Thursday, January 31, 2008

Optimized Investment portfolio - Jan 2008

Here come another one of the finest investment portfolio based on the performance of SENSEX from Jan 2007 to December 2007

This portfolio is not speculation but a pure calculation based on Portfolio Optimization Theory. The data has been provided by BSE India

My another portfolio based on similar calculation (see here) is already giving 40% returns since August 2007 till date, even after such major volatility in the market!

---------Download here---------


* Annual return of the portfolio = 148%
* Risk is only 2.20%
* Beta of portfolio = 1.17

Your comments on this will be highly appreciated

Enjoy my another part-time effort!!!

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