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

Sector Annualized Returns Information Table

Sector	Annualized Returns	Annualized Volatility	Sharpe Ratio
Engineering	13.68	0.39	21.33
FoodAllied	5.39	0.35	4.03
Textile	2.55	0.42	3.86
Jute	2.35	0.33	3.80
Bank	0.79	0.19	0.64
PaperPrint	0.64	0.28	0.61
FuelPower	0.19	0.29	-0.06
Insurance	0.18	0.37	-0.56
Telecom	-0.04	0.14	-4.80
Misc	-0.11	0.33	-1.16
Cement	-0.23	0.22	-1.48
PharmaChem	-0.37	0.27	-1.99
Financial In	-0.39	0.37	-1.83
MutFund	-0.44	0.50	-1.36
Tannery	-0.48	0.28	-1.47
TravelLeisur	-0.53	0.27	-2.23
Ceramic	-0.55	0.36	-2.26
IT	-0.65	0.37	-2.01
ServRealEst	-0.78	0.38	-2.45

Sector	Annualized Returns	Annualized Volatility	Sharpe Ratio
MutFund	-0.44	0.50	-1.36
Textile	2.55	0.42	3.86
Engineering	13.68	0.39	21.33
ServRealEst	-0.78	0.38	-2.45
Financial In	-0.39	0.37	-1.83
IT	-0.65	0.37	-2.01
Insurance	0.18	0.37	-0.56
Ceramic	-0.55	0.36	-2.26
FoodAllied	5.39	0.35	4.03
Misc	-0.11	0.33	-1.16
Jute	2.35	0.33	3.80
FuelPower	0.19	0.29	-0.06
PaperPrint	0.64	0.28	0.61
Tannery	-0.48	0.28	-1.47
TravelLeisur	-0.53	0.27	-2.23
PharmaChem	-0.37	0.27	-1.99
Cement	-0.23	0.22	-1.48
Bank	0.79	0.19	0.64
Telecom	-0.04	0.14	-4.80

Sector	Annualized Returns	Annualized Volatility	Sharpe Ratio
Engineering	13.68	0.39	21.33
FoodAllied	5.39	0.35	4.03
Textile	2.55	0.42	3.86
Jute	2.35	0.33	3.80
Bank	0.79	0.19	0.64
PaperPrint	0.64	0.28	0.61
FuelPower	0.19	0.29	-0.06
Insurance	0.18	0.37	-0.56
Misc	-0.11	0.33	-1.16
MutFund	-0.44	0.50	-1.36
Tannery	-0.48	0.28	-1.47
Cement	-0.23	0.22	-1.48
Financial In	-0.39	0.37	-1.83
PharmaChem	-0.37	0.27	-1.99
IT	-0.65	0.37	-2.01
TravelLeisur	-0.53	0.27	-2.23
Ceramic	-0.55	0.36	-2.26
ServRealEst	-0.78	0.38	-2.45
Telecom	-0.04	0.14	-4.80