Question
Looking for excel formulas, steps, or visuals so that I can do this on my own in excel. Any input is appreciated. 2. Three-factor evaluation:
Looking for excel formulas, steps, or visuals so that I can do this on my own in excel. Any input is appreciated.
2. Three-factor evaluation:
Jensens based on CAPM does not capture the performance of various stock characteristics benchmarks (such as size and value premium). One way to correct for this is to use the Fama-French (FF) three-factor model.
(i) What are the average returns and risks of the two zero net investment portfolios (SMB, HML)? Compare the returns of the two portfolios (SMB, HML) for Januaries and Non-Januaries. Can you provide some explanations for the observed patterns?
(ii) Compute Jensens based on the three factor model with the Jensens from CAPM.
The data (returns) needed for this question, copied and pasted from excel:
YearM | T-Bill | US Equity | SMB | HML | Vanguard SP500 Index Fund | Legg Mason Value Trust | Fidelity Magellan Fund | Janus Fund | Fidelity Low-Priced |
199001 | 0.0057 | -0.0701 | -0.0130 | 0.0089 | -0.0672 | -0.0739 | -0.0645 | -0.0795 | -0.0121 |
199002 | 0.0057 | 0.0149 | 0.0105 | 0.0063 | 0.0127 | 0.0257 | 0.0205 | 0.0023 | 0.0193 |
199003 | 0.0064 | 0.0241 | 0.0148 | -0.0286 | 0.0261 | 0.0172 | 0.0256 | 0.0435 | 0.0100 |
199004 | 0.0069 | -0.0283 | -0.0050 | -0.0258 | -0.0250 | -0.0349 | -0.0253 | -0.0161 | -0.0375 |
199005 | 0.0068 | 0.0889 | -0.0256 | -0.0374 | 0.0969 | 0.0679 | 0.0889 | 0.1270 | 0.0791 |
199006 | 0.0063 | -0.0042 | 0.0145 | -0.0201 | -0.0069 | 0.0021 | 0.0043 | 0.0138 | 0.0276 |
199007 | 0.0068 | -0.0094 | -0.0320 | -0.0001 | -0.0032 | -0.0169 | -0.0113 | -0.0254 | -0.0056 |
199008 | 0.0066 | -0.0919 | -0.0359 | 0.016 | -0.0903 | -0.1097 | -0.0980 | -0.1014 | -0.0996 |
199009 | 0.006 | -0.0538 | -0.0367 | 0.0074 | -0.0489 | -0.1006 | -0.0635 | -0.0171 | -0.0439 |
199010 | 0.0068 | -0.0125 | -0.0554 | 0.0025 | -0.0041 | -0.0120 | -0.0124 | 0.0008 | -0.0169 |
199011 | 0.0057 | 0.0657 | 0.0033 | -0.0307 | 0.0644 | 0.0381 | 0.0757 | 0.0423 | 0.0540 |
199012 | 0.006 | 0.0295 | 0.0082 | -0.0155 | 0.0272 | 0.0307 | 0.0310 | 0.0213 | 0.0316 |
199101 | 0.0052 | 0.0491 | 0.0380 | -0.0184 | 0.0432 | 0.0494 | 0.0699 | 0.0624 | 0.0919 |
199102 | 0.0048 | 0.0758 | 0.0391 | -0.006 | 0.0715 | 0.0596 | 0.0868 | 0.0655 | 0.0890 |
199103 | 0.0044 | 0.0289 | 0.0390 | -0.012 | 0.0241 | 0.0163 | 0.0340 | 0.0519 | 0.0666 |
199104 | 0.0053 | 0.0033 | 0.0051 | 0.014 | 0.0020 | 0.0116 | 0.0037 | -0.0012 | 0.0383 |
199105 | 0.0047 | 0.0407 | -0.0034 | -0.0055 | 0.0427 | 0.0397 | 0.0570 | 0.0250 | 0.0152 |
199106 | 0.0042 | -0.044 | 0.0006 | 0.0119 | -0.0456 | -0.0414 | -0.0588 | -0.0393 | -0.0600 |
199107 | 0.0049 | 0.0468 | -0.0094 | -0.0129 | 0.0463 | 0.0608 | 0.0621 | 0.0700 | 0.0613 |
199108 | 0.0046 | 0.0268 | 0.0160 | -0.008 | 0.0233 | 0.0361 | 0.0307 | 0.0405 | 0.0277 |
199109 | 0.0046 | -0.011 | 0.0163 | -0.01 | -0.0167 | 0.0150 | -0.0038 | -0.0100 | 0.0041 |
199110 | 0.0042 | 0.0178 | 0.0089 | -0.0048 | 0.0133 | -0.0054 | 0.0134 | 0.0258 | 0.0349 |
199111 | 0.0039 | -0.0373 | -0.0048 | -0.0192 | -0.0401 | -0.0489 | -0.0494 | -0.0350 | -0.0406 |
199112 | 0.0038 | 0.1068 | -0.0225 | -0.0404 | 0.1141 | 0.1206 | 0.1180 | 0.1176 | 0.0703 |
199201 | 0.0034 | -0.0012 | 0.0846 | 0.0453 | -0.0188 | -0.0077 | 0.0004 | -0.0140 | 0.0866 |
199202 | 0.0028 | 0.0134 | 0.0088 | 0.0638 | 0.0124 | 0.0232 | 0.0203 | 0.0174 | 0.0642 |
199203 | 0.0034 | -0.0237 | -0.0102 | 0.0367 | -0.0193 | -0.0126 | -0.0271 | -0.0300 | -0.0331 |
199204 | 0.0032 | 0.0134 | -0.0610 | 0.0432 | 0.0291 | 0.0166 | 0.0148 | 0.0077 | 0.0096 |
199205 | 0.0028 | 0.0064 | 0.0039 | 0.0125 | 0.0048 | 0.0126 | 0.0096 | 0.0143 | 0.0068 |
199206 | 0.0032 | -0.0193 | -0.0310 | 0.0339 | -0.0149 | -0.0292 | -0.0176 | -0.0178 | -0.0243 |
199207 | 0.0031 | 0.0399 | -0.0043 | -0.0053 | 0.0404 | 0.0346 | 0.0281 | 0.0154 | 0.0325 |
199208 | 0.0026 | -0.0208 | -0.0011 | -0.0105 | -0.0207 | -0.0335 | -0.0217 | -0.0244 | -0.0027 |
199209 | 0.0026 | 0.0124 | 0.0055 | -0.0024 | 0.0117 | 0.0199 | 0.0115 | 0.0139 | 0.0081 |
199210 | 0.0023 | 0.011 | 0.0205 | -0.0209 | 0.0033 | 0.0095 | 0.0071 | 0.0334 | 0.0167 |
199211 | 0.0023 | 0.0402 | 0.0370 | -0.0147 | 0.0340 | 0.0536 | 0.0253 | 0.0419 | 0.0676 |
199212 | 0.0028 | 0.0178 | 0.0165 | 0.0252 | 0.0121 | 0.0255 | 0.0194 | 0.0115 | 0.0322 |
199301 | 0.0023 | 0.0126 | 0.0205 | 0.0589 | 0.0081 | 0.0174 | 0.0263 | 0.0096 | 0.0257 |
199302 | 0.0022 | 0.0054 | -0.0343 | 0.0645 | 0.0136 | -0.0234 | 0.0209 | 0.0164 | -0.0086 |
199303 | 0.0025 | 0.0251 | 0.0025 | 0.0127 | 0.0211 | 0.0391 | 0.0367 | 0.0256 | 0.0302 |
199304 | 0.0024 | -0.0254 | -0.0068 | 0.0264 | -0.0242 | -0.0404 | 0.0098 | -0.0305 | -0.0096 |
199305 | 0.0022 | 0.0296 | 0.0196 | -0.0342 | 0.0265 | 0.0164 | 0.0394 | 0.0163 | 0.0211 |
199306 | 0.0025 | 0.0054 | -0.0030 | 0.0262 | 0.0027 | 0.0173 | 0.0139 | 0.0139 | 0.0035 |
199307 | 0.0024 | -0.0008 | 0.0095 | 0.0326 | -0.0042 | -0.0011 | 0.0110 | 0.0005 | 0.0130 |
199308 | 0.0025 | 0.0395 | 0.0032 | -0.0044 | 0.0379 | 0.0330 | 0.0588 | 0.0260 | 0.0355 |
199309 | 0.0026 | 0.0006 | 0.0312 | -0.0048 | -0.0079 | 0.0000 | 0.0108 | 0.0064 | 0.0081 |
199310 | 0.0022 | 0.0181 | 0.0144 | -0.0156 | 0.0208 | 0.0171 | 0.0007 | 0.0256 | 0.0368 |
199311 | 0.0025 | -0.0176 | -0.0143 | -0.0026 | -0.0100 | -0.0136 | -0.0329 | -0.0144 | -0.0172 |
199312 | 0.0023 | 0.0195 | 0.0122 | 0.0058 | 0.0122 | 0.0491 | 0.0299 | 0.0102 | 0.0492 |
199401 | 0.0025 | 0.0315 | 0.0013 | 0.0209 | 0.0338 | 0.0599 | 0.0395 | 0.0299 | 0.0520 |
199402 | 0.0021 | -0.0242 | 0.0272 | -0.0141 | -0.0271 | -0.0240 | -0.0073 | -0.0210 | -0.0005 |
199403 | 0.0027 | -0.0458 | -0.0097 | 0.0133 | -0.0439 | -0.0523 | -0.0464 | -0.0343 | -0.0440 |
199404 | 0.0027 | 0.0095 | -0.0092 | 0.0168 | 0.0129 | 0.0146 | 0.0100 | 0.0117 | 0.0086 |
199405 | 0.0032 | 0.0094 | -0.0202 | 0.0017 | 0.0160 | 0.0187 | -0.0115 | 0.0052 | -0.0034 |
199406 | 0.0031 | -0.0279 | -0.0048 | 0.0168 | -0.0245 | -0.0472 | -0.0434 | -0.0281 | -0.0143 |
199407 | 0.0028 | 0.0306 | -0.0177 | 0.0097 | 0.0328 | 0.0412 | 0.0335 | 0.0279 | 0.0226 |
199408 | 0.0037 | 0.0426 | 0.0144 | -0.0345 | 0.0408 | 0.0613 | 0.0474 | 0.0302 | 0.0375 |
199409 | 0.0037 | -0.0184 | 0.0267 | -0.0181 | -0.0245 | -0.0399 | -0.0260 | -0.0309 | 0.0047 |
199410 | 0.0038 | 0.0145 | -0.0220 | -0.0236 | 0.0225 | 0.0161 | 0.0338 | 0.0245 | 0.0078 |
199411 | 0.0037 | -0.0372 | -0.0017 | -0.0005 | -0.0365 | -0.0409 | -0.0548 | -0.0260 | -0.0267 |
199412 | 0.0044 | 0.0126 | 0.0005 | 0.0027 | 0.0146 | 0.0155 | 0.0141 | 0.0034 | 0.0065 |
199501 | 0.0042 | 0.0204 | -0.0295 | 0.0164 | 0.0258 | 0.0095 | -0.0102 | 0.0149 | -0.0006 |
199502 | 0.004 | 0.0396 | -0.0033 | 0.0038 | 0.0388 | 0.0364 | 0.0561 | 0.0294 | 0.0288 |
199503 | 0.0046 | 0.027 | -0.0038 | -0.0205 | 0.0295 | 0.0146 | 0.0374 | 0.0234 | 0.0067 |
199504 | 0.0044 | 0.025 | -0.0042 | 0.017 | 0.0294 | 0.0455 | 0.0465 | 0.0164 | 0.0326 |
199505 | 0.0054 | 0.034 | -0.0225 | 0.0192 | 0.0395 | 0.0497 | 0.0280 | 0.0353 | 0.0205 |
199506 | 0.0047 | 0.0312 | 0.0306 | -0.0299 | 0.0231 | 0.0431 | 0.0762 | 0.0355 | 0.0384 |
199507 | 0.0045 | 0.0408 | 0.0223 | -0.0224 | 0.0330 | 0.0467 | 0.0768 | 0.0452 | 0.0624 |
199508 | 0.0047 | 0.0093 | 0.0183 | 0.0193 | 0.0027 | 0.0176 | 0.0087 | 0.0074 | 0.0094 |
199509 | 0.0043 | 0.0364 | -0.0207 | -0.0095 | 0.0421 | 0.0397 | 0.0185 | 0.0239 | 0.0179 |
199510 | 0.0047 | -0.0113 | -0.0395 | -0.0009 | -0.0036 | -0.0305 | -0.0258 | -0.0093 | -0.0285 |
199511 | 0.0042 | 0.0427 | -0.0083 | 0.0034 | 0.0438 | 0.0470 | 0.0222 | 0.0317 | 0.0260 |
199512 | 0.0049 | 0.0152 | 0.0037 | 0.0141 | 0.0193 | 0.0306 | -0.0108 | 0.0082 | 0.0136 |
199601 | 0.0043 | 0.0281 | -0.0248 | 0.004 | 0.0339 | 0.0476 | 0.0144 | 0.0408 | 0.0108 |
199602 | 0.0039 | 0.0163 | 0.0206 | -0.0233 | 0.0094 | 0.0091 | -0.0065 | 0.0292 | 0.0321 |
199603 | 0.0039 | 0.0109 | 0.0131 | 0.0127 | 0.0098 | 0.0135 | 0.0099 | 0.0105 | 0.0166 |
199604 | 0.0046 | 0.0255 | 0.0487 | -0.0402 | 0.0146 | 0.0115 | 0.0065 | 0.0032 | 0.0418 |
199605 | 0.0042 | 0.0268 | 0.0316 | -0.014 | 0.0253 | 0.0333 | 0.0045 | 0.0176 | 0.0303 |
199606 | 0.004 | -0.0083 | -0.0364 | 0.0192 | 0.0038 | -0.0083 | -0.0009 | -0.0008 | -0.0190 |
199607 | 0.0045 | -0.0538 | -0.0358 | 0.0437 | -0.0442 | -0.0161 | -0.0465 | -0.0397 | -0.0382 |
199608 | 0.0041 | 0.0325 | 0.0229 | -0.006 | 0.0210 | 0.0436 | 0.0252 | 0.0422 | 0.0382 |
199609 | 0.0044 | 0.053 | -0.0080 | -0.0377 | 0.0561 | 0.0599 | 0.0401 | 0.0538 | 0.0313 |
199610 | 0.0042 | 0.0137 | -0.0411 | 0.048 | 0.0276 | 0.0520 | 0.0237 | -0.0067 | 0.0183 |
199611 | 0.0041 | 0.0656 | -0.0359 | 0.0016 | 0.0755 | 0.1031 | 0.0647 | 0.0443 | 0.0530 |
199612 | 0.0046 | -0.0114 | 0.0308 | 0.0101 | -0.0197 | -0.0129 | -0.0197 | -0.0098 | 0.0290 |
199701 | 0.0045 | 0.0535 | -0.0152 | -0.0233 | 0.0623 | 0.0831 | 0.0439 | 0.0462 | 0.0112 |
199702 | 0.0039 | -0.0011 | -0.0260 | 0.0468 | 0.0080 | 0.0095 | -0.0134 | 0.0000 | 0.0116 |
199703 | 0.0043 | -0.0449 | -0.0033 | 0.0386 | -0.0414 | -0.0543 | -0.0344 | -0.0465 | -0.0183 |
199704 | 0.0043 | 0.0424 | -0.0520 | -0.0103 | 0.0596 | 0.0698 | 0.0446 | 0.0357 | -0.0014 |
199705 | 0.0049 | 0.0716 | 0.0483 | -0.0437 | 0.0609 | 0.0638 | 0.0713 | 0.0511 | 0.0752 |
199706 | 0.0037 | 0.0441 | 0.0149 | 0.0075 | 0.0445 | 0.0373 | 0.0414 | 0.0403 | 0.0404 |
199707 | 0.0043 | 0.0765 | -0.0251 | -0.0013 | 0.0797 | 0.1343 | 0.0839 | 0.0793 | 0.0522 |
199708 | 0.0041 | -0.0363 | 0.0734 | 0.0136 | -0.0561 | -0.0288 | -0.0445 | -0.0463 | 0.0083 |
199709 | 0.0044 | 0.0585 | 0.0268 | -0.0023 | 0.0547 | 0.0575 | 0.0589 | 0.0601 | 0.0652 |
199710 | 0.0042 | -0.0344 | -0.0079 | 0.0218 | -0.0335 | -0.0507 | -0.0341 | -0.0259 | -0.0163 |
199711 | 0.0039 | 0.0304 | -0.0506 | 0.0098 | 0.0459 | 0.0082 | 0.0195 | 0.0078 | 0.0047 |
199712 | 0.0048 | 0.0178 | -0.0240 | 0.038 | 0.0173 | 0.0071 | 0.0114 | 0.0140 | 0.0114 |
199801 | 0.0043 | 0.0045 | -0.0092 | -0.0203 | 0.0112 | 0.0295 | 0.0108 | 0.0265 | 0.0004 |
199802 | 0.0039 | 0.0733 | 0.0033 | -0.0088 | 0.0719 | 0.1045 | 0.0758 | 0.0822 | 0.0549 |
199803 | 0.0039 | 0.0513 | -0.0100 | 0.0125 | 0.0510 | 0.0307 | 0.0503 | 0.0307 | 0.0370 |
199804 | 0.0043 | 0.0109 | 0.0048 | 0.0032 | 0.0101 | 0.0272 | 0.0116 | 0.0256 | 0.0142 |
199805 | 0.004 | -0.0257 | -0.0354 | 0.0411 | -0.0174 | 0.0006 | -0.0198 | -0.0239 | -0.0229 |
199806 | 0.0041 | 0.0319 | -0.0314 | -0.022 | 0.0407 | 0.0237 | 0.0426 | 0.0601 | -0.0048 |
199807 | 0.004 | -0.0234 | -0.0492 | -0.0116 | -0.0105 | 0.0222 | -0.0075 | 0.0020 | -0.0461 |
199808 | 0.0043 | -0.1578 | -0.0575 | 0.0522 | -0.1447 | -0.1911 | -0.1549 | -0.1700 | -0.1573 |
199809 | 0.0046 | 0.0638 | -0.0017 | -0.0388 | 0.0641 | 0.0685 | 0.0605 | 0.0701 | 0.0355 |
199810 | 0.0032 | 0.0744 | -0.0319 | -0.0275 | 0.0816 | 0.1189 | 0.0770 | 0.0417 | 0.0397 |
199811 | 0.0031 | 0.062 | 0.0114 | -0.0344 | 0.0607 | 0.0742 | 0.0776 | 0.0669 | 0.0410 |
199812 | 0.0038 | 0.0631 | -0.0030 | -0.047 | 0.0581 | 0.1304 | 0.0962 | 0.1557 | 0.0340 |
199901 | 0.0035 | 0.0385 | 0.0086 | -0.0556 | 0.0420 | 0.0906 | 0.0525 | 0.0909 | -0.0101 |
199902 | 0.0035 | -0.0381 | -0.0554 | 0.0156 | -0.0312 | -0.0213 | -0.0319 | -0.0518 | -0.0455 |
199903 | 0.0043 | 0.0379 | -0.0383 | -0.029 | 0.0400 | 0.1120 | 0.0540 | 0.0764 | -0.0162 |
199904 | 0.0037 | 0.0491 | 0.0319 | 0.0243 | 0.0385 | 0.0353 | 0.0239 | 0.0120 | 0.0739 |
199905 | 0.0034 | -0.0207 | 0.0362 | 0.0268 | -0.0239 | -0.0584 | -0.0287 | -0.0174 | 0.0272 |
199906 | 0.004 | 0.0508 | 0.0346 | -0.0419 | 0.0556 | 0.0199 | 0.0652 | 0.0789 | 0.0474 |
199907 | 0.0038 | -0.0307 | 0.0221 | 0.0054 | -0.0313 | -0.0499 | -0.0337 | -0.0266 | -0.0110 |
199908 | 0.0039 | -0.01 | -0.0134 | -0.0088 | -0.0050 | -0.0138 | -0.0124 | -0.0077 | -0.0396 |
199909 | 0.0039 | -0.0228 | 0.0318 | -0.0304 | -0.0274 | -0.0362 | -0.0148 | 0.0191 | -0.0262 |
199910 | 0.0039 | 0.0621 | -0.0679 | -0.0318 | 0.0633 | 0.1035 | 0.0601 | 0.0811 | -0.0097 |
199911 | 0.0036 | 0.0368 | 0.0776 | -0.0796 | 0.0202 | 0.0490 | 0.0205 | 0.0411 | 0.0252 |
199912 | 0.0044 | 0.0838 | 0.0700 | -0.0917 | 0.0598 | 0.0273 | 0.0720 | 0.1116 | 0.0419 |
200001 | 0.0041 | -0.0396 | 0.0437 | 0.0026 | -0.0503 | -0.0919 | -0.0481 | -0.0054 | -0.0283 |
200002 | 0.0043 | 0.0318 | 0.2202 | -0.1261 | -0.0191 | 0.0034 | 0.0100 | 0.0566 | 0.0427 |
200003 | 0.0047 | 0.0535 | -0.1640 | 0.0765 | 0.0975 | 0.0974 | 0.0906 | 0.0510 | 0.0310 |
200004 | 0.0046 | -0.0595 | -0.0770 | 0.0909 | -0.0300 | -0.0219 | -0.0431 | -0.0524 | -0.0123 |
200005 | 0.005 | -0.039 | -0.0485 | 0.0372 | -0.0204 | -0.0151 | -0.0336 | -0.0649 | -0.0086 |
200006 | 0.004 | 0.0516 | 0.1369 | -0.1002 | 0.0249 | 0.0037 | 0.0386 | 0.0529 | 0.0302 |
200007 | 0.0048 | -0.0171 | -0.0278 | 0.0849 | -0.0150 | -0.0011 | -0.0124 | -0.0236 | 0.0029 |
200008 | 0.005 | 0.0759 | -0.0092 | -0.0123 | 0.0619 | 0.0824 | 0.0639 | 0.0932 | 0.0589 |
200009 | 0.0051 | -0.0511 | -0.0194 | 0.068 | -0.0529 | -0.0586 | -0.0538 | -0.0563 | 0.0041 |
200010 | 0.0056 | -0.0246 | -0.0362 | 0.0481 | -0.0043 | 0.0138 | -0.0179 | -0.0376 | 0.0049 |
200011 | 0.0051 | -0.1025 | -0.0314 | 0.1232 | -0.0789 | -0.0893 | -0.0851 | -0.1377 | -0.0158 |
200012 | 0.005 | 0.0204 | 0.0152 | 0.0617 | 0.0051 | 0.0221 | 0.0084 | -0.0121 | 0.0692 |
200101 | 0.0054 | 0.0395 | 0.0710 | -0.0574 | 0.0355 | 0.0720 | 0.0325 | 0.0814 | 0.0666 |
200102 | 0.0039 | -0.0993 | -0.0118 | 0.1388 | -0.0914 | -0.0735 | -0.0937 | -0.1736 | -0.0065 |
200103 | 0.0044 | -0.0703 | 0.0055 | 0.0635 | -0.0636 | -0.0242 | -0.0640 | -0.0827 | -0.0192 |
200104 | 0.0039 | 0.0838 | 0.0029 | -0.0436 | 0.0777 | 0.0731 | 0.0876 | 0.1305 | 0.0658 |
200105 | 0.0032 | 0.0106 | 0.0300 | 0.0277 | 0.0065 | 0.0127 | 0.0104 | -0.0045 | 0.0340 |
200106 | 0.0028 | -0.0175 | 0.0643 | -0.0227 | -0.0245 | -0.0123 | -0.0247 | -0.0492 | 0.0245 |
200107 | 0.003 | -0.0183 | -0.0423 | 0.0564 | -0.0100 | -0.0151 | -0.0153 | -0.0599 | 0.0033 |
200108 | 0.0031 | -0.059 | 0.0209 | 0.0343 | -0.0627 | -0.0693 | -0.0648 | -0.0903 | -0.0040 |
200109 | 0.0028 | -0.0915 | -0.0659 | 0.0178 | -0.0809 | -0.1273 | -0.0808 | -0.1326 | -0.0723 |
200110 | 0.0022 | 0.0278 | 0.0688 | -0.0706 | 0.0190 | -0.0091 | 0.0237 | 0.0208 | 0.0409 |
200111 | 0.0017 | 0.0788 | 0.0032 | 0.0076 | 0.0765 | 0.0877 | 0.0748 | 0.1049 | 0.0628 |
200112 | 0.0015 | 0.0179 | 0.0513 | 0.0045 | 0.0087 | 0.0115 | 0.0104 | 0.0070 | 0.0529 |
200201 | 0.0014 | -0.016 | 0.0111 | 0.0346 | -0.0147 | -0.0378 | -0.0315 | -0.0280 | 0.0160 |
200202 | 0.0013 | -0.0217 | -0.0162 | 0.0392 | -0.0194 | -0.0627 | -0.0172 | -0.0192 | -0.0061 |
200203 | 0.0013 | 0.0447 | 0.0432 | 0.0115 | 0.0374 | 0.0682 | 0.0338 | 0.0482 | 0.0592 |
200204 | 0.0015 | -0.0496 | 0.0585 | 0.0423 | -0.0607 | -0.0201 | -0.0636 | -0.0659 | 0.0327 |
200205 | 0.0014 | -0.0105 | -0.0370 | 0.0251 | -0.0075 | 0.0032 | -0.0021 | -0.0087 | -0.0063 |
200206 | 0.0013 | -0.0703 | 0.0354 | 0.0149 | -0.0713 | -0.1223 | -0.0767 | -0.0953 | -0.0282 |
200207 | 0.0015 | -0.0811 | -0.0519 | -0.0365 | -0.0772 | -0.0747 | -0.0719 | -0.0928 | -0.0872 |
200208 | 0.0014 | 0.008 | -0.0226 | 0.0229 | 0.0065 | 0.0548 | 0.0098 | 0.0139 | -0.0079 |
200209 | 0.0014 | -0.1 | 0.0271 | 0.0125 | -0.1087 | -0.1184 | -0.1076 | -0.0766 | -0.0833 |
200210 | 0.0014 | 0.0749 | -0.0296 | -0.0646 | 0.0878 | 0.1156 | 0.0944 | 0.0515 | 0.0379 |
200211 | 0.0012 | 0.0613 | 0.0315 | -0.0154 | 0.0588 | 0.0931 | 0.0501 | 0.0549 | 0.0620 |
200212 | 0.0011 | -0.0533 | -0.0046 | 0.0387 | -0.0589 | -0.0703 | -0.0645 | -0.0814 | -0.0389 |
200301 | 0.001 | -0.0234 | 0.0139 | -0.0084 | -0.0262 | -0.0030 | -0.0276 | -0.0185 | -0.0230 |
200302 | 0.0009 | -0.0154 | -0.0029 | -0.0144 | -0.0152 | -0.0301 | -0.0121 | -0.0086 | -0.0346 |
200303 | 0.001 | 0.0103 | 0.0074 | -0.0159 | 0.0096 | 0.0041 | 0.0111 | 0.0087 | -0.0038 |
200304 | 0.001 | 0.0828 | 0.0108 | -0.0004 | 0.0825 | 0.1208 | 0.0821 | 0.1035 | 0.0913 |
200305 | 0.0009 | 0.0635 | 0.0483 | 0.0009 | 0.0526 | 0.1134 | 0.0442 | 0.0420 | 0.0814 |
200306 | 0.001 | 0.0163 | 0.0150 | 0.0073 | 0.0126 | 0.0055 | 0.0111 | -0.0075 | 0.0279 |
200307 | 0.0007 | 0.0231 | 0.0551 | -0.0206 | 0.0174 | 0.0198 | 0.0132 | 0.0376 | 0.0484 |
200308 | 0.0007 | 0.025 | 0.0270 | 0.0171 | 0.0193 | 0.0301 | 0.0166 | 0.0357 | 0.0416 |
200309 | 0.0008 | -0.0091 | 0.0058 | 0.0098 | -0.0107 | -0.0144 | -0.0148 | -0.0326 | -0.0064 |
200310 | 0.0007 | 0.0603 | 0.0288 | 0.0179 | 0.0564 | 0.0660 | 0.0488 | 0.0853 | 0.0668 |
200311 | 0.0007 | 0.0166 | 0.0223 | 0.0146 | 0.0086 | 0.0180 | 0.0044 | 0.0107 | 0.0337 |
200312 | 0.0008 | 0.0455 | -0.0279 | 0.0271 | 0.0522 | 0.0486 | 0.0523 | 0.0312 | 0.0327 |
200401 | 0.0007 | 0.023 | 0.0267 | 0.0155 | 0.0182 | 0.0110 | 0.0128 | 0.0030 | 0.0272 |
200402 | 0.0006 | 0.0155 | -0.0117 | 0.0045 | 0.0138 | -0.0071 | 0.0142 | -0.0106 | 0.0292 |
200403 | 0.0009 | -0.0107 | 0.0184 | 0.0007 | -0.0151 | -0.0159 | -0.0126 | -0.0176 | 0.0014 |
200404 | 0.0008 | -0.0242 | -0.0259 | -0.0167 | -0.0158 | -0.0149 | -0.0170 | -0.0026 | -0.0243 |
200405 | 0.0006 | 0.0141 | -0.0010 | -0.0033 | 0.0136 | 0.0219 | 0.0105 | 0.0254 | 0.0028 |
200406 | 0.0008 | 0.0216 | 0.0232 | 0.0167 | 0.0193 | 0.0390 | 0.0146 | 0.0265 | 0.0348 |
200407 | 0.001 | -0.0377 | -0.0380 | 0.0452 | -0.0331 | -0.0783 | -0.0391 | -0.0595 | -0.0349 |
200408 | 0.0011 | 0.0027 | -0.0159 | 0.0113 | 0.0038 | 0.0043 | 0.0024 | -0.0177 | -0.0030 |
200409 | 0.0011 | 0.0205 | 0.0293 | 0.0039 | 0.0107 | 0.0176 | 0.0095 | 0.0059 | 0.0415 |
200410 | 0.0011 | 0.0178 | 0.0044 | -0.0083 | 0.0151 | 0.0076 | 0.0154 | 0.0166 | 0.0137 |
200411 | 0.0015 | 0.0482 | 0.0416 | 0.0194 | 0.0405 | 0.0763 | 0.0331 | 0.0432 | 0.0799 |
200412 | 0.0016 | 0.0352 | 0.0018 | -0.0036 | 0.0339 | 0.0608 | 0.0311 | 0.0380 | 0.0398 |
200501 | 0.0016 | -0.0266 | -0.0163 | 0.0267 | -0.0245 | -0.0359 | -0.0188 | -0.0334 | -0.0199 |
200502 | 0.0016 | 0.0227 | -0.0066 | 0.0285 | 0.0209 | -0.0024 | 0.0119 | 0.0114 | 0.0317 |
200503 | 0.0021 | -0.0169 | -0.0139 | 0.0175 | -0.0176 | -0.0222 | -0.0199 | -0.0054 | -0.0206 |
200504 | 0.0021 | -0.0252 | -0.0400 | -0.0046 | -0.0191 | -0.0289 | -0.0206 | -0.0360 | -0.0472 |
200505 | 0.0024 | 0.038 | 0.0299 | -0.0124 | 0.0317 | 0.0504 | 0.0361 | 0.0452 | 0.0490 |
200506 | 0.0023 | 0.0115 | 0.0259 | 0.0282 | 0.0013 | 0.0149 | 0.0004 | -0.0025 | 0.0316 |
200507 | 0.0024 | 0.0433 | 0.0278 | -0.0048 | 0.0371 | 0.0442 | 0.0402 | 0.0387 | 0.0384 |
200508 | 0.003 | -0.0059 | -0.0089 | 0.0145 | -0.0091 | -0.0324 | -0.0115 | -0.0088 | -0.0009 |
200509 | 0.0029 | 0.0106 | -0.0068 | 0.0113 | 0.0079 | 0.0095 | 0.0070 | 0.0162 | 0.0071 |
200510 | 0.0027 | -0.0208 | -0.0103 | -0.0069 | -0.0168 | -0.0114 | -0.0128 | -0.0271 | -0.0424 |
200511 | 0.0031 | 0.0404 | 0.0099 | -0.0179 | 0.0376 | 0.0740 | 0.0335 | 0.0389 | 0.0445 |
200512 | 0.0032 | 0.0035 | -0.0052 | 0.0049 | 0.0002 | -0.0012 | 0.0198 | 0.0062 | 0.0181 |
200601 | 0.0035 | 0.04 | 0.0532 | 0.0119 | 0.0265 | 0.0041 | 0.0477 | 0.0380 | 0.0659 |
200602 | 0.0034 | -0.0016 | -0.0032 | -0.0082 | 0.0026 | -0.0138 | -0.0149 | -0.0045 | -0.0062 |
200603 | 0.0037 | 0.0191 | 0.0355 | -0.001 | 0.0123 | 0.0163 | 0.0268 | 0.0208 | 0.0254 |
200604 | 0.0036 | 0.013 | -0.0124 | 0.0307 | 0.0133 | -0.0191 | 0.0191 | 0.0022 | 0.0198 |
200605 | 0.0043 | -0.031 | -0.0306 | 0.0281 | -0.0290 | -0.0441 | -0.0510 | -0.0459 | -0.0400 |
200606 | 0.004 | -0.0004 | -0.0054 | 0.0159 | 0.0013 | 0.0060 | -0.0074 | -0.0023 | -0.0120 |
200607 | 0.004 | -0.0019 | -0.0400 | 0.0327 | 0.0061 | -0.0457 | -0.0313 | -0.0144 | -0.0119 |
200608 | 0.0042 | 0.0251 | 0.0083 | -0.0176 | 0.0236 | 0.0398 | 0.0240 | 0.0359 | 0.0184 |
200609 | 0.0041 | 0.0194 | -0.0124 | -0.0043 | 0.0256 | 0.0236 | 0.0113 | 0.0214 | 0.0146 |
200610 | 0.0041 | 0.0371 | 0.0163 | 0.0048 | 0.0325 | 0.0530 | 0.0291 | 0.0239 | 0.0349 |
200611 | 0.0042 | 0.0237 | 0.0078 | 0.0048 | 0.0189 | 0.0295 | 0.0260 | 0.0262 | 0.0417 |
200612 | 0.004 | 0.0108 | -0.0089 | 0.0252 | 0.0139 | 0.0125 | -0.0052 | 0.0030 | 0.0183 |
200701 | 0.0044 | 0.0194 | 0.0009 | -0.0002 | 0.0149 | 0.0087 | 0.0287 | 0.0224 | 0.0122 |
200702 | 0.0038 | -0.014 | 0.0137 | 0.0024 | -0.0197 | -0.0146 | -0.0165 | -0.0052 | -0.0027 |
200703 | 0.0043 | 0.013 | -0.0026 | 0.0039 | 0.0111 | -0.0098 | 0.0083 | 0.0140 | 0.0164 |
200704 | 0.0044 | 0.0399 | -0.0210 | -0.0097 | 0.0442 | 0.0534 | 0.0482 | 0.0455 | 0.0327 |
200705 | 0.0041 | 0.0389 | -0.0002 | -0.0014 | 0.0348 | 0.0417 | 0.0405 | 0.0359 | 0.0392 |
200706 | 0.004 | -0.0147 | 0.0076 | -0.0107 | -0.0168 | -0.0295 | -0.0042 | -0.0200 | -0.0092 |
200707 | 0.004 | -0.0317 | -0.0268 | -0.0299 | -0.0308 | -0.0583 | -0.0182 | -0.0179 | -0.0446 |
200708 | 0.0042 | 0.0117 | -0.0015 | -0.0238 | 0.0150 | 0.0027 | 0.0116 | 0.0139 | -0.0071 |
200709 | 0.0032 | 0.0409 | -0.0246 | -0.0214 | 0.0372 | 0.0400 | 0.0622 | 0.0610 | 0.0270 |
200710 | 0.0032 | 0.0258 | 0.0019 | -0.0195 | 0.0158 | 0.0027 | 0.0532 | 0.0344 | 0.0300 |
200711 | 0.0034 | -0.0493 | -0.0280 | -0.0109 | -0.0419 | -0.0692 | -0.0379 | -0.0410 | -0.0626 |
200712 | 0.0027 | -0.0043 | 0.0002 | 0 | -0.0070 | -0.0282 | 0.0035 | 0.0044 | 0.0053 |
200801 | 0.0021 | -0.0623 | -0.0075 | 0.0307 | -0.0602 | -0.0793 | -0.0895 | -0.0685 | -0.0498 |
200802 | 0.0013 | -0.022 | -0.0057 | -0.0003 | -0.0325 | -0.0762 | -0.0160 | -0.0173 | -0.0100 |
200803 | 0.0017 | -0.0104 | 0.0081 | 0.0028 | -0.0044 | -0.0561 | -0.0219 | -0.0213 | -0.0181 |
200804 | 0.0018 | 0.0512 | -0.0149 | -0.0008 | 0.0485 | 0.0492 | 0.0652 | 0.0526 | 0.0508 |
200805 | 0.0018 | 0.0239 | 0.0303 | -0.0038 | 0.0129 | -0.0126 | 0.0305 | 0.0296 | 0.0351 |
200806 | 0.0017 | -0.0786 | 0.0109 | -0.0106 | -0.0844 | -0.1415 | -0.0838 | -0.0750 | -0.0874 |
200807 | 0.0015 | -0.0132 | 0.0359 | 0.0369 | -0.0083 | -0.0097 | -0.0393 | -0.0259 | -0.0138 |
200808 | 0.0013 | 0.0112 | 0.0373 | 0.0148 | 0.0145 | 0.0142 | -0.0008 | 0.0117 | 0.0102 |
200809 | 0.0015 | -0.0982 | -0.0037 | 0.0441 | -0.0891 | -0.1175 | -0.1798 | -0.1292 | -0.1185 |
200810 | 0.0008 | -0.1847 | -0.0227 | -0.0299 | -0.1679 | -0.2130 | -0.2159 | -0.1814 | -0.2000 |
200811 | 0.0003 | -0.0853 | -0.0364 | -0.0493 | -0.0717 | -0.1570 | -0.1133 | -0.0993 | -0.0878 |
200812 | 0.0009 | 0.0215 | 0.0399 | -0.012 | 0.0107 | 0.0707 | 0.0489 | 0.0588 | 0.0861 |
200901 | 0 | -0.0775 | -0.0098 | -0.0986 | -0.0841 | -0.0818 | -0.0754 | -0.0323 | -0.0640 |
200902 | 0.0001 | -0.1011 | -0.0036 | -0.0691 | -0.1066 | -0.1284 | -0.0759 | -0.0828 | -0.0920 |
200903 | 0.0002 | 0.0877 | 0.0075 | 0.026 | 0.0876 | 0.1036 | 0.1391 | 0.0774 | 0.0840 |
200904 | 0.0001 | 0.1105 | 0.0535 | 0.0542 | 0.0956 | 0.1461 | 0.1367 | 0.0974 | 0.1446 |
200905 | 0 | 0.0673 | -0.0266 | 0.0056 | 0.0562 | 0.1104 | 0.0623 | 0.0565 | 0.0632 |
200906 | 0.0001 | -0.0027 | 0.0266 | -0.0244 | 0.0022 | 0.0140 | -0.0138 | -0.0014 | -0.0008 |
200907 | 0.0001 | 0.0824 | 0.0250 | 0.0479 | 0.0758 | 0.0991 | 0.0876 | 0.0859 | 0.0888 |
200908 | 0.0001 | 0.0319 | -0.0052 | 0.0757 | 0.0360 | 0.0512 | 0.0217 | 0.0104 | 0.0436 |
200909 | 0.0001 | 0.0453 | 0.0248 | 0.0139 | 0.0372 | 0.0353 | 0.0531 | 0.0568 | 0.0385 |
200910 | 0 | -0.0284 | -0.0422 | -0.0437 | -0.0187 | -0.0403 | -0.0543 | -0.0252 | -0.0283 |
200911 | 0 | 0.0574 | -0.0267 | 0.0017 | 0.0598 | 0.0461 | 0.0545 | 0.0576 | 0.0386 |
200912 | 0.0001 | 0.0292 | 0.0578 | 0.0073 | 0.0195 | 0.0276 | 0.0435 | 0.0374 | 0.0424 |
201001 | 0 | -0.0371 | 0.0021 | 0.006 | -0.0360 | -0.0291 | -0.0437 | -0.0487 | -0.0163 |
201002 | 0 | 0.0353 | 0.0143 | 0.0273 | 0.0309 | 0.0220 | 0.0301 | 0.0312 | 0.0350 |
201003 | 0.0001 | 0.0645 | 0.0158 | 0.0205 | 0.0601 | 0.0606 | 0.0663 | 0.0520 | 0.0643 |
201004 | 0 | 0.0202 | 0.0493 | 0.0319 | 0.0158 | -0.0003 | 0.0145 | 0.0100 | 0.0246 |
201005 | 0.0001 | -0.0799 | -0.0008 | -0.0235 | -0.0801 | -0.0895 | -0.0810 | -0.0753 | -0.0773 |
201006 | 0.0001 | -0.052 | -0.0212 | -0.0428 | -0.0524 | -0.0782 | -0.0647 | -0.0482 | -0.0477 |
201007 | 0.0001 | 0.0711 | 0.0027 | 0.0009 | 0.0700 | 0.0780 | 0.0506 | 0.0552 | 0.0613 |
201008 | 0.0001 | -0.0439 | -0.0302 | -0.014 | -0.0453 | -0.0539 | -0.0592 | -0.0342 | -0.0408 |
201009 | 0.0001 | 0.0925 | 0.0386 | -0.0285 | 0.0892 | 0.0993 | 0.1082 | 0.0929 | 0.0956 |
201010 | 0.0001 | 0.0389 | 0.0105 | -0.0222 | 0.0379 | 0.0421 | 0.0363 | 0.0499 | 0.0386 |
201011 | 0.0001 | 0.0057 | 0.0367 | -0.0059 | 0.0000 | -0.0210 | 0.0136 | -0.0174 | 0.0019 |
201012 | 0.0001 | 0.0678 | 0.0078 | 0.0336 | 0.0667 | 0.0560 | 0.0666 | 0.0551 | 0.0660 |
201101 | 0.0001 | 0.0202 | -0.0244 | 0.007 | 0.0236 | 0.0350 | 0.0162 | 0.0106 | 0.0133 |
201102 | 0.0001 | 0.035 | 0.0156 | 0.0172 | 0.0342 | 0.0271 | 0.0416 | 0.0268 | 0.0357 |
201103 | 0.0001 | 0.0049 | 0.0270 | -0.0116 | 0.0003 | -0.0269 | -0.0040 | -0.0079 | 0.0119 |
201104 | 0 | 0.029 | -0.0036 | -0.0217 | 0.0295 | 0.0269 | 0.0251 | 0.0397 | 0.0444 |
201105 | 0 | -0.0127 | -0.0064 | -0.0207 | -0.0115 | -0.0196 | -0.0222 | -0.0170 | -0.0115 |
201106 | 0 | -0.0175 | -0.0012 | -0.0023 | -0.0167 | -0.0245 | -0.0361 | -0.0111 | -0.0100 |
201107 | 0 | -0.0234 | -0.0143 | -0.0114 | -0.0205 | -0.0246 | -0.0144 | -0.0132 | -0.0238 |
201108 | 0.0001 | -0.0599 | -0.0330 | -0.0157 | -0.0545 | -0.0675 | -0.0771 | -0.0722 | -0.0627 |
201109 | 0.0000 | -0.0760 | -0.0372 | -0.0099 | -0.0704 | -0.0621 | -0.1166 | -0.0843 | -0.0799 |
201110 | 0.0000 | 0.1134 | 0.0359 | -0.0092 | 0.1091 | 0.1060 | 0.1086 | 0.1019 | 0.1149 |
201111 | 0.0000 | -0.0026 | -0.0026 | -0.0016 | -0.0023 | -0.0142 | -0.0226 | -0.0118 | -0.0161 |
201112 | 0.0000 | 0.0074 | -0.0057 | 0.0154 | 0.0102 | 0.0160 | -0.0027 | -0.0092 | -0.0030 |
201201 | 0.0000 | 0.0506 | 0.0253 | -0.0216 | 0.0446 | 0.0531 | 0.0600 | 0.0670 | 0.0616 |
201202 | 0.0000 | 0.0443 | -0.0164 | 0.0004 | 0.0431 | 0.0435 | 0.0598 | 0.0608 | 0.0501 |
201203 | 0.0000 | 0.0311 | -0.0024 | -0.0006 | 0.0328 | 0.0366 | 0.0360 | 0.0272 | 0.0223 |
201204 | 0.0000 | -0.0084 | -0.0062 | -0.0017 | -0.0064 | -0.0216 | -0.0121 | -0.0082 | -0.0101 |
201205 | 0.0001 | -0.0619 | -0.0012 | 0.0011 | -0.0602 | -0.0714 | -0.0717 | -0.0648 | -0.0814 |
201206 | 0.0000 | 0.0388 | 0.0082 | 0.0048 | 0.0411 | 0.0249 | 0.0337 | 0.0156 | 0.0375 |
201207 | 0.0000 | 0.0079 | -0.0260 | 0.0002 | 0.0137 | 0.0025 | 0.0117 | 0.0171 | 0.0026 |
201208 | 0.0001 | 0.0257 | 0.0071 | 0.0055 | 0.0224 | 0.0295 | 0.0334 | 0.0349 | 0.0444 |
201209 | 0.0001 | 0.0275 | 0.0049 | 0.0157 | 0.0258 | 0.0289 | 0.0321 | 0.0137 | 0.0197 |
201210 | 0.0001 | -0.0174 | -0.0107 | 0.0414 | -0.0186 | -0.0159 | -0.0258 | -0.0213 | -0.0102 |
201211 | 0.0001 | 0.0078 | 0.0067 | -0.011 | 0.0056 | 0.0164 | 0.0096 | 0.0215 | 0.0126 |
201212 | 0.0001 | 0.0119 | 0.0162 | 0.0325 | 0.0090 | 0.0217 | 0.0077 | 0.0080 | 0.0298 |
201301 | 0.0000 | 0.0558 | 0.0047 | 0.0131 | 0.0518 | 0.0670 | 0.0508 | 0.0269 | 0.0504 |
201302 | 0.0000 | 0.0128 | -0.0039 | 0.0029 | 0.0134 | -0.0022 | 0.0069 | 0.0134 | 0.0031 |
201303 | 0.0000 | 0.0403 | 0.0083 | -0.0006 | 0.0374 | 0.0462 | 0.0315 | 0.0286 | 0.0476 |
201304 | 0.0000 | 0.0156 | -0.0240 | 0.0041 | 0.0191 | 0.0105 | 0.0099 | 0.0140 | 0.0287 |
201305 | 0.0000 | 0.0281 | 0.0195 | 0.0132 | 0.0233 | 0.0456 | 0.0358 | 0.0190 | 0.0172 |
201306 | 0.0000 | -0.0121 | 0.0123 | -0.0044 | -0.0135 | -0.0229 | -0.0168 | -0.0144 | -0.0018 |
201307 | 0.0000 | 0.0566 | 0.0187 | 0.0074 | 0.0507 | 0.0775 | 0.0662 | 0.0560 | 0.0505 |
201308 | 0.0000 | -0.0269 | 0.0029 | -0.0246 | -0.0291 | -0.0261 | -0.0186 | -0.0201 | -0.0180 |
201309 | 0.0000 | 0.0376 | 0.0285 | -0.0159 | 0.0312 | 0.0354 | 0.0421 | 0.0455 | 0.0470 |
201310 | 0.0000 | 0.0417 | -0.0157 | 0.013 | 0.0459 | 0.0283 | 0.0426 | 0.0443 | 0.0356 |
201311 | 0.0000 | 0.0312 | 0.0134 | -0.0033 | 0.0303 | 0.0445 | 0.0349 | 0.0252 | 0.0239 |
201312 | 0.0000 | 0.0281 | -0.0043 | -0.0015 | 0.0251 | 0.0220 | 0.0245 | 0.0268 | 0.0172 |
201401 | 0.0000 | -0.0332 | 0.0087 | -0.0213 | -0.0347 | -0.0353 | -0.0188 | -0.0350 | -0.0336 |
201402 | 0.0000 | 0.0465 | 0.0034 | -0.0037 | 0.0456 | 0.0549 | 0.0520 | 0.0517 | 0.0437 |
201403 | 0.0000 | 0.0043 | -0.0185 | 0.0503 | 0.0082 | 0.0187 | -0.0114 | -0.0177 | 0.0114 |
201404 | 0.0000 | -0.0019 | -0.0419 | 0.011 | 0.0072 | -0.0051 | -0.0115 | -0.0095 | -0.0119 |
201405 | 0.0000 | 0.0206 | -0.0185 | -0.0036 | 0.0233 | 0.0131 | 0.0309 | 0.0355 | 0.0138 |
201406 | 0.0000 | 0.0261 | 0.0301 | -0.0066 | 0.0205 | 0.0254 | 0.0262 | 0.0238 | 0.0263 |
201407 | 0.0000 | -0.0204 | -0.0422 | -0.0002 | -0.0139 | -0.0102 | -0.0149 | -0.0170 | -0.0164 |
201408 | 0.0000 | 0.0424 | 0.004 | -0.0055 | 0.0399 | 0.0467 | 0.0484 | 0.0487 | 0.0341 |
201409 | 0.0000 | -0.0197 | -0.038 | -0.0119 | -0.0142 | -0.0201 | -0.0156 | -0.0189 | -0.0315 |
201410 | 0.0000 | 0.0252 | 0.0428 | -0.0168 | 0.0242 | 0.0200 | 0.0291 | 0.0315 | 0.0223 |
201411 | 0.0000 | 0.0255 | -0.0205 | -0.0298 | 0.0268 | 0.0258 | 0.0228 | 0.0332 | 0.0154 |
201412 | 0.0000 | -0.0006 | 0.0259 | 0.0212 | -0.0026 | -0.0086 | -0.0010 | -0.0004 | 0.0036 |
201501 | 0.0000 | -0.0311 | -0.0051 | -0.0347 | -0.0302 | -0.0439 | -0.0246 | -0.0022 | -0.0308 |
201502 | 0.0000 | 0.0613 | 0.0051 | -0.0173 | 0.0574 | 0.0586 | 0.0642 | 0.0711 | 0.0604 |
201503 | 0.0000 | -0.0112 | 0.0307 | -0.0045 | -0.0159 | -0.0098 | -0.0092 | -0.0058 | -0.0097 |
201504 | 0.0000 | 0.0059 | -0.0301 | 0.0184 | 0.0095 | 0.0297 | 0.0018 | -0.0048 | 0.0213 |
201505 | 0.0000 | 0.0136 | 0.009 | -0.0132 | 0.0127 | -0.0032 | 0.0189 | 0.0196 | 0.0107 |
201506 | 0.0000 | -0.0153 | 0.0285 | -0.008 | -0.0193 | -0.0241 | -0.0094 | -0.0210 | -0.0070 |
201507 | 0.0000 | 0.0154 | -0.0407 | -0.0421 | 0.0208 | 0.0132 | 0.0268 | 0.0383 | 0.0044 |
201508 | 0.0000 | -0.0604 | 0.0052 | 0.0271 | -0.0604 | -0.0784 | -0.0649 | -0.0684 | -0.0382 |
201509 | 0.0000 | -0.0308 | -0.0261 | 0.0058 | -0.0249 | -0.0548 | -0.0378 | -0.0333 | -0.0291 |
201510 | 0.0000 | 0.0775 | -0.0193 | -0.0011 | 0.0842 | 0.0845 | 0.0882 | 0.0678 | 0.0397 |
201511 | 0.0000 | 0.0056 | 0.0362 | -0.0057 | 0.0029 | 0.0090 | 0.0131 | 0.0138 | 0.0041 |
201512 | 0.0001 | -0.0218 | -0.0281 | -0.0246 | -0.0159 | -0.0135 | -0.0176 | -0.0153 | -0.0265 |
201601 | 0.0001 | -0.0578 | -0.0336 | 0.0226 | -0.0498 | -0.0783 | -0.0645 | -0.0685 | -0.0534 |
201602 | 0.0002 | -0.0009 | 0.0083 | -0.0048 | -0.0015 | -0.0246 | -0.0167 | -0.0080 | 0.0071 |
201603 | 0.0002 | 0.0694 | 0.0086 | 0.0111 | 0.0678 | 0.0991 | 0.0638 | 0.0627 | 0.0593 |
201604 | 0.0001 | 0.0091 | 0.0068 | 0.0325 | 0.0037 | 0.0164 | 0.0110 | -0.0046 | -0.0031 |
201605 | 0.0001 | 0.0177 | -0.0027 | -0.0179 | 0.0178 | 0.0278 | 0.0149 | 0.0190 | 0.0094 |
201606 | 0.0002 | -0.0007 | 0.0061 | -0.0149 | 0.0025 | -0.0318 | -0.0184 | -0.0137 | -0.0124 |
201607 | 0.0002 | 0.0393 | 0.029 | -0.0098 | 0.0368 | 0.0529 | 0.0380 | 0.0482 | 0.0344 |
201608 | 0.0002 | 0.0048 | 0.0094 | 0.0318 | 0.0013 | 0.0077 | 0.0051 | -0.0061 | 0.0034 |
201609 | 0.0002 | 0.0023 | 0.02 | -0.0134 | 0.0001 | 0.0021 | 0.0030 | 0.0014 | 0.0109 |
201610 | 0.0002 | -0.0204 | -0.0441 | 0.0415 | -0.0183 | -0.0236 | -0.0196 | -0.0239 | -0.0258 |
201611 | 0.0001 | 0.0485 | 0.0568 | 0.0844 | 0.0370 | 0.0673 | 0.0297 | -0.0020 | 0.0545 |
201612 | 0.0003 | 0.0178 | -0.0002 | 0.0353 | 0.0196 | 0.0089 | 0.0109 | 0.0064 | 0.0057 |
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