Date IDR IBG IBE MAP MCM NHH

1/12/2012 9,067,381 12,899,132 3,237,218 1,776,301 21,284,367 2,873,297

1/1/2013 9,012,764 13,448,030 3,195,374 1,949,942 20,786,852 3,041,731
1/2/2013 8,757,571 13,337,892 3,063,006 1,885,805 21,121,544 2,437,348
1/3/2013 9,614,494 13,309,950 3,448,307 2,178,335 20,804,947 2,625,599
1/4/2013 9,581,535 13,132,980 3,518,285 2,181,464 20,014,910 2,655,322
1/5/2013 9,361,183 12,425,103 3,419,641 1,956,982 20,469,799 2,709,816
1/6/2013 9,605,077 13,132,980 3,498,893 2,210,756 22,289,341 2,982,284
1/7/2013 10,674,084 13,505,547 3,428,001 2,049,170 23,793,674 2,848,527
1/8/2013 10,790,899 13,449,662 3,669,806 2,127,149 25,378,080 3,779,871
1/9/2013 11,847,113 14,250,681 3,954,334 2,382,793 25,671,152 3,814,549
1/10/2013 10,932,052 14,259,995 4,005,601 2,349,832 27,055,582 3,997,845
1/11/2013 11,832,511 14,064,399 3,960,315 2,502,575 28,067,860 4,245,543
1/12/2013 12,786,510 14,483,536 3,910,757 2,504,414 26,430,668 4,622,044
1/1/2014 12,947,133 14,483,536 4,227,829 2,452,903 27,669,468 4,800,386
1/2/2014 14,198,040 13,393,778 4,455,151 2,501,961 27,734,179 5,112,486
1/3/2014 13,151,561 13,207,495 4,419,166 2,481,521 27,780,401 4,557,643
1/4/2014 12,869,255 11,978,023 4,633,322 2,449,633 26,933,186 4,404,070
1/5/2014 12,703,766 11,940,766 4,900,140 2,380,134 29,886,549 4,285,175
1/6/2014 11,267,899 12,154,993 4,885,219 2,419,725 27,388,260 4,017,661
1/7/2014 11,440,000 11,698,599 4,928,307 2,395,376 26,196,852 4,047,385
1/8/2014 11,100,000 11,279,459 5,003,312 2,354,236 23,050,617 3,834,365
1/9/2014 8,800,000 11,409,860 4,977,721 2,292,945 26,084,826 3,606,483
1/10/2014 8,281,000 11,223,576 5,246,859 2,477,657 28,402,439 3,819,503
1/11/2014 8,070,000 11,577,515 4,938,896 2,361,793 30,045,555 3,938,398
1/12/2014 9,063,000 12,154,993 5,525,578 2,560,100 28,928,957 4,349,576
1/1/2015 9,520,000 12,574,131 5,506,644 2,692,179 28,532,537 4,587,367
1/2/2015 10,930,000 13,691,831 5,411,965 2,915,169 31,146,999 5,043,131
1/3/2015 10,560,000 14,592,364 5,389,423 2,849,130 30,778,894 5,162,026
1/4/2015 8,820,000 13,695,099 5,677,063 2,783,948 32,936,676 5,142,210
1/5/2015 9,224,000 13,836,772 5,448,033 2,647,581 29,789,913 5,102,579
1/6/2015 10,225,000 14,507,360 5,792,480 2,575,691 31,277,992 5,469,172
1/7/2015 10,580,000 14,639,587 5,437,550 2,315,129 30,583,679 4,968,822
1/8/2015 9,272,000 13,685,655 5,388,620 2,055,447 28,333,757 4,735,986
1/9/2015 9,759,000 15,574,633 5,886,978 2,381,149 30,984,087 5,518,711
1/10/2015 9,726,000 16,245,222 6,008,397 2,286,079 33,287,788 5,018,361
1/11/2015 8,669,000 16,292,446 5,935,002 2,035,200 33,565,983 4,993,591
1/12/2015 9,047,000 15,952,430 5,842,580 1,859,814 33,277,264 3,774,917
1/1/2016 8,443,000 15,914,651 5,513,135 1,625,869 32,949,310 4,082,063
1/2/2016 10,225,000 16,670,242 5,417,922 1,749,616 36,691,799 4,002,800
1/3/2016 10,230,000 17,686,655 5,734,991 2,000,722 34,338,280 4,161,326
1/4/2016 10,250,000 17,324,869 5,635,156 2,057,628 35,438,725 4,527,919
1/5/2016 9,494,000 17,129,108 5,626,836 1,768,584 34,614,567 3,745,193
 1/6/2016 10,845,000 19,057,354 5,680,452 2,048,121 38,299,030 4,032,523
1/7/2016 11,590,000 19,057,354 5,622,829 2,263,958 37,846,436 4,032,523
1/8/2016 11,935,000 19,390,148 5,767,688 2,326,561 37,358,845 4,022,615
1/9/2016 11,285,000 19,546,757 5,917,313 2,529,317 37,817,173 3,987,937
1/10/2016 9,750,000 20,339,590 5,429,175 2,644,243 22,411,543 3,626,298
1/11/2016 10,410,000 22,404,871 5,941,138 2,709,649 24,264,469 3,809,595
1/12/2016 10,185,000 25,351,078 5,559,929 2,723,741 24,150,038 4,052,339
1/1/2017 11,905,000 28,336,437 6,113,523 2,841,446 25,559,612 4,349,576
1/2/2017 11,970,000 29,217,363 6,533,499 3,127,439 26,111,610 4,379,300
1/3/2017 12,585,000 29,661,291 6,433,134 3,116,738 27,964,758 4,711,215
1/4/2017 12,350,000 29,908,468 6,916,447 3,079,773 31,502,466 5,162,026
1/5/2017 12,635,000 29,671,179 6,755,668 2,974,715 31,680,672 5,221,473
1/6/2017 13,095,000 27,990,000 6,493,548 3,151,000 30,938,156 5,578,158
1/7/2017 13,220,000 26,809,999 6,861,000 2,973,000 31,451,256 5,470,000
1/8/2017 13,365,000 26,549,999 6,572,000 2,754,000 30,575,674 5,670,000
1/9/2017 12,340,000 26,780,001 6,938,000 2,809,000 30,943,817 5,430,000
1/10/2017 11,450,000 29,610,001 6,672,000 2,826,000 34,779,999 5,025,000
1/11/2017 11,020,000 29,360,001 6,717,000 2,719,000 36,799,999 6,185,000
RIO SCYR TUB VIS AZK BBVA BKIA
4,498,088 1,574,727 2,346,724 33,090,103 1,487,838 5,497,310 24,475,172
4,105,051 1,571,000 2,206,482 34,481,747 1,430,245 5,650,242 15,566,376
3,956,570 1,375,607 1,954,045 35,138,901 1,353,453 5,142,321 7,902,933
3,834,292 1,472,232 1,991,443 33,880,413 1,329,456 5,603,859 15,714,583
3,668,343 1,996,831 2,306,540 32,660,583 1,324,656 5,612,786 3,457,208
3,659,609 2,246,553 2,235,642 33,064,335 1,199,870 4,991,639 2,333,616
3,712,014 2,715,013 2,542,866 33,881,996 1,252,664 5,512,875 2,604,692
3,885,704 2,640,656 2,504,881 34,542,747 1,439,844 5,678,089 2,769,696
3,930,368 3,333,351 2,774,784 36,993,206 1,607,825 6,495,986 3,162,560
4,109,021 3,887,116 2,689,551 34,214,561 1,862,198 6,867,507 4,329,368
5,127,343 3,830,370 2,656,405 34,849,056 2,001,383 6,998,825 3,814,715
4,796,835 3,685,569 2,757,977 36,188,057 2,015,781 7,121,390 4,847,949
4,752,172 3,705,137 2,700,717 34,725,769 2,447,734 7,051,352 5,060,096
4,823,633 4,295,102 2,805,692 32,939,972 2,884,487 7,158,794 5,975,471
4,644,979 4,715,806 3,187,419 33,563,229 2,788,497 6,938,340 6,018,685
4,457,394 4,627,752 3,368,739 33,196,342 2,476,531 7,174,975 5,771,181
4,466,327 4,864,521 3,550,060 37,205,544 2,663,711 7,628,429 5,857,612
4,537,788 4,526,000 3,478,486 38,491,848 2,538,924 7,551,366 5,562,963
4,412,731 4,148,344 3,721,837 38,175,560 2,150,167 7,478,358 5,779,037
4,161,491 4,171,825 3,726,417 38,667,679 2,169,364 7,535,625 5,782,967
4,289,256 4,171,825 3,793,646 39,551,662 1,847,799 7,814,630 5,806,539
4,280,130 3,417,492 3,255,812 42,686,634 1,804,604 7,349,310 5,606,178
4,088,483 3,086,798 3,356,656 42,158,062 1,982,185 7,126,553 5,539,391
3,586,548 2,801,111 2,977,291 40,157,700 1,857,398 6,479,735 4,863,664
3,641,305 3,213,010 2,492,281 47,173,370 2,030,180 6,333,674 4,557,229
3,924,214 3,953,646 2,790,094 50,726,337 2,543,724 7,483,737 5,099,382
4,124,987 3,824,499 2,877,284 52,373,955 2,966,078 7,840,423 5,099,382
3,951,591 3,941,905 2,925,723 52,235,889 2,908,484 7,715,754 4,899,021
3,860,331 3,780,472 2,833,689 51,453,503 2,975,677 7,709,754 4,624,016
3,842,079 3,322,589 2,480,083 49,934,750 3,004,474 7,537,435 4,470,799
3,814,700 3,075,058 2,402,581 50,736,343 3,186,854 7,899,218 4,726,161
3,878,055 2,670,986 2,262,793 48,480,148 3,201,078 7,210,464 4,248,391
3,755,985 1,932,307 1,862,605 50,232,903 2,754,190 6,554,968 4,567,907
3,887,445 2,296,000 1,931,773 49,542,988 2,856,197 6,779,808 4,623,133
3,859,275 2,407,000 1,867,545 53,924,847 3,788,833 6,866,802 4,678,358
3,802,935 1,814,000 1,729,209 51,873,764 4,371,731 5,890,450 4,236,556
3,755,985 1,543,000 1,635,337 51,920,654 4,124,000 5,153,598 3,605,412
3,755,985 1,633,000 1,709,446 51,760,689 4,065,710 5,250,933 3,100,497
3,615,136 1,719,000 2,050,348 49,540,096 4,104,569 5,335,235 3,274,061
3,887,445 1,859,000 2,247,971 46,096,279 4,143,429 5,365,726 3,231,519
3,793,545 1,827,000 2,154,100 47,253,628 4,658,322 5,468,685 3,104,325
3,802,935 1,459,000 2,159,040 46,698,475 4,002,562 4,645,768 2,567,726
3,840,495 1,575,000 2,355,000 46,532,936 4,663,179 4,793,471 2,726,718
4,297,465 1,684,000 2,530,000 47,641,563 4,629,387 5,200,865 3,004,955
4,064,119 1,878,000 2,640,000 46,834,408 4,815,938 5,018,116 2,901,610
3,976,614 2,083,000 2,710,000 41,753,223 5,154,673 6,133,254 3,187,796
4,034,951 1,970,000 2,665,000 44,247,623 5,459,044 5,514,060 3,342,813
3,986,336 2,220,000 2,905,000 45,560,463 5,763,415 6,027,987 3,859,539
4,268,297 2,400,000 2,890,000 46,273,064 7,717,282 5,939,020 3,875,438
4,200,238 2,326,000 3,020,000 48,645,031 7,663,280 5,992,673 3,708,496
4,278,020 2,329,000 2,960,000 47,700,180 7,226,361 7,051,915 4,237,145
4,316,911 2,300,000 2,930,000 54,072,998 7,010,355 7,128,546 4,456,000
4,375,247 2,664,000 3,705,000 53,571,049 7,191,996 7,163,537 4,096,000
4,540,534 2,321,000 3,335,000 50,982,552 7,167,450 7,176,378 4,232,000
4,812,772 2,258,000 3,300,000 50,389,999 7,570,005 7,557,670 4,282,000
4,900,000 2,367,000 3,020,000 50,700,001 7,850,000 7,331,463 4,089,000
5,380,000 2,220,000 3,205,000 51,830,002 7,900,000 7,468,768 4,080,000
5,270,000 2,205,000 3,050,000 51,980,000 8,020,000 7,421,353 4,099,000
5,660,000 2,025,000 3,285,000 53,820,000 8,015,000 7,182,000 4,036,000
5,910,000 2,133,000 3,350,000 54,369,999 7,980,000 7,210,000 4,150,000
CABK ENO GAS FDR GCO GRF PAC
2,273,292 8,219,731 10,182,067 2,468,412 13,782,039 11,319,592 2,010,103
2,457,063 8,152,211 10,821,108 2,491,353 14,978,575 12,329,545 2,203,607
2,064,497 7,959,363 9,834,782 2,294,063 14,835,102 13,070,628 2,128,578
2,242,598 7,564,901 11,323,173 2,257,358 15,125,296 13,768,781 2,021,951
2,217,866 8,213,572 11,387,267 2,431,707 15,828,800 12,767,868 2,290,493
1,883,590 9,028,792 11,031,194 2,376,649 15,151,926 12,743,015 2,274,697
2,211,484 9,248,822 10,895,884 2,229,829 17,433,632 14,527,991 2,683,725
2,283,086 9,625,226 10,908,272 1,954,542 17,573,925 13,923,232 2,733,455
2,635,705 9,544,568 11,357,265 2,083,009 20,156,216 13,904,906 3,069,442
3,111,009 9,670,037 12,785,202 2,312,416 22,370,892 13,838,474 3,280,981
3,073,063 9,472,873 13,484,448 2,288,857 22,963,043 15,419,098 3,326,605
3,169,742 10,019,558 13,760,468 2,572,600 23,449,703 15,927,646 3,189,725
3,807,373 10,091,254 13,510,210 2,624,619 25,684,719 17,613,647 3,243,651
3,824,107 9,623,628 13,976,410 2,742,846 26,207,420 18,921,667 3,227,055
3,907,787 9,578,614 15,340,607 3,433,286 26,686,708 18,222,988 3,283,278
3,714,846 9,326,546 15,532,269 3,092,794 25,492,189 17,638,842 3,341,985
3,775,772 9,533,603 15,893,047 3,002,943 25,021,620 18,211,533 3,341,985
3,813,852 9,452,581 17,336,163 2,998,214 24,211,788 18,287,127 3,400,684
3,849,753 9,766,724 17,253,481 3,050,233 23,974,329 15,651,725 3,593,572
3,917,353 9,730,074 17,930,912 2,794,865 23,645,800 16,396,828 4,222,116
4,125,285 8,740,576 17,911,705 2,752,303 21,315,170 15,013,067 3,936,606
3,761,683 8,154,206 17,681,179 2,463,832 22,049,225 15,061,662 3,607,830
3,839,494 7,925,155 17,504,446 2,761,762 23,345,407 16,579,628 3,300,688
3,813,686 7,787,726 15,990,669 2,903,633 22,127,865 15,327,768 3,313,671
3,379,061 7,503,702 15,982,986 2,818,510 23,382,303 17,491,222 3,690,029
3,629,167 8,295,410 16,936,401 3,059,691 25,291,622 17,024,006 3,863,066
3,860,909 8,369,147 16,403,091 3,026,588 25,829,748 18,773,127 4,419,998
3,961,356 8,940,608 17,218,739 2,742,846 26,579,643 17,864,521 5,057,662
3,853,625 8,894,522 17,563,818 3,064,420 26,505,581 17,049,833 4,712,623
3,669,950 8,341,496 15,952,139 2,794,865 25,998,051 16,965,311 4,459,305
3,616,629 8,533,431 15,516,864 3,220,479 26,390,406 19,188,959 4,564,126
3,439,317 8,429,825 14,561,181 2,884,717 26,529,638 17,453,407 4,001,347
3,069,546 7,704,577 14,022,176 2,771,220 24,108,463 17,615,744 3,827,567
3,146,072 7,563,295 15,856,400 3,026,588 26,539,019 20,139,099 4,607,341
3,123,549 8,335,637 16,471,832 3,088,552 27,910,439 21,447,327 4,500,401
2,895,611 7,751,670 15,136,388 3,020,989 30,192,308 20,353,954 4,634,079
2,535,280 6,235,245 14,492,798 2,967,905 26,543,207 18,596,090 4,322,167
2,413,988 6,494,900 13,267,247 2,972,731 25,204,260 19,610,601 4,438,026
2,411,252 6,921,573 14,752,356 3,551,834 23,566,824 19,188,292 5,042,236
2,434,358 7,490,469 14,945,708 3,706,262 26,211,693 18,440,760 4,866,500
2,275,093 7,623,211 14,637,168 3,918,600 26,590,885 19,770,782 4,821,442
1,850,618 6,798,312 14,534,321 3,281,586 23,963,083 19,668,850 4,280,720
2,114,051 7,592,652 17,017,046 3,744,869 24,350,521 19,162,437 4,686,260
2,270,230 7,651,132 17,017,046 3,860,689 24,779,247 18,556,587 4,595,422
2,115,933 8,031,252 16,823,933 4,285,365 25,773,148 18,742,250 4,433,452
2,629,539 8,771,998 16,838,978 4,198,500 27,975,311 17,598,955 4,396,429
2,616,186 8,586,813 15,129,318 3,934,671 27,740,433 18,077,768 4,618,564
3,037,923 8,752,505 16,778,086 4,254,764 30,462,578 18,449,095 4,859,206
3,271,088 9,054,652 16,693,773 4,294,160 29,522,554 19,566,399 5,169,276
3,190,787 9,088,686 17,213,697 5,200,267 30,687,792 20,380,842 5,766,263
3,898,023 9,137,708 19,241,871 4,904,797 32,730,782 22,695,837 6,072,883
4,033,472 9,804,407 19,447,968 5,712,414 35,091,175 24,339,535 6,486,516
4,130,393 11,471,156 21,003,056 6,042,356 36,330,379 24,867,687 7,285,577
4,106,813 11,863,334 19,195,030 6,303,354 36,531,235 24,205,917 7,050,560
4,338,681 11,670,000 19,124,079 7,307,950 37,314,823 23,580,544 6,975,355
4,262,047 11,850,000 20,065,710 7,972,757 35,347,904 23,575,581 6,951,840
4,165,763 11,790,000 18,405,031 8,780,375 35,477,345 24,468,971 7,713,490
3,947,650 12,130,000 18,370,001 8,568,621 35,975,204 26,677,631 8,920,000
3,993,000 13,810,000 18,780,001 11,470,000 36,209,999 24,330,000 10,080,000
4,039,000 13,860,000 19,510,000 11,520,000 37,349,998 23,903,158 11,445,000
Date Retorno IDR IBG IBE MAP MCM NHH
1/12/2012
1/1/2013 -0.60% 4.26% -1.29% 9.78% -2.34% 5.86%
1/2/2013 -2.83% -0.82% -4.14% -3.29% 1.61% -19.87%
1/3/2013 9.78% -0.21% 12.58% 15.51% -1.50% 7.72%
1/4/2013 -0.34% -1.33% 2.03% 0.14% -3.80% 1.13%
1/5/2013 -2.30% -5.39% -2.80% -10.29% 2.27% 2.05%
1/6/2013 2.61% 5.70% 2.32% 12.97% 8.89% 10.05%
1/7/2013 11.13% 2.84% -2.03% -7.31% 6.75% -4.49%
1/8/2013 1.09% -0.41% 7.05% 3.81% 6.66% 32.70%
1/9/2013 9.79% 5.96% 7.75% 12.02% 1.15% 0.92%
1/10/2013 -7.72% 0.07% 1.30% -1.38% 5.39% 4.81%
1/11/2013 8.24% -1.37% -1.13% 6.50% 3.74% 6.20%
1/12/2013 8.06% 2.98% -1.25% 0.07% -5.83% 8.87%
1/1/2014 1.26% 0.00% 8.11% -2.06% 4.69% 3.86%
1/2/2014 9.66% -7.52% 5.38% 2.00% 0.23% 6.50%
1/3/2014 -7.37% -1.39% -0.81% -0.82% 0.17% -10.85%
1/4/2014 -2.15% -9.31% 4.85% -1.29% -3.05% -3.37%
1/5/2014 -1.29% -0.31% 5.76% -2.84% 10.97% -2.70%
1/6/2014 -11.30% 1.79% -0.30% 1.66% -8.36% -6.24%
1/7/2014 1.53% -3.75% 0.88% -1.01% -4.35% 0.74%
1/8/2014 -2.97% -3.58% 1.52% -1.72% -12.01% -5.26%
1/9/2014 -20.72% 1.16% -0.51% -2.60% 13.16% -5.94%
1/10/2014 -5.90% -1.63% 5.41% 8.06% 8.88% 5.91%
1/11/2014 -2.55% 3.15% -5.87% -4.68% 5.79% 3.11%
1/12/2014 12.30% 4.99% 11.88% 8.40% -3.72% 10.44%
1/1/2015 5.04% 3.45% -0.34% 5.16% -1.37% 5.47%
1/2/2015 14.81% 8.89% -1.72% 8.28% 9.16% 9.94%
1/3/2015 -3.39% 6.58% -0.42% -2.27% -1.18% 2.36%
1/4/2015 -16.48% -6.15% 5.34% -2.29% 7.01% -0.38%
1/5/2015 4.58% 1.03% -4.03% -4.90% -9.55% -0.77%
1/6/2015 10.85% 4.85% 6.32% -2.72% 5.00% 7.18%
1/7/2015 3.47% 0.91% -6.13% -10.12% -2.22% -9.15%
1/8/2015 -12.36% -6.52% -0.90% -11.22% -7.36% -4.69%
1/9/2015 5.25% 13.80% 9.25% 15.85% 9.35% 16.53%
1/10/2015 -0.34% 4.31% 2.06% -3.99% 7.44% -9.07%
1/11/2015 -10.87% 0.29% -1.22% -10.97% 0.84% -0.49%
1/12/2015 4.36% -2.09% -1.56% -8.62% -0.86% -24.40%
1/1/2016 -6.68% -0.24% -5.64% -12.58% -0.99% 8.14%
1/2/2016 21.11% 4.75% -1.73% 7.61% 11.36% -1.94%
1/3/2016 0.05% 6.10% 5.85% 14.35% -6.41% 3.96%
1/4/2016 0.20% -2.05% -1.74% 2.84% 3.20% 8.81%
1/5/2016 -7.38% -1.13% -0.15% -14.05% -2.33% -17.29%
 1/6/2016 14.23% 11.26% 0.95% 15.81% 10.64% 7.67%
1/7/2016 6.87% 0.00% -1.01% 10.54% -1.18% 0.00%
1/8/2016 2.98% 1.75% 2.58% 2.77% -1.29% -0.25%
1/9/2016 -5.45% 0.81% 2.59% 8.71% 1.23% -0.86%
1/10/2016 -13.60% 4.06% -8.25% 4.54% -40.74% -9.07%
1/11/2016 6.77% 10.15% 9.43% 2.47% 8.27% 5.05%
1/12/2016 -2.16% 13.15% -6.42% 0.52% -0.47% 6.37%
1/1/2017 16.89% 11.78% 9.96% 4.32% 5.84% 7.33%
1/2/2017 0.55% 3.11% 6.87% 10.07% 2.16% 0.68%
1/3/2017 5.14% 1.52% -1.54% -0.34% 7.10% 7.58%
1/4/2017 -1.87% 0.83% 7.51% -1.19% 12.65% 9.57%
1/5/2017 2.31% -0.79% -2.32% -3.41% 0.57% 1.15%
1/6/2017 3.64% -5.67% -3.88% 5.93% -2.34% 6.83%
1/7/2017 0.95% -4.22% 5.66% -5.65% 1.66% -1.94%
1/8/2017 1.10% -0.97% -4.21% -7.37% -2.78% 3.66%
1/9/2017 -7.67% 0.87% 5.57% 2.00% 1.20% -4.23%
1/10/2017 -7.21% 10.57% -3.83% 0.61% 12.40% -7.46%
1/11/2017 -3.76% -0.84% 0.67% -3.79% 5.81% 23.08%

Desviacion estandar 8.25% 5.04% 4.90% 7.44% 8.10% 9.18%

IDR IBG P1 IDR

Retorno 0.67% 1.53% 1.10% IDR 0.00668703
Riesgo 8.25% 5.04% 5.51% IBG 0.00141064
Ponderacion IDR 1 0 50%
Ponderacion IBG 0 1 50%

IDR IBG IBE P1

Retorno 0.67% 1.53% 1.36% 1.18% IDR
Riesgo 8.25% 5.04% 4.90% 4.35% IBG
Ponderacion IDR 1 0 0 33% IBE
Ponderacion IBG 0 1 0 33%
Ponderacion IBE 0 0 1 33%

IDR IBG IBE MAP P1

Retorno 0.67% 1.53% 1.36% 0.99% 1.14%
Riesgo 8.25% 5.04% 4.90% 7.44% 4.60%
Ponderacion IDR 1 0 0 0 25%
Ponderacion IBG 0 1 0 0 25%
Ponderacion IBE 0 0 1 0 25%
Ponderacion MAP 0 0 0 1 25%

IDR IBG IBE MAP MCM P1

Retorno 0.67% 1.53% 1.36% 0.99% 1.31% 1.17%
Riesgo 8.25% 5.04% 4.90% 7.44% 8.10% 4.40%
Ponderacion IDR 1 0 0 0 0 20%
Ponderacion IBG 0 1 0 0 0 20%
Ponderacion IBE 0 0 1 0 0 20%
Ponderacion MAP 0 0 0 1 0 20%
Ponderacion MCM 0 0 0 0 1 20%

IDR IBG IBE MAP MCM NHH

Retorno 0.67% 1.53% 1.36% 0.99% 1.31% 1.72%
Riesgo 8.25% 5.04% 4.90% 7.44% 8.10% 9.18%
Ponderacion IDR 1 0 0 0 0 0
Ponderacion IBG 0 1 0 0 0 0
Ponderacion IBE 0 0 1 0 0 0
Ponderacion MAP 0 0 0 1 0 0
Ponderacion MCM 0 0 0 0 1 0
Ponderacion NHH 0 0 0 0 0 1

IDR IBG IBE MAP MCM NHH

Retorno 0.67% 1.53% 1.36% 0.99% 1.31% 1.72%
Riesgo 8.25% 5.04% 4.90% 7.44% 8.10% 9.18%
Ponderacion IDR 1 0 0 0 0 0
Ponderacion IBG 0 1 0 0 0 0
Ponderacion IBE 0 0 1 0 0 0
Ponderacion MAP 0 0 0 1 0 0
Ponderacion MCM 0 0 0 0 1 0
Ponderacion NHH 0 0 0 0 0 1
Ponderacion RIO 0 0 0 0 0 0

IDR IBG IBE MAP MCM NHH

Retorno 0.67% 1.53% 1.36% 0.99% 1.31% 1.72%
Riesgo 8.25% 5.04% 4.90% 7.44% 8.10% 9.18%
Ponderacion IDR 1 0 0 0 0 0
Ponderacion IBG 0 1 0 0 0 0
Ponderacion IBE 0 0 1 0 0 0
Ponderacion MAP 0 0 0 1 0 0
Ponderacion MCM 0 0 0 0 1 0
Ponderacion NHH 0 0 0 0 0 1
Ponderacion RIO 0 0 0 0 0 0
Ponderacion SCYR 0 0 0 0 0 0

IDR IBG IBE MAP MCM NHH

Retorno 0.67% 1.53% 1.36% 0.99% 1.31% 1.72%
Riesgo 8.25% 5.04% 4.90% 7.44% 8.10% 9.18%
Ponderacion IDR 1 0 0 0 0 0
Ponderacion IBG 0 1 0 0 0 0
Ponderacion IBE 0 0 1 0 0 0
Ponderacion MAP 0 0 0 1 0 0
Ponderacion MCM 0 0 0 0 1 0
Ponderacion NHH 0 0 0 0 0 1
Ponderacion RIO 0 0 0 0 0 0
Ponderacion SCYR 0 0 0 0 0 0
Ponderacion TUB 0 0 0 0 0 0

IDR IBG IBE MAP MCM NHH

Retorno 0.67% 1.53% 1.36% 0.99% 1.31% 1.72%
Riesgo 8.25% 5.04% 4.90% 7.44% 8.10% 9.18%
Ponderacion IDR 1 0 0 0 0 0
Ponderacion IBG 0 1 0 0 0 0
Ponderacion IBE 0 0 1 0 0 0
Ponderacion MAP 0 0 0 1 0 0
Ponderacion MCM 0 0 0 0 1 0
Ponderacion NHH 0 0 0 0 0 1
Ponderacion RIO 0 0 0 0 0 0
Ponderacion SCYR 0 0 0 0 0 0
Ponderacion TUB 0 0 0 0 0 0
Ponderacion VIS 0 0 0 0 0 0

IDR IBG IBE MAP MCM NHH

Retorno 0.67% 1.53% 1.36% 0.99% 1.31% 1.72%
Riesgo 8.25% 5.04% 4.90% 7.44% 8.10% 9.18%
Ponderacion IDR 1 0 0 0 0 0
Ponderacion IBG 0 1 0 0 0 0
Ponderacion IBE 0 0 1 0 0 0
Ponderacion MAP 0 0 0 1 0 0
Ponderacion MCM 0 0 0 0 1 0
Ponderacion NHH 0 0 0 0 0 1
Ponderacion RIO 0 0 0 0 0 0
Ponderacion SCYR 0 0 0 0 0 0
Ponderacion TUB 0 0 0 0 0 0
Ponderacion VIS 0 0 0 0 0 0
Ponderacion AZK 0 0 0 0 0 0

IDR IBG IBE MAP MCM NHH

Retorno 0.67% 1.53% 1.36% 0.99% 1.31% 1.72%
Riesgo 8.25% 5.04% 4.90% 7.44% 8.10% 9.18%
Ponderacion IDR 1 0 0 0 0 0
Ponderacion IBG 0 1 0 0 0 0
Ponderacion IBE 0 0 1 0 0 0
Ponderacion MAP 0 0 0 1 0 0
Ponderacion MCM 0 0 0 0 1 0
Ponderacion NHH 0 0 0 0 0 1
Ponderacion RIO 0 0 0 0 0 0
Ponderacion SCYR 0 0 0 0 0 0
Ponderacion TUB 0 0 0 0 0 0
Ponderacion VIS 0 0 0 0 0 0
Ponderacion AZK 0 0 0 0 0 0
Ponderacion BBVA 0 0 0 0 0 0

IDR IBG IBE MAP MCM NHH

Retorno 0.67% 1.53% 1.36% 0.99% 1.31% 1.72%
Riesgo 8.25% 5.04% 4.90% 7.44% 8.10% 9.18%
Ponderacion IDR 1 0 0 0 0 0
Ponderacion IBG 0 1 0 0 0 0
Ponderacion IBE 0 0 1 0 0 0
Ponderacion MAP 0 0 0 1 0 0
Ponderacion MCM 0 0 0 0 1 0
Ponderacion NHH 0 0 0 0 0 1
Ponderacion RIO 0 0 0 0 0 0
Ponderacion SCYR 0 0 0 0 0 0
Ponderacion TUB 0 0 0 0 0 0
Ponderacion VIS 0 0 0 0 0 0
Ponderacion AZK 0 0 0 0 0 0
Ponderacion BBVA 0 0 0 0 0 0
Ponderacion BKIA 0 0 0 0 0 0

IDR IBG IBE MAP MCM NHH

Retorno 0.67% 1.53% 1.36% 0.99% 1.31% 1.72%
Riesgo 8.25% 5.04% 4.90% 7.44% 8.10% 9.18%
Ponderacion IDR 1 0 0 0 0 0
Ponderacion IBG 0 1 0 0 0 0
Ponderacion IBE 0 0 1 0 0 0
Ponderacion MAP 0 0 0 1 0 0
Ponderacion MCM 0 0 0 0 1 0
Ponderacion NHH 0 0 0 0 0 1
Ponderacion RIO 0 0 0 0 0 0
Ponderacion SCYR 0 0 0 0 0 0
Ponderacion TUB 0 0 0 0 0 0
Ponderacion VIS 0 0 0 0 0 0
Ponderacion AZK 0 0 0 0 0 0
Ponderacion BBVA 0 0 0 0 0 0
Ponderacion BKIA 0 0 0 0 0 0
Ponderacion CABK 0 0 0 0 0 0

IDR IBG IBE MAP MCM NHH

Retorno 0.67% 1.53% 1.36% 0.99% 1.31% 1.72%
Riesgo 8.25% 5.04% 4.90% 7.44% 8.10% 9.18%
Ponderacion IDR 1 0 0 0 0 0
Ponderacion IBG 0 1 0 0 0 0
Ponderacion IBE 0 0 1 0 0 0
Ponderacion MAP 0 0 0 1 0 0
Ponderacion MCM 0 0 0 0 1 0
Ponderacion NHH 0 0 0 0 0 1
Ponderacion RIO 0 0 0 0 0 0
Ponderacion SCYR 0 0 0 0 0 0
Ponderacion TUB 0 0 0 0 0 0
Ponderacion VIS 0 0 0 0 0 0
Ponderacion AZK 0 0 0 0 0 0
Ponderacion BBVA 0 0 0 0 0 0
Ponderacion BKIA 0 0 0 0 0 0
Ponderacion CABK 0 0 0 0 0 0
Ponderacion ENO 0 0 0 0 0 0

IDR IBG IBE MAP MCM NHH

Retorno 0.67% 1.53% 1.36% 0.99% 1.31% 1.72%
Riesgo 8.25% 5.04% 4.90% 7.44% 8.10% 9.18%
Ponderacion IDR 1 0 0 0 0 0
Ponderacion IBG 0 1 0 0 0 0
Ponderacion IBE 0 0 1 0 0 0
Ponderacion MAP 0 0 0 1 0 0
Ponderacion MCM 0 0 0 0 1 0
Ponderacion NHH 0 0 0 0 0 1
Ponderacion RIO 0 0 0 0 0 0
Ponderacion SCYR 0 0 0 0 0 0
Ponderacion TUB 0 0 0 0 0 0
Ponderacion VIS 0 0 0 0 0 0
Ponderacion AZK 0 0 0 0 0 0
Ponderacion BBVA 0 0 0 0 0 0
Ponderacion BKIA 0 0 0 0 0 0
Ponderacion CABK 0 0 0 0 0 0
Ponderacion ENO 0 0 0 0 0 0
Ponderación GAS 0 0 0 0 0 0

IDR IBG IBE MAP MCM NHH

Retorno 0.67% 1.53% 1.36% 0.99% 1.31% 1.72%
Riesgo 8.25% 5.04% 4.90% 7.44% 8.10% 9.18%
Ponderacion IDR 1 0 0 0 0 0
Ponderacion IBG 0 1 0 0 0 0
Ponderacion IBE 0 0 1 0 0 0
Ponderacion MAP 0 0 0 1 0 0
Ponderacion MCM 0 0 0 0 1 0
Ponderacion NHH 0 0 0 0 0 1
Ponderacion RIO 0 0 0 0 0 0
Ponderacion SCYR 0 0 0 0 0 0
Ponderacion TUB 0 0 0 0 0 0
Ponderacion VIS 0 0 0 0 0 0
Ponderacion AZK 0 0 0 0 0 0
Ponderacion BBVA 0 0 0 0 0 0
Ponderacion BKIA 0 0 0 0 0 0
Ponderacion CABK 0 0 0 0 0 0
Ponderacion ENO 0 0 0 0 0 0
Ponderación GAS 0 0 0 0 0 0
Ponderacion FDR 0 0 0 0 0 0

IDR IBG IBE MAP MCM NHH

Retorno 0.67% 1.53% 1.36% 0.99% 1.31% 1.72%
Riesgo 8.25% 5.04% 4.90% 7.44% 8.10% 9.18%
Ponderacion IDR 1 0 0 0 0 0
Ponderacion IBG 0 1 0 0 0 0
Ponderacion IBE 0 0 1 0 0 0
Ponderacion MAP 0 0 0 1 0 0
Ponderacion MCM 0 0 0 0 1 0
Ponderacion NHH 0 0 0 0 0 1
Ponderacion RIO 0 0 0 0 0 0
Ponderacion SCYR 0 0 0 0 0 0
Ponderacion TUB 0 0 0 0 0 0
Ponderacion VIS 0 0 0 0 0 0
Ponderacion AZK 0 0 0 0 0 0
Ponderacion BBVA 0 0 0 0 0 0
Ponderacion BKIA 0 0 0 0 0 0
Ponderacion CABK 0 0 0 0 0 0
Ponderacion ENO 0 0 0 0 0 0
Ponderación GAS 0 0 0 0 0 0
Ponderacion FDR 0 0 0 0 0 0
Ponderacion GCO 0 0 0 0 0 0

IDR IBG IBE MAP MCM NHH

Retorno 0.67% 1.53% 1.36% 0.99% 1.31% 1.72%
Riesgo 8.25% 5.04% 4.90% 7.44% 8.10% 9.18%
Ponderacion IDR 1 0 0 0 0 0
Ponderacion IBG 0 1 0 0 0 0
Ponderacion IBE 0 0 1 0 0 0
Ponderacion MAP 0 0 0 1 0 0
Ponderacion MCM 0 0 0 0 1 0
Ponderacion NHH 0 0 0 0 0 1
Ponderacion RIO 0 0 0 0 0 0
Ponderacion SCYR 0 0 0 0 0 0
Ponderacion TUB 0 0 0 0 0 0
Ponderacion VIS 0 0 0 0 0 0
Ponderacion AZK 0 0 0 0 0 0
Ponderacion BBVA 0 0 0 0 0 0
Ponderacion BKIA 0 0 0 0 0 0
Ponderacion CABK 0 0 0 0 0 0
Ponderacion ENO 0 0 0 0 0 0
Ponderacion GAS 0 0 0 0 0 0
Ponderacion FDR 0 0 0 0 0 0
Ponderacion GCO 0 0 0 0 0 0
Ponderacion GRF 0 0 0 0 0 0

IDR IBG IBE MAP MCM NHH

Retorno 0.67% 1.53% 1.36% 0.99% 1.31% 1.72%
Riesgo 8.25% 5.04% 4.90% 7.44% 8.10% 9.18%
Ponderacion IDR 1 0 0 0 0 0
Ponderacion IBG 0 1 0 0 0 0
Ponderacion IBE 0 0 1 0 0 0
Ponderacion MAP 0 0 0 1 0 0
Ponderacion MCM 0 0 0 0 1 0
Ponderacion NHH 0 0 0 0 0 1
Ponderacion RIO 0 0 0 0 0 0
Ponderacion SCYR 0 0 0 0 0 0
Ponderacion TUB 0 0 0 0 0 0
Ponderacion VIS 0 0 0 0 0 0
Ponderacion AZK 0 0 0 0 0 0
Ponderacion BBVA 0 0 0 0 0 0
Ponderacion BKIA 0 0 0 0 0 0
Ponderacion CABK 0 0 0 0 0 0
Ponderacion ENO 0 0 0 0 0 0
Ponderacion GAS 0 0 0 0 0 0
Ponderacion FDR 0 0 0 0 0 0
Ponderacion GCO 0 0 0 0 0 0
Ponderacion GRF 0 0 0 0 0 0
Ponderacion PAC 0 0 0 0 0 0
RIO SCYR TUB VIS AZK BBVA BKIA CABK

-8.74% -0.24% -5.98% 4.21% -3.87% 2.78% -36.40% 8.08%

-3.62% -12.44% -11.44% 1.91% -5.37% -8.99% -49.23% -15.98%
-3.09% 7.02% 1.91% -3.58% -1.77% 8.98% 98.84% 8.63%
-4.33% 35.63% 15.82% -3.60% -0.36% 0.16% -78.00% -1.10%
-0.24% 12.51% -3.07% 1.24% -9.42% -11.07% -32.50% -15.07%
1.43% 20.85% 13.74% 2.47% 4.40% 10.44% 11.62% 17.41%
4.68% -2.74% -1.49% 1.95% 14.94% 3.00% 6.33% 3.24%
1.15% 26.23% 10.78% 7.09% 11.67% 14.40% 14.18% 15.44%
4.55% 16.61% -3.07% -7.51% 15.82% 5.72% 36.89% 18.03%
24.78% -1.46% -1.23% 1.85% 7.47% 1.91% -11.89% -1.22%
-6.45% -3.78% 3.82% 3.84% 0.72% 1.75% 27.09% 3.15%
-0.93% 0.53% -2.08% -4.04% 21.43% -0.98% 4.38% 20.12%
1.50% 15.92% 3.89% -5.14% 17.84% 1.52% 18.09% 0.44%
-3.70% 9.79% 13.61% 1.89% -3.33% -3.08% 0.72% 2.19%
-4.04% -1.87% 5.69% -1.09% -11.19% 3.41% -4.11% -4.94%
0.20% 5.12% 5.38% 12.08% 7.56% 6.32% 1.50% 1.64%
1.60% -6.96% -2.02% 3.46% -4.68% -1.01% -5.03% 1.01%
-2.76% -8.34% 7.00% -0.82% -15.31% -0.97% 3.88% 0.94%
-5.69% 0.57% 0.12% 1.29% 0.89% 0.77% 0.07% 1.76%
3.07% 0.00% 1.80% 2.29% -14.82% 3.70% 0.41% 5.31%
-0.21% -18.08% -14.18% 7.93% -2.34% -5.95% -3.45% -8.81%
-4.48% -9.68% 3.10% -1.24% 9.84% -3.03% -1.19% 2.07%
-12.28% -9.26% -11.30% -4.74% -6.30% -9.08% -12.20% -0.67%
1.53% 14.70% -16.29% 17.47% 9.30% -2.25% -6.30% -11.40%
7.77% 23.05% 11.95% 7.53% 25.30% 18.16% 11.90% 7.40%
5.12% -3.27% 3.12% 3.25% 16.60% 4.77% 0.00% 6.39%
-4.20% 3.07% 1.68% -0.26% -1.94% -1.59% -3.93% 2.60%
-2.31% -4.10% -3.15% -1.50% 2.31% -0.08% -5.61% -2.72%
-0.47% -12.11% -12.48% -2.95% 0.97% -2.24% -3.31% -4.77%
-0.71% -7.45% -3.12% 1.61% 6.07% 4.80% 5.71% -1.45%
1.66% -13.14% -5.82% -4.45% 0.45% -8.72% -10.11% -4.90%
-3.15% -27.66% -17.69% 3.62% -13.96% -9.09% 7.52% -10.75%
3.50% 18.82% 3.71% -1.37% 3.70% 3.43% 1.21% 2.49%
-0.72% 4.83% -3.32% 8.84% 32.65% 1.28% 1.19% -0.72%
-1.46% -24.64% -7.41% -3.80% 15.38% -14.22% -9.44% -7.30%
-1.23% -14.94% -5.43% 0.09% -5.67% -12.51% -14.90% -12.44%
0.00% 5.83% 4.53% -0.31% -1.41% 1.89% -14.00% -4.78%
-3.75% 5.27% 19.94% -4.29% 0.96% 1.61% 5.60% -0.11%
7.53% 8.14% 9.64% -6.95% 0.95% 0.57% -1.30% 0.96%
-2.42% -1.72% -4.18% 2.51% 12.43% 1.92% -3.94% -6.54%
0.25% -20.14% 0.23% -1.17% -14.08% -15.05% -17.29% -18.66%
 0.99% 7.95% 9.08% -0.35% 16.50% 3.18% 6.19% 14.23%
11.90% 6.92% 7.43% 2.38% -0.72% 8.50% 10.20% 7.39%
-5.43% 11.52% 4.35% -1.69% 4.03% -3.51% -3.44% -6.80%
-2.15% 10.92% 2.65% -10.85% 7.03% 22.22% 9.86% 24.27%
1.47% -5.42% -1.66% 5.97% 5.90% -10.10% 4.86% -0.51%
-1.20% 12.69% 9.01% 2.97% 5.58% 9.32% 15.46% 16.12%
7.07% 8.11% -0.52% 1.56% 33.90% -1.48% 0.41% 7.68%
-1.59% -3.08% 4.50% 5.13% -0.70% 0.90% -4.31% -2.45%
1.85% 0.13% -1.99% -1.94% -5.70% 17.68% 14.26% 22.16%
0.91% -1.25% -1.01% 13.36% -2.99% 1.09% 5.17% 3.47%
1.35% 15.83% 26.45% -0.93% 2.59% 0.49% -8.08% 2.40%
3.78% -12.88% -9.99% -4.83% -0.34% 0.18% 3.32% -0.57%
6.00% -2.71% -1.05% -1.16% 5.62% 5.31% 1.18% 5.65%
1.81% 4.83% -8.48% 0.62% 3.70% -2.99% -4.51% -1.77%
9.80% -6.21% 6.13% 2.23% 0.64% 1.87% -0.22% -2.26%
-2.04% -0.68% -4.84% 0.29% 1.52% -0.63% 0.47% -5.24%
7.40% -8.16% 7.70% 3.54% -0.06% -3.23% -1.54% 1.15%
4.42% 5.33% 1.98% 1.02% -0.44% 0.39% 2.82% 1.15%

5.48% 12.35% 8.53% 4.99% 10.45% 7.35% 21.17% 9.08%

IBG

0.00249317

IDR IBG IBE

0.00668703
0.00141064 0.00249317
0.00102111 0.00020669 0.00235771

IDR IBG IBE MAP

IDR 0.00668703
IBG 0.00141064 0.00249317
IBE 0.00102111 0.00020669 0.00235771
MAP 0.00247709 0.00163672 0.00153149 0.00543705

IDR IBG IBE MAP MCM

 IDR 0.00668703
IBG 0.00141064 0.00249317
IBE 0.00102111 0.00020669 0.00235771
MAP 0.00247709 0.00163672 0.00153149 0.00543705
MCM 0.00145584 0.00086022 0.00118318 0.00049676 0.00644627

P1 IDR IBG IBE MAP MCM

1.26% IDR 0.00668703
4.58% IBG 0.00141064 0.00249317
17% IBE 0.00102111 0.00020669 0.00235771
17% MAP 0.00247709 0.00163672 0.00153149 0.00543705
17% MCM 0.00145584 0.00086022 0.00118318 0.00049676 0.00644627
17% NHH 0.00227895 0.000959 0.00149746 0.00271691 0.00197025
17%
17%

RIO P1 IDR IBG IBE MAP

0.60% 1.17% IDR 0.00668703
5.48% 3.99% IBG 0.00141064 0.00249317
0 14.29% IBE 0.00102111 0.00020669 0.00235771
0 14.29% MAP 0.00247709 0.00163672 0.00153149 0.00543705
0 14.29% MCM 0.00145584 0.00086022 0.00118318 0.00049676
0 14.29% NHH 0.00227895 0.000959 0.00149746 0.00271691
0 14.29% RIO 0.00010785 0.00040519 -9.419E-05 0.00025981
0 14.29%
1 14.29%

RIO SCYR P1 IDR IBG IBE

0.60% 1.26% 1.18% IDR 0.00668703
5.48% 12.35% 4.61% IBG 0.00141064 0.00249317
0 0 12.50% IBE 0.00102111 0.00020669 0.00235771
0 0 12.50% MAP 0.00247709 0.00163672 0.00153149
0 0 12.50% MCM 0.00145584 0.00086022 0.00118318
0 0 12.50% NHH 0.00227895 0.000959 0.00149746
0 0 12.50% RIO 0.00010785 0.00040519 -9.419E-05
0 0 12.50% SCYR 0.00350584 0.00125004 0.00257713
1 0 12.50%
0 1 12.50%

RIO SCYR TUB P1 IDR IBG

0.60% 1.26% 0.96% 1.16% IDR 0.00668703
5.48% 12.35% 8.53% 4.61% IBG 0.00141064 0.00249317
0 0 0 11.11% IBE 0.00102111 0.00020669
 0 0 0 11.11% MAP 0.00247709 0.00163672
0 0 0 11.11% MCM 0.00145584 0.00086022
0 0 0 11.11% NHH 0.00227895 0.000959
0 0 0 11.11% RIO 0.00010785 0.00040519
0 0 0 11.11% SCYR 0.00350584 0.00125004
1 0 0 11.11% TUB 0.0018721 0.00068592
0 1 0 11.11%
0 0 1 11.11%

RIO SCYR TUB VIS P1 IDR

0.60% 1.26% 0.96% 0.96% 1.14% IDR 0.00668703
5.48% 12.35% 8.53% 4.99% 4.22% IBG 0.00141064
0 0 0 0 10% IBE 0.00102111
0 0 0 0 10% MAP 0.00247709
0 0 0 0 10% MCM 0.00145584
0 0 0 0 10% NHH 0.00227895
0 0 0 0 10% RIO 0.00010785
0 0 0 0 10% SCYR 0.00350584
1 0 0 0 10% TUB 0.0018721
0 1 0 0 10% VIS 8.2611E-05
0 0 1 0 10%
0 0 0 1 10%

RIO SCYR TUB VIS AZK P1

0.60% 1.26% 0.96% 0.96% 3.39% 1.34% IDR
5.48% 12.35% 8.53% 4.99% 10.45% 4.31% IBG
0 0 0 0 0 9.09% IBE
0 0 0 0 0 9.09% MAP
0 0 0 0 0 9.09% MCM
0 0 0 0 0 9.09% NHH
0 0 0 0 0 9.09% RIO
0 0 0 0 0 9.09% SCYR
1 0 0 0 0 9.09% TUB
0 1 0 0 0 9.09% VIS
0 0 1 0 0 9.09% AZK
0 0 0 1 0 9.09%
0 0 0 0 1 9.09%

RIO SCYR TUB VIS AZK BBVA P1

0.60% 1.26% 0.96% 0.96% 3.39% 0.72% 1.29%
5.48% 12.35% 8.53% 4.99% 10.45% 7.35% 4.36%
0 0 0 0 0 0 8.33%
0 0 0 0 0 0 8.33%
0 0 0 0 0 0 8.33%
0 0 0 0 0 0 8.33%
 0 0 0 0 0 0 8.33%
0 0 0 0 0 0 8.33%
1 0 0 0 0 0 8.33%
0 1 0 0 0 0 8.33%
0 0 1 0 0 0 8.33%
0 0 0 1 0 0 8.33%
0 0 0 0 1 0 8.33%
0 0 0 0 0 1 8.33%

RIO SCYR TUB VIS AZK BBVA BKIA P1

0.60% 1.26% 0.96% 0.96% 3.39% 0.72% -0.25% 1.17%
5.48% 12.35% 8.53% 4.99% 10.45% 7.35% 21.17% 4.80%
0 0 0 0 0 0 0 7.69%
0 0 0 0 0 0 0 7.69%
0 0 0 0 0 0 0 7.69%
0 0 0 0 0 0 0 7.69%
0 0 0 0 0 0 0 7.69%
0 0 0 0 0 0 0 7.69%
1 0 0 0 0 0 0 7.69%
0 1 0 0 0 0 0 7.69%
0 0 1 0 0 0 0 7.69%
0 0 0 1 0 0 0 7.69%
0 0 0 0 1 0 0 7.69%
0 0 0 0 0 1 0 7.69%
0 0 0 0 0 0 1 7.69%

RIO SCYR TUB VIS AZK BBVA BKIA CABK

0.60% 1.26% 0.96% 0.96% 3.39% 0.72% -0.25% 1.37%
5.48% 12.35% 8.53% 4.99% 10.45% 7.35% 21.17% 9.08%
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
1 0 0 0 0 0 0 0
0 1 0 0 0 0 0 0
0 0 1 0 0 0 0 0
0 0 0 1 0 0 0 0
0 0 0 0 1 0 0 0
0 0 0 0 0 1 0 0
0 0 0 0 0 0 1 0
0 0 0 0 0 0 0 1

RIO SCYR TUB VIS AZK BBVA BKIA CABK

 0.60% 1.26% 0.96% 0.96% 3.39% 0.72% -0.25% 1.37%
5.48% 12.35% 8.53% 4.99% 10.45% 7.35% 21.17% 9.08%
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
1 0 0 0 0 0 0 0
0 1 0 0 0 0 0 0
0 0 1 0 0 0 0 0
0 0 0 1 0 0 0 0
0 0 0 0 1 0 0 0
0 0 0 0 0 1 0 0
0 0 0 0 0 0 1 0
0 0 0 0 0 0 0 1
0 0 0 0 0 0 0 0

RIO SCYR TUB VIS AZK BBVA BKIA CABK

0.60% 1.26% 0.96% 0.96% 3.39% 0.72% -0.25% 1.37%
5.48% 12.35% 8.53% 4.99% 10.45% 7.35% 21.17% 9.08%
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
1 0 0 0 0 0 0 0
0 1 0 0 0 0 0 0
0 0 1 0 0 0 0 0
0 0 0 1 0 0 0 0
0 0 0 0 1 0 0 0
0 0 0 0 0 1 0 0
0 0 0 0 0 0 1 0
0 0 0 0 0 0 0 1
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0

RIO SCYR TUB VIS AZK BBVA BKIA CABK

0.60% 1.26% 0.96% 0.96% 3.39% 0.72% -0.25% 1.37%
5.48% 12.35% 8.53% 4.99% 10.45% 7.35% 21.17% 9.08%
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
1 0 0 0 0 0 0 0
0 1 0 0 0 0 0 0
0 0 1 0 0 0 0 0
0 0 0 1 0 0 0 0
0 0 0 0 1 0 0 0
0 0 0 0 0 1 0 0
0 0 0 0 0 0 1 0
0 0 0 0 0 0 0 1
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0

RIO SCYR TUB VIS AZK BBVA BKIA CABK

0.60% 1.26% 0.96% 0.96% 3.39% 0.72% -0.25% 1.37%
5.48% 12.35% 8.53% 4.99% 10.45% 7.35% 21.17% 9.08%
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
1 0 0 0 0 0 0 0
0 1 0 0 0 0 0 0
0 0 1 0 0 0 0 0
0 0 0 1 0 0 0 0
0 0 0 0 1 0 0 0
0 0 0 0 0 1 0 0
0 0 0 0 0 0 1 0
0 0 0 0 0 0 0 1
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0

RIO SCYR TUB VIS AZK BBVA BKIA CABK

0.60% 1.26% 0.96% 0.96% 3.39% 0.72% -0.25% 1.37%
5.48% 12.35% 8.53% 4.99% 10.45% 7.35% 21.17% 9.08%
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
 1 0 0 0 0 0 0 0
0 1 0 0 0 0 0 0
0 0 1 0 0 0 0 0
0 0 0 1 0 0 0 0
0 0 0 0 1 0 0 0
0 0 0 0 0 1 0 0
0 0 0 0 0 0 1 0
0 0 0 0 0 0 0 1
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0

RIO SCYR TUB VIS AZK BBVA BKIA CABK

0.60% 1.26% 0.96% 0.96% 3.39% 0.72% -0.25% 1.37%
5.48% 12.35% 8.53% 4.99% 10.45% 7.35% 21.17% 9.08%
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
1 0 0 0 0 0 0 0
0 1 0 0 0 0 0 0
0 0 1 0 0 0 0 0
0 0 0 1 0 0 0 0
0 0 0 0 1 0 0 0
0 0 0 0 0 1 0 0
0 0 0 0 0 0 1 0
0 0 0 0 0 0 0 1
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
ENO GAS FDR GCO GRF PAC

-0.82% 6.28% 0.93% 8.68% 8.92% 9.63%

-2.37% -9.11% -7.92% -0.96% 6.01% -3.40%
-4.96% 15.13% -1.60% 1.96% 5.34% -5.01%
8.57% 0.57% 7.72% 4.65% -7.27% 13.28%
9.93% -3.13% -2.26% -4.28% -0.19% -0.69%
2.44% -1.23% -6.18% 15.06% 14.01% 17.98%
4.07% 0.11% -12.35% 0.80% -4.16% 1.85%
-0.84% 4.12% 6.57% 14.69% -0.13% 12.29%
1.31% 12.57% 11.01% 10.99% -0.48% 6.89%
-2.04% 5.47% -1.02% 2.65% 11.42% 1.39%
5.77% 2.05% 12.40% 2.12% 3.30% -4.11%
0.72% -1.82% 2.02% 9.53% 10.59% 1.69%
-4.63% 3.45% 4.50% 2.04% 7.43% -0.51%
-0.47% 9.76% 25.17% 1.83% -3.69% 1.74%
-2.63% 1.25% -9.92% -4.48% -3.21% 1.79%
2.22% 2.32% -2.91% -1.85% 3.25% 0.00%
-0.85% 9.08% -0.16% -3.24% 0.42% 1.76%
3.32% -0.48% 1.73% -0.98% -14.41% 5.67%
-0.38% 3.93% -8.37% -1.37% 4.76% 17.49%
-10.17% -0.11% -1.52% -9.86% -8.44% -6.76%
-6.71% -1.29% -10.48% 3.44% 0.32% -8.35%
-2.81% -1.00% 12.09% 5.88% 10.08% -8.51%
-1.73% -8.65% 5.14% -5.22% -7.55% 0.39%
-3.65% -0.05% -2.93% 5.67% 14.11% 11.36%
10.55% 5.97% 8.56% 8.17% -2.67% 4.69%
0.89% -3.15% -1.08% 2.13% 10.27% 14.42%
6.83% 4.97% -9.37% 2.90% -4.84% 14.43%
-0.52% 2.00% 11.72% -0.28% -4.56% -6.82%
-6.22% -9.18% -8.80% -1.91% -0.50% -5.38%
2.30% -2.73% 15.23% 1.51% 13.11% 2.35%
-1.21% -6.16% -10.43% 0.53% -9.04% -12.33%
-8.60% -3.70% -3.93% -9.13% 0.93% -4.34%
-1.83% 13.08% 9.22% 10.08% 14.32% 20.37%
10.21% 3.88% 2.05% 5.17% 6.50% -2.32%
-7.01% -8.11% -2.19% 8.18% -5.10% 2.97%
-19.56% -4.25% -1.76% -12.09% -8.64% -6.73%
4.16% -8.46% 0.16% -5.04% 5.46% 2.68%
6.57% 11.19% 19.48% -6.50% -2.15% 13.61%
8.22% 1.31% 4.35% 11.22% -3.90% -3.49%
1.77% -2.06% 5.73% 1.45% 7.21% -0.93%
-10.82% -0.70% -16.26% -9.88% -0.52% -11.21%
11.68% 17.08% 14.12% 1.62% -2.57% 9.47%
0.77% 0.00% 3.09% 1.76% -3.16% -1.94%
4.97% -1.13% 11.00% 4.01% 1.00% -3.52%
9.22% 0.09% -2.03% 8.54% -6.10% -0.84%
-2.11% -10.15% -6.28% -0.84% 2.72% 5.05%
1.93% 10.90% 8.14% 9.81% 2.05% 5.21%
3.45% -0.50% 0.93% -3.09% 6.06% 6.38%
0.38% 3.11% 21.10% 3.95% 4.16% 11.55%
0.54% 11.78% -5.68% 6.66% 11.36% 5.32%
7.30% 1.07% 16.47% 7.21% 7.24% 6.81%
17.00% 8.00% 5.78% 3.53% 2.17% 12.32%
3.42% -8.61% 4.32% 0.55% -2.66% -3.23%
-1.63% -0.37% 15.94% 2.14% -2.58% -1.07%
1.54% 4.92% 9.10% -5.27% -0.02% -0.34%
-0.51% -8.28% 10.13% 0.37% 3.79% 10.96%
2.88% -0.19% -2.41% 1.40% 9.03% 15.64%
13.85% 2.23% 33.86% 0.65% -8.80% 13.00%
0.36% 3.89% 0.44% 3.15% -1.75% 13.54%

6.31% 6.39% 9.80% 5.87% 6.75% 7.95%

NHH

0.00828619

MCM NHH RIO

0.00644627
0.00197025 0.00828619
0.00012356 0.00062848 0.00294771

MAP MCM NHH RIO SCYR

0.00543705
0.00049676 0.00644627
0.00271691 0.00197025 0.00828619
0.00025981 0.00012356 0.00062848 0.00294771
0.00444612 0.00120341 0.00591665 0.00072149 0.0149887245

IBE MAP MCM NHH RIO SCYR TUB

0.00235771
0.00153149 0.00543705
0.00118318 0.00049676 0.00644627
0.00149746 0.00271691 0.00197025 0.00828619
-9.419E-05 0.00025981 0.00012356 0.00062848 0.0029477059
0.00257713 0.00444612 0.00120341 0.00591665 0.0007214941 0.01498872
0.0008367 0.00220337 0.00139779 0.00231525 0.0005389508 0.00620867 0.00715139

IBG IBE MAP MCM NHH RIO SCYR TUB

0.00249317
0.00020669 0.00235771
0.00163672 0.00153149 0.00543705
0.00086022 0.00118318 0.00049676 0.00644627
0.000959 0.00149746 0.00271691 0.00197025 0.0082861898
0.00040519 -9.419E-05 0.00025981 0.00012356 0.0006284825 0.00294771
0.00125004 0.00257713 0.00444612 0.00120341 0.0059166469 0.00072149 0.01498872
0.00068592 0.0008367 0.00220337 0.00139779 0.0023152491 0.00053895 0.00620867 0.00715139
-1.3277E-05 0.00012535 -0.0001451 2.7364E-05 0.0004808056 0.00027948 0.00013994 -0.0005307

IDR IBG IBE MAP MCM NHH RIO SCYR

0.00668703
0.00141064 0.00249317
0.00102111 0.00020669 0.00235771
0.00247709 0.00163672 0.00153149 0.00543705
0.00145584 0.00086022 0.00118318 0.00049676 0.0064462703
0.00227895 0.000959 0.00149746 0.00271691 0.001970246 0.00828619
0.00010785 0.00040519 -9.419E-05 0.00025981 0.0001235568 0.00062848 0.00294771
0.00350584 0.00125004 0.00257713 0.00444612 0.0012034119 0.00591665 0.00072149 0.01498872
0.0018721 0.00068592 0.0008367 0.00220337 0.0013977882 0.00231525 0.00053895 0.00620867
8.2611E-05 -1.3277E-05 0.00012535 -0.0001451 2.736366259E-05 0.00048081 0.00027948 0.00013994
0.00230967 0.00194109 0.00029673 0.0017008 0.0012824573 0.00296831 0.00151437 0.0043222

IDR IBG IBE MAP MCM NHH RIO

IDR 0.00668703
IBG 0.00141064 0.00249317
IBE 0.00102111 0.00020669 0.00235771
MAP 0.00247709 0.00163672 0.00153149 0.0054370479
MCM 0.00145584 0.00086022 0.00118318 0.0004967551 0.00644627
NHH 0.00227895 0.000959 0.00149746 0.0027169124 0.00197025 0.00828619
RIO 0.00010785 0.00040519 -9.419E-05 0.0002598134 0.00012356 0.00062848 0.00294771
SCYR 0.00350584 0.00125004 0.00257713 0.0044461184 0.00120341 0.00591665 0.00072149
TUB 0.0018721 0.00068592 0.0008367 0.0022033733 0.00139779 0.00231525 0.00053895
VIS 8.2611E-05 -1.3277E-05 0.00012535 -0.0001450784 2.7364E-05 0.00048081 0.00027948
AZK 0.00230967 0.00194109 0.00029673 0.001700804 0.00128246 0.00296831 0.00151437
BBVA 0.00186283 0.00061675 0.0013382 0.0031589864 0.00118095 0.00310659 0.00087316

IDR IBG IBE MAP MCM NHH

IDR 0.00668703
IBG 0.00141064 0.00249317
IBE 0.00102111 0.00020669 0.0023577058
MAP 0.00247709 0.00163672 0.0015314921 0.00543705
MCM 0.00145584 0.00086022 0.001183181 0.00049676 0.00644627
NHH 0.00227895 0.000959 0.0014974573 0.00271691 0.00197025 0.00828619
RIO 0.00010785 0.00040519 -9.41903725E-05 0.00025981 0.00012356 0.00062848
SCYR 0.00350584 0.00125004 0.0025771309 0.00444612 0.00120341 0.00591665
TUB 0.0018721 0.00068592 0.0008366983 0.00220337 0.00139779 0.00231525
VIS 8.2611E-05 -1.3277E-05 0.0001253455 -0.0001451 2.7364E-05 0.00048081
AZK 0.00230967 0.00194109 0.0002967285 0.0017008 0.00128246 0.00296831
BBVA 0.00186283 0.00061675 0.0013382029 0.00315899 0.00118095 0.00310659
BKIA 0.00457146 0.00121396 0.0037064517 0.00631889 0.00054713 0.0049606

P1 IDR IBG IBE MAP MCM

1.19% IDR 0.00668703
4.92% IBG 0.00141064 0.0024931681
7.14% IBE 0.00102111 0.0002066887 0.00235771
7.14% MAP 0.00247709 0.0016367173 0.00153149 0.00543705
7.14% MCM 0.00145584 0.000860223 0.00118318 0.00049676 0.00644627
7.14% NHH 0.00227895 0.0009589986 0.00149746 0.00271691 0.00197025
7.14% RIO 0.00010785 0.0004051928 -9.419E-05 0.00025981 0.00012356
7.14% SCYR 0.00350584 0.0012500359 0.00257713 0.00444612 0.00120341
7.14% TUB 0.0018721 0.0006859249 0.0008367 0.00220337 0.00139779
7.14% VIS 8.2611E-05 -1.32765549E-05 0.00012535 -0.0001451 2.7364E-05
7.14% AZK 0.00230967 0.001941087 0.00029673 0.0017008 0.00128246
7.14% BBVA 0.00186283 0.0006167488 0.0013382 0.00315899 0.00118095
7.14% BKIA 0.00457146 0.0012139576 0.00370645 0.00631889 0.00054713
7.14% CABK 0.00223222 0.0014854889 0.00107726 0.00408473 0.00082258
7.14%
7.14%

ENO P1 IDR IBG IBE MAP

 1.09% 1.18% IDR 0.0066870309
6.31% 4.31% IBG 0.0014106385 0.00249317
0 6.67% IBE 0.0010211122 0.00020669 0.00235771
0 6.67% MAP 0.0024770858 0.00163672 0.00153149 0.00543705
0 6.67% MCM 0.0014558395 0.00086022 0.00118318 0.00049676
0 6.67% NHH 0.0022789546 0.000959 0.00149746 0.00271691
0 6.67% RIO 0.0001078523 0.00040519 -9.419E-05 0.00025981
0 6.67% SCYR 0.0035058353 0.00125004 0.00257713 0.00444612
0 6.67% TUB 0.0018720973 0.00068592 0.0008367 0.00220337
0 6.67% VIS 8.261062418E-05 -1.3277E-05 0.00012535 -0.0001451
0 6.67% AZK 0.0023096745 0.00194109 0.00029673 0.0017008
0 6.67% BBVA 0.0018628337 0.00061675 0.0013382 0.00315899
0 6.67% BKIA 0.0011087537 0.00153897 0.00231177 -0.0016806
0 6.67% CABK 0.0038626594 0.00099985 -0.0008036 0.00032856
0 6.67% ENO 0.0008767795 0.00093422 7.8892E-06 0.00119106
0 6.67%
1 6.67%

ENO GAS P1 IDR IBG IBE

1.09% 1.30% 1.19% IDR 0.00668703
6.31% 6.39% 4.30% IBG 0.00141064 0.00249317
0 0 6.25% IBE 0.00102111 0.00020669 0.00235771
0 0 6.25% MAP 0.00247709 0.00163672 0.00153149
0 0 6.25% MCM 0.00145584 0.00086022 0.00118318
0 0 6.25% NHH 0.00227895 0.000959 0.00149746
0 0 6.25% RIO 0.00010785 0.00040519 -9.419E-05
0 0 6.25% SCYR 0.00350584 0.00125004 0.00257713
0 0 6.25% TUB 0.0018721 0.00068592 0.0008367
0 0 6.25% VIS 8.2611E-05 -1.3277E-05 0.00012535
0 0 6.25% AZK 0.00230967 0.00194109 0.00029673
0 0 6.25% BBVA 0.00186283 0.00061675 0.0013382
0 0 6.25% BKIA 0.00110875 0.00153897 0.00231177
0 0 6.25% CABK 0.00386266 0.00099985 -0.0008036
0 0 6.25% ENO 0.00087678 0.00093422 7.8892E-06
0 0 6.25% GAS 0.00189429 0.00081015 0.00196025
1 0 6.25%
0 1 6.25%

ENO GAS FDR P1 IDR IBG

1.09% 1.30% 3.09% 1.12% IDR 0.00668703
6.31% 6.39% 9.80% 4.33% IBG 0.00141064 0.00249317
0 0 0 5.88% IBE 0.00102111 0.00020669
0 0 0 5.88% MAP 0.00247709 0.00163672
0 0 0 5.88% MCM 0.00145584 0.00086022
0 0 0 5.88% NHH 0.00227895 0.000959
 0 0 0 5.88% RIO 0.00010785 0.00040519
0 0 0 5.88% SCYR 0.00350584 0.00125004
0 0 0 5.88% TUB 0.0018721 0.00068592
0 0 0 5.88% VIS 8.2611E-05 -1.3277E-05
0 0 0 5.88% AZK 0.00230967 0.00194109
0 0 0 5.88% BBVA 0.00186283 0.00061675
0 0 0 5.88% BKIA 0.00110875 0.00153897
0 0 0 5.88% CABK 0.00386266 0.00099985
0 0 0 5.88% ENO 0.00087678 0.00093422
0 0 0 5.88% GAS 0.00189429 0.00081015
1 0 0 5.88% FDR 0.0028175 0.00089651
0 1 0 5.88%
0 0 1 5.88%

ENO GAS FDR GCO P1 IDR

1.09% 1.30% 3.09% 1.87% 1.05% IDR 0.00668703
6.31% 6.39% 9.80% 5.87% 4.32% IBG 0.00141064
0 0 0 0 5.56% IBE 0.00102111
0 0 0 0 5.56% MAP 0.00247709
0 0 0 0 5.56% MCM 0.00145584
0 0 0 0 5.56% NHH 0.00227895
0 0 0 0 5.56% RIO 0.00010785
0 0 0 0 5.56% SCYR 0.00350584
0 0 0 0 5.56% TUB 0.0018721
0 0 0 0 5.56% VIS 8.2611E-05
0 0 0 0 5.56% AZK 0.00230967
0 0 0 0 5.56% BBVA 0.00186283
0 0 0 0 5.56% BKIA 0.00110875
0 0 0 0 5.56% CABK 0.00386266
0 0 0 0 5.56% ENO 0.00087678
0 0 0 0 5.56% GAS 0.00189429
1 0 0 0 5.56% FDR 0.0028175
0 1 0 0 5.56% GCO 0.00085782
0 0 1 0 5.56%
0 0 0 1 5.56%

ENO GAS FDR GCO GRF P1

1.09% 1.30% 3.09% 1.87% 1.50% 1.34% IDR
6.31% 6.39% 9.80% 5.87% 6.75% 4.20% IBG
0 0 0 0 0 5.26% IBE
0 0 0 0 0 5.26% MAP
0 0 0 0 0 5.26% MCM
0 0 0 0 0 5.26% NHH
0 0 0 0 0 5.26% RIO
0 0 0 0 0 5.26% SCYR
 0 0 0 0 0 5.26% TUB
0 0 0 0 0 5.26% VIS
0 0 0 0 0 5.26% AZK
0 0 0 0 0 5.26% BBVA
0 0 0 0 0 5.26% BKIA
0 0 0 0 0 5.26% CABK
0 0 0 0 0 5.26% ENO
0 0 0 0 0 5.26% GAS
1 0 0 0 0 5.26% FDR
0 1 0 0 0 5.26% GCO
0 0 1 0 0 5.26% GRF
0 0 0 1 0 5.26%
0 0 0 0 1 5.26%

ENO GAS FDR GCO GRF PAC P1

1.09% 1.30% 3.09% 1.87% 1.50% 3.29% 1.44%
6.31% 6.39% 9.80% 5.87% 6.75% 7.95% 4.39%
0 0 0 0 0 0 5.00%
0 0 0 0 0 0 5.00%
0 0 0 0 0 0 5.00%
0 0 0 0 0 0 5.00%
0 0 0 0 0 0 5.00%
0 0 0 0 0 0 5.00%
0 0 0 0 0 0 5.00%
0 0 0 0 0 0 5.00%
0 0 0 0 0 0 5.00%
0 0 0 0 0 0 5.00%
0 0 0 0 0 0 5.00%
0 0 0 0 0 0 5.00%
0 0 0 0 0 0 5.00%
0 0 0 0 0 0 5.00%
1 0 0 0 0 0 5.00%
0 1 0 0 0 0 5.00%
0 0 1 0 0 0 5.00%
0 0 0 1 0 0 5.00%
0 0 0 0 1 0 5.00%
0 0 0 0 0 1 5.00%
VIS

0.00244564

TUB VIS AZK

0.00715139
-0.0005307 0.00244564
0.00072464 0.0004704 0.01073528

SCYR TUB VIS AZK BBVA

0.01498872
0.00620867 0.00715139
0.00013994 -0.0005307 0.00244564
0.0043222 0.00072464 0.0004704 0.01073528
0.00510258 0.0025638 -1.2102E-06 0.00209736 0.00531297

RIO SCYR TUB VIS AZK BBVA BKIA

0.00294771
0.00072149 0.01498872
0.00053895 0.00620867 0.00715139
0.00027948 0.00013994 -0.0005307 0.00244564
0.00151437 0.0043222 0.00072464 0.0004704 0.01073528
0.00087316 0.00510258 0.0025638 -1.2102E-06 0.00209736 0.00531297
0.0012094 0.0014727 0.00142511 -0.0005935 0.00416224 0.00657731 0.04406087

NHH RIO SCYR TUB VIS AZK BBVA BKIA

0.00828619
0.00062848 0.00294771
0.00591665 0.00072149 0.01498872
0.00231525 0.00053895 0.00620867 0.00715139
0.00048081 0.00027948 0.00013994 -0.0005307 0.00244564
0.00296831 0.00151437 0.0043222 0.00072464 0.0004704 0.01073528
0.00310659 0.00087316 0.00510258 0.0025638 -1.2102E-06 0.00209736 0.00531297
0.0049606 0.0012094 0.0014727 0.00142511 -0.0005935 0.00416224 0.00657731 0.04406087
0.0037888 0.00061595 0.00514285 0.00291451 -0.0008477 0.00337088 0.00510044 0.00869488

MCM NHH RIO SCYR TUB VIS AZK BBVA

0.00644627
0.00197025 0.00828619
0.00012356 0.00062848 0.00294771
0.00120341 0.00591665 0.00072149 0.01498872
0.00139779 0.00231525 0.00053895 0.00620867 0.00715139
2.7364E-05 0.00048081 0.00027948 0.00013994 -0.0005307 0.00244564
0.00128246 0.00296831 0.00151437 0.0043222 0.00072464 0.0004704 0.01073528
0.00118095 0.00310659 0.00087316 0.00510258 0.0025638 -1.2102E-06 0.00209736 0.00531297
-0.00255 0.0013808 0.00391594 0.00097105 0.00250496 -0.0010695 0.00761027 0.00150023
-0.0003968 -0.000392 0.00021962 -0.0006573 0.00142839 0.00177871 3.4731E-05 6.6193E-05
0.00141394 0.00161694 0.0002479 0.00376997 0.00274772 -1.2261E-05 0.00194606 0.00162835

MAP MCM NHH RIO SCYR TUB VIS AZK

0.00543705
0.00049676 0.00644627
0.00271691 0.00197025 0.00828619
0.00025981 0.00012356 0.00062848 0.00294771
0.00444612 0.00120341 0.00591665 0.00072149 0.01498872
0.00220337 0.00139779 0.00231525 0.00053895 0.00620867 0.00715139
-0.0001451 2.7364E-05 0.00048081 0.00027948 0.00013994 -0.0005307 0.00244564
0.0017008 0.00128246 0.00296831 0.00151437 0.0043222 0.00072464 0.0004704 0.01073528
0.00315899 0.00118095 0.00310659 0.00087316 0.00510258 0.0025638 -1.2102E-06 0.00209736
-0.0016806 -0.00255 0.0013808 0.00391594 0.00097105 0.00250496 -0.0010695 0.00761027
0.00032856 -0.0003968 -0.000392 0.00021962 -0.0006573 0.00142839 0.00177871 3.4731E-05
0.00119106 0.00141394 0.00161694 0.0002479 0.00376997 0.00274772 -1.2261E-05 0.00194606
0.00261827 0.00205833 0.00177542 0.00021788 0.00380939 0.00235811 -2.2943E-05 0.00082018

IBE MAP MCM NHH RIO SCYR TUB VIS

0.00235771
0.00153149 0.00543705
0.00118318 0.00049676 0.00644627
0.00149746 0.00271691 0.00197025 0.00828619
 -9.419E-05 0.00025981 0.00012356 0.00062848 0.00294771
0.00257713 0.00444612 0.00120341 0.00591665 0.00072149 0.01498872
0.0008367 0.00220337 0.00139779 0.00231525 0.00053895 0.00620867 0.00715139
0.00012535 -0.0001451 2.7364E-05 0.00048081 0.00027948 0.00013994 -0.0005307 0.00244564
0.00029673 0.0017008 0.00128246 0.00296831 0.00151437 0.0043222 0.00072464 0.0004704
0.0013382 0.00315899 0.00118095 0.00310659 0.00087316 0.00510258 0.0025638 -1.2102E-06
0.00231177 -0.0016806 -0.00255 0.0013808 0.00391594 0.00097105 0.00250496 -0.0010695
-0.0008036 0.00032856 -0.0003968 -0.000392 0.00021962 -0.0006573 0.00142839 0.00177871
7.8892E-06 0.00119106 0.00141394 0.00161694 0.0002479 0.00376997 0.00274772 -1.2261E-05
0.00196025 0.00261827 0.00205833 0.00177542 0.00021788 0.00380939 0.00235811 -2.2943E-05
0.00093627 0.00221644 0.00254879 0.00293299 0.00021024 0.00285871 0.0032826 9.8687E-05

IBG IBE MAP MCM NHH RIO SCYR TUB

0.00249317
0.00020669 0.00235771
0.00163672 0.00153149 0.00543705
0.00086022 0.00118318 0.00049676 0.00644627
0.000959 0.00149746 0.00271691 0.00197025 0.00828619
0.00040519 -9.419E-05 0.00025981 0.00012356 0.00062848 0.00294771
0.00125004 0.00257713 0.00444612 0.00120341 0.00591665 0.00072149 0.01498872
0.00068592 0.0008367 0.00220337 0.00139779 0.00231525 0.00053895 0.00620867 0.00715139
-1.3277E-05 0.00012535 -0.0001451 2.7364E-05 0.00048081 0.00027948 0.00013994 -0.0005307
0.00194109 0.00029673 0.0017008 0.00128246 0.00296831 0.00151437 0.0043222 0.00072464
0.00061675 0.0013382 0.00315899 0.00118095 0.00310659 0.00087316 0.00510258 0.0025638
0.00153897 0.00231177 -0.0016806 -0.00255 0.0013808 0.00391594 0.00097105 0.00250496
0.00099985 -0.0008036 0.00032856 -0.0003968 -0.000392 0.00021962 -0.0006573 0.00142839
0.00093422 7.8892E-06 0.00119106 0.00141394 0.00161694 0.0002479 0.00376997 0.00274772
0.00081015 0.00196025 0.00261827 0.00205833 0.00177542 0.00021788 0.00380939 0.00235811
0.00089651 0.00093627 0.00221644 0.00254879 0.00293299 0.00021024 0.00285871 0.0032826
0.00113076 0.00112337 0.00248497 0.00100606 0.00309019 0.00038139 0.0035632 0.00123401

IDR IBG IBE MAP MCM NHH RIO SCYR

0.00668703
0.00141064 0.00249317
0.00102111 0.00020669 0.00235771
0.00247709 0.00163672 0.00153149 0.00543705
0.00145584 0.00086022 0.00118318 0.00049676 0.00644627
0.00227895 0.000959 0.00149746 0.00271691 0.00197025 0.00828619
0.00010785 0.00040519 -9.419E-05 0.00025981 0.00012356 0.00062848 0.00294771
0.00350584 0.00125004 0.00257713 0.00444612 0.00120341 0.00591665 0.00072149 0.01498872
 0.0018721 0.00068592 0.0008367 0.00220337 0.00139779 0.00231525 0.00053895 0.00620867
8.2611E-05 -1.3277E-05 0.00012535 -0.0001451 2.7364E-05 0.00048081 0.00027948 0.00013994
0.00230967 0.00194109 0.00029673 0.0017008 0.00128246 0.00296831 0.00151437 0.0043222
0.00186283 0.00061675 0.0013382 0.00315899 0.00118095 0.00310659 0.00087316 0.00510258
0.00110875 0.00153897 0.00231177 -0.0016806 -0.00255 0.0013808 0.00391594 0.00097105
0.00386266 0.00099985 -0.0008036 0.00032856 -0.0003968 -0.000392 0.00021962 -0.0006573
0.00087678 0.00093422 7.8892E-06 0.00119106 0.00141394 0.00161694 0.0002479 0.00376997
0.00189429 0.00081015 0.00196025 0.00261827 0.00205833 0.00177542 0.00021788 0.00380939
0.0028175 0.00089651 0.00093627 0.00221644 0.00254879 0.00293299 0.00021024 0.00285871
0.00085782 0.00113076 0.00112337 0.00248497 0.00100606 0.00309019 0.00038139 0.0035632
0.00114805 0.0007555 0.00103484 0.00142046 0.00079754 0.00226354 0.00037868 0.00128621

IDR IBG IBE MAP MCM NHH RIO

IDR 0.00668703
IBG 0.00141064 0.00249317
IBE 0.00102111 0.00020669 0.00235771
MAP 0.00247709 0.00163672 0.00153149 0.00543705
MCM 0.00145584 0.00086022 0.00118318 0.00049676 0.00644627
NHH 0.00227895 0.000959 0.00149746 0.00271691 0.00197025 0.00828619
RIO 0.00010785 0.00040519 -9.419E-05 0.00025981 0.00012356 0.00062848 0.00294771
SCYR 0.00350584 0.00125004 0.00257713 0.00444612 0.00120341 0.00591665 0.00072149
TUB 0.0018721 0.00068592 0.0008367 0.00220337 0.00139779 0.00231525 0.00053895
VIS 8.2611E-05 -1.3277E-05 0.00012535 -0.0001451 2.7364E-05 0.00048081 0.00027948
AZK 0.00230967 0.00194109 0.00029673 0.0017008 0.00128246 0.00296831 0.00151437
BBVA 0.00186283 0.00061675 0.0013382 0.00315899 0.00118095 0.00310659 0.00087316
BKIA 0.00110875 0.00153897 0.00231177 -0.0016806 -0.00255 0.0013808 0.00391594
CABK 0.00386266 0.00099985 -0.0008036 0.00032856 -0.0003968 -0.000392 0.00021962
ENO 0.00087678 0.00093422 7.8892E-06 0.00119106 0.00141394 0.00161694 0.0002479
GAS 0.00189429 0.00081015 0.00196025 0.00261827 0.00205833 0.00177542 0.00021788
FDR 0.0028175 0.00089651 0.00093627 0.00221644 0.00254879 0.00293299 0.00021024
GCO 0.00085782 0.00113076 0.00112337 0.00248497 0.00100606 0.00309019 0.00038139
GRF 0.00114805 0.0007555 0.00103484 0.00142046 0.00079754 0.00226354 0.00037868
PAC 0.00171137 0.00189932 0.00065382 0.00206218 0.00115623 0.00345631 0.00025692
CABK

0.00810836

BKIA CABK ENO

0.00516807
-0.0016783 0.00486206
-0.0006225 0.00182098 0.00391062

BBVA BKIA CABK ENO GAS

0.00531297
0.00150023 0.00516807
6.6193E-05 -0.0016783 0.00486206
0.00162835 -0.0006225 0.00182098 0.00391062
0.00216253 0.00533667 0.0027744 0.00107302 0.00401945

AZK BBVA BKIA CABK ENO GAS FDR

0.01073528
0.00209736 0.00531297
0.00761027 0.00150023 0.00516807
3.4731E-05 6.6193E-05 -0.0016783 0.00486206
0.00194606 0.00162835 -0.0006225 0.00182098 0.00391062
0.00082018 0.00216253 0.00533667 0.0027744 0.00107302 0.00401945
0.00147285 0.0011397 0.00201245 0.0017477 0.00240364 0.00193733 0.00943593

VIS AZK BBVA BKIA CABK ENO GAS FDR

0.00244564
0.0004704 0.01073528
-1.2102E-06 0.00209736 0.00531297
-0.0010695 0.00761027 0.00150023 0.00516807
0.00177871 3.4731E-05 6.6193E-05 -0.0016783 0.00486206
-1.2261E-05 0.00194606 0.00162835 -0.0006225 0.00182098 0.00391062
-2.2943E-05 0.00082018 0.00216253 0.00533667 0.0027744 0.00107302 0.00401945
9.8687E-05 0.00147285 0.0011397 0.00201245 0.0017477 0.00240364 0.00193733 0.00943593
8.1676E-05 0.00268632 0.00220485 0.00231099 0.00309847 0.00130323 0.00107572 0.00107619

TUB VIS AZK BBVA BKIA CABK ENO GAS

0.00715139
-0.0005307 0.00244564
0.00072464 0.0004704 0.01073528
0.0025638 -1.2102E-06 0.00209736 0.00531297
0.00250496 -0.0010695 0.00761027 0.00150023 0.00516807
0.00142839 0.00177871 3.4731E-05 6.6193E-05 -0.0016783 0.00486206
0.00274772 -1.2261E-05 0.00194606 0.00162835 -0.0006225 0.00182098 0.00391062
0.00235811 -2.2943E-05 0.00082018 0.00216253 0.00533667 0.0027744 0.00107302 0.00401945
0.0032826 9.8687E-05 0.00147285 0.0011397 0.00201245 0.0017477 0.00240364 0.00193733
0.00123401 8.1676E-05 0.00268632 0.00220485 0.00231099 0.00309847 0.00130323 0.00107572
-0.0007079 0.00107797 0.00223991 0.0009644 0.00183843 0.00067147 -0.0001402 0.00049012

SCYR TUB VIS AZK BBVA BKIA CABK ENO

0.01498872
0.00620867 0.00715139
0.00013994 -0.0005307 0.00244564
0.0043222 0.00072464 0.0004704 0.01073528
0.00510258 0.0025638 -1.2102E-06 0.00209736 0.00531297
0.00097105 0.00250496 -0.0010695 0.00761027 0.00150023 0.00516807
-0.0006573 0.00142839 0.00177871 3.4731E-05 6.6193E-05 -0.0016783 0.00486206
0.00376997 0.00274772 -1.2261E-05 0.00194606 0.00162835 -0.0006225 0.00182098 0.00391062
0.00380939 0.00235811 -2.2943E-05 0.00082018 0.00216253 0.00533667 0.0027744 0.00107302
0.00285871 0.0032826 9.8687E-05 0.00147285 0.0011397 0.00201245 0.0017477 0.00240364
0.0035632 0.00123401 8.1676E-05 0.00268632 0.00220485 0.00231099 0.00309847 0.00130323
0.00128621 -0.0007079 0.00107797 0.00223991 0.0009644 0.00183843 0.00067147 -0.0001402
0.00463087 0.00271544 0.00066481 0.00132143 0.00169108 -0.0009062 0.00226377 0.00193825
GCO

0.00339246

FDR GCO GRF

0.00943593
0.00107619 0.00339246
-0.0003379 0.00134124 0.00447429

GAS FDR GCO GRF PAC

0.00401945
0.00193733 0.00943593
0.00107572 0.00107619 0.00339246
0.00049012 -0.0003379 0.00134124 0.00447429
0.00162444 0.00172137 0.00172969 0.00146766 0.00620941
Acciones Riesgo
1 8.25%
2 5.51% Riesgo
3 4.35%
9.00%
4 4.60%
8.00%
5 4.40%
6 4.58% 7.00%
7 3.99% 6.00%
5.00% Ri
8 4.61%
9 4.61% 4.00%
10 4.22% 3.00%
11 4.31% 2.00%
12 4.36% 1.00%
13 4.80% 0.00%
14 4.92% 0 5 10 15 20 25
15 4.31%
16 4.30%
17 4.33%
18 4.32% El profesor Evans se encuentra en lo correcto afirmando que en la medida que se
19 4.20% resultado que indica que luego de invertir en 10 acciones distintas se llega a una s
20 4.39%
 Riesgo

20 25

que en la medida que se aumenta el numero de acciones del portafolio el riesgo disminuye, llegando a un
s distintas se llega a una situacion donde solo queda el riesgo sistematico que fluctua entre el 4,22% y el 4,92%