Documentos de Académico
Documentos de Profesional
Documentos de Cultura
Igbvl Empresas
Igbvl Empresas
Empresas Simbolos
Alicorp SA ALICORC1 1
Alicorp SA Inv ALICORI1
Andino Investment
Holdings SA AIHC1 2
Austral Grupo SA AUSTRAC1 3
Banco Continental CONTINC1 4
Bolsa de Valores de Lima
S.A. BVLAC1 5
Candente Copper Corp DNT 6
Cementos Pacasmayo
S.A.A. CPACASC1 7
Compania de Minas
Buenaventura S.A.A. BVN 8
Compania Minera Atacocha
S.A.A. B ATACOBC1 9
Corporacion Aceros
Arequipa S.A. CORAREC1 10
Corporacion Aceros
Arequipa S.A. Inv CORAREI1
Credicorp Limited BAP
Edegel SA ENGEPEC1
Empresa Agro Indl Casa
Grande CASAGRC1
Empresa Agroindustrial
Pomalca S.A.A. POMALCC1
Empresa Siderurgica del
Peru S.A.A. SIDERC1
Enel Distribucion Peru ENDISPC1
Engie Energia Peru S.A. ENGIEC1
Ferreycorp S.A.A. FERREYC1
Grana Y Montero GRAMONC1
InRetail Peru Corp. INRETC1
Intercorp Financial Services
Inc IFS
Inversiones Centenario INVCENC1
Luz Del Sur SA LUSURC1
Minera Milpo MILPOC1
Minera Milpo Inv MILPOI1
Minsur S.A. Inv MINSURI1
Panoro Minerals Ltd. PML
PPX Mining Corp PPX
Refineria La Pampilla SAA A RELAPAC1
RIMAC Seguros y
Reaseguros RIMSEGC1
Sociedad Minera Cerro
Verde SA CVERDEC1
Sociedad Minera El Brocal
S.A.A. BROCALC1
Southern Copper Corp SCCO
Trevali Mining Corporation TV
UCP Backus & Johnston
S.A.A. B BACKUBC1
UCP Backus & Johnston
S.A.A. Inv BACKUSI1
Union Andina de Cementos
S.A.A. UNACEMC1
Volcan Compania Minera
S.A.A. A VOLCAAC1
Volcan Compania Minera
S.A.A. B VOLCABC1
The launch date of the S&P/BVL Peru General Index (PEN) was May 4, 2015.
All information presented prior to the index launch date is back-tested. Back-tested performance is not actual pe
are based on the same methodology that was in effect when the index was officially launched. Past performance
Please see the Performance Disclosure at http://www.spindices.com/regulatory-affairs-disclaimers/ for more infor
back-tested performance.
Copyright © 2018 S&P Dow Jones Indices LLC, a division of S&P Global. All rights reserved. Redistribution or repr
written permission. STANDARD & POOR’S and S&P are registered trademarks of Standard & Poor’s Financial Serv
a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and these trademarks have been li
Jones Indices LLC, Dow Jones, S&P and their respective affiliates (“S&P Dow Jones Indices”) and third party licens
implied, as to the ability of any index to accurately represent the asset class or market sector that it purports to
licensors shall have no liability for any errors, omissions, or interruptions of any index or the data included there
guarantee of future results. This document does not constitute an offer of any services. Except for certain custom
S&P Dow Jones Indices is general in nature and not tailored to the needs of any person, entity or group of person
connection with licensing its indices to third parties and providing custom calculation services. It is not possible
represented by an index may be available through investable instruments offered by third parties that are based
endorse, sell, promote or manage any investment fund or other investment product or vehicle that seeks to prov
any Index. S&P Dow Jones Indices LLC is not an investment or tax advisor. S&P Dow Jones Indices makes no repr
such investment fund or other investment product or vehicle. A tax advisor should be consulted to evaluate the
tax consequences of making any particular investment decision. Credit-related information and other analyses,
and/or affiliates of S&P Dow Jones Indices. Any credit-related information and other related analyses and statem
are not statements of fact. S&P Dow Jones Indices LLC is analytically separate and independent from any other a
indices please visit www.spdji.com.
mance is not actual performance, but is hypothetical. The back-test calculations
hed. Past performance is not an indication or guarantee of future results.
laimers/ for more information regarding the inherent limitations associated with
SIMULACIÓN DE PORTAFOLIO
# de Empresa Ponderaciones 100.00%
1 Alicorp SA 2.86%
2 Andino Investment Holdings SA 2.86%
3 Austral Grupo SA 2.86%
4 Banco Continental 2.86%
5 Bolsa de Valores de Lima S.A. 2.86%
6 Candente Copper Corp 2.86%
7 Cementos Pacasmayo S.A.A. 2.86%
8 Compania de Minas Buenaventura S.A.A. 2.86%
9 Compania Minera Atacocha S.A.A. B 2.86%
10 Corporacion Aceros Arequipa S.A. 2.86%
11 Credicorp Limited 2.86%
12 Edegel SA 2.86%
13 Empresa Agro Indl Casa Grande 2.86%
14 Empresa Agroindustrial Pomalca S.A.A. 2.86%
15 Empresa Siderurgica del Peru S.A.A. 2.86%
16 Enel Distribucion Peru 2.86%
17 Engie Energia Peru S.A. 2.86%
18 Ferreycorp S.A.A. 2.86%
19 Grana Y Montero 2.86%
20 InRetail Peru Corp. 2.86%
21 Intercorp Financial Services Inc 2.86%
22 Inversiones Centenario 2.86%
23 Luz Del Sur SA 2.86%
24 Minera Milpo 2.86%
25 Panoro Minerals Ltd. 2.86%
26 PPX Mining Corp 2.86%
27 Refineria La Pampilla SAA A 2.86%
28 RIMAC Seguros y Reaseguros 2.86%
29 Sociedad Minera Cerro Verde SA 2.86%
30 Sociedad Minera El Brocal S.A.A. 2.86%
31 Southern Copper Corp 2.86%
32 Trevali Mining Corporation 2.86%
33 UCP Backus & Johnston S.A.A. B 2.86%
34 Union Andina de Cementos S.A.A. 2.86%
35 Volcan Compania Minera S.A.A. A 2.86%
MODELO DE MARKOWITZ
Max Funcion Objetivo 0.1894 2.2723
Número de activos 35
Participación 1 1
Participación 2 1
Participación 3 1
Participación 4 1
Participación 5 1
Participación 6 1
Participación 7 1
Participación 8 1
Participación 9 1
Participación 10 1
Participación 11 1
Participación 12 1
Participación 13 1
Participación 14 1
Participación 15 1
Participación 16 1
Participación 17 1
Participación 18 1
Participación 19 1
Participación 20 1
Participación 21 1
Participación 22 1
Participación 23 1
Participación 24 1
Participación 25 1
Participación 26 1
Participación 27 1
Participación 28 1
Participación 29 1
Participación 30 1
Participación 31 1
Participación 32 1
Participación 33 1
Participación 34 1
Participación 35 1
Participación Total 100.00%
Riesgo objetivo 1
MATRIZ DE VARIANZAS-COVARIANZAS
Rent. Alicorp SARent. Andino Inves
Rent. Alicorp SA 0.000125 -0.000012
Rent. Andino Investment Holdings SA -0.000012 0.001060
Rent. Austral Grupo SA -0.000004 0.000025
Rent. Banco Continental 0.000012 -0.000006
Rent. Bolsa de Valores de Lima S.A. 0.000001 -0.000009
Rent. Candente Copper Corp 0.000009 0.000074
Rent. Cementos Pacasmayo S.A.A. 0.000020 0.000033
Rent. Compania de Minas Buenaventura S.A.A. 0.000033 -0.000010
Rent. Compania Minera Atacocha S.A.A. B 0.000039 0.000071
Rent. Corporacion Aceros Arequipa S.A. 0.000031 -0.000013
Rent. Credicorp Limited 0.000020 0.000093
Rent. Edegel SA -0.000003 -0.000016
Rent. Empresa Agro Indl Casa Grande 0.000019 -0.000031
Rent. Empresa Agroindustrial Pomalca S.A.A. 0.000026 0.000126
Rent. Empresa Siderurgica del Peru S.A.A. 0.000043 0.000040
Rent. Enel Distribucion Peru 0.000041 -0.000039
Rent. Engie Energia Peru S.A. 0.000003 0.000010
Rent. Ferreycorp S.A.A. 0.000059 -0.000024
Rent. Grana Y Montero 0.000057 0.000063
Rent. InRetail Peru Corp. 0.000016 -0.000003
Rent. Intercorp Financial Services Inc 0.000025 -0.000032
Rent. Inversiones Centenario -0.000007 0.000008
Rent. Luz Del Sur SA 0.000023 -0.000002
Rent. Minera Milpo 0.000032 0.000021
Rent. Panoro Minerals Ltd. 0.000044 -0.000152
Rent. PPX Mining Corp 0.000026 -0.000015
Rent. Refineria La Pampilla SAA A 0.000077 -0.000015
Rent. RIMAC Seguros y Reaseguros 0.000020 0.000003
Rent. Sociedad Minera Cerro Verde SA 0.000048 -0.000028
Rent. Sociedad Minera El Brocal S.A.A. 0.000004 0.000041
Rent. Southern Copper Corp 0.000006 -0.000033
Rent. Trevali Mining Corporation 0.000049 -0.000001
Rent. UCP Backus & Johnston S.A.A. B 0.000000 -0.000001
Rent. Union Andina de Cementos S.A.A. 0.000017 0.000000
Rent. Volcan Compania Minera S.A.A. A 0.000010 -0.000046
Rent. Austral Grup Rent. Banco ContinRent. Bolsa de Rent. CandenteRent. CementosRent. CompaniaRent. CompaniaRent. Corporaci
-0.000004 0.000012 0.000001 0.000009 0.000020 0.000033 0.000039 0.000031
0.000025 -0.000006 -0.000009 0.000074 0.000033 -0.000010 0.000071 -0.000013
0.000306 0.000005 0.000007 0.000039 -0.000009 -0.000006 0.000043 0.000038
0.000005 0.000210 -0.000005 0.000015 0.000027 0.000030 -0.000001 0.000020
0.000007 -0.000005 0.000049 0.000001 0.000003 0.000016 0.000014 0.000005
0.000039 0.000015 0.000001 0.002566 0.000029 0.000078 0.000273 0.000098
-0.000009 0.000027 0.000003 0.000029 0.000099 0.000020 0.000038 0.000013
-0.000006 0.000030 0.000016 0.000078 0.000020 0.000376 0.000080 0.000036
0.000043 -0.000001 0.000014 0.000273 0.000038 0.000080 0.001021 0.000125
0.000038 0.000020 0.000005 0.000098 0.000013 0.000036 0.000125 0.000256
0.000009 0.000027 -0.000008 0.000016 0.000004 0.000041 0.000109 0.000031
0.000007 0.000002 0.000012 0.000063 0.000014 0.000022 0.000086 -0.000013
0.000009 0.000021 0.000003 0.000081 0.000019 0.000000 0.000148 0.000057
0.000015 0.000003 0.000005 0.000033 0.000025 -0.000017 0.000099 0.000049
0.000022 0.000011 -0.000004 0.000196 0.000032 0.000076 0.000176 0.000047
-0.000014 0.000037 0.000002 -0.000018 0.000027 0.000023 0.000042 0.000057
0.000001 0.000030 -0.000005 0.000021 0.000020 0.000011 0.000039 0.000009
-0.000002 0.000038 0.000001 0.000114 0.000038 0.000053 0.000137 0.000064
-0.000082 0.000083 0.000008 0.000186 0.000056 0.000076 0.000138 0.000044
-0.000008 0.000020 -0.000006 0.000014 0.000013 -0.000002 0.000046 0.000010
0.000009 0.000007 -0.000001 0.000025 0.000022 0.000017 0.000046 0.000005
0.000011 0.000002 0.000006 0.000034 0.000011 0.000104 -0.000001 0.000020
-0.000005 0.000014 -0.000001 0.000024 0.000013 0.000007 0.000034 0.000012
0.000031 0.000042 -0.000007 0.000067 0.000020 0.000025 0.000335 0.000066
0.000023 -0.000003 0.000029 0.000264 0.000000 0.000138 0.000310 0.000008
0.000058 -0.000003 -0.000047 0.000298 -0.000026 0.000043 0.000061 0.000005
0.000010 0.000000 -0.000003 0.000136 0.000035 0.000132 0.000275 0.000064
-0.000001 -0.000013 0.000008 0.000024 -0.000003 0.000010 0.000039 0.000023
0.000019 0.000055 0.000000 0.000152 0.000018 0.000078 0.000205 0.000061
0.000012 0.000023 -0.000001 0.000046 0.000014 -0.000008 0.000073 0.000011
-0.000004 0.000015 -0.000002 0.000016 0.000002 0.000096 0.000113 0.000027
0.000029 0.000009 0.000014 -0.000030 0.000010 0.000139 0.000227 0.000052
0.000003 -0.000003 0.000001 0.000017 0.000000 -0.000008 -0.000015 0.000000
-0.000009 0.000006 -0.000002 0.000063 0.000032 0.000015 0.000094 0.000025
0.000013 0.000013 0.000002 0.000133 0.000025 0.000031 0.000102 0.000034
Rent. Credicorp Rent. Edegel S Rent. Empresa ARent. Empresa ARent. Empresa SRent. Enel DistrRent. Engie EneRent. Ferreycor
0.000020 -0.000003 0.000019 0.000026 0.000043 0.000041 0.000003 0.000059
0.000093 -0.000016 -0.000031 0.000126 0.000040 -0.000039 0.000010 -0.000024
0.000009 0.000007 0.000009 0.000015 0.000022 -0.000014 0.000001 -0.000002
0.000027 0.000002 0.000021 0.000003 0.000011 0.000037 0.000030 0.000038
-0.000008 0.000012 0.000003 0.000005 -0.000004 0.000002 -0.000005 0.000001
0.000016 0.000063 0.000081 0.000033 0.000196 -0.000018 0.000021 0.000114
0.000004 0.000014 0.000019 0.000025 0.000032 0.000027 0.000020 0.000038
0.000041 0.000022 0.000000 -0.000017 0.000076 0.000023 0.000011 0.000053
0.000109 0.000086 0.000148 0.000099 0.000176 0.000042 0.000039 0.000137
0.000031 -0.000013 0.000057 0.000049 0.000047 0.000057 0.000009 0.000064
0.000169 0.000028 0.000013 0.000004 0.000054 0.000011 0.000026 0.000030
0.000028 0.000290 0.000025 0.000006 0.000064 0.000015 0.000030 0.000022
0.000013 0.000025 0.000249 0.000064 0.000060 0.000057 0.000011 0.000040
0.000004 0.000006 0.000064 0.001207 0.000064 0.000008 0.000006 0.000027
0.000054 0.000064 0.000060 0.000064 0.000468 0.000044 0.000012 0.000090
0.000011 0.000015 0.000057 0.000008 0.000044 0.000161 0.000023 0.000052
0.000026 0.000030 0.000011 0.000006 0.000012 0.000023 0.000128 0.000014
0.000030 0.000022 0.000040 0.000027 0.000090 0.000052 0.000014 0.000193
0.000050 0.000024 0.000000 0.000006 0.000114 0.000034 0.000025 0.000087
0.000004 0.000020 0.000031 0.000015 0.000021 0.000015 0.000013 0.000021
-0.000001 0.000025 0.000024 0.000002 0.000033 0.000024 0.000009 0.000029
-0.000036 -0.000021 -0.000010 -0.000064 0.000002 0.000005 0.000002 0.000003
0.000009 -0.000006 0.000017 -0.000010 0.000024 0.000039 0.000011 0.000035
0.000014 0.000024 0.000124 0.000052 0.000081 0.000058 0.000013 0.000096
0.000018 0.000060 0.000047 0.000036 0.000104 0.000030 0.000031 0.000095
0.000008 -0.000008 -0.000010 0.000048 0.000063 0.000022 0.000019 -0.000018
0.000037 0.000056 0.000099 0.000107 0.000182 0.000068 0.000043 0.000130
0.000007 -0.000031 0.000012 0.000071 0.000017 0.000011 -0.000008 0.000018
0.000028 -0.000005 0.000072 0.000071 0.000049 0.000062 0.000015 0.000090
0.000007 0.000030 0.000020 0.000027 0.000029 0.000001 -0.000004 0.000035
0.000053 0.000003 0.000037 0.000011 0.000014 0.000028 0.000017 0.000041
0.000048 0.000026 0.000042 -0.000003 0.000057 0.000021 0.000021 0.000036
-0.000007 0.000008 0.000008 0.000001 -0.000007 -0.000002 -0.000014 -0.000005
0.000017 0.000015 0.000029 0.000014 0.000067 0.000028 0.000018 0.000040
-0.000017 -0.000010 0.000039 -0.000057 0.000050 0.000034 0.000011 0.000073
Rent. Grana Y Rent. InRetail PRent. Intercorp Rent. Inversion Rent. Luz Del SRent. Minera MiRent. Panoro MiRent. PPX Mini
0.000057 0.000016 0.000025 -0.000007 0.000023 0.000032 0.000044 0.000026
0.000063 -0.000003 -0.000032 0.000008 -0.000002 0.000021 -0.000152 -0.000015
-0.000082 -0.000008 0.000009 0.000011 -0.000005 0.000031 0.000023 0.000058
0.000083 0.000020 0.000007 0.000002 0.000014 0.000042 -0.000003 -0.000003
0.000008 -0.000006 -0.000001 0.000006 -0.000001 -0.000007 0.000029 -0.000047
0.000186 0.000014 0.000025 0.000034 0.000024 0.000067 0.000264 0.000298
0.000056 0.000013 0.000022 0.000011 0.000013 0.000020 0.000000 -0.000026
0.000076 -0.000002 0.000017 0.000104 0.000007 0.000025 0.000138 0.000043
0.000138 0.000046 0.000046 -0.000001 0.000034 0.000335 0.000310 0.000061
0.000044 0.000010 0.000005 0.000020 0.000012 0.000066 0.000008 0.000005
0.000050 0.000004 -0.000001 -0.000036 0.000009 0.000014 0.000018 0.000008
0.000024 0.000020 0.000025 -0.000021 -0.000006 0.000024 0.000060 -0.000008
0.000000 0.000031 0.000024 -0.000010 0.000017 0.000124 0.000047 -0.000010
0.000006 0.000015 0.000002 -0.000064 -0.000010 0.000052 0.000036 0.000048
0.000114 0.000021 0.000033 0.000002 0.000024 0.000081 0.000104 0.000063
0.000034 0.000015 0.000024 0.000005 0.000039 0.000058 0.000030 0.000022
0.000025 0.000013 0.000009 0.000002 0.000011 0.000013 0.000031 0.000019
0.000087 0.000021 0.000029 0.000003 0.000035 0.000096 0.000095 -0.000018
0.001282 0.000052 0.000013 0.000005 0.000063 0.000095 0.000022 0.000014
0.000052 0.000105 0.000016 0.000009 0.000019 0.000060 -0.000018 -0.000022
0.000013 0.000016 0.000089 0.000005 0.000025 0.000011 0.000057 0.000017
0.000005 0.000009 0.000005 0.002059 -0.000044 -0.000032 0.000017 0.000005
0.000063 0.000019 0.000025 -0.000044 0.000101 0.000032 -0.000042 -0.000009
0.000095 0.000060 0.000011 -0.000032 0.000032 0.000601 0.000019 0.000027
0.000022 -0.000018 0.000057 0.000017 -0.000042 0.000019 0.001277 0.000009
0.000014 -0.000022 0.000017 0.000005 -0.000009 0.000027 0.000009 0.002007
0.000083 0.000034 0.000049 -0.000069 0.000037 0.000169 0.000197 -0.000059
-0.000027 -0.000007 0.000012 0.000007 -0.000009 0.000015 0.000065 0.000015
0.000072 0.000033 0.000024 -0.000005 0.000030 0.000101 0.000136 0.000054
0.000001 -0.000008 0.000003 0.000004 -0.000001 0.000046 0.000069 0.000025
0.000015 0.000013 0.000017 -0.000029 0.000006 0.000042 0.000075 -0.000029
0.000064 -0.000009 0.000022 0.000035 0.000009 0.000103 0.000211 0.000056
0.000007 -0.000005 -0.000006 -0.000007 0.000001 -0.000007 -0.000013 -0.000018
0.000075 0.000020 0.000019 -0.000005 0.000029 0.000052 -0.000002 0.000022
0.000060 0.000008 0.000034 0.000015 0.000023 0.000086 0.000113 -0.000070
Rent. Refineria Rent. RIMAC SeRent. Sociedad Rent. Sociedad Rent. Southern Rent. Trevali Mi Rent. UCP BackRent. Union And
0.000077 0.000020 0.000048 0.000004 0.000006 0.000049 0.000000 0.000017
-0.000015 0.000003 -0.000028 0.000041 -0.000033 -0.000001 -0.000001 0.000000
0.000010 -0.000001 0.000019 0.000012 -0.000004 0.000029 0.000003 -0.000009
0.000000 -0.000013 0.000055 0.000023 0.000015 0.000009 -0.000003 0.000006
-0.000003 0.000008 0.000000 -0.000001 -0.000002 0.000014 0.000001 -0.000002
0.000136 0.000024 0.000152 0.000046 0.000016 -0.000030 0.000017 0.000063
0.000035 -0.000003 0.000018 0.000014 0.000002 0.000010 0.000000 0.000032
0.000132 0.000010 0.000078 -0.000008 0.000096 0.000139 -0.000008 0.000015
0.000275 0.000039 0.000205 0.000073 0.000113 0.000227 -0.000015 0.000094
0.000064 0.000023 0.000061 0.000011 0.000027 0.000052 0.000000 0.000025
0.000037 0.000007 0.000028 0.000007 0.000053 0.000048 -0.000007 0.000017
0.000056 -0.000031 -0.000005 0.000030 0.000003 0.000026 0.000008 0.000015
0.000099 0.000012 0.000072 0.000020 0.000037 0.000042 0.000008 0.000029
0.000107 0.000071 0.000071 0.000027 0.000011 -0.000003 0.000001 0.000014
0.000182 0.000017 0.000049 0.000029 0.000014 0.000057 -0.000007 0.000067
0.000068 0.000011 0.000062 0.000001 0.000028 0.000021 -0.000002 0.000028
0.000043 -0.000008 0.000015 -0.000004 0.000017 0.000021 -0.000014 0.000018
0.000130 0.000018 0.000090 0.000035 0.000041 0.000036 -0.000005 0.000040
0.000083 -0.000027 0.000072 0.000001 0.000015 0.000064 0.000007 0.000075
0.000034 -0.000007 0.000033 -0.000008 0.000013 -0.000009 -0.000005 0.000020
0.000049 0.000012 0.000024 0.000003 0.000017 0.000022 -0.000006 0.000019
-0.000069 0.000007 -0.000005 0.000004 -0.000029 0.000035 -0.000007 -0.000005
0.000037 -0.000009 0.000030 -0.000001 0.000006 0.000009 0.000001 0.000029
0.000169 0.000015 0.000101 0.000046 0.000042 0.000103 -0.000007 0.000052
0.000197 0.000065 0.000136 0.000069 0.000075 0.000211 -0.000013 -0.000002
-0.000059 0.000015 0.000054 0.000025 -0.000029 0.000056 -0.000018 0.000022
0.000592 0.000038 0.000159 0.000009 0.000096 0.000143 -0.000015 0.000074
0.000038 0.000186 0.000008 0.000009 0.000004 0.000003 -0.000003 -0.000002
0.000159 0.000008 0.000293 0.000001 0.000092 0.000115 -0.000003 0.000045
0.000009 0.000009 0.000001 0.000270 0.000003 0.000017 0.000003 0.000028
0.000096 0.000004 0.000092 0.000003 0.000235 0.000161 -0.000006 0.000037
0.000143 0.000003 0.000115 0.000017 0.000161 0.000670 -0.000012 0.000014
-0.000015 -0.000003 -0.000003 0.000003 -0.000006 -0.000012 0.000047 -0.000002
0.000074 -0.000002 0.000045 0.000028 0.000037 0.000014 -0.000002 0.000190
0.000116 0.000012 0.000075 0.000085 0.000037 0.000080 0.000003 0.000063
Rent. Volcan Compania Minera S.A.A. A
0.000010
-0.000046
0.000013
0.000013
0.000002
0.000133
0.000025
0.000031
0.000102
0.000034
-0.000017
-0.000010
0.000039
-0.000057
0.000050
0.000034
0.000011
0.000073
0.000060
0.000008
0.000034
0.000015
0.000023
0.000086
0.000113
-0.000070
0.000116
0.000012
0.000075
0.000085
0.000037
0.000080
0.000003
0.000063
0.000743
Andino Bolsa de Cementos
Austral Grupo Banco Candente
Fecha Alicorp SA Investment Valores de Pacasmayo
SA Continental Copper Corp
cotización Holdings SA Lima S.A. S.A.A.
SIMULACIÓN DE PORTAFOLIO
# de Empresa Ponderaciones 100.00%
1 Alicorp SA 21.20%
2 Andino Investment Holdings SA 14.15%
3 Austral Grupo SA 0.00% 120.00%
4 Banco Continental 0.00%
5 Bolsa de Valores de Lima S.A. 0.00%
100.00%
80.00%
120.00%
Rentabilidad
11 Credicorp Limited 1.82%
12 Edegel SA 0.00% 60.00%
13 Empresa Agro Indl Casa Grande 0.00%
14 Empresa Agroindustrial Pomalca S.A.A. 0.00%
15 Empresa Siderurgica del Peru S.A.A. 5.52% 40.00%
16 Enel Distribucion Peru 0.00%
17 Engie Energia Peru S.A. 0.00%
19.2
18 Ferreycorp S.A.A. 0.00% 20.00%
19 Grana Y Montero 0.00%
20 InRetail Peru Corp. 11.71%
21 Intercorp Financial Services Inc 8.50% 0.00%
22 Inversiones Centenario 0.00% 0.00%
23 Luz Del Sur SA 0.00%
24 Minera Milpo 0.00%
25 Panoro Minerals Ltd. 6.54%
26 PPX Mining Corp 2.22%
27 Refineria La Pampilla SAA A 0.00%
28 RIMAC Seguros y Reaseguros 0.00%
29 Sociedad Minera Cerro Verde SA 0.00%
30 Sociedad Minera El Brocal S.A.A. 0.00%
31 Southern Copper Corp 12.18%
32 Trevali Mining Corporation 0.00%
33 UCP Backus & Johnston S.A.A. B 12.33%
34 Union Andina de Cementos S.A.A. 0.00%
35 Volcan Compania Minera S.A.A. A 0.00%
MODELO DE MARKOWITZ
Max Funcion Objetivo 0.4753 5.7034
Número de activos 35
Participación 1 1
Participación 2 1
Participación 3 1
Participación 4 1
Participación 5 1
Participación 6 1
Participación 7 1
Participación 8 1
Participación 9 1
Participación 10 1
Participación 11 1
Participación 12 1
Participación 13 1
Participación 14 1
Participación 15 1
Participación 16 1
Participación 17 1
Participación 18 1
Participación 19 1
Participación 20 1
Participación 21 1
Participación 22 1
Participación 23 1
Participación 24 1
Participación 25 1
Participación 26 1
Participación 27 1
Participación 28 1
Participación 29 1
Participación 30 1
Participación 31 1
Participación 32 1
Participación 33 1
Participación 34 1
Participación 35 1
Participación Total 100.00%
Riesgo objetivo 1
MATRIZ DE VARIANZAS-COVARIANZAS
Rent. Alicorp SARent. Andino Inves
Rent. Alicorp SA 0.000125 -0.000012
Rent. Andino Investment Holdings SA -0.000012 0.001060
Rent. Austral Grupo SA -0.000004 0.000025
Rent. Banco Continental 0.000012 -0.000006
Rent. Bolsa de Valores de Lima S.A. 0.000001 -0.000009
Rent. Candente Copper Corp 0.000009 0.000074
Rent. Cementos Pacasmayo S.A.A. 0.000020 0.000033
Rent. Compania de Minas Buenaventura S.A.A. 0.000033 -0.000010
Rent. Compania Minera Atacocha S.A.A. B 0.000039 0.000071
Rent. Corporacion Aceros Arequipa S.A. 0.000031 -0.000013
Rent. Credicorp Limited 0.000020 0.000093
Rent. Edegel SA -0.000003 -0.000016
Rent. Empresa Agro Indl Casa Grande 0.000019 -0.000031
Rent. Empresa Agroindustrial Pomalca S.A.A. 0.000026 0.000126
Rent. Empresa Siderurgica del Peru S.A.A. 0.000043 0.000040
Rent. Enel Distribucion Peru 0.000041 -0.000039
Rent. Engie Energia Peru S.A. 0.000003 0.000010
Rent. Ferreycorp S.A.A. 0.000059 -0.000024
Rent. Grana Y Montero 0.000057 0.000063
Rent. InRetail Peru Corp. 0.000016 -0.000003
Rent. Intercorp Financial Services Inc 0.000025 -0.000032
Rent. Inversiones Centenario -0.000007 0.000008
Rent. Luz Del Sur SA 0.000023 -0.000002
Rent. Minera Milpo 0.000032 0.000021
Rent. Panoro Minerals Ltd. 0.000044 -0.000152
Rent. PPX Mining Corp 0.000026 -0.000015
Rent. Refineria La Pampilla SAA A 0.000077 -0.000015
Rent. RIMAC Seguros y Reaseguros 0.000020 0.000003
Rent. Sociedad Minera Cerro Verde SA 0.000048 -0.000028
Rent. Sociedad Minera El Brocal S.A.A. 0.000004 0.000041
Rent. Southern Copper Corp 0.000006 -0.000033
Rent. Trevali Mining Corporation 0.000049 -0.000001
Rent. UCP Backus & Johnston S.A.A. B 0.000000 -0.000001
Rent. Union Andina de Cementos S.A.A. 0.000017 0.000000
Rent. Volcan Compania Minera S.A.A. A 0.000010 -0.000046
103.64%
100.00%
80.00%
Rentabilidad VS. Riesgo por Acción
120.00%
103.64%
100.00%
80.00%
Rentabilidad
60.00%
41.51% 40.13%
40.00%
29.19%
19.24%
20.00%
0.00%
0.00% 20.00% 40.00% 60.00% 80.00%
Riesgo
Rent. Austral Grup Rent. Banco ContinRent. Bolsa de Rent. CandenteRent. CementosRent. CompaniaRent. CompaniaRent. Corporaci
-0.000004 0.000012 0.000001 0.000009 0.000020 0.000033 0.000039 0.000031
0.000025 -0.000006 -0.000009 0.000074 0.000033 -0.000010 0.000071 -0.000013
0.000306 0.000005 0.000007 0.000039 -0.000009 -0.000006 0.000043 0.000038
0.000005 0.000210 -0.000005 0.000015 0.000027 0.000030 -0.000001 0.000020
0.000007 -0.000005 0.000049 0.000001 0.000003 0.000016 0.000014 0.000005
0.000039 0.000015 0.000001 0.002566 0.000029 0.000078 0.000273 0.000098
-0.000009 0.000027 0.000003 0.000029 0.000099 0.000020 0.000038 0.000013
-0.000006 0.000030 0.000016 0.000078 0.000020 0.000376 0.000080 0.000036
0.000043 -0.000001 0.000014 0.000273 0.000038 0.000080 0.001021 0.000125
0.000038 0.000020 0.000005 0.000098 0.000013 0.000036 0.000125 0.000256
0.000009 0.000027 -0.000008 0.000016 0.000004 0.000041 0.000109 0.000031
0.000007 0.000002 0.000012 0.000063 0.000014 0.000022 0.000086 -0.000013
0.000009 0.000021 0.000003 0.000081 0.000019 0.000000 0.000148 0.000057
0.000015 0.000003 0.000005 0.000033 0.000025 -0.000017 0.000099 0.000049
0.000022 0.000011 -0.000004 0.000196 0.000032 0.000076 0.000176 0.000047
-0.000014 0.000037 0.000002 -0.000018 0.000027 0.000023 0.000042 0.000057
0.000001 0.000030 -0.000005 0.000021 0.000020 0.000011 0.000039 0.000009
-0.000002 0.000038 0.000001 0.000114 0.000038 0.000053 0.000137 0.000064
-0.000082 0.000083 0.000008 0.000186 0.000056 0.000076 0.000138 0.000044
-0.000008 0.000020 -0.000006 0.000014 0.000013 -0.000002 0.000046 0.000010
0.000009 0.000007 -0.000001 0.000025 0.000022 0.000017 0.000046 0.000005
0.000011 0.000002 0.000006 0.000034 0.000011 0.000104 -0.000001 0.000020
-0.000005 0.000014 -0.000001 0.000024 0.000013 0.000007 0.000034 0.000012
0.000031 0.000042 -0.000007 0.000067 0.000020 0.000025 0.000335 0.000066
0.000023 -0.000003 0.000029 0.000264 0.000000 0.000138 0.000310 0.000008
0.000058 -0.000003 -0.000047 0.000298 -0.000026 0.000043 0.000061 0.000005
0.000010 0.000000 -0.000003 0.000136 0.000035 0.000132 0.000275 0.000064
-0.000001 -0.000013 0.000008 0.000024 -0.000003 0.000010 0.000039 0.000023
0.000019 0.000055 0.000000 0.000152 0.000018 0.000078 0.000205 0.000061
0.000012 0.000023 -0.000001 0.000046 0.000014 -0.000008 0.000073 0.000011
-0.000004 0.000015 -0.000002 0.000016 0.000002 0.000096 0.000113 0.000027
0.000029 0.000009 0.000014 -0.000030 0.000010 0.000139 0.000227 0.000052
0.000003 -0.000003 0.000001 0.000017 0.000000 -0.000008 -0.000015 0.000000
-0.000009 0.000006 -0.000002 0.000063 0.000032 0.000015 0.000094 0.000025
0.000013 0.000013 0.000002 0.000133 0.000025 0.000031 0.000102 0.000034
ción
ción
80.00% 100.00%
Rent. Credicorp Rent. Edegel S Rent. Empresa ARent. Empresa ARent. Empresa SRent. Enel DistrRent. Engie EneRent. Ferreycor
0.000020 -0.000003 0.000019 0.000026 0.000043 0.000041 0.000003 0.000059
0.000093 -0.000016 -0.000031 0.000126 0.000040 -0.000039 0.000010 -0.000024
0.000009 0.000007 0.000009 0.000015 0.000022 -0.000014 0.000001 -0.000002
0.000027 0.000002 0.000021 0.000003 0.000011 0.000037 0.000030 0.000038
-0.000008 0.000012 0.000003 0.000005 -0.000004 0.000002 -0.000005 0.000001
0.000016 0.000063 0.000081 0.000033 0.000196 -0.000018 0.000021 0.000114
0.000004 0.000014 0.000019 0.000025 0.000032 0.000027 0.000020 0.000038
0.000041 0.000022 0.000000 -0.000017 0.000076 0.000023 0.000011 0.000053
0.000109 0.000086 0.000148 0.000099 0.000176 0.000042 0.000039 0.000137
0.000031 -0.000013 0.000057 0.000049 0.000047 0.000057 0.000009 0.000064
0.000169 0.000028 0.000013 0.000004 0.000054 0.000011 0.000026 0.000030
0.000028 0.000290 0.000025 0.000006 0.000064 0.000015 0.000030 0.000022
0.000013 0.000025 0.000249 0.000064 0.000060 0.000057 0.000011 0.000040
0.000004 0.000006 0.000064 0.001207 0.000064 0.000008 0.000006 0.000027
0.000054 0.000064 0.000060 0.000064 0.000468 0.000044 0.000012 0.000090
0.000011 0.000015 0.000057 0.000008 0.000044 0.000161 0.000023 0.000052
0.000026 0.000030 0.000011 0.000006 0.000012 0.000023 0.000128 0.000014
0.000030 0.000022 0.000040 0.000027 0.000090 0.000052 0.000014 0.000193
0.000050 0.000024 0.000000 0.000006 0.000114 0.000034 0.000025 0.000087
0.000004 0.000020 0.000031 0.000015 0.000021 0.000015 0.000013 0.000021
-0.000001 0.000025 0.000024 0.000002 0.000033 0.000024 0.000009 0.000029
-0.000036 -0.000021 -0.000010 -0.000064 0.000002 0.000005 0.000002 0.000003
0.000009 -0.000006 0.000017 -0.000010 0.000024 0.000039 0.000011 0.000035
0.000014 0.000024 0.000124 0.000052 0.000081 0.000058 0.000013 0.000096
0.000018 0.000060 0.000047 0.000036 0.000104 0.000030 0.000031 0.000095
0.000008 -0.000008 -0.000010 0.000048 0.000063 0.000022 0.000019 -0.000018
0.000037 0.000056 0.000099 0.000107 0.000182 0.000068 0.000043 0.000130
0.000007 -0.000031 0.000012 0.000071 0.000017 0.000011 -0.000008 0.000018
0.000028 -0.000005 0.000072 0.000071 0.000049 0.000062 0.000015 0.000090
0.000007 0.000030 0.000020 0.000027 0.000029 0.000001 -0.000004 0.000035
0.000053 0.000003 0.000037 0.000011 0.000014 0.000028 0.000017 0.000041
0.000048 0.000026 0.000042 -0.000003 0.000057 0.000021 0.000021 0.000036
-0.000007 0.000008 0.000008 0.000001 -0.000007 -0.000002 -0.000014 -0.000005
0.000017 0.000015 0.000029 0.000014 0.000067 0.000028 0.000018 0.000040
-0.000017 -0.000010 0.000039 -0.000057 0.000050 0.000034 0.000011 0.000073
Rent. Grana Y Rent. InRetail PRent. Intercorp Rent. Inversion Rent. Luz Del SRent. Minera MiRent. Panoro MiRent. PPX Mini
0.000057 0.000016 0.000025 -0.000007 0.000023 0.000032 0.000044 0.000026
0.000063 -0.000003 -0.000032 0.000008 -0.000002 0.000021 -0.000152 -0.000015
-0.000082 -0.000008 0.000009 0.000011 -0.000005 0.000031 0.000023 0.000058
0.000083 0.000020 0.000007 0.000002 0.000014 0.000042 -0.000003 -0.000003
0.000008 -0.000006 -0.000001 0.000006 -0.000001 -0.000007 0.000029 -0.000047
0.000186 0.000014 0.000025 0.000034 0.000024 0.000067 0.000264 0.000298
0.000056 0.000013 0.000022 0.000011 0.000013 0.000020 0.000000 -0.000026
0.000076 -0.000002 0.000017 0.000104 0.000007 0.000025 0.000138 0.000043
0.000138 0.000046 0.000046 -0.000001 0.000034 0.000335 0.000310 0.000061
0.000044 0.000010 0.000005 0.000020 0.000012 0.000066 0.000008 0.000005
0.000050 0.000004 -0.000001 -0.000036 0.000009 0.000014 0.000018 0.000008
0.000024 0.000020 0.000025 -0.000021 -0.000006 0.000024 0.000060 -0.000008
0.000000 0.000031 0.000024 -0.000010 0.000017 0.000124 0.000047 -0.000010
0.000006 0.000015 0.000002 -0.000064 -0.000010 0.000052 0.000036 0.000048
0.000114 0.000021 0.000033 0.000002 0.000024 0.000081 0.000104 0.000063
0.000034 0.000015 0.000024 0.000005 0.000039 0.000058 0.000030 0.000022
0.000025 0.000013 0.000009 0.000002 0.000011 0.000013 0.000031 0.000019
0.000087 0.000021 0.000029 0.000003 0.000035 0.000096 0.000095 -0.000018
0.001282 0.000052 0.000013 0.000005 0.000063 0.000095 0.000022 0.000014
0.000052 0.000105 0.000016 0.000009 0.000019 0.000060 -0.000018 -0.000022
0.000013 0.000016 0.000089 0.000005 0.000025 0.000011 0.000057 0.000017
0.000005 0.000009 0.000005 0.002059 -0.000044 -0.000032 0.000017 0.000005
0.000063 0.000019 0.000025 -0.000044 0.000101 0.000032 -0.000042 -0.000009
0.000095 0.000060 0.000011 -0.000032 0.000032 0.000601 0.000019 0.000027
0.000022 -0.000018 0.000057 0.000017 -0.000042 0.000019 0.001277 0.000009
0.000014 -0.000022 0.000017 0.000005 -0.000009 0.000027 0.000009 0.002007
0.000083 0.000034 0.000049 -0.000069 0.000037 0.000169 0.000197 -0.000059
-0.000027 -0.000007 0.000012 0.000007 -0.000009 0.000015 0.000065 0.000015
0.000072 0.000033 0.000024 -0.000005 0.000030 0.000101 0.000136 0.000054
0.000001 -0.000008 0.000003 0.000004 -0.000001 0.000046 0.000069 0.000025
0.000015 0.000013 0.000017 -0.000029 0.000006 0.000042 0.000075 -0.000029
0.000064 -0.000009 0.000022 0.000035 0.000009 0.000103 0.000211 0.000056
0.000007 -0.000005 -0.000006 -0.000007 0.000001 -0.000007 -0.000013 -0.000018
0.000075 0.000020 0.000019 -0.000005 0.000029 0.000052 -0.000002 0.000022
0.000060 0.000008 0.000034 0.000015 0.000023 0.000086 0.000113 -0.000070
Rent. Refineria Rent. RIMAC SeRent. Sociedad Rent. Sociedad Rent. Southern Rent. Trevali Mi Rent. UCP BackRent. Union And
0.000077 0.000020 0.000048 0.000004 0.000006 0.000049 0.000000 0.000017
-0.000015 0.000003 -0.000028 0.000041 -0.000033 -0.000001 -0.000001 0.000000
0.000010 -0.000001 0.000019 0.000012 -0.000004 0.000029 0.000003 -0.000009
0.000000 -0.000013 0.000055 0.000023 0.000015 0.000009 -0.000003 0.000006
-0.000003 0.000008 0.000000 -0.000001 -0.000002 0.000014 0.000001 -0.000002
0.000136 0.000024 0.000152 0.000046 0.000016 -0.000030 0.000017 0.000063
0.000035 -0.000003 0.000018 0.000014 0.000002 0.000010 0.000000 0.000032
0.000132 0.000010 0.000078 -0.000008 0.000096 0.000139 -0.000008 0.000015
0.000275 0.000039 0.000205 0.000073 0.000113 0.000227 -0.000015 0.000094
0.000064 0.000023 0.000061 0.000011 0.000027 0.000052 0.000000 0.000025
0.000037 0.000007 0.000028 0.000007 0.000053 0.000048 -0.000007 0.000017
0.000056 -0.000031 -0.000005 0.000030 0.000003 0.000026 0.000008 0.000015
0.000099 0.000012 0.000072 0.000020 0.000037 0.000042 0.000008 0.000029
0.000107 0.000071 0.000071 0.000027 0.000011 -0.000003 0.000001 0.000014
0.000182 0.000017 0.000049 0.000029 0.000014 0.000057 -0.000007 0.000067
0.000068 0.000011 0.000062 0.000001 0.000028 0.000021 -0.000002 0.000028
0.000043 -0.000008 0.000015 -0.000004 0.000017 0.000021 -0.000014 0.000018
0.000130 0.000018 0.000090 0.000035 0.000041 0.000036 -0.000005 0.000040
0.000083 -0.000027 0.000072 0.000001 0.000015 0.000064 0.000007 0.000075
0.000034 -0.000007 0.000033 -0.000008 0.000013 -0.000009 -0.000005 0.000020
0.000049 0.000012 0.000024 0.000003 0.000017 0.000022 -0.000006 0.000019
-0.000069 0.000007 -0.000005 0.000004 -0.000029 0.000035 -0.000007 -0.000005
0.000037 -0.000009 0.000030 -0.000001 0.000006 0.000009 0.000001 0.000029
0.000169 0.000015 0.000101 0.000046 0.000042 0.000103 -0.000007 0.000052
0.000197 0.000065 0.000136 0.000069 0.000075 0.000211 -0.000013 -0.000002
-0.000059 0.000015 0.000054 0.000025 -0.000029 0.000056 -0.000018 0.000022
0.000592 0.000038 0.000159 0.000009 0.000096 0.000143 -0.000015 0.000074
0.000038 0.000186 0.000008 0.000009 0.000004 0.000003 -0.000003 -0.000002
0.000159 0.000008 0.000293 0.000001 0.000092 0.000115 -0.000003 0.000045
0.000009 0.000009 0.000001 0.000270 0.000003 0.000017 0.000003 0.000028
0.000096 0.000004 0.000092 0.000003 0.000235 0.000161 -0.000006 0.000037
0.000143 0.000003 0.000115 0.000017 0.000161 0.000670 -0.000012 0.000014
-0.000015 -0.000003 -0.000003 0.000003 -0.000006 -0.000012 0.000047 -0.000002
0.000074 -0.000002 0.000045 0.000028 0.000037 0.000014 -0.000002 0.000190
0.000116 0.000012 0.000075 0.000085 0.000037 0.000080 0.000003 0.000063
Rent. Volcan Compania Minera S.A.A. A
0.000010
-0.000046
0.000013
0.000013
0.000002
0.000133
0.000025
0.000031
0.000102
0.000034
-0.000017
-0.000010
0.000039
-0.000057
0.000050
0.000034
0.000011
0.000073
0.000060
0.000008
0.000034
0.000015
0.000023
0.000086
0.000113
-0.000070
0.000116
0.000012
0.000075
0.000085
0.000037
0.000080
0.000003
0.000063
0.000743