Question
For the following questions, be prepared to show your work in an Excel worksheet. Provide clarifying comments when necessary. Part I: Empirical Market Returns The
For the following questions, be prepared to show your work in an Excel worksheet. Provide clarifying comments when necessary. Part I: Empirical Market Returns The Excel workbook titled 'Market_Returns.xlsx' contains historical monthly returns on the aggregate stock market (Mkt Return) and the monthly return on very short term US treasuries (Risk free return) going back to January 1927. Use this data answer the following questions:
1) Compute historical average arithmetic and geometric returns, and std deviations for the stock market and short-term treasuries. What does the distribution of monthly returns for the stock market look like? How does it compare to a normal distribution? You can use the FREQUENCY function in Excel to compute a histogram. You can use NORMDIST and NORMINV functions for the normal distribution.
2) What is the 5% Value at Risk for the stock market using historical returns? What is the Expected shortfall at 5%? What is the Value at Risk at 5% assuming a normal distribution?
Date | year | month | Market Return | Risk free Return |
1927-01-31 | 1927 | 1 | 0.0019 | 0.0025 |
1927-02-28 | 1927 | 2 | 0.0444 | 0.0026 |
1927-03-31 | 1927 | 3 | 0.0043 | 0.003 |
1927-04-30 | 1927 | 4 | 0.0071 | 0.0025 |
1927-05-31 | 1927 | 5 | 0.0574 | 0.003 |
1927-06-30 | 1927 | 6 | -0.0208 | 0.0026 |
1927-07-30 | 1927 | 7 | 0.0756 | 0.003 |
1927-08-31 | 1927 | 8 | 0.0225 | 0.0028 |
1927-09-30 | 1927 | 9 | 0.0497 | 0.0021 |
1927-10-31 | 1927 | -0.0406 | 0.0025 | |
1927-11-30 | 1927 | 11 | 0.0679 | 0.0021 |
1927-12-31 | 1927 | 12 | 0.0231 | 0.0022 |
1928-01-31 | 1928 | 1 | -0.0043 | 0.0025 |
1928-02-29 | 1928 | 2 | -0.0137 | 0.0033 |
1928-03-31 | 1928 | 3 | 0.091 | 0.0029 |
1928-04-30 | 1928 | 4 | 0.0445 | 0.0022 |
1928-05-31 | 1928 | 5 | 0.0184 | 0.0032 |
1928-06-30 | 1928 | 6 | -0.0454 | 0.0031 |
1928-07-31 | 1928 | 7 | 0.0094 | 0.0032 |
1928-08-31 | 1928 | 8 | 0.07 | 0.0032 |
1928-09-29 | 1928 | 9 | 0.0315 | 0.0027 |
1928-10-31 | 1928 | 10 | 0.0174 | 0.0041 |
1928-11-30 | 1928 | 11 | 0.1219 | 0.0038 |
1928-12-31 | 1928 | 12 | 0.0042 | 0.0006 |
1929-01-31 | 1929 | 1 | 0.05 | 0.0034 |
1929-02-28 | 1929 | 2 | 0.0002 | 0.0036 |
1929-03-28 | 1929 | 3 | -0.0055 | 0.0034 |
1929-04-30 | 1929 | 4 | 0.0179 | 0.0036 |
1929-05-31 | 1929 | 5 | -0.0595 | 0.0044 |
1929-06-29 | 1929 | 6 | 0.1022 | 0.0052 |
1929-07-31 | 1929 | 7 | 0.0479 | 0.0033 |
1929-08-30 | 1929 | 8 | 0.0858 | 0.004 |
1929-09-30 | 1929 | 9 | -0.0512 | 0.0035 |
1929-10-31 | 1929 | 10 | -0.1966 | 0.0046 |
1929-11-27 | 1929 | 11 | -0.1237 | 0.0037 |
1929-12-31 | 1929 | 12 | 0.017 | 0.0037 |
1930-01-31 | 1930 | 1 | 0.0575 | 0.0014 |
1930-02-28 | 1930 | 2 | 0.028 | 0.003 |
1930-03-31 | 1930 | 3 | 0.0745 | 0.0035 |
1930-04-30 | 1930 | 4 | -0.0185 | 0.0021 |
1930-05-29 | 1930 | 5 | -0.014 | 0.0026 |
1930-06-30 | 1930 | 6 | -0.16 | 0.0027 |
1930-07-31 | 1930 | 7 | 0.0432 | 0.002 |
1930-08-29 | 1930 | 8 | 0.0039 | 0.0009 |
1930-09-30 | 1930 | 9 | -0.1253 | 0.0022 |
1930-10-31 | 1930 | 10 | -0.0869 | 0.0009 |
1930-11-29 | 1930 | 11 | -0.0291 | 0.0013 |
1930-12-31 | 1930 | 12 | -0.0769 | 0.0014 |
1931-01-31 | 1931 | 1 | 0.0639 | 0.0015 |
1931-02-28 | 1931 | 2 | 0.1092 | 0.0004 |
1931-03-31 | 1931 | 3 | -0.063 | 0.0013 |
1931-04-30 | 1931 | 4 | -0.099 | 0.0008 |
1931-05-29 | 1931 | 5 | -0.1315 | 0.0009 |
1931-06-30 | 1931 | 6 | 0.1398 | 0.0008 |
1931-07-31 | 1931 | 7 | -0.0656 | 0.0006 |
1931-08-31 | 1931 | 8 | 0.0044 | 0.0003 |
1931-09-30 | 1931 | 9 | -0.291 | 0.0003 |
1931-10-31 | 1931 | 10 | 0.0814 | 0.001 |
1931-11-30 | 1931 | 11 | -0.0891 | 0.0017 |
1931-12-31 | 1931 | 12 | -0.1341 | 0.0012 |
1932-01-30 | 1932 | 1 | -0.0135 | 0.0023 |
1932-02-29 | 1932 | 2 | 0.0569 | 0.0023 |
1932-03-31 | 1932 | 3 | -0.1105 | 0.0016 |
1932-04-30 | 1932 | 4 | -0.1785 | 0.0011 |
1932-05-31 | 1932 | 5 | -0.2045 | 0.0006 |
1932-06-30 | 1932 | 6 | -0.0068 | 0.0002 |
1932-07-30 | 1932 | 7 | 0.3387 | 0.0003 |
1932-08-31 | 1932 | 8 | 0.3709 | 0.0003 |
1932-09-30 | 1932 | 9 | -0.0291 | 0.0003 |
1932-10-31 | 1932 | 10 | -0.1315 | 0.0002 |
1932-11-30 | 1932 | 11 | -0.0586 | 0.0002 |
1932-12-31 | 1932 | 12 | 0.0441 | 0.0001 |
1933-01-31 | 1933 | 1 | 0.0126 | 0.0001 |
1933-02-28 | 1933 | 2 | -0.1527 | -0.0003 |
1933-03-31 | 1933 | 3 | 0.0333 | 0.0004 |
1933-04-29 | 1933 | 4 | 0.3895 | 0.001 |
1933-05-31 | 1933 | 5 | 0.2147 | 0.0004 |
1933-06-30 | 1933 | 6 | 0.1313 | 0.0002 |
1933-07-31 | 1933 | 7 | -0.0961 | 0.0002 |
1933-08-31 | 1933 | 8 | 0.1208 | 0.0003 |
1933-09-30 | 1933 | 9 | -0.1063 | 0.0002 |
1933-10-31 | 1933 | 10 | -0.0835 | 0.0001 |
1933-11-29 | 1933 | 11 | 0.0999 | 0.0002 |
1933-12-30 | 1933 | 12 | 0.0185 | 0.0002 |
1934-01-31 | 1934 | 1 | 0.1265 | 0.0005 |
1934-02-28 | 1934 | 2 | -0.0248 | 0.0002 |
1934-03-31 | 1934 | 3 | 0.0011 | 0.0002 |
1934-04-30 | 1934 | 4 | -0.0178 | 0.0001 |
1934-05-31 | 1934 | 5 | -0.0724 | 0.0001 |
1934-06-30 | 1934 | 6 | 0.0265 | 0.0001 |
1934-07-31 | 1934 | 7 | -0.1095 | 0.0001 |
1934-08-31 | 1934 | 8 | 0.0559 | 0.0001 |
1934-09-29 | 1934 | 9 | -0.0022 | 0.0001 |
1934-10-31 | 1934 | 10 | -0.0165 | 0.0001 |
1934-11-30 | 1934 | 11 | 0.0834 | 0.0001 |
1934-12-31 | 1934 | 12 | 0.0037 | 0.0001 |
1935-01-31 | 1935 | 1 | -0.0344 | 0.0001 |
1935-02-28 | 1935 | 2 | -0.0192 | 0.0002 |
1935-03-30 | 1935 | 3 | -0.0367 | 0.0001 |
1935-04-30 | 1935 | 4 | 0.0907 | 0.0001 |
1935-05-31 | 1935 | 5 | 0.0348 | 0.0001 |
1935-06-29 | 1935 | 6 | 0.0594 | 0.0001 |
1935-07-31 | 1935 | 7 | 0.0752 | 0.0001 |
1935-08-31 | 1935 | 8 | 0.0266 | 0.0001 |
1935-09-30 | 1935 | 9 | 0.0264 | 0.0001 |
1935-10-31 | 1935 | 10 | 0.0704 | 0.0001 |
1935-11-30 | 1935 | 11 | 0.049 | 0.0002 |
1935-12-31 | 1935 | 12 | 0.0457 | 0.0001 |
1936-01-31 | 1936 | 1 | 0.069 | 0.0001 |
1936-02-29 | 1936 | 2 | 0.025 | 0.0001 |
1936-03-31 | 1936 | 3 | 0.0101 | 0.0002 |
1936-04-30 | 1936 | 4 | -0.0812 | 0.0002 |
1936-05-29 | 1936 | 5 | 0.0521 | 0.0002 |
1936-06-30 | 1936 | 6 | 0.0243 | 0.0003 |
1936-07-31 | 1936 | 7 | 0.0668 | 0.0001 |
1936-08-31 | 1936 | 8 | 0.0101 | 0.0002 |
1936-09-30 | 1936 | 9 | 0.0099 | 0.0001 |
1936-10-31 | 1936 | 10 | 0.0714 | 0.0002 |
1936-11-30 | 1936 | 11 | 0.0328 | 0.0001 |
1936-12-31 | 1936 | 12 | 0.0021 | 0 |
1937-01-30 | 1937 | 1 | 0.0336 | 0.0001 |
1937-02-27 | 1937 | 2 | 0.0111 | 0.0002 |
1937-03-31 | 1937 | 3 | -0.0026 | 0.0001 |
1937-04-30 | 1937 | 4 | -0.0733 | 0.0003 |
1937-05-28 | 1937 | 5 | -0.0077 | 0.0006 |
1937-06-30 | 1937 | 6 | -0.0418 | 0.0003 |
1937-07-31 | 1937 | 7 | 0.0894 | 0.0003 |
1937-08-31 | 1937 | 8 | -0.0484 | 0.0002 |
1937-09-30 | 1937 | 9 | -0.1357 | 0.0004 |
1937-10-30 | 1937 | 10 | -0.0959 | 0.0002 |
1937-11-30 | 1937 | 11 | -0.0829 | 0.0002 |
1937-12-31 | 1937 | 12 | -0.0424 | 0 |
1938-01-31 | 1938 | 1 | 0.0049 | 0 |
1938-02-28 | 1938 | 2 | 0.0584 | 0 |
1938-03-31 | 1938 | 3 | -0.2383 | -0.0001 |
1938-04-30 | 1938 | 4 | 0.1452 | 0.0001 |
1938-05-31 | 1938 | 5 | -0.0383 | 0 |
1938-06-30 | 1938 | 6 | 0.2387 | 0 |
1938-07-30 | 1938 | 7 | 0.0733 | -0.0001 |
1938-08-31 | 1938 | 8 | -0.0267 | 0 |
1938-09-30 | 1938 | 9 | 0.0083 | 0.0002 |
1938-10-31 | 1938 | 10 | 0.0781 | 0.0001 |
1938-11-30 | 1938 | 11 | -0.0178 | -0.0006 |
1938-12-31 | 1938 | 12 | 0.0419 | 0 |
1939-01-31 | 1939 | 1 | -0.0597 | -0.0001 |
1939-02-28 | 1939 | 2 | 0.0352 | 0.0001 |
1939-03-31 | 1939 | 3 | -0.12 | -0.0001 |
1939-04-29 | 1939 | 4 | -0.0018 | 0 |
1939-05-31 | 1939 | 5 | 0.0681 | 0.0001 |
1939-06-30 | 1939 | 6 | -0.053 | 0.0001 |
1939-07-31 | 1939 | 7 | 0.1024 | 0 |
1939-08-31 | 1939 | 8 | -0.0669 | -0.0001 |
1939-09-30 | 1939 | 9 | 0.1689 | 0.0001 |
1939-10-31 | 1939 | 10 | -0.0053 | 0 |
1939-11-30 | 1939 | 11 | -0.0362 | 0 |
1939-12-30 | 1939 | 12 | 0.0303 | 0 |
1940-01-31 | 1940 | 1 | -0.0241 | 0 |
1940-02-29 | 1940 | 2 | 0.0144 | 0 |
1940-03-30 | 1940 | 3 | 0.0205 | 0 |
1940-04-30 | 1940 | 4 | 0.0022 | 0 |
1940-05-31 | 1940 | 5 | -0.2197 | -0.0002 |
1940-06-29 | 1940 | 6 | 0.0667 | 0 |
1940-07-31 | 1940 | 7 | 0.0317 | 0.0001 |
1940-08-31 | 1940 | 8 | 0.0218 | -0.0001 |
1940-09-30 | 1940 | 9 | 0.0239 | 0 |
1940-10-31 | 1940 | 10 | 0.0302 | 0 |
1940-11-30 | 1940 | 11 | -0.0161 | 0 |
1940-12-31 | 1940 | 12 | 0.0069 | 0 |
1941-01-31 | 1941 | 1 | -0.0418 | -0.0001 |
1941-02-28 | 1941 | 2 | -0.0144 | -0.0001 |
1941-03-31 | 1941 | 3 | 0.0085 | 0.0001 |
1941-04-30 | 1941 | 4 | -0.0547 | -0.0001 |
1941-05-31 | 1941 | 5 | 0.0139 | 0 |
1941-06-30 | 1941 | 6 | 0.0583 | 0 |
1941-07-31 | 1941 | 7 | 0.059 | 0.0003 |
1941-08-30 | 1941 | 8 | -0.0016 | 0.0001 |
1941-09-30 | 1941 | 9 | -0.0086 | 0.0001 |
1941-10-31 | 1941 | 10 | -0.0525 | 0 |
1941-11-29 | 1941 | 11 | -0.0192 | 0 |
1941-12-31 | 1941 | 12 | -0.0486 | 0.0001 |
1942-01-31 | 1942 | 1 | 0.0081 | 0.0002 |
1942-02-28 | 1942 | 2 | -0.0245 | 0.0001 |
1942-03-31 | 1942 | 3 | -0.0657 | 0.0001 |
1942-04-30 | 1942 | 4 | -0.0436 | 0.0001 |
1942-05-29 | 1942 | 5 | 0.0597 | 0.0003 |
1942-06-30 | 1942 | 6 | 0.0271 | 0.0002 |
1942-07-31 | 1942 | 7 | 0.0354 | 0.0003 |
1942-08-31 | 1942 | 8 | 0.0183 | 0.0003 |
1942-09-30 | 1942 | 9 | 0.0264 | 0.0003 |
1942-10-31 | 1942 | 10 | 0.0685 | 0.0003 |
1942-11-30 | 1942 | 11 | 0.0018 | 0.0003 |
1942-12-31 | 1942 | 12 | 0.0515 | 0.0003 |
1943-01-30 | 1943 | 1 | 0.0716 | 0.0003 |
1943-02-27 | 1943 | 2 | 0.0618 | 0.0003 |
1943-03-31 | 1943 | 3 | 0.0604 | 0.0003 |
1943-04-30 | 1943 | 4 | 0.0084 | 0.0003 |
1943-05-29 | 1943 | 5 | 0.0577 | 0.0003 |
1943-06-30 | 1943 | 6 | 0.0185 | 0.0003 |
1943-07-31 | 1943 | 7 | -0.0474 | 0.0003 |
1943-08-31 | 1943 | 8 | 0.0133 | 0.0003 |
1943-09-30 | 1943 | 9 | 0.0243 | 0.0003 |
1943-10-30 | 1943 | 10 | -0.0112 | 0.0003 |
1943-11-30 | 1943 | 11 | -0.0588 | 0.0003 |
1943-12-31 | 1943 | 12 | 0.0639 | 0.0003 |
1944-01-31 | 1944 | 1 | 0.0177 | 0.0003 |
1944-02-29 | 1944 | 2 | 0.004 | 0.0003 |
1944-03-31 | 1944 | 3 | 0.0248 | 0.0002 |
1944-04-29 | 1944 | 4 | -0.0166 | 0.0003 |
1944-05-31 | 1944 | 5 | 0.051 | 0.0003 |
1944-06-30 | 1944 | 6 | 0.0552 | 0.0003 |
1944-07-31 | 1944 | 7 | -0.0146 | 0.0003 |
1944-08-31 | 1944 | 8 | 0.016 | 0.0003 |
1944-09-30 | 1944 | 9 | 0.0003 | 0.0002 |
1944-10-31 | 1944 | 10 | 0.0019 | 0.0003 |
1944-11-30 | 1944 | 11 | 0.0174 | 0.0003 |
1944-12-30 | 1944 | 12 | 0.0405 | 0.0002 |
1945-01-31 | 1945 | 1 | 0.0204 | 0.0003 |
1945-02-28 | 1945 | 2 | 0.0625 | 0.0002 |
1945-03-31 | 1945 | 3 | -0.0387 | 0.0002 |
1945-04-30 | 1945 | 4 | 0.0783 | 0.0003 |
1945-05-31 | 1945 | 5 | 0.0176 | 0.0003 |
1945-06-30 | 1945 | 6 | 0.0041 | 0.0002 |
1945-07-31 | 1945 | 7 | -0.0214 | 0.0003 |
1945-08-31 | 1945 | 8 | 0.0623 | 0.0003 |
1945-09-29 | 1945 | 9 | 0.048 | 0.0003 |
1945-10-31 | 1945 | 10 | 0.0392 | 0.0003 |
1945-11-30 | 1945 | 11 | 0.0541 | 0.0002 |
1945-12-31 | 1945 | 12 | 0.0123 | 0.0003 |
1946-01-31 | 1946 | 1 | 0.0627 | 0.0003 |
1946-02-28 | 1946 | 2 | -0.058 | 0.0003 |
1946-03-30 | 1946 | 3 | 0.059 | 0.0003 |
1946-04-30 | 1946 | 4 | 0.0426 | 0.0003 |
1946-05-31 | 1946 | 5 | 0.0396 | 0.0003 |
1946-06-28 | 1946 | 6 | -0.0386 | 0.0003 |
1946-07-31 | 1946 | 7 | -0.0266 | 0.0003 |
1946-08-30 | 1946 | 8 | -0.0641 | 0.0003 |
1946-09-30 | 1946 | 9 | -0.1014 | 0.0003 |
1946-10-31 | 1946 | 10 | -0.0141 | 0.0003 |
1946-11-30 | 1946 | 11 | 0.0002 | 0.0003 |
1946-12-31 | 1946 | 12 | 0.0499 | 0.0003 |
1947-01-31 | 1947 | 1 | 0.0128 | 0.0003 |
1947-02-28 | 1947 | 2 | -0.0105 | 0.0003 |
1947-03-31 | 1947 | 3 | -0.0164 | 0.0003 |
1947-04-30 | 1947 | 4 | -0.0477 | 0.0003 |
1947-05-29 | 1947 | 5 | -0.0094 | 0.0003 |
1947-06-30 | 1947 | 6 | 0.0532 | 0.0003 |
1947-07-31 | 1947 | 7 | 0.0417 | 0.0003 |
1947-08-29 | 1947 | 8 | -0.0171 | 0.0003 |
1947-09-30 | 1947 | 9 | -0.0048 | 0.0006 |
1947-10-31 | 1947 | 10 | 0.0253 | 0.0006 |
1947-11-29 | 1947 | 11 | -0.0191 | 0.0006 |
1947-12-31 | 1947 | 12 | 0.0308 | 0.0008 |
1948-01-31 | 1948 | 1 | -0.0386 | 0.0007 |
1948-02-28 | 1948 | 2 | -0.0431 | 0.0007 |
1948-03-31 | 1948 | 3 | 0.0816 | 0.0009 |
1948-04-30 | 1948 | 4 | 0.0373 | 0.0008 |
1948-05-28 | 1948 | 5 | 0.0738 | 0.0008 |
1948-06-30 | 1948 | 6 | -0.0001 | 0.0009 |
1948-07-30 | 1948 | 7 | -0.0501 | 0.0008 |
1948-08-31 | 1948 | 8 | 0.0034 | 0.0009 |
1948-09-30 | 1948 | 9 | -0.0293 | 0.0004 |
1948-10-30 | 1948 | 10 | 0.06 | 0.0004 |
1948-11-30 | 1948 | 11 | -0.0926 | 0.0004 |
1948-12-31 | 1948 | 12 | 0.033 | 0.0004 |
1949-01-31 | 1949 | 1 | 0.0033 | 0.001 |
1949-02-28 | 1949 | 2 | -0.0284 | 0.0009 |
1949-03-31 | 1949 | 3 | 0.0414 | 0.001 |
1949-04-30 | 1949 | 4 | -0.0178 | 0.0009 |
1949-05-31 | 1949 | 5 | -0.0284 | 0.001 |
1949-06-30 | 1949 | 6 | 0.002 | 0.001 |
1949-07-29 | 1949 | 7 | 0.0563 | 0.0009 |
1949-08-31 | 1949 | 8 | 0.0269 | 0.0009 |
1949-09-30 | 1949 | 9 | 0.0318 | 0.0009 |
1949-10-31 | 1949 | 10 | 0.0323 | 0.0009 |
1949-11-30 | 1949 | 11 | 0.019 | 0.0008 |
1949-12-31 | 1949 | 12 | 0.0522 | 0.0009 |
1950-01-31 | 1950 | 1 | 0.0179 | 0.0009 |
1950-02-28 | 1950 | 2 | 0.0157 | 0.0009 |
1950-03-31 | 1950 | 3 | 0.0136 | 0.001 |
1950-04-29 | 1950 | 4 | 0.0403 | 0.0009 |
1950-05-31 | 1950 | 5 | 0.0441 | 0.001 |
1950-06-30 | 1950 | 6 | -0.0584 | 0.001 |
1950-07-31 | 1950 | 7 | 0.0146 | 0.001 |
1950-08-31 | 1950 | 8 | 0.0495 | 0.001 |
1950-09-29 | 1950 | 9 | 0.0491 | 0.001 |
1950-10-31 | 1950 | 10 | -0.0006 | 0.0012 |
1950-11-30 | 1950 | 11 | 0.0287 | 0.0011 |
1950-12-30 | 1950 | 12 | 0.0565 | 0.0011 |
1951-01-31 | 1951 | 1 | 0.0583 | 0.0013 |
1951-02-28 | 1951 | 2 | 0.0151 | 0.001 |
1951-03-31 | 1951 | 3 | -0.0204 | 0.0011 |
1951-04-30 | 1951 | 4 | 0.0499 | 0.0013 |
1951-05-31 | 1951 | 5 | -0.0222 | 0.0012 |
1951-06-29 | 1951 | 6 | -0.025 | 0.0012 |
1951-07-31 | 1951 | 7 | 0.0707 | 0.0013 |
1951-08-31 | 1951 | 8 | 0.044 | 0.0013 |
1951-09-28 | 1951 | 9 | 0.0082 | 0.0012 |
1951-10-31 | 1951 | 10 | -0.0237 | 0.0016 |
1951-11-30 | 1951 | 11 | 0.0068 | 0.0011 |
1951-12-31 | 1951 | 12 | 0.0345 | 0.0012 |
1952-01-31 | 1952 | 1 | 0.016 | 0.0015 |
1952-02-29 | 1952 | 2 | -0.025 | 0.0012 |
1952-03-31 | 1952 | 3 | 0.0455 | 0.0011 |
1952-04-30 | 1952 | 4 | -0.0485 | 0.0012 |
1952-05-29 | 1952 | 5 | 0.0333 | 0.0013 |
1952-06-30 | 1952 | 6 | 0.0398 | 0.0015 |
1952-07-31 | 1952 | 7 | 0.0106 | 0.0015 |
1952-08-29 | 1952 | 8 | -0.0061 | 0.0015 |
1952-09-30 | 1952 | 9 | -0.0187 | 0.0016 |
1952-10-31 | 1952 | 10 | -0.0052 | 0.0014 |
1952-11-28 | 1952 | 11 | 0.0604 | 0.001 |
1952-12-31 | 1952 | 12 | 0.0309 | 0.0016 |
1953-01-30 | 1953 | 1 | -0.0018 | 0.0016 |
1953-02-27 | 1953 | 2 | -0.0013 | 0.0014 |
1953-03-31 | 1953 | 3 | -0.0125 | 0.0018 |
1953-04-30 | 1953 | 4 | -0.0267 | 0.0016 |
1953-05-29 | 1953 | 5 | 0.0069 | 0.0017 |
1953-06-30 | 1953 | 6 | -0.0171 | 0.0018 |
1953-07-31 | 1953 | 7 | 0.0255 | 0.0015 |
1953-08-31 | 1953 | 8 | -0.0435 | 0.0017 |
1953-09-30 | 1953 | 9 | 0.0036 | 0.0016 |
1953-10-30 | 1953 | 10 | 0.0473 | 0.0013 |
1953-11-30 | 1953 | 11 | 0.0291 | 0.0008 |
1953-12-31 | 1953 | 12 | 0.0016 | 0.0013 |
1954-01-29 | 1954 | 1 | 0.0524 | 0.0011 |
1954-02-26 | 1954 | 2 | 0.0174 | 0.0007 |
1954-03-31 | 1954 | 3 | 0.0373 | 0.0008 |
1954-04-30 | 1954 | 4 | 0.0436 | 0.0009 |
1954-05-28 | 1954 | 5 | 0.0314 | 0.0005 |
1954-06-30 | 1954 | 6 | 0.0113 | 0.0006 |
1954-07-30 | 1954 | 7 | 0.0504 | 0.0005 |
1954-08-31 | 1954 | 8 | -0.0229 | 0.0005 |
1954-09-30 | 1954 | 9 | 0.0648 | 0.0009 |
1954-10-29 | 1954 | 10 | -0.016 | 0.0007 |
1954-11-30 | 1954 | 11 | 0.0944 | 0.0006 |
1954-12-31 | 1954 | 12 | 0.0556 | 0.0008 |
1955-01-31 | 1955 | 1 | 0.0068 | 0.0008 |
1955-02-28 | 1955 | 2 | 0.0311 | 0.0009 |
1955-03-31 | 1955 | 3 | -0.0006 | 0.001 |
1955-04-29 | 1955 | 4 | 0.0321 | 0.001 |
1955-05-31 | 1955 | 5 | 0.0107 | 0.0014 |
1955-06-30 | 1955 | 6 | 0.0665 | 0.001 |
1955-07-29 | 1955 | 7 | 0.02 | 0.001 |
1955-08-31 | 1955 | 8 | 0.0037 | 0.0016 |
1955-09-30 | 1955 | 9 | -0.002 | 0.0016 |
1955-10-31 | 1955 | 10 | -0.025 | 0.0018 |
1955-11-30 | 1955 | 11 | 0.072 | 0.0017 |
1955-12-30 | 1955 | 12 | 0.0167 | 0.0018 |
1956-01-31 | 1956 | 1 | -0.0281 | 0.0022 |
1956-02-29 | 1956 | 2 | 0.0396 | 0.0019 |
1956-03-29 | 1956 | 3 | 0.0679 | 0.0015 |
1956-04-30 | 1956 | 4 | 0.0047 | 0.0019 |
1956-05-31 | 1956 | 5 | -0.0497 | 0.0023 |
1956-06-29 | 1956 | 6 | 0.0368 | 0.002 |
1956-07-31 | 1956 | 7 | 0.0506 | 0.0022 |
1956-08-31 | 1956 | 8 | -0.0301 | 0.0017 |
1956-09-28 | 1956 | 9 | -0.0496 | 0.0018 |
1956-10-31 | 1956 | 10 | 0.0077 | 0.0025 |
1956-11-30 | 1956 | 11 | 0.0056 | 0.002 |
1956-12-31 | 1956 | 12 | 0.034 | 0.0024 |
1957-01-31 | 1957 | 1 | -0.0331 | 0.0027 |
1957-02-28 | 1957 | 2 | -0.0182 | 0.0024 |
1957-03-29 | 1957 | 3 | 0.0236 | 0.0023 |
1957-04-30 | 1957 | 4 | 0.0451 | 0.0025 |
1957-05-31 | 1957 | 5 | 0.0371 | 0.0026 |
1957-06-28 | 1957 | 6 | -0.005 | 0.0024 |
1957-07-31 | 1957 | 7 | 0.0096 | 0.003 |
1957-08-30 | 1957 | 8 | -0.0486 | 0.0025 |
1957-09-30 | 1957 | 9 | -0.0572 | 0.0026 |
1957-10-31 | 1957 | 10 | -0.0403 | 0.0029 |
1957-11-29 | 1957 | 11 | 0.0258 | 0.0028 |
1957-12-31 | 1957 | 12 | -0.0367 | 0.0024 |
1958-01-31 | 1958 | 1 | 0.0494 | 0.0028 |
1958-02-28 | 1958 | 2 | -0.014 | 0.0012 |
1958-03-31 | 1958 | 3 | 0.0336 | 0.0009 |
1958-04-30 | 1958 | 4 | 0.0317 | 0.0008 |
1958-05-29 | 1958 | 5 | 0.0242 | 0.0011 |
1958-06-30 | 1958 | 6 | 0.0296 | 0.0003 |
1958-07-31 | 1958 | 7 | 0.0446 | 0.0007 |
1958-08-29 | 1958 | 8 | 0.0195 | 0.0004 |
1958-09-30 | 1958 | 9 | 0.0485 | 0.0019 |
1958-10-31 | 1958 | 10 | 0.0271 | 0.0018 |
1958-11-28 | 1958 | 11 | 0.0312 | 0.0011 |
1958-12-31 | 1958 | 12 | 0.0537 | 0.0022 |
1959-01-30 | 1959 | 1 | 0.0092 | 0.0021 |
1959-02-27 | 1959 | 2 | 0.0114 | 0.0019 |
1959-03-31 | 1959 | 3 | 0.005 | 0.0022 |
1959-04-30 | 1959 | 4 | 0.0386 | 0.002 |
1959-05-29 | 1959 | 5 | 0.0195 | 0.0022 |
1959-06-30 | 1959 | 6 | 0 | 0.0025 |
1959-07-31 | 1959 | 7 | 0.0342 | 0.0025 |
1959-08-31 | 1959 | 8 | -0.012 | 0.0019 |
1959-09-30 | 1959 | 9 | -0.0449 | 0.0031 |
1959-10-30 | 1959 | 10 | 0.0158 | 0.003 |
1959-11-30 | 1959 | 11 | 0.0186 | 0.0026 |
1959-12-31 | 1959 | 12 | 0.0279 | 0.0034 |
1960-01-29 | 1960 | 1 | -0.0665 | 0.0033 |
1960-02-29 | 1960 | 2 | 0.0146 | 0.0029 |
1960-03-31 | 1960 | 3 | -0.0128 | 0.0035 |
1960-04-29 | 1960 | 4 | -0.0152 | 0.0019 |
1960-05-31 | 1960 | 5 | 0.0339 | 0.0027 |
1960-06-30 | 1960 | 6 | 0.0232 | 0.0024 |
1960-07-29 | 1960 | 7 | -0.0224 | 0.0013 |
1960-08-31 | 1960 | 8 | 0.0318 | 0.0017 |
1960-09-30 | 1960 | 9 | -0.0583 | 0.0016 |
1960-10-31 | 1960 | 10 | -0.0049 | 0.0022 |
1960-11-30 | 1960 | 11 | 0.0482 | 0.0013 |
1960-12-30 | 1960 | 12 | 0.0487 | 0.0016 |
1961-01-31 | 1961 | 1 | 0.0639 | 0.0019 |
1961-02-28 | 1961 | 2 | 0.0371 | 0.0014 |
1961-03-30 | 1961 | 3 | 0.0309 | 0.002 |
1961-04-28 | 1961 | 4 | 0.0046 | 0.0017 |
1961-05-31 | 1961 | 5 | 0.0258 | 0.0018 |
1961-06-30 | 1961 | 6 | -0.0288 | 0.002 |
1961-07-31 | 1961 | 7 | 0.0301 | 0.0018 |
1961-08-31 | 1961 | 8 | 0.0271 | 0.0014 |
1961-09-29 | 1961 | 9 | -0.0198 | 0.0017 |
1961-10-31 | 1961 | 10 | 0.0276 | 0.0019 |
1961-11-30 | 1961 | 11 | 0.046 | 0.0015 |
1961-12-29 | 1961 | 12 | 0.0001 | 0.0019 |
1962-01-31 | 1962 | 1 | -0.0363 | 0.0024 |
1962-02-28 | 1962 | 2 | 0.0201 | 0.002 |
1962-03-30 | 1962 | 3 | -0.0048 | 0.002 |
1962-04-30 | 1962 | 4 | -0.0637 | 0.0022 |
1962-05-31 | 1962 | 5 | -0.0841 | 0.0024 |
1962-06-29 | 1962 | 6 | -0.0827 | 0.002 |
1962-07-31 | 1962 | 7 | 0.0655 | 0.0027 |
1962-08-31 | 1962 | 8 | 0.0236 | 0.0023 |
1962-09-28 | 1962 | 9 | -0.0501 | 0.0021 |
1962-10-31 | 1962 | 10 | 0.002 | 0.0025 |
1962-11-30 | 1962 | 11 | 0.1107 | 0.002 |
1962-12-31 | 1962 | 12 | 0.0124 | 0.0023 |
1963-01-31 | 1963 | 1 | 0.0518 | 0.0025 |
1963-02-28 | 1963 | 2 | -0.0215 | 0.0023 |
1963-03-29 | 1963 | 3 | 0.0331 | 0.0023 |
1963-04-30 | 1963 | 4 | 0.0476 | 0.0025 |
1963-05-31 | 1963 | 5 | 0.02 | 0.0024 |
1963-06-28 | 1963 | 6 | -0.0177 | 0.0023 |
1963-07-31 | 1963 | 7 | -0.0012 | 0.0027 |
1963-08-30 | 1963 | 8 | 0.0532 | 0.0025 |
1963-09-30 | 1963 | 9 | -0.013 | 0.0027 |
1963-10-31 | 1963 | 10 | 0.0282 | 0.0029 |
1963-11-29 | 1963 | 11 | -0.0058 | 0.0027 |
1963-12-31 | 1963 | 12 | 0.0212 | 0.0029 |
1964-01-31 | 1964 | 1 | 0.0254 | 0.003 |
1964-02-28 | 1964 | 2 | 0.018 | 0.0026 |
1964-03-31 | 1964 | 3 | 0.0172 | 0.0031 |
1964-04-30 | 1964 | 4 | 0.0039 | 0.0029 |
1964-05-28 | 1964 | 5 | 0.0168 | 0.0026 |
1964-06-30 | 1964 | 6 | 0.0157 | 0.003 |
1964-07-31 | 1964 | 7 | 0.0204 | 0.003 |
1964-08-31 | 1964 | 8 | -0.0116 | 0.0028 |
1964-09-30 | 1964 | 9 | 0.0297 | 0.0028 |
1964-10-30 | 1964 | 10 | 0.0088 | 0.0029 |
1964-11-30 | 1964 | 11 | 0.0029 | 0.0029 |
1964-12-31 | 1964 | 12 | 0.0034 | 0.0031 |
1965-01-29 | 1965 | 1 | 0.0382 | 0.0028 |
1965-02-26 | 1965 | 2 | 0.0074 | 0.003 |
1965-03-31 | 1965 | 3 | -0.0098 | 0.0036 |
1965-04-30 | 1965 | 4 | 0.0342 | 0.0031 |
1965-05-28 | 1965 | 5 | -0.0046 | 0.0031 |
1965-06-30 | 1965 | 6 | -0.0516 | 0.0035 |
1965-07-30 | 1965 | 7 | 0.0174 | 0.0031 |
1965-08-31 | 1965 | 8 | 0.0306 | 0.0033 |
1965-09-30 | 1965 | 9 | 0.0317 | 0.0031 |
1965-10-29 | 1965 | 10 | 0.0291 | 0.0031 |
1965-11-30 | 1965 | 11 | 0.0032 | 0.0035 |
1965-12-31 | 1965 | 12 | 0.0134 | 0.0033 |
1966-01-31 | 1966 | 1 | 0.011 | 0.0038 |
1966-02-28 | 1966 | 2 | -0.0086 | 0.0035 |
1966-03-31 | 1966 | 3 | -0.0213 | 0.0038 |
1966-04-29 | 1966 | 4 | 0.0248 | 0.0034 |
1966-05-31 | 1966 | 5 | -0.0525 | 0.0041 |
1966-06-30 | 1966 | 6 | -0.0106 | 0.0038 |
1966-07-29 | 1966 | 7 | -0.0128 | 0.0035 |
1966-08-31 | 1966 | 8 | -0.075 | 0.0041 |
1966-09-30 | 1966 | 9 | -0.0066 | 0.004 |
1966-10-31 | 1966 | 10 | 0.0431 | 0.0045 |
1966-11-30 | 1966 | 11 | 0.018 | 0.004 |
1966-12-30 | 1966 | 12 | 0.0053 | 0.004 |
1967-01-31 | 1967 | 1 | 0.0858 | 0.0043 |
1967-02-28 | 1967 | 2 | 0.0114 | 0.0036 |
1967-03-31 | 1967 | 3 | 0.0438 | 0.0039 |
1967-04-28 | 1967 | 4 | 0.0421 | 0.0032 |
1967-05-31 | 1967 | 5 | -0.04 | 0.0033 |
1967-06-30 | 1967 | 6 | 0.0268 | 0.0027 |
1967-07-31 | 1967 | 7 | 0.0489 | 0.0031 |
1967-08-31 | 1967 | 8 | -0.0058 | 0.0031 |
1967-09-29 | 1967 | 9 | 0.0343 | 0.0032 |
1967-10-31 | 1967 | 10 | -0.027 | 0.0039 |
1967-11-30 | 1967 | 11 | 0.0073 | 0.0036 |
1967-12-29 | 1967 | 12 | 0.0338 | 0.0033 |
1968-01-31 | 1968 | 1 | -0.0366 | 0.004 |
1968-02-29 | 1968 | 2 | -0.0336 | 0.0039 |
1968-03-29 | 1968 | 3 | 0.0058 | 0.0038 |
1968-04-30 | 1968 | 4 | 0.0948 | 0.0043 |
1968-05-31 | 1968 | 5 | 0.0273 | 0.0045 |
1968-06-28 | 1968 | 6 | 0.0112 | 0.0043 |
1968-07-30 | 1968 | 7 | -0.0224 | 0.0048 |
1968-08-30 | 1968 | 8 | 0.0176 | 0.0042 |
1968-09-30 | 1968 | 9 | 0.0446 | 0.0043 |
1968-10-31 | 1968 | 10 | 0.0086 | 0.0044 |
1968-11-29 | 1968 | 11 | 0.0585 | 0.0042 |
1968-12-31 | 1968 | 12 | -0.0351 | 0.0043 |
1969-01-31 | 1969 | 1 | -0.0072 | 0.0053 |
1969-02-28 | 1969 | 2 | -0.0538 | 0.0046 |
1969-03-28 | 1969 | 3 | 0.031 | 0.0046 |
1969-04-30 | 1969 | 4 | 0.0199 | 0.0053 |
1969-05-29 | 1969 | 5 | 0.0038 | 0.0048 |
1969-06-30 | 1969 | 6 | -0.0667 | 0.0051 |
1969-07-31 | 1969 | 7 | -0.0647 | 0.0053 |
1969-08-29 | 1969 | 8 | 0.0518 | 0.005 |
1969-09-30 | 1969 | 9 | -0.0236 | 0.0062 |
1969-10-31 | 1969 | 10 | 0.0566 | 0.006 |
1969-11-28 | 1969 | 11 | -0.0327 | 0.0052 |
1969-12-31 | 1969 | 12 | -0.0199 | 0.0064 |
1970-01-30 | 1970 | 1 | -0.075 | 0.006 |
1970-02-27 | 1970 | 2 | 0.0575 | 0.0062 |
1970-03-31 | 1970 | 3 | -0.0049 | 0.0057 |
1970-04-30 | 1970 | 4 | -0.105 | 0.005 |
1970-05-29 | 1970 | 5 | -0.0639 | 0.0053 |
1970-06-30 | 1970 | 6 | -0.0521 | 0.0058 |
1970-07-31 | 1970 | 7 | 0.0745 | 0.0052 |
1970-08-31 | 1970 | 8 | 0.0502 | 0.0053 |
1970-09-30 | 1970 | 9 | 0.0472 | 0.0054 |
1970-10-30 | 1970 | 10 | -0.0182 | 0.0046 |
1970-11-30 | 1970 | 11 | 0.0505 | 0.0046 |
1970-12-31 | 1970 | 12 | 0.0614 | 0.0042 |
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