CapitalInsightBD - Sector-Wise Returns, Volatility and Sharpe Ratio-DSE

Sector Annualized Returns Information Table

Sector	Annualized Returns	Annualized Volatility	Sharpe Ratio
Tannery	13.05	0.32	17.16
Textile	9.61	0.37	17.45
FoodAllied	8.90	0.32	7.43
Jute	7.02	0.33	15.70
Engineering	1.90	0.30	1.44
FuelPower	1.89	0.23	4.17
Insurance	0.95	0.29	0.16
Telecom	0.20	0.14	-0.77
Misc	0.11	0.30	-0.92
Bank	0.08	0.16	-0.75
MutFund	-0.09	0.39	-1.36
Ceramic	-0.30	0.30	-1.85
PaperPrint	-0.44	0.29	-1.83
Financial In	-0.53	0.31	-2.76
PharmaChem	-0.53	0.23	-2.94
Cement	-0.56	0.26	-2.62
TravelLeisur	-0.60	0.23	-2.89
IT	-0.71	0.29	-3.01
ServRealEst	-0.81	0.36	-3.03

Sector	Annualized Returns	Annualized Volatility	Sharpe Ratio
MutFund	-0.09	0.39	-1.36
Textile	9.61	0.37	17.45
ServRealEst	-0.81	0.36	-3.03
Jute	7.02	0.33	15.70
FoodAllied	8.90	0.32	7.43
Tannery	13.05	0.32	17.16
Financial In	-0.53	0.31	-2.76
Ceramic	-0.30	0.30	-1.85
Misc	0.11	0.30	-0.92
Engineering	1.90	0.30	1.44
PaperPrint	-0.44	0.29	-1.83
Insurance	0.95	0.29	0.16
IT	-0.71	0.29	-3.01
Cement	-0.56	0.26	-2.62
PharmaChem	-0.53	0.23	-2.94
TravelLeisur	-0.60	0.23	-2.89
FuelPower	1.89	0.23	4.17
Bank	0.08	0.16	-0.75
Telecom	0.20	0.14	-0.77

Sector	Annualized Returns	Annualized Volatility	Sharpe Ratio
Textile	9.61	0.37	17.45
Tannery	13.05	0.32	17.16
Jute	7.02	0.33	15.70
FoodAllied	8.90	0.32	7.43
FuelPower	1.89	0.23	4.17
Engineering	1.90	0.30	1.44
Insurance	0.95	0.29	0.16
Bank	0.08	0.16	-0.75
Telecom	0.20	0.14	-0.77
Misc	0.11	0.30	-0.92
MutFund	-0.09	0.39	-1.36
PaperPrint	-0.44	0.29	-1.83
Ceramic	-0.30	0.30	-1.85
Cement	-0.56	0.26	-2.62
Financial In	-0.53	0.31	-2.76
TravelLeisur	-0.60	0.23	-2.89
PharmaChem	-0.53	0.23	-2.94
IT	-0.71	0.29	-3.01
ServRealEst	-0.81	0.36	-3.03