MATRIZ DE PRECIOS

Ecopetrol Bancolombia SURA Nutresa Argos AVAL Davivienda

1/1/2024 2,340 33,200 29,000 45,000 6,110 485 19,180
1/2/2024 2,355 33,880 30,360 45,780 6,160 488 19,500
1/3/2024 2,420 33,820 30,500 46,500 6,150 480 19,300
1/4/2024 2,405 36,000 30,400 45,900 6,240 492 19,660
1/5/2024 2,445 36,900 31,000 44,980 6,430 503 19,980
1/8/2024 2,445 36,900 31,000 44,980 6,430 503 19,980
1/9/2024 2,395 35,880 30,000 45,880 6,350 528 20,020
1/10/2024 2,345 34,500 30,600 46,260 6,450 518 20,400
1/11/2024 2,355 34,480 30,580 45,680 6,550 510 20,320
1/12/2024 2,375 35,000 30,800 45,200 6,600 514 20,240
1/15/2024 2,375 35,060 31,000 45,200 6,700 518 20,400
1/16/2024 2,335 35,000 31,000 43,960 6,700 528 20,500
1/17/2024 2,315 35,000 30,540 44,360 6,700 515 20,100
1/18/2024 2,300 34,000 32,000 44,020 6,660 512 20,200
1/19/2024 2,280 33,640 32,000 44,500 6,510 509 20,200
1/22/2024 2,280 32,980 32,000 44,500 6,510 509 20,200
1/23/2024 2,295 32,600 32,500 44,160 6,580 489 20,300
1/24/2024 2,295 33,580 32,500 44,160 6,580 489 20,300
1/25/2024 2,295 32,620 32,500 44,160 6,580 489 20,300
1/26/2024 2,295 33,160 32,500 44,160 6,580 489 20,300
1/29/2024 2,395 33,100 32,880 43,000 6,530 501 21,280
1/30/2024 2,390 33,000 32,740 42,980 6,430 510 21,520
1/31/2024 2,335 32,760 32,500 44,960 6,400 515 21,860
2/1/2024 2,345 33,780 32,280 45,400 6,300 502 19,900
2/2/2024 2,320 34,200 30,800 45,680 6,360 498 19,400
2/5/2024 2,320 33,960 30,800 46,000 6,370 496 19,600
2/6/2024 2,355 33,980 30,800 46,300 6,350 500 19,860
2/7/2024 2,365 33,580 30,700 46,880 6,400 501 20,080
2/8/2024 2,340 33,040 32,000 46,880 6,130 499 19,760
 MA
icolcap rf Ecopetrol Bancolombia
12,320 10,052 1/1/2024
12,480 10,052 1/2/2024 0.64% 2.05%
12,770 10,300 1/3/2024 2.76% -0.18%
13,080 10,301 1/4/2024 -0.62% 6.45%
13,080 10,300 1/5/2024 1.66% 2.50%
13,070 10,300 1/8/2024 0.00% 0.00%
13,074 10,300 1/9/2024 -2.04% -2.76%
12,942 10,300 1/10/2024 -2.09% -3.85%
12,980 10,407 1/11/2024 0.43% -0.06%
12,980 10,401 1/12/2024 0.85% 1.51%
13,049 10,401 1/15/2024 0.00% 0.17%
13,024 10,401 1/16/2024 -1.68% -0.17%
13,012 10,292 1/17/2024 -0.86% 0.00%
12,735 10,271 1/18/2024 -0.65% -2.86%
12,775 10,271 1/19/2024 -0.87% -1.06%
12,816 10,297 1/22/2024 0.00% -1.96%
12,749 10,341 1/23/2024 0.66% -1.15%
12,750 10,341 1/24/2024 0.00% 3.01%
12,929 10,268 1/25/2024 0.00% -2.86%
12,890 10,301 1/26/2024 0.00% 1.66%
12,850 10,280 1/29/2024 4.36% -0.18%
12,780 10,194 1/30/2024 -0.21% -0.30%
12,780 10,194 1/31/2024 -2.30% -0.73%
12,780 10,022 2/1/2024 0.43% 3.11%
12,706 10,135 2/2/2024 -1.07% 1.24%
12,680 10,161 2/5/2024 0.00% -0.70%
12,680 10,007 2/6/2024 1.51% 0.06%
12,662 10,062 2/7/2024 0.42% -1.18%
12,662 10,141 2/8/2024 -1.06% -1.61%

Media 0.01% 0.01%

Varianza 0.000203771564 0.0004724727807
RIESGO 1.43% 2.17%

MATRIZ DE VARIAN
Ecopetrol Bancolombia SURA
Ecopetrol 0.000203771564 7.5818612038E-05 6.1940178676E-05
Bancolombia 7.5818612038E-05 0.0004724727807 -5.381644461E-05
SURA 6.1940178676E-05 -5.381644461E-05 0.0003955565041
Nutresa -8.239229631E-05 -6.999292198E-05 -6.783810918E-05
Argos 3.1721461696E-05 8.6255176524E-05 -1.788999031E-05
AVAL -5.484880583E-06 5.5048497495E-05 -5.338439514E-05
 Davivienda 5.8844059319E-05 -8.697633658E-05 0.0001204461637
icolcap 3.1023206872E-05 8.4679123897E-05 -1.769733332E-05
rf 1.0969201119E-05 -1.536100756E-05 4.1880015671E-06

Vector de Participaciones 0.00% 0.00% 100.00%

Rentabilidad Acciones 0.01% 0.01% 0.37%

Rentabilidad del Portafolio 0.3711% 0.3711%

ector de Participaciones X Matriz de arianzas y Covarianzas 6.1940176693E-05 -5.381651979E-05 0.0003955565683

Varianza (Vdp X MdVyC X VdP) 0.0003955566325

RIESGO 1.99%

FRONTERA DE EFICIENCIA
Rentabilidad Riesgo Ecopetrol Bancolombia
1 0.3711% 0.0198886055944 0.00% 0.00%
2 0.32%
3 0.27%
4 0.21%
5 0.16%
6 0.11%
7 0.01%
 MATRIZ DE RENTABILIDADES
SURA Nutresa Argos AVAL Davivienda

4.69% 1.73% 0.82% 0.62% 1.67%

0.46% 1.57% -0.16% -1.64% -1.03%
-0.33% -1.29% 1.46% 2.50% 1.87%
1.97% -2.00% 3.04% 2.24% 1.63%
0.00% 0.00% 0.00% 0.00% 0.00%
-3.23% 2.00% -1.24% 4.97% 0.20%
2.00% 0.83% 1.57% -1.89% 1.90%
-0.07% -1.25% 1.55% -1.54% -0.39%
0.72% -1.05% 0.76% 0.78% -0.39%
0.65% 0.00% 1.52% 0.78% 0.79%
0.00% -2.74% 0.00% 1.93% 0.49%
-1.48% 0.91% 0.00% -2.46% -1.95%
4.78% -0.77% -0.60% -0.58% 0.50%
0.00% 1.09% -2.25% -0.59% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00%
1.56% -0.76% 1.08% -3.93% 0.50%
0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.00% 0.00%
1.17% -2.63% -0.76% 2.45% 4.83%
-0.43% -0.05% -1.53% 1.80% 1.13%
-0.73% 4.61% -0.47% 0.98% 1.58%
-0.68% 0.98% -1.56% -2.52% -8.97%
-4.58% 0.62% 0.95% -0.80% -2.51%
0.00% 0.70% 0.16% -0.40% 1.03%
0.00% 0.65% -0.31% 0.81% 1.33%
-0.32% 1.25% 0.79% 0.20% 1.11%
4.23% 0.00% -4.22% -0.40% -1.59%

0.37% 0.16% 0.02% 0.12% 0.13%

0.0003955565041 0.0002240671607 0.0001963756899 0.0003332052907 0.0005146669885
1.99% 1.50% 1.40% 1.83% 2.27%

MATRIZ DE VARIANZAS Y COVARIANZAS

Nutresa Argos AVAL Davivienda icolcap
-8.239229631E-05 3.1721461696E-05 -5.484880583E-06 5.8844059319E-05 3.1023206872E-05
-6.999292198E-05 8.6255176524E-05 5.5048497495E-05 -8.697633658E-05 8.4679123897E-05
-6.783810918E-05 -1.788999031E-05 -5.338439514E-05 0.0001204461637 -1.769733332E-05
0.0002240671607 -5.112751102E-05 -3.499594075E-05 -6.95460144E-05 1.5379112577E-05
-5.112751102E-05 0.0001963756899 -5.68321958E-06 9.3439517381E-05 1.5504579336E-05
-3.499594075E-05 -5.68321958E-06 0.0003332052907 0.0001999200321 2.4057851456E-05
 -6.95460144E-05 9.3439517381E-05 0.0001999200321 0.0005146669885 2.3493354729E-07
1.5379112577E-05 1.5504579336E-05 2.4057851456E-05 2.3493354729E-07 8.1427881354E-05
3.2147300455E-06 1.6645891629E-05 -1.835767917E-05 2.6272154273E-05 1.8546418334E-05

0.00% 0.00% 0.00% 0.00%

0.16% 0.02% 0.12% 0.13%

-6.783810887E-05 -1.789000519E-05 -5.338441063E-05 0.0001204461933

SURA Nutresa Argos AVAL Davivienda

100.00% 0.00% 0.00% 0.00% 0.00%
 MATRIZ DE excedentes de
icolcap rf Ecopetrol Bancolombia SURA
1/1/2024
1.30% 0.00% 1/2/2024 0.63% 2.04% 4.32%
2.32% 2.47% 1/3/2024 2.75% -0.18% 0.09%
2.43% 0.01% 1/4/2024 -0.63% 6.44% -0.70%
0.00% -0.01% 1/5/2024 1.65% 2.49% 1.60%
-0.08% 0.00% 1/8/2024 -0.01% -0.01% -0.37%
0.03% 0.00% 1/9/2024 -2.05% -2.77% -3.60%
-1.01% 0.00% 1/10/2024 -2.10% -3.85% 1.63%
0.30% 1.04% 1/11/2024 0.42% -0.06% -0.44%
0.00% -0.06% 1/12/2024 0.84% 1.50% 0.35%
0.53% 0.00% 1/15/2024 -0.01% 0.17% 0.28%
-0.19% 0.00% 1/16/2024 -1.69% -0.18% -0.37%
-0.09% -1.05% 1/17/2024 -0.87% -0.01% -1.86%
-2.13% -0.20% 1/18/2024 -0.66% -2.86% 4.41%
0.31% 0.00% 1/19/2024 -0.88% -1.06% -0.37%
0.32% 0.25% 1/22/2024 -0.01% -1.97% -0.37%
-0.52% 0.43% 1/23/2024 0.65% -1.16% 1.19%
0.01% 0.00% 1/24/2024 -0.01% 3.00% -0.37%
1.40% -0.71% 1/25/2024 -0.01% -2.86% -0.37%
-0.30% 0.32% 1/26/2024 -0.01% 1.65% -0.37%
-0.31% -0.20% 1/29/2024 4.35% -0.19% 0.80%
-0.54% -0.84% 1/30/2024 -0.22% -0.31% -0.80%
0.00% 0.00% 1/31/2024 -2.31% -0.73% -1.10%
0.00% -1.69% 2/1/2024 0.42% 3.11% -1.05%
-0.58% 1.13% 2/2/2024 -1.08% 1.24% -4.96%
-0.20% 0.26% 2/5/2024 -0.01% -0.71% -0.37%
0.00% -1.52% 2/6/2024 1.50% 0.05% -0.37%
-0.14% 0.55% 2/7/2024 0.41% -1.18% -0.70%
0.00% 0.79% 2/8/2024 -1.07% -1.61% 3.86%

0.10% 0.03%
8.1427881354E-05 6.39456E-05
0.90% 0.80%

rf Beta
1.0969201119E-05 0.38098998 Defensiva
-1.536100756E-05 1.03992788 Agresiva
4.1880015671E-06 -0.21733751 Superdefensiva
3.2147300455E-06 0.1888679 Defensiva
1.6645891629E-05 0.19040873 Defensiva
-1.835767917E-05 0.2954498 Defensiva
2.6272154273E-05 0.00288517 Defensiva
1.8546418334E-05
6.3945586335E-05

Celda Verificación 100.00%

DE excedentes de RENTABILIDADES MATR
Nutresa Argos AVAL Davivienda icolcap rf
Ecopetrol
1.58% 0.80% 0.50% 1.54% 1.20% -0.03% Bancolombia
1.42% -0.18% -1.76% -1.16% 2.22% 2.43% SURA
-1.45% 1.44% 2.38% 1.73% 2.33% -0.02% Nutresa
-2.16% 3.02% 2.12% 1.50% -0.10% -0.04% Argos
-0.16% -0.02% -0.12% -0.13% -0.18% -0.03% AVAL
1.84% -1.27% 4.85% 0.07% -0.07% -0.03% Davivienda
0.67% 1.55% -2.01% 1.77% -1.12% -0.03% icolcap
-1.41% 1.53% -1.66% -0.52% 0.20% 1.00% rf
-1.21% 0.74% 0.67% -0.53% -0.10% -0.09% #N/A
-0.16% 1.49% 0.66% 0.66% 0.43% -0.03%
-2.90% -0.02% 1.81% 0.36% -0.29% -0.03%
0.75% -0.02% -2.58% -2.08% -0.19% -1.08%
-0.92% -0.62% -0.70% 0.37% -2.23% -0.24%
0.93% -2.27% -0.70% -0.13% 0.21% -0.03%
-0.16% -0.02% -0.12% -0.13% 0.22% 0.22%
-0.92% 1.05% -4.05% 0.36% -0.62% 0.39%
-0.16% -0.02% -0.12% -0.13% -0.09% -0.03%
-0.16% -0.02% -0.12% -0.13% 1.30% -0.74%
-0.16% -0.02% -0.12% -0.13% -0.40% 0.29%
-2.78% -0.78% 2.34% 4.70% -0.41% -0.24%
-0.20% -1.55% 1.68% 1.00% -0.65% -0.87%
4.45% -0.49% 0.86% 1.45% -0.10% -0.03%
0.82% -1.58% -2.64% -9.10% -0.10% -1.72%
0.46% 0.93% -0.91% -2.64% -0.68% 1.09%
0.54% 0.14% -0.52% 0.90% -0.31% 0.22%
0.50% -0.34% 0.69% 1.19% -0.10% -1.55%
1.10% 0.77% 0.08% 0.98% -0.24% 0.52%
-0.16% -4.24% -0.52% -1.73% -0.10% 0.75%
 MATRIZ transpuesta de DE excedentes de RENTABILIDADES
1/1/2024 1/2/2024 1/3/2024 1/4/2024 1/5/2024 1/8/2024 1/9/2024
0.006312846 0.027503439 -0.00629576 0.016534606 -9.741074742E-05 -0.02054731
0.020429044 -0.00182384 0.064406016 0.024947116 -5.288377586E-05 -0.02769516
0.04318516 0.000899939 -0.00699008 0.016025451 -0.0037113914862 -0.03596946
0.015763089 0.014157148 -0.01447347 -0.02161382 -0.0015702441022 0.018438649
0.007971244 -0.00183544 0.014422085 0.030236656 -0.0002120616446 -0.01265374
0.00500866 -0.01757035 0.023823093 0.021180817 -0.0011769066279 0.048524883
0.01536318 -0.01157728 0.017331984 0.014955838 -0.001320865475 0.000681137
0.011969567 0.022219733 0.0232582 -0.00101745 -0.0017819724439 -0.0007114
-0.00034562 0.024326085 -0.00024853 -0.0004427 -0.0003456217801 -0.00034562
#N/A #N/A #N/A #N/A #N/A #N/A #N/A
ABILIDADES
1/10/2024 1/11/2024 1/12/2024 1/15/2024 1/16/2024 1/17/2024
-0.02097424 0.004166982 0.008395158 -9.741074742E-05 -0.01693952 -0.0086627212399
-0.03851442 -0.00063259 0.015028323 0.0016614019384 -0.00176424 -5.288377586E-05
0.016288609 -0.00436499 0.003482853 0.0027821150073 -0.00371139 -0.0185501011636
0.006712232 -0.01410807 -0.01207813 -0.0015702441022 -0.02900387 0.0075289369715
0.01553597 0.015291814 0.007421526 0.0149394535069 -0.00021206 -0.0002120616446
-0.0201163 -0.01662092 0.006666231 0.0066051945394 0.018128113 -0.0257981187491
0.017660154 -0.00524243 -0.00525787 0.0065842728649 0.003581095 -0.020833060597
-0.01115206 0.001957479 -0.00101745 0.0042984241201 -0.0029333 -0.0019388223714
-0.00034562 0.010042728 -0.00092216 -0.0003456217801 -0.00034562 -0.0108253833415
#N/A #N/A #N/A #N/A #N/A #N/A
 1/18/2024 1/19/2024 1/22/2024 1/23/2024 1/24/2024 1/25/2024
-0.00657689 -0.00879306 -9.741074742E-05 0.006481537 -9.741074742E-05 -9.741074742E-05
-0.02862431 -0.01064112 -0.0196723843704 -0.01157502 0.0300084659174 -0.0286413292791
0.044094764 -0.00371139 -0.0037113914862 0.011913609 -0.0037113914862 -0.0037113914862
-0.00923481 0.00933389 -0.0015702441022 -0.00921069 -0.0015702441022 -0.0015702441022
-0.00618221 -0.02273458 -0.0002120616446 0.010540627 -0.0002120616446 -0.0002120616446
-0.00700215 -0.00703628 -0.0011769066279 -0.04046964 -0.0011769066279 -0.0011769066279
0.003654259 -0.00132087 -0.001320865475 0.00362963 -0.001320865475 -0.001320865475
-0.02230549 0.002123504 0.0021919468964 -0.00624529 -0.0009390089255 0.01298255355
-0.00238604 -0.00034562 0.0021857773047 0.003927467 -0.0003456217801 -0.0074049003798
#N/A #N/A #N/A #N/A #N/A #N/A
 1/26/2024 1/29/2024 1/30/2024 1/31/2024 2/1/2024 2/2/2024
-9.741074742E-05 0.043475574 -0.00218509 -0.02310996 0.004185244 -0.01075839
0.0165013774136 -0.00186229 -0.00307403 -0.00732561 0.031082647 0.012380509
-0.0037113914862 0.007980916 -0.0079693 -0.01104187 -0.01048062 -0.04956021
-0.0015702441022 -0.02783836 -0.00203536 0.044497694 0.008216233 0.004597157
-0.0002120616446 -0.00781085 -0.015526 -0.00487769 -0.01583706 0.009311748
-0.0011769066279 0.023362971 0.016787165 0.008627015 -0.02641963 -0.00914503
-0.001320865475 0.046954997 0.00995733 0.014478391 -0.09098235 -0.02644649
-0.0039953634551 -0.00412063 -0.00646492 -0.00101745 -0.00101745 -0.00680774
0.0028682465487 -0.00238426 -0.00871138 -0.00034562 -0.01721829 0.010929573
#N/A #N/A #N/A #N/A #N/A #N/A
 2/5/2024 2/6/2024 2/7/2024 2/8/2024 #N/A
-9.741074742E-05 0.014988796 0.004148874 -0.01066824 #N/A
-0.0070704276355 0.000536044 -0.01182451 -0.01613388 #N/A
-0.0037113914862 -0.00371139 -0.00695814 0.038633885 #N/A
0.0054350098383 0.004951495 0.010956754 -0.00157024 #N/A
0.0013602653994 -0.00335178 0.007661954 -0.04239956 #N/A
-0.0051929708849 0.00688761 0.000823093 -0.00516892 #N/A
0.0089884128755 0.011944441 0.009756677 -0.01725712 #N/A
-0.0030637237993 -0.00101745 -0.002437 -0.00101745 #N/A
0.0022197457582 -0.01550161 0.005150531 0.0075057 #N/A
#N/A #N/A #N/A #N/A #N/A