Question: ] In the Excel dataset file column B contains gross monthly percentage returns on a portfolio of US stocks (denoted by rp ), column C

  1. ] In the Excel dataset filecolumn B contains gross monthly percentage returns on a portfolio of US stocks (denoted by rp), column C contains gross monthly returns on the market portfolio (denoted by rm) and column D contains monthly returns on the risk-free asset (denoted by rf). Columns E, F and G contain values for three further variables denoted by SMB, HML and MOM, which are used in later questions.

  1. Import these data into EViews with the same variable names as in the Excel file (e.g. rp, rm, etc.).
  2. Generate two new series named rp_ex and rm_ex containing the excess returns above the risk-free rate for the industry portfolio and the market portfolio respectively (i.e. the portfolio returns minus the risk-free asset returns).
  3. In EViews Calculate the following descriptive statistics for rp_ex and rm_ex: mean, standard deviation, skewness and kurtosis. Insert a table containing these values in the box below.
  4. In the same box, briefly interpret the sample values of the descriptive statistics in your table (mean, SD, skewness and kurtosis) and explain what they imply about excess returns on the two portfolios.
date rp rm RF SMB HML MOM
Jan-80 12.30 6.31 0.8 1.62 1.75 7.55
Feb-80 0.59 -0.33 0.89 -1.85 0.61 7.88
Mar-80 -20.04 -11.69 1.21 -6.64 -1.01 -9.55
Apr-80 5.30 5.23 1.26 1.05 1.08 -0.43
May-80 7.40 6.07 0.81 2.13 0.38 -1.12
Jun-80 4.79 3.67 0.61 1.66 -0.76 1.62
Jul-80 12.60 7.02 0.53 4.14 -6.41 0.35
Aug-80 10.37 2.44 0.64 3.93 -2.61 3.21
Sep-80 6.64 2.94 0.75 0.97 -4.58 5.39
Oct-80 7.44 2.01 0.95 2.5 -2.79 7.3
Nov-80 12.47 10.55 0.96 -3.36 -8.33 15.22
Dec-80 -5.06 -3.21 1.31 -0.26 2.79 -6.68
Jan-81 -1.84 -4 1.04 2.92 6.72 -7.95
Feb-81 -1.45 1.64 1.07 -0.34 1.02 -1.35
Mar-81 7.25 4.77 1.21 3.54 0.64 0.74
Apr-81 2.92 -1.03 1.08 4.4 2.28 -0.91
May-81 3.88 1.26 1.15 2 -0.42 3.7
Jun-81 -4.30 -1.01 1.35 -0.83 5.13 -5.81
Jul-81 -3.57 -0.3 1.24 -2.18 -0.49 -2.45
Aug-81 -11.11 -5.76 1.28 -1.94 4.79 -1.15
Sep-81 -11.92 -5.93 1.24 -2.65 5.17 1.95
Oct-81 10.11 6.13 1.21 2.23 -4.21 4.01
Nov-81 -1.09 4.43 1.07 -1.03 1.85 -0.27
Dec-81 -3.32 -2.78 0.87 1.2 0.82 1.3
Jan-82 -2.75 -2.44 0.8 -1.28 3.19 1.72
Feb-82 -7.29 -4.94 0.92 0.44 6.05 4.88
Mar-82 -2.27 -0.89 0.98 -0.21 3.83 2.96
Apr-82 6.16 4.4 1.13 1.47 -2.7 -0.4
May-82 -2.99 -2.93 1.06 0.52 1.76 2.5
Jun-82 -5.51 -2.13 0.96 -0.4 1.55 4.96
Jul-82 -2.96 -2.14 1.05 0.83 0.09 4.44
Aug-82 5.45 11.9 0.76 -4.13 0.93 -3.52
Sep-82 1.32 1.8 0.51 2.96 0.27 4.19
Oct-82 15.40 11.89 0.59 2.35 -3.67 0.18
Nov-82 8.88 5.3 0.63 4.66 -1.85 5.94
Dec-82 2.24 1.22 0.67 -0.25 0.01 0.04
Jan-83 16.10 4.29 0.69 2.71 -0.71 -1.74
Feb-83 3.46 3.21 0.62 3.28 0.7 3.78
Mar-83 3.51 3.45 0.63 1.74 2.01 0.93
Apr-83 7.80 7.38 0.71 0.49 0.51 1.72
May-83 12.84 1.21 0.69 6.26 -1.42 -1.56
Jun-83 5.61 3.74 0.67 0.95 -3.91 1.8
Jul-83 -4.72 -3.33 0.74 1.49 5.62 -3.11
Aug-83 -5.37 0.26 0.76 -4.27 5.54 -5.43
Sep-83 -1.71 1.67 0.76 0.62 1.01 -0.03
Oct-83 -9.16 -2.68 0.76 -3.57 4.97 -4.52
Nov-83 3.08 2.86 0.7 2.02 -0.73 -0.13
Dec-83 -4.18 -1.05 0.73 -0.27 1.7 0.84
Jan-84 -1.13 -1.16 0.76 -0.37 7.57 -2.56
Feb-84 -7.39 -4.11 0.71 -1.69 3.34 0.22
Mar-84 -0.81 1.36 0.73 0.07 0.47 1.07
Apr-84 -3.23 0.3 0.81 -1.16 1.19 2.07
May-84 -6.00 -5.19 0.78 0.07 0.29 1.51
Jun-84 1.82 2.57 0.75 -0.31 -2.66 -0.7
Jul-84 -6.66 -1.92 0.82 -2.21 0.33 2.83
Aug-84 10.43 11.11 0.83 -0.24 -1.8 -5.59
Sep-84 -2.23 0.06 0.86 0.18 5.23 3.62
Oct-84 -3.68 0.16 1 -1.23 0.47 3.15
Nov-84 -5.81 -1.03 0.73 -0.63 4.04 1.64
Dec-84 -0.01 2.48 0.64 -0.56 -0.25 1.49
Jan-85 15.75 8.64 0.65 3.3 -5.33 -6.82
Feb-85 5.78 1.8 0.58 0.8 -0.1 1.88
Mar-85 -2.30 -0.22 0.62 -1.07 4.07 1.58
Apr-85 -2.69 -0.24 0.72 0.15 3.72 3.04
May-85 2.05 5.75 0.66 -2.22 -0.94 3.99
Jun-85 -0.61 1.82 0.55 0.56 0.47 3.57
Jul-85 2.05 -0.12 0.62 2.85 -1.6 -3.91
Aug-85 -1.47 -0.47 0.55 -0.31 2.28 1.85
Sep-85 -7.60 -3.94 0.6 -1.59 1.29 1.51
Oct-85 1.08 4.67 0.65 -1.51 0.75 4.88
Nov-85 5.04 7.09 0.61 0.25 -2.84 -0.47
Dec-85 2.77 4.53 0.65 -0.51 -1.54 -0.23
Jan-86 4.51 1.21 0.56 1.21 0.44 3
Feb-86 5.90 7.66 0.53 -0.56 -0.77 2.76
Mar-86 4.11 5.48 0.6 -0.58 -0.37 2.41
Apr-86 1.83 -0.79 0.52 2.78 -2.86 -0.36
May-86 2.60 5.11 0.49 -1.35 -0.21 2.05
Jun-86 0.13 1.55 0.52 -0.95 1.3 5.07
Jul-86 -9.83 -5.93 0.52 -3.36 4.7 1.85
Aug-86 0.24 6.53 0.46 -4.17 3.51 -5.28
Sep-86 -8.43 -8.15 0.45 2.36 3.22 -5.79
Oct-86 3.05 5.12 0.46 -2.5 -1.42 4.46
Nov-86 -1.35 1.56 0.39 -1.91 -0.07 -0.26
Dec-86 -4.74 -2.78 0.49 0.13 0.36 0.35
Jan-87 11.72 12.89 0.42 -1.81 -3.16 2.2
Feb-87 10.10 4.82 0.43 3.49 -5.91 -2.07
Mar-87 3.02 2.11 0.47 0.45 1.61 1.68
Apr-87 -2.51 -1.67 0.44 -1.69 -0.39 0.22
May-87 -0.36 0.49 0.38 -0.5 0.23 -0.74
Jun-87 1.74 4.42 0.48 -2.12 1.04 -0.25
Jul-87 2.03 4.31 0.46 -0.66 0.73 2.66
Aug-87 0.69 3.99 0.47 -0.77 -0.95 -0.86
Sep-87 -2.16 -2.14 0.45 0.56 0.3 0.77
Oct-87 -32.39 -22.64 0.6 -8.4 4.23 -7.86
Nov-87 -7.15 -7.42 0.35 2.75 2.96 -1.17
Dec-87 2.88 7.2 0.39 0.12 -4.39 5.87
Jan-88 8.85 4.5 0.29 -0.76 4.95 -7.27
Feb-88 6.62 5.21 0.46 3.34 -1.69 -1.47
Mar-88 4.03 -1.83 0.44 6.14 0.74 0.58
Apr-88 1.14 1.02 0.46 0.98 1.63 2.24
May-88 -3.40 0.22 0.51 -2.61 2.42 0.63
Jun-88 5.32 5.28 0.49 2.1 -1.22 -2.93
Jul-88 -0.30 -0.74 0.51 -0.26 2.17 0.65
Aug-88 -3.35 -2.72 0.59 0.04 2.1 0.35
Sep-88 2.04 3.92 0.62 -1.3 -0.75 0.27
Oct-88 -2.95 1.76 0.61 -2.92 1.69 1.33
Nov-88 -5.50 -1.72 0.57 -1.71 1.3 0.33
Dec-88 2.22 2.12 0.63 1.97 -1.61 0.49
Jan-89 6.70 6.65 0.55 -2.22 0.62 -0.16
Feb-89 0.90 -1.64 0.61 2.82 0.93 0.99
Mar-89 0.82 2.24 0.67 0.67 0.54 3.51
Apr-89 3.02 5 0.67 -0.68 -1.4 1.77
May-89 2.62 4.14 0.79 -0.05 -0.87 1.52
Jun-89 -3.08 -0.64 0.71 -1.02 2.23 0.43
Jul-89 2.48 7.9 0.7 -4.16 -2.79 5.39
Aug-89 1.30 2.18 0.74 0.56 0.6 -0.12
Sep-89 1.01 -0.11 0.65 0.32 -1.27 3.4
Oct-89 -4.47 -2.99 0.68 -3.24 -1.11 1.32
Nov-89 -1.19 1.72 0.69 -1.24 -1.09 2.6
Dec-89 -1.80 1.77 0.61 -2.37 0.16 2.8
Jan-90 -6.61 -7.28 0.57 -1.25 0.85 -3.27
Feb-90 2.08 1.68 0.57 0.97 0.64 -0.54
Mar-90 3.70 2.47 0.64 1.46 -2.92 1.8
Apr-90 -1.44 -2.67 0.69 -0.45 -2.59 2.39
May-90 6.79 9.1 0.68 -2.56 -3.83 3.03
Jun-90 1.74 -0.46 0.63 1.36 -1.93 2.4
Jul-90 -3.72 -1.22 0.68 -3.09 -0.04 6.14
Aug-90 -15.05 -9.49 0.66 -3.56 1.6 1.88
Sep-90 -9.51 -5.52 0.6 -3.67 0.61 5.78
Oct-90 -6.93 -1.24 0.68 -5.53 0 6.71
Nov-90 4.80 6.92 0.57 0.45 -2.97 -5.48
Dec-90 -0.14 3.06 0.6 0.82 -1.63 0.29
Jan-91 9.03 5.21 0.52 3.83 -1.57 -6.45
Feb-91 15.69 7.67 0.48 3.99 -0.63 -4.61
Mar-91 9.32 3.09 0.44 3.9 -1.3 2.87
Apr-91 4.07 0.25 0.53 0.48 1.45 -2.36
May-91 2.47 4.12 0.47 -0.4 -0.49 -0.11
Jun-91 -4.24 -4.52 0.42 0.15 1.07 0.47
Jul-91 3.33 4.73 0.49 -0.91 -1.32 4.22
Aug-91 3.25 2.78 0.46 1.59 -0.78 1.57
Sep-91 2.90 -1.13 0.46 1.64 -1.07 1.79
Oct-91 3.70 1.71 0.42 0.81 -0.46 3.06
Nov-91 -1.72 -3.8 0.39 -0.5 -1.88 1.14
Dec-91 3.88 11.22 0.38 -2.24 -4.18 8.19
Jan-92 18.91 -0.25 0.34 8.46 4.7 -2.49
Feb-92 4.90 1.37 0.28 0.87 6.47 -0.53
Mar-92 -3.42 -2.32 0.34 -1.04 3.55 -0.29
Apr-92 -6.97 1.39 0.32 -6.06 4.32 -2.58
May-92 -1.23 0.58 0.28 0.41 1.19 0.21
Jun-92 -7.66 -2.02 0.32 -3.07 3.25 -0.58
Jul-92 0.94 4.08 0.31 -0.51 -0.55 1.59
Aug-92 -3.77 -2.12 0.26 -0.14 -1.08 -0.51
Sep-92 1.16 1.45 0.26 0.49 -0.23 1.5
Oct-92 2.52 1.25 0.23 2.1 -1.98 2.48
Nov-92 9.08 4.36 0.23 3.79 -1.42 -0.15
Dec-92 2.40 1.81 0.28 1.67 2.65 4.32
Jan-93 5.57 1.16 0.23 1.85 5.95 4.84
Feb-93 -5.51 0.34 0.22 -3.49 6.44 3.14
Mar-93 1.53 2.55 0.25 0.23 1.19 3.73
Apr-93 -3.45 -2.81 0.24 -0.68 2.48 0.38
May-93 5.40 3.11 0.22 2.08 -3.5 0.22
Jun-93 0.97 0.56 0.25 -0.26 2.72 4.55
Jul-93 -0.50 -0.1 0.24 0.9 2.82 3.19
Aug-93 4.51 3.96 0.25 0.14 0.14 2.65
Sep-93 2.73 0.14 0.26 2.98 -0.35 3.37
Oct-93 4.71 1.63 0.22 2.03 -2.78 -2.72
Nov-93 -3.29 -1.64 0.25 -1.13 -0.66 -4.73
Dec-93 0.10 1.88 0.23 1.2 0.27 2.36
Jan-94 4.28 3.12 0.25 0.51 1.28 0
Feb-94 -1.73 -2.34 0.21 2.8 -1.56 -0.3
Mar-94 -6.18 -4.51 0.27 -1.14 1.55 -1.27
Apr-94 -3.51 0.95 0.27 -0.92 1.66 0.39
May-94 -1.82 0.89 0.31 -2.12 0.7 -2.19
Jun-94 -5.38 -2.72 0.31 -0.4 1.67 -0.87
Jul-94 0.73 3.1 0.28 -1.76 0.57 0.1
Aug-94 3.98 4.38 0.37 1.43 -2.5 1.55
Sep-94 1.14 -1.94 0.37 3.11 -1.84 1.31
Oct-94 -0.60 1.72 0.38 -2.26 -1.63 1.49
Nov-94 -4.93 -3.67 0.37 0.31 -0.73 -0.18
Dec-94 -3.85 1.3 0.44 0.19 -0.09 3.48
Jan-95 3.29 2.22 0.42 -3.44 2.51 -1.81
Feb-95 2.53 4.03 0.4 -0.66 1.09 -0.39
Mar-95 1.68 2.65 0.46 -0.21 -2.08 0.43
Apr-95 1.24 2.55 0.44 -0.49 1.7 1.79
May-95 1.24 3.44 0.54 -2.52 2.27 -0.42
Jun-95 7.99 3.19 0.47 3.15 -2.54 2.93
Jul-95 6.98 4.17 0.45 2.06 -1.59 2.57
Aug-95 3.73 1.02 0.47 1.36 2.81 0.16
Sep-95 2.92 3.78 0.43 -2.2 -0.05 2.91
Oct-95 -6.24 -1.05 0.47 -3.8 -0.51 4.16
Nov-95 0.68 4.38 0.42 -1.11 0.58 -0.68
Dec-95 -0.04 1.52 0.49 0.72 0.18 2.52
Jan-96 2.70 2.69 0.43 -2.73 0.4 0.54
Feb-96 4.74 1.72 0.39 1.78 -1.07 0.59
Mar-96 3.32 1.12 0.39 1.51 0.36 -1.84
Apr-96 7.75 2.52 0.46 5.22 -4.05 -0.88
May-96 8.55 2.78 0.42 3.18 -0.89 1.54
Jun-96 -6.44 -0.74 0.4 -3.99 2.38 0.98
Jul-96 -14.05 -5.52 0.45 -4.31 5.14 -0.17
Aug-96 5.28 3.18 0.41 2.46 -0.74 0.01
Sep-96 2.70 5.45 0.44 -0.98 -2.7 2.7
Oct-96 -6.47 1.28 0.42 -4.44 4.94 3.79
Nov-96 -0.07 6.66 0.41 -4.05 1.39 -2.37
Dec-96 -2.60 -1.24 0.46 3.17 1.32 0.63
Jan-97 8.75 5.43 0.45 -1.93 -1.46 1.95
Feb-97 -5.49 -0.1 0.39 -3.2 5.69 -2.13
Mar-97 -8.95 -4.59 0.43 -0.35 3.4 0.9
Apr-97 -4.65 4.47 0.43 -5.78 0.07 4.86
May-97 11.20 7.23 0.49 5.19 -4.12 -5.17
Jun-97 2.13 4.47 0.37 1.24 1.59 2.6
Jul-97 2.96 7.76 0.43 -2.73 0.29 3.79
Aug-97 4.98 -3.74 0.41 7.31 1.2 -2.56
Sep-97 9.68 5.79 0.44 2.53 0.38 1.47
Oct-97 -4.22 -3.38 0.42 -0.77 2.25 -0.57
Nov-97 -4.74 3.37 0.39 -5.13 1.19 0.33
Dec-97 -7.84 1.8 0.48 -2.47 3.86 3.98
Jan-98 2.39 0.58 0.43 -1.06 -1.59 0.14
Feb-98 6.00 7.43 0.39 0.34 -0.85 -1.12
Mar-98 4.31 5.15 0.39 -1.11 1.41 2.15
Apr-98 2.12 1.16 0.43 0.02 0.9 0.74
May-98 -6.72 -2.67 0.4 -3.35 3.4 1.82
Jun-98 -3.59 3.59 0.41 -3.23 -1.96 7.28
Jul-98 -7.26 -2.06 0.4 -4.91 -1.76 3.74
Aug-98 -24.98 -15.65 0.43 -5.68 3.6 1.84
Sep-98 6.73 6.61 0.46 0.1 -3.37 -0.81
Oct-98 4.65 7.45 0.32 -3.12 -2.29 -5.37
Nov-98 11.73 6.41 0.31 1.2 -3.23 1.2
Dec-98 2.17 6.54 0.38 -0.51 -4.18 8.91
Jan-99 10.41 3.85 0.35 0.78 -4.62 3.03
Feb-99 -6.95 -3.73 0.35 -6.06 1.88 -0.1
Mar-99 -2.58 3.88 0.43 -3.77 -2.77 -1.27
Apr-99 7.13 4.7 0.37 3.95 2.41 -9.04
May-99 3.97 -2.12 0.34 3.37 2.3 -5.19
Jun-99 4.26 5.17 0.4 3.14 -3.26 5.06
Jul-99 0.45 -3.11 0.38 2.6 -0.42 1.66
Aug-99 -4.42 -0.99 0.39 -0.94 -1.84 3.12
Sep-99 -0.12 -2.4 0.39 3.44 -3.48 6.48
Oct-99 -0.27 6.51 0.39 -6.61 -3.37 5.5
Nov-99 18.73 3.73 0.36 7.22 -6.16 5.64
Dec-99 16.32 8.16 0.44 6.99 -8.32 13.22
Jan-00 10.42 -4.33 0.41 5.79 -1.89 1.92
Feb-00 24.99 2.88 0.43 21.48 -9.81 18.2
Mar-00 -4.56 5.67 0.47 -17.29 8.23 -6.83
Apr-00 -17.24 -5.94 0.46 -6.63 7.25 -8.39
May-00 -10.39 -3.92 0.5 -6.11 4.83 -8.98
Jun-00 13.57 5.04 0.4 12.8 -8.41 16.61
Jul-00 -6.89 -2.03 0.48 -3.08 8.33 -0.1
Aug-00 7.60 7.53 0.5 -0.63 -1.37 5.73
Sep-00 -8.82 -4.94 0.51 -1.73 7.17 1.97
Oct-00 -10.83 -2.2 0.56 -3.93 5.64 -4.48
Nov-00 -21.43 -10.21 0.51 -3.39 12.34 -2.32
Dec-00 -8.53 1.69 0.5 0.73 7.6 6.74
Jan-01 44.14 3.67 0.54 6.68 -5.11 -25.3
Feb-01 -14.70 -9.67 0.38 -0.74 12.48 12.57
Mar-01 -11.97 -6.84 0.42 0.27 6.43 8.55
Apr-01 11.19 8.33 0.39 0.56 -4.69 -7.9
May-01 7.48 1.04 0.32 2.5 3.36 2.21
Jun-01 1.65 -1.66 0.28 6.27 -1.13 0.38
Jul-01 -8.43 -1.83 0.3 -4.19 5.21 5.58
Aug-01 -7.65 -6.15 0.31 2.48 2.3 5.53
Sep-01 -17.90 -8.97 0.28 -6.25 1.46 11.48
Oct-01 14.50 2.68 0.22 7.49 -7.66 -8.47
Nov-01 9.90 7.71 0.17 -0.47 2.22 -8.69
Dec-01 8.93 1.75 0.15 4.73 0.85 0.07
Jan-02 -3.61 -1.3 0.14 1.19 3.44 3.75
Feb-02 -9.77 -2.16 0.13 -1 2.16 6.82
Mar-02 8.18 4.37 0.13 4.21 1.06 -1.64
Apr-02 -6.66 -5.05 0.15 5.96 3.88 7.63
May-02 -8.42 -1.24 0.14 -3.21 1.53 3.16
Jun-02 -11.10 -7.08 0.13 4.28 -0.03 6.03
Jul-02 -14.79 -8.03 0.15 -5.26 -3.87 3.74
Aug-02 -0.30 0.64 0.14 -2.87 3.31 1.9
Sep-02 -10.43 -10.21 0.14 2.43 1.44 9.13
Oct-02 8.07 7.98 0.14 -3.41 -3.95 -5.58
Nov-02 17.78 6.08 0.12 3.23 -1.27 -16.33
Dec-02 -9.51 -5.65 0.11 0.11 2.13 9.64
Jan-03 0.51 -2.47 0.1 1.3 -0.73 1.55
Feb-03 -4.33 -1.79 0.09 -0.46 -1.38 1.17
Mar-03 2.55 1.19 0.1 1.04 -1.93 1.48
Apr-03 12.80 8.32 0.1 0.67 1.17 -9.33
May-03 20.90 6.14 0.09 4.71 0.53 -10.7
Jun-03 6.70 1.52 0.1 1.74 0.19 -1
Jul-03 8.74 2.42 0.07 5.11 -1.19 -0.32
Aug-03 4.65 2.41 0.07 2.62 1.54 -0.62
Sep-03 2.59 -1.16 0.08 0.8 0.1 -0.19
Oct-03 7.36 6.15 0.07 2.63 1.92 3.99
Nov-03 2.48 1.42 0.07 2 1.81 1.46
Dec-03 2.25 4.37 0.08 -2.71 1.6 -5.57
Jan-04 7.59 2.22 0.07 2.54 2.46 2.58
Feb-04 0.16 1.46 0.06 -1.52 0.87 -1.14
Mar-04 0.21 -1.23 0.09 1.75 0.23 0.17
Apr-04 -3.57 -1.75 0.08 -1.74 -3.02 -5.38
May-04 -1.16 1.23 0.06 -0.25 -0.23 1.5
Jun-04 1.93 1.94 0.08 2.28 1.23 2.05
Jul-04 -10.53 -3.96 0.1 -3.8 3.22 -2.28
Aug-04 -2.63 0.19 0.11 -1.49 1 -1.59
Sep-04 4.71 1.71 0.11 3.02 -0.02 5.49
Oct-04 2.33 1.54 0.11 0.15 -0.25 -1.38
Nov-04 10.12 4.69 0.15 3.73 1.45 3.16
Dec-04 7.66 3.59 0.16 -0.03 -0.21 -2.87
Jan-05 -5.48 -2.6 0.16 -1.72 2.07 3.05
Feb-05 0.03 2.05 0.16 -0.57 1.54 3.37
Mar-05 -5.69 -1.76 0.21 -1.4 2.05 0.41
Apr-05 -7.11 -2.4 0.21 -3.93 0.05 -0.69
May-05 6.88 3.89 0.24 2.88 -0.59 0.45
Jun-05 2.82 0.8 0.23 2.59 2.81 2.05
Jul-05 7.75 4.16 0.24 2.9 -0.78 0.06
Aug-05 -2.29 -0.92 0.3 -0.98 1.34 2.08
Sep-05 0.85 0.78 0.29 -0.67 0.69 3.43
Oct-05 -4.41 -1.75 0.27 -1.23 0.41 -1.39
Nov-05 3.44 3.92 0.31 0.99 -1.2 0.35
Dec-05 0.95 0.07 0.32 -0.41 0.22 0.77
Jan-06 10.04 3.39 0.35 5.42 1.09 2.53
Feb-06 0.68 0.04 0.34 -0.4 -0.37 -1.84
Mar-06 4.00 1.83 0.37 3.45 0.55 1.26
Apr-06 -0.92 1.09 0.36 -1.43 2.34 0.61
May-06 -7.81 -3.14 0.43 -2.98 2.39 -3.7
Jun-06 -1.40 0.05 0.4 -0.38 0.8 1.54
Jul-06 -5.60 -0.38 0.4 -3.99 2.62 -2.13
Aug-06 3.10 2.45 0.42 1.01 -2.04 -3.38
Sep-06 -0.28 2.25 0.41 -1.34 0.06 -0.96
Oct-06 6.11 3.64 0.41 1.72 -0.26 -0.2
Nov-06 2.58 2.13 0.42 0.72 0.11 -1.03
Dec-06 0.24 1.27 0.4 -1.13 2.71 0.79
Jan-07 2.91 1.84 0.44 0.14 -0.7 0.24
Feb-07 0.37 -1.58 0.38 1.18 -0.12 -1.35
Mar-07 0.64 1.11 0.43 0.15 -0.94 2.56
Apr-07 3.23 3.93 0.44 -2.17 -1.43 -0.24
May-07 2.38 3.65 0.41 0.23 -0.62 -0.34
Jun-07 -0.51 -1.56 0.4 0.76 -1.07 0.51
Jul-07 -5.07 -3.33 0.4 -2.61 -3.73 2.94
Aug-07 -0.77 1.34 0.42 -0.14 -1.89 0.1
Sep-07 2.42 3.54 0.32 -2.22 -2.23 4.63
Oct-07 2.99 2.12 0.32 0.12 -3.11 5.02
Nov-07 -9.43 -4.49 0.34 -2.93 -0.94 0.99
Dec-07 -0.88 -0.6 0.27 0.16 -0.52 6.63
Jan-08 -7.27 -6.15 0.21 -0.98 4.01 -7.75
Feb-08 -3.56 -2.96 0.13 -0.41 -0.84 6.1
Mar-08 -3.62 -0.76 0.17 0.77 0.35 4.27
Apr-08 3.07 4.78 0.18 -1.72 -1.09 -0.31
May-08 5.18 2.04 0.18 2.95 -1.53 3.31
Jun-08 -8.34 -8.27 0.17 1.24 -2.7 12.75
Jul-08 1.66 -0.62 0.15 2.56 5.27 -5.07
Aug-08 1.44 1.66 0.13 3.5 1.48 -4.03
Sep-08 -13.05 -9.09 0.15 -1.24 5.9 0.28
Oct-08 -23.36 -17.15 0.08 -2.52 -2.22 7.85
Nov-08 -14.12 -7.83 0.03 -2.87 -6.3 7.17
Dec-08 4.54 1.74 0 3.49 0.07 -5.09
Jan-09 -1.17 -8.12 0 0.18 -11.11 -2.18
Feb-09 -11.40 -10.09 0.01 0.13 -6.91 4.41
Mar-09 14.67 8.97 0.02 0 3.34 -11.87
Apr-09 21.53 10.19 0.01 5.28 5.26 -34.3
May-09 8.84 5.21 0 -2.52 0.37 -12.49
Jun-09 7.64 0.44 0.01 2.66 -2.72 5.48
Jul-09 7.57 7.73 0.01 1.87 4.84 -5.58
Aug-09 3.09 3.34 0.01 -1.08 7.63 -9.07
Sep-09 7.46 4.09 0.01 2.43 1.04 -4.79
Oct-09 -7.81 -2.59 0 -4.34 -4.2 2.61
Nov-09 0.74 5.56 0 -2.39 -0.33 0.3
Dec-09 7.92 2.76 0.01 6.04 -0.17 3.02
Jan-10 -2.99 -3.36 0 0.4 0.43 -5.4
Feb-10 2.91 3.4 0 1.19 3.22 3.74
Mar-10 6.59 6.32 0.01 1.48 2.21 3.76
Apr-10 6.09 2.01 0.01 4.87 2.89 3.16
May-10 -7.33 -7.88 0.01 0.09 -2.44 -0.25
Jun-10 -6.64 -5.56 0.01 -1.81 -4.7 -2.76
Jul-10 5.81 6.94 0.01 0.24 -0.3 1.83
Aug-10 -7.04 -4.76 0.01 -2.95 -1.96 -0.06
Sep-10 12.65 9.55 0.01 3.96 -3.17 1.41
Oct-10 5.14 3.89 0.01 1.21 -2.49 1.58
Nov-10 1.89 0.61 0.01 3.77 -0.88 2.66
Dec-10 9.17 6.83 0.01 0.67 3.78 -3.03
Jan-11 -0.21 2 0.01 -2.44 0.77 -0.29
Feb-11 3.59 3.5 0.01 1.47 1.24 1.99
Mar-11 2.08 0.47 0.01 2.56 -1.88 3.4
Apr-11 1.66 2.9 0 -0.32 -2.48 0.04
May-11 -2.09 -1.27 0 -0.65 -2 -0.62
Jun-11 -4.18 -1.75 0 -0.14 -0.38 1.78
Jul-11 -4.09 -2.35 0 -1.29 -0.91 0.16
Aug-11 -10.23 -5.98 0.01 -3.07 -2.4 -0.28
Sep-11 -12.37 -7.59 0 -3.33 -1.75 -2.42
Oct-11 13.62 11.35 0 3.3 0.12 -1.43
Nov-11 -3.16 -0.28 0 -0.17 -0.46 3.85
Dec-11 -0.85 0.74 0 -0.6 1.61 1.81
Jan-12 10.86 5.05 0 2.06 -0.94 -7.93
Feb-12 3.92 4.42 0 -1.86 0.43 -0.29
Mar-12 2.37 3.11 0 -0.66 1.12 1.3
Apr-12 -3.13 -0.85 0 -0.41 -0.77 3.75
May-12 -7.73 -6.18 0.01 0.09 -1.06 6.49
Jun-12 4.65 3.89 0 0.64 0.59 -1.06
Jul-12 -0.64 0.79 0 -2.72 -0.12 3.02
Aug-12 2.82 2.56 0.01 0.48 1.3 -2.37
Sep-12 4.37 2.74 0.01 0.54 1.58 -1.14
Oct-12 -5.25 -1.75 0.01 -1.17 3.56 0.14
Nov-12 -0.56 0.79 0.01 0.61 -0.83 0.49
Dec-12 1.81 1.19 0.01 1.52 3.53 -2.86
Jan-13 6.90 5.57 0 0.31 0.95 -1.79
Feb-13 0.33 1.29 0 -0.33 0.1 1.29
Mar-13 5.11 4.03 0 0.83 -0.23 1.92
Apr-13 -0.22 1.55 0 -2.36 0.5 0.22
May-13 5.22 2.8 0 1.72 2.67 -2.02
Jun-13 -1.13 -1.2 0 1.32 0.05 0.52
Jul-13 7.81 5.65 0 1.87 0.57 1.75
Aug-13 -1.54 -2.71 0 0.26 -2.68 0.02
Sep-13 6.13 3.77 0 2.9 -1.23 3.07
Oct-13 0.15 4.18 0 -1.56 1.26 0.08
Nov-13 6.11 3.13 0 1.29 0.28 0.44
Dec-13 2.28 2.81 0 -0.46 -0.01 0.02
Jan-14 3.21 -3.32 0 0.92 -2.02 1.71
Feb-14 4.32 4.65 0 0.37 -0.31 2.07
Mar-14 -2.29 0.43 0 -1.87 4.92 -3.29
Apr-14 -6.82 -0.19 0 -4.2 1.14 -3.89
May-14 -1.22 2.06 0 -1.89 -0.13 0.88
Jun-14 6.34 2.61 0 3.09 -0.69 0.69
Jul-14 -6.76 -2.04 0 -4.28 0.02 -0.14
Aug-14 4.46 4.24 0 0.39 -0.44 0.82
Sep-14 -5.89 -1.97 0 -3.72 -1.35 0.5
Oct-14 4.85 2.52 0 4.22 -1.83 -0.06
Nov-14 0.32 2.55 0 -2.05 -3.09 0.68
Dec-14 2.16 -0.06 0 2.5 2.27 1.12
Jan-15 -2.79 -3.11 0 -0.54 -3.61 3.85
Feb-15 7.47 6.14 0 0.61 -1.87 -2.79
Mar-15 0.40 -1.12 0 3.07 -0.41 2.74
Apr-15 0.02 0.59 0 -3.04 1.83 -7.27
May-15 1.18 1.36 0 0.92 -1.13 5.83
Jun-15 1.94 -1.53 0 2.9 -0.78 3.02
Jul-15 -2.26 1.54 0 -4.2 -4.07 10.06
Aug-15 -7.65 -6.04 0 0.36 2.8 -2.09
Sep-15 -8.32 -3.07 0 -2.63 0.58 5.24
Oct-15 5.07 7.75 0 -1.86 -0.45 -3.27
Nov-15 5.26 0.56 0 3.6 -0.39 2.28
Dec-15 -5.08 -2.16 0.01 -2.81 -2.59 3.36
Jan-16 -13.00 -5.76 0.01 -3.39 2.07 1.39
Feb-16 -0.65 -0.06 0.02 0.81 -0.58 -4.27
Mar-16 6.97 6.98 0.02 0.75 1.1 -5.04
Apr-16 3.98 0.93 0.01 0.68 3.19 -6.08
May-16 0.98 1.79 0.01 -0.19 -1.65 1.37
Jun-16 -2.44 -0.03 0.02 0.58 -1.45 4.14
Jul-16 5.88 3.97 0.02 2.51 -1.29 -3.32
Aug-16 1.33 0.52 0.02 1.17 3.11 -3.49
Sep-16 4.87 0.27 0.02 2.13 -1.21 0.15
Oct-16 -9.56 -2 0.02 -4.41 4.12 0.6
Nov-16 6.58 4.87 0.01 5.67 8.21 -4.63
Dec-16 -0.83 1.85 0.03 0.09 3.6 -0.25
Jan-17 2.31 1.98 0.04 -1.13 -2.74 -0.94
Feb-17 3.57 3.61 0.04 -2.04 -1.67 -1.6
Mar-17 1.26 0.2 0.03 1.13 -3.33 -1.03
Apr-17 0.96 1.14 0.05 0.72 -2.13 0.48
May-17 -2.40 1.12 0.06 -2.52 -3.75 1.5
Jun-17 6.10 0.84 0.06 2.23 1.49 -0.09
Jul-17 -1.26 1.94 0.07 -1.46 -0.22 1.62
Aug-17 -2.25 0.25 0.09 -1.65 -2.07 3.29
Sep-17 7.80 2.6 0.09 4.45 3.09 -1.32
Oct-17 -1.59 2.34 0.09 -1.93 0.22 4.28
Nov-17 2.56 3.2 0.08 -0.56 -0.05 -0.87
Dec-17 1.45 1.15 0.09 -1.32 0.03 -1.55
Jan-18 2.21 5.69 0.11 -3.18 -1.36 4.05
Feb-18 -4.04 -3.54 0.11 0.26 -1.03 3.56
Mar-18 1.78 -2.23 0.12 4.06 -0.23 -1.13
Apr-18 0.60 0.43 0.14 1.1 0.48 0.36
May-18 8.12 2.79 0.14 5.31 -3.13 3.87
Jun-18 1.58 0.62 0.14 1.13 -2.33 -2.33
Jul-18 -0.56 3.35 0.16 -2.25 0.45 -1.43
Aug-18 6.51 3.6 0.16 1.14 -3.98 5.28
Sep-18 -0.66 0.21 0.15 -2.3 -1.7 0.03
Oct-18 -13.66 -7.49 0.19 -4.82 3.43 -2.06
Nov-18 -1.17 1.87 0.18 -0.68 0.26 -1.41
Dec-18 -15.02 -9.36 0.19 -2.42 -1.9 2.12
Jan-19 19.27 8.62 0.21 2.9 -0.44 -8.65
Feb-19 6.28 3.58 0.18 2.04 -2.68 0.85
Mar-19 0.21 1.29 0.19 -2.98 -4.05 2.16
Apr-19 1.55 4.17 0.21 -1.74 2.17 -2.96
May-19 -8.19 -6.73 0.21 -1.34 -2.37 7.56
Jun-19 7.30 7.11 0.18 0.25 -0.71 -2.23
Jul-19 -2.16 1.38 0.19 -1.94 0.42 2.9
Aug-19 -4.85 -2.42 0.16 -2.32 -4.95 7.47
Sep-19 -1.96 1.61 0.18 -0.97 6.83 -6.81
Oct-19 2.57 2.21 0.15 0.28 -1.93 0.19
Nov-19 6.38 3.99 0.12 0.8 -2.02 -2.63
Dec-19 5.03 2.91 0.14 0.72 1.79 -1.88
Jan-20 -1.18 0.02 0.13 -3.13 -6.24 6.03
Feb-20 -6.40 -8.01 0.12 1.03 -3.79 -0.36
Mar-20 -19.97 -13.26 0.12 -4.89 -14.02 8.16
Apr-20 23.13 13.65 0 2.47 -1.18 -5.39
May-20 11.79 5.59 0.01 2.45 -4.8 0.35
Jun-20 7.15 2.47 0.01 2.69 -2.04 -0.78
Jul-20 1.53 5.78 0.01 -2.28 -1.53 7.63
Aug-20 5.12 7.64 0.01 -0.26 -2.92 0.41
Sep-20 -0.41 -3.62 0.01 0.02 -2.62 3.18
Oct-20 -0.71 -2.09 0.01 4.41 4.16 -3.1
Nov-20 22.97 12.48 0.01 5.65 2.13 -12.45
Dec-20 11.90 4.64 0.01 4.82 -1.43 -2.26
Jan-21 13.78 -0.03 0 7.12 2.99 4.52
Feb-21 8.46 2.78 0 2.03 7.18 -7.93
Mar-21 -2.57 3.08 0 -2.41 7.41 -6.11
Apr-21 -0.56 4.93 0 -3.11 -0.93 1.14
May-21 -0.29 0.29 0 -0.28 7.04 0.88
Jun-21 6.03 2.75 0 1.8 -7.76 2.24
Jul-21 -7.79 1.27 0 -3.96 -1.75 -2.29
Aug-21 2.62 2.9 0 -0.48 -0.13 2.52
Sep-21 -5.15 -4.37 0 0.8 5.09 1.57

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