dec-12 Jan-13 Feb-13 Mar-13 Apr-13 May-13 Jun-13 Jul-13 Aug-13 Sep-13 Oct-13 Nov-13 Dec-13 Jan-14 Feb-14 Mar-14 Apr-14 May-14 Jun-14 Jul-14 Aug-14 Sep-14 Oct-14 Nov-14 Dec-14 Jan-15 Feb-15 Mar-15 Apr-15 May-15 Jun-15 Jul-15 Aug-15 Sep-15 Oct-15 Nov-15 Dec-15 2.05% 3.70% 0.42% 2.89% -1.06% -1.80% -2.26% -6.09% -7.58% 11.36% -0.37% 0.97% 5.07% 4.22% 3.06% -0.63% -6.22% 4.05% 0.88% 2.70% 2.49% -1.81% 0.78% 1.29% 5.42% 1.28% 3.95% 1.61% 2.44% -1.43% 5.74% -3.03% 3.90% 4.26% 2.71% 2.73% -3.17% 4.87% 0.50% 0.07% 2.10% 2.62% -1.99% 4.15% -2.10% 2.75% 2.48% -0.04% -2.74% 5.74% -1.16% 0.62% 1.30% -1.68% 1.70% -6.09% -2.92% 7.91% 0.60% -2.13% 0.008% 0.013% 0.006% 0.003% 0.002% 0.003% 0.001% 0.012% 0.002% 0.001% 0.001% 0.002% 0.001% 0.004% 0.006% 0.004% 0.006% 0.003% 0.004% 0.006% 0.008% 0.004% 0.005% 0.011% 0.002% 0.002% 0.006% 0.005% 0.003% 0.003% 0.001% 0.002% 0.002% 0.008% 0.003% 0.002% 0.001% 0.003% 0.003% 0.002% 0.002% 0.003% 0.003% 0.001% 0.002% 0.001% 0.003% 0.001% 0.003% 0.001% 0.002% 0.002% 0.001% 0.002% 0.001% 0.002% 0.001% 0.001% 0.001% 0.016% 225.7 226.7 227.7 229.4 230.1 229.8 229.5 229.1 230.4 231.4 231.3 230.2 229.6 230.3 232.2 232.8 232.5 232.9 233.5 233.6 233.9 234.1 233.5 233.1 233.0 233.9 234.8 236.3 237.1 237.9 238.3 238.3 237.9 238.0 237.4 236.2 234.8 233.7 234.7 236.1 236.6 237.8 238.6 238.7 238.3 237.9 237.8 237.3 236.5 VTI Rf CPI Index 219.2 220.2 221.3 223.5 224.9 226.0 225.7 225.9 226.5 226.9 226.4 226.2 year-month Dec-10 Jan-11 Feb-11 Mar-11 Apr-11 May-11 Jun-11 Jul-11 Aug-11 Sep-11 Oct-11 Nov-11 Dec-11 Jan-12 Feb-12 Mar-12 Apr-12 May-12 Jun-12 Jul-12 Aug-12 Sep-12 Oct-12 Nov-12 Dec-12 Jan-13 Feb-13 Mar-13 Apr-13 May-13 Jun-13 Jul-13 Aug-13 Sep-13 Oct-13 Nov-13 Dec-13 Jan-14 Feb-14 Mar-14 Apr-14 May-14 Jun-14 Jul-14 Aug-14 Sep-14 Oct-14 Nov-14 Dec-14 Jan-15 Feb-15 Mar-15 Apr-15 May-15 Jun-15 Jul-15 Aug-15 Sep-15 Oct-15 Nov-15 Dec-15 2.05% 3.70% 0.42% 2.89% -1.06% -1.80% -2.26% -6.09% -7.58% 11.36% -0.37% 0.97% 5.07% 4.22% 3.06% -0.63% -6.22% 4.05% 0.88% 2.70% 2.49% -1.81% 0.78% 1.29% 5.42% 1.28% 3.95% 1.61% 2.44% -1.43% 5.74% -3.03% 3.90% 4.26% 2.71% 2.73% -3.17% 4.87% 0.50% 0.07% 2.10% 2.62% -1.99% 4.15% -2.10% 2.75% 2.48% -0.04% -2.74% 5.74% -1.16% 0.62% 1.30% -1.68% 1.70% -6.09% -2.92% 7.91% 0.60% -2.13% 0.008% 0.013% 0.006% 0.003% 0.002% 0.003% 0.001% 0.012% 0.002% 0.001% 0.001% 0.002% 0.001% 0.004% 0.006% 0.004% 0.006% 0.003% 0.004% 0.006% 0.008% 0.004% 0.005% 0.011% 0.002% 0.002% 0.006% 0.005% 0.003% 0.003% 0.001% 0.002% 0.002% 0.008% 0.003% 0.002% 0.001% 0.003% 0.003% 0.002% 0.002% 0.003% 0.003% 0.001% 0.002% 0.001% 0.003% 0.001% 0.003% 0.001% 0.002% 0.002% 0.001% 0.002% 0.001% 0.002% 0.001% 0.001% 0.001% 0.016% 225.7 226.7 227.7 229.4 230.1 229.8 229.5 229.1 230.4 231.4 231.3 230.2 229.6 230.3 232.2 232.8 232.5 232.9 233.5 233.6 233.9 234.1 233.5 233.1 233.0 233.9 234.8 236.3 237.1 237.9 238.3 238.3 237.9 238.0 237.4 236.2 234.8 233.7 234.7 236.1 236.6 237.8 238.6 238.7 238.3 237.9 237.8 237.3 236.5

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