ABCDEFGHIJKLMNOPQRSTUVWXYZ
1
This spreadsheet forms part of additional material for the following book:
2
Smart Portfolios: A practical guide to building and maintaining intelligent investment portfolios
3
Written by Robert Carver (2017): www.systematicmoney.org/smart Published by Harriman House.
4
This spreadsheet is copyrighted, Robert Carver, 2015; under the GNU General public license (http://www.gnu.org/licenses/gpl.html). You may copy the sheet; and modify it providing you follow the guidelines in the license. In particular this front cover sheet must remain intact and unchanged. It is provided for personal educational purposes only. No warranty is included or implied. Nothing in this spreadsheet constitutes investment advice.
5
Sheet name: Effect of changing portfolio weights on mean, volatility and Sharpe Ratio of a simple two asset portfolio (chapter 3, figures 7,8 and 9)
6
7
This sheet is linked as shareable, read only, on google docs. DO NOT ASK FOR WRITE ACCESS! Instead make your own copy to edit.
8
9
Instructions: This sheet shows the effect of changing portfolio weights in a simple two asset portfolio, both with the original data (table 5) and the revised data (table 9)
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100