Investment strategies

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By quantity

Portfolio	ENI	FCA	UCG
PTFA	30	100	400
PTFB	100	250	200
PTFC	300	200	40

By value

	ENI	FCA	UCG	Value
PTFA	451.31	862.91	5480.32	6794.54
PTFB	1504.38	2157.27	2740.16	6401.82
PTFC	4513.15	1725.82	548.03	6787.00

Composition

	ENI	FCA	UCG
PTFA	6.64	12.70	80.66
PTFB	23.50	33.70	42.80
PTFC	66.50	25.43	8.07

Yields

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Prices:

plot(compareptf,col=1:ncol(compareptf),plot.type='single',xlab='',ylab='',las=1,lwd=2)
grid(NA,NULL)
legend('topleft',legend=colnames(compareptf),col=1:ncol(compareptf),lty=1,lwd=2,bg='white')

Returns

plot(returns(compareptf),col=1:ncol(compareptf),plot.type='single',xlab='',ylab='',las=1,lwd=2)
grid(NA,NULL)
legend('topleft',legend=colnames(compareptf),col=1:ncol(compareptf),lty=1,lwd=2,bg='white')

Performances

##       PTFA                 PTFB                 PTFC           
##  Min.   :-0.0606476   Min.   :-0.0729155   Min.   :-5.305e-02  
##  1st Qu.:-0.0112539   1st Qu.:-0.0083504   1st Qu.:-7.832e-03  
##  Median :-0.0001263   Median :-0.0002382   Median : 8.458e-04  
##  Mean   : 0.0013461   Mean   : 0.0009092   Mean   :-6.894e-05  
##  3rd Qu.: 0.0130991   3rd Qu.: 0.0097409   3rd Qu.: 6.163e-03  
##  Max.   : 0.1064748   Max.   : 0.0721205   Max.   : 3.890e-02

Financial Report

Reaction 2017 Participants

04-09-2017