Precios

Períodos Vulcano Romulo Tierra Rentabilidad

Aug-19 12,535.00 5,150.40 930.63 Vulcano Romulo
Sep-19 12,036.00 5,169.90 1,042.20 -3.98% 0.38%
Oct-19 13,374.59 5,542.97 1,267.17 11.12% 7.22%
Nov-19 13,346.47 5,382.42 1,203.56 -0.21% -2.90%
Dec-19 13,053.90 5,596.77 1,162.50 -2.19% 3.98%
Jan-20 12,439.79 5,675.29 1,126.39 -4.70% 1.40%
Feb-20 13,167.37 5,180.63 1,013.86 5.85% -8.72%
Mar-20 13,840.29 5,355.04 1,152.66 5.11% 3.37%
Apr-20 14,950.58 5,854.40 1,152.96 8.02% 9.33%
May-20 15,323.51 5,639.93 1,205.11 2.49% -3.66%
Jun-20 15,574.86 5,606.07 1,218.85 1.64% -0.60%
Jul-20 14,665.74 5,567.75 1,194.09 -5.84% -0.68%
Aug-20 13,859.56 6,025.38 1,208.06 -5.50% 8.22%

Matriz Varianza -Covarianza Poblaci

Vulcano Romulo Tierra
Retorno 0.98% 1.44% 2.55% Vulcano
Varianza 0.003206956 0.002813342 0.008116418 Romulo
D.E. 5.66% 5.30% 9.01% Tierra

Factor

Matriz Varianza -Covarianza Muestr

Vulcano
Romulo
Tierra
entabilidad Rentabilidad (LN)
Tierra Vulcano Romulo Tierra
11.99% 1
21.59% 2
-5.02% 3
-3.41% 4
-3.11% 5
-9.99% 6
13.69% 7
0.03% 8
4.52% 9
1.14% 10
-2.03% 11
1.17% 12

atriz Varianza -Covarianza Poblacional

Vulcano Romulo Tierra
0.00293971 0.000305671 0.001797642 Vulcano Romulo Tierra
0.000305671 0.002578896 0.001999316 Vulcano 1
0.001797642 0.001999316 0.00744005 Romulo 0.111015705 1
Tierra 0.384382062 0.456432603 1
n/n-1 1.090909091

atriz Varianza -Covarianza Muestral

Vulcano Romulo Tierra
0.003206956 0.000333459 0.001961064
0.000333459 0.002813342 0.002181072
0.001961064 0.002181072 0.008116418
Chart Title
1200.00%

1000.00%

800.00%

600.00%

400.00%

200.00%

0.00%
0.00% 200.00% 400.00% 600.00% 800.00% 1000.00% 1
00% 1000.00% 1200.00%
 Precios
Períodos Vulcano Romulo Tierra Rentabilidad
Aug-19 12,535.00 5,150.40 930.63 Vulcano Romulo Tierra
Sep-19 12,036.00 5,169.90 1,042.20 -3.98% 0.38% 11.99%
Oct-19 13,374.59 5,542.97 1,267.17 11.12% 7.22% 21.59%
Nov-19 13,346.47 5,382.42 1,203.56 -0.21% -2.90% -5.02%
Dec-19 13,053.90 5,596.77 1,162.50 -2.19% 3.98% -3.41%
Jan-20 12,439.79 5,675.29 1,126.39 -4.70% 1.40% -3.11%
Feb-20 13,167.37 5,180.63 1,013.86 5.85% -8.72% -9.99%
Mar-20 13,840.29 5,355.04 1,152.66 5.11% 3.37% 13.69%
Apr-20 14,950.58 5,854.40 1,152.96 8.02% 9.33% 0.03%
May-20 15,323.51 5,639.93 1,205.11 2.49% -3.66% 4.52%
Jun-20 15,574.86 5,606.07 1,218.85 1.64% -0.60% 1.14%
Jul-20 14,665.74 5,567.75 1,194.09 -5.84% -0.68% -2.03%
Aug-20 13,859.56 6,025.38 1,208.06 -5.50% 8.22% 1.17%

Vulcano Romulo Tierra

Retorno 0.84% 1.31% 2.17%
Varianza 0.00310029 0.0027707 0.00730776
D.E. 5.57% 5.26% 8.55%

Matriz Varianza - Covarianza: Poblacional

Vulcano Romulo Tierra

Vulcano 0.00284193 0.00022344 0.00154246
Romulo 0.00022344 0.00253981 0.00196366
Tierra 0.00154246 0.00196366 0.00669878 Factor n/n-1

Factor n/n-1 1.09090909 1.00970874

Matriz Varianza - Covarianza: Muestra
Vulcano Romulo Tierra
Vulcano 0.00310029 0.00024375 0.00168269
Romulo 0.00024375 0.0027707 0.00214218
Tierra 0.00168269 0.00214218 0.00730776

Pesos

Vulcano Romulo Tierra Total

Pesos 24% 51% 25% 100%

Rentabilidad 1.406%
Varianza 0.00214676
D.E. 4.633%
 D.E Retorno
Cartera Min V 3.98% 1.09%
1 4.63% 1.41% Rango R 4.57%
2 5.29% 1.58%
3 5.94% 1.73%
4 6.59% 1.86%
5 7.24% 1.98%
6 7.90% 2.08%
Cartera de Máximo Retorno 8.55% 2.17%
 Rentabilidad (LN)
Vulcano Romulo Tierra
-4.06% 0.38% 11.32% 1
10.55% 6.97% 19.55% 2
-0.21% -2.94% -5.15% 3
-2.22% 3.91% -3.47% 4
-4.82% 1.39% -3.16% 5
5.68% -9.12% -10.53% 6
4.98% 3.31% 12.83% 7
7.72% 8.92% 0.03% 8
2.46% -3.73% 4.42% 9
1.63% -0.60% 1.13% 10
-6.01% -0.69% -2.05% 11
-5.65% 7.90% 1.16% 12

Vulcano Romulo Tierra

Vulcano 0.00284193 0.00022344 0.00154246
Romulo 0.00022344 0.00253981 0.00196366
Tierra 0.00154246 0.00196366 0.00669878

1.09090909

Vulcano Romulo Tierra

Vulcano 0.00310029 0.00024375 0.00168269
Romulo 0.00024375 0.0027707 0.00214218
Tierra 0.00168269 0.00214218 0.00730776

Vulcano Romulo Tierra

Vulcano
Romulo
Tierra
0.00652553
Retorno
2.50%

2.00%

1.50%

1.00%

0.50%

0.00%
3.00% 4.00% 5.00% 6.00% 7.00% 8.00% 9.00%
00% 9.00%
 Precios
Períodos Vulcano Romulo Tierra Rentabilidad
Aug-19 12,535.00 5,150.40 930.63 Vulcano
Sep-19 12,036.00 5,169.90 1,042.20 -3.98%
Oct-19 13,374.59 5,542.97 1,267.17 11.12%
Nov-19 13,346.47 5,382.42 1,203.56 -0.21%
Dec-19 13,053.90 5,596.77 1,162.50 -2.19%
Jan-20 12,439.79 5,675.29 1,126.39 -4.70%
Feb-20 13,167.37 5,180.63 1,013.86 5.85%
Mar-20 13,840.29 5,355.04 1,152.66 5.11%
Apr-20 14,950.58 5,854.40 1,152.96 8.02%
May-20 15,323.51 5,639.93 1,205.11 2.49%
Jun-20 15,574.86 5,606.07 1,218.85 1.64%
Jul-20 14,665.74 5,567.75 1,194.09 -5.84%
Aug-20 13,859.56 6,025.38 1,208.06 -5.50%
E (C) 0.98%

n
Factor

Cartera de minima varianza

 Cartera máximo retorno

* Renta fija se conoce

sobre la par sobre el monto del bono pero se calcula sobre el
bajo la par bajo el monto del vono monto original en la carátula

Indice de sharp cartera mezclada con bono la mejor opción posible

Rentabilidad Rentabilidad (LN)
Romulo Tierra Vulcano Romulo Tierra
0.38% 11.99% -4.06% 0.38% 11.32%
7.22% 21.59% 10.55% 6.97% 19.55%
-2.90% -5.02% -0.21% -2.94% -5.15%
3.98% -3.41% -2.22% 3.91% -3.47%
1.40% -3.11% -4.82% 1.39% -3.16%
-8.72% -9.99% 5.68% -9.12% -10.53%
3.37% 13.69% 4.98% 3.31% 12.83%
9.33% 0.03% 7.72% 8.92% 0.03%
-3.66% 4.52% 2.46% -3.73% 4.42%
-0.60% 1.14% 1.63% -0.60% 1.13%
-0.68% -2.03% -6.01% -0.69% -2.05%
8.22% 1.17% -5.65% 7.90% 1.16%
1.44% 2.55% 0.84% 1.31% 2.17%

Matriz varianza - covarianza (Poblacional)

Vulcano Romulo Tierra
12 Vulcano 0.002939709585496 0.000305671 0.001797642
n/(n-1) 1.0909090909 Romulo 0.000305670541113 0.002578896 0.001999316
Tierra 0.001797642164837 0.001999316 0.00744005

La diagonal representa las varianzas

(Muestral)
Vulcano Romulo Tierra A
Vulcano 0.00320695591145 0.000333459 0.001961064
Romulo 0.000333458772123 0.002813342 0.002181072
Tierra 0.001961064179822 0.002181072 0.008116418

Vulcano Romulo Tierra

Rentabilidad 0.98% 1.44% 2.55%

Pesos Vulcano Romulo Tierra Total

B 0% 13% 87% 100%

método 1 E (C) 2.41%

método 2 2.41%
B (ELEVADO A 2) XA 0.001752780525622 0.002261984 0.007356875
Varianza 0.00670488525756
D.E. 8.19%

Rentabilidad D.E.
1.23% 4.08% Rango 4.93%
1.65% 4.90% Intervalos 6
1.88% 5.72% R/I 0.00821667
2.08% 6.55%
 2.25% 7.37%
2.41% 8.19%
2.55% 9.01%

Gráfico de Frontera
Eficiente
3.00%
2.50%
2.00%
1.50%
1.00%
0.50%
0.00%
3.00% 4.00% 5.00% 6.00% 7.00% 8.00% 9.00% 10.00%
Poblacional)