Sector-Wise Returns, Volatility and Sharpe Ratio-DSE

Sector-Wise Returns, Volatility and Sharpe Ratio-DSE

(Based on Last 15 Days Close Price Rolling Window)

Sector Annualized Returns Information Table

SectorAnnualized ReturnsAnnualized VolatilitySharpe Ratio
Engineering1,865.710.421,555.09
Paper & Printing363.190.75274.01
Travel & Leisure37.470.3783.31
Jute27.180.3654.07
Tannery Industries16.310.5120.82
Miscellaneous6.720.3413.21
Food & Allied6.420.3711.53
Textile5.970.448.19
IT Sector5.410.498.11
Mutual Funds5.150.326.40
Ceramics Sector4.260.4110.41
Services & Real Estate3.080.317.72
Fuel & Power1.990.314.95
Pharmaceuticals & Chemicals1.810.343.86
Financial Institutions1.710.543.68
Cement0.410.291.85
Insurance-0.010.34-0.37
Bank-0.020.300.52
Telecommunication-0.120.19-1.27

Sector Annualized Volatility Information Table

SectorAnnualized ReturnsAnnualized VolatilitySharpe Ratio
Paper & Printing363.190.75274.01
Financial Institutions1.710.543.68
Tannery Industries16.310.5120.82
IT Sector5.410.498.11
Textile5.970.448.19
Engineering1,865.710.421,555.09
Ceramics Sector4.260.4110.41
Food & Allied6.420.3711.53
Travel & Leisure37.470.3783.31
Jute27.180.3654.07
Insurance-0.010.34-0.37
Miscellaneous6.720.3413.21
Pharmaceuticals & Chemicals1.810.343.86
Mutual Funds5.150.326.40
Fuel & Power1.990.314.95
Services & Real Estate3.080.317.72
Bank-0.020.300.52
Cement0.410.291.85
Telecommunication-0.120.19-1.27

Sector Sharpe Ratio Information Table

SectorAnnualized ReturnsAnnualized VolatilitySharpe Ratio
Engineering1,865.710.421,555.09
Paper & Printing363.190.75274.01
Travel & Leisure37.470.3783.31
Jute27.180.3654.07
Tannery Industries16.310.5120.82
Miscellaneous6.720.3413.21
Food & Allied6.420.3711.53
Ceramics Sector4.260.4110.41
Textile5.970.448.19
IT Sector5.410.498.11
Services & Real Estate3.080.317.72
Mutual Funds5.150.326.40
Fuel & Power1.990.314.95
Pharmaceuticals & Chemicals1.810.343.86
Financial Institutions1.710.543.68
Cement0.410.291.85
Bank-0.020.300.52
Insurance-0.010.34-0.37
Telecommunication-0.120.19-1.27