std deviation study-various funds
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1
S&P 500
normalize chart factor
MonthlyQQQ
normalize chart factor
MonthlyGLD
normalize chart factor
monthlyFPHAX (Pharma)
2
DailyWeeklyMonthly25.599225.5992DailyWeeklyMonthly10.3913894310.39138943DailyWeeklyMonthly130.2686916130.2686916DailyWeeklyMonthly
3
DateS&P500logarithmic return
zero-variability baseline
diffDateAdj Close
zero-variability price
diffDateAdj Closelogarithmic return
zero-variability price
diffQQQQQQDateQQQ
logarithmic return
zero-variability baseline
diffDateAdj Close
logarithmic return
zero-variability price
diffDateAdj Close
logarithmic return
zero-variability price
diffGLDGLDDateGLD
logarithmic return
zero-variability baseline
diffDateAdj Close
logarithmic return
zero-variability price
diffDateAdj Close
logarithmic return
zero-variability price
diffPharmaPharmaDatePharma
logarithmic return
zero-variability baseline
diffDateAdj Close
logarithmic return
zero-variability price
diffDateAdj Close
logarithmic return
zero-variability price
diff
4
12/31/20091115.11115.1012/31/200943.561115.1012/31/2009107.311115.1012/31/20098.56
5
1/4/20101132.990.0159161115.660.01553(starts below)(starts below)1131.481/4/201044.20.01458543.590162790.0140(starts below)(starts below)1140.971/4/2010109.80.022939107.31840.0231(starts below)(starts below)1132.031/4/20108.690.0150738.56640.0144(starts below)(starts below)
6
1/5/20101136.520.0031111116.220.018191131.481/5/201044.20.00000043.620346470.01331139.941/5/2010109.7-0.000911107.32680.02211122.921/5/20108.62-0.0080888.57280.0055
7
1/6/20101137.140.0005451116.780.018231124.571/6/201043.93-0.00612743.650551040.00641158.741/6/2010111.510.016365107.33530.03891126.821/6/20108.650.0034748.57930.0082
8
1/7/20101141.690.0039931117.340.021791125.341/7/201043.960.00068343.680776540.00641151.571/7/2010110.82-0.006207107.34370.03241126.821/7/20108.650.0000008.58570.0075
9
1/8/20101144.980.0028781117.900.024221134.561/8/201044.320.00815643.711022960.01391157.291/8/2010111.370.004951107.35210.03741128.131/8/20108.660.0011558.59210.0079
10
1/11/20101146.980.0017451118.470.025491129.951/11/201044.14-0.00407043.741290320.00911172.671/11/2010112.850.013202107.36050.05111137.251/11/20108.730.0080518.59860.0153
11
1/12/20101136.22-0.0094251119.030.01536J11115.871/12/201043.59-0.01253943.77157865-0.00411148.141/12/2010110.49-0.021134107.36890.02911130.731/12/20108.68-0.0057448.60500.0087
12
1/13/20101145.680.0082911119.590.023300.0083258523881.0083258521129.691/13/201044.130.01231243.801887940.00751159.061/13/2010111.540.009458107.37740.03881146.361/13/20108.80.0137308.61150.0219
13
1/14/20101148.460.0024241120.150.025271130.721/14/201044.170.00090643.832218230.00771164.151/14/2010112.030.004383107.38580.04321158.091/14/20108.890.0101758.61790.0316
14
1/15/20101136.03-0.0108821120.720.013661117.661/15/201043.66-0.01161343.86256951-0.00461151.991/15/2010110.86-0.010499107.39420.03231146.361/15/20108.8-0.0101758.62440.0204
15
1/19/20101150.230.0124221121.280.025821135.581/19/201044.360.01590643.892941820.01061158.851/19/2010111.520.005936107.40260.03831168.511/19/20108.970.0191348.63080.0393
16
1/20/20101138.04-0.0106541121.840.014441119.201/20/201043.72-0.01453243.92333515-0.00461132.041/20/2010108.94-0.023407107.41100.01421163.301/20/20108.93-0.0044698.63730.0339
17
1/21/20101116.48-0.0191271122.41-0.005281108.701/21/201043.31-0.00942243.95374953-0.01461115.721/21/2010107.37-0.014516107.4195-0.00051139.851/21/20108.75-0.0203638.64380.0123
18
1/22/20101091.76-0.0223901122.97-0.027791076.451/22/201042.05-0.02952443.98418497-0.04401113.651/22/2010107.17-0.001864107.4279-0.00241122.921/22/20108.62-0.0149698.6503-0.0035
19
1/25/20101096.780.0045881123.53-0.023811080.031/25/201042.190.00332444.01464148-0.04151116.871/25/2010107.480.002888107.43630.00041122.921/25/20108.620.0000008.6567-0.0042
20
1/26/20101092.17-0.0042121124.10-0.028401081.051/26/201042.230.00094844.04511909-0.04121117.701/26/2010107.560.000744107.44470.00111122.921/26/20108.620.0000008.6632-0.0050
21
1/27/20101097.50.0048681124.66-0.024151089.501/27/201042.560.00778444.0756178-0.03441106.991/27/2010106.53-0.009622107.4532-0.00861128.131/27/20108.660.0046308.6697-0.0011
22
1/28/20101084.53-0.0118881125.23-0.036171061.601/28/201041.47-0.02594544.10613762-0.05981106.481/28/2010106.48-0.000469107.4616-0.00911112.491/28/20108.54-0.0139548.6762-0.0157
23
1/29/20101073.87-0.0098781125.79-0.046121042.911/29/201040.74-0.01776044.13667858-0.07701101.071/29/2010105.96-0.004896107.4700-0.01411107.281/29/20108.5-0.0046958.6827-0.0210
24
2/1/20101089.190.0141651126.36-0.033001054.432/1/201041.190.01098544.16724069-0.06741125.912/1/2010108.350.022305107.47850.00811115.102/1/20108.560.0070348.6892-0.0149
25
2/2/20101103.320.0128901126.93-0.020951063.902/2/201041.560.00894344.19782396-0.05971134.012/2/2010109.130.007173107.48690.01531132.032/2/20108.690.0150738.6958-0.0007
26
2/3/20101097.28-0.0054891127.49-0.026801069.792/3/201041.790.00551944.22842841-0.05511129.542/3/2010108.7-0.003948107.49530.01121126.822/3/20108.65-0.0046148.7023-0.0060
27
2/4/20101063.11-0.0316361128.06-0.057581038.812/4/201040.58-0.02938244.25905405-0.08311084.552/4/2010104.37-0.040650107.5038-0.02921099.472/4/20108.44-0.0245778.7088-0.0309
28
2/5/20101066.190.0028931128.63-0.055321047.522/5/201040.920.00834444.28970089-0.07611087.772/5/2010104.680.002966107.5122-0.02631092.952/5/20108.39-0.0059428.7153-0.0373
29
2/8/20101056.74-0.0089031129.19-0.064161040.092/8/201040.63-0.00711244.32036896-0.08331081.122/8/2010104.04-0.006133107.5206-0.03241087.742/8/20108.35-0.0047798.7219-0.0426
30
2/9/20101070.520.0129561129.76-0.052441050.852/9/201041.050.01028444.35105826-0.07441095.362/9/2010105.410.013082107.5291-0.01971096.862/9/20108.420.0083488.7284-0.0353
31
2/10/20101068.13-0.0022351130.33-0.055031048.542/10/201040.96-0.00219544.38176881-0.07711092.342/10/2010105.12-0.002755107.5375-0.02251091.652/10/20108.38-0.0047628.7349-0.0406
32
2/11/20101078.470.0096341130.90-0.046361064.412/11/201041.580.01502344.41250063-0.06381113.232/11/2010107.130.018940107.5459-0.00391105.982/11/20108.490.0130418.7415-0.0288
33
2/12/20101075.51-0.0027481131.46-0.049451066.722/12/201041.670.00216244.44325373-0.06241112.292/12/2010107.04-0.000840107.5544-0.00481107.282/12/20108.50.0011778.7480-0.0284
34
2/16/20101094.870.0178411132.03-0.032831080.292/16/201042.20.01263944.47402812-0.05111139.102/16/2010109.620.023817107.56280.01911117.712/16/20108.580.0093688.7546-0.0199
35
2/17/20101099.510.0042291132.60-0.029221086.432/17/201042.440.00567144.50482383-0.04641135.262/17/2010109.25-0.003381107.57120.01561121.612/17/20108.610.0034908.7612-0.0173
36
2/18/20101106.750.0065631133.17-0.023321093.082/18/201042.70.00610844.53564085-0.04121142.852/18/2010109.980.006660107.57970.02231119.012/18/20108.59-0.0023268.7677-0.0203
37
2/19/20101109.170.0021841133.74-0.021671092.832/19/201042.69-0.00023444.56647922-0.04211137.552/19/2010109.47-0.004648107.58810.01751121.612/19/20108.610.0023268.7743-0.0187
38
2/22/20101108.01-0.0010461134.31-0.023191090.522/22/201042.6-0.00211044.59733894-0.04481133.392/22/2010109.07-0.003661107.59650.01371119.012/22/20108.59-0.0023268.7809-0.0217
39
2/23/20101094.6-0.0121771134.88-0.035491076.452/23/201042.05-0.01299544.62822003-0.05781121.132/23/2010107.89-0.010878107.60500.00261107.282/23/20108.5-0.0105338.7875-0.0327
40
2/24/20101105.240.0096741135.45-0.026611087.452/24/201042.480.01017444.6591225-0.04881115.622/24/2010107.36-0.004925107.6134-0.00241115.102/24/20108.560.0070348.7940-0.0266
41
2/25/20101102.94-0.0020831136.02-0.029121087.202/25/201042.47-0.00023544.69004637-0.04971125.492/25/2010108.310.008810107.62190.00641117.712/25/20108.580.0023348.8006-0.0251
42
2/26/20101104.490.0014041136.59-0.028241091.042/26/201042.620.00352644.72099165-0.04701137.132/26/2010109.430.010288107.63030.01671120.312/26/20108.60.0023288.8072-0.0235
43
3/1/20101115.710.0101071137.16-0.018861106.913/1/201043.240.01444244.75195836-0.03381137.133/1/2010109.430.000000107.63870.01661134.643/1/20108.710.0127108.8138-0.0118
44
3/2/20101118.310.0023281137.73-0.017071110.243/2/201043.370.00300244.78294651-0.03161153.653/2/2010111.020.014425107.64720.03131141.153/2/20108.760.0057248.8204-0.0069
45
3/3/20101118.790.0004291138.30-0.017141111.523/3/201043.420.00115244.81395612-0.03111159.993/3/2010111.630.005479107.65560.03691141.153/3/20108.760.0000008.8270-0.0076
46
3/4/20101122.970.0037291138.88-0.013971115.103/4/201043.560.00321944.84498721-0.02871151.683/4/2010110.83-0.007192107.66410.02941141.153/4/20108.760.0000008.8337-0.0083
47
3/5/20101138.70.0139101139.45-0.000661132.003/5/201044.220.01503844.87603978-0.01461151.473/5/2010110.81-0.000180107.67250.02911154.183/5/20108.860.0113518.84030.0022
48
3/8/20101138.5-0.0001761140.02-0.001331134.043/8/201044.30.00180844.90711385-0.01351141.813/8/2010109.88-0.008428107.68100.02041150.273/8/20108.83-0.0033928.8469-0.0019
49
3/9/20101140.450.0017111140.59-0.000131140.443/9/201044.550.00562744.93820944-0.00861140.143/9/2010109.72-0.001457107.68940.01891152.883/9/20108.850.0022628.8535-0.0004
50
3/10/20101145.610.0045141141.170.003891149.663/10/201044.910.00804844.96932656-0.00131127.153/10/2010108.47-0.011458107.69790.00721156.793/10/20108.880.0033848.86020.0022
51
3/11/20101150.240.0040331141.740.007441154.013/11/201045.080.00377845.000465230.00181128.503/11/2010108.60.001198107.70630.00831164.603/11/20108.940.0067348.86680.0083
52
3/12/20101149.99-0.0002171142.310.006721154.273/12/201045.090.00022245.031625460.00131121.753/12/2010107.95-0.006003107.71480.00221162.003/12/20108.92-0.0022408.87350.0052
53
3/15/20101150.510.0004521142.890.006671151.453/15/201044.98-0.00244345.06280727-0.00181126.013/15/2010108.360.003791107.72320.00591165.903/15/20108.950.0033588.88010.0079
54
3/16/20101159.460.0077491143.460.013991158.873/16/201045.270.00642745.094010660.00391147.213/16/2010110.40.018651107.73170.02481169.813/16/20108.980.0033468.88680.0105
55
3/17/20101166.210.0058051144.040.019381161.953/17/201045.390.00264745.125235670.00591138.793/17/2010109.59-0.007364107.74010.01721169.813/17/20108.980.0000008.89340.0097
56
3/18/20101165.83-0.0003261144.610.018541165.793/18/201045.540.00329945.15648230.00851146.593/18/2010110.340.006820107.74860.02411176.333/18/20109.030.0055528.90010.0146
57
3/19/20101159.9-0.0050991145.190.012851158.873/19/201045.27-0.00594645.187750560.00181125.183/19/2010108.28-0.018846107.75700.00491173.723/19/20109.01-0.0022178.90680.0116
58
3/22/20101165.810.0050821145.760.017501169.373/22/201045.680.00901645.219040470.01021119.673/22/2010107.75-0.004907107.7655-0.00011184.143/22/20109.090.0088408.91340.0198
59
3/23/20101174.170.0071451146.340.024281177.313/23/201045.990.00676345.250352050.01631125.603/23/2010108.320.005276107.77390.00511194.563/23/20109.170.0087628.92010.0280
60
3/24/20101167.72-0.0055081146.910.018141171.673/24/201045.77-0.00479545.281685320.01081104.603/24/2010106.3-0.018825107.7824-0.01381185.453/24/20109.1-0.0076638.92680.0194
61
3/25/20101165.73-0.0017061147.490.015901169.883/25/201045.7-0.00153145.313040270.00851109.593/25/2010106.780.004505107.7908-0.00941181.543/25/20109.07-0.0033028.93350.0153
62
3/26/20101166.590.0007371148.070.016131171.163/26/201045.750.00109345.344416940.00891128.403/26/2010108.590.016809107.79930.00731175.023/26/20109.02-0.0055288.94020.0089
63
3/29/20101173.220.0056671148.640.021401176.793/29/201045.970.00479745.375815340.01311130.063/29/2010108.750.001472107.80770.00871184.143/29/20109.090.0077318.94690.0160
64
3/30/20101173.270.0000431149.220.020931180.633/30/201046.120.00325845.407235480.01571121.963/30/2010107.97-0.007198107.81620.00141184.143/30/20109.090.0000008.95360.0152
65
3/31/20101169.43-0.0032781149.800.017071175.003/31/201045.9-0.00478245.438677370.01021132.143/31/2010108.950.009036107.82460.01041181.543/31/20109.07-0.0022038.96030.0122
66
4/1/20101178.10.0073871150.380.024101175.004/1/201045.90.00000045.470141040.00951145.754/1/2010110.260.011952107.83310.02251189.354/1/20109.130.0065938.96700.0182
67
4/5/20101187.440.0078971150.950.031701186.014/5/201046.330.00932545.501626490.01821152.304/5/2010110.890.005698107.84160.02831193.264/5/20109.160.0032808.97380.0208
68
4/6/20101189.440.0016831151.530.032921189.594/6/201046.470.00301745.533133750.02061153.764/6/2010111.030.001262107.85000.02951189.354/6/20109.13-0.0032808.98050.0166
69
4/7/20101182.45-0.0058941152.110.026331186.524/7/201046.35-0.00258645.564662820.01721168.934/7/2010112.490.013064107.85850.04291182.844/7/20109.08-0.0054928.98720.0103
70
4/8/20101186.440.0033691152.690.029281189.344/8/201046.460.00237045.596213730.01891170.594/8/2010112.650.001421107.86690.04431177.634/8/20109.04-0.0044158.99400.0051
71
4/9/20101194.370.0066621153.270.035641196.254/9/201046.730.00579545.627786480.02421180.884/9/2010113.640.008750107.87540.05341175.024/9/20109.02-0.0022159.00070.0021
72
4/12/20101196.480.0017651153.850.036951197.274/12/201046.770.00085645.659381090.02431174.334/12/2010113.01-0.005559107.88390.04751177.634/12/20109.040.0022159.00740.0036
73
4/13/20101197.30.0006851154.430.037141203.424/13/201047.010.00511845.690997580.02891171.014/13/2010112.69-0.002836107.89230.04451177.634/13/20109.040.0000009.01420.0029
74
4/14/20101210.650.0110881155.010.048171217.754/14/201047.570.01184245.722635970.04041174.544/14/2010113.030.003013107.90080.04751180.234/14/20109.060.0022109.02090.0043
75
4/15/20101211.670.0008421155.590.048531223.134/15/201047.780.00440545.754296260.04431180.984/15/2010113.650.005470107.90920.05321180.234/15/20109.060.0000009.02770.0036
76
4/16/20101192.13-0.0162581156.170.031101208.544/16/201047.21-0.01200145.785978470.03111155.944/16/2010111.24-0.021434107.91770.03081169.814/16/20108.98-0.0088699.0345-0.0060
77
4/19/20101197.520.0045111156.750.035241207.774/19/201047.18-0.00063645.817682630.02971155.004/19/2010111.15-0.000809107.92620.02991171.124/19/20108.990.0011139.0412-0.0057
78
4/20/20101207.170.0080261157.330.043061213.914/20/201047.420.00507445.849408730.03431158.224/20/2010111.460.002785107.93460.03271178.934/20/20109.050.0066529.04800.0002
79
4/21/20101205.94-0.0010191157.910.041481220.824/21/201047.690.00567845.881156810.03941167.064/21/2010112.310.007597107.94310.04051165.904/21/20108.95-0.0111119.0548-0.0116
80
4/22/20101208.670.0022611158.500.043311227.484/22/201047.950.00543745.912926860.04441162.174/22/2010111.84-0.004194107.95160.03601154.184/22/20108.86-0.0101079.0616-0.0222
81
4/23/20101217.280.0070981159.080.050211232.604/23/201048.150.00416245.944718920.04801176.204/23/2010113.190.011999107.96000.04841165.904/23/20108.950.0101079.0684-0.0131
82
4/26/20101212.05-0.0043061159.660.045181230.044/26/201048.05-0.00207945.976532990.04511171.634/26/2010112.75-0.003895107.96850.04431158.094/26/20108.89-0.0067269.0752-0.0204
83
4/27/20101183.71-0.0236601160.240.020231203.934/27/201047.03-0.02145646.008369090.02221191.164/27/2010114.630.016537107.97700.06161137.254/27/20108.73-0.0181629.0820-0.0388
84
4/28/20101191.360.0064421160.830.026301204.704/28/201047.060.00063846.040227240.02211187.844/28/2010114.31-0.002795107.98540.05861141.154/28/20108.760.0034319.0888-0.0362
85
4/29/20101206.780.0128601161.410.039071225.694/29/201047.880.01727446.072107440.03921187.534/29/2010114.28-0.000262107.99390.05821160.694/29/20108.910.0169789.0956-0.0204
86
4/30/20101186.69-0.0167881161.990.021251201.374/30/201046.93-0.02004146.104009720.01791198.754/30/2010115.360.009406108.00240.06811151.584/30/20108.84-0.0078879.1024-0.0288
87
5/3/20101202.260.0130351162.580.034131218.265/3/201047.590.01396646.135934090.03151202.605/3/2010115.730.003202108.01080.07151163.305/3/20108.930.0101309.1092-0.0197
88
5/4/20101173.6-0.0241271163.160.008981181.665/4/201046.16-0.03050946.16788057-0.00021193.665/4/2010114.87-0.007459108.01930.06341154.185/4/20108.86-0.0078709.1161-0.0281
89
5/5/20101165.87-0.0066081163.740.001831175.515/5/201045.92-0.00521346.19984917-0.00611195.955/5/2010115.090.001913108.02780.06541146.365/5/20108.8-0.0067959.1229-0.0354
90
5/6/20101128.15-0.0328881164.33-0.031071136.355/6/201044.39-0.03388746.2318399-0.03981231.285/6/2010118.490.029114108.03630.09681109.895/6/20108.52-0.0323359.1297-0.0668
91
5/7/20101110.88-0.0154271164.91-0.046381107.935/7/201043.28-0.02532446.26385279-0.06451228.995/7/2010118.27-0.001858108.04470.09461085.145/7/20108.33-0.0225539.1366-0.0883
92
5/10/20101159.730.0430351165.50-0.004951165.535/10/201045.530.05068146.29588784-0.01651221.725/10/2010117.57-0.005936108.05320.08811122.925/10/20108.620.0342229.1434-0.0572
93
5/11/20101155.79-0.0034031166.09-0.008831164.515/11/201045.49-0.00087946.32794508-0.01811253.835/11/2010120.660.025943108.06170.11661125.525/11/20108.640.0023179.1503-0.0558
94
5/12/20101171.670.0136461166.670.004281186.275/12/201046.340.01851346.36002451-0.00041261.515/12/2010121.40.006114108.07020.12331137.255/12/20108.730.0103639.1572-0.0466
95
5/13/20101157.44-0.0122191167.26-0.008411167.585/13/201045.61-0.01587946.39212616-0.01691252.795/13/2010120.56-0.006943108.07860.11551122.925/13/20108.62-0.0126809.1640-0.0594
96
5/14/20101135.68-0.0189791167.84-0.027541145.055/14/201044.73-0.01948346.42425003-0.03651250.815/14/2010120.37-0.001577108.08710.11361103.385/14/20108.47-0.0175559.1709-0.0764
97
5/17/20101136.940.0011091168.43-0.026951148.895/17/201044.880.00334846.45639615-0.03391240.325/17/2010119.36-0.008426108.09560.10421103.385/17/20108.470.0000009.1778-0.0771
98
5/18/20101120.8-0.0142981169.02-0.041251133.025/18/201044.26-0.01391146.48856453-0.04791241.675/18/2010119.490.001089108.10410.10531089.055/18/20108.36-0.0130729.1846-0.0898
99
5/19/20101115.05-0.0051431169.61-0.046641123.805/19/201043.9-0.00816746.52075518-0.05631211.955/19/2010116.63-0.024226108.11260.07881087.745/19/20108.35-0.0011979.1915-0.0916
100
5/20/20101071.59-0.0397561170.19-0.084261082.085/20/201042.27-0.03783746.55296813-0.09201203.745/20/2010115.84-0.006797108.12100.07141051.275/20/20108.07-0.0341089.1984-0.1227
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