CARTERA DEL INDICE GENERAL BVL

(vigente a partir del 9 de abril de 2015)

Nº Nombre de valor Nemónico Peso (%)
1 Volcan "B" VOLCABC1 8.74%
2 Graña y Montero GRAMONC1 7.77%
3 Minsur Inv. MINSURI1 6.67%
4 Alicorp ALICORC1 6.45%
5 Ferreycorp FERREYC1 6.23%
6 Bco. Continental CONTINC1 5.38%
7 Intergr Financ Services IFS 4.90%
8 Milpo MILPOC1 4.41%
9 Cementos Pacasmayo CPACASC1 4.38%
10 Credicorp BAP 3.95%
11 Un. And. de Cementos UNACEMC1 3.62%
12 Relapasa RELAPAC1 3.53%
13 ADR Buenaventura BVN 3.41%
14 Luz del Sur LUSURC1 3.38%
15 Trevali Mining TV 3.26%
16 Cerro Verde CVERDEC1 3.19%
17 Atacocha "B" ATACOBC1 3.10%
18 Casagrande CASAGRC1 2.78%
19 InRetail Perú Corp. INRETC1 2.61%
20 EDEGEL EDEGELC1 2.60%
21 Corp. Aceros Areq Inv. CORAREI1 2.29%
22 EDELNOR EDELNOC1 2.07%
23 Luna Gold LGC 1.78%
24 SIDERPERU SIDERC1 1.77%
25 EnerSur ENERSUC1 1.72%
100.00%
Fecha
cotización Alicorp InRetail Perú Corp. Alicorp InRetail Perú Corp.
6/21/2018 11.56 25
6/22/2018 11.73 24.81 1.5% -0.8%
6/25/2018 11.55 24.8 -1.5% 0.0%
6/26/2018 11.4 24.7 -1.3% -0.4%
6/27/2018 11.22 24.7 -1.6% 0.0%
6/28/2018 11.05 25 -1.5% 1.2%
7/2/2018 11.2 25 1.3% 0.0%
7/3/2018 11.49 25.5 2.6% 2.0%
7/4/2018 11.4 25.5 -0.8% 0.0%
7/5/2018 11.26 25.5 -1.2% 0.0%
7/6/2018 11.25 25.5 -0.1% 0.0%
7/9/2018 11.27 25.5 0.2% 0.0%
7/10/2018 11.4 25.25 1.1% -1.0%
7/11/2018 11.29 25 -1.0% -1.0%
7/12/2018 11.4 25.5 1.0% 2.0%
7/13/2018 11.35 25.5 -0.4% 0.0%
7/16/2018 11.41 25.5 0.5% 0.0%
7/17/2018 11.6 26 1.7% 1.9%
7/18/2018 11.5 25.5 -0.9% -1.9%
7/19/2018 11.45 25.5 -0.4% 0.0%
7/20/2018 11.4 25.5 -0.4% 0.0%
7/23/2018 11.55 26 1.3% 1.9%
7/24/2018 11.55 26 0.0% 0.0%
7/25/2018 11.6 26 0.4% 0.0%
7/26/2018 11.75 25.5 1.3% -1.9%
7/27/2018 11.8 25.5 0.4% 0.0%
7/30/2018 11.75 25.5 -0.4% 0.0%
7/31/2018 11.74 25.8 -0.1% 1.2%
8/1/2018 11.65 25.8 -0.8% 0.0%
8/2/2018 11.59 25.5 -0.5% -1.2%
8/3/2018 11.59 26 0.0% 1.9%
8/6/2018 11.45 25.99 -1.2% 0.0%
8/7/2018 11.45 25.9 0.0% -0.3%
8/8/2018 11.45 26 0.0% 0.4%
8/9/2018 11.45 26 0.0% 0.0%
8/10/2018 11.4 25.8 -0.4% -0.8%
8/13/2018 11.3 25.7 -0.9% -0.4%
8/14/2018 11.25 25.69 -0.4% 0.0%
8/15/2018 11.25 25.8 0.0% 0.4%
8/16/2018 11.15 25.55 -0.9% -1.0%
8/17/2018 11.15 25.5 0.0% -0.2%
8/20/2018 11.1 25.5 -0.4% 0.0%
8/21/2018 11.02 25.1 -0.7% -1.6%
8/22/2018 11 25.45 -0.2% 1.4%
8/23/2018 11 25.2 0.0% -1.0%
8/24/2018 11 25.2 0.0% 0.0%
8/27/2018 11.1 25.5 0.9% 1.2%
8/28/2018 11.1 25.9 0.0% 1.6%
8/29/2018 11.05 26 -0.5% 0.4%
8/31/2018 10.9 26.1 -1.4% 0.4%
9/3/2018 10.9 26.1 0.0% 0.0%
9/4/2018 10.7 26.1 -1.9% 0.0%
9/5/2018 10.5 25.5 -1.9% -2.3%
9/6/2018 10.5 25.5 0.0% 0.0%
9/7/2018 10.5 25.5 0.0% 0.0%
9/10/2018 10.35 25.4 -1.4% -0.4%
9/11/2018 10.05 24.9 -2.9% -2.0%
9/12/2018 10.1 25.3 0.5% 1.6%
9/13/2018 10.2 25.3 1.0% 0.0%
9/14/2018 10.15 25.3 -0.5% 0.0%
9/17/2018 10.11 25.3 -0.4% 0.0%
9/18/2018 10.1 25.3 -0.1% 0.0%
9/19/2018 10.15 25.5 0.5% 0.8%
9/20/2018 10.1 25.75 -0.5% 1.0%
9/21/2018 10.21 26.15 1.1% 1.5%
9/24/2018 10.26 26.15 0.5% 0.0%
9/25/2018 10.41 26.1 1.5% -0.2%
9/26/2018 10.45 26.1 0.4% 0.0%
9/27/2018 10.5 26.1 0.5% 0.0%
9/28/2018 10.55 26.1 0.5% 0.0%
10/1/2018 10.55 26.1 0.0% 0.0%
10/2/2018 10.6 26.1 0.5% 0.0%
10/3/2018 10.55 26.4 -0.5% 1.1%
10/4/2018 10.5 26.1 -0.5% -1.1%
10/5/2018 10.4 26.1 -1.0% 0.0%
10/9/2018 10.35 26.2 -0.5% 0.4%
10/10/2018 10.25 26 -1.0% -0.8%
10/11/2018 10.1 25.5 -1.5% -1.9%
10/12/2018 10.05 25.5 -0.5% 0.0%
10/15/2018 10.05 25.5 0.0% 0.0%
10/16/2018 10.05 25.7 0.0% 0.8%
10/17/2018 10 25.7 -0.5% 0.0%
10/18/2018 9.95 25.7 -0.5% 0.0%
10/19/2018 10.02 25.6 0.7% -0.4%
10/22/2018 9.95 25.5 -0.7% -0.4%
10/23/2018 9.95 25.6 0.0% 0.4%
10/24/2018 9.96 25.6 0.1% 0.0%
10/25/2018 9.96 25.1 0.0% -2.0%
10/26/2018 9.9 25 -0.6% -0.4%
10/29/2018 9.85 25.75 -0.5% 3.0%
10/30/2018 9.85 25.7 0.0% -0.2%
10/31/2018 9.75 25.8 -1.0% 0.4%
11/2/2018 9.77 25.6 0.2% -0.8%
11/5/2018 9.95 25.6 1.8% 0.0%
11/6/2018 9.97 25.6 0.2% 0.0%
11/7/2018 9.98 25.75 0.1% 0.6%
11/8/2018 10 26.15 0.2% 1.5%
11/9/2018 9.97 26.16 -0.3% 0.0%
11/12/2018 9.8 26.16 -1.7% 0.0%
11/13/2018 9.81 26.2 0.1% 0.2%
11/14/2018 9.81 27 0.0% 3.0%
11/15/2018 9.81 27 0.0% 0.0%
11/16/2018 9.91 28.3 1.0% 4.7%
11/19/2018 9.95 28.75 0.4% 1.6%
11/20/2018 9.86 28.5 -0.9% -0.9%
11/21/2018 9.86 28.3 0.0% -0.7%
11/22/2018 9.83 28.32 -0.3% 0.1%
11/23/2018 9.86 28.31 0.3% 0.0%
11/26/2018 9.9 28.5 0.4% 0.7%
11/27/2018 10 28.62 1.0% 0.4%
11/28/2018 10.2 29.3 2.0% 2.3%
11/29/2018 10.3 29.4 1.0% 0.3%
11/30/2018 10.3 29.2 0.0% -0.7%
12/3/2018 10.25 29.2 -0.5% 0.0%
12/4/2018 10.45 29.2 1.9% 0.0%
12/5/2018 10.45 29.2 0.0% 0.0%
12/6/2018 10.25 28.9 -1.9% -1.0%
12/7/2018 10.15 29.1 -1.0% 0.7%
12/10/2018 10.13 29 -0.2% -0.3%
12/11/2018 10.13 29 0.0% 0.0%
12/12/2018 10.16 29 0.3% 0.0%
12/13/2018 10.16 28.9 0.0% -0.3%
12/14/2018 10.1 28.5 -0.6% -1.4%
12/17/2018 10.25 28.5 1.5% 0.0%
12/18/2018 10.1 28.45 -1.5% -0.2%
12/19/2018 10.1 28.5 0.0% 0.2%
12/20/2018 10.1 28.5 0.0% 0.0%
12/21/2018 10 28.3 -1.0% -0.7%
12/24/2018 10 28.3 0.0% 0.0%
12/26/2018 9.98 28.15 -0.2% -0.5%
12/27/2018 9.95 28.3 -0.3% 0.5%
12/28/2018 9.95 28.3 0.0% 0.0%
12/31/2018 9.95 28.3 0.0% 0.0%
1/2/2019 9.9 28.8 -0.5% 1.8%
1/3/2019 9.9 29.2 0.0% 1.4%
1/4/2019 10 30.41 1.0% 4.1%
1/7/2019 10 30.85 0.0% 1.4%
1/8/2019 10 31.5 0.0% 2.1%
1/9/2019 10.1 31.8 1.0% 0.9%
1/10/2019 10.15 32 0.5% 0.6%
1/11/2019 10.12 32 -0.3% 0.0%
1/14/2019 10.2 32 0.8% 0.0%
1/15/2019 10.2 32.8 0.0% 2.5%
1/16/2019 10.2 32.9 0.0% 0.3%
1/17/2019 10.2 33 0.0% 0.3%
1/18/2019 10.16 33 -0.4% 0.0%
1/21/2019 10.15 32.8 -0.1% -0.6%
1/22/2019 10.15 32.51 0.0% -0.9%
1/23/2019 10.2 32.5 0.5% 0.0%
1/24/2019 10.28 32.5 0.8% 0.0%
1/25/2019 10.55 33 2.6% 1.5%
1/28/2019 10.45 33 -1.0% 0.0%
1/29/2019 10.45 33.6 0.0% 1.8%
1/30/2019 10.47 34.15 0.2% 1.6%
1/31/2019 10.56 34.15 0.9% 0.0%
2/1/2019 11.3 34.2 6.8% 0.1%
2/4/2019 11.55 34.25 2.2% 0.1%
2/5/2019 11.35 34 -1.7% -0.7%
2/6/2019 11.3 34 -0.4% 0.0%
2/7/2019 11.46 33.5 1.4% -1.5%
2/8/2019 11.46 32.75 0.0% -2.3%
2/11/2019 11.4 33 -0.5% 0.8%
2/12/2019 11.31 33 -0.8% 0.0%
2/13/2019 11.36 33 0.4% 0.0%
2/14/2019 11.4 33.3 0.4% 0.9%
2/15/2019 11.35 33.5 -0.4% 0.6%
2/18/2019 11.2 34 -1.3% 1.5%
2/19/2019 11.26 34 0.5% 0.0%
2/20/2019 11.2 34 -0.5% 0.0%
2/21/2019 11.2 34 0.0% 0.0%
2/22/2019 11.26 34 0.5% 0.0%
2/25/2019 11.3 34.5 0.4% 1.5%
2/26/2019 11.29 34.4 -0.1% -0.3%
2/27/2019 11.25 35.5 -0.4% 3.1%
2/28/2019 11.25 34.79 0.0% -2.0%
3/1/2019 11.3 36 0.4% 3.4%
3/4/2019 11.25 36 -0.4% 0.0%
3/5/2019 10.99 36 -2.3% 0.0%
3/6/2019 11.05 35.5 0.5% -1.4%
3/7/2019 11.15 35.5 0.9% 0.0%
3/8/2019 11.2 35 0.4% -1.4%
3/11/2019 11.2 35.5 0.0% 1.4%
3/12/2019 11.2 35.25 0.0% -0.7%
3/13/2019 11.19 35.25 -0.1% 0.0%
3/14/2019 11.14 34.8 -0.4% -1.3%
3/15/2019 11.19 35.3 0.4% 1.4%
3/18/2019 11.25 36 0.5% 2.0%
3/19/2019 11.24 35.9 -0.1% -0.3%
3/20/2019 11.2 35.84 -0.4% -0.2%
3/21/2019 11.18 36 -0.2% 0.4%
3/22/2019 11.15 36 -0.3% 0.0%
3/25/2019 11.05 35.41 -0.9% -1.7%
3/26/2019 11 35.75 -0.5% 1.0%
3/27/2019 10.9 35.51 -0.9% -0.7%
3/28/2019 10.85 35.8 -0.5% 0.8%
3/29/2019 10.85 35.7 0.0% -0.3%
4/1/2019 10.85 35.7 0.0% 0.0%
4/2/2019 11.05 35.7 1.8% 0.0%
4/3/2019 11.15 35.75 0.9% 0.1%
4/4/2019 11.2 35.75 0.4% 0.0%
4/5/2019 11.15 35.6 -0.4% -0.4%
4/8/2019 11.1 35.79 -0.4% 0.5%
4/9/2019 11.05 35.79 -0.5% 0.0%
4/10/2019 11.05 36 0.0% 0.6%
4/11/2019 11.05 36 0.0% 0.0%
4/12/2019 11.1 36.29 0.5% 0.8%
4/15/2019 11.05 36 -0.5% -0.8%
4/16/2019 11.05 36.5 0.0% 1.4%
4/17/2019 11 36.5 -0.5% 0.0%
4/22/2019 11.05 36.8 0.5% 0.8%
4/23/2019 10.76 36.5 -2.7% -0.8%
4/24/2019 10.71 37.1 -0.5% 1.6%
4/25/2019 10.7 37.8 -0.1% 1.9%
4/26/2019 10.7 38.2 0.0% 1.1%
4/29/2019 10.65 38.75 -0.5% 1.4%
4/30/2019 10.7 39 0.5% 0.6%
5/2/2019 10.7 39 0.0% 0.0%
5/3/2019 10.71 38.97 0.1% -0.1%
5/6/2019 10.71 38.26 0.0% -1.8%
5/7/2019 10.71 37.5 0.0% -2.0%
5/8/2019 10.75 37.1 0.4% -1.1%
5/9/2019 10.75 37.1 0.0% 0.0%
5/10/2019 10.85 37.1 0.9% 0.0%
5/13/2019 10.8 37 -0.5% -0.3%
5/14/2019 10.8 36.65 0.0% -1.0%
5/15/2019 10.75 37 -0.5% 1.0%
5/16/2019 10.7 36.95 -0.5% -0.1%
5/17/2019 10.5 37 -1.9% 0.1%
5/20/2019 10.54 37.01 0.4% 0.0%
5/21/2019 10.55 37.5 0.1% 1.3%
5/22/2019 10.5 37 -0.5% -1.3%
5/23/2019 10.45 37 -0.5% 0.0%
5/24/2019 10.45 37 0.0% 0.0%
5/27/2019 10.5 36.6 0.5% -1.1%
5/28/2019 10.55 36.5 0.5% -0.3%
5/29/2019 10.61 36.5 0.6% 0.0%
5/30/2019 10.61 36.7 0.0% 0.5%
5/31/2019 10.64 36.15 0.3% -1.5%
6/3/2019 10.65 36.4 0.1% 0.7%
6/4/2019 10.65 36.5 0.0% 0.3%
6/5/2019 10.6 36.5 -0.5% 0.0%
6/6/2019 10.55 36.5 -0.5% 0.0%
6/7/2019 10.55 37 0.0% 1.4%
6/10/2019 10.58 37.8 0.3% 2.1%
6/11/2019 10.58 38 0.0% 0.5%
6/12/2019 10.57 37.8 -0.1% -0.5%
6/13/2019 10.58 37.8 0.1% 0.0%
6/14/2019 10.59 37.8 0.1% 0.0%
6/17/2019 10.55 37.8 -0.4% 0.0%
6/18/2019 10.6 37.8 0.5% 0.0%
6/19/2019 10.49 37.8 -1.0% 0.0%
6/20/2019 10.49 38.75 0.0% 2.5%
6/21/2019 10.44 39 -0.5% 0.6%
-0.040% 0.176%
 1
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61 Rentabilidad y riesgo anualiza
62 rentabilidad anual
63 Alicorp -10.2%
64 InRetail Perú Corp. 44.5%
65
66
67 MATRIZ DE VARIANZA Y COVARIANZA
68
69 Alicorp
70 Alicorp 8.24091528106167E-05
71 InRetail Perú Corp. 2.21076248676814E-05
72
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75 Asset allocation
76 ponderaciones 100.000%
77 Alicorp 12.833%
78 InRetail Perú Corp. 87.167%
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86 VARIANZA Y RIESGO PROMEDIO DIAR
87 VARIANZA
88 RIESGO
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91 RENTABILIDAD Y RIESGO ANUAL D
92 RENTABILIDAD ANUAL
93 RIESGO ANUAL
94
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97 modelo de markow
98 Max Func Objetivo
99 numero de ctivos
100 Alicorp
101 participaciones InRetail Perú Corp.
102 riesgo total
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Rentabilidad y riesgo anualizado por accion
riesgo anual
14.41%
16.59%

InRetail Perú Corp.

2.21076248676814E-05
0.000109215
ZA Y RIESGO PROMEDIO DIARIO DEL PORTAFOLIO
0.00008929
0.94%

TABILIDAD Y RIESGO ANUAL DEL PORTAFOLIO

37%
0.1500001149

modelo de markowitz
37%
2
1
1
0