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Date VTI VPL VGK VWO 6/30/2009 46.27 46.24 40.28 32.15 6/29/2009 46.58 46.66 40.71 32.35 6/26/2009 46.14 46.75 40.18 31.79 6/25/2009 46.23 46.55 40.29 30.9 6/24/2009 45.18 45.44 39.64 31.05 6/23/2009 45.05 44.91 39.52 30.19 6/22/2009 45.05 44.87 39.01 30.81 6/19/2009 46.39 46.05 40.41 31.4 6/18/2009 46.22 45.49 39.86 31.18 6/17/2009 45.97 45.49 39.83 31.2 6/16/2009 46.03 45.26 39.93 32.01 6/15/2009 46.68 45.82 40.23 32.48 6/12/2009 47.79 47.01 41.89 33 6/11/2009 47.75 47.25 42.06 32.93 6/10/2009 47.47 46.46 41.43 33.15 6/9/2009 47.59 46.08 41.41 32.53 6/8/2009 47.34 45.83 40.98 32.21 6/5/2009 47.47 46 41.07 34.19 6/4/2009 47.56 46.3 41.66 32.69 6/3/2009 47.09 46.02 41.4 32.99 6/2/2009 47.67 47.07 42.8 33.32 6/1/2009 47.48 46.86 42.25 33.58 5/29/2009 46.33 45.84 41.25 32.55 5/28/2009 45.62 44.75 40.55 31.64 5/27/2009 45.06 44.74 40.08 31.57 5/26/2009 45.83 45.4 40.7 30.58 5/22/2009 44.63 44.27 40.07 30.99 5/21/2009 44.6 44.07 39.87 31.01 5/20/2009 45.42 44.67 39.89 31.6 5/19/2009 45.68 44.38 39.81 31.09 5/18/2009 45.67 44.17 39.27 30.2 5/15/2009 44.31 43.55 37.56 29.47 5/14/2009 44.78 43.3 38.12 28.88 5/13/2009 44.33 43.24 37.6 29.43 5/12/2009 45.63 44.22 38.9 30.33 5/11/2009 45.75 44.05 38.52 30 5/8/2009 46.55 44.75 39.63 30.22 5/7/2009 45.52 43.12 37.99 30.6 5/6/2009 46.24 43.91 38.58 30.05 5/5/2009 45.53 42.78 37.73 29.72 5/4/2009 45.69 42.96 38.07 28.89 5/1/2009 44.18 41.39 36.72 27.75 4/30/2009 43.93 40.94 36.1 28.19 4/29/2009 43.94 40.86 35.74 26.82 4/28/2009 42.92 40.21 34.74 25.73 4/27/2009 43 40.92 34.84 26.35
VTI VPL VGK -0.6655% -0.9001% -1.0563% 0.9536% -0.1925% 1.3191% -0.1947% 0.4296% -0.2730% 2.3240% 2.4428% 1.6398% 0.2886% 1.1801% 0.3036% 0.0000% 0.0891% 1.3074% -2.8886% -2.5624% -3.4645% 0.3678% 1.2310% 1.3798% 0.5438% 0.0000% 0.0753% -0.1303% 0.5082% -0.2504% -1.3925% -1.2222% -0.7457% -2.3227% -2.5314% -3.9628% 0.0838% -0.5079% -0.4042% 0.5898% 1.7004% 1.5206% -0.2522% 0.8247% 0.0483% 0.5281% 0.5455% 1.0493% -0.2739% -0.3696% -0.2191% -0.1892% -0.6479% -1.4162% 0.9981% 0.6084% 0.6280% -1.2167% -2.2307% -3.2710% 0.4002% 0.4481% 1.3018% 2.4822% 2.2251% 2.4242% 1.5563% 2.4358% 1.7263% 1.2428% 0.0224% 1.1727% -1.6801% -1.4537% -1.5233% 2.6888% 2.5525% 1.5722% 0.0673% 0.4538% 0.5016% -1.8054% -1.3432% -0.0501% -0.5692% 0.6534% 0.2010% 0.0219% 0.4754% 1.3751% 3.0693% 1.4237% 4.5527% -1.0496% 0.5774% -1.4690% 1.0151% 0.1388% 1.3830% -2.8490% -2.2162% -3.3419% -0.2623% 0.3859% 0.9865% -1.7186% -1.5642% -2.8009% 2.2627% 3.7801% 4.3169% -1.5571% -1.7991% -1.5293% 1.5594% 2.6414% 2.2528% -0.3502% -0.4190% -0.8931% 3.4178% 3.7932% 3.6765% 0.5691% 1.0992% 1.7175% -0.0228% 0.1958% 1.0073% 2.3765% 1.6165% 2.8785% -0.1860% -1.7351% -0.2870% -1.0357% -0.9920% -1.4427%
4/24/2009 4/23/2009 4/22/2009 4/21/2009 4/20/2009 4/17/2009 4/16/2009 4/15/2009 4/14/2009 4/13/2009 4/9/2009 4/8/2009 4/7/2009 4/6/2009 4/3/2009 4/2/2009 4/1/2009 3/31/2009 3/30/2009 3/27/2009 3/26/2009 3/25/2009 3/24/2009 3/23/2009 3/20/2009 3/19/2009 3/18/2009 3/17/2009 3/16/2009 3/13/2009 3/12/2009 3/11/2009 3/10/2009 3/9/2009 3/6/2009 3/5/2009 3/4/2009 3/3/2009 3/2/2009 2/27/2009 2/26/2009 2/25/2009 2/24/2009 2/23/2009 2/20/2009 2/19/2009 2/18/2009
43.45 42.7 42.4 42.58 41.75 43.6 43.31 42.58 42.13 42.93 42.87 41.2 40.63 41.69 42.1 41.58 40.37 39.58 39.23 40.66 41.44 40.43 40.29 41.11 38.44 39.27 39.67 38.84 37.65 37.86 37.46 35.98 35.85 33.7 34.11 34.12 35.56 34.8 35.1 36.81 37.52 38.22 38.52 37.17 38.48 38.94 39.36
41.33 40.77 40.21 40.46 39.7 40.9 40.86 40.75 40.34 40.64 40.48 39.07 38.87 39.34 39.98 40.03 38.43 37.61 37.36 38.82 39.79 38.85 38.11 39.05 36.38 36.9 36.96 36.05 34.96 34.45 34.16 33.92 33.66 32.02 32.93 33.05 34.07 32.82 32.84 34.22 34.09 34.56 35.31 34.13 35.33 35.81 35.97
35.35 34.71 33.74 34.07 33.23 35.01 35.11 34.7 34.11 34.54 34.04 33.24 32.89 33.93 34.58 34.19 32.73 31.9 30.65 31.94 33.23 32.93 32.42 33.56 31.34 31.77 31.73 31 30.19 29.87 29.86 28.87 28.59 26.76 27.38 27.46 28.67 27.48 27.69 29.62 29.74 29.99 30.73 29.65 30.81 31.23 31.34
27.02 26.57 25.92 25.67 26.24 27.06 27.1 26.6 26.83 26.72 26.54 25.42 25.37 25.76 25.65 25.43 23.68 23.68 23.31 24.53 24.95 24.25 24.07 23.62 23.01 23.43 22.68 22.15 22.5 22.14 21.17 21.52 20.57 19.77 20.28 20.06 20.35 19.54 19.76 20.13 21.1 20.94 20.28 21.04 20.48 21.64 21.41
1.7564% 0.7075% -0.4227% 1.9880% -4.2431% 0.6696% 1.7144% 1.0681% -1.8635% 0.1400% 4.0534% 1.4029% -2.5426% -0.9739% 1.2506% 2.9973% 1.9960% 0.8922% -3.5170% -1.8822% 2.4981% 0.3475% -1.9946% 6.9459% -2.1136% -1.0083% 2.1370% 3.1607% -0.5547% 1.0678% 4.1134% 0.3626% 6.3798% -1.2020% -0.0293% -4.0495% 2.1839% -0.8547% -4.6455% -1.8923% -1.8315% -0.7788% 3.6320% -3.4044% -1.1813% -1.0671% -0.3292%
1.3736% 1.3927% -0.6179% 1.9144% -2.9340% 0.0979% 0.2699% 1.0164% -0.7382% 0.3953% 3.6089% 0.5145% -1.1947% -1.6008% -0.1249% 4.1634% 2.1803% 0.6692% -3.7609% -2.4378% 2.4196% 1.9417% -2.4072% 7.3392% -1.4092% -0.1623% 2.5243% 3.1178% 1.4804% 0.8489% 0.7075% 0.7724% 5.1218% -2.7634% -0.3631% -2.9938% 3.8087% -0.0609% -4.0327% 0.3813% -1.3600% -2.1240% 3.4574% -3.3965% -1.3404% -0.4448% 0.9543%
1.8438% 2.8749% -0.9686% 2.5278% -5.0843% -0.2848% 1.1816% 1.7297% -1.2449% 1.4689% 2.4067% 1.0642% -3.0651% -1.8797% 1.1407% 4.4607% 2.6019% 4.0783% -4.0388% -3.8820% 0.9110% 1.5731% -3.3969% 7.0836% -1.3535% 0.1261% 2.3548% 2.6830% 1.0713% 0.0335% 3.4292% 0.9794% 6.8386% -2.2644% -0.2913% -4.2204% 4.3304% -0.7584% -6.5159% -0.4035% -0.8336% -2.4081% 3.6425% -3.7650% -1.3449% -0.3510% -0.2229%
2/17/2009 2/13/2009 2/12/2009 2/11/2009 2/10/2009 2/9/2009 2/6/2009 2/5/2009 2/4/2009 2/3/2009 2/2/2009 1/30/2009 1/29/2009 1/28/2009 1/27/2009 1/26/2009 1/23/2009 1/22/2009 1/21/2009 1/20/2009 1/16/2009 1/15/2009 1/14/2009 1/13/2009 1/12/2009 1/9/2009 1/8/2009 1/7/2009 1/6/2009 1/5/2009 1/2/2009
39.49 41.27 41.69 41.58 41.33 43.31 43.3 42.09 41.43 41.65 41.07 41.14 42.04 43.47 42.02 41.53 41.3 41.05 41.77 40.13 42.33 42.02 41.87 43.28 43.22 44.19 45.3 45.1 46.4 46.02 46.03
35.63 37.25 37.9 37.8 37.55 39.22 39.72 39.17 38.97 39.03 38.26 38.24 39.06 40.75 39.99 38.75 38.78 38.8 39.78 38.16 40.19 39.82 39.39 40.54 41.32 42.12 43 42.46 43.12 43.18 44.18
31.41 33.37 33.74 33.67 33.4 35.3 34.97 34.12 33.37 33.8 32.61 33.05 33.21 34.87 33.62 33.2 32.37 32.6 33.34 31.83 34.63 34.54 34.29 35.9 36.64 37.59 39.09 38.66 39.38 38.68 39.09
21.45 22.85 22.13 22.78 23.29 23.65 22.97 21.98 22.23 21.6 21.1 22.03 22.06 22.54 21.78 21.53 20.46 21 21.15 21.6 22.49 21.71 22.31 22.54 23.23 24.06 23.92 24.9 25.6 24.85 24
-4.3131% -1.0074% 0.2646% 0.6049% -4.5717% 0.0231% 2.8748% 1.5930% -0.5282% 1.4122% -0.1702% -2.1408% -3.2896% 3.4507% 1.1799% 0.5569% 0.6090% -1.7237% 4.0867% -5.1973% 0.7377% 0.3583% -3.2579% 0.1388% -2.1951% -2.4503% 0.4435% -2.8017% 0.8257% -0.0217%
-4.3490% -1.7150% 0.2646% 0.6658% -4.2580% -1.2588% 1.4041% 0.5132% -0.1537% 2.0125% 0.0523% -2.0993% -4.1472% 1.9005% 3.2000% -0.0774% -0.0515% -2.4635% 4.2453% -5.0510% 0.9292% 1.0916% -2.8367% -1.8877% -1.8993% -2.0465% 1.2718% -1.5306% -0.1390% -2.2635%
-5.8735% -1.0966% 0.2079% 0.8084% -5.3824% 0.9437% 2.4912% 2.2475% -1.2722% 3.6492% -1.3313% -0.4818% -4.7605% 3.7180% 1.2651% 2.5641% -0.7055% -2.2196% 4.7440% -8.0855% 0.2606% 0.7291% -4.4847% -2.0197% -2.5273% -3.8373% 1.1123% -1.8283% 1.8097% -1.0489%
VWO -0.6182% 1.7616% 2.8803% -0.4831% 2.8486% -2.0123% -1.8790% 0.7056% -0.0641% -2.5305% -1.4470% -1.5758% 0.2126% -0.6637% 1.9059% 0.9935% -5.7912% 4.5886% -0.9094% -0.9904% -0.7743% 3.1644% 2.8761% 0.2217% 3.2374% -1.3230% -0.0645% -1.8671% 1.6404% 2.9470% 2.4771% 2.0429% -1.8688% -2.9674% 1.1000% -0.7280% -1.2418% 1.8303% 1.1104% 2.8730% 4.1081% -1.5608% 5.1081% 4.2363% -2.3529% -2.4796%
2009上半年 VTI VPL VGK VWO 平均報酬率 0.0274% 0.0595% 0.0599% 0.2742% 標準差 2.1637% 2.1304% 2.6699% 2.7048% 變異數 0 0 0 0
VTI VPL VGK VWO
配置比例 報酬率 標準差 變異數 0.00% 0.0274% 2.1637% 1.95% 0.0595% 2.1304% 0.00% 0.0599% 2.6699% 98.05% 0.2742% 2.7048%
共變數矩陣 VTI VTI VPL VGK VWO
0 0 0 0
加權後矩陣 VTI VTI VPL VGK VWO
0 0 0 0
組合報酬率 組合標準差 組合變異數
VPL
VGK 0 0 0 0
VPL
VWO 0 0 0 0
VGK 0 0 0 0
0 0 0 0
0 0 0 0 VWO
0 0 0 0
0 0 0 0
0.2700% 2.6576% 0
組合報酬率 組合標準差 VTI VPL VGK VWO 0.03% 2.1372% 91.88% 8.12% 0.00% 0.00% 0.06% 2.0196% 59.06% 31.87% 0.00% 9.07% 0.09% 1.9525% 40.01% 39.80% 0.00% 20.19% 0.12% 1.9354% 20.90% 47.75% 0.00% 31.35% 0.15% 1.9697% 1.85% 55.67% 0.00% 42.48% 0.18% 2.0607% 0.00% 43.87% 0.00% 56.13% 0.21% 2.2135% 0.00% 29.90% 0.00% 70.10% 0.24% 2.4163% 0.00% 15.93% 0.00% 84.07% 0.27% 2.6576% 0.00% 1.95% 0.00% 98.05% 0.28% 0.26% 0.24% 0.22% 0.20% 0.18% 0.16% 0.14% 0.12% 0.10% 0.08% 0.06% 0.04% 0.02%
0.18% 0.16% 0.14% 0.12%
1.6936% 2.5077% 0.9739% -2.1723% -3.0303% -0.1476% 1.8797% -0.8572% 0.4117% 0.6782% 4.4060% 0.1971% -1.5140% 0.4288% 0.8651% 7.3902% 0.0000% 1.5873% -4.9735% -1.6834% 2.8866% 0.7478% 1.9052% 2.6510% -1.7926% 3.3069% 2.3928% -1.5556% 1.6260% 4.5820% -1.6264% 4.6184% 4.0465% -2.5148% 1.0967% -1.4251% 4.1453% -1.1134% -1.8381% -4.5972% 0.7641% 3.2544% -3.6122% 2.7344% -5.3604% 1.0743% -0.1865%
0.10% 0.08% 0.06% 0.04% 0.02% 0.00% Row 29
Row 30
Row 31
Row 32
Row 33
Row 34
Row 35
Row 36
Row 37
標準差 報酬 Risk Free 0.0000% 0.0274% Market Portfolio 2.2135% 0.2100% 組合報酬率 組合標準差 VTI VPL VGK VWO 0.03% 2.1372% 91.88% 8.12% 0.00% 0.00% 0.06% 2.0196% 59.06% 31.87% 0.00% 9.07% 0.09% 1.9525% 40.01% 39.80% 0.00% 20.19% 0.12% 1.9354% 20.90% 47.75% 0.00% 31.35% 0.15% 1.9697% 1.85% 55.67% 0.00% 42.48% 0.18% 2.0607% 0.00% 43.87% 0.00% 56.13% 0.21% 2.2135% 0.00% 29.90% 0.00% 70.10% 0.24% 2.4163% 0.00% 15.93% 0.00% 84.07% 0.27% 2.6576% 0.00% 1.95% 0.00% 98.05% 無風險利率
0.10%
-6.1269% 3.2535% -2.8534% -2.1898% -1.5222% 2.9604% 4.5041% -1.1246% 2.9167% 2.3697% -4.2215% -0.1360% -2.1295% 3.4894% 1.1612% 5.2297% -2.5714% -0.7092% -2.0833% -3.9573% 3.5928% -2.6894% -1.0204% -2.9703% -3.4497% 0.5853% -3.9357% -2.7344% 3.0181% 3.5417%
組合變異數最低風險 0 0.06 0 0.8 0 1.64 0 2.47 0 3.16 0 3.59 0 3.73 0 3.64 0 3.43
VTI VPL VGK -0.6655% -0.9001% -1.0563% 0.9536% -0.1925% 1.3191% -0.1947% 0.4296% -0.2730% 2.3240% 2.4428% 1.6398% 0.2886% 1.1801% 0.3036% 0.0000% 0.0891% 1.3074% -2.8886% -2.5624% -3.4645% 0.3678% 1.2310% 1.3798% 0.5438% 0.0000% 0.0753% -0.1303% 0.5082% -0.2504% -1.3925% -1.2222% -0.7457% -2.3227% -2.5314% -3.9628% 0.0838% -0.5079% -0.4042% 0.5898% 1.7004% 1.5206% -0.2522% 0.8247% 0.0483% 0.5281% 0.5455% 1.0493% -0.2739% -0.3696% -0.2191% -0.1892% -0.6479% -1.4162% 0.9981% 0.6084% 0.6280% -1.2167% -2.2307% -3.2710% 0.4002% 0.4481% 1.3018% 2.4822% 2.2251% 2.4242% 1.5563% 2.4358% 1.7263% 1.2428% 0.0224% 1.1727% -1.6801% -1.4537% -1.5233% 2.6888% 2.5525% 1.5722% 0.0673% 0.4538% 0.5016% -1.8054% -1.3432% -0.0501% -0.5692% 0.6534% 0.2010% 0.0219% 0.4754% 1.3751% 3.0693% 1.4237% 4.5527% -1.0496% 0.5774% -1.4690% 1.0151% 0.1388% 1.3830% -2.8490% -2.2162% -3.3419% -0.2623% 0.3859% 0.9865% -1.7186% -1.5642% -2.8009% 2.2627% 3.7801% 4.3169% -1.5571% -1.7991% -1.5293% 1.5594% 2.6414% 2.2528% -0.3502% -0.4190% -0.8931% 3.4178% 3.7932% 3.6765% 0.5691% 1.0992% 1.7175% -0.0228% 0.1958% 1.0073% 2.3765% 1.6165% 2.8785% -0.1860% -1.7351% -0.2870% -1.0357% -0.9920% -1.4427%
4/24/2009 4/23/2009 4/22/2009 4/21/2009 4/20/2009 4/17/2009 4/16/2009 4/15/2009 4/14/2009 4/13/2009 4/9/2009 4/8/2009 4/7/2009 4/6/2009 4/3/2009 4/2/2009 4/1/2009 3/31/2009 3/30/2009 3/27/2009 3/26/2009 3/25/2009 3/24/2009 3/23/2009 3/20/2009 3/19/2009 3/18/2009 3/17/2009 3/16/2009 3/13/2009 3/12/2009 3/11/2009 3/10/2009 3/9/2009 3/6/2009 3/5/2009 3/4/2009 3/3/2009 3/2/2009 2/27/2009 2/26/2009 2/25/2009 2/24/2009 2/23/2009 2/20/2009 2/19/2009 2/18/2009
43.45 42.7 42.4 42.58 41.75 43.6 43.31 42.58 42.13 42.93 42.87 41.2 40.63 41.69 42.1 41.58 40.37 39.58 39.23 40.66 41.44 40.43 40.29 41.11 38.44 39.27 39.67 38.84 37.65 37.86 37.46 35.98 35.85 33.7 34.11 34.12 35.56 34.8 35.1 36.81 37.52 38.22 38.52 37.17 38.48 38.94 39.36
41.33 40.77 40.21 40.46 39.7 40.9 40.86 40.75 40.34 40.64 40.48 39.07 38.87 39.34 39.98 40.03 38.43 37.61 37.36 38.82 39.79 38.85 38.11 39.05 36.38 36.9 36.96 36.05 34.96 34.45 34.16 33.92 33.66 32.02 32.93 33.05 34.07 32.82 32.84 34.22 34.09 34.56 35.31 34.13 35.33 35.81 35.97
35.35 34.71 33.74 34.07 33.23 35.01 35.11 34.7 34.11 34.54 34.04 33.24 32.89 33.93 34.58 34.19 32.73 31.9 30.65 31.94 33.23 32.93 32.42 33.56 31.34 31.77 31.73 31 30.19 29.87 29.86 28.87 28.59 26.76 27.38 27.46 28.67 27.48 27.69 29.62 29.74 29.99 30.73 29.65 30.81 31.23 31.34
27.02 26.57 25.92 25.67 26.24 27.06 27.1 26.6 26.83 26.72 26.54 25.42 25.37 25.76 25.65 25.43 23.68 23.68 23.31 24.53 24.95 24.25 24.07 23.62 23.01 23.43 22.68 22.15 22.5 22.14 21.17 21.52 20.57 19.77 20.28 20.06 20.35 19.54 19.76 20.13 21.1 20.94 20.28 21.04 20.48 21.64 21.41
1.7564% 0.7075% -0.4227% 1.9880% -4.2431% 0.6696% 1.7144% 1.0681% -1.8635% 0.1400% 4.0534% 1.4029% -2.5426% -0.9739% 1.2506% 2.9973% 1.9960% 0.8922% -3.5170% -1.8822% 2.4981% 0.3475% -1.9946% 6.9459% -2.1136% -1.0083% 2.1370% 3.1607% -0.5547% 1.0678% 4.1134% 0.3626% 6.3798% -1.2020% -0.0293% -4.0495% 2.1839% -0.8547% -4.6455% -1.8923% -1.8315% -0.7788% 3.6320% -3.4044% -1.1813% -1.0671% -0.3292%
1.3736% 1.3927% -0.6179% 1.9144% -2.9340% 0.0979% 0.2699% 1.0164% -0.7382% 0.3953% 3.6089% 0.5145% -1.1947% -1.6008% -0.1249% 4.1634% 2.1803% 0.6692% -3.7609% -2.4378% 2.4196% 1.9417% -2.4072% 7.3392% -1.4092% -0.1623% 2.5243% 3.1178% 1.4804% 0.8489% 0.7075% 0.7724% 5.1218% -2.7634% -0.3631% -2.9938% 3.8087% -0.0609% -4.0327% 0.3813% -1.3600% -2.1240% 3.4574% -3.3965% -1.3404% -0.4448% 0.9543%
1.8438% 2.8749% -0.9686% 2.5278% -5.0843% -0.2848% 1.1816% 1.7297% -1.2449% 1.4689% 2.4067% 1.0642% -3.0651% -1.8797% 1.1407% 4.4607% 2.6019% 4.0783% -4.0388% -3.8820% 0.9110% 1.5731% -3.3969% 7.0836% -1.3535% 0.1261% 2.3548% 2.6830% 1.0713% 0.0335% 3.4292% 0.9794% 6.8386% -2.2644% -0.2913% -4.2204% 4.3304% -0.7584% -6.5159% -0.4035% -0.8336% -2.4081% 3.6425% -3.7650% -1.3449% -0.3510% -0.2229%
2/17/2009 2/13/2009 2/12/2009 2/11/2009 2/10/2009 2/9/2009 2/6/2009 2/5/2009 2/4/2009 2/3/2009 2/2/2009 1/30/2009 1/29/2009 1/28/2009 1/27/2009 1/26/2009 1/23/2009 1/22/2009 1/21/2009 1/20/2009 1/16/2009 1/15/2009 1/14/2009 1/13/2009 1/12/2009 1/9/2009 1/8/2009 1/7/2009 1/6/2009 1/5/2009 1/2/2009
39.49 41.27 41.69 41.58 41.33 43.31 43.3 42.09 41.43 41.65 41.07 41.14 42.04 43.47 42.02 41.53 41.3 41.05 41.77 40.13 42.33 42.02 41.87 43.28 43.22 44.19 45.3 45.1 46.4 46.02 46.03
35.63 37.25 37.9 37.8 37.55 39.22 39.72 39.17 38.97 39.03 38.26 38.24 39.06 40.75 39.99 38.75 38.78 38.8 39.78 38.16 40.19 39.82 39.39 40.54 41.32 42.12 43 42.46 43.12 43.18 44.18
31.41 33.37 33.74 33.67 33.4 35.3 34.97 34.12 33.37 33.8 32.61 33.05 33.21 34.87 33.62 33.2 32.37 32.6 33.34 31.83 34.63 34.54 34.29 35.9 36.64 37.59 39.09 38.66 39.38 38.68 39.09
21.45 22.85 22.13 22.78 23.29 23.65 22.97 21.98 22.23 21.6 21.1 22.03 22.06 22.54 21.78 21.53 20.46 21 21.15 21.6 22.49 21.71 22.31 22.54 23.23 24.06 23.92 24.9 25.6 24.85 24
-4.3131% -1.0074% 0.2646% 0.6049% -4.5717% 0.0231% 2.8748% 1.5930% -0.5282% 1.4122% -0.1702% -2.1408% -3.2896% 3.4507% 1.1799% 0.5569% 0.6090% -1.7237% 4.0867% -5.1973% 0.7377% 0.3583% -3.2579% 0.1388% -2.1951% -2.4503% 0.4435% -2.8017% 0.8257% -0.0217%
-4.3490% -1.7150% 0.2646% 0.6658% -4.2580% -1.2588% 1.4041% 0.5132% -0.1537% 2.0125% 0.0523% -2.0993% -4.1472% 1.9005% 3.2000% -0.0774% -0.0515% -2.4635% 4.2453% -5.0510% 0.9292% 1.0916% -2.8367% -1.8877% -1.8993% -2.0465% 1.2718% -1.5306% -0.1390% -2.2635%
-5.8735% -1.0966% 0.2079% 0.8084% -5.3824% 0.9437% 2.4912% 2.2475% -1.2722% 3.6492% -1.3313% -0.4818% -4.7605% 3.7180% 1.2651% 2.5641% -0.7055% -2.2196% 4.7440% -8.0855% 0.2606% 0.7291% -4.4847% -2.0197% -2.5273% -3.8373% 1.1123% -1.8283% 1.8097% -1.0489%
VWO -0.6182% 1.7616% 2.8803% -0.4831% 2.8486% -2.0123% -1.8790% 0.7056% -0.0641% -2.5305% -1.4470% -1.5758% 0.2126% -0.6637% 1.9059% 0.9935% -5.7912% 4.5886% -0.9094% -0.9904% -0.7743% 3.1644% 2.8761% 0.2217% 3.2374% -1.3230% -0.0645% -1.8671% 1.6404% 2.9470% 2.4771% 2.0429% -1.8688% -2.9674% 1.1000% -0.7280% -1.2418% 1.8303% 1.1104% 2.8730% 4.1081% -1.5608% 5.1081% 4.2363% -2.3529% -2.4796%
2009上半年 VTI VPL VGK VWO 平均報酬率 0.0274% 0.0595% 0.0599% 0.2742% 標準差 2.1637% 2.1304% 2.6699% 2.7048% 變異數 0 0 0 0
VTI VPL VGK VWO
配置比例 報酬率 標準差 變異數 0.00% 0.0274% 2.1637% 1.95% 0.0595% 2.1304% 0.00% 0.0599% 2.6699% 98.05% 0.2742% 2.7048%
共變數矩陣 VTI VTI VPL VGK VWO
0 0 0 0
加權後矩陣 VTI VTI VPL VGK VWO
0 0 0 0
組合報酬率 組合標準差 組合變異數
VPL
VGK 0 0 0 0
VPL
VWO 0 0 0 0
VGK 0 0 0 0
0 0 0 0
0 0 0 0 VWO
0 0 0 0
0 0 0 0
0.2700% 2.6576% 0
組合報酬率 組合標準差 VTI VPL VGK VWO 0.03% 2.1372% 91.88% 8.12% 0.00% 0.00% 0.06% 2.0196% 59.06% 31.87% 0.00% 9.07% 0.09% 1.9525% 40.01% 39.80% 0.00% 20.19% 0.12% 1.9354% 20.90% 47.75% 0.00% 31.35% 0.15% 1.9697% 1.85% 55.67% 0.00% 42.48% 0.18% 2.0607% 0.00% 43.87% 0.00% 56.13% 0.21% 2.2135% 0.00% 29.90% 0.00% 70.10% 0.24% 2.4163% 0.00% 15.93% 0.00% 84.07% 0.27% 2.6576% 0.00% 1.95% 0.00% 98.05% 0.28% 0.26% 0.24% 0.22% 0.20% 0.18% 0.16% 0.14% 0.12% 0.10% 0.08% 0.06% 0.04% 0.02%
0.18% 0.16% 0.14% 0.12%
1.6936% 2.5077% 0.9739% -2.1723% -3.0303% -0.1476% 1.8797% -0.8572% 0.4117% 0.6782% 4.4060% 0.1971% -1.5140% 0.4288% 0.8651% 7.3902% 0.0000% 1.5873% -4.9735% -1.6834% 2.8866% 0.7478% 1.9052% 2.6510% -1.7926% 3.3069% 2.3928% -1.5556% 1.6260% 4.5820% -1.6264% 4.6184% 4.0465% -2.5148% 1.0967% -1.4251% 4.1453% -1.1134% -1.8381% -4.5972% 0.7641% 3.2544% -3.6122% 2.7344% -5.3604% 1.0743% -0.1865%
0.10% 0.08% 0.06% 0.04% 0.02% 0.00% Row 29
Row 30
Row 31
Row 32
Row 33
Row 34
Row 35
Row 36
Row 37
標準差 報酬 Risk Free 0.0000% 0.0274% Market Portfolio 2.2135% 0.2100% 組合報酬率 組合標準差 VTI VPL VGK VWO 0.03% 2.1372% 91.88% 8.12% 0.00% 0.00% 0.06% 2.0196% 59.06% 31.87% 0.00% 9.07% 0.09% 1.9525% 40.01% 39.80% 0.00% 20.19% 0.12% 1.9354% 20.90% 47.75% 0.00% 31.35% 0.15% 1.9697% 1.85% 55.67% 0.00% 42.48% 0.18% 2.0607% 0.00% 43.87% 0.00% 56.13% 0.21% 2.2135% 0.00% 29.90% 0.00% 70.10% 0.24% 2.4163% 0.00% 15.93% 0.00% 84.07% 0.27% 2.6576% 0.00% 1.95% 0.00% 98.05% 無風險利率
0.10%
-6.1269% 3.2535% -2.8534% -2.1898% -1.5222% 2.9604% 4.5041% -1.1246% 2.9167% 2.3697% -4.2215% -0.1360% -2.1295% 3.4894% 1.1612% 5.2297% -2.5714% -0.7092% -2.0833% -3.9573% 3.5928% -2.6894% -1.0204% -2.9703% -3.4497% 0.5853% -3.9357% -2.7344% 3.0181% 3.5417%
組合變異數最低風險 0 0.06 0 0.8 0 1.64 0 2.47 0 3.16 0 3.59 0 3.73 0 3.64 0 3.43
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