Portfolio composition for 2013-2016

MVO model

TA Model

$i$

$w_i$

${\overline{R}}_P$

${\sigma }_P$

$i$

$w_i$

${\overline{R}}_P$

${\sigma }_P$

CFC

2.072%

3.8%

1.6271%

CFC

6.9636%

3.5%

1.52%

ICDC

19.0275%

ICDC

27.1942%

JUB

26.1958%

JUB

29.9951%

KUKZ

47.7456%

KUKZ

29.9994%

UNGA

4.955%

UNGA

5.7775%