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Stocks Standard Deviation Average Daily Return CIMB (1023.KL) 1.392064068 0.110412281 HONG LEONG BANK (5819.KL) 0.917486147 0.008759785 MAYBANK (1155.KL) 0.825754256 0.01968605 PBB (1295.KL) 1.048821862 0.008729963 RHB

Stocks Standard Deviation Average Daily Return
CIMB (1023.KL) 1.392064068 0.110412281
HONG LEONG BANK (5819.KL) 0.917486147 0.008759785
MAYBANK (1155.KL) 0.825754256 0.01968605
PBB (1295.KL) 1.048821862 0.008729963
RHB CAPITAL (1066.KL) 1.088655859 0.01469079
SIME DARBY (4197.KL) 1.492164764 -0.001397119
GENTING (3182.KL) 1.685587134 0.013488929
AXIATA (6888.KL) 1.905758842 0.052230636
DIGI (6947.KL) 1.921317213 0.034610101
MAXIS (6012.KL) 1.446731279 -0.012946194
Month

3-yr MGS Closing Yield

(end of month)

Jan-20 2.86%
Feb-20 2.61%
Mar-20 2.75%
Apr-20 2.40%
May-20 2.27%
Jun-20 2.24%
Jul-20 1.90%
Aug-20 1.83%
Sep-20 1.99%
Oct-20 1.75%
Nov-20 1.91%
Dec-20 1.87%
Jan-21 1.84%
Feb-21 1.98%
Mar-21 2.13%
Apr-21 2.34%
May-21 2.31%
Jun-21 2.27%
Jul-21 2.28%
Aug-21 2.34%
Sep-21 2.44%
Oct-21 2.68%
Nov-21 2.67%

Which stock has the best performance? Justify your answer by computing the Sharpe index of each of these stocks.

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