1. Calculate your daily, weekly and contest holding period return. (Hint: Via the My Portfolio Tab and the Graph My Portfolio link, you can find a link to Historical Portfolio Values. Copy and Paste this data into an Excel Spreadsheet. Paste Special as Unicode text.)

For the contest period, what is your portfolios Sharpe Ratio? (Hint: You will need to calculate the standard deviation of your portfolio return).

For the same time period, calculate the Sharpe Ratio for the S&P 500 (Hint: You will need to calculate the return and standard deviation for the S&P500 for that time period. You can find data on finance.yahoo.com.)

Relative to the S&P500, calculate your portfolio alpha.

Create a graph which plots the total market value of your portfolio over time relative to the S&P 500. Did you over- or under- perform relative to the index? Why? Explain?

1 1-month historical portfolio value value HPR Daily 2 Date 3 l 9/15/16 $1,000,000.00 0.000000000 4 9/16/16 $1,000,082.19 0.008219000% 5 9/17/16 $1,000,164.39 0.008219324% 6 9/18/16 $1,000,246.60 0.008219649% 7 9/19/16 $1,000,328.81 0.008218973% 8 9/20/16 $1,000,411.03 0.008219297% 9 9/21/16 $1,000,493.26 0.008219621 10 9/22/16 $1,000,575.49 0.008218946% 11 9/23/16 $1,000,657.73 0.0082219270% 12 9/24/16 $1,000,739.98 0.008219594% 13 9/25/16 $1,000,822.23 0.008218918% 14 9/26/16 $1,000,904.49 0.008219242% 15 9/27/16 $1,000,986.76 0.008219565% 16 9/28/16 $1,001,069.03 0.008218890% 17 9/29/16 $1,001,151.31 0.008219213% 18 9/30/16 $1,001,233.60 0.008219537% 19 10/1/16 $1,001,315.89 0.008218861% 20 10/2/16 $1,001,398.19 0.008219184% 21 10/3/16 $1,001,480.50 0.008219508% 22 10/4/16 $1,001,562.81 0.008218832% 23 10/5/16 $1,001,645.13 0.008219155% 24 10/6/16 $1,001,727.46 0.008219478% 25 10/7/16 $1,001,809.79 0.008218802%