A B C D E F G H J K 1 Monthly returns (10 Assets) 2 Date P1 P2 P3 P4 P5 P6 P7 P8 P9 P10 3 192701 -0.55% -0.12% -0.10% 4 192702 4.45% 2.66% 7.57% 5 192703 0.71% -0.42% 3.13% 6 192704 3.94% -0.41% 4.36% -1.65% 7 192705 5.74% 5.31% 5.11% 4.71% 8 192706 0.92% -1.21% -3.00% -3.18% 9 192707 11.47% 8.89% 6.64% 4.58% 5.73% 7.83% 8.87% 10 192708 6.61% 2.96% 1.33% 1.96% 1.37% -0.52% 1.30% 0.71% -1.65% 0.87% -0.12% 3.03% 4.69% 3.22% 3.77% 2.96% 5.00% 6.91% 8.06% 0.38% -1.78% 1.08% 1.02% -3.48% -3.04% -1.11% 0.30% 0.35% -1.16% 2.22% 0.66% 5.21% 5.28% 5.15% 8.93% 8.07% 10.85% -2.65% -2.73% -2.66% -2.07% -2.13% -2.83% 6.62% 7.49% 6.09% 0.37% -3.89% 7.51% 12.04% 0.67% -1.60% 11 192709 7.44% 3.00% 4.31% 2.80% 6.31% 3.76% 3.28% 4.49% 5.85% 6.67% 12 192710 -3.97% -4.94% -2.08% -2.37% -3.99% -3.25% -7.15% -4.30% -11.51% -9.71% 13 192711 7.43% 6.72% 7.03% 6.93% 6.32% 6.57% 7.82% 6.35% 8.51% 9.70% 14 192712 3.29% 1.39% 2.42% 1.29% 1.90% 1.72% 2.67% 2.16% 6.30% 4.68% 15 192801 -1.45% 0.70% 0.27% -0.15% -0.87% 0.57% -0.07% -1.16% -0.63% -3.43% 16 192802 -0.11% -2.06% -0.81% -0.60% -0.77% -0.93% -2.59% -1.74% -5.27% -5.55% 17 192803 17.25% 11.70% 6.16% 5.99% 7.27% 5.74% 5.56% 18 192804 0.95% 4.17% 4.89% 11.03% 8.46% 2.72% 2.02% 6.05% 12.95% 11.19% 4.79% 4.61% 9.91% 19 192805 3.89% -0.49% 3.23% -0.75% -0.47% 0.58% 0.95% 1.68% -0.87% 0.48% 20 192806 -3.58% -3.71% -3.92% -4.37% -3.85% -3.92% -5.69% -4.79% -8.39% -5.84% 21 192807 0.82% 3.32% 0.72% -0.52% -0.40% 0.66% 0.63% 0.58% 0.63% -0.35% 22 192808 8.10% 10.38% 8.56% 5.74% 7.40% 4.37% 4.09% 6.36% 5.83% 6.97% 23 192809 3.18% 2.59% 3.03% 1.51% 3.57% 1.88% 0.93% 3.11% 7.65% 5.34% 24 192810 1.43% 2.04% 1.11% 3.22% 1.20% 0.97% 25 192811 10.70% 13.35% 9.90% 11.26% 18.82% 13.09% -0.18% 2.46% 8.22% 11.25% 2.95% -4.53% 16.44% 10.41% 26 192812 0.83% 0.83% 1.35% 1.44% 0.38% -1.58% 0.37% 2.07% -0.93% 0.72%