Project FileDateSensexDaily ReturnAxis BankBajaj AutoBharti AirtelBHELCiplaCoal IndiaDRReddyGAILHindalcoHero MotocorpHULHDFCHDFC BankICICI BankITCInfosysL&TM&MMarutiNTPCONGCRILSBISSLTSun PharmaTata MotorsTata PowerTata SteelTCSWipro28-Feb-1529361.500.480.45Mean Return34.78613.40613.408.158.12Mean Return94.192161.800.530.50Mean Return14.10357.200.490.4625.43262.15-3.210.0057.08681.501.841.8162.68393.85-0.400.0052.763349.652.292.2620.57413.501.501.4716.14153.05-1.390.0045.872682.650.460.4335.04909.802.592.5654.681336.15-0.810.0053.781067.851.291.2649.39345.55345.553.153.1255.75361.25-8.270.0012.472294.852294.851.261.2322.601766.900.470.4451.981291.501.020.9934.383618.250.340.3086.18155.75-1.640.0037.29324.950.020.0017.22866.251.241.2110.49301.60301.600.550.5273.91217.600.250.2229.68911.003.623.5952.76593.653.153.1241.4086.95-0.400.0016.88355.651.311.288.242675.300.430.4020.67659.250.730.7014.7127-Feb-1529220.121.651.62Standard Deviation13.07567.15567.152.662.63Standard Deviation29.182150.450.730.69Standard Deviation20.47355.451.721.6925.70270.852.382.3542.91669.201.511.4824.95395.452.932.9031.203274.700.880.8524.94407.40-1.070.0030.44155.203.673.6441.362670.351.701.6725.81886.80-0.150.0023.811347.100.100.0726.951054.201.371.3419.92335.00335.004.254.2227.45393.80-0.470.0024.302266.352266.350.300.2726.191758.554.674.6428.541278.502.192.1627.423606.152.752.7224.50158.353.403.3627.42324.901.801.7734.09855.651.591.5624.29299.95299.953.593.5631.59217.054.204.1738.64879.201.531.5031.20575.502.732.7029.6587.305.435.4035.38351.051.621.5932.602663.750.280.2523.88654.45-0.360.0023.7626-Feb-1528746.65-0.900.00Beta by Covariance552.45552.45-0.050.00Beta by Covariance1.392134.95-2.100.00Beta by Covariance0.53349.450.470.440.68264.55-3.470.001.66659.25-2.510.000.61384.20-0.700.001.123246.10-0.880.000.27411.801.571.531.12149.70-2.480.001.612625.650.000.000.84888.15-1.420.000.231345.700.350.321.271039.95-1.200.000.99321.35321.35-0.260.001.57395.65-0.980.000.482259.502259.50-2.530.000.381680.05-1.040.001.491251.10-1.160.000.853509.55-1.940.001.02153.154.904.870.97319.150.630.601.43842.25-0.150.001.30289.55289.55-2.030.001.59208.30-1.090.001.40865.95-2.850.001.12560.20-1.260.001.4782.80-0.240.001.55345.45-1.620.001.432656.35-0.560.000.41656.80-1.040.000.3525-Feb-1529007.990.010.00Beta by Slope552.75552.750.220.19Beta by Slope1.392180.80-0.510.00Beta by Slope0.53347.801.361.320.68274.05-1.310.001.66676.20-0.120.000.61386.900.660.631.123274.95-2.480.000.27405.450.200.171.12153.50-0.130.001.612625.55-0.970.000.84900.90-1.430.000.231341.002.432.391.271052.60-1.350.000.99322.20322.20-1.120.001.57399.550.930.900.482318.052318.051.751.720.381697.70-1.310.001.491265.750.820.790.853578.85-0.270.001.02146.00-0.340.000.97317.150.570.541.43843.550.210.181.30295.55295.55-0.200.001.59210.60-0.570.001.40891.35-2.000.001.12567.350.410.381.4783.00-1.830.001.55351.15-2.300.001.432671.30-1.320.000.41663.701.711.680.3524-Feb-1529004.660.100.07Sharpe Ratio2.07551.55551.550.380.35Sharpe Ratio2.962191.950.330.30Sharpe Ratio0.31343.15-1.010.000.69277.701.781.751.15677.001.231.192.20384.350.130.101.443358.30-0.670.000.52404.651.191.160.28153.70-0.710.000.922651.200.170.131.06913.953.153.121.971309.25-0.040.001.711067.000.040.012.09325.85325.85-0.940.001.75395.851.461.430.202278.152278.150.330.300.571720.252.032.001.551255.45-0.460.000.973588.601.091.063.20146.500.310.281.08315.35-2.980.000.28841.75-1.100.000.11296.15296.15-0.030.002.10211.80-3.490.000.57909.550.090.061.44565.05-1.550.001.1484.55-0.590.000.26359.40-2.080.000.022707.150.450.420.54652.550.520.480.2923-Feb-1528975.11-0.880.00Treynor Index549.45549.45-2.040.00Treynor Index62.282184.75-1.110.00Treynor Index11.98346.65-0.890.0026.09272.85-0.850.0029.77668.80-0.850.0089.79383.850.300.2740.313381.00-0.610.0047.42399.90-2.220.007.51154.80-1.020.0023.772646.80-0.490.0032.69886.05-1.570.00205.581309.80-1.770.0036.371066.60-0.550.0042.03328.95328.95-0.660.0030.63390.15-1.450.009.832270.702270.70-0.600.0039.481685.950.490.4529.761261.200.990.9631.383549.85-0.080.0077.17146.050.450.4230.55325.05-1.870.006.65851.15-2.530.002.14296.25296.25-1.990.0041.70219.450.940.9115.71908.70-0.660.0040.31573.95-0.840.0022.9985.05-1.050.005.93367.05-2.040.000.372695.050.760.7231.96649.20-0.160.0019.8320-Feb-1529231.41-0.780.00Sortino Ratio3.20560.90560.90-0.780.00Sortino Ratio4.192209.30-0.630.00Sortino 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