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Overall Returns 11.100% Risk 3.6359% Weights 0.3744394619 MVP Returns 11.18% Correlation - 0.678146 Risk MVP 3.4755%

This document summarizes returns and risks for two investment options, ONGD and BPDL, over 10 years. It shows that ONGD had an average annual return of 9.2% and risk of 3.64%, while BPDL had an average annual return of 10.3% and risk of 3.47%. The correlation between their returns was -0.68.

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Nidhi Kaushik
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62 views2 pages

Overall Returns 11.100% Risk 3.6359% Weights 0.3744394619 MVP Returns 11.18% Correlation - 0.678146 Risk MVP 3.4755%

This document summarizes returns and risks for two investment options, ONGD and BPDL, over 10 years. It shows that ONGD had an average annual return of 9.2% and risk of 3.64%, while BPDL had an average annual return of 10.3% and risk of 3.47%. The correlation between their returns was -0.68.

Uploaded by

Nidhi Kaushik
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Returns %

Years ONGD BPDL


1 30% 15% State of the Economy Probability Return (in %) on
2 15% 4% ONGD
3 20% -3% Recession 30% -6%
4 -6% 10% Normal 40% 9%
5 -4% 25% Boom 30% 30%
6 10% 10% Returns 10.80%
7 10% 6% Prob 0.50
8 25% -12%
9 -6% 28% Overall Returns 11.100%
10 -2% 20% Risk 3.6359%
92% 103% Weights 0.3744394619
9.20% 10.30% MVP Returns 11.18%
Correlation -0.678146 Risk MVP 3.4755%

Years ONGD Years BPDL


1 30% 20.800% 4.326400% 1 15%
2 15% 5.800% 0.336400% 2 4%
3 20% 10.800% 1.166400% 3 -3%
4 -6% -15.200% 2.310400% 4 10%
5 -4% -13.200% 1.742400% 5 25%
6 10% 0.800% 0.006400% 6 10%
7 10% 0.800% 0.006400% 7 6%
8 25% 15.800% 2.496400% 8 -12%
9 -6% -15.200% 2.310400% 9 28%
10 -2% -11.200% 1.254400% 10 20%
92% 15.956000% 103%
9.20% 1.595600% 10.30%
12.632%
Return (in %) on Risk
BPDL ONGD BPDL
-2% -1.20% -1.05% 14.020% 9.013%
15% 4.80% 5.10% 1.965600% 0.812400%
20% 7.50% 7.12%
11.40%
0.50

11.100%
3.6359%
0.625561
11.18%
3.4755%

4.700% 0.220900% 1 20.80% 4.70% 0.977600%


-6.300% 0.396900% 2 5.80% -6.30% -0.365400%
-13.300% 1.768900% 3 10.80% -13.30% -1.436400%
-0.300% 0.000900% 4 -15.20% -0.30% 0.045600%
14.700% 2.160900% 5 -13.20% 14.70% -1.940400%
-0.300% 0.000900% 6 0.80% -0.30% -0.002400%
-4.300% 0.184900% 7 0.80% -4.30% -0.034400%
-22.300% 4.972900% 8 15.80% -22.30% -3.523400%
17.700% 3.132900% 9 -15.20% 17.70% -2.690400%
9.700% 0.940900% 10 -11.20% 9.70% -1.086400%
13.781000% -10.056000%
1.378100%
11.739% Covariance -1.01%
Correlation -0.68

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