# 3-asset example
rm(list=ls())
#
#=======================================
# Step 1: Import data from excel
#=======================================
# If data has percentage format, then you'd better convert it into numeric format in excel
# file = 3firmExample_data.csv
# First you have to convert factor data into numeric
#===========================================================================================================
# http://stackoverflow.com/questions/28977777/r-converting-data-frame-of-percentages-from-factor-to-numeric
#==========================================================================================================
# Delete % from data and convert into numeric
#==========================================================================================================
# After conversion, we save the file as 3firmExample.csv
firm_data1 = read.csv('3firmExample.csv')
str(firm_data1)
## 'data.frame': 59 obs. of 4 variables:
## $ date : chr "1995/3/1" "1995/4/1" "1995/5/1" "1995/6/1" ...
## $ Nordstrom: num -0.03615 -0.0568 0.07821 -0.00302 -0.02757 ...
## $ Starbucks: num 0.00521 -0.02105 0.21244 0.2036 0.04797 ...
## $ Microsoft: num 0.1213 0.13923 0.03529 0.06501 0.00138 ...
firm_data1$date
## [1] "1995/3/1" "1995/4/1" "1995/5/1" "1995/6/1" "1995/7/1" "1995/8/1"
## [7] "1995/9/1" "1995/10/1" "1995/11/1" "1995/12/1" "1996/1/1" "1996/2/1"
## [13] "1996/3/1" "1996/4/1" "1996/5/1" "1996/6/1" "1996/7/1" "1996/8/1"
## [19] "1996/9/1" "1996/10/1" "1996/11/1" "1996/12/1" "1997/1/1" "1997/2/1"
## [25] "1997/3/1" "1997/4/1" "1997/5/1" "1997/6/1" "1997/7/1" "1997/8/1"
## [31] "1997/9/1" "1997/10/1" "1997/11/1" "1997/12/1" "1998/1/1" "1998/2/1"
## [37] "1998/3/1" "1998/4/1" "1998/5/1" "1998/6/1" "1998/7/1" "1998/8/1"
## [43] "1998/9/1" "1998/10/1" "1998/11/1" "1998/12/1" "1999/1/1" "1999/2/1"
## [49] "1999/3/1" "1999/4/1" "1999/5/1" "1999/6/1" "1999/7/1" "1999/8/1"
## [55] "1999/9/1" "1999/10/1" "1999/11/1" "1999/12/1" "2000/1/1"
# install.packages("xts")
library(xts)
## Loading required package: zoo
##
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
##
## as.Date, as.Date.numeric
date1 = as.Date(firm_data1[,1], "%Y/%m/%d")
#convert firm_data1 into time series data: xts
firm_data1.xts = as.xts(firm_data1[,-1], order.by = date1)
#====================================================================================
# IF you know the ticker of stocks, then you can
# download directly from yahoo finance
#=====================================================================================
install.packages("quantmod")
## Installing package into '/home/rstudio/R/x86_64-pc-linux-gnu-library/4.0'
## (as 'lib' is unspecified)
library(quantmod)
## Loading required package: TTR
## Registered S3 method overwritten by 'quantmod':
## method from
## as.zoo.data.frame zoo
tickers<-c("JWN", "SBUX", "MSFT")
getSymbols(tickers, from = '2010-12-31', to = '2018-12-31', auto.assign = TRUE)
## 'getSymbols' currently uses auto.assign=TRUE by default, but will
## use auto.assign=FALSE in 0.5-0. You will still be able to use
## 'loadSymbols' to automatically load data. getOption("getSymbols.env")
## and getOption("getSymbols.auto.assign") will still be checked for
## alternate defaults.
##
## This message is shown once per session and may be disabled by setting
## options("getSymbols.warning4.0"=FALSE). See ?getSymbols for details.
## [1] "JWN" "SBUX" "MSFT"
#
data <- new.env()
getSymbols(tickers, from = '2010-12-31', to = '2018-12-31', env = data, auto.assign = TRUE)
## [1] "JWN" "SBUX" "MSFT"
data$JWN
## JWN.Open JWN.High JWN.Low JWN.Close JWN.Volume JWN.Adjusted
## 2010-12-31 42.42 42.61 42.25 42.38 854800 30.84651
## 2011-01-03 42.73 43.90 42.44 43.40 2586500 31.58892
## 2011-01-04 43.31 43.46 42.47 42.57 2270200 30.98480
## 2011-01-05 42.34 43.04 42.20 42.86 2239000 31.19588
## 2011-01-06 42.52 43.69 42.12 42.94 3403700 31.25411
## 2011-01-07 43.37 43.61 41.77 42.35 3091200 30.82468
## 2011-01-10 41.95 42.31 41.34 42.15 2562000 30.67911
## 2011-01-11 42.44 42.45 41.39 41.62 2285000 30.29334
## 2011-01-12 41.94 41.99 41.58 41.75 1736300 30.38796
## 2011-01-13 41.50 41.93 41.44 41.63 1580300 30.30061
## 2011-01-14 41.57 42.19 41.39 42.09 1962100 30.63544
## 2011-01-18 41.90 42.46 41.81 42.19 1491300 30.70821
## 2011-01-19 42.12 42.36 40.84 40.91 2813500 29.77656
## 2011-01-20 40.75 41.78 40.75 41.24 2441000 30.01676
## 2011-01-21 41.70 41.99 41.30 41.37 1913900 30.11138
## 2011-01-24 41.43 42.21 41.32 42.18 1364600 30.70095
## 2011-01-25 42.11 42.36 41.25 41.56 2692200 30.24966
## 2011-01-26 41.74 41.78 41.10 41.53 1635000 30.22782
## 2011-01-27 41.62 42.20 41.48 41.96 2326800 30.54082
## 2011-01-28 41.87 41.98 40.64 40.91 3150500 29.77656
## 2011-01-31 41.27 41.52 40.84 41.18 2205700 29.97309
## 2011-02-01 41.57 41.74 40.94 40.94 2908000 29.79839
## 2011-02-02 40.87 40.93 40.03 40.09 4692100 29.17972
## 2011-02-03 41.52 42.60 41.26 42.05 5872200 30.60632
## 2011-02-04 42.06 44.21 42.00 43.71 3266100 31.81457
## 2011-02-07 43.73 44.90 43.72 44.59 2245600 32.45506
## 2011-02-08 44.51 45.00 44.36 44.92 2122500 32.69526
## 2011-02-09 44.81 45.63 44.74 44.96 2523300 32.72438
## 2011-02-10 44.68 45.63 44.49 45.57 1694400 33.16836
## 2011-02-11 45.29 46.20 45.15 46.15 1434600 33.59052
## 2011-02-14 46.19 46.31 45.56 45.72 2031700 33.27755
## 2011-02-15 45.41 46.17 45.41 45.87 1563500 33.38672
## 2011-02-16 46.08 46.96 46.08 46.70 2385200 33.99084
## 2011-02-17 46.84 47.45 46.12 46.48 3472200 33.83071
## 2011-02-18 45.67 47.52 45.52 46.91 4682000 34.14370
## 2011-02-22 46.29 46.87 45.32 45.65 2625700 33.22660
## 2011-02-23 45.74 46.06 44.16 44.59 3378700 32.45506
## 2011-02-24 44.49 45.32 44.11 45.00 2739100 32.75349
## 2011-02-25 45.35 45.88 44.96 45.49 3402800 33.11013
## 2011-02-28 45.03 45.63 44.59 45.26 3001100 32.94273
## 2011-03-01 45.31 45.61 43.92 44.22 2944400 32.18576
## 2011-03-02 44.07 44.39 43.45 44.21 3025400 32.34672
## 2011-03-03 45.21 45.28 44.25 44.62 4056400 32.64671
## 2011-03-04 44.65 44.81 43.60 44.08 2463500 32.25161
## 2011-03-07 44.38 44.40 43.21 43.26 2186500 31.65165
## 2011-03-08 43.24 44.00 42.65 43.77 1811400 32.02480
## 2011-03-09 43.70 44.71 43.20 44.30 2306400 32.41258
## 2011-03-10 43.49 44.68 43.49 44.37 2214900 32.46379
## 2011-03-11 44.38 44.80 44.01 44.46 2599900 32.52965
## 2011-03-14 43.97 44.47 42.76 42.99 3413600 31.45411
## 2011-03-15 42.04 43.19 41.79 42.86 2542100 31.35897
## 2011-03-16 42.76 42.92 41.27 41.50 4728800 30.36393
## 2011-03-17 42.40 42.92 41.64 41.69 3418100 30.50295
## 2011-03-18 42.44 42.44 40.96 41.33 4495100 30.23955
## 2011-03-21 41.85 42.48 41.84 42.30 1812900 30.94926
## 2011-03-22 43.38 43.38 42.60 42.64 2742200 31.19802
## 2011-03-23 42.42 42.47 41.94 42.26 3972800 30.91999
## 2011-03-24 42.50 43.72 42.07 43.62 5308000 31.91505
## 2011-03-25 43.70 44.44 43.52 43.60 2504800 31.90042
## 2011-03-28 43.75 44.21 42.91 42.95 2531300 31.42484
## 2011-03-29 42.99 44.06 42.96 44.00 1993800 32.19309
## 2011-03-30 44.15 44.98 44.01 44.90 2079100 32.85158
## 2011-03-31 44.77 45.00 43.97 44.88 2540800 32.83695
## 2011-04-01 45.00 45.62 44.91 45.11 2168400 33.00523
## 2011-04-04 45.24 45.49 44.81 45.17 1600800 33.04913
## 2011-04-05 44.95 46.10 44.79 45.66 1656000 33.40763
## 2011-04-06 45.88 46.21 45.26 45.90 2840300 33.58323
## 2011-04-07 46.00 47.29 45.98 46.61 3736400 34.10273
## 2011-04-08 46.73 47.22 45.92 46.22 2527700 33.81736
## 2011-04-11 46.02 46.62 45.88 45.96 1632000 33.62714
## 2011-04-12 45.67 46.66 45.60 45.84 2038700 33.53934
## 2011-04-13 46.27 46.50 45.30 45.95 1926800 33.61983
## 2011-04-14 45.66 46.15 45.42 46.07 1546500 33.70761
## 2011-04-15 46.24 46.45 45.95 46.18 1551000 33.78810
## 2011-04-18 45.52 45.69 44.74 45.38 2093400 33.20277
## 2011-04-19 45.53 45.95 45.34 45.79 1946300 33.50275
## 2011-04-20 46.55 47.22 46.40 47.01 1999100 34.39539
## 2011-04-21 47.20 47.33 46.96 47.31 2589500 34.61488
## 2011-04-25 47.31 47.60 46.95 47.48 1879700 34.73926
## 2011-04-26 47.64 48.70 47.58 48.54 2500000 35.51482
## 2011-04-27 48.48 48.57 47.57 48.14 2677700 35.22216
## 2011-04-28 47.96 48.06 47.48 47.93 1608800 35.06852
## 2011-04-29 48.00 48.17 47.52 47.55 1500000 34.79047
## 2011-05-02 47.75 48.13 47.28 47.74 2466500 34.92950
## 2011-05-03 47.71 48.48 47.66 48.10 2763400 35.19289
## 2011-05-04 48.36 48.62 47.73 48.00 3018300 35.11972
## 2011-05-05 46.40 48.16 46.33 47.50 4118800 34.75389
## 2011-05-06 48.00 48.27 47.06 47.39 1773200 34.67342
## 2011-05-09 47.56 47.60 47.02 47.31 1359700 34.61488
## 2011-05-10 47.87 48.42 47.72 48.26 2608400 35.30994
## 2011-05-11 48.74 49.43 47.95 48.70 3662000 35.63189
## 2011-05-12 48.47 49.35 48.10 49.17 4762800 35.97576
## 2011-05-13 48.77 49.25 47.35 47.63 4674400 34.84901
## 2011-05-16 47.51 47.83 46.19 46.23 2569400 33.82467
## 2011-05-17 46.05 46.53 45.68 45.86 2747900 33.55397
## 2011-05-18 45.91 46.56 45.86 46.18 2758700 33.78810
## 2011-05-19 46.50 46.50 45.58 46.45 2395600 33.98564
## 2011-05-20 46.08 46.24 44.96 45.60 2285500 33.36373
## 2011-05-23 44.94 45.93 44.94 45.62 1808700 33.37836
## 2011-05-24 45.76 46.08 45.49 45.50 1282100 33.29057
## 2011-05-25 45.01 45.90 44.87 45.60 1886200 33.36373
## 2011-05-26 45.31 46.43 45.26 46.18 2547000 33.95939
## 2011-05-27 46.25 46.97 46.20 46.40 1991600 34.12117
## 2011-05-31 46.75 47.08 46.18 46.83 2632900 34.43738
## 2011-06-01 46.55 46.81 45.02 45.07 2766000 33.14311
## 2011-06-02 45.43 45.74 44.15 44.47 3536700 32.70190
## 2011-06-03 43.77 44.56 43.22 43.53 2951200 32.01065
## 2011-06-06 43.45 43.82 42.86 42.89 3044400 31.54002
## 2011-06-07 43.17 43.50 42.55 42.58 3633000 31.31206
## 2011-06-08 42.40 42.62 42.00 42.19 4303300 31.02526
## 2011-06-09 42.37 43.10 42.37 42.64 4044000 31.35617
## 2011-06-10 42.42 42.59 41.88 42.13 3704100 30.98114
## 2011-06-13 42.27 42.82 42.08 42.55 2299200 31.28999
## 2011-06-14 43.14 44.45 43.14 44.20 2804700 32.50336
## 2011-06-15 43.67 44.05 43.32 43.51 2095300 31.99594
## 2011-06-16 43.46 44.03 42.99 43.38 1936000 31.90035
## 2011-06-17 43.75 44.44 43.67 43.76 1803500 32.17979
## 2011-06-20 43.54 44.95 43.37 44.93 2078500 33.04017
## 2011-06-21 45.15 46.14 45.02 46.10 2686400 33.90056
## 2011-06-22 45.86 46.39 45.28 45.31 1907200 33.31962
## 2011-06-23 44.91 45.97 44.81 45.88 2842700 33.73877
## 2011-06-24 45.78 45.96 44.82 44.90 1997800 33.01811
## 2011-06-27 44.77 45.61 44.57 45.49 2381900 33.45198
## 2011-06-28 45.67 46.31 45.50 46.26 1888500 34.01821
## 2011-06-29 46.55 46.91 45.94 46.06 2513200 33.87114
## 2011-06-30 46.26 47.00 46.25 46.94 3005500 34.51827
## 2011-07-01 46.85 48.31 46.70 48.24 2257600 35.47425
## 2011-07-05 48.08 48.73 47.93 48.42 2244900 35.60661
## 2011-07-06 48.16 48.51 48.09 48.48 2032200 35.65073
## 2011-07-07 49.25 50.92 49.23 50.56 4516600 37.18032
## 2011-07-08 49.85 50.26 49.51 50.25 2174000 36.95235
## 2011-07-11 49.50 50.05 49.35 49.76 2262700 36.59202
## 2011-07-12 49.48 50.20 49.30 49.35 2274600 36.29052
## 2011-07-13 49.82 50.44 49.54 49.61 1838600 36.48170
## 2011-07-14 49.89 50.50 49.34 49.93 3447400 36.71703
## 2011-07-15 50.27 50.46 49.50 50.44 1922900 37.09205
## 2011-07-18 50.09 50.40 49.70 49.97 1626800 36.74643
## 2011-07-19 50.42 51.86 50.27 51.79 2852500 38.08481
## 2011-07-20 51.88 51.99 50.84 51.18 1097300 37.63622
## 2011-07-21 51.51 52.15 51.33 51.40 1594200 37.79803
## 2011-07-22 51.55 51.84 51.21 51.50 1638700 37.87156
## 2011-07-25 50.87 51.39 50.78 51.04 1520700 37.53328
## 2011-07-26 50.95 51.30 50.49 50.90 1911500 37.43034
## 2011-07-27 50.59 50.67 49.17 49.23 2019300 36.20226
## 2011-07-28 49.47 50.80 49.47 50.18 3335200 36.90087
## 2011-07-29 49.51 50.97 49.22 50.16 2427900 36.88615
## 2011-08-01 50.89 50.89 49.12 49.96 2697300 36.73908
## 2011-08-02 49.34 49.56 47.01 47.05 5421300 34.59916
## 2011-08-03 47.09 47.82 46.11 47.75 4606700 35.11392
## 2011-08-04 46.38 47.08 43.12 43.15 7686800 31.73123
## 2011-08-05 44.07 44.45 42.30 44.31 7168100 32.58425
## 2011-08-08 42.50 43.24 39.18 39.85 5608300 29.30448
## 2011-08-09 40.90 41.65 38.10 41.60 6285900 30.59140
## 2011-08-10 40.33 41.96 39.93 40.14 5049000 29.51775
## 2011-08-11 40.57 43.23 40.29 42.33 3707200 31.12822
## 2011-08-12 45.68 46.00 43.92 44.28 5805100 32.56218
## 2011-08-15 44.68 44.84 43.36 44.67 4647900 32.84898
## 2011-08-16 44.35 44.35 42.40 42.95 4452500 31.58414
## 2011-08-17 43.43 43.67 40.60 41.42 5705800 30.45902
## 2011-08-18 39.96 40.07 37.87 38.30 5653300 28.16468
## 2011-08-19 37.75 38.75 37.28 37.45 4024400 27.53961
## 2011-08-22 38.21 38.50 37.41 37.78 2426300 27.78228
## 2011-08-23 37.74 39.95 37.30 39.94 4048700 29.37068
## 2011-08-24 39.66 41.14 39.43 41.10 3002200 30.22370
## 2011-08-25 41.23 42.04 39.79 39.96 5849700 29.38539
## 2011-08-26 39.56 42.63 39.56 42.09 6775300 30.95173
## 2011-08-29 42.83 44.77 42.54 44.70 5845200 32.87105
## 2011-08-30 44.51 45.94 44.40 45.60 4700100 33.53287
## 2011-08-31 45.96 46.69 44.91 45.46 3461900 33.42992
## 2011-09-01 45.26 45.96 44.29 44.71 4255800 33.04559
## 2011-09-02 43.75 44.06 43.01 43.26 1948500 31.97388
## 2011-09-06 41.90 43.85 41.62 43.80 3008300 32.37299
## 2011-09-07 44.67 46.17 44.60 45.94 3390100 33.95469
## 2011-09-08 45.41 46.40 44.82 45.14 3114900 33.36340
## 2011-09-09 44.44 45.23 43.50 44.05 3190500 32.55777
## 2011-09-12 43.33 45.56 43.05 45.54 3195200 33.65905
## 2011-09-13 45.65 46.34 45.09 45.66 3248800 33.74774
## 2011-09-14 44.87 46.66 44.17 45.92 3838600 33.93991
## 2011-09-15 46.59 47.17 45.70 47.02 3630400 34.75293
## 2011-09-16 47.31 48.06 47.00 47.89 3229100 35.39596
## 2011-09-19 47.11 48.32 46.66 47.98 1920600 35.46247
## 2011-09-20 48.17 48.93 47.42 47.49 2202700 35.10031
## 2011-09-21 47.59 47.90 46.10 46.18 2016400 34.13208
## 2011-09-22 44.25 45.89 43.63 44.81 3676200 33.11950
## 2011-09-23 44.41 45.70 44.22 45.52 2405500 33.64428
## 2011-09-26 45.75 48.19 45.07 48.16 2999300 35.59551
## 2011-09-27 49.09 49.25 47.09 47.35 2789700 34.99682
## 2011-09-28 47.54 48.30 46.89 46.95 2187300 34.70119
## 2011-09-29 47.83 48.04 45.43 46.65 3166900 34.47946
## 2011-09-30 46.04 46.86 45.47 45.68 2204700 33.76253
## 2011-10-03 45.25 47.65 45.20 45.37 4241700 33.53339
## 2011-10-04 44.62 48.56 44.62 48.44 5200000 35.80247
## 2011-10-05 48.38 48.45 46.54 48.22 5518800 35.63985
## 2011-10-06 48.82 48.98 47.24 48.00 5430400 35.47725
## 2011-10-07 48.28 49.74 48.08 48.69 4441800 35.98724
## 2011-10-10 49.56 50.81 48.79 50.67 2169400 37.45068
## 2011-10-11 50.17 50.32 48.54 49.26 4529800 36.40854
## 2011-10-12 50.07 51.49 49.49 50.18 3303400 37.08851
## 2011-10-13 50.28 50.92 49.31 49.47 2384100 36.56375
## 2011-10-14 50.47 51.00 49.48 50.70 2619400 37.47287
## 2011-10-17 50.37 51.29 49.90 50.03 1976300 36.97764
## 2011-10-18 49.93 52.61 49.06 51.97 3262900 38.41151
## 2011-10-19 51.85 52.10 51.08 51.32 1805700 37.93110
## 2011-10-20 51.14 51.33 49.88 50.58 3069800 37.38415
## 2011-10-21 51.37 51.61 50.74 51.59 2820000 38.13067
## 2011-10-24 51.73 53.35 51.43 52.77 3019000 39.00281
## 2011-10-25 52.25 52.25 49.75 50.63 2821600 37.42112
## 2011-10-26 51.57 51.73 49.61 50.46 2796800 37.29546
## 2011-10-27 52.00 53.09 50.67 52.14 3252300 38.53715
## 2011-10-28 51.90 52.34 50.67 51.17 2359200 37.82022
## 2011-10-31 50.25 51.33 49.94 50.69 2564500 37.46545
## 2011-11-01 49.08 50.75 48.87 50.25 2839500 37.14026
## 2011-11-02 51.08 51.24 50.15 50.57 3100500 37.37677
## 2011-11-03 49.33 51.14 48.38 51.07 4909400 37.74632
## 2011-11-04 50.03 51.00 49.93 50.39 2380500 37.24372
## 2011-11-07 50.24 50.88 49.55 50.63 1971700 37.42112
## 2011-11-08 50.96 51.75 49.87 51.20 2312200 37.84240
## 2011-11-09 49.97 50.78 48.74 48.93 3006000 36.16463
## 2011-11-10 49.86 50.06 48.86 49.62 3106900 36.67461
## 2011-11-11 47.89 49.53 47.65 49.48 4672200 36.57114
## 2011-11-14 49.37 49.73 48.90 49.09 2604300 36.28288
## 2011-11-15 48.96 49.65 48.54 49.30 2040200 36.43810
## 2011-11-16 48.85 49.34 48.07 48.13 2077500 35.57335
## 2011-11-17 48.07 48.29 46.57 47.01 3657700 34.74554
## 2011-11-18 47.31 47.31 46.49 46.98 2987800 34.72337
## 2011-11-21 46.21 46.70 45.60 46.31 2478000 34.22816
## 2011-11-22 46.27 46.56 45.42 45.73 2620200 33.79949
## 2011-11-23 45.19 45.58 44.66 44.74 1677600 33.06776
## 2011-11-25 44.47 45.07 44.22 44.29 804300 32.73516
## 2011-11-28 45.30 46.05 44.88 45.19 2443100 33.57470
## 2011-11-29 44.70 45.30 44.29 44.66 3478900 33.18094
## 2011-11-30 46.06 46.20 44.85 45.28 4859500 33.64158
## 2011-12-01 45.65 47.48 45.25 47.10 3658700 34.99377
## 2011-12-02 47.69 48.16 47.13 47.17 2463100 35.04579
## 2011-12-05 47.90 49.03 47.64 48.13 2889400 35.75905
## 2011-12-06 48.07 48.20 47.24 47.36 1612100 35.18695
## 2011-12-07 47.07 47.47 46.75 47.12 1572600 35.00864
## 2011-12-08 46.78 48.52 46.68 47.42 3118200 35.23154
## 2011-12-09 47.50 48.33 47.49 48.20 2112100 35.81106
## 2011-12-12 47.91 48.62 47.51 48.42 2461900 35.97449
## 2011-12-13 48.72 48.90 46.74 46.98 2713000 34.90463
## 2011-12-14 46.89 47.65 46.79 47.14 3208600 35.02349
## 2011-12-15 47.50 47.84 47.21 47.28 1872900 35.12752
## 2011-12-16 47.65 48.43 46.93 47.03 2355400 34.94178
## 2011-12-19 47.21 47.81 46.73 46.90 1876600 34.84520
## 2011-12-20 47.46 49.05 47.46 48.87 2298600 36.30883
## 2011-12-21 48.83 49.66 48.37 49.53 1850500 36.79919
## 2011-12-22 49.55 50.00 49.05 49.16 1283900 36.52430
## 2011-12-23 49.18 49.87 49.11 49.83 848600 37.02208
## 2011-12-27 49.70 50.27 49.34 50.07 919600 37.20039
## 2011-12-28 49.83 50.26 49.22 49.91 2221900 37.08151
## 2011-12-29 49.91 50.61 49.28 50.03 1419600 37.17066
## 2011-12-30 49.98 50.21 49.69 49.71 862400 36.93293
## 2012-01-03 50.52 50.67 49.70 49.72 2985500 36.94035
## 2012-01-04 49.60 50.39 49.49 50.08 2292900 37.20783
## 2012-01-05 49.84 50.84 49.17 50.61 2607000 37.60160
## 2012-01-06 49.31 50.20 49.07 49.74 1916200 36.95522
## 2012-01-09 49.78 49.95 49.19 49.66 1731200 36.89578
## 2012-01-10 49.90 49.91 48.87 49.36 2180500 36.67289
## 2012-01-11 49.33 49.56 48.68 48.98 2638200 36.39056
## 2012-01-12 49.30 49.30 48.42 48.93 1924200 36.35341
## 2012-01-13 48.69 49.28 48.33 48.48 1711000 36.01907
## 2012-01-17 48.95 49.52 48.77 48.99 1690900 36.39800
## 2012-01-18 48.93 49.81 48.82 49.64 2033600 36.88091
## 2012-01-19 49.77 50.63 49.36 50.37 2529900 37.42329
## 2012-01-20 50.25 50.57 49.83 50.02 1631600 37.16324
## 2012-01-23 49.93 50.75 49.34 49.38 1795600 36.68775
## 2012-01-24 49.14 49.90 49.00 49.62 1802800 36.86606
## 2012-01-25 49.64 49.70 48.37 48.74 2842700 36.21225
## 2012-01-26 48.91 49.38 48.12 48.46 1980100 36.00421
## 2012-01-27 48.30 48.75 48.14 48.55 1446600 36.07109
## 2012-01-30 48.19 49.61 48.00 49.53 2740400 36.79919
## 2012-01-31 49.70 50.03 49.08 49.38 2048400 36.68775
## 2012-02-01 49.65 50.00 49.28 49.52 2184700 36.79177
## 2012-02-02 49.82 50.01 48.67 49.11 2138200 36.48714
## 2012-02-03 49.52 50.49 49.48 50.27 2111800 37.34899
## 2012-02-06 49.97 50.12 49.64 49.79 1945600 36.99237
## 2012-02-07 49.63 51.11 49.43 50.60 2342700 37.59417
## 2012-02-08 50.71 51.24 50.48 51.01 2265600 37.89878
## 2012-02-09 51.02 51.27 50.50 51.15 1882300 38.00280
## 2012-02-10 50.70 51.07 50.50 50.78 984500 37.72791
## 2012-02-13 50.92 51.10 50.44 50.56 1841300 37.56446
## 2012-02-14 50.54 51.00 50.30 50.67 1683400 37.64617
## 2012-02-15 50.79 51.50 50.59 51.00 2617900 37.89137
## 2012-02-16 51.00 52.32 50.93 52.18 4153800 38.76805
## 2012-02-17 51.38 52.44 50.74 51.14 5424400 37.99537
## 2012-02-21 51.37 53.37 51.37 52.79 3953900 39.22127
## 2012-02-22 52.18 53.07 52.18 52.63 2347800 39.10240
## 2012-02-23 52.25 53.69 52.05 53.25 2269000 39.56303
## 2012-02-24 53.20 53.50 52.92 53.17 2274000 39.50359
## 2012-02-27 52.60 54.03 52.46 53.89 2606000 40.03853
## 2012-02-28 53.62 53.96 53.37 53.78 2025000 40.15801
## 2012-02-29 53.85 54.68 53.61 53.62 2915300 40.03853
## 2012-03-01 53.67 53.85 52.69 53.77 2555000 40.15054
## 2012-03-02 54.00 54.09 53.34 53.55 1376800 39.98626
## 2012-03-05 53.46 53.75 53.18 53.50 1294900 39.94894
## 2012-03-06 53.09 53.19 52.30 52.41 1585900 39.13502
## 2012-03-07 52.72 53.35 52.46 53.20 1356000 39.72492
## 2012-03-08 53.63 53.92 53.29 53.68 1131200 40.08334
## 2012-03-09 53.93 54.25 53.63 54.08 1127800 40.38202
## 2012-03-12 54.16 54.31 53.55 53.67 1052800 40.07587
## 2012-03-13 53.94 54.95 53.16 54.90 2266600 40.99431
## 2012-03-14 54.65 54.98 54.39 54.68 1215200 40.83004
## 2012-03-15 54.64 55.12 54.23 55.05 1612900 41.10632
## 2012-03-16 55.11 55.36 54.47 54.88 1823100 40.97938
## 2012-03-19 54.75 54.81 53.99 54.37 963300 40.59855
## 2012-03-20 54.22 54.88 54.00 54.74 1191700 40.87484
## 2012-03-21 54.90 55.45 54.74 55.25 1146500 41.25566
## 2012-03-22 54.83 55.43 54.69 54.99 1268600 41.06153
## 2012-03-23 54.88 54.90 53.83 54.54 897300 40.72550
## 2012-03-26 54.99 55.47 54.64 55.29 873500 41.28554
## 2012-03-27 55.28 55.67 55.08 55.40 941400 41.36767
## 2012-03-28 55.44 55.45 54.16 54.71 1044300 40.85245
## 2012-03-29 55.35 55.53 54.42 55.27 1936700 41.27060
## 2012-03-30 55.42 56.03 55.08 55.72 1892300 41.60663
## 2012-04-02 55.50 56.32 55.48 56.12 1246500 41.90530
## 2012-04-03 56.10 56.50 55.31 55.38 1868300 41.35273
## 2012-04-04 55.01 55.61 54.70 55.55 1796200 41.47968
## 2012-04-05 55.52 56.75 55.27 56.17 1827500 41.94264
## 2012-04-09 55.78 55.85 54.98 55.85 1751100 41.70369
## 2012-04-10 55.56 55.72 53.20 53.46 2134200 39.91906
## 2012-04-11 54.12 54.76 53.96 54.63 1764800 40.79271
## 2012-04-12 54.66 55.25 54.44 55.09 1496400 41.13620
## 2012-04-13 54.82 55.42 54.63 54.99 1282400 41.06153
## 2012-04-16 56.00 56.00 54.89 55.52 1841900 41.45728
## 2012-04-17 55.76 56.24 55.52 55.96 1440000 41.78583
## 2012-04-18 55.70 56.06 55.35 55.75 1111900 41.62902
## 2012-04-19 55.85 56.26 55.07 55.56 1202200 41.48715
## 2012-04-20 55.73 55.73 54.90 55.11 1573900 41.15113
## 2012-04-23 54.82 54.91 53.86 54.62 1194600 40.78525
## 2012-04-24 54.78 54.83 53.59 53.93 1507100 40.27001
## 2012-04-25 54.37 55.24 54.35 55.18 1394800 41.20340
## 2012-04-26 55.19 55.86 54.78 55.58 1215900 41.50208
## 2012-04-27 55.88 56.48 55.50 56.05 1288200 41.85304
## 2012-04-30 56.03 56.25 55.53 55.86 1519100 41.71116
## 2012-05-01 55.96 56.49 55.60 55.86 1380200 41.71116
## 2012-05-02 55.69 57.26 55.69 57.20 2446600 42.71175
## 2012-05-03 57.47 57.75 56.56 56.86 2106400 42.45787
## 2012-05-04 56.82 56.98 55.87 55.90 1474200 41.74103
## 2012-05-07 55.71 56.26 55.15 55.23 1473500 41.24073
## 2012-05-08 54.94 54.94 52.77 54.01 2754100 40.32975
## 2012-05-09 53.22 54.41 52.84 53.92 2179100 40.26255
## 2012-05-10 54.42 54.42 53.14 53.53 3303400 39.97133
## 2012-05-11 51.35 52.31 50.65 50.96 6557500 38.05229
## 2012-05-14 50.57 51.30 50.14 50.20 2488600 37.48479
## 2012-05-15 50.23 51.42 50.08 50.62 2342300 37.79841
## 2012-05-16 50.78 51.01 49.99 50.05 3009700 37.37278
## 2012-05-17 50.00 50.35 48.54 48.54 3191900 36.24526
## 2012-05-18 48.80 49.53 48.35 48.89 2558500 36.50661
## 2012-05-21 48.80 49.73 48.14 49.57 2099300 37.01436
## 2012-05-22 49.65 50.63 49.29 49.65 2125300 37.07410
## 2012-05-23 49.33 50.39 49.24 50.24 1834200 37.51466
## 2012-05-24 50.06 50.78 49.92 50.45 1637700 37.67147
## 2012-05-25 50.52 51.06 50.35 50.74 1588400 37.88801
## 2012-05-29 50.77 51.24 50.54 51.08 2041400 38.34594
## 2012-05-30 50.77 50.85 50.17 50.28 1608400 37.74538
## 2012-05-31 49.20 49.50 47.24 47.37 6856100 35.56083
## 2012-06-01 47.12 47.92 46.36 46.80 4435800 35.13294
## 2012-06-04 47.35 47.50 46.41 47.47 2677400 35.63589
## 2012-06-05 47.09 47.30 46.27 47.06 2867300 35.32811
## 2012-06-06 47.28 48.13 46.91 47.82 2087600 35.89865
## 2012-06-07 48.28 48.43 47.38 47.66 2273000 35.77853
## 2012-06-08 48.15 48.84 47.90 48.77 1921000 36.61181
## 2012-06-11 49.15 49.23 47.69 47.70 1866400 35.80857
## 2012-06-12 47.91 48.91 47.83 48.87 1861900 36.68689
## 2012-06-13 48.66 48.66 47.18 47.38 1832400 35.56833
## 2012-06-14 47.54 48.47 47.48 48.17 1682900 36.16139
## 2012-06-15 48.43 49.22 48.22 49.15 1777100 36.89709
## 2012-06-18 48.84 49.20 48.45 49.03 1651800 36.80700
## 2012-06-19 49.31 51.36 49.21 51.03 2714900 38.30841
## 2012-06-20 51.06 51.15 50.36 50.86 1693600 38.18079
## 2012-06-21 50.93 51.10 48.67 48.74 2825500 36.58929
## 2012-06-22 49.00 49.10 48.08 48.92 2143900 36.72441
## 2012-06-25 48.38 48.68 47.51 47.94 1683700 35.98872
## 2012-06-26 48.05 49.02 47.69 48.62 1496800 36.49921
## 2012-06-27 47.66 48.05 47.04 47.90 3118600 35.95871
## 2012-06-28 47.50 48.69 47.37 48.25 3571900 36.22145
## 2012-06-29 48.88 49.69 48.39 49.69 3314200 37.30246
## 2012-07-02 49.93 50.54 49.50 50.48 1929900 37.89552
## 2012-07-03 50.38 51.06 49.66 50.56 1581500 37.95558
## 2012-07-05 51.10 52.26 50.76 51.53 3680600 38.68376
## 2012-07-06 50.90 51.97 50.82 51.89 1703500 38.95401
## 2012-07-09 51.74 52.15 51.41 51.69 1491300 38.80387
## 2012-07-10 51.87 52.23 51.47 51.73 2049600 38.83389
## 2012-07-11 51.83 51.95 50.10 50.69 2540500 38.05316
## 2012-07-12 50.33 50.68 49.40 50.33 2060700 37.78291
## 2012-07-13 50.51 52.11 50.45 51.89 1959300 38.95401
## 2012-07-16 51.66 52.06 51.27 51.78 2100100 38.87144
## 2012-07-17 52.05 52.74 51.44 52.48 1414800 39.39693
## 2012-07-18 52.24 53.25 52.13 52.90 1153800 39.71222
## 2012-07-19 53.02 53.47 52.66 53.28 1432800 39.99749
## 2012-07-20 52.94 53.04 52.36 52.44 1615300 39.36691
## 2012-07-23 51.55 52.31 50.90 52.11 1269500 39.11917
## 2012-07-24 52.36 52.60 51.35 51.76 1312100 38.85642
## 2012-07-25 51.92 52.85 51.78 52.45 1199400 39.37441
## 2012-07-26 53.18 53.68 52.20 53.34 1533700 40.04252
## 2012-07-27 53.23 54.73 53.23 54.40 2256700 40.83828
## 2012-07-30 54.36 55.47 53.65 54.55 2873700 40.95088
## 2012-07-31 53.47 54.79 53.32 54.14 2328600 40.64309
## 2012-08-01 54.44 54.44 51.50 53.08 7732700 39.84734
## 2012-08-02 52.66 54.43 52.56 53.31 3323000 40.02000
## 2012-08-03 53.20 54.72 53.15 54.35 2865100 40.80075
## 2012-08-06 54.57 54.99 54.29 54.45 2486800 40.87582
## 2012-08-07 54.73 55.75 54.14 55.22 2470600 41.45385
## 2012-08-08 55.13 55.57 54.71 55.45 2090000 41.62652
## 2012-08-09 55.21 55.84 54.02 55.08 2879700 41.34876
## 2012-08-10 55.68 56.65 55.45 56.13 3394800 42.13699
## 2012-08-13 56.13 56.16 55.28 56.02 1665600 42.05442
## 2012-08-14 56.30 56.53 55.96 56.44 1830300 42.36971
## 2012-08-15 56.36 56.80 56.30 56.51 1067600 42.42228
## 2012-08-16 56.41 56.77 56.18 56.56 1165600 42.45981
## 2012-08-17 56.72 57.40 56.61 57.26 1340800 42.98529
## 2012-08-20 57.12 57.23 56.37 56.58 1421700 42.47482
## 2012-08-21 56.86 57.10 56.43 56.62 964400 42.50484
## 2012-08-22 56.62 57.95 56.62 57.72 2226500 43.33062
## 2012-08-23 57.50 57.60 56.95 57.07 1112500 42.84266
## 2012-08-24 57.07 58.18 56.95 57.95 1357700 43.50327
## 2012-08-27 58.15 58.37 57.13 57.68 1553200 43.30059
## 2012-08-28 57.61 58.41 57.41 57.44 2490100 43.12042
## 2012-08-29 57.55 58.05 57.25 58.03 2127300 43.56332
## 2012-08-30 58.21 58.44 57.49 57.53 2174700 43.38986
## 2012-08-31 57.78 58.00 57.28 57.83 1169400 43.61612
## 2012-09-04 57.86 58.00 57.06 57.67 1257600 43.49545
## 2012-09-05 57.66 57.78 56.83 57.07 1088700 43.04292
## 2012-09-06 57.42 58.11 57.42 57.96 1554900 43.71417
## 2012-09-07 57.96 58.02 57.25 57.51 1560700 43.37477
## 2012-09-10 57.40 58.30 57.26 57.86 1171900 43.63876
## 2012-09-11 57.63 57.90 57.33 57.77 1272300 43.57087
## 2012-09-12 57.79 58.44 57.57 57.95 1550700 43.70664
## 2012-09-13 57.85 57.99 56.83 57.66 1810500 43.48790
## 2012-09-14 57.63 58.15 57.38 57.56 1459800 43.41248
## 2012-09-17 57.75 58.02 57.12 57.46 1862800 43.33706
## 2012-09-18 57.34 57.34 55.84 56.33 2280700 42.48480
## 2012-09-19 56.56 57.22 56.30 56.86 1200100 42.88454
## 2012-09-20 56.54 56.75 56.04 56.56 1259400 42.65828
## 2012-09-21 57.07 57.49 56.01 56.05 2209000 42.27363
## 2012-09-24 55.50 55.72 55.15 55.17 1456200 41.60991
## 2012-09-25 55.40 55.96 54.86 54.90 1761000 41.40628
## 2012-09-26 54.81 55.14 54.18 54.90 1738900 41.40628
## 2012-09-27 55.00 55.32 54.66 55.06 1593600 41.52696
## 2012-09-28 54.87 55.47 54.51 55.18 1691800 41.61747
## 2012-10-01 55.31 56.19 55.31 55.74 1611300 42.03982
## 2012-10-02 55.84 56.20 55.26 55.63 1724000 41.95686
## 2012-10-03 55.66 56.50 55.65 55.88 1646200 42.14540
## 2012-10-04 55.94 57.47 55.64 56.05 2985700 42.27363
## 2012-10-05 56.28 56.95 56.01 56.18 1743500 42.37167
## 2012-10-08 56.11 56.74 56.01 56.46 824800 42.58285
## 2012-10-09 56.34 56.63 55.90 56.11 1907000 42.31888
## 2012-10-10 55.99 56.09 55.24 55.27 1175900 41.68534
## 2012-10-11 55.78 56.10 55.28 55.33 1547100 41.73059
## 2012-10-12 55.33 55.69 54.76 54.93 1211200 41.42891
## 2012-10-15 55.00 55.89 54.74 55.70 1207400 42.00966
## 2012-10-16 55.85 56.82 55.77 56.63 1646700 42.71106
## 2012-10-17 56.73 58.21 56.32 57.66 2998700 43.48790
## 2012-10-18 57.62 57.78 56.79 57.16 1619900 43.11081
## 2012-10-19 57.08 57.13 56.12 56.43 1341000 42.56023
## 2012-10-22 56.23 56.32 55.45 55.97 1407900 42.21328
## 2012-10-23 55.29 55.72 54.71 55.47 1187800 41.83618
## 2012-10-24 55.71 55.76 54.69 54.96 1354000 41.45152
## 2012-10-25 55.44 55.70 54.23 55.10 1763800 41.55712
## 2012-10-26 55.04 55.88 54.46 55.77 1758800 42.06245
## 2012-10-31 56.17 57.06 55.81 56.77 2082200 42.81665
## 2012-11-01 57.13 57.66 56.81 57.19 2009500 43.13342
## 2012-11-02 57.51 57.77 56.48 56.48 1545600 42.59794
## 2012-11-05 56.55 57.68 56.38 57.62 1091600 43.45773
## 2012-11-06 57.63 58.40 57.35 58.20 1693900 43.89518
## 2012-11-07 57.54 57.98 56.95 57.25 1982700 43.17869
## 2012-11-08 57.12 57.12 55.34 55.40 2168700 41.78339
## 2012-11-09 54.79 55.70 54.63 54.79 2436600 41.32332
## 2012-11-12 54.88 55.04 53.96 54.69 1435600 41.24790
## 2012-11-13 54.42 55.60 54.25 54.89 1414700 41.39874
## 2012-11-14 55.05 55.53 54.02 54.11 1439400 40.81045
## 2012-11-15 54.12 54.46 53.68 54.18 1674600 40.86324
## 2012-11-16 54.37 54.98 53.83 54.87 1711400 41.38365
## 2012-11-19 55.47 56.59 55.30 56.47 1369600 42.59039
## 2012-11-20 56.51 56.58 55.05 55.75 2563600 42.04736
## 2012-11-21 55.55 56.25 55.11 55.60 1304500 41.93423
## 2012-11-23 55.73 56.68 55.71 56.55 893500 42.65073
## 2012-11-26 56.33 56.40 53.31 54.24 3914800 40.90850
## 2012-11-27 54.10 54.84 53.28 54.16 2632100 40.84815
## 2012-11-28 54.04 55.45 54.04 55.20 2807800 41.84113
## 2012-11-29 54.38 55.27 53.93 54.37 3139200 41.21200
## 2012-11-30 54.28 54.46 53.85 54.09 2196700 40.99975
## 2012-12-03 54.07 54.34 53.23 53.72 2122400 40.71931
## 2012-12-04 53.64 53.80 52.84 53.23 1849100 40.34789
## 2012-12-05 53.41 53.71 51.89 52.70 3062400 39.94616
## 2012-12-06 52.92 53.13 52.13 52.97 1774400 40.15081
## 2012-12-07 52.96 53.39 52.14 52.80 1329500 40.02195
## 2012-12-10 52.77 52.88 52.10 52.26 2346600 39.61264
## 2012-12-11 52.56 52.64 51.68 51.88 3569500 39.32459
## 2012-12-12 52.16 52.67 51.32 52.11 2349500 39.49895
## 2012-12-13 52.04 52.80 52.03 52.15 1987000 39.52925
## 2012-12-14 52.14 52.44 51.94 52.20 2075100 39.56716
## 2012-12-17 52.15 52.32 51.42 52.28 2102400 39.62780
## 2012-12-18 52.23 52.46 51.40 52.43 2812000 39.74150
## 2012-12-19 52.57 53.25 52.29 52.79 2129200 40.01437
## 2012-12-20 52.38 52.38 51.35 52.11 2302700 39.49895
## 2012-12-21 51.67 52.57 51.49 52.45 2916600 39.75666
## 2012-12-24 52.28 52.78 52.25 52.42 842700 39.73391
## 2012-12-26 52.41 52.60 50.94 51.40 1898400 38.96076
## 2012-12-27 51.36 51.97 50.95 51.78 1989000 39.24880
## 2012-12-28 51.46 52.90 51.11 52.16 2669300 39.53684
## 2012-12-31 52.07 53.55 52.07 53.50 3353900 40.55255
## 2013-01-02 53.69 54.23 52.72 53.63 5630300 40.65109
## 2013-01-03 55.52 55.85 54.73 55.27 4970800 41.89419
## 2013-01-04 55.49 55.78 54.67 54.73 2776300 41.48487
## 2013-01-07 54.64 54.76 53.83 54.43 1878700 41.25748
## 2013-01-08 54.39 54.55 53.79 53.91 1497600 40.86332
## 2013-01-09 54.02 54.62 53.93 54.04 1863400 40.96186
## 2013-01-10 54.14 55.20 53.56 54.88 2094700 41.59858
## 2013-01-11 54.91 55.01 53.79 53.84 2546000 40.81027
## 2013-01-14 53.88 54.14 53.28 53.83 1325500 40.80267
## 2013-01-15 53.54 55.45 53.41 55.41 2921300 42.00031
## 2013-01-16 55.55 56.04 55.16 55.95 2386800 42.40963
## 2013-01-17 56.01 56.33 55.58 55.65 1216400 42.18223
## 2013-01-18 55.61 55.75 55.12 55.52 1254100 42.08369
## 2013-01-22 55.44 55.47 54.83 55.38 1695400 41.97757
## 2013-01-23 55.20 55.53 54.95 55.33 1368000 41.93967
## 2013-01-24 55.50 56.30 55.20 55.67 1080400 42.19738
## 2013-01-25 56.15 56.28 55.45 56.05 1221600 42.48543
## 2013-01-28 55.94 55.94 55.13 55.53 1211800 42.09127
## 2013-01-29 55.53 56.11 55.07 55.68 1618300 42.20497
## 2013-01-30 55.68 55.91 55.35 55.59 1430000 42.13675
## 2013-01-31 55.54 55.82 55.19 55.23 1318300 41.86387
## 2013-02-01 55.66 55.78 54.91 55.12 2187300 41.78049
## 2013-02-04 54.97 55.16 54.38 54.50 1382800 41.31054
## 2013-02-05 54.92 55.43 54.71 55.11 1929100 41.77292
## 2013-02-06 55.13 55.49 54.91 55.27 1797200 41.89419
## 2013-02-07 55.82 55.97 54.38 54.91 2052100 41.62130
## 2013-02-08 55.00 55.85 55.00 55.82 1605300 42.31110
## 2013-02-11 55.57 55.72 55.11 55.37 1297300 41.96999
## 2013-02-12 55.55 55.60 54.89 54.98 1642200 41.67438
## 2013-02-13 55.00 55.52 55.00 55.22 1235200 41.85629
## 2013-02-14 55.05 55.48 54.53 55.25 1091300 41.87904
## 2013-02-15 55.20 56.08 54.78 55.40 1622700 41.99273
## 2013-02-19 55.64 56.66 55.10 56.47 2618200 42.80378
## 2013-02-20 56.35 56.41 55.08 55.15 1816000 41.80325
## 2013-02-21 55.09 55.36 54.32 54.52 3136600 41.32569
## 2013-02-22 54.73 55.39 53.57 53.99 4002300 40.92396
## 2013-02-25 54.18 54.19 52.69 52.70 3031800 39.94616
## 2013-02-26 53.01 53.36 52.47 52.53 2790300 39.81730
## 2013-02-27 52.44 54.00 52.44 53.90 2433400 40.85574
## 2013-02-28 54.10 54.59 53.99 54.22 2392500 41.09831
## 2013-03-01 54.03 54.24 53.68 54.07 2316500 40.98460
## 2013-03-04 53.98 54.33 53.65 53.82 1860700 40.79511
## 2013-03-05 54.06 54.52 54.05 54.37 1991200 41.21200
## 2013-03-06 54.37 54.52 54.19 54.38 1656600 41.21958
## 2013-03-07 54.07 54.19 53.90 53.99 1132600 41.15098
## 2013-03-08 54.20 54.83 53.94 54.72 1008200 41.70738
## 2013-03-11 54.62 54.67 54.21 54.27 1467100 41.36440
## 2013-03-12 54.30 54.44 53.90 53.95 1491100 41.12049
## 2013-03-13 54.04 54.32 53.88 54.29 3130000 41.37964
## 2013-03-14 54.52 54.66 54.18 54.29 1631700 41.37964
## 2013-03-15 54.07 54.25 53.64 53.99 2407300 41.15098
## 2013-03-18 53.49 53.87 53.38 53.49 1275800 40.76988
## 2013-03-19 53.56 53.56 52.16 52.45 2869100 39.97720
## 2013-03-20 52.81 53.27 52.56 53.15 2730400 40.51074
## 2013-03-21 52.89 53.19 52.78 52.90 1576400 40.32019
## 2013-03-22 53.10 53.57 52.98 53.32 1237400 40.64031
## 2013-03-25 53.44 53.92 53.36 53.80 1720300 41.00617
## 2013-03-26 53.82 54.29 53.59 54.28 1996000 41.37202
## 2013-03-27 54.03 54.56 53.92 54.50 1397500 41.53971
## 2013-03-28 54.52 55.29 54.43 55.23 1842700 42.09611
## 2013-04-01 55.07 55.21 54.33 54.45 1419800 41.50159
## 2013-04-02 54.75 55.00 54.36 54.99 1042400 41.91318
## 2013-04-03 55.00 55.49 54.51 54.70 1936400 41.69214
## 2013-04-04 54.68 55.53 54.68 55.47 1117500 42.27903
## 2013-04-05 54.84 55.61 54.65 55.46 1563300 42.27141
## 2013-04-08 55.25 55.69 54.95 55.30 1340600 42.14946
## 2013-04-09 55.33 55.48 54.41 54.84 1651600 41.79884
## 2013-04-10 55.03 55.81 54.94 55.81 1427500 42.53817
## 2013-04-11 55.92 57.76 55.88 57.04 2432600 43.47568
## 2013-04-12 56.75 57.18 56.48 56.82 1492000 43.30799
## 2013-04-15 56.50 56.59 55.13 55.13 1568700 42.01989
## 2013-04-16 55.38 56.22 55.01 56.17 1798400 42.81255
## 2013-04-17 55.96 56.01 54.81 55.39 1682000 42.21806
## 2013-04-18 55.48 55.61 54.50 54.82 1411600 41.78360
## 2013-04-19 54.88 55.15 54.57 54.90 1673400 41.84458
## 2013-04-22 55.05 55.31 54.68 55.14 1101600 42.02750
## 2013-04-23 55.24 55.55 54.62 55.19 1307500 42.06561
## 2013-04-24 55.30 55.77 55.08 55.26 1113100 42.11897
## 2013-04-25 55.36 56.57 55.20 56.45 1842600 43.02599
## 2013-04-26 56.49 56.75 56.19 56.71 819900 43.22417
## 2013-04-29 56.78 56.91 56.47 56.54 866000 43.09458
## 2013-04-30 56.45 56.63 56.03 56.59 1021500 43.13269
## 2013-05-01 56.48 56.57 55.98 56.15 1229600 42.79733
## 2013-05-02 56.11 57.03 56.11 57.03 1199300 43.46806
## 2013-05-03 57.45 58.42 57.38 58.21 1213100 44.36745
## 2013-05-06 58.18 58.44 57.70 58.09 1266900 44.27598
## 2013-05-07 58.00 58.66 57.74 58.59 1304600 44.65708
## 2013-05-08 58.60 59.01 58.29 59.00 1240800 44.96959
## 2013-05-09 58.92 59.06 58.04 58.49 2020900 44.58086
## 2013-05-10 58.61 59.30 58.61 59.17 1549400 45.09916
## 2013-05-13 59.19 60.56 59.03 60.49 2854100 46.10526
## 2013-05-14 60.41 61.24 60.16 61.24 2365900 46.67691
## 2013-05-15 61.41 61.81 60.89 61.44 2005000 46.82934
## 2013-05-16 61.39 61.80 60.92 61.13 3264600 46.59306
## 2013-05-17 58.87 60.89 58.75 60.68 4493300 46.25008
## 2013-05-20 60.50 60.86 60.16 60.48 2197900 46.09763
## 2013-05-21 60.42 61.06 60.25 60.71 1453500 46.27294
## 2013-05-22 60.86 61.49 59.94 60.16 1371000 45.85374
## 2013-05-23 59.84 60.41 59.62 60.16 1357500 45.85374
## 2013-05-24 59.87 60.02 59.44 59.87 1027400 45.63269
## 2013-05-28 60.51 60.89 59.78 59.96 1065000 45.70129
## 2013-05-29 59.39 59.53 58.96 59.26 661800 45.39488
## 2013-05-30 59.40 59.79 59.07 59.14 662100 45.30296
## 2013-05-31 59.12 60.02 58.82 58.82 1203500 45.05782
## 2013-06-03 58.94 59.34 58.44 59.33 1057900 45.44851
## 2013-06-04 59.18 59.59 59.11 59.39 1467900 45.49446
## 2013-06-05 59.10 59.21 57.98 58.02 1421200 44.44501
## 2013-06-06 58.13 58.55 57.76 58.44 1081400 44.76673
## 2013-06-07 58.83 59.58 58.65 59.52 920200 45.59404
## 2013-06-10 59.56 59.84 59.14 59.42 836500 45.51744
## 2013-06-11 58.84 59.50 58.73 58.96 538600 45.16508
## 2013-06-12 59.20 59.34 58.15 58.24 710800 44.61354
## 2013-06-13 58.33 59.62 58.21 59.46 1023900 45.54810
## 2013-06-14 59.38 59.61 58.55 58.94 1094100 45.14975
## 2013-06-17 59.28 59.50 58.82 59.09 1050400 45.26466
## 2013-06-18 59.23 59.71 59.04 59.64 659200 45.68597
## 2013-06-19 59.63 59.80 58.87 58.90 853700 45.11911
## 2013-06-20 58.43 58.54 57.65 57.76 1201600 44.24583
## 2013-06-21 58.30 58.63 57.50 58.20 1577000 44.58290
## 2013-06-24 57.49 57.98 57.07 57.45 869200 44.00837
## 2013-06-25 57.90 58.97 57.90 58.67 1097600 44.94293
## 2013-06-26 59.08 59.51 58.65 59.40 1081400 45.50212
## 2013-06-27 59.65 59.92 58.98 59.56 954500 45.62469
## 2013-06-28 59.48 60.20 59.30 59.94 1658200 45.91578
## 2013-07-01 60.28 61.43 60.05 61.21 1652500 46.88864
## 2013-07-02 61.21 61.54 60.44 60.72 1088700 46.51328
## 2013-07-03 60.43 61.13 60.43 61.03 553800 46.75075
## 2013-07-05 61.42 62.10 60.96 62.04 711700 47.52445
## 2013-07-08 62.29 63.11 62.29 62.61 1414400 47.96107
## 2013-07-09 63.14 63.33 62.49 62.67 1417200 48.00704
## 2013-07-10 62.66 62.90 61.92 62.59 1314000 47.94575
## 2013-07-11 63.16 63.34 62.33 62.65 957200 47.99172
## 2013-07-12 62.61 63.15 61.78 62.26 1732200 47.69297
## 2013-07-15 62.31 62.70 62.00 62.09 1217300 47.56274
## 2013-07-16 62.22 62.46 61.90 62.02 1311000 47.50913
## 2013-07-17 62.12 62.46 61.28 61.62 1149400 47.20270
## 2013-07-18 61.68 61.95 61.42 61.61 1059800 47.19504
## 2013-07-19 61.93 61.94 61.01 61.56 1802400 47.15675
## 2013-07-22 61.77 62.25 61.38 62.07 697100 47.54742
## 2013-07-23 61.73 61.90 61.17 61.51 1487500 47.11844
## 2013-07-24 61.68 61.72 61.08 61.46 828700 47.08014
## 2013-07-25 61.37 61.52 61.04 61.44 763700 47.06482
## 2013-07-26 61.13 61.53 60.57 61.52 593000 47.12611
## 2013-07-29 61.34 61.85 61.27 61.63 804700 47.21037
## 2013-07-30 61.73 61.97 61.14 61.27 1076000 46.93460
## 2013-07-31 61.50 61.84 61.14 61.24 1091400 46.91162
## 2013-08-01 61.85 62.30 61.78 62.17 1230800 47.62403
## 2013-08-02 62.02 62.13 61.72 61.99 744400 47.48614
## 2013-08-05 61.91 62.16 61.69 62.07 712800 47.54742
## 2013-08-06 61.74 61.81 59.76 59.81 2836800 45.81619
## 2013-08-07 59.61 59.61 58.64 58.90 2031600 45.11911
## 2013-08-08 59.17 60.10 58.80 59.60 1607100 45.65533
## 2013-08-09 59.52 59.67 58.77 58.79 1836700 45.03484
## 2013-08-12 58.68 60.91 58.50 60.79 3641400 46.56691
## 2013-08-13 60.36 60.45 59.24 60.18 3062800 46.09963
## 2013-08-14 59.52 59.72 59.16 59.54 1932400 45.60936
## 2013-08-15 59.27 59.98 58.94 59.33 3472800 45.44851
## 2013-08-16 57.80 58.22 56.30 56.43 5334600 43.22702
## 2013-08-19 56.20 56.96 56.12 56.26 1806500 43.09679
## 2013-08-20 56.45 57.33 56.45 57.10 1644800 43.74025
## 2013-08-21 56.89 57.23 56.43 56.75 1465600 43.47215
## 2013-08-22 56.76 57.45 56.40 57.17 1502500 43.79388
## 2013-08-23 57.22 57.45 56.47 57.28 1459800 43.87814
## 2013-08-26 57.49 57.93 57.22 57.30 1829000 43.89347
## 2013-08-27 56.72 57.11 56.53 56.62 1680400 43.37257
## 2013-08-28 56.61 57.26 56.35 56.53 1038800 43.30363
## 2013-08-29 56.25 56.36 55.89 55.98 1339800 43.11108
## 2013-08-30 56.09 56.12 55.56 55.73 994900 42.91856
## 2013-09-03 56.29 56.56 55.38 55.49 1421500 42.73373
## 2013-09-04 55.63 56.25 55.63 56.12 1429000 43.21891
## 2013-09-05 56.08 56.52 56.04 56.19 1169900 43.27281
## 2013-09-06 56.32 56.32 55.34 55.92 1191000 43.06489
## 2013-09-09 56.66 56.85 56.09 56.58 1229100 43.57317
## 2013-09-10 56.92 57.19 56.56 57.10 1303100 43.97361
## 2013-09-11 57.07 57.37 56.80 57.22 1382200 44.06604
## 2013-09-12 57.04 57.38 56.79 57.03 1684300 43.91972
## 2013-09-13 57.30 57.49 56.85 57.28 1018500 44.11224
## 2013-09-16 57.86 58.55 57.77 57.98 1346900 44.65132
## 2013-09-17 58.18 58.58 58.01 58.18 623600 44.80534
## 2013-09-18 58.25 58.30 57.24 58.03 2115100 44.68984
## 2013-09-19 57.93 58.07 57.44 57.55 1695300 44.32017
## 2013-09-20 57.61 57.71 56.72 57.00 2552000 43.89661
## 2013-09-23 56.97 57.04 56.40 56.63 1635800 43.61167
## 2013-09-24 56.55 56.75 56.29 56.41 1926600 43.44224
## 2013-09-25 56.80 56.85 55.70 55.81 2878300 42.98018
## 2013-09-26 55.93 56.69 55.89 56.58 1911400 43.57317
## 2013-09-27 56.35 56.53 56.11 56.45 1618300 43.47304
## 2013-09-30 55.92 56.27 55.86 56.20 1814500 43.28051
## 2013-10-01 55.97 56.35 55.79 55.95 2167200 43.08799
## 2013-10-02 55.72 57.34 55.51 56.80 2838200 43.74258
## 2013-10-03 56.73 57.01 56.29 56.84 1559400 43.77339
## 2013-10-04 56.91 57.35 56.64 57.13 1338800 43.99672
## 2013-10-07 56.61 56.89 56.32 56.64 1884700 43.61937
## 2013-10-08 56.66 56.88 55.60 55.62 1654200 42.83385
## 2013-10-09 55.74 56.23 55.50 55.77 1630600 42.94937
## 2013-10-10 56.40 56.82 56.06 56.73 1892700 43.68867
## 2013-10-11 56.46 56.88 56.19 56.84 1671800 43.77339
## 2013-10-14 56.62 57.08 56.47 56.93 1004600 43.84271
## 2013-10-15 56.72 57.26 56.47 56.94 1834200 43.85040
## 2013-10-16 57.25 58.24 57.07 58.21 1868100 44.82845
## 2013-10-17 58.09 58.83 58.09 58.65 1298300 45.16730
## 2013-10-18 58.87 58.96 58.24 58.74 981700 45.23662
## 2013-10-21 58.87 58.90 58.35 58.84 812900 45.31363
## 2013-10-22 58.87 59.38 58.59 59.03 842600 45.45994
## 2013-10-23 58.87 59.22 58.49 58.87 620300 45.33673
## 2013-10-24 58.91 59.30 58.75 59.08 1212400 45.49845
## 2013-10-25 59.21 59.49 58.98 59.27 833000 45.64478
## 2013-10-28 59.14 60.48 58.91 60.15 1512700 46.32247
## 2013-10-29 60.31 60.85 59.85 60.46 1158300 46.56121
## 2013-10-30 60.57 61.24 60.07 60.38 1072300 46.49960
## 2013-10-31 60.27 60.70 59.91 60.47 993100 46.56891
## 2013-11-01 60.52 60.70 59.76 59.97 1012100 46.18386
## 2013-11-04 60.08 60.57 60.01 60.46 1196800 46.56121
## 2013-11-05 60.44 60.67 59.83 60.34 705900 46.46880
## 2013-11-06 60.48 60.92 60.16 60.51 1120000 46.59972
## 2013-11-07 60.76 61.40 60.17 60.32 1226000 46.45339
## 2013-11-08 60.22 61.43 60.14 61.02 1331100 46.99247
## 2013-11-11 60.82 62.06 60.64 61.84 1661700 47.62397
## 2013-11-12 61.96 62.61 61.51 61.82 2601600 47.60857
## 2013-11-13 62.78 63.60 62.77 63.38 3679500 48.80995
## 2013-11-14 63.19 63.72 62.44 63.43 3057900 48.84845
## 2013-11-15 62.41 63.35 62.13 62.80 3027600 48.36328
## 2013-11-18 63.02 63.04 62.24 62.48 1954700 48.11684
## 2013-11-19 62.28 62.91 61.82 61.87 2123000 47.64708
## 2013-11-20 62.13 62.53 61.64 61.76 1249000 47.56237
## 2013-11-21 61.63 62.27 61.63 62.14 927700 47.85500
## 2013-11-22 61.93 62.25 61.81 62.10 1180900 47.82420
## 2013-11-25 62.27 62.79 62.04 62.55 1104000 48.17075
## 2013-11-26 62.79 63.40 62.57 62.90 1335700 48.44030
## 2013-11-27 62.75 63.17 62.43 62.71 1181900 48.52541
## 2013-11-29 62.93 62.95 62.09 62.21 586200 48.13851
## 2013-12-02 62.09 62.56 61.75 61.79 1147800 47.81352
## 2013-12-03 61.66 62.33 61.12 61.87 1018000 47.87542
## 2013-12-04 61.34 61.69 60.93 61.35 1203000 47.47304
## 2013-12-05 61.31 61.33 60.78 61.05 855800 47.24089
## 2013-12-06 61.39 61.50 60.18 60.36 1730100 46.70697
## 2013-12-09 60.54 60.98 60.42 60.70 1230600 46.97006
## 2013-12-10 60.64 61.31 60.53 61.27 1374400 47.41113
## 2013-12-11 61.22 61.58 60.65 60.79 1544500 47.03971
## 2013-12-12 60.79 61.14 60.19 60.37 1146000 46.71470
## 2013-12-13 60.32 60.85 60.07 60.09 1046400 46.49804
## 2013-12-16 60.26 60.77 60.23 60.55 826400 46.85400
## 2013-12-17 60.94 60.95 59.79 59.83 1427500 46.29686
## 2013-12-18 59.83 60.36 59.31 60.34 1614600 46.69150
## 2013-12-19 60.32 60.59 60.00 60.24 841000 46.61412
## 2013-12-20 60.41 61.61 60.36 61.19 2002600 47.34922
## 2013-12-23 61.34 61.87 61.24 61.54 1124800 47.62006
## 2013-12-24 61.48 61.81 61.07 61.60 576600 47.66649
## 2013-12-26 61.72 62.00 61.58 61.61 609600 47.67423
## 2013-12-27 61.05 61.75 61.05 61.42 527400 47.52721
## 2013-12-30 61.43 62.09 61.43 61.85 650700 47.85993
## 2013-12-31 61.89 62.14 61.67 61.80 692300 47.82125
## 2014-01-02 61.67 62.20 61.34 61.95 1177800 47.93732
## 2014-01-03 61.95 62.56 61.73 62.17 807000 48.10756
## 2014-01-06 62.25 62.31 61.25 61.41 1693200 47.51946
## 2014-01-07 61.48 61.92 60.29 60.76 1911200 47.01649
## 2014-01-08 60.75 60.75 59.68 60.49 1922900 46.80756
## 2014-01-09 60.71 61.61 60.39 61.49 2069800 47.58136
## 2014-01-10 61.26 61.56 60.59 61.11 1181800 47.28732
## 2014-01-13 60.85 61.14 59.33 59.49 1488000 46.03376
## 2014-01-14 59.48 60.27 59.48 59.75 1575400 46.23493
## 2014-01-15 59.68 60.90 59.68 60.87 1488400 47.10162
## 2014-01-16 60.64 60.72 59.88 60.11 1285300 46.51352
## 2014-01-17 59.92 60.55 59.65 59.93 1932800 46.37423
## 2014-01-21 60.21 60.34 59.26 59.66 1301800 46.16531
## 2014-01-22 60.00 60.03 59.22 59.40 1098500 45.96411
## 2014-01-23 59.00 59.10 58.40 59.06 1086800 45.70101
## 2014-01-24 58.66 58.90 58.16 58.16 1204900 45.00460
## 2014-01-27 58.19 58.65 57.73 57.82 1413400 44.74150
## 2014-01-28 57.87 58.75 57.85 58.23 1739800 45.05876
## 2014-01-29 57.93 58.34 56.62 56.70 2124100 43.87484
## 2014-01-30 57.12 57.88 57.00 57.33 1237200 44.36233
## 2014-01-31 56.79 57.72 56.57 57.45 1646200 44.45519
## 2014-02-03 57.33 57.34 55.48 55.71 1885100 43.10876
## 2014-02-04 55.97 56.32 55.31 55.38 2180900 42.85341
## 2014-02-05 55.30 57.36 54.90 57.10 3223800 44.18435
## 2014-02-06 57.36 59.03 57.31 58.70 1918800 45.42245
## 2014-02-07 58.83 59.36 58.37 58.79 1348900 45.49209
## 2014-02-10 58.57 58.65 57.95 58.55 1953400 45.30638
## 2014-02-11 58.66 59.16 58.11 58.92 1623900 45.59269
## 2014-02-12 59.03 59.33 58.09 58.26 1610200 45.08197
## 2014-02-13 57.86 58.68 57.30 58.56 1280200 45.31412
## 2014-02-14 58.36 58.96 58.20 58.47 873400 45.24448
## 2014-02-18 58.85 59.41 58.64 58.92 1751300 45.59269
## 2014-02-19 58.47 59.41 57.75 58.88 1532200 45.56173
## 2014-02-20 58.88 59.68 58.87 59.44 2680300 45.99507
## 2014-02-21 58.44 59.97 58.26 59.24 4675700 45.84031
## 2014-02-24 59.49 59.84 58.60 58.61 2854000 45.35280
## 2014-02-25 58.67 59.49 58.61 59.23 2406700 45.83257
## 2014-02-26 59.47 61.25 59.33 60.92 2240700 47.14030
## 2014-02-27 60.83 61.45 60.69 61.37 1786800 47.48851
## 2014-02-28 61.30 61.67 61.05 61.48 1878600 47.57362
## 2014-03-03 60.78 61.44 60.60 61.21 1494800 47.36470
## 2014-03-04 61.73 62.16 61.51 61.65 1445700 47.70518
## 2014-03-05 61.61 61.95 61.15 61.58 1511100 47.65102
## 2014-03-06 61.27 61.87 60.97 61.58 1166800 47.90774
## 2014-03-07 61.92 62.56 61.78 62.41 1361500 48.55346
## 2014-03-10 62.40 62.82 62.24 62.63 1670300 48.72461
## 2014-03-11 62.68 63.09 62.17 62.28 1570100 48.45232
## 2014-03-12 62.29 62.36 61.78 62.20 1093000 48.39009
## 2014-03-13 62.30 62.79 61.47 61.51 1447700 47.85328
## 2014-03-14 61.44 62.22 61.25 61.33 1526200 47.71326
## 2014-03-17 61.65 62.44 61.64 62.09 1289800 48.30451
## 2014-03-18 61.98 62.55 61.98 62.41 1092300 48.55346
## 2014-03-19 62.31 62.73 61.80 62.18 1096000 48.37452
## 2014-03-20 61.99 62.49 61.86 62.36 897500 48.51456
## 2014-03-21 62.85 63.15 62.45 62.50 2000200 48.62348
## 2014-03-24 62.52 62.82 61.70 61.80 1321700 48.07890
## 2014-03-25 62.32 62.85 62.12 62.48 1733700 48.60792
## 2014-03-26 62.57 62.97 61.85 61.96 1749700 48.20338
## 2014-03-27 61.96 62.45 61.59 61.78 1505100 48.06334
## 2014-03-28 62.01 62.39 61.50 61.83 1203900 48.10223
## 2014-03-31 62.21 62.55 61.76 62.45 1205000 48.58458
## 2014-04-01 62.46 63.43 62.37 62.89 1444700 48.92689
## 2014-04-02 62.86 63.94 62.86 63.63 1380400 49.50259
## 2014-04-03 63.63 64.19 63.09 63.37 1768100 49.30032
## 2014-04-04 63.72 64.18 63.38 63.47 1834800 49.37810
## 2014-04-07 63.34 63.42 61.57 61.76 1316300 48.04777
## 2014-04-08 61.68 62.83 61.32 62.56 1559900 48.67016
## 2014-04-09 62.73 62.90 62.04 62.83 1066800 48.88022
## 2014-04-10 62.87 62.88 61.51 61.52 1173800 47.86107
## 2014-04-11 60.93 61.53 60.25 60.46 2256900 47.03641
## 2014-04-14 61.07 61.21 59.97 60.52 1161800 47.08309
## 2014-04-15 60.74 61.29 60.26 60.98 1084700 47.44096
## 2014-04-16 61.46 61.75 61.11 61.46 788100 47.81439
## 2014-04-17 61.32 61.40 59.97 60.84 2254900 47.33204
## 2014-04-21 60.65 60.90 60.39 60.57 1146300 47.12199
## 2014-04-22 60.54 61.20 60.24 60.82 1013900 47.31647
## 2014-04-23 60.84 61.91 60.76 61.89 1521300 48.14891
## 2014-04-24 62.00 62.43 61.82 62.03 1125900 48.25784
## 2014-04-25 61.85 62.01 61.36 61.48 987900 47.82994
## 2014-04-28 61.94 62.48 61.56 62.41 1484400 48.55346
## 2014-04-29 62.38 62.52 61.81 62.17 646500 48.36675
## 2014-04-30 61.21 61.69 60.71 61.28 1776400 47.67435
## 2014-05-01 61.47 61.80 61.04 61.50 820000 47.84551
## 2014-05-02 62.09 62.80 61.61 62.02 1079100 48.25006
## 2014-05-05 61.59 61.80 61.08 61.53 681700 47.86884
## 2014-05-06 61.26 61.66 60.41 60.62 1177200 47.16089
## 2014-05-07 60.69 60.89 60.20 60.67 1118900 47.19979
## 2014-05-08 60.55 62.36 60.55 61.28 987000 47.67435
## 2014-05-09 61.19 61.75 60.88 61.47 1084700 47.82217
## 2014-05-12 61.86 63.00 61.86 62.76 1467300 48.82575
## 2014-05-13 62.84 63.30 62.34 62.62 1723200 48.71683
## 2014-05-14 62.68 62.85 61.77 61.88 1288800 48.14114
## 2014-05-15 61.60 61.80 60.51 61.49 2818700 47.83773
## 2014-05-16 67.01 70.71 66.75 70.55 8392800 54.88619
## 2014-05-19 69.92 70.00 68.06 68.42 4602700 53.22910
## 2014-05-20 68.24 68.26 67.07 67.46 2899800 52.48225
## 2014-05-21 67.76 68.25 66.86 67.51 1500200 52.52113
## 2014-05-22 67.57 68.49 67.37 67.53 1649500 52.53670
## 2014-05-23 67.58 69.41 67.36 67.85 2070000 52.78565
## 2014-05-27 67.95 68.20 67.51 67.92 1462900 52.84013
## 2014-05-28 67.63 67.79 66.73 67.45 1682400 52.73065
## 2014-05-29 67.70 67.85 66.94 67.78 1106800 52.98865
## 2014-05-30 67.64 68.32 67.64 68.06 1467900 53.20754
## 2014-06-02 68.20 68.83 68.14 68.21 1270000 53.32480
## 2014-06-03 67.98 68.37 67.76 68.03 1111200 53.18409
## 2014-06-04 67.94 68.57 67.71 68.29 1385300 53.38734
## 2014-06-05 68.21 68.50 67.45 68.32 1256000 53.41080
## 2014-06-06 68.45 69.23 68.45 68.79 811200 53.77825
## 2014-06-09 68.95 69.54 68.58 68.65 890800 53.66880
## 2014-06-10 68.38 68.86 68.37 68.57 909600 53.60624
## 2014-06-11 68.08 68.50 67.69 67.91 908300 53.09029
## 2014-06-12 67.99 68.13 67.02 67.27 821700 52.58994
## 2014-06-13 67.46 68.11 67.26 67.89 942400 53.07464
## 2014-06-16 67.70 68.21 67.46 67.86 1288300 53.05119
## 2014-06-17 67.91 68.22 67.46 67.80 947800 53.00428
## 2014-06-18 67.84 68.41 67.58 68.30 1083300 53.39516
## 2014-06-19 68.30 68.56 68.07 68.36 972600 53.44208
## 2014-06-20 68.54 68.54 67.85 68.09 1714300 53.23100
## 2014-06-23 67.78 68.00 67.62 67.73 1139600 52.94956
## 2014-06-24 67.67 68.34 67.52 67.85 1280200 53.04337
## 2014-06-25 67.64 68.04 67.33 67.51 763400 52.77757
## 2014-06-26 67.37 67.68 66.72 67.63 1157500 52.87139
## 2014-06-27 67.63 68.25 67.63 67.99 876300 53.15281
## 2014-06-30 67.85 68.15 67.66 67.93 853600 53.10591
## 2014-07-01 68.19 68.83 67.89 68.69 838000 53.70007
## 2014-07-02 68.39 69.00 68.30 68.59 1081900 53.62188
## 2014-07-03 68.69 69.46 68.69 69.29 641900 54.16912
## 2014-07-07 68.92 69.60 68.84 69.41 811600 54.26294
## 2014-07-08 69.37 69.88 68.92 69.80 1295000 54.56784
## 2014-07-09 69.83 70.56 69.59 70.14 1374500 54.83363
## 2014-07-10 69.26 69.67 69.10 69.18 805500 54.08313
## 2014-07-11 69.00 69.37 68.37 68.75 1025000 53.74697
## 2014-07-14 69.12 69.28 68.71 68.76 1365100 53.75479
## 2014-07-15 68.50 68.74 68.00 68.05 1184900 53.19974
## 2014-07-16 68.25 68.33 67.63 68.16 940600 53.28572
## 2014-07-17 67.79 68.01 67.30 67.40 783600 52.69157
## 2014-07-18 67.65 68.02 67.35 67.98 999200 53.14501
## 2014-07-21 67.78 68.13 67.40 67.63 779700 52.87139
## 2014-07-22 67.74 68.00 67.67 67.74 770000 52.95737
## 2014-07-23 67.87 68.13 67.68 67.76 949400 52.97302
## 2014-07-24 67.99 69.22 67.99 68.76 787900 53.75479
## 2014-07-25 68.49 68.87 68.03 68.08 714700 53.22319
## 2014-07-28 68.19 69.19 68.00 68.99 1086800 53.93460
## 2014-07-29 68.99 69.39 68.86 68.90 866900 53.86424
## 2014-07-30 69.11 70.25 68.93 70.19 949900 54.87273
## 2014-07-31 69.68 70.19 69.19 69.23 1046700 54.12222
## 2014-08-01 68.44 69.40 68.44 68.95 1101200 53.90332
## 2014-08-04 68.95 69.78 68.73 69.55 837000 54.37239
## 2014-08-05 69.13 69.35 68.39 68.64 1085600 53.66097
## 2014-08-06 68.36 69.68 68.36 69.34 1026500 54.20822
## 2014-08-07 69.54 69.79 68.43 68.60 1054100 53.62970
## 2014-08-08 69.02 69.99 68.60 69.94 1361300 54.67729
## 2014-08-11 70.00 70.13 68.82 69.16 1673700 54.06750
## 2014-08-12 69.37 69.57 68.57 68.71 1480800 53.71571
## 2014-08-13 68.04 68.18 66.90 68.12 2691300 53.25445
## 2014-08-14 68.30 68.71 67.76 68.69 2820300 53.70007
## 2014-08-15 65.55 66.49 64.92 65.11 6070400 50.90131
## 2014-08-18 65.58 66.15 65.47 66.12 1830500 51.69090
## 2014-08-19 66.19 67.61 66.19 67.47 1542300 52.74630
## 2014-08-20 67.47 68.60 67.18 68.39 1399700 53.46553
## 2014-08-21 68.40 69.16 68.26 68.93 1298900 53.88769
## 2014-08-22 69.17 69.66 68.86 69.45 1380500 54.29421
## 2014-08-25 69.76 69.89 69.45 69.76 904300 54.53657
## 2014-08-26 69.75 70.56 69.50 70.21 1293400 54.88837
## 2014-08-27 70.32 70.49 69.81 70.01 986800 54.73200
## 2014-08-28 69.20 70.05 68.85 69.64 858300 54.70059
## 2014-08-29 69.71 69.87 69.19 69.25 920000 54.39425
## 2014-09-02 69.30 69.85 68.67 69.15 1390700 54.31570
## 2014-09-03 69.18 70.00 68.89 69.64 1181000 54.70059
## 2014-09-04 71.00 71.45 70.41 70.43 1833500 55.32112
## 2014-09-05 70.10 70.64 69.42 70.63 1561200 55.47819
## 2014-09-08 70.41 70.66 69.63 69.98 1309000 54.96766
## 2014-09-09 69.75 69.82 69.27 69.35 1328200 54.47281
## 2014-09-10 69.26 69.41 68.53 68.77 1273900 54.01721
## 2014-09-11 68.59 69.04 68.53 68.97 961300 54.17432
## 2014-09-12 69.04 69.32 68.70 69.08 1036900 54.26071
## 2014-09-15 68.92 69.22 68.62 68.91 705300 54.12719
## 2014-09-16 68.68 69.99 68.68 69.49 988200 54.58276
## 2014-09-17 69.64 69.72 69.13 69.37 1137300 54.48853
## 2014-09-18 69.44 69.65 69.16 69.27 697900 54.40995
## 2014-09-19 69.63 69.66 69.02 69.38 1315700 54.49635
## 2014-09-22 69.30 69.45 68.28 68.33 1124900 53.67162
## 2014-09-23 68.06 68.46 67.62 67.66 1317200 53.14534
## 2014-09-24 67.77 69.20 67.75 69.17 1008600 54.33139
## 2014-09-25 69.02 69.44 68.32 68.41 893900 53.73444
## 2014-09-26 68.58 69.22 68.45 68.94 967900 54.15075
## 2014-09-29 68.46 68.95 68.26 68.66 1007900 53.93082
## 2014-09-30 68.58 68.73 67.88 68.37 1273900 53.70303
## 2014-10-01 68.36 68.36 66.08 67.58 1985200 53.08251
## 2014-10-02 67.50 69.02 67.45 68.83 1406300 54.06435
## 2014-10-03 69.23 70.47 69.08 70.29 1813600 55.21114
## 2014-10-06 70.43 70.70 69.92 69.94 2171100 54.93623
## 2014-10-07 69.58 69.83 68.94 69.30 1304300 54.43352
## 2014-10-08 69.35 70.72 68.97 70.65 1562700 55.49393
## 2014-10-09 70.29 71.08 69.75 69.82 2071100 54.84197
## 2014-10-10 69.90 71.06 69.67 70.04 1461900 55.01478
## 2014-10-13 69.73 70.50 68.98 69.04 1316900 54.22929
## 2014-10-14 69.31 70.16 69.03 69.81 2230300 54.83413
## 2014-10-15 68.93 69.07 66.81 68.51 2828700 53.81300
## 2014-10-16 67.42 68.71 66.92 68.33 2170400 53.67162
## 2014-10-17 68.71 69.52 67.65 68.98 1770800 54.18218
## 2014-10-20 68.71 70.21 68.55 70.06 1152000 55.03049
## 2014-10-21 70.70 71.75 70.32 71.63 1451100 56.26368
## 2014-10-22 71.59 72.39 70.96 71.04 1162000 55.80026
## 2014-10-23 71.54 72.25 71.35 71.77 1240100 56.37365
## 2014-10-24 71.47 71.61 70.69 71.20 1266500 55.92592
## 2014-10-27 71.25 71.79 70.78 71.68 894400 56.30296
## 2014-10-28 70.91 71.40 70.22 71.26 1174300 55.97306
## 2014-10-29 71.26 71.95 70.92 71.38 930000 56.06732
## 2014-10-30 71.31 72.93 71.20 72.41 1154300 56.87635
## 2014-10-31 73.30 73.74 72.29 72.61 1253600 57.03345
## 2014-11-03 72.60 72.72 72.00 72.54 960600 56.97846
## 2014-11-04 72.08 72.39 71.44 72.03 1562400 56.57788
## 2014-11-05 72.51 72.74 71.96 72.26 943600 56.75854
## 2014-11-06 72.45 73.94 72.26 73.68 1505600 57.87391
## 2014-11-07 73.44 73.93 73.07 73.43 1354800 57.67755
## 2014-11-10 73.55 73.64 71.82 72.39 1669700 56.86064
## 2014-11-11 72.31 72.31 70.35 70.48 3712900 55.36038
## 2014-11-12 70.54 73.17 70.21 72.85 2692500 57.22196
## 2014-11-13 72.72 73.62 72.36 73.25 3020500 57.53616
## 2014-11-14 74.20 75.68 73.68 74.17 4140600 58.25879
## 2014-11-17 73.87 74.33 73.09 73.27 1617000 57.55187
## 2014-11-18 73.02 73.68 72.69 73.52 1318500 57.74822
## 2014-11-19 73.48 73.91 73.01 73.81 1023300 57.97602
## 2014-11-20 73.61 75.30 73.48 74.97 1174300 58.88717
## 2014-11-21 75.73 75.87 74.93 75.09 1181400 58.98142
## 2014-11-24 75.20 76.44 75.09 76.26 1159600 59.90044
## 2014-11-25 76.75 77.15 75.79 75.89 1202200 59.60981
## 2014-11-26 75.73 76.00 75.25 75.41 990900 59.49148
## 2014-11-28 75.79 77.20 75.79 76.36 565900 60.24094
## 2014-12-01 76.07 76.17 75.17 75.65 1053500 59.68082
## 2014-12-02 75.83 76.21 75.01 75.77 947300 59.77549
## 2014-12-03 75.77 76.51 75.40 76.33 814200 60.21726
## 2014-12-04 75.86 76.05 75.30 75.70 924200 59.72027
## 2014-12-05 75.82 75.95 75.30 75.55 676500 59.60193
## 2014-12-08 75.17 75.54 74.30 74.57 1218700 58.82879
## 2014-12-09 74.00 74.73 73.77 74.64 1264900 58.88400
## 2014-12-10 74.74 74.90 73.29 73.39 1495600 57.89788
## 2014-12-11 74.06 75.21 73.96 74.19 1220500 58.52900
## 2014-12-12 73.91 75.40 73.69 74.65 1032400 58.89191
## 2014-12-15 75.06 76.08 74.43 75.43 1625100 59.50724
## 2014-12-16 75.27 75.73 74.66 74.84 1536600 59.04179
## 2014-12-17 75.00 75.93 74.63 75.77 1153700 59.77549
## 2014-12-18 77.03 77.58 76.22 77.52 1080400 61.15608
## 2014-12-19 77.86 77.93 76.21 77.10 1897100 60.82472
## 2014-12-22 77.16 77.74 76.66 77.52 810400 61.15608
## 2014-12-23 77.75 79.00 77.64 78.72 855500 62.10276
## 2014-12-24 78.92 79.22 78.12 78.14 350300 61.64519
## 2014-12-26 78.29 78.99 78.07 78.17 413800 61.66885
## 2014-12-29 78.25 79.57 78.13 79.18 824400 62.46565
## 2014-12-30 78.92 79.30 78.62 78.76 771400 62.13431
## 2014-12-31 79.04 80.54 79.04 79.39 1379900 62.63134
## 2015-01-02 79.66 80.05 77.60 78.37 871300 61.82664
## 2015-01-05 77.70 77.81 76.95 77.28 1176900 60.96674
## 2015-01-06 77.46 78.03 76.32 76.79 1434900 60.58018
## 2015-01-07 78.09 79.64 77.72 79.42 1720400 62.65499
## 2015-01-08 79.95 80.05 79.41 79.78 1229800 62.93900
## 2015-01-09 79.78 79.78 78.30 78.50 972600 61.92919
## 2015-01-12 78.38 78.90 78.03 78.38 953300 61.83454
## 2015-01-13 79.19 79.57 77.43 77.95 1108100 61.49529
## 2015-01-14 76.59 77.32 75.94 77.04 1284400 60.77740
## 2015-01-15 77.71 78.20 75.72 75.78 961600 59.78338
## 2015-01-16 75.96 76.97 74.87 76.89 1553500 60.65906
## 2015-01-20 77.00 77.20 75.22 75.71 1270800 59.72815
## 2015-01-21 75.54 76.40 75.49 75.97 1008100 59.93325
## 2015-01-22 76.19 77.51 75.98 77.40 1130600 61.06140
## 2015-01-23 77.50 77.78 77.00 77.08 987700 60.80895
## 2015-01-26 76.88 78.04 76.71 77.99 1229300 61.52685
## 2015-01-27 77.35 79.26 77.05 78.72 1549900 62.10276
## 2015-01-28 79.20 79.89 77.77 77.86 1353600 61.42430
## 2015-01-29 78.09 78.79 77.33 78.27 1078100 61.74773
## 2015-01-30 77.37 77.79 76.13 76.20 1288800 60.11471
## 2015-02-02 76.06 76.73 74.51 76.57 1295600 60.40660
## 2015-02-03 77.05 78.92 76.81 78.89 1361900 62.23687
## 2015-02-04 78.50 79.22 78.13 78.90 1208700 62.24477
## 2015-02-05 79.05 79.68 78.50 78.76 944600 62.13431
## 2015-02-06 79.06 79.24 78.15 78.50 804800 61.92919
## 2015-02-09 77.90 78.71 77.90 78.52 1030500 61.94497
## 2015-02-10 78.99 79.38 78.73 79.26 997100 62.52876
## 2015-02-11 79.50 79.76 78.72 79.03 1073100 62.34731
## 2015-02-12 79.24 79.46 78.58 79.37 907400 62.61555
## 2015-02-13 79.53 79.65 79.13 79.41 708200 62.64709
## 2015-02-17 78.25 79.43 78.18 78.90 1502000 62.24477
## 2015-02-18 78.78 79.31 77.57 78.05 2080500 61.57418
## 2015-02-19 78.28 78.63 76.82 77.14 3920300 60.85628
## 2015-02-20 77.67 81.78 77.63 81.74 6839900 64.48528
## 2015-02-23 81.71 81.71 80.65 81.11 2049900 63.98823
## 2015-02-24 80.94 81.49 80.28 80.56 1243500 63.55434
## 2015-02-25 80.48 81.59 80.01 81.19 1505500 64.34688
## 2015-02-26 81.13 81.43 80.68 80.85 982300 64.07742
## 2015-02-27 81.06 81.72 80.35 80.43 1322900 63.74456
## 2015-03-02 80.50 80.89 79.89 80.68 1200600 63.94268
## 2015-03-03 80.76 80.89 79.72 79.97 792200 63.37997
## 2015-03-04 79.51 80.13 78.99 79.95 1163800 63.36414
## 2015-03-05 80.00 81.49 79.75 80.65 1523600 63.91893
## 2015-03-06 80.07 81.52 80.03 80.86 1396300 64.08535
## 2015-03-09 80.81 80.81 80.00 80.34 960200 63.67323
## 2015-03-10 80.03 80.26 79.21 79.44 1167300 62.95994
## 2015-03-11 79.44 79.90 79.20 79.27 666300 62.82521
## 2015-03-12 79.50 80.42 79.45 80.28 774800 63.62568
## 2015-03-13 80.25 80.55 79.69 80.36 597900 63.68907
## 2015-03-16 80.50 80.85 79.47 80.23 1610300 63.58606
## 2015-03-17 80.00 80.50 79.78 80.21 727400 63.57020
## 2015-03-18 80.25 80.78 79.18 80.49 959000 63.79210
## 2015-03-19 80.55 81.29 80.26 81.20 765500 64.35481
## 2015-03-20 81.28 82.42 81.16 82.32 1163700 65.24246
## 2015-03-23 82.00 83.16 81.57 81.99 1009000 64.98094
## 2015-03-24 81.78 82.34 81.59 81.63 724400 64.69562
## 2015-03-25 81.51 81.60 79.85 79.87 980200 63.30074
## 2015-03-26 79.55 79.72 78.69 79.14 1102600 62.72217
## 2015-03-27 78.94 80.11 78.73 79.73 676600 63.18979
## 2015-03-30 79.94 80.54 79.66 80.02 1052400 63.41962
## 2015-03-31 79.70 81.35 79.53 80.32 1168400 63.65738
## 2015-04-01 80.23 80.26 79.06 79.55 1009100 63.04713
## 2015-04-02 79.55 80.14 79.09 79.96 1105000 63.37206
## 2015-04-06 79.65 80.80 79.25 80.29 987400 63.63360
## 2015-04-07 80.27 80.76 79.82 79.86 548000 63.29280
## 2015-04-08 79.99 80.78 79.75 80.50 1237800 63.80002
## 2015-04-09 80.63 80.92 79.68 80.01 1037100 63.41169
## 2015-04-10 80.18 80.80 79.94 80.24 613500 63.59398
## 2015-04-13 80.00 80.81 79.71 80.05 770500 63.44339
## 2015-04-14 79.82 80.04 78.74 79.19 876600 62.76181
## 2015-04-15 79.47 79.94 78.07 78.16 1064900 61.94548
## 2015-04-16 78.09 78.69 77.81 78.50 1041000 62.21494
## 2015-04-17 77.95 78.11 76.33 76.43 2086800 60.57437
## 2015-04-20 76.88 76.90 76.25 76.70 1054100 60.78836
## 2015-04-21 76.86 77.82 76.86 77.61 1018300 61.50957
## 2015-04-22 77.47 78.03 77.04 78.01 793200 61.82660
## 2015-04-23 78.00 78.81 77.96 78.49 670000 62.20702
## 2015-04-24 78.67 78.67 78.09 78.16 589700 61.94548
## 2015-04-27 78.50 78.94 77.08 77.12 923400 61.12123
## 2015-04-28 76.74 77.67 76.08 77.34 1144200 61.29559
## 2015-04-29 77.15 77.37 76.21 76.62 1139700 60.72494
## 2015-04-30 76.29 76.53 75.27 75.56 1855100 59.88485
## 2015-05-01 75.43 76.23 75.43 76.10 1717700 60.31283
## 2015-05-04 76.26 76.33 75.75 76.04 1263000 60.26527
## 2015-05-05 75.98 76.38 75.34 75.43 1005500 59.78181
## 2015-05-06 75.57 75.88 74.62 75.44 1157200 59.78975
## 2015-05-07 75.60 77.07 75.46 76.78 1379900 60.85175
## 2015-05-08 77.43 78.04 77.03 77.27 1158400 61.24011
## 2015-05-11 77.19 77.48 76.94 76.97 912800 61.00235
## 2015-05-12 76.52 77.39 76.36 76.94 1060300 60.97857
## 2015-05-13 76.74 77.04 75.74 76.17 1157500 60.36832
## 2015-05-14 75.85 75.92 73.73 74.15 3540500 58.76737
## 2015-05-15 74.59 75.33 73.54 74.80 3855600 59.28251
## 2015-05-18 74.90 75.21 74.33 75.16 1586700 59.56784
## 2015-05-19 75.22 75.38 74.35 74.47 1309700 59.02099
## 2015-05-20 74.54 74.91 74.15 74.71 1114800 59.21118
## 2015-05-21 74.47 75.50 74.18 75.33 1109600 59.70256
## 2015-05-22 75.33 76.01 75.01 75.23 1073900 59.62333
## 2015-05-26 75.53 76.79 74.29 74.39 2050100 58.95756
## 2015-05-27 74.05 74.34 73.39 73.98 1218100 58.92572
## 2015-05-28 74.11 74.33 73.42 73.63 1216300 58.64693
## 2015-05-29 73.51 73.72 72.51 72.64 1510900 57.85839
## 2015-06-01 72.65 73.86 72.64 73.25 1396000 58.34426
## 2015-06-02 73.04 74.69 73.04 73.56 1729800 58.59117
## 2015-06-03 73.59 74.51 73.51 74.28 940500 59.16465
## 2015-06-04 72.74 74.12 72.01 73.32 1332500 58.40002
## 2015-06-05 73.25 73.85 73.00 73.58 1044000 58.60711
## 2015-06-08 73.50 73.97 73.25 73.39 860300 58.45577
## 2015-06-09 73.41 73.72 72.92 73.16 904500 58.27258
## 2015-06-10 73.61 73.73 73.21 73.61 646500 58.63100
## 2015-06-11 73.75 74.43 73.57 73.62 775400 58.63898
## 2015-06-12 73.35 74.10 73.12 73.98 928800 58.92572
## 2015-06-15 73.43 73.79 72.85 73.15 829300 58.26462
## 2015-06-16 73.08 73.55 73.08 73.36 693200 58.43189
## 2015-06-17 73.85 75.48 73.80 75.12 1705300 59.83374
## 2015-06-18 75.20 75.70 75.04 75.55 1165100 60.17623
## 2015-06-19 75.28 75.92 75.00 75.22 1254900 59.91340
## 2015-06-22 75.58 75.98 75.29 75.44 708000 60.08861
## 2015-06-23 75.69 76.52 75.45 76.02 953500 60.55059
## 2015-06-24 75.96 76.43 75.82 75.87 1062000 60.43111
## 2015-06-25 76.15 76.47 75.31 75.43 852500 60.08064
## 2015-06-26 75.33 76.36 75.33 76.20 839300 60.69396
## 2015-06-29 75.42 75.77 74.25 74.30 1600500 59.18060
## 2015-06-30 75.00 75.07 74.02 74.50 1174000 59.33990
## 2015-07-01 75.02 75.33 74.53 75.30 659700 59.97711
## 2015-07-02 75.32 75.86 74.91 75.12 658000 59.83374
## 2015-07-06 74.52 75.67 74.47 75.28 885400 59.96117
## 2015-07-07 75.54 78.02 75.06 77.96 2186700 62.09581
## 2015-07-08 78.17 78.17 76.20 76.35 1678400 60.81342
## 2015-07-09 77.24 77.24 76.20 76.47 1443400 60.90902
## 2015-07-10 77.47 77.49 76.78 77.38 837300 61.63382
## 2015-07-13 77.88 78.43 77.71 78.03 876900 62.15158
## 2015-07-14 78.10 78.33 77.70 78.01 823700 62.13565
## 2015-07-15 77.96 79.18 77.72 78.65 1255000 62.64539
## 2015-07-16 78.68 80.23 78.34 79.52 1563500 63.33837
## 2015-07-17 79.25 79.26 78.55 78.66 742200 62.65338
## 2015-07-20 78.93 79.43 78.66 78.90 725800 62.84454
## 2015-07-21 78.83 79.43 78.25 78.28 1200600 62.35069
## 2015-07-22 78.38 79.60 78.27 78.99 1000200 62.91622
## 2015-07-23 79.00 79.23 77.97 78.02 784000 62.14361
## 2015-07-24 78.21 78.38 77.17 77.20 986000 61.49047
## 2015-07-27 76.96 77.42 76.53 77.33 1136600 61.59402
## 2015-07-28 77.48 77.48 76.23 76.29 1518100 60.76564
## 2015-07-29 76.43 76.71 76.12 76.30 1366300 60.77362
## 2015-07-30 76.22 76.73 76.09 76.34 1018100 60.80547
## 2015-07-31 76.73 76.81 76.24 76.31 1386600 60.78158
## 2015-08-03 76.22 76.40 75.55 75.92 576400 60.47094
## 2015-08-04 76.08 76.45 75.74 76.26 976000 60.74176
## 2015-08-05 76.58 77.58 75.45 75.51 2308100 60.14437
## 2015-08-06 75.46 75.51 73.90 74.48 1459500 59.32397
## 2015-08-07 74.51 75.01 74.23 74.91 1111400 59.66645
## 2015-08-10 75.41 76.42 75.23 75.99 1140300 60.52670
## 2015-08-11 75.62 77.12 75.26 76.24 1699100 60.72580
## 2015-08-12 75.46 75.83 73.86 75.51 1758800 60.14437
## 2015-08-13 74.68 75.60 74.56 74.92 4088500 59.67444
## 2015-08-14 78.60 79.98 77.38 78.13 6489200 62.23123
## 2015-08-17 78.28 79.09 77.81 79.04 2019200 62.95605
## 2015-08-18 79.09 79.36 78.17 78.71 1161700 62.69320
## 2015-08-19 78.45 79.39 78.15 78.70 1089500 62.68522
## 2015-08-20 77.95 78.50 77.50 77.72 1054800 61.90466
## 2015-08-21 77.17 77.67 75.18 75.19 1380500 59.88949
## 2015-08-24 73.12 74.23 70.70 72.11 2396600 57.43624
## 2015-08-25 73.92 73.92 71.31 71.33 1574700 56.81496
## 2015-08-26 72.82 73.82 71.45 73.80 1596200 58.78235
## 2015-08-27 73.86 74.34 72.18 73.32 2001100 58.69428
## 2015-08-28 73.37 73.62 72.96 73.36 1163400 58.72631
## 2015-08-31 73.08 73.77 72.58 72.88 1305900 58.34206
## 2015-09-01 71.65 72.65 71.29 71.66 1427600 57.36541
## 2015-09-02 72.29 72.93 71.85 72.90 973700 58.35807
## 2015-09-03 73.29 74.46 73.10 73.46 940100 58.80635
## 2015-09-04 72.92 73.42 72.44 72.90 909600 58.35807
## 2015-09-08 73.98 74.49 73.60 74.42 1009800 59.57485
## 2015-09-09 74.96 75.35 73.09 73.19 1359600 58.59022
## 2015-09-10 73.02 74.25 72.94 73.76 1247100 59.04652
## 2015-09-11 73.42 73.64 72.57 73.60 1329600 58.91843
## 2015-09-14 73.38 73.72 72.95 73.18 870400 58.58221
## 2015-09-15 74.05 74.99 73.78 73.83 1848900 59.10254
## 2015-09-16 73.57 74.40 73.29 74.30 1190300 59.47880
## 2015-09-17 74.49 75.43 74.05 74.32 1041500 59.49480
## 2015-09-18 73.54 75.01 73.43 73.84 1856500 59.11056
## 2015-09-21 74.30 75.03 73.79 74.38 887700 59.54283
## 2015-09-22 73.79 74.25 73.41 73.70 706700 58.99847
## 2015-09-23 73.74 74.12 73.08 73.64 812500 58.95045
## 2015-09-24 73.19 73.49 72.71 73.09 980100 58.51016
## 2015-09-25 73.54 73.93 72.79 72.99 857400 58.43011
## 2015-09-28 72.86 73.00 70.82 70.89 1247100 56.74902
## 2015-09-29 70.79 71.00 69.91 70.44 1639000 56.38878
## 2015-09-30 70.99 71.78 70.87 71.71 1301500 57.40545
## 2015-10-01 71.61 71.90 70.61 71.43 1513700 57.18130
## 2015-10-02 72.25 75.21 70.59 75.12 4704900 60.13523
## 2015-10-05 75.49 75.67 73.28 74.34 4192100 59.51082
## 2015-10-06 74.30 75.08 73.15 73.27 2395700 58.65426
## 2015-10-07 69.50 69.70 67.50 67.96 2669700 58.25990
## 2015-10-08 67.94 69.15 67.73 68.97 1951200 59.12575
## 2015-10-09 68.88 69.33 68.27 68.43 1457800 58.66283
## 2015-10-12 68.57 69.05 68.10 68.83 1032600 59.00574
## 2015-10-13 68.78 69.33 68.10 68.53 1482100 58.74855
## 2015-10-14 68.70 69.03 66.57 66.87 2418300 57.32550
## 2015-10-15 67.26 67.47 65.76 67.42 1961900 57.79700
## 2015-10-16 67.57 67.91 66.72 67.27 1210700 57.66841
## 2015-10-19 67.20 68.48 66.93 68.44 1524900 58.67140
## 2015-10-20 68.28 69.19 68.01 68.53 1360500 58.74855
## 2015-10-21 68.86 69.54 67.59 67.68 1783300 58.01988
## 2015-10-22 68.00 68.81 67.58 68.51 1572700 58.73140
## 2015-10-23 67.95 68.67 64.61 64.99 2459000 55.71383
## 2015-10-26 64.77 65.33 63.73 65.23 2086300 55.91957
## 2015-10-27 65.40 65.40 63.73 64.58 2126700 55.36234
## 2015-10-28 64.91 65.86 63.93 64.66 1983400 55.43093
## 2015-10-29 64.84 64.84 63.92 64.70 1095100 55.46521
## 2015-10-30 64.78 65.63 64.39 65.21 1534200 55.90243
## 2015-11-02 65.08 65.49 63.50 65.20 2234600 55.89386
## 2015-11-03 66.07 67.27 65.88 66.99 2233300 57.42836
## 2015-11-04 67.11 67.23 66.09 66.42 1403500 56.93972
## 2015-11-05 66.50 66.98 65.62 66.68 1676500 57.16261
## 2015-11-06 66.53 66.99 65.73 65.80 1921000 56.40822
## 2015-11-09 65.50 65.51 62.19 62.70 4132600 53.75069
## 2015-11-10 62.94 64.84 62.30 64.73 3028400 55.49094
## 2015-11-11 63.23 63.56 61.06 62.32 4691500 53.42492
## 2015-11-12 62.32 64.51 62.31 63.47 6735900 54.41078
## 2015-11-13 50.49 54.34 50.43 53.96 23930000 46.25817
## 2015-11-16 53.51 55.00 52.82 54.73 6574300 46.91826
## 2015-11-17 55.51 55.58 53.76 54.64 3421100 46.84111
## 2015-11-18 54.83 55.75 54.31 55.64 3660500 47.69838
## 2015-11-19 55.44 56.00 54.91 55.60 3116200 47.66408
## 2015-11-20 56.19 56.99 55.82 55.96 3016200 47.97270
## 2015-11-23 55.95 57.62 55.72 56.76 4331600 48.65851
## 2015-11-24 56.59 58.64 56.52 57.71 3587000 49.47292
## 2015-11-25 57.71 58.27 57.40 57.79 2099700 49.86118
## 2015-11-27 57.68 58.06 57.06 57.61 1396100 49.70587
## 2015-11-30 57.45 57.66 56.09 56.31 5004500 48.58424
## 2015-12-01 56.50 56.97 56.10 56.75 3487700 48.96387
## 2015-12-02 56.99 57.71 56.30 56.61 3338500 48.84308
## 2015-12-03 56.80 57.23 55.62 57.00 5176000 49.17956
## 2015-12-04 56.78 57.64 56.28 57.08 4857600 49.24859
## 2015-12-07 56.70 56.70 54.66 56.44 7047200 48.69640
## 2015-12-08 56.00 57.77 55.87 56.84 4109000 49.04152
## 2015-12-09 56.28 57.84 56.15 56.67 3551700 48.89484
## 2015-12-10 56.94 57.93 56.62 56.77 2627100 48.98112
## 2015-12-11 56.00 56.29 55.24 55.43 3538000 47.82497
## 2015-12-14 55.75 56.31 54.25 54.76 4813600 47.24690
## 2015-12-15 55.00 55.41 54.31 54.51 4430400 47.03120
## 2015-12-16 54.97 55.20 53.08 54.08 5153100 46.66019
## 2015-12-17 54.15 54.15 51.27 51.34 5953100 44.29612
## 2015-12-18 51.22 51.54 49.98 50.58 6226500 43.64040
## 2015-12-21 50.96 51.17 49.43 50.05 3646000 43.18311
## 2015-12-22 49.86 51.13 49.34 50.81 3530500 43.83884
## 2015-12-23 51.27 51.86 50.44 51.56 2665300 44.48594
## 2015-12-24 51.50 51.61 50.53 50.95 889400 43.95964
## 2015-12-28 50.62 51.14 50.00 50.35 2172500 43.44195
## 2015-12-29 50.82 51.78 50.73 50.88 2433400 43.89923
## 2015-12-30 50.83 51.29 50.26 50.31 1663100 43.40744
## 2015-12-31 50.21 50.55 49.72 49.81 2401600 42.97604
## 2016-01-04 49.81 50.20 48.71 50.13 4518300 43.25213
## 2016-01-05 49.62 50.70 48.71 49.97 5307900 43.11408
## 2016-01-06 49.04 49.31 47.71 48.49 4218300 41.83715
## 2016-01-07 47.07 49.63 47.02 48.50 7616500 41.84576
## 2016-01-08 48.48 48.51 46.14 46.24 4015300 39.89585
## 2016-01-11 46.53 47.30 45.88 46.81 3701600 40.38765
## 2016-01-12 47.37 47.55 46.32 47.12 2968700 40.65511
## 2016-01-13 47.20 47.60 45.84 45.95 2808900 39.64563
## 2016-01-14 46.06 46.55 44.63 45.79 3563100 39.50758
## 2016-01-15 44.49 46.04 44.49 45.45 3830900 39.21423
## 2016-01-19 45.76 46.47 44.56 46.14 4360800 39.80956
## 2016-01-20 45.54 46.62 44.69 46.10 4647800 39.77506
## 2016-01-21 46.29 48.23 45.97 47.74 5490700 41.19005
## 2016-01-22 48.30 49.10 47.55 48.02 4241200 41.43162
## 2016-01-25 47.93 48.19 46.76 46.87 3193800 40.43941
## 2016-01-26 47.37 48.29 47.08 48.04 2123200 41.44889
## 2016-01-27 47.69 48.85 47.66 48.02 1826500 41.43162
## 2016-01-28 49.68 49.81 47.48 47.99 1680200 41.40575
## 2016-01-29 48.43 49.18 48.20 49.10 2118100 42.36345
## 2016-02-01 48.46 50.19 47.81 49.93 2894000 43.07958
## 2016-02-02 50.18 50.18 48.66 49.16 3153300 42.41522
## 2016-02-03 49.33 50.78 48.84 50.53 4037700 43.59726
## 2016-02-04 49.28 49.28 46.80 47.43 5557500 40.92258
## 2016-02-05 47.43 48.95 46.70 48.18 4682600 41.56967
## 2016-02-08 48.15 51.89 47.97 50.85 6711300 43.87335
## 2016-02-09 50.22 51.73 50.09 50.34 4448500 43.43332
## 2016-02-10 50.62 50.86 49.15 49.19 2628400 42.44110
## 2016-02-11 48.58 49.37 47.97 49.19 3021800 42.44110
## 2016-02-12 48.94 49.70 47.30 48.91 3801900 42.19952
## 2016-02-16 49.64 51.64 49.51 50.90 4480900 43.91650
## 2016-02-17 51.34 52.78 51.08 52.25 7120100 45.08127
## 2016-02-18 52.16 53.07 51.17 52.72 8327200 45.48679
## 2016-02-19 47.85 49.75 46.65 49.17 18947400 42.42384
## 2016-02-22 49.32 51.39 49.32 51.37 4712800 44.32200
## 2016-02-23 51.40 51.57 50.19 50.86 2753300 43.88198
## 2016-02-24 50.52 52.00 49.48 51.92 3537600 44.79654
## 2016-02-25 51.90 52.76 50.65 52.43 2835100 45.23658
## 2016-02-26 52.72 52.76 51.81 52.51 2330800 45.30559
## 2016-02-29 52.32 52.50 51.23 51.32 3370100 44.27887
## 2016-03-01 51.67 52.36 51.08 52.29 2579400 45.11578
## 2016-03-02 52.37 52.83 52.12 52.75 3080900 45.51266
## 2016-03-03 52.54 53.22 52.15 53.06 2012500 46.10352
## 2016-03-04 53.04 55.31 52.57 54.51 6376600 47.36342
## 2016-03-07 53.10 55.56 53.02 54.69 4177600 47.51981
## 2016-03-08 54.01 55.99 54.00 55.11 4829500 47.88475
## 2016-03-09 55.39 56.25 54.96 55.84 3367900 48.51904
## 2016-03-10 56.29 57.08 55.63 57.01 4074600 49.53565
## 2016-03-11 57.27 57.65 56.03 56.49 2681500 49.08383
## 2016-03-14 56.02 56.52 55.60 56.06 1798300 48.71020
## 2016-03-15 55.81 56.89 55.50 56.77 2422700 49.32712
## 2016-03-16 56.27 56.99 56.02 56.85 1753400 49.39663
## 2016-03-17 56.85 58.50 56.50 58.22 2342300 50.58701
## 2016-03-18 58.01 59.37 57.27 58.52 3668800 50.84768
## 2016-03-21 57.88 58.70 57.40 57.67 2454100 50.10912
## 2016-03-22 57.64 58.19 56.72 56.75 2579200 49.30974
## 2016-03-23 56.84 56.87 55.90 56.04 2114400 48.69282
## 2016-03-24 55.90 56.07 55.45 55.97 2026500 48.63200
## 2016-03-28 55.97 57.24 55.91 56.70 1344500 49.26629
## 2016-03-29 56.86 57.45 56.60 57.31 1452600 49.79632
## 2016-03-30 57.51 57.98 57.15 57.50 1147100 49.96140
## 2016-03-31 57.47 57.88 57.13 57.21 1211400 49.70943
## 2016-04-01 57.08 57.92 56.82 57.23 1889500 49.72681
## 2016-04-04 57.15 57.42 55.43 55.55 2570100 48.26706
## 2016-04-05 55.41 55.55 54.59 54.88 2460100 47.68491
## 2016-04-06 54.81 54.94 53.88 54.72 2667400 47.54588
## 2016-04-07 54.38 54.67 52.21 52.45 5483200 45.57349
## 2016-04-08 52.05 52.18 49.90 51.14 5299000 44.43524
## 2016-04-11 51.23 51.44 50.65 50.84 3040200 44.17457
## 2016-04-12 50.78 51.93 49.95 51.59 3684600 44.82624
## 2016-04-13 51.78 52.02 51.16 51.99 3674500 45.17381
## 2016-04-14 52.00 52.00 50.69 51.30 2305200 44.57426
## 2016-04-15 51.28 51.98 50.78 51.70 2537100 44.92182
## 2016-04-18 51.66 52.57 51.57 52.33 2193100 45.46923
## 2016-04-19 52.35 52.90 52.05 52.51 1753700 45.62562
## 2016-04-20 52.66 54.19 52.54 53.57 2321100 46.54665
## 2016-04-21 53.60 54.42 53.21 53.28 4143100 46.29467
## 2016-04-22 52.34 53.40 51.43 51.59 4290100 44.82624
## 2016-04-25 51.51 52.28 51.18 52.01 1700100 45.19117
## 2016-04-26 51.97 52.88 51.72 52.77 2683300 45.85153
## 2016-04-27 52.61 53.55 52.29 53.47 1588000 46.45977
## 2016-04-28 53.37 53.82 52.60 52.73 1529900 45.81678
## 2016-04-29 52.24 52.24 50.58 51.13 3116000 44.42656
## 2016-05-02 51.20 51.74 50.42 51.59 2676000 44.82624
## 2016-05-03 51.21 51.21 50.06 50.80 2143100 44.13982
## 2016-05-04 50.21 50.45 48.95 49.55 3877500 43.05370
## 2016-05-05 49.37 49.38 47.64 48.71 5014700 42.32384
## 2016-05-06 48.31 48.31 47.18 48.06 4678300 41.75904
## 2016-05-09 48.16 49.57 48.04 49.20 4222000 42.74959
## 2016-05-10 48.70 49.02 47.96 48.86 5063800 42.45416
## 2016-05-11 47.03 47.03 45.29 45.43 10006600 39.47386
## 2016-05-12 45.00 46.26 43.84 45.23 13426200 39.30008
## 2016-05-13 38.48 41.02 37.99 39.16 29545100 34.02589
## 2016-05-16 39.63 39.65 38.40 38.54 10379600 33.48718
## 2016-05-17 38.40 38.75 37.51 37.65 7042100 32.71386
## 2016-05-18 37.22 37.50 36.19 36.37 8689000 31.60168
## 2016-05-19 36.67 37.36 36.51 37.11 6326400 32.24465
## 2016-05-20 37.25 38.13 37.08 38.12 4846200 33.12225
## 2016-05-23 38.28 39.18 38.11 38.16 5240800 33.15699
## 2016-05-24 38.38 38.58 37.62 38.01 2721200 33.02667
## 2016-05-25 38.07 38.37 37.66 38.20 5086500 33.19175
## 2016-05-26 37.84 38.10 37.36 37.66 3751500 33.04259
## 2016-05-27 37.77 38.18 37.61 38.17 2704700 33.49007
## 2016-05-31 38.17 38.31 37.62 37.98 4793800 33.32336
## 2016-06-01 37.98 38.33 37.75 38.15 3900700 33.47252
## 2016-06-02 38.23 39.41 38.00 39.30 4576300 34.48152
## 2016-06-03 39.13 39.94 39.06 39.75 4453800 34.87634
## 2016-06-06 39.85 40.22 39.29 39.84 3692900 34.95531
## 2016-06-07 39.59 40.85 39.50 40.50 4164300 35.53439
## 2016-06-08 40.48 40.84 40.22 40.56 3254100 35.58703
## 2016-06-09 40.58 40.58 39.09 39.57 2997100 34.71842
## 2016-06-10 38.85 38.89 38.31 38.88 4313800 34.11301
## 2016-06-13 38.88 38.89 37.65 37.68 3610300 33.06015
## 2016-06-14 37.69 37.77 36.41 36.68 5392500 32.18275
## 2016-06-15 37.05 38.43 36.96 36.99 5181000 32.45473
## 2016-06-16 37.19 37.20 36.33 36.78 5516500 32.27050
## 2016-06-17 36.90 37.74 36.82 37.48 4906700 32.88466
## 2016-06-20 38.09 38.27 37.65 37.71 2378700 33.08646
## 2016-06-21 37.95 38.23 37.68 37.75 2616100 33.12156
## 2016-06-22 37.83 38.98 37.74 37.79 3050500 33.15666
## 2016-06-23 38.26 38.63 38.09 38.25 2480500 33.56026
## 2016-06-24 37.05 37.52 36.56 37.13 4210400 32.57759
## 2016-06-27 37.11 37.11 35.01 36.20 4739200 31.76160
## 2016-06-28 36.58 37.19 36.36 37.11 3328600 32.56004
## 2016-06-29 37.25 38.12 37.08 37.87 3451500 33.22686
## 2016-06-30 38.03 38.11 37.40 38.05 2732900 33.38477
## 2016-07-01 37.84 38.54 37.80 38.23 2757900 33.54271
## 2016-07-05 38.23 38.23 36.79 37.46 2728900 32.86711
## 2016-07-06 37.29 38.41 36.82 38.33 3656300 33.63045
## 2016-07-07 38.34 39.54 38.34 39.15 4460100 34.34991
## 2016-07-08 39.46 40.60 39.46 40.32 3937600 35.37646
## 2016-07-11 40.40 41.11 40.12 40.96 3070000 35.93799
## 2016-07-12 41.14 41.78 41.06 41.62 3192200 36.51707
## 2016-07-13 41.57 41.89 40.60 41.10 2534800 36.06082
## 2016-07-14 41.48 41.80 40.68 40.87 2087600 35.85902
## 2016-07-15 41.07 41.34 40.63 40.64 2130100 35.65722
## 2016-07-18 40.69 41.41 40.51 41.11 1988000 36.06960
## 2016-07-19 41.08 41.08 40.32 40.46 2305100 35.49929
## 2016-07-20 40.65 41.31 40.33 41.20 1604400 36.14856
## 2016-07-21 41.14 41.68 41.01 41.24 2063100 36.18366
## 2016-07-22 41.23 41.42 40.68 40.86 2357500 35.85025
## 2016-07-25 41.08 42.88 40.95 42.74 4274300 37.49975
## 2016-07-26 43.97 45.15 43.86 43.93 6290800 38.54385
## 2016-07-27 44.06 44.44 42.25 42.78 3398900 37.53484
## 2016-07-28 42.67 43.36 41.77 43.27 2312000 37.96477
## 2016-07-29 42.86 44.41 42.63 44.23 3292500 38.80706
## 2016-08-01 43.93 44.27 43.38 43.74 3159200 38.37715
## 2016-08-02 43.02 43.31 40.55 40.74 5563500 35.74496
## 2016-08-03 39.88 41.82 39.05 41.61 4205500 36.50830
## 2016-08-04 41.50 42.34 41.10 42.00 2248800 36.85048
## 2016-08-05 42.37 44.08 42.23 43.55 3112500 38.21043
## 2016-08-08 43.66 45.08 43.66 44.77 3428000 39.28085
## 2016-08-09 44.61 44.70 42.95 43.52 4771800 38.18411
## 2016-08-10 43.81 45.40 43.52 44.23 4407700 38.80706
## 2016-08-11 47.00 48.91 46.66 47.56 13944000 41.72879
## 2016-08-12 51.00 52.09 50.26 51.38 14787100 45.08042
## 2016-08-15 51.73 53.25 51.64 52.96 5845700 46.46670
## 2016-08-16 52.70 53.71 52.26 52.66 4351100 46.20348
## 2016-08-17 52.03 52.47 51.24 51.74 3962000 45.39628
## 2016-08-18 52.13 52.39 51.62 52.07 2490600 45.68582
## 2016-08-19 52.40 52.88 51.85 52.64 2897200 46.18593
## 2016-08-22 52.64 52.73 51.61 52.14 2840300 45.74723
## 2016-08-23 52.63 53.27 52.32 52.89 2473200 46.40528
## 2016-08-24 52.65 52.80 52.20 52.29 1908400 45.87884
## 2016-08-25 51.85 52.42 51.24 51.56 1774400 45.56073
## 2016-08-26 51.62 52.08 50.98 51.26 1969800 45.29564
## 2016-08-29 51.49 52.51 51.39 52.45 2128200 46.34718
## 2016-08-30 52.45 52.45 51.02 51.45 2187200 45.46353
## 2016-08-31 51.60 51.87 50.23 50.46 3024600 44.58873
## 2016-09-01 50.76 51.11 50.43 51.03 2538200 45.09240
## 2016-09-02 51.27 52.39 51.12 51.87 3054800 45.83466
## 2016-09-06 51.69 51.78 49.84 50.02 4010900 44.19992
## 2016-09-07 49.88 51.17 49.39 50.97 2991500 45.03939
## 2016-09-08 50.77 50.84 49.85 50.07 1980900 44.24409
## 2016-09-09 49.71 50.39 49.56 49.70 2759200 43.91715
## 2016-09-12 49.42 50.45 49.30 50.30 2543400 44.44734
## 2016-09-13 49.86 50.13 48.83 49.17 3256800 43.44882
## 2016-09-14 49.23 49.94 48.46 49.41 2979600 43.66090
## 2016-09-15 49.31 52.00 48.87 51.70 5170400 45.68444
## 2016-09-16 51.23 51.78 51.00 51.28 4126300 45.31332
## 2016-09-19 51.43 51.53 50.39 50.63 2532800 44.73894
## 2016-09-20 50.63 50.91 49.66 49.76 1729200 43.97017
## 2016-09-21 49.94 51.08 49.94 51.07 2245900 45.12774
## 2016-09-22 51.12 51.55 49.98 50.49 3744300 44.61523
## 2016-09-23 51.05 52.05 50.97 51.57 2541800 45.56957
## 2016-09-26 51.12 51.99 51.04 51.50 3213200 45.50771
## 2016-09-27 51.47 52.28 51.33 51.71 1676300 45.69328
## 2016-09-28 51.43 51.94 51.16 51.78 1460300 45.75514
## 2016-09-29 51.70 52.62 51.42 51.48 1995600 45.49004
## 2016-09-30 52.16 52.60 51.39 51.88 2607100 45.84350
## 2016-10-03 51.62 51.71 50.95 51.11 2156200 45.16310
## 2016-10-04 51.12 51.78 50.87 51.65 2108300 45.64026
## 2016-10-05 51.86 53.33 51.76 53.00 2433500 46.83318
## 2016-10-06 52.86 54.60 52.40 53.94 3292900 47.66380
## 2016-10-07 54.30 55.23 54.14 54.83 3613600 48.45026
## 2016-10-10 54.99 55.20 53.58 54.27 2319400 47.95542
## 2016-10-11 54.35 54.86 53.93 54.14 2308700 47.84054
## 2016-10-12 54.16 54.89 53.93 54.54 2351400 48.19399
## 2016-10-13 54.10 54.11 53.17 53.68 2144200 47.43406
## 2016-10-14 52.88 54.10 52.55 53.63 3297800 47.38988
## 2016-10-17 53.57 54.27 53.01 53.27 1761800 47.07177
## 2016-10-18 53.87 53.89 53.10 53.27 2082100 47.07177
## 2016-10-19 53.31 53.64 53.02 53.43 2621200 47.21314
## 2016-10-20 53.31 53.45 52.82 53.11 1677500 46.93037
## 2016-10-21 52.77 54.38 52.59 54.13 3270700 47.83170
## 2016-10-24 54.49 55.11 54.29 54.79 2161800 48.41490
## 2016-10-25 54.22 54.64 53.79 54.14 2748600 47.84054
## 2016-10-26 53.94 55.12 53.94 54.03 2968500 47.74334
## 2016-10-27 54.49 54.54 52.41 52.50 3564300 46.39136
## 2016-10-28 52.48 53.30 51.73 52.70 3376000 46.56810
## 2016-10-31 52.14 52.80 51.70 52.00 2638600 45.94953
## 2016-11-01 51.97 52.22 50.11 50.86 3285100 44.94218
## 2016-11-02 50.77 51.47 50.39 50.94 3007000 45.01288
## 2016-11-03 51.11 51.61 50.11 50.21 2218600 44.36781
## 2016-11-04 50.39 50.92 50.11 50.39 2274700 44.52687
## 2016-11-07 51.29 51.85 51.24 51.82 1724500 45.79048
## 2016-11-08 51.81 52.57 51.17 52.05 2984600 45.99371
## 2016-11-09 50.99 52.65 50.18 52.29 5374900 46.20580
## 2016-11-10 53.99 57.33 53.99 56.03 10673500 49.51062
## 2016-11-11 57.50 59.18 55.05 58.72 11523500 51.88763
## 2016-11-14 59.06 62.82 59.06 59.55 10520500 52.62105
## 2016-11-15 59.74 59.74 57.85 58.30 4644300 51.51650
## 2016-11-16 58.25 58.81 57.61 58.30 4020100 51.51650
## 2016-11-17 58.50 59.00 57.67 58.50 2659800 51.69323
## 2016-11-18 57.81 59.50 56.79 58.94 4053700 52.08203
## 2016-11-21 58.47 58.94 57.50 57.73 3210900 51.01281
## 2016-11-22 58.07 58.59 57.86 57.90 2472400 51.16304
## 2016-11-23 57.32 58.56 57.05 58.53 2419400 52.05237
## 2016-11-25 58.86 59.08 57.74 57.85 1147100 51.44762
## 2016-11-28 57.82 57.82 55.83 56.06 4388500 49.85574
## 2016-11-29 56.21 56.89 55.90 56.35 2858200 50.11364
## 2016-11-30 56.21 56.66 55.55 55.92 4235700 49.73122
## 2016-12-01 55.77 57.67 55.30 56.04 3454800 49.83795
## 2016-12-02 56.12 57.05 55.84 56.54 2088100 50.28261
## 2016-12-05 57.04 57.99 56.64 57.20 2702600 50.86956
## 2016-12-06 57.33 57.57 56.58 57.26 1870500 50.92292
## 2016-12-07 57.38 60.10 57.00 60.09 3345500 53.43972
## 2016-12-08 59.60 61.85 59.57 61.49 4141100 54.68478
## 2016-12-09 61.53 61.77 59.96 60.75 2760900 54.02668
## 2016-12-12 60.24 60.51 58.04 58.41 3786000 51.94565
## 2016-12-13 57.80 58.79 57.26 58.35 3275200 51.89229
## 2016-12-14 58.27 58.41 56.65 57.02 3782200 50.70948
## 2016-12-15 57.39 57.57 55.25 55.28 2205100 49.16205
## 2016-12-16 53.07 53.13 50.20 50.48 10748000 44.89328
## 2016-12-19 50.40 51.24 50.16 50.84 4003700 45.21344
## 2016-12-20 51.00 52.13 50.96 51.77 2844500 46.04051
## 2016-12-21 51.91 52.11 51.21 51.21 1513900 45.54249
## 2016-12-22 51.22 51.22 48.01 48.24 3841000 42.90119
## 2016-12-23 48.53 49.72 48.50 48.75 2331300 43.35474
## 2016-12-27 48.92 49.53 48.42 48.96 2313400 43.54150
## 2016-12-28 49.00 49.27 48.17 48.41 1674700 43.05237
## 2016-12-29 48.27 48.89 47.93 48.29 1455300 42.94565
## 2016-12-30 48.44 48.77 47.75 47.93 1552100 42.62549
## 2017-01-03 48.24 48.54 47.30 47.62 3968100 42.34980
## 2017-01-04 47.85 49.20 47.75 48.92 3781100 43.50594
## 2017-01-05 45.12 45.68 44.02 45.56 7410000 40.51779
## 2017-01-06 45.42 46.15 45.15 45.47 3088200 40.43775
## 2017-01-09 45.42 45.60 45.01 45.05 2269500 40.06423
## 2017-01-10 45.10 45.98 44.89 45.67 2325000 40.61561
## 2017-01-11 45.83 45.92 44.46 44.90 3031400 39.93082
## 2017-01-12 44.69 45.44 44.39 45.03 1903200 40.04644
## 2017-01-13 45.02 45.14 44.09 44.20 2338800 39.30831
## 2017-01-17 43.65 45.04 43.51 44.38 2023000 39.46838
## 2017-01-18 45.22 45.22 42.90 44.31 3708300 39.40613
## 2017-01-19 44.39 44.57 42.86 42.93 3588400 38.17885
## 2017-01-20 42.97 44.77 42.97 44.64 4064100 39.69960
## 2017-01-23 44.23 45.00 43.99 44.41 3115700 39.49506
## 2017-01-24 44.44 45.09 44.32 44.99 1689500 40.01088
## 2017-01-25 45.19 45.50 44.80 45.01 1662600 40.02865
## 2017-01-26 45.04 45.64 44.27 44.32 2705800 39.41502
## 2017-01-27 44.45 44.45 42.32 42.83 3299400 38.08992
## 2017-01-30 42.76 43.79 42.62 43.70 2223000 38.86364
## 2017-01-31 43.02 44.34 42.40 44.22 2829800 39.32608
## 2017-02-01 44.55 44.55 43.37 43.82 2353700 38.97036
## 2017-02-02 42.81 44.14 42.50 43.51 3914600 38.69467
## 2017-02-03 43.44 46.09 43.03 43.90 4678600 39.04150
## 2017-02-06 43.74 44.19 42.58 42.88 3016000 38.13439
## 2017-02-07 43.18 43.73 42.65 42.78 1972600 38.04544
## 2017-02-08 42.32 44.55 42.32 44.53 5710300 39.60178
## 2017-02-09 44.53 46.39 44.53 45.55 5420100 40.50890
## 2017-02-10 45.78 46.18 44.20 45.00 3121500 40.01976
## 2017-02-13 45.38 45.47 43.72 44.36 3018400 39.45060
## 2017-02-14 44.31 45.80 44.31 45.44 2551500 40.41106
## 2017-02-15 45.66 46.47 45.44 46.12 4031900 41.01581
## 2017-02-16 46.05 46.19 44.05 44.18 3284500 39.29052
## 2017-02-17 44.31 45.97 44.14 45.69 4296100 40.63340
## 2017-02-21 46.12 46.65 45.65 45.87 3307000 40.79348
## 2017-02-22 45.98 46.13 44.77 45.35 2459500 40.33103
## 2017-02-23 44.86 45.05 43.66 43.94 5365000 39.07707
## 2017-02-24 44.97 47.03 44.00 46.46 12959600 41.31818
## 2017-02-27 46.32 48.16 46.13 47.61 7315500 42.68081
## 2017-02-28 47.10 47.54 46.08 46.66 4704500 41.82917
## 2017-03-01 46.87 47.05 44.70 45.60 4672900 40.87891
## 2017-03-02 45.74 46.70 45.39 46.65 4169400 41.82021
## 2017-03-03 46.74 46.90 45.76 46.35 2254900 41.55125
## 2017-03-06 45.97 46.06 44.62 45.50 3978600 40.78927
## 2017-03-07 45.00 45.55 43.98 44.03 3751000 39.47146
## 2017-03-08 44.14 45.53 44.14 45.15 2671300 40.47550
## 2017-03-09 45.05 45.39 44.41 44.67 2098300 40.04520
## 2017-03-10 44.87 45.10 44.28 44.45 2788900 39.84798
## 2017-03-13 44.40 44.52 43.42 43.60 2350000 39.08597
## 2017-03-14 43.64 43.89 43.37 43.78 1832500 39.24735
## 2017-03-15 43.60 44.55 43.44 44.34 1776800 39.74937
## 2017-03-16 44.07 44.83 43.68 44.31 2343500 39.72246
## 2017-03-17 44.55 44.66 43.66 43.92 3367000 39.37284
## 2017-03-20 43.98 44.08 42.45 42.58 2651200 38.17158
## 2017-03-21 42.59 42.75 40.86 41.81 3212600 37.48130
## 2017-03-22 41.87 42.05 40.70 41.96 2650300 37.61577
## 2017-03-23 42.39 42.77 41.51 41.61 2713900 37.30201
## 2017-03-24 41.55 42.13 41.18 41.95 2107900 37.60681
## 2017-03-27 41.52 42.66 41.39 42.46 2645700 38.06400
## 2017-03-28 42.12 43.60 42.12 43.58 2897100 39.06804
## 2017-03-29 43.50 45.99 43.31 45.92 5004300 41.16577
## 2017-03-30 45.59 46.50 45.41 46.45 2180600 41.64091
## 2017-03-31 46.40 46.85 46.29 46.57 2645200 41.74849
## 2017-04-03 46.57 47.03 45.55 46.48 3085900 41.66781
## 2017-04-04 46.09 46.09 43.82 43.92 3867500 39.37284
## 2017-04-05 44.02 44.79 43.35 43.44 2378800 38.94254
## 2017-04-06 43.92 45.90 43.85 44.72 3545300 40.09003
## 2017-04-07 44.52 44.93 44.15 44.53 1819500 39.91969
## 2017-04-10 44.72 46.08 44.72 45.40 1724700 40.69962
## 2017-04-11 45.44 46.58 45.06 46.57 2324800 41.74849
## 2017-04-12 46.41 46.72 45.79 46.43 3405300 41.62298
## 2017-04-13 46.40 46.82 46.19 46.57 2770000 41.74849
## 2017-04-17 46.24 46.74 45.68 46.10 2222000 41.32715
## 2017-04-18 46.03 46.39 45.61 46.08 1530900 41.30922
## 2017-04-19 46.37 47.41 46.37 46.53 2285300 41.71263
## 2017-04-20 46.93 48.42 46.93 47.87 3037200 42.91389
## 2017-04-21 47.73 47.98 47.20 47.62 1944100 42.68978
## 2017-04-24 48.23 48.26 46.82 47.23 1904800 42.34015
## 2017-04-25 47.50 47.77 46.80 47.15 1689200 42.26843
## 2017-04-26 47.30 48.10 47.07 47.68 1825300 42.74356
## 2017-04-27 47.67 48.36 47.23 48.30 1968700 43.29937
## 2017-04-28 47.80 48.45 47.52 48.27 2518300 43.27249
## 2017-05-01 48.31 48.55 47.35 47.35 1742600 42.44773
## 2017-05-02 47.49 48.83 47.29 48.64 2038300 43.60417
## 2017-05-03 48.60 49.76 48.36 49.64 3113100 44.50063
## 2017-05-04 49.79 50.22 49.10 49.14 2999000 44.05240
## 2017-05-05 49.32 49.50 48.71 49.01 2026600 43.93586
## 2017-05-08 49.34 49.67 48.68 48.70 1706200 43.65796
## 2017-05-09 48.94 49.41 48.63 49.35 1985200 44.24066
## 2017-05-10 48.99 50.04 48.70 50.01 2498300 44.83233
## 2017-05-11 48.50 48.77 45.80 46.21 11157100 41.42575
## 2017-05-12 43.57 43.59 41.00 41.20 18905300 36.93445
## 2017-05-15 41.36 42.58 41.23 41.40 5182900 37.11375
## 2017-05-16 41.11 41.11 40.28 40.64 4629100 36.43244
## 2017-05-17 40.64 41.54 40.64 40.81 3414700 36.58483
## 2017-05-18 41.06 41.49 40.47 40.66 1933300 36.45036
## 2017-05-19 41.23 41.23 39.53 40.77 2771800 36.54898
## 2017-05-22 40.98 42.26 40.79 42.04 2498200 37.68749
## 2017-05-23 42.12 42.14 41.22 41.55 1829700 37.24822
## 2017-05-24 41.36 41.43 40.68 41.29 1793500 37.34772
## 2017-05-25 41.89 42.47 41.67 41.80 1672900 37.80902
## 2017-05-26 41.98 42.54 41.63 42.47 2291400 38.41505
## 2017-05-30 42.54 42.70 42.25 42.44 1657800 38.38791
## 2017-05-31 42.37 42.37 41.13 41.80 3167000 37.80902
## 2017-06-01 41.92 42.94 41.71 42.88 2178800 38.78591
## 2017-06-02 42.94 43.23 42.21 42.47 1485700 38.41505
## 2017-06-05 42.23 42.34 41.47 41.65 2197600 37.67334
## 2017-06-06 41.51 41.66 39.72 40.14 4561500 36.30751
## 2017-06-07 40.23 40.62 39.87 40.48 2509800 36.61505
## 2017-06-08 40.48 47.90 40.48 44.63 23161900 40.36882
## 2017-06-09 44.11 48.05 43.40 47.16 10744600 42.65727
## 2017-06-12 47.06 48.33 46.39 46.47 3799600 42.03314
## 2017-06-13 46.43 47.15 46.11 46.38 2082600 41.95174
## 2017-06-14 46.41 47.38 45.54 47.32 2119900 42.80197
## 2017-06-15 47.27 48.23 46.91 47.00 2771500 42.51253
## 2017-06-16 46.25 47.51 45.71 47.50 3442200 42.96480
## 2017-06-19 47.56 48.30 46.78 48.06 2223600 43.47133
## 2017-06-20 48.03 48.03 46.09 46.16 2737000 41.75274
## 2017-06-21 45.93 46.27 45.00 46.08 2126900 41.68038
## 2017-06-22 45.86 47.84 45.73 47.48 3747500 42.94671
## 2017-06-23 47.48 48.04 46.93 48.00 3205400 43.41706
## 2017-06-26 48.02 48.30 47.48 47.80 1549600 43.23615
## 2017-06-27 47.94 48.43 47.64 47.67 1567200 43.11857
## 2017-06-28 48.08 48.23 47.29 47.68 1690300 43.12761
## 2017-06-29 47.79 48.07 47.09 47.56 1760800 43.01907
## 2017-06-30 47.86 48.11 47.31 47.83 1398800 43.26329
## 2017-07-03 48.08 48.88 47.97 48.41 912300 43.78791
## 2017-07-05 48.30 48.95 48.00 48.12 1748900 43.52560
## 2017-07-06 47.92 48.09 47.18 47.38 1241200 42.85625
## 2017-07-07 47.47 47.98 47.08 47.54 1118800 43.00098
## 2017-07-10 47.26 47.26 45.99 46.22 2258900 41.80701
## 2017-07-11 46.24 46.80 46.06 46.45 1207800 42.01505
## 2017-07-12 46.50 46.90 46.17 46.61 1273700 42.15978
## 2017-07-13 46.90 48.21 46.89 47.33 2511500 42.81104
## 2017-07-14 47.36 47.45 46.53 46.85 1343500 42.37686
## 2017-07-17 46.86 47.86 46.82 47.41 1101000 42.88339
## 2017-07-18 47.14 47.47 45.97 46.27 1709100 41.85224
## 2017-07-19 46.44 47.10 46.23 46.94 1114500 42.45826
## 2017-07-20 47.09 47.32 46.42 47.10 762400 42.60298
## 2017-07-21 47.11 47.46 46.63 47.44 781900 42.91052
## 2017-07-24 47.25 47.38 46.80 46.90 993200 42.42208
## 2017-07-25 47.17 48.69 47.08 48.09 2062700 43.49847
## 2017-07-26 48.23 48.23 47.46 47.86 1005000 43.29043
## 2017-07-27 47.82 50.32 47.53 48.97 3965700 44.29444
## 2017-07-28 49.20 49.28 47.90 48.56 2152600 43.92359
## 2017-07-31 48.97 48.98 48.01 48.57 1205500 43.93264
## 2017-08-01 48.55 49.01 47.96 48.94 926300 44.26732
## 2017-08-02 46.88 47.67 46.24 46.49 3700200 42.05123
## 2017-08-03 46.37 47.82 46.35 46.85 2828100 42.37686
## 2017-08-04 46.97 47.33 46.47 46.81 2088800 42.34068
## 2017-08-07 47.10 47.87 46.86 47.49 1731600 42.95575
## 2017-08-08 48.75 48.86 47.36 47.41 1530300 42.88339
## 2017-08-09 47.00 47.21 46.33 46.88 1839400 42.40399
## 2017-08-10 46.10 46.69 44.55 44.87 5472300 40.58590
## 2017-08-11 44.35 46.00 43.74 44.90 6548300 40.61304
## 2017-08-14 45.41 45.87 44.96 45.36 2255400 41.02911
## 2017-08-15 45.07 45.13 44.32 44.66 1830300 40.39595
## 2017-08-16 45.02 45.59 44.44 44.58 1170200 40.32360
## 2017-08-17 44.26 44.70 43.81 44.44 1290700 40.19696
## 2017-08-18 44.26 44.73 44.06 44.33 1284900 40.09746
## 2017-08-21 44.29 44.54 43.67 43.77 1661300 39.59092
## 2017-08-22 44.08 44.67 43.92 44.52 908900 40.26932
## 2017-08-23 44.17 44.78 43.98 44.60 1005300 40.34168
## 2017-08-24 45.21 45.42 43.71 43.82 1771100 39.96773
## 2017-08-25 43.89 46.02 43.89 45.34 1878700 41.35411
## 2017-08-28 45.40 45.40 44.47 45.06 1408100 41.09872
## 2017-08-29 44.52 44.89 44.16 44.54 1316800 40.62443
## 2017-08-30 44.53 45.09 44.23 44.29 1459900 40.39641
## 2017-08-31 44.29 45.06 44.23 44.62 1460300 40.69740
## 2017-09-01 44.86 46.60 44.70 46.44 1863400 42.35740
## 2017-09-05 46.37 46.80 45.93 46.20 1734700 42.13850
## 2017-09-06 46.48 46.95 46.30 46.72 1496600 42.61279
## 2017-09-07 46.90 47.00 45.85 46.21 1110100 42.14762
## 2017-09-08 46.22 46.29 45.42 46.10 1123800 42.04729
## 2017-09-11 45.13 45.96 43.59 44.72 5102100 40.78860
## 2017-09-12 44.89 45.97 44.66 45.05 4947200 41.08960
## 2017-09-13 47.90 48.11 46.94 47.74 9565300 43.54311
## 2017-09-14 47.70 47.72 46.36 46.74 3298200 42.63103
## 2017-09-15 46.66 47.29 46.51 46.74 3005100 42.63103
## 2017-09-18 46.76 47.18 46.61 46.64 1550300 42.53981
## 2017-09-19 46.85 47.08 46.21 46.22 1803900 42.15674
## 2017-09-20 46.10 46.28 45.83 46.22 1492500 42.15674
## 2017-09-21 46.30 46.46 45.86 46.28 1108700 42.21147
## 2017-09-22 46.42 46.94 46.32 46.88 1552700 42.75872
## 2017-09-25 46.68 47.76 46.57 47.32 1545000 43.16003
## 2017-09-26 47.46 47.71 47.05 47.53 1601000 43.35157
## 2017-09-27 47.55 47.81 46.94 47.44 1344800 43.26948
## 2017-09-28 47.51 47.72 47.18 47.40 1663200 43.23301
## 2017-09-29 47.53 47.60 47.05 47.15 1455300 43.00498
## 2017-10-02 45.04 45.04 43.50 44.18 7689700 40.29608
## 2017-10-03 44.00 44.31 43.30 44.20 4014400 40.31432
## 2017-10-04 44.35 44.45 43.80 44.25 3490800 40.35992
## 2017-10-05 44.26 44.97 43.90 44.80 2171100 40.86158
## 2017-10-06 44.63 44.93 44.15 44.31 1391000 40.41465
## 2017-10-09 44.44 44.67 43.22 43.54 1266200 39.71234
## 2017-10-10 43.59 43.97 43.23 43.38 1323700 39.56641
## 2017-10-11 43.40 43.51 42.70 42.92 2257400 39.14685
## 2017-10-12 42.71 42.80 42.12 42.59 2938800 38.84586
## 2017-10-13 42.48 42.88 42.17 42.65 1424300 38.90059
## 2017-10-16 40.54 41.40 39.63 40.40 10612600 36.84839
## 2017-10-17 40.34 41.47 40.10 41.45 3992900 37.80608
## 2017-10-18 41.45 42.50 41.38 42.01 3961900 38.31685
## 2017-10-19 41.76 42.25 41.57 41.73 1123100 38.06146
## 2017-10-20 41.99 42.19 41.70 42.15 1777600 38.44455
## 2017-10-23 42.15 42.56 41.74 41.77 1350400 38.09795
## 2017-10-24 41.84 42.09 41.46 41.61 1461700 37.95201
## 2017-10-25 41.60 41.67 41.05 41.52 2209300 37.86993
## 2017-10-26 41.67 42.69 41.35 42.21 2793700 38.49926
## 2017-10-27 41.37 41.57 40.62 40.97 2331500 37.36827
## 2017-10-30 40.75 40.88 39.66 40.00 3011000 36.48355
## 2017-10-31 39.95 40.24 39.36 39.65 2143300 36.16432
## 2017-11-01 39.77 40.50 39.57 39.94 1891200 36.42882
## 2017-11-02 40.10 40.42 39.28 39.35 1886000 35.89069
## 2017-11-03 39.20 39.41 38.43 38.50 1642100 35.11542
## 2017-11-06 38.50 39.36 38.16 39.26 2701400 35.80859
## 2017-11-07 39.12 39.16 38.14 38.31 2364900 34.94212
## 2017-11-08 38.13 38.66 37.79 38.30 1866200 34.93299
## 2017-11-09 38.85 40.80 38.39 40.03 6859600 36.51091
## 2017-11-10 39.41 40.50 38.40 40.03 7114800 36.51091
## 2017-11-13 39.71 40.19 38.47 38.72 2871400 35.31607
## 2017-11-14 38.42 39.37 38.42 39.16 1968900 35.71739
## 2017-11-15 38.80 39.77 38.56 39.19 2158700 35.74475
## 2017-11-16 39.56 40.50 39.03 39.97 2033600 36.45618
## 2017-11-17 40.86 41.22 40.32 40.86 2346800 37.26794
## 2017-11-20 40.91 41.47 40.37 41.44 1899700 37.79696
## 2017-11-21 41.37 41.46 40.41 41.30 1458800 37.66927
## 2017-11-22 41.27 41.88 41.05 41.16 1607700 37.54157
## 2017-11-24 41.23 41.48 40.71 40.96 974200 37.69803
## 2017-11-27 41.08 41.90 40.61 41.34 2857400 38.04777
## 2017-11-28 41.39 42.72 41.11 42.67 2103500 39.27185
## 2017-11-29 42.87 46.35 42.78 45.76 7680400 42.11577
## 2017-11-30 45.61 46.96 45.15 45.45 4559300 41.83046
## 2017-12-01 45.38 45.94 44.40 45.50 2450200 41.87648
## 2017-12-04 46.14 47.85 46.13 47.26 3982500 43.49631
## 2017-12-05 47.19 47.19 45.62 46.15 2109500 42.47471
## 2017-12-06 46.20 46.55 45.11 45.32 2354900 41.71081
## 2017-12-07 45.81 46.01 44.69 44.98 2123800 41.39789
## 2017-12-08 45.02 45.83 44.68 45.78 1483400 42.13418
## 2017-12-11 45.96 46.11 45.37 45.84 1684000 42.18940
## 2017-12-12 45.08 46.39 45.08 45.74 1653200 42.09737
## 2017-12-13 45.89 46.49 45.56 46.27 1384000 42.58516
## 2017-12-14 46.25 46.84 44.86 44.96 1718500 41.37948
## 2017-12-15 45.32 46.04 45.16 45.49 2854200 41.86727
## 2017-12-18 45.74 46.82 45.62 46.63 1741300 42.91649
## 2017-12-19 46.81 46.99 45.99 46.51 1323100 42.80605
## 2017-12-20 46.81 47.13 46.31 46.84 1816100 43.10976
## 2017-12-21 46.84 47.68 46.75 47.50 1232500 43.71720
## 2017-12-22 47.52 47.75 47.27 47.54 1715500 43.75402
## 2017-12-26 47.60 49.09 47.59 48.47 1585600 44.60995
## 2017-12-27 48.24 48.49 47.69 47.93 2055300 44.11295
## 2017-12-28 47.92 47.92 47.19 47.71 1271000 43.91048
## 2017-12-29 47.78 48.07 47.28 47.38 1149700 43.60675
## 2018-01-02 48.76 49.86 48.51 49.12 3562300 45.20819
## 2018-01-03 49.30 49.70 48.53 48.65 2138900 44.77562
## 2018-01-04 48.38 48.63 46.30 48.06 2351500 44.23261
## 2018-01-05 48.22 48.65 47.90 48.25 1353000 44.40748
## 2018-01-08 48.56 49.24 47.55 48.27 1778500 44.42588
## 2018-01-09 48.24 48.24 47.45 47.89 1710400 44.07614
## 2018-01-10 47.64 49.50 47.55 49.20 3099400 45.28182
## 2018-01-11 49.36 50.11 48.71 50.09 2008400 46.10095
## 2018-01-12 50.38 53.00 50.30 51.82 5201600 47.69317
## 2018-01-16 51.85 51.97 50.04 50.18 1973700 46.18377
## 2018-01-17 50.52 51.16 50.13 50.97 1216600 46.91086
## 2018-01-18 50.84 51.40 50.69 51.22 884800 47.14095
## 2018-01-19 51.42 52.10 51.06 52.00 1504200 47.85883
## 2018-01-22 52.00 52.83 51.51 52.82 1100000 48.61353
## 2018-01-23 51.82 52.49 51.41 52.00 1181900 47.85883
## 2018-01-24 51.92 52.24 50.13 50.62 2557900 46.58873
## 2018-01-25 50.91 51.00 49.38 49.50 1945800 45.55792
## 2018-01-26 49.54 50.40 49.05 50.40 2417000 46.38625
## 2018-01-29 50.25 51.25 50.25 50.89 1301400 46.83723
## 2018-01-30 50.60 50.81 49.05 49.41 1608700 45.47509
## 2018-01-31 49.61 50.15 49.07 49.31 1357400 45.38306
## 2018-02-01 48.90 51.00 48.40 49.23 1447200 45.30942
## 2018-02-02 48.82 49.41 47.53 47.85 1842300 44.03933
## 2018-02-05 47.58 48.49 46.51 46.64 2622600 42.92569
## 2018-02-06 47.06 48.75 46.10 48.26 2464000 44.41667
## 2018-02-07 49.35 50.15 48.50 49.30 2221300 45.37385
## 2018-02-08 48.89 49.08 47.20 47.23 1791600 43.46870
## 2018-02-09 47.67 48.61 46.20 47.89 2079400 44.07614
## 2018-02-12 48.18 48.76 47.67 48.37 910100 44.51792
## 2018-02-13 48.30 49.23 48.18 49.17 1001000 45.25420
## 2018-02-14 48.87 50.67 48.49 50.36 1486600 46.34944
## 2018-02-15 50.76 51.60 50.30 51.24 1333600 47.15936
## 2018-02-16 51.13 51.80 50.90 51.50 1346700 47.39865
## 2018-02-20 50.97 51.43 50.15 50.49 1343900 46.46909
## 2018-02-21 50.52 51.10 50.04 50.06 1125800 46.07333
## 2018-02-22 50.16 50.74 50.00 50.27 1014600 46.26660
## 2018-02-23 50.69 54.00 50.23 53.56 7127900 49.29459
## 2018-02-26 53.63 53.80 52.21 52.40 2237700 48.22698
## 2018-02-27 53.14 53.53 51.01 51.03 2769900 46.96608
## 2018-02-28 51.51 51.95 50.89 51.31 2167700 47.22378
## 2018-03-01 50.65 50.87 49.15 50.48 3405600 46.45988
## 2018-03-02 47.85 53.23 47.46 53.04 4985300 49.17646
## 2018-03-05 52.90 53.18 51.74 51.90 2988300 48.11950
## 2018-03-06 50.99 52.51 50.81 52.49 3286200 48.66652
## 2018-03-07 52.19 52.33 50.64 51.05 2268800 47.33141
## 2018-03-08 51.42 51.52 49.95 50.13 2456800 46.47842
## 2018-03-09 50.43 50.76 49.38 49.99 2148400 46.34862
## 2018-03-12 49.91 50.31 49.38 49.85 1401100 46.21882
## 2018-03-13 50.00 50.97 49.89 50.33 1203500 46.66386
## 2018-03-14 50.35 50.61 49.35 49.48 1411400 45.87577
## 2018-03-15 49.46 49.56 48.73 48.92 2321800 45.35657
## 2018-03-16 48.81 49.84 48.77 49.32 1958700 45.72742
## 2018-03-19 49.34 49.77 49.00 49.36 1066600 45.76452
## 2018-03-20 49.59 49.68 48.84 49.35 1150700 45.75524
## 2018-03-21 48.20 48.40 47.32 47.70 3537800 44.22543
## 2018-03-22 47.36 48.12 46.83 46.87 1358100 43.45589
## 2018-03-23 46.99 47.43 46.25 46.36 1896500 42.98304
## 2018-03-26 46.89 47.48 46.64 47.13 1407600 43.69695
## 2018-03-27 47.08 48.47 46.91 47.37 1870000 43.91948
## 2018-03-28 47.41 49.11 47.27 47.90 1170400 44.41086
## 2018-03-29 48.11 48.98 47.94 48.41 1158100 44.88371
## 2018-04-02 48.29 48.95 46.71 47.53 2278700 44.06781
## 2018-04-03 47.64 48.22 47.52 48.20 1119300 44.68901
## 2018-04-04 47.59 49.50 47.56 49.42 1174000 45.82014
## 2018-04-05 49.55 50.14 49.17 50.07 764100 46.42279
## 2018-04-06 49.65 49.95 47.65 48.03 1309000 44.53139
## 2018-04-09 48.37 48.73 47.58 48.03 1643100 44.53139
## 2018-04-10 48.57 49.67 48.54 49.47 1478500 45.86650
## 2018-04-11 49.04 49.82 48.88 49.01 940300 45.44000
## 2018-04-12 49.02 49.42 48.10 48.37 1106500 44.84663
## 2018-04-13 48.64 48.78 47.15 47.39 1536800 43.93802
## 2018-04-16 47.66 48.05 47.00 47.85 1348600 44.36451
## 2018-04-17 48.25 48.34 47.07 47.15 1386500 43.71549
## 2018-04-18 47.39 48.12 47.23 47.28 1022100 43.83602
## 2018-04-19 47.06 47.11 45.81 46.72 1652700 43.31681
## 2018-04-20 46.76 47.87 46.53 46.78 1327700 43.37244
## 2018-04-23 46.82 48.24 46.72 48.15 1446800 44.64265
## 2018-04-24 48.17 48.80 47.62 47.89 1475500 44.40159
## 2018-04-25 47.80 48.81 47.28 48.73 1372400 45.18041
## 2018-04-26 48.60 49.76 48.37 49.68 1690700 46.06120
## 2018-04-27 49.52 51.62 49.51 51.60 2404700 47.84135
## 2018-04-30 51.71 52.14 50.53 50.56 2376900 46.87710
## 2018-05-01 49.90 51.10 49.46 50.17 1349900 46.51551
## 2018-05-02 49.99 50.48 49.27 50.20 1195200 46.54333
## 2018-05-03 50.04 50.09 49.23 49.28 2264400 45.69034
## 2018-05-04 49.11 49.69 48.57 49.49 1043800 45.88504
## 2018-05-07 49.74 49.74 47.99 48.52 1075500 44.98570
## 2018-05-08 48.46 48.82 48.05 48.40 1181900 44.87445
## 2018-05-09 48.50 49.42 47.99 49.27 1876800 45.68108
## 2018-05-10 48.85 48.89 47.56 48.58 1681000 45.04133
## 2018-05-11 48.24 49.16 47.96 48.80 925000 45.24530
## 2018-05-14 49.00 49.45 48.75 49.32 2139500 45.72742
## 2018-05-15 49.12 50.04 48.68 49.86 1551800 46.22809
## 2018-05-16 51.06 51.56 49.55 51.05 3042100 47.33141
## 2018-05-17 50.64 51.87 50.51 50.91 5173500 47.54621
## 2018-05-18 46.83 47.20 45.35 45.36 11422400 42.36292
## 2018-05-21 45.73 46.36 45.25 45.84 3733900 42.81120
## 2018-05-22 46.06 46.55 45.61 45.77 3483900 42.74583
## 2018-05-23 46.32 47.74 46.18 47.62 3086200 44.47359
## 2018-05-24 47.53 49.26 47.52 48.74 3065700 45.51959
## 2018-05-25 48.53 49.38 48.09 48.93 2491900 45.69704
## 2018-05-29 48.69 49.15 48.60 48.96 1645800 45.72506
## 2018-05-30 49.17 49.68 48.77 49.00 1603500 45.76242
## 2018-05-31 48.80 49.40 48.31 49.03 2224300 45.79043
## 2018-06-01 49.08 50.08 49.08 49.59 1332400 46.31343
## 2018-06-04 49.83 51.01 49.74 50.95 1861800 47.58357
## 2018-06-05 51.00 52.03 50.79 51.74 2844600 48.32138
## 2018-06-06 51.69 51.99 51.27 51.84 1724700 48.41477
## 2018-06-07 52.00 53.41 51.41 52.19 2463400 48.74163
## 2018-06-08 51.91 52.55 51.55 52.47 1624800 49.00314
## 2018-06-11 52.50 53.08 52.17 52.26 1905100 48.80701
## 2018-06-12 52.38 53.36 52.06 52.93 2106500 49.43274
## 2018-06-13 53.15 53.25 51.44 51.49 2018500 48.08789
## 2018-06-14 51.37 51.37 49.74 49.87 3028400 46.57493
## 2018-06-15 49.77 50.53 49.41 50.49 2391400 47.15396
## 2018-06-18 50.35 51.63 50.26 51.60 1779800 48.19062
## 2018-06-19 51.04 51.59 50.82 51.18 1728800 47.79837
## 2018-06-20 51.49 51.91 51.04 51.83 1097300 48.40542
## 2018-06-21 52.25 52.98 51.98 52.78 2067100 49.29266
## 2018-06-22 53.00 53.05 51.34 51.43 2022600 48.03185
## 2018-06-25 51.17 51.67 50.67 50.90 1729500 47.53688
## 2018-06-26 51.09 51.66 50.35 51.57 2111300 48.16260
## 2018-06-27 51.41 52.20 51.22 51.33 1737800 47.93847
## 2018-06-28 51.24 52.56 51.03 52.38 1302600 48.91908
## 2018-06-29 52.68 52.81 51.70 51.78 1524900 48.35873
## 2018-07-02 50.00 50.71 49.13 50.71 2246300 47.35943
## 2018-07-03 50.81 51.83 50.78 51.38 927700 47.98516
## 2018-07-05 51.88 53.17 51.68 53.12 3729000 49.61019
## 2018-07-06 53.01 54.09 52.89 53.95 3272400 50.38536
## 2018-07-09 54.00 54.11 52.37 53.52 4130100 49.98376
## 2018-07-10 52.00 52.43 50.31 52.09 7675700 48.64825
## 2018-07-11 52.03 53.55 51.63 53.42 3057400 49.89037
## 2018-07-12 53.55 53.69 52.44 53.39 3253300 49.86235
## 2018-07-13 53.25 53.86 52.02 52.18 2310900 48.73230
## 2018-07-16 52.24 52.76 51.72 52.43 1282300 48.96578
## 2018-07-17 52.25 52.70 51.66 52.31 1338000 48.85371
## 2018-07-18 52.40 53.18 52.31 53.06 1314700 49.55415
## 2018-07-19 53.00 54.09 52.99 54.03 1164600 50.46006
## 2018-07-20 53.76 54.61 52.52 52.59 4549900 49.11521
## 2018-07-23 52.48 53.49 52.41 53.10 1705600 49.59151
## 2018-07-24 53.16 53.29 52.33 52.52 1445900 49.04984
## 2018-07-25 52.79 53.43 52.67 53.41 1430600 49.88103
## 2018-07-26 53.55 54.28 52.76 52.83 1181700 49.33935
## 2018-07-27 52.93 53.28 51.81 51.97 1269100 48.53618
## 2018-07-30 51.89 52.81 51.89 52.49 1247600 49.02182
## 2018-07-31 52.82 53.10 52.09 52.41 1428600 48.94711
## 2018-08-01 51.99 52.23 50.16 50.26 1985500 46.93916
## 2018-08-02 50.19 50.98 49.88 50.75 2234900 47.39678
## 2018-08-03 50.96 51.47 49.97 50.58 2203400 47.23802
## 2018-08-06 50.24 51.08 50.19 50.93 1746600 47.56489
## 2018-08-07 50.79 51.35 50.06 50.99 2951100 47.62093
## 2018-08-08 50.68 51.63 50.67 51.57 1590900 48.16260
## 2018-08-09 51.70 52.67 51.53 52.55 1891000 49.07785
## 2018-08-10 52.26 53.30 52.06 52.58 2211900 49.10587
## 2018-08-13 52.70 53.30 52.55 52.95 1789800 49.45142
## 2018-08-14 53.38 54.97 53.31 54.88 2883800 51.25391
## 2018-08-15 54.02 54.08 51.48 51.86 3668500 48.43344
## 2018-08-16 52.11 52.64 50.93 52.28 5690000 48.82569
## 2018-08-17 55.65 59.25 55.27 59.18 17078500 55.26979
## 2018-08-20 59.39 61.73 59.07 61.56 9038600 57.49254
## 2018-08-21 61.73 62.05 60.49 61.35 4429900 57.29641
## 2018-08-22 61.56 61.98 60.51 60.57 2184600 56.56795
## 2018-08-23 60.79 62.18 60.41 62.00 2685100 57.90346
## 2018-08-24 61.77 62.74 61.58 62.06 5099100 57.95950
## 2018-08-27 61.99 61.99 60.30 60.59 2528900 56.58662
## 2018-08-28 60.77 62.35 60.61 61.99 2334500 57.89413
## 2018-08-29 61.71 61.75 59.92 61.38 2899800 57.32442
## 2018-08-30 60.89 62.28 60.89 62.25 2060700 58.13695
## 2018-08-31 61.79 63.03 61.68 62.85 2708000 59.04827
## 2018-09-04 63.37 65.06 63.30 65.02 3321200 61.08701
## 2018-09-05 64.99 65.78 64.07 64.83 5209800 60.90851
## 2018-09-06 65.16 66.30 64.95 65.11 2459600 61.17155
## 2018-09-07 64.97 66.33 64.52 65.72 2317600 61.74466
## 2018-09-10 65.98 66.27 65.23 65.49 2029100 61.52858
## 2018-09-11 65.31 66.10 65.20 65.66 1846100 61.68830
## 2018-09-12 65.75 66.01 65.09 65.84 1198300 61.85741
## 2018-09-13 65.73 66.09 65.14 65.48 1445500 61.51918
## 2018-09-14 65.58 65.58 64.31 65.50 1818900 61.53798
## 2018-09-17 65.40 65.46 63.78 64.10 1606200 60.22266
## 2018-09-18 64.16 64.78 63.93 64.06 1444200 60.18508
## 2018-09-19 64.14 64.73 63.57 64.14 1311700 60.26024
## 2018-09-20 63.75 63.78 60.72 61.03 4148100 57.33836
## 2018-09-21 61.16 62.02 60.17 60.34 3465100 56.69009
## 2018-09-24 60.33 60.86 59.66 59.99 1702200 56.36127
## 2018-09-25 60.36 60.68 59.47 59.74 2559600 56.12639
## 2018-09-26 59.83 61.38 59.75 60.38 1797200 56.72768
## 2018-09-27 60.18 60.57 59.83 60.02 1477400 56.38945
## 2018-09-28 60.14 60.63 59.54 59.81 1691400 56.19215
## 2018-10-01 60.03 61.12 59.81 60.63 2078600 56.96255
## 2018-10-02 60.68 60.92 58.50 58.54 1709700 54.99897
## 2018-10-03 58.75 59.52 58.31 59.28 1844400 55.69422
## 2018-10-04 59.01 59.97 58.93 59.33 2914800 55.74119
## 2018-10-05 59.53 60.85 59.25 60.26 2958700 56.61493
## 2018-10-08 59.99 62.11 59.86 61.92 2665900 58.17452
## 2018-10-09 61.50 62.49 60.83 61.40 2324400 57.68598
## 2018-10-10 61.53 62.59 60.88 60.98 1886100 57.29138
## 2018-10-11 60.87 61.82 59.25 59.29 1950100 55.70361
## 2018-10-12 60.02 61.66 59.76 61.49 2219300 57.77054
## 2018-10-15 61.79 62.29 61.25 61.88 1547900 58.13694
## 2018-10-16 62.08 62.68 61.31 62.56 1287800 58.77581
## 2018-10-17 62.11 62.61 59.87 60.41 1656400 56.75586
## 2018-10-18 60.30 60.96 59.64 60.11 1305500 56.47401
## 2018-10-19 59.93 60.54 58.93 59.44 1656200 55.84454
## 2018-10-22 59.73 60.98 59.73 60.52 2210100 56.85921
## 2018-10-23 59.87 60.45 58.23 60.13 1266800 56.49280
## 2018-10-24 59.96 62.00 59.10 59.28 3661000 55.69422
## 2018-10-25 59.39 61.80 59.34 61.50 2195400 57.77993
## 2018-10-26 61.24 62.29 60.16 61.12 2560600 57.42291
## 2018-10-29 61.87 64.74 61.85 62.59 3906600 58.80399
## 2018-10-30 63.30 67.06 63.29 66.90 3762000 62.85328
## 2018-10-31 66.93 67.70 65.66 65.77 5104500 61.79164
## 2018-11-01 65.60 66.39 64.50 65.49 2603900 61.52858
## 2018-11-02 66.43 67.67 65.68 66.49 1891200 62.46808
## 2018-11-05 66.54 67.45 65.14 67.35 1770100 63.27607
## 2018-11-06 66.87 67.75 66.55 67.46 1778900 63.37942
## 2018-11-07 67.53 67.65 64.59 66.44 3010800 62.42111
## 2018-11-08 65.00 67.20 65.00 66.54 1814500 62.51507
## 2018-11-09 66.32 66.35 65.08 65.46 1584100 61.50039
## 2018-11-12 66.03 66.60 64.22 64.30 1897800 60.41057
## 2018-11-13 65.10 65.13 63.73 63.91 2722300 60.04415
## 2018-11-14 63.91 65.24 60.81 61.10 3427600 57.40413
## 2018-11-15 59.90 60.25 58.25 58.99 4892700 55.42176
## 2018-11-16 52.60 52.60 49.83 50.93 12772000 47.84930
## 2018-11-19 51.20 51.89 49.87 51.26 4402100 48.15934
## 2018-11-20 49.11 51.76 48.27 50.99 4074100 47.90567
## 2018-11-21 51.18 52.68 51.18 52.33 3275500 49.16462
## 2018-11-23 51.68 52.47 51.36 51.54 1711600 48.76721
## 2018-11-26 51.92 52.89 51.69 52.29 3710300 49.47686
## 2018-11-27 52.29 53.15 52.13 52.99 2405900 50.13921
## 2018-11-28 53.19 54.55 52.90 54.48 2634900 51.54904
## 2018-11-29 54.38 54.65 51.92 52.30 3852300 49.48632
## 2018-11-30 51.98 53.54 51.94 52.87 3680900 50.02566
## 2018-12-03 53.38 53.77 51.94 53.15 2689300 50.29059
## 2018-12-04 53.04 53.35 50.37 50.82 4275500 48.08595
## 2018-12-06 50.31 50.91 49.29 50.69 3493500 47.96294
## 2018-12-07 50.74 51.14 49.00 49.36 2758500 46.70449
## 2018-12-10 49.57 49.67 47.83 49.04 2453600 46.40171
## 2018-12-11 49.50 50.30 48.52 49.04 2133600 46.40171
## 2018-12-12 49.64 50.66 49.26 50.17 3000600 47.47091
## 2018-12-13 49.97 50.43 48.41 48.97 2577200 46.33548
## 2018-12-14 48.84 49.98 48.37 48.61 2426200 45.99484
## 2018-12-17 48.38 48.77 47.44 47.66 2454600 45.09595
## 2018-12-18 47.99 48.81 47.68 48.31 2889300 45.71098
## 2018-12-19 48.29 48.78 46.66 46.80 2453600 44.28221
## 2018-12-20 46.56 47.07 45.44 46.13 3164500 43.64826
## 2018-12-21 46.26 46.96 44.23 44.32 3989100 41.93563
## 2018-12-24 44.08 44.95 43.70 44.19 2869700 41.81263
## 2018-12-26 44.70 46.94 44.70 46.75 4339800 44.23491
## 2018-12-27 46.09 46.67 44.91 46.66 2415200 44.14975
## 2018-12-28 46.84 46.89 45.66 46.05 2261400 43.57257
#=============================================================
# Minimum variance portfolio
# Ref: Aurthur Charpentier, Portfolio Optimization, p12, 2017
# w* = top.mat / bot.val
# top.mat = inv(Sigma)*one.vec
# bot.val = t(one.vec)*top.mat
#=============================================================
library(fBasics)
## Loading required package: timeDate
## Loading required package: timeSeries
##
## Attaching package: 'timeSeries'
## The following object is masked _by_ '.GlobalEnv':
##
## MSFT
## The following object is masked from 'package:zoo':
##
## time<-
##
## Attaching package: 'fBasics'
## The following object is masked from 'package:TTR':
##
## volatility
Sigma <- cov(firm_data1[,2:4])
one.vec <- rep(1, 3)
Sigma.inv.mat <- solve(Sigma)
top.mat <- Sigma.inv.mat%*%one.vec
bot.val <- as.numeric(t(one.vec)%*%top.mat)
mvp.w <- top.mat / bot.val
mvp.w
## [,1]
## Nordstrom 0.3635998
## Starbucks 0.1936537
## Microsoft 0.4427465
mu.vec <- colMeans(firm_data1[, 2:4])
mvp.ret <- as.numeric(crossprod(mvp.w, mu.vec))
mvp.ret
## [1] 0.02498369
mvp.sig2 <- as.numeric(t(mvp.w)%*%Sigma%*%mvp.w)
mvp.sig <- sqrt(mvp.sig2)
mvp.sig
## [1] 0.073302
#===========================================================
# Find the optimal mvp for a given return r0
# Ref: Aurthur Charpentier, Portfolio Optimization, p14, 2017
# A = [top.mat, mid.vec, one.vec]
# b = [zero.vec, r0, 1]
# z = inv(A)*b
# w.r = z[1:3,]
# Assume r0 = 0.06.
# Try to find its optimal weight, expected portfolio return and
# standard deviation
#=============================================================
r0 <- 0.06/12
top.mat <- cbind(2*Sigma, mu.vec, rep(1, 3))
mid.vec <- c(mu.vec, 0, 0)
bot.vec <- c(rep(1, 3), 0, 0)
A.mat <- rbind(top.mat, mid.vec, bot.vec)
b.vec <- c(rep(0, 3), r0, 1)
z.mat <- solve(A.mat)%*%b.vec
w.r0 <- z.mat[1:3,]
mu.r0 <- as.numeric(crossprod(w.r0, mu.vec))
sig2.r0 <- as.numeric(t(w.r0)%*%Sigma%*%w.r0)
sig.r0 <- sqrt(sig2.r0)
sig.r0
## [1] 0.09679334
#====================================================================================================
# Or write your own function to find min var for a specified return mu;
# Reference: Introduction to R for Quantitative Finance: Chapter 2, p31
# Solve a diverse range of problems with R, one of the most powerful tools for quantitative finance
#====================================================================================================
return <- firm_data1[,2:4]
#specified portfolio return: mu
r0 <- 0.06/12
minvariance <- function(return, r0) {
Sigma <- cov(return)
mu.vec <- colMeans(return)
#one.vec <- rep(1, 3)
#---copy code in the above to here-------
top.mat <- cbind(2*Sigma, mu.vec, rep(1, 3))
mid.vec <- c(mu.vec, 0, 0)
bot.vec <- c(rep(1, 3), 0, 0)
A.mat <- rbind(top.mat, mid.vec, bot.vec)
b.vec <- c(rep(0, 3), r0, 1)
z.mat <- solve(A.mat)%*%b.vec
w.r0 <- z.mat[1:3,]
mu.r0 <- as.numeric(crossprod(w.r0, mu.vec))
sig2.r0 <- as.numeric(t(w.r0)%*%Sigma%*%w.r0)
sig.r0 <- sqrt(sig2.r0)
list(weight = w.r0, rt = mu.r0, sd = sig.r0)
}
minvariance(return, 0.005)
## $weight
## Nordstrom Starbucks Microsoft
## 0.875635380 0.116816458 0.007548163
##
## $rt
## [1] 0.005
##
## $sd
## [1] 0.09679334
#======================================================
# Create frontier function to plot efficient frontier
#======================================================
return <- firm_data1[,2:4]
frontier <- function(return){
Sigma <- cov(return)
mu.vec <- colMeans(return)
#return <- log(tail(assets, -1) / head(assets, -1))
n <- ncol(return)
top.mat <- cbind(2*Sigma, mu.vec, rep(1, 3))
mid.vec <- c(mu.vec, 0, 0)
bot.vec <- c(rep(1, 3), 0, 0)
A.mat <- rbind(top.mat, mid.vec, bot.vec)
rbase <- seq(min(mu.vec), max(mu.vec), length = 100)
s <- sapply(rbase, function(x) {
b.vec <- c(rep(0, n), x, 1)
z.mat <- solve(A.mat)%*%b.vec
w.r0 <- z.mat[1:3,]
sqrt(w.r0%*%Sigma%*%w.r0)
})
plot(s, rbase, xlab = 'Std', ylab = 'Return')
}
frontier(return)
#======================================================
# Use systematic investors toolbox (SIT)
# Load Systematic Investor Toolbox (SIT)
# http://www.r-bloggers.com/backtesting-minimum-variance-portfolios/
#=========================================================
#setInternet2(TRUE)
con = gzcon(url('https://github.com/systematicinvestor/SIT/raw/master/sit.gz', 'rb'))
source(con)
close(con)
#
library (SIT)
## Loading required package: SIT.date
##
## Attaching package: 'SIT.date'
## The following objects are masked _by_ '.GlobalEnv':
##
## apply.business.days, business.days, business.days.location.end,
## business.days.since.end, business.days.till.end, custom.date,
## custom.date.bus, date.all, date.day, date.dayofweek, date.end,
## date.ends, date.ends.fn, date.ends.index, date.ends.n, date.month,
## date.month.ends, date.periodicity.map, date.quarter,
## date.quarter.ends, date.semiannual, date.semiannual.ends,
## date.week, date.week.ends, date.year, date.year.ends,
## last.business.day, map.spx.expiration, next.business.day,
## third.friday.month
##
## Attaching package: 'SIT'
## The following objects are masked _by_ '.GlobalEnv':
##
## add, add.avg.factor, add.constraint.cdar, add.constraint.cvar,
## add.constraint.gini, add.constraint.mad,
## add.constraint.mad.downside, add.constraint.maxloss,
## add.constraint.omega, add.constraints, add.StringBuffer,
## add.variables, all.permutations, aritm2geom, aritm2geom4,
## as.xts.list, asc, asset.paths, asset.paths.at.period.ends,
## average.shrinkage, barplot.with.labels, bbb_control, beta.degree,
## binary_branch_bound, bl.compute.eqret, bl.compute.optimal,
## bl.compute.posterior, bl.compute.risk.aversion, br.rank,
## bt.aaa.combo, bt.aaa.minrisk, bt.append.today, bt.apply,
## bt.apply.ex, bt.apply.ex2, bt.apply.matrix, bt.apply.matrix.ex,
## bt.apply.matrix.ex2, bt.apply.min.weight, bt.apply.round.weight,
## bt.change.periodicity, bt.detail.summary, bt.end.dates, bt.exrem,
## bt.exrem.time.exit, bt.make.cashflow.event.summary.table,
## bt.make.trade.event.summary.table, bt.max.deviation.rebalancing,
## bt.merge, bt.min.holding.period, bt.prep, bt.prep.matrix,
## bt.prep.remove.symbols, bt.prep.remove.symbols.min.history,
## bt.prep.trim, bt.price.stop, bt.rank, bt.run, bt.run.share,
## bt.run.share.ex, bt.run.share.ex.allocate, bt.run.share.ex.invest,
## bt.run.share.ex.test, bt.run.share.ex.test.cashflow,
## bt.run.share.ex.test.tax, bt.run.share.fast,
## bt.run.share.unadjusted.test, bt.run.share.unadjusted.test.data,
## bt.run.trim.helper, bt.run.weight.fast, bt.simple, bt.start.dates,
## bt.stop.strategy.plot, bt.summary, bt.time.price.stop,
## bt.time.stop, bt.trade.summary, bt.trade.summary.helper,
## bt.trade.summary.old, bt.trim, bt.ts.enter.state, bt.ts.price.stop,
## bt.ts.time.price.stop, bt.ts.time.stop, bt.ts.trade.index,
## bt.unadjusted.add.div.split, bundes.bank.data,
## bundes.bank.data.gold, calendar.signal, calendar.strategy,
## cap.weighted.mean, cboe.volatility.term.structure.SPX, check.args,
## chr, clean.table, close, close.StringBuffer, cluster.group.FTCA,
## cluster.group.hclust, cluster.group.kmeans.90,
## cluster.group.kmeans.elbow, clusterApplyLB.log, col.add.alpha,
## col.name2row, compute.annual.factor, compute.avg.drawdown,
## compute.avgcor, compute.cagr, compute.calmar, compute.cdar,
## compute.cor, compute.cvar, compute.drawdown, compute.drawdowns,
## compute.DVR, compute.exposure, compute.max.deviation,
## compute.max.drawdown, compute.nyears, compute.quantiles,
## compute.R2, compute.raw.annual.factor, compute.risk,
## compute.sharpe, compute.stats, compute.turnover, compute.var,
## consecutive.changes, convert2expr, count, country.code, cov.2param,
## cov.const.cor, cov.diag, cov.market, cov.sample, cov.shrink,
## create.basic.constraints, create.cov.matrix, create.historical.ia,
## create.ia, create.ia.averaged, create.ia.period, create.ia.subset,
## create.leveraged, create.monthly.table, create.strategies,
## createNonReactiveTextInput, createNonReactiveTextInputCustom,
## cross, cross.dn, cross.dn.eq, cross.up, cross.up.eq,
## custom.composite.diversification.indicator, custom.stop.fn,
## custom.stop.fn.list, data.aqr, data.clean,
## data.csi.security.master, data.ff, data.fomc,
## data.ft.index.members, data.ft.search.ticker,
## data.ishares.universe, data.yahoo.profile, date.fund.data,
## dates2index, debug.load, debug.save, default.round.lot.control,
## default.tax.control, delete.constraints, diagonal.shrinkage,
## distribute.weights, dow.jones.components, download.helper, DV, DVI,
## edgar.info, ef.portfolio, empty.group, engineering.returns.kpi,
## env, env.del, env.rm, equal.risk.contribution.portfolio,
## equal.weight.portfolio, ev.ratio, event.at, exp.sample.shrinkage,
## expr.symbols, exrem, extend.data, extend.data.proxy, extend.GLD,
## extract.table, extract.table.from.webpage, extract.token,
## extract.VXX.CBOE, factor.avgcor, factor.model.shrinkage,
## fast.na.omit, find.all.patterns.window, find.erc.portfolio,
## find.erc.portfolio.simple, find.extrema,
## find.maximum.distance.point, find.names, find.patterns,
## find.tokens, flip.xts, fm.hist.dow.jones.components,
## fred.fx.symbol, ftse100.components, fund.data, fx.sauder.data,
## fxhistoricaldata.fx.symbol, geom2aritm, geom2aritm4, get.algo,
## get.barcharts.quote, get.bigcharts.quote, get.CRB, get.extension,
## get.fama.french.data, get.filename, get.FOMC.dates,
## get.full.filename, get.fund.data, get.fund.data.index, get.G10,
## get.group, get.risky.asset.index, get.url, getQuote.google,
## getQuote.google.xml, getQuote.yahoo.info, getQuote.yahoo.today,
## getSymbol.CBOE, getSymbol.intraday.google, getSymbols.extra,
## getSymbols.fxhistoricaldata, getSymbols.intraday, getSymbols.PI,
## getSymbols.sit, getSymbols.TB, google.search, group.seasonality,
## hierarchical.risk.parity, hist.quotes.url, ia.build.hist, ifna,
## ifna.prev, ifna.prevx, ifna.prevx.rev, ifnull, iif, iline,
## index.xts, inv, inv1, inv2, inv3, inverse.variance.portfolio, join,
## last.signals, last.trades, ledoit.wolf.shrinkage, len, list2matrix,
## list2vars, lm.constraint, load.aqr.data, load.packages,
## load.VXX.CBOE, log.fn, log.fn.msg, look.at.taxes, lookup.index,
## lp.obj.portfolio, ls.f, ls.v, lst, make.data.proxy,
## make.random.string, make.stock.xts, make.xts, map.min.risk.fns,
## map.symbols, map2monthly, map2vector, mat, mat.3d, mat.slice.3d,
## mat2num, max.div.portfolio, max.geometric.return.portfolio,
## max.omega.portfolio, max.return.portfolio,
## max.sharpe.nlp.portfolio, max.sharpe.portfolio,
## max.sharpe.portfolio.axioma, max.sharpe.portfolio.helper,
## max.shrinkage, meom.strategy, merge.constraints,
## min.avgcor.portfolio, min.cdar, min.cdar.portfolio,
## min.cor.insteadof.cov.portfolio, min.corr, min.corr.excel,
## min.corr.excel.portfolio, min.corr.portfolio,
## min.corr.special.case, min.corr2, min.corr2.portfolio, min.cvar,
## min.cvar.portfolio, min.gini.portfolio, min.mad.downside,
## min.mad.downside.portfolio, min.mad.portfolio,
## min.maxloss.portfolio, min.portfolio, min.risk.downside,
## min.risk.downside.portfolio, min.risk.portfolio, min.shrinkage,
## min.te.portfolio.test, min.var.excel, min.var.excel.portfolio,
## min.var.portfolio, min.var.portfolio.gmpl, min.var2,
## min.var2.portfolio, min.var2111, mlag, mlast, momentum.averaged,
## month.year.seasonality, nasdaq.100.components, new.constraints,
## normal.transform, normalize.mkval, normalize.normal, ntop,
## ntop.helper, ntop.keep, ols, ols.summary, optimize.portfolio,
## optimize.portfolio.nlp, parse.expr, parse.number, parse.views,
## pattern.db, percent.rank, percent.rankM,
## performance.barchart.helper, plot.add.portfolios,
## plot.bt.quantiles, plot.ef, plot.factors, plot.ia, plot.omega,
## plot.patterns, plot.quantiles, plot.table, plot.transition.map,
## plot.transitopn.map, plot.txt, plot12month.rolling.spread, plota,
## plota.add.copyright, plota.colors, plota.colors.experimental,
## plota.format, plota.grid, plota.layout, plota.legend, plota.lines,
## plota.matplot, plota.recession, plota.scale.volume, plota.stacked,
## plota.test, plota.text, plota.theme, plota.theme.blue.red,
## plota.theme.gray.orange, plota.theme.green.orange, plota.volume,
## plota.x.highlight, plota.y.highlight, plota2Y, plotbt,
## plotbt.custom.report, plotbt.custom.report.part1,
## plotbt.custom.report.part2, plotbt.custom.report.part3,
## plotbt.holdings, plotbt.holdings.time, plotbt.monthly.table,
## plotbt.strategy.sidebyside, plotbt.transition.map,
## portfolio.allocation.custom.stats, portfolio.allocation.helper,
## portfolio.allocation.helper.basic,
## portfolio.allocation.helper.parallel, portfolio.avgcor,
## portfolio.avgcor.real, portfolio.cdar, portfolio.cdar.real,
## portfolio.concentration.gini.coefficient,
## portfolio.concentration.herfindahl.index, portfolio.cvar,
## portfolio.geometric.return, portfolio.gini.coefficient,
## portfolio.mad, portfolio.mad.downside, portfolio.maxloss,
## portfolio.omega, portfolio.return, portfolio.risk,
## portfolio.risk.contribution, portfolio.risk.downside,
## portfolio.turnover, portfolio.unrebalanced.return, portfolio.var,
## portopt, portopt.omega, PricingZeroCouponBond, processTBill,
## proxy.map, proxy.overlay.plot, proxy.prices, proxy.test,
## quantumonline.info, randfixedsum, random.hist, random.hist.weight,
## random.string, randsphere, read.file, read.xts,
## reconstruct.VXX.CBOE, remove.tags, rep.col, rep.row, replace.token,
## repmat, rev.map, Rglpk.create.constraints, Rglpk.read.model,
## risk.parity.portfolio, risk.parity.portfolio.basic, roofing.filter,
## roofing.stochastic.indicator, rotation.strategy, round.lot,
## round.lot.basic, round.lot.basic.base, round.to, row.name2col,
## rso.portfolio, run.count, runQuantile, sample.anchored.shrinkage,
## sample.mix.shrinkage, sample.shrinkage, scale.one, sector.mean,
## sector.spdr.components, set.risky.asset, setup.cluster,
## shrink.const.cor, shrink.diag, shrink.single.index,
## shrink.two.parameter, solve.LP.bounds, solve.QP.bounds,
## sp100.components, sp500.components, spl, static.group,
## static.weight.portfolio, strategy.load.historical.data,
## strategy.performance.snapshoot, string, string.buffer,
## string.StringBuffer, super.smoother.filter, tableColor,
## target.return.portfolio, target.return.portfolio.helper,
## target.risk.portfolio, target.risk.portfolio.helper,
## target.vol.strategy, tax.cashflows, tax.summary, test.equality,
## tic, time.seasonality, timing.strategy, tls, to.cash, to.nice,
## to.percent, toc, trim, TSI, type.constraints, ulcer.index,
## update.ia, us.ishares.components, variable.number.arguments,
## vars2list, vec, verify.control,
## visualize.system.parameter.optimization, wealthsimple.portfolio,
## write.file, write.xts, xts2ts, XTSFunctions, zacks.info
## The following objects are masked from 'package:fBasics':
##
## inv, vec
## The following object is masked from 'package:TTR':
##
## DVI
## The following object is masked from 'package:base':
##
## close
#*****************************************************************
# Create Constraints
#*****************************************************************
n <- dim(firm_data1.xts)[2]
n
## [1] 3
constraints = new.constraints(n, lb = -Inf, ub = +Inf)
# SUM x.i = 1
constraints = add.constraints(rep(1, n), 1, type = '=', constraints)
ia <- create.historical.ia(firm_data1.xts, 12)
ia
## $hist.returns
## Nordstrom Starbucks Microsoft
## 1995-03-01 -0.03615 0.00521 0.12130
## 1995-04-01 -0.05680 -0.02105 0.13923
## 1995-05-01 0.07821 0.21244 0.03529
## 1995-06-01 -0.00302 0.20360 0.06501
## 1995-07-01 -0.02757 0.04797 0.00138
## 1995-08-01 0.02768 0.06787 0.02186
## 1995-09-01 0.01205 -0.05458 -0.02186
## 1995-10-01 -0.11910 0.03565 0.09982
## 1995-11-01 0.06045 0.07365 -0.13783
## 1995-12-01 0.03135 -0.00593 0.00715
## 1996-01-01 -0.03135 -0.22612 0.05271
## 1996-02-01 0.14237 0.05092 0.06475
## 1996-03-01 0.07084 0.27967 0.04398
## 1996-04-01 0.04909 0.15147 0.09365
## 1996-05-01 0.00495 0.00000 0.04743
## 1996-06-01 -0.13634 0.04064 0.01151
## 1996-07-01 -0.06980 -0.08300 -0.01890
## 1996-08-01 -0.05887 0.23081 0.03848
## 1996-09-01 -0.02598 0.00760 0.07374
## 1996-10-01 -0.05233 -0.01527 0.03995
## 1996-11-01 0.19043 0.06334 0.13365
## 1996-12-01 -0.20499 -0.19030 0.05201
## 1997-01-01 0.04652 0.17941 0.21066
## 1997-02-01 -0.00673 -0.01842 -0.04512
## 1997-03-01 0.03015 -0.12665 -0.06147
## 1997-04-01 0.03566 0.00840 0.28153
## 1997-05-01 0.20388 0.05297 0.02037
## 1997-06-01 0.02189 0.21197 0.01897
## 1997-07-01 0.14446 0.05009 0.11216
## 1997-08-01 0.03387 0.00152 -0.06720
## 1997-09-01 0.08594 0.01962 0.00094
## 1997-10-01 -0.04000 -0.23669 -0.01763
## 1997-11-01 -0.03504 0.05526 0.08477
## 1997-12-01 0.02304 0.09564 -0.09055
## 1998-01-01 -0.17120 -0.04839 0.14346
## 1998-02-01 0.12211 0.07886 0.12765
## 1998-03-01 0.10689 0.13570 0.05453
## 1998-04-01 0.02515 0.06022 0.00696
## 1998-05-01 0.09840 -0.00260 -0.06076
## 1998-06-01 0.06951 0.10731 0.24516
## 1998-07-01 -0.21288 -0.24383 0.01432
## 1998-08-01 -0.03962 -0.28272 -0.13621
## 1998-09-01 -0.19028 0.13675 0.13735
## 1998-10-01 0.09852 0.18117 -0.03879
## 1998-11-01 0.31248 0.06147 0.14176
## 1998-12-01 -0.07127 0.19623 0.12820
## 1999-01-01 0.18232 -0.07514 0.23256
## 1999-02-01 -0.03167 0.01549 -0.15332
## 1999-03-01 0.01541 0.05965 0.17731
## 1999-04-01 -0.14983 0.27479 -0.09733
## 1999-05-01 0.01126 -0.00169 -0.00772
## 1999-06-01 -0.05799 0.01847 0.11131
## 1999-07-01 -0.06354 -0.47970 -0.04973
## 1999-08-01 -0.10217 -0.01626 0.07572
## 1999-09-01 -0.04747 0.08004 -0.02184
## 1999-10-01 -0.07946 0.09267 0.02184
## 1999-11-01 0.11217 -0.02326 -0.01651
## 1999-12-01 -0.05544 -0.09108 0.24866
## 2000-01-01 -0.17900 0.27732 -0.17634
##
## $nperiod
## [1] 59
##
## $index
## [1] 1 2 3
##
## $n
## [1] 3
##
## $symbols
## [1] "Nordstrom" "Starbucks" "Microsoft"
##
## $risk
## Nordstrom Starbucks Microsoft
## 0.3653093 0.4924912 0.3485204
##
## $correlation
## Nordstrom Starbucks Microsoft
## Nordstrom 1.0000000 0.17582856 0.17437668
## Starbucks 0.1758286 1.00000000 0.07903199
## Microsoft 0.1743767 0.07903199 1.00000000
##
## $cov
## Nordstrom Starbucks Microsoft
## Nordstrom 0.13345086 0.03163360 0.02220124
## Starbucks 0.03163360 0.24254757 0.01356531
## Microsoft 0.02220124 0.01356531 0.12146648
##
## $expected.return
## Nordstrom Starbucks Microsoft
## 0.01869939 0.40040064 0.65184802
##
## $annual.factor
## [1] 12
##
## $arithmetic.return
## Nordstrom Starbucks Microsoft
## 0.01869939 0.40040064 0.65184802
##
## $geometric.return
## Nordstrom Starbucks Microsoft
## -0.04582436 0.23057832 0.56338528
#s0 <- apply(coredata(firm_data1.xts),2,sd)
#ia$cov <- cor(coredata(firm_data1.xts), use='complete.obs',method='pearson') * (s0 %*% t(s0))
weight <- min.risk.portfolio(ia, constraints)
## Loading required package: kernlab
##
## Attaching package: 'kernlab'
## The following object is masked _by_ '.GlobalEnv':
##
## cross
## The following object is masked from 'package:SIT':
##
## cross
weight
## [1] 0.3635998 0.1936537 0.4427465
#===================================================
# Try to plot efficient frontier using SIT
# create sample historical input assumptions
ia <- create.historical.ia(firm_data1.xts, 12) # 12 is annual factor for monthly return
# create long-only, fully invested efficient frontier
# 0 <= x.i <= 1
# If short sale allowed: constraints = new.constraints(n, lb = -Inf, ub = +Inf)
constraints = new.constraints(n, lb = 0, ub = 1)
constraints = add.constraints(diag(n), type='>=', b=0, constraints)
constraints = add.constraints(diag(n), type='<=', b=1, constraints)
# SUM x.i = 1
constraints = add.constraints(rep(1, n), 1, type = '=', constraints)
# create efficient frontier
ef = portopt(ia, constraints, 50, 'Efficient Frontier')
##
## Attaching package: 'corpcor'
## The following object is masked _by_ '.GlobalEnv':
##
## cov.shrink
## The following object is masked from 'package:SIT':
##
## cov.shrink
## Warning in if (class(val) == "try-error") return(FALSE) else return(TRUE): the
## condition has length > 1 and only the first element will be used
ef
## $weight
## Nordstrom Starbucks Microsoft
## [1,] 0.363599832 0.19365370 0.4427465
## [2,] 0.354174974 0.19474884 0.4510762
## [3,] 0.344750115 0.19584397 0.4594059
## [4,] 0.335325256 0.19693910 0.4677356
## [5,] 0.325900397 0.19803423 0.4760654
## [6,] 0.316475538 0.19912936 0.4843951
## [7,] 0.307050679 0.20022449 0.4927248
## [8,] 0.297625821 0.20131963 0.5010546
## [9,] 0.288200962 0.20241476 0.5093843
## [10,] 0.278776103 0.20350989 0.5177140
## [11,] 0.269351244 0.20460502 0.5260437
## [12,] 0.259926385 0.20570015 0.5343735
## [13,] 0.250501527 0.20679529 0.5427032
## [14,] 0.241076668 0.20789042 0.5510329
## [15,] 0.231651809 0.20898555 0.5593626
## [16,] 0.222226950 0.21008068 0.5676924
## [17,] 0.212802091 0.21117581 0.5760221
## [18,] 0.203377232 0.21227094 0.5843518
## [19,] 0.193952374 0.21336608 0.5926816
## [20,] 0.184527515 0.21446121 0.6010113
## [21,] 0.175102656 0.21555634 0.6093410
## [22,] 0.165677797 0.21665147 0.6176707
## [23,] 0.156252938 0.21774660 0.6260005
## [24,] 0.146828079 0.21884173 0.6343302
## [25,] 0.137403221 0.21993687 0.6426599
## [26,] 0.127978362 0.22103200 0.6509896
## [27,] 0.118553503 0.22212713 0.6593194
## [28,] 0.109128644 0.22322226 0.6676491
## [29,] 0.099703785 0.22431739 0.6759788
## [30,] 0.090278927 0.22541252 0.6843085
## [31,] 0.080854068 0.22650766 0.6926383
## [32,] 0.071429209 0.22760279 0.7009680
## [33,] 0.062004350 0.22869792 0.7092977
## [34,] 0.052579491 0.22979305 0.7176275
## [35,] 0.043154632 0.23088818 0.7259572
## [36,] 0.033729774 0.23198331 0.7342869
## [37,] 0.024304915 0.23307845 0.7426166
## [38,] 0.014880056 0.23417358 0.7509464
## [39,] 0.005455197 0.23526871 0.7592761
## [40,] 0.000000000 0.22636817 0.7736318
## [41,] 0.000000000 0.20373135 0.7962686
## [42,] 0.000000000 0.18109453 0.8189055
## [43,] 0.000000000 0.15845772 0.8415423
## [44,] 0.000000000 0.13582090 0.8641791
## [45,] 0.000000000 0.11318408 0.8868159
## [46,] 0.000000000 0.09054727 0.9094527
## [47,] 0.000000000 0.06791045 0.9320895
## [48,] 0.000000000 0.04527363 0.9547264
## [49,] 0.000000000 0.02263682 0.9773632
## [50,] 0.000000000 0.00000000 1.0000000
##
## $return
## [,1]
## [1,] 0.3729416
## [2,] 0.3786335
## [3,] 0.3843255
## [4,] 0.3900175
## [5,] 0.3957094
## [6,] 0.4014014
## [7,] 0.4070934
## [8,] 0.4127853
## [9,] 0.4184773
## [10,] 0.4241693
## [11,] 0.4298613
## [12,] 0.4355532
## [13,] 0.4412452
## [14,] 0.4469372
## [15,] 0.4526291
## [16,] 0.4583211
## [17,] 0.4640131
## [18,] 0.4697050
## [19,] 0.4753970
## [20,] 0.4810890
## [21,] 0.4867809
## [22,] 0.4924729
## [23,] 0.4981649
## [24,] 0.5038568
## [25,] 0.5095488
## [26,] 0.5152408
## [27,] 0.5209327
## [28,] 0.5266247
## [29,] 0.5323167
## [30,] 0.5380087
## [31,] 0.5437006
## [32,] 0.5493926
## [33,] 0.5550846
## [34,] 0.5607765
## [35,] 0.5664685
## [36,] 0.5721605
## [37,] 0.5778524
## [38,] 0.5835444
## [39,] 0.5892364
## [40,] 0.5949283
## [41,] 0.6006203
## [42,] 0.6063123
## [43,] 0.6120042
## [44,] 0.6176962
## [45,] 0.6233882
## [46,] 0.6290801
## [47,] 0.6347721
## [48,] 0.6404641
## [49,] 0.6461561
## [50,] 0.6518480
##
## $risk
## [1] 0.2539256 0.2539584 0.2540569 0.2542210 0.2544506 0.2547454 0.2551053
## [8] 0.2555300 0.2560192 0.2565724 0.2571893 0.2578695 0.2586123 0.2594174
## [15] 0.2602840 0.2612117 0.2621997 0.2632473 0.2643540 0.2655188 0.2667411
## [22] 0.2680201 0.2693549 0.2707448 0.2721888 0.2736862 0.2752361 0.2768376
## [29] 0.2784897 0.2801917 0.2819425 0.2837413 0.2855873 0.2874794 0.2894167
## [36] 0.2913985 0.2934237 0.2954915 0.2976009 0.2997974 0.3024626 0.3056698
## [43] 0.3094021 0.3136409 0.3183658 0.3235556 0.3291882 0.3352415 0.3416929
## [50] 0.3485204
##
## $name
## [1] "Efficient Frontier"
plot.ef(ia, list(ef), portfolio.risk, T)
