pyFolio

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** returns should be higher/lower since some days are missing from the data

DATE	MSCI World	Port_01	Port_02
TOTAL RETURN	3.16%	6.60%	5.75%
EXCESS RETURN	n/a	3.44%	2.59%
# OF HOLDINGS	1,632	<100	<100
20190320	0%	1.29%	1.29%
20190321	0.75%	0.90%	0.90%
20190325	-1.56%	-1.98%	-1.05%
20190326	-0.37%	-0.07%	0.10%
20190327	0.75%	0.09%	0.53%
20190329	0.06%	0.02%	0.06%
20190401	0.60%	0.62%	0.76%
20190409	1.14%	1.38%	0.63%
20190415	0.55%	0.57%	0.43%
20190416	0.08%	0.22%	0.32%
20190417	0.09%	0.03%	-0.35%
20190423	0.06%	0.75%	0.23%
20190429	0.39%	1.05%	0.58%
20190503	-0.41%	-0.41%	-0.27%
20190513	0.33%	0.11%	0.61%
20190516	0.55%	2.03%	1.01%

B41211 B4129 B41225 B41221 B41222 B41216 B4123

A455 D2111 4 A11612 A319620 B2 B1 B11416 A31313 A132614 H4 A334 A01410 A665 B1148 A67 A115 A6516 F2 G15157 G1515712

YEAR	TOP TEN	TOPIX	ALPHA	WINNER
2009-2010	n/a	n/a	n/a	n/a
2010-2011	-6.17%	-9.83%	3.66%	Top Ten
2011-2012	15.03%	1.37%	13.66%	Top Ten
2012-2013	17.46%	23.66%	-6.20%	TOPIX
2013-2014	15.67%	2.58%	-6.91%	TOPIX
2014-2015	37.19%	30.54%	6.65%	Top Ten
2015-2016	-3.68%	-10.07%	6.39%	Top Ten
2016-2017	33.39%	18.80%	14.59%	Top Ten
2017-2018	34.93%	15.33%	19.60%	Top Ten

2010-2015	86.71%	74.09%	12.62%	Top Ten
2011-2016	91.88%	73.38%	18.50%	Top Ten
2012-2017	117.73%	95.86%	21.87%	Top Ten

2009-2017	212.92%	103.61%	109.31%	Top Ten

Conducted fundamental investment analysis of the Japanese and South Korean markets and the utilities and renewable energy sectors. Conducted bottom-up research and successfully uncovered an undervalued utilities stock, suggesting an overweight to the benchmark. The electricity stock rebounded by over 391% in 2 months (initiated on Jan 16, 2019). Keywords: chapter 11, chapter 7, list of fires history.
Presented Japanese economic and market views to external and internal clients and made profitable buy and sell calls for the Nikkei 225 in 2018 and 2019. Gave a 'Sell' rating before a market correction (-21%) in Oct. 2018 and met the target price within 1% in 2019.
Derived comprehensive analysis of selected stocks from emerging markets. Raised the target price from THB59.7 to THB76 (52 Week High THB77.8).
Covered the utilities sector and initiated a target price of USD140 with a 'Buy' investment rating, outperforming the low-volatility benchmark by over 3%.
Generated thematic strategy research on equity investment, attribution analysis, and backtesting.
Reviewed investment returns, risks, activities, and other investment-related issues in a timely and comprehensive manner.
Created a portfolio attribution analysis module using Python and automated abnormal stock volatility calculations using VBA.