PCA Factors

	A	B	C	D	E
1	Date	PCA Factor 1	PCA Factor 2	PCA Factor 3	Risk Free Rate
2	196201	-4.14	1.61	11.36	0.24
3	196202	6.01	-3	-1.08	0.2
4	196203	-3.32	3.68	0.29	0.2
5	196204	-34.38	2.92	0.18	0.22
6	196205	-49.08	-0.19	3.21	0.24
7	196206	-38.28	6.69	5.38	0.2
8	196207	30.74	3.09	-2.17	0.27
9	196208	14.72	3.64	-2.24	0.23
10	196209	-32.67	-0.9	-0.25	0.21
11	196210	-14.56	-10.63	-1.5	0.26
12	196211	66.23	-6.56	0.98	0.2
13	196212	-6.39	-5.83	-3.86	0.23
14	196301	37.47	0.66	7.34	0.25
15	196302	-9.15	-1.49	5.32	0.23
16	196303	9.13	-6.62	-1.1	0.23
17	196304	18.48	-7.26	-1.35	0.25
18	196305	14.24	-2.82	5.17	0.24
19	196306	-6.77	3.6	0.18	0.23
20	196307	-5.59	2.39	-0.45	0.27
21	196308	22.82	-8.41	-2.21	0.25
22	196309	-10.24	0.82	2.3	0.27
23	196310	7.31	-2.57	-0.38	0.29
24	196311	-7.21	-4.71	1.9	0.27
25	196312	1.83	-7.9	-1.8	0.29
26	196401	10.01	-2.42	4.79	0.3
27	196402	12.26	-4.55	3.45	0.26
28	196403	13.25	-5.98	4.43	0.31
29	196404	-4.46	-1.18	0.01	0.29
30	196405	5.96	-5.85	0.78	0.26
31	196406	6.19	-2.65	0.39	0.3
32	196407	10.71	-1.61	1.73	0.3
33	196408	-6	0.35	0.59	0.28
34	196409	16.32	-3.76	1.56	0.28
35	196410	7.26	-2.23	2.32	0.29
36	196411	-2.44	3.14	-2.06	0.29
37	196412	-4.87	1	-4.09	0.31
38	196501	27.76	0.33	2.73	0.28
39	196502	11.54	0.24	2.32	0.3
40	196503	1.25	2.74	4.46	0.36
41	196504	16.97	-3.03	3.51	0.31
42	196505	-5.88	1.75	-2.08	0.31
43	196506	-42.19	0.12	-3.8	0.35
44	196507	14.23	-3.95	3.06	0.31
45	196508	20.66	-0.1	-0.74	0.33
46	196509	16.08	-1.32	-0.24	0.31
47	196510	24.2	-0.36	5.11	0.31
48	196511	15.15	3.57	6.47	0.35
49	196512	15.95	1.5	5.73	0.33
50	196601	21.45	1.65	9.99	0.38
51	196602	9.86	7.82	6.09	0.35
52	196603	-11.63	6.97	-1.05	0.38
53	196604	19.8	3.58	3.84	0.34
54	196605	-44.66	0.01	-8.16	0.41
55	196606	-1.12	0.47	2.15	0.38
56	196607	-9.08	0.35	0.48	0.35
57	196608	-48.71	1.3	-0.55	0.41
58	196609	-8.54	-0.88	-0.75	0.4
59	196610	-0.26	-19.32	-4.1	0.45
60	196611	16.49	9.37	-4.93	0.4
61	196612	7.77	2.89	-1.57	0.4
62	196701	70.52	4.81	11.86	0.43
63	196702	10	8.13	2.6	0.36
64	196703	26.08	-1.37	1.34	0.39
65	196704	18.26	0.77	-2.73	0.32
66	196705	-9.48	5.66	4.2	0.33
67	196706	32.18	9.02	8.47	0.27
68	196707	34.62	-2	8.07	0.32
69	196708	-1.02	-2.08	4.47	0.31
70	196709	21.95	8.49	1.82	0.32
71	196710	-15.9	8.77	0.34	0.39
72	196711	0.67	1.86	-3.47	0.36
73	196712	32.24	6.73	6.67	0.33
74	196801	-5.15	4.06	15.44	0.4
75	196802	-27.24	-4.38	-1.03	0.39
76	196803	-3.57	0.17	-2.25	0.38
77	196804	64.24	5.84	4.28	0.43
78	196805	31.94	10.38	7.75	0.45
79	196806	2.28	-4.25	0.38	0.43
80	196807	-16.03	-5.7	7.06	0.48
81	196808	13.72	1.18	4.98	0.42
82	196809	28.32	-1.22	1.57	0.43
83	196810	2.96	-5.11	2.38	0.44
84	196811	33.88	-2.66	-0.14	0.42
85	196812	-9.52	9.32	5.54	0.43
86	196901	-6.98	-2.84	2.17	0.53
87	196902	-40.18	-2.16	-1.04	0.46
88	196903	11.27	-1.03	-0.68	0.46
89	196904	3.89	-0.92	-1.97	0.53
90	196905	-1.88	-0.15	0.67	0.48
91	196906	-51.7	-0.57	-5.93	0.51
92	196907	-44.28	-1.05	-0.91	0.53
93	196908	23.03	0.25	-8.15	0.5
94	196909	-13.25	4.5	-4.29	0.62
95	196910	35.67	5.08	-1.52	0.6
96	196911	-26.8	0.61	-4.46	0.52
97	196912	-25.63	-1.99	-9.44	0.64
98	197001	-30.33	8.67	12.12	0.6
99	197002	21.25	-11.61	1.3	0.62
100	197003	-9.15	-9.84	4.36	0.57