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Posted on Sep 04, 2024

Write a recommendation regarding the commodity allocation of Al equity portfolio. Link your finding to some of the international literature on the contribution of commodities

Write a recommendation regarding the commodity

allocation of Al equity portfolio. Link your finding to some of the international literature on the contribution of commodities to equity portfolios.

The Historical Data Dame Tadaw Dow Jones Indien repe sare MAS Gold -8.18% -14.20 1.59% 2.12 -5.25 0.419 6. 0.27 6.629 -5.66 0.30 6.84 0.SON 0.0 0 0 2.76% -0.17 3.55 2.15 6.39 O. 3. 0.12 -1. 1.SON 1.77 -24 2.564 1.11 4.21% 3.60 1.49 -0.93% 5.24 3.29 0.51 4.66% -0.72% 1.39 03 1.61 2.50 3.65 5.21% 10.21% -0.47% 4.86% 6.28% 8.45% 2.16% -3.17% 0.56% -2.97% -8.54% -1.839 5.00% 3.09% 0.01% 1.51% 0.03% -2.14% 2.22% 4.06% -3.27% -0.62% 0.25% 2.18% 3.19% 0.06 2.279 1.15 0.4 1.92 -5.39% 0.79 -3.09 -3.00 -70 6.69% 15.21 2.96 -1.524 -1.84% 0.42 0.174 -2.05 7.76 4.57% 2.29% 0.35 -4.919 1.00 3.139 5.70N -3.07 5.921 4.209 -0.58 1.86 -0.23% -4.27 0.64% -1.165 2.46 -0.90 3:33 2.05 4.25 3.769 182 5.62 43 -3.77 0.25% 2.195 2.77 0.99 5. -2.99 at night at night at night at night at night at night at night13 at night at night at night at nighiN at night at night13 at night at night at night at night at night at night at night at night at night at night at night at night at night at night at night at night at night at nightful at night181 at night night1 at night at night at night at night at night at night at night at night at night at night at night at night at night at night at night1: at night at night at night at night at night1:31 at night at night at night at night at night at night at night 1.04% 350 2.15 0.4) 7.30 -1.89 2.92 0.04 5.18% 0.919 2.13 5.55 -0.784 9.65 0.34 -9.96% 9.30N 3.39 -0.59 2.14 3.56 2.99 04 -2.1 1.59 8.95% -0.79% 3.79 5.35% -9.53% 7:57 2.93 -521 167 -9.06 6.92 3.60 0.05N 2.5 -6.929 6.95 0.99 6.30 3.52% -1.02% -8.52% 0.89 1.30 -1.8 1.709 202 3.35 1.93 0.48% -0.69% -1,30% 3.58% -2.33% -1.87% -0.75% 1.87% 0.64% 4.86% 2.91% -0.60% -1.599 -0.66% 1.69% 7.66% 0.32% 7.25% 3.20% 2.76 -3.31% 3.56% 4.69% -0.32% -0.87% 6.71% 2.71% 3.10% 10.34% -0.25% 4.37% -0.40% -5.52% 6.51% -2.69% 1.47 4.63% -8.27% 7.16% 2.09 -2.5 0.46 3.60 4.UN 1:48 1.979 -6.594 -10.62 14. JAN 5.54 5.82 6.60% 0.16 -1.71% -7.799 - 15.92 8.939 1.40 0.15% 3.20 3.654 1.72 -0.99 -10.629 -14.78% 10.SIST 17 1.68% 2.35 7.30 -231 4.72 11 19 3.211 20 11.9 1.82 5265 6711 40 4.419 -4.839 10.09% 10215 3.64% -5.30% -2.32% 11.15% 5.SON 1.4IN 0.154 Historical Data with out commodity with commodity time series Semple Variance Cowance Mari Dow Jone Tadawul Industrial S&P 50 Arre NASDAQ Gold Tadawl Dew New India S&P 500 NASDAQ verge Gold 0.00128 Avg Retum Sul Dev Sharpe Ratio O 5.60% 0.0496 ON 4.54 0.1740 098 4. 0.2005 1.5% SOL 0.2947 091 1.9293 0.2014 Tadawul DNA S&P 500 NASDAQ Gold 000114 00014 0.00139 0.00128 -0.00034 0.00154 0.00206 0.00193 0.00301 -0.0001 0.00119 0.00193 0.00192 0.00309 0. 0.00 0.00350 0.0007 -0.00024 -0.0001 0.000 0.00007 0.0153 Risk Free 0.100 50 Min Var 16.96% 12.9% 19.171 Tadawut DAA S&P 500 NASDAQ Gold Sum Dev Esp Retur Sharpe Ratio 90% Port 1 16.34% 21.2015 -4.22 10.24% 55. 1000 2016 NOM Port 2 16.724 29,615 -27.60 24.49% 56 100 KM 2. 70 Port 3 16 3RON 1999 IKA 57.724 100001 290 103 0.121 60 Port 4 16.489 463046 -74379 5219 SK 64 10000 20:59 LIIS 03 Port 5 16.10% 54.789 -97.7% 07.1194 10.5196 1000045 100 1199 OM 4096 Port 6 16.24% 63.104 - 121.14 NU 0:47 100.000 WM 12 INI 3094 20% 104 Port 7 Port Port 9 Max Ret Mkt PortEqual Weight 16.1296 16.00 15.88% 157 13879 20.00% 7144 7984% 3.21% 45 229.68% 20.00% -14453% 167.914 191.29 21469 -58639% 20:00 95.5994 109.779 123.94 1.2004 164309 20:00 6. 6310 61224 04119 7.709 100 1000 10000 100 100.00 MI 2196 JOM 1.40 5.59% 3.55% 1.3 1429 ISO 1.51 280 09 0.196 0:41 0423 0.413 0:4 2926178 44999 10000 2 0347 0.295 The Historical Data Dame Tadaw Dow Jones Indien repe sare MAS Gold -8.18% -14.20 1.59% 2.12 -5.25 0.419 6. 0.27 6.629 -5.66 0.30 6.84 0.SON 0.0 0 0 2.76% -0.17 3.55 2.15 6.39 O. 3. 0.12 -1. 1.SON 1.77 -24 2.564 1.11 4.21% 3.60 1.49 -0.93% 5.24 3.29 0.51 4.66% -0.72% 1.39 03 1.61 2.50 3.65 5.21% 10.21% -0.47% 4.86% 6.28% 8.45% 2.16% -3.17% 0.56% -2.97% -8.54% -1.839 5.00% 3.09% 0.01% 1.51% 0.03% -2.14% 2.22% 4.06% -3.27% -0.62% 0.25% 2.18% 3.19% 0.06 2.279 1.15 0.4 1.92 -5.39% 0.79 -3.09 -3.00 -70 6.69% 15.21 2.96 -1.524 -1.84% 0.42 0.174 -2.05 7.76 4.57% 2.29% 0.35 -4.919 1.00 3.139 5.70N -3.07 5.921 4.209 -0.58 1.86 -0.23% -4.27 0.64% -1.165 2.46 -0.90 3:33 2.05 4.25 3.769 182 5.62 43 -3.77 0.25% 2.195 2.77 0.99 5. -2.99 at night at night at night at night at night at night at night13 at night at night at night at nighiN at night at night13 at night at night at night at night at night at night at night at night at night at night at night at night at night at night at night at night at night at nightful at night181 at night night1 at night at night at night at night at night at night at night at night at night at night at night at night at night at night at night1: at night at night at night at night at night1:31 at night at night at night at night at night at night at night 1.04% 350 2.15 0.4) 7.30 -1.89 2.92 0.04 5.18% 0.919 2.13 5.55 -0.784 9.65 0.34 -9.96% 9.30N 3.39 -0.59 2.14 3.56 2.99 04 -2.1 1.59 8.95% -0.79% 3.79 5.35% -9.53% 7:57 2.93 -521 167 -9.06 6.92 3.60 0.05N 2.5 -6.929 6.95 0.99 6.30 3.52% -1.02% -8.52% 0.89 1.30 -1.8 1.709 202 3.35 1.93 0.48% -0.69% -1,30% 3.58% -2.33% -1.87% -0.75% 1.87% 0.64% 4.86% 2.91% -0.60% -1.599 -0.66% 1.69% 7.66% 0.32% 7.25% 3.20% 2.76 -3.31% 3.56% 4.69% -0.32% -0.87% 6.71% 2.71% 3.10% 10.34% -0.25% 4.37% -0.40% -5.52% 6.51% -2.69% 1.47 4.63% -8.27% 7.16% 2.09 -2.5 0.46 3.60 4.UN 1:48 1.979 -6.594 -10.62 14. JAN 5.54 5.82 6.60% 0.16 -1.71% -7.799 - 15.92 8.939 1.40 0.15% 3.20 3.654 1.72 -0.99 -10.629 -14.78% 10.SIST 17 1.68% 2.35 7.30 -231 4.72 11 19 3.211 20 11.9 1.82 5265 6711 40 4.419 -4.839 10.09% 10215 3.64% -5.30% -2.32% 11.15% 5.SON 1.4IN 0.154 Historical Data with out commodity with commodity time series Semple Variance Cowance Mari Dow Jone Tadawul Industrial S&P 50 Arre NASDAQ Gold Tadawl Dew New India S&P 500 NASDAQ verge Gold 0.00128 Avg Retum Sul Dev Sharpe Ratio O 5.60% 0.0496 ON 4.54 0.1740 098 4. 0.2005 1.5% SOL 0.2947 091 1.9293 0.2014 Tadawul DNA S&P 500 NASDAQ Gold 000114 00014 0.00139 0.00128 -0.00034 0.00154 0.00206 0.00193 0.00301 -0.0001 0.00119 0.00193 0.00192 0.00309 0. 0.00 0.00350 0.0007 -0.00024 -0.0001 0.000 0.00007 0.0153 Risk Free 0.100 50 Min Var 16.96% 12.9% 19.171 Tadawut DAA S&P 500 NASDAQ Gold Sum Dev Esp Retur Sharpe Ratio 90% Port 1 16.34% 21.2015 -4.22 10.24% 55. 1000 2016 NOM Port 2 16.724 29,615 -27.60 24.49% 56 100 KM 2. 70 Port 3 16 3RON 1999 IKA 57.724 100001 290 103 0.121 60 Port 4 16.489 463046 -74379 5219 SK 64 10000 20:59 LIIS 03 Port 5 16.10% 54.789 -97.7% 07.1194 10.5196 1000045 100 1199 OM 4096 Port 6 16.24% 63.104 - 121.14 NU 0:47 100.000 WM 12 INI 3094 20% 104 Port 7 Port Port 9 Max Ret Mkt PortEqual Weight 16.1296 16.00 15.88% 157 13879 20.00% 7144 7984% 3.21% 45 229.68% 20.00% -14453% 167.914 191.29 21469 -58639% 20:00 95.5994 109.779 123.94 1.2004 164309 20:00 6. 6310 61224 04119 7.709 100 1000 10000 100 100.00 MI 2196 JOM 1.40 5.59% 3.55% 1.3 1429 ISO 1.51 280 09 0.196 0:41 0423 0.413 0:4 2926178 44999 10000 2 0347 0.295