├── README.md ├── data ├── ff_ind_12.csv ├── ff_ind_17.csv └── rd_depreciation.csv └── output ├── Readme.txt ├── int_factors.RData ├── int_factors.csv ├── int_xsec.RData └── int_xsec.csv /README.md: -------------------------------------------------------------------------------- 1 | # Intangible Value 2 | 3 | Access to data for intangible capital value factor in [**Intangible Value**](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3720983) by Andrea L. Eisfeldt, Edward T. Kim, and Dimitris Papanikolaou. 4 | 5 | -------------------------------------------------------------------------------- /data/ff_ind_12.csv: -------------------------------------------------------------------------------- 1 | ind12,ind12_l,ind12_h 2 | 1,100,999 3 | 1,2000,2399 4 | 1,2700,2749 5 | 1,2770,2799 6 | 1,3100,3199 7 | 1,3940,3989 8 | 2,2500,2519 9 | 2,2590,2599 10 | 2,3630,3659 11 | 2,3710,3711 12 | 2,3714,3714 13 | 2,3716,3716 14 | 2,3750,3751 15 | 2,3792,3792 16 | 2,3900,3939 17 | 2,3990,3999 18 | 3,2520,2589 19 | 3,2600,2699 20 | 3,2750,2769 21 | 3,3000,3099 22 | 3,3200,3569 23 | 3,3580,3629 24 | 3,3700,3709 25 | 3,3712,3713 26 | 3,3715,3715 27 | 3,3717,3749 28 | 3,3752,3791 29 | 3,3793,3799 30 | 3,3830,3839 31 | 3,3860,3899 32 | 4,1200,1399 33 | 4,2900,2999 34 | 5,2800,2829 35 | 5,2840,2899 36 | 6,3570,3579 37 | 6,3660,3692 38 | 6,3694,3699 39 | 6,3810,3829 40 | 6,7370,7379 41 | 7,4800,4899 42 | 8,4900,4949 43 | 9,5000,5999 44 | 9,7200,7299 45 | 9,7600,7699 46 | 10,2830,2839 47 | 10,3693,3693 48 | 10,3840,3859 49 | 10,8000,8099 50 | 11,6000,6999 51 | -------------------------------------------------------------------------------- /data/ff_ind_17.csv: -------------------------------------------------------------------------------- 1 | ind17,ind17_l,ind17_h 2 | 1,100,199 3 | 1,200,299 4 | 1,700,799 5 | 1,900,999 6 | 1,2000,2009 7 | 1,2010,2019 8 | 1,2020,2029 9 | 1,2030,2039 10 | 1,2040,2046 11 | 1,2047,2047 12 | 1,2048,2048 13 | 1,2050,2059 14 | 1,2060,2063 15 | 1,2064,2068 16 | 1,2070,2079 17 | 1,2080,2080 18 | 1,2082,2082 19 | 1,2083,2083 20 | 1,2084,2084 21 | 1,2085,2085 22 | 1,2086,2086 23 | 1,2087,2087 24 | 1,2090,2092 25 | 1,2095,2095 26 | 1,2096,2096 27 | 1,2097,2097 28 | 1,2098,2099 29 | 1,5140,5149 30 | 1,5150,5159 31 | 1,5180,5182 32 | 1,5191,5191 33 | 2,1000,1009 34 | 2,1010,1019 35 | 2,1020,1029 36 | 2,1030,1039 37 | 2,1040,1049 38 | 2,1060,1069 39 | 2,1080,1089 40 | 2,1090,1099 41 | 2,1200,1299 42 | 2,1400,1499 43 | 2,5050,5052 44 | 3,1300,1300 45 | 3,1310,1319 46 | 3,1320,1329 47 | 3,1380,1380 48 | 3,1381,1381 49 | 3,1382,1382 50 | 3,1389,1389 51 | 3,2900,2912 52 | 3,5170,5172 53 | 4,2200,2269 54 | 4,2270,2279 55 | 4,2280,2284 56 | 4,2290,2295 57 | 4,2296,2296 58 | 4,2297,2297 59 | 4,2298,2298 60 | 4,2299,2299 61 | 4,2300,2390 62 | 4,2391,2392 63 | 4,2393,2395 64 | 4,2396,2396 65 | 4,2397,2399 66 | 4,3020,3021 67 | 4,3100,3111 68 | 4,3130,3131 69 | 4,3140,3149 70 | 4,3150,3151 71 | 4,3963,3965 72 | 4,5130,5139 73 | 5,2510,2519 74 | 5,2590,2599 75 | 5,3060,3069 76 | 5,3070,3079 77 | 5,3080,3089 78 | 5,3090,3099 79 | 5,3630,3639 80 | 5,3650,3651 81 | 5,3652,3652 82 | 5,3860,3861 83 | 5,3870,3873 84 | 5,3910,3911 85 | 5,3914,3914 86 | 5,3915,3915 87 | 5,3930,3931 88 | 5,3940,3949 89 | 5,3960,3962 90 | 5,5020,5023 91 | 5,5064,5064 92 | 5,5094,5094 93 | 5,5099,5099 94 | 6,2800,2809 95 | 6,2810,2819 96 | 6,2820,2829 97 | 6,2860,2869 98 | 6,2870,2879 99 | 6,2890,2899 100 | 6,5160,5169 101 | 7,2100,2199 102 | 7,2830,2830 103 | 7,2831,2831 104 | 7,2833,2833 105 | 7,2834,2834 106 | 7,2840,2843 107 | 7,2844,2844 108 | 7,5120,5122 109 | 7,5194,5194 110 | 8,800,899 111 | 8,1500,1511 112 | 8,1520,1529 113 | 8,1530,1539 114 | 8,1540,1549 115 | 8,1600,1699 116 | 8,1700,1799 117 | 8,2400,2439 118 | 8,2440,2449 119 | 8,2450,2459 120 | 8,2490,2499 121 | 8,2850,2859 122 | 8,2950,2952 123 | 8,3200,3200 124 | 8,3210,3211 125 | 8,3240,3241 126 | 8,3250,3259 127 | 8,3261,3261 128 | 8,3264,3264 129 | 8,3270,3275 130 | 8,3280,3281 131 | 8,3290,3293 132 | 8,3420,3429 133 | 8,3430,3433 134 | 8,3440,3441 135 | 8,3442,3442 136 | 8,3446,3446 137 | 8,3448,3448 138 | 8,3449,3449 139 | 8,3450,3451 140 | 8,3452,3452 141 | 8,5030,5039 142 | 8,5070,5078 143 | 8,5198,5198 144 | 8,5210,5211 145 | 8,5230,5231 146 | 8,5250,5251 147 | 9,3300,3300 148 | 9,3310,3317 149 | 9,3320,3325 150 | 9,3330,3339 151 | 9,3340,3341 152 | 9,3350,3357 153 | 9,3360,3369 154 | 9,3390,3399 155 | 10,3410,3412 156 | 10,3443,3443 157 | 10,3444,3444 158 | 10,3460,3469 159 | 10,3470,3479 160 | 10,3480,3489 161 | 10,3490,3499 162 | 11,3510,3519 163 | 11,3520,3529 164 | 11,3530,3530 165 | 11,3531,3531 166 | 11,3532,3532 167 | 11,3533,3533 168 | 11,3534,3534 169 | 11,3535,3535 170 | 11,3536,3536 171 | 11,3540,3549 172 | 11,3550,3559 173 | 11,3560,3569 174 | 11,3570,3579 175 | 11,3580,3580 176 | 11,3581,3581 177 | 11,3582,3582 178 | 11,3585,3585 179 | 11,3586,3586 180 | 11,3589,3589 181 | 11,3590,3599 182 | 11,3600,3600 183 | 11,3610,3613 184 | 11,3620,3621 185 | 11,3622,3622 186 | 11,3623,3629 187 | 11,3670,3679 188 | 11,3680,3680 189 | 11,3681,3681 190 | 11,3682,3682 191 | 11,3683,3683 192 | 11,3684,3684 193 | 11,3685,3685 194 | 11,3686,3686 195 | 11,3687,3687 196 | 11,3688,3688 197 | 11,3689,3689 198 | 11,3690,3690 199 | 11,3691,3692 200 | 11,3693,3693 201 | 11,3694,3694 202 | 11,3695,3695 203 | 11,3699,3699 204 | 11,3810,3810 205 | 11,3811,3811 206 | 11,3812,3812 207 | 11,3820,3820 208 | 11,3821,3821 209 | 11,3822,3822 210 | 11,3823,3823 211 | 11,3824,3824 212 | 11,3825,3825 213 | 11,3826,3826 214 | 11,3827,3827 215 | 11,3829,3829 216 | 11,3830,3839 217 | 11,3950,3955 218 | 11,5060,5060 219 | 11,5063,5063 220 | 11,5065,5065 221 | 11,5080,5080 222 | 11,5081,5081 223 | 12,3710,3710 224 | 12,3711,3711 225 | 12,3714,3714 226 | 12,3716,3716 227 | 12,3750,3751 228 | 12,3792,3792 229 | 12,5010,5015 230 | 12,5510,5521 231 | 12,5530,5531 232 | 12,5560,5561 233 | 12,5570,5571 234 | 12,5590,5599 235 | 13,3713,3713 236 | 13,3715,3715 237 | 13,3720,3720 238 | 13,3721,3721 239 | 13,3724,3724 240 | 13,3725,3725 241 | 13,3728,3728 242 | 13,3730,3731 243 | 13,3732,3732 244 | 13,3740,3743 245 | 13,3760,3769 246 | 13,3790,3790 247 | 13,3795,3795 248 | 13,3799,3799 249 | 13,4000,4013 250 | 13,4100,4100 251 | 13,4110,4119 252 | 13,4120,4121 253 | 13,4130,4131 254 | 13,4140,4142 255 | 13,4150,4151 256 | 13,4170,4173 257 | 13,4190,4199 258 | 13,4200,4200 259 | 13,4210,4219 260 | 13,4220,4229 261 | 13,4230,4231 262 | 13,4400,4499 263 | 13,4500,4599 264 | 13,4600,4699 265 | 13,4700,4700 266 | 13,4710,4712 267 | 13,4720,4729 268 | 13,4730,4739 269 | 13,4740,4742 270 | 13,4780,4780 271 | 13,4783,4783 272 | 13,4785,4785 273 | 13,4789,4789 274 | 14,4900,4900 275 | 14,4910,4911 276 | 14,4920,4922 277 | 14,4923,4923 278 | 14,4924,4925 279 | 14,4930,4931 280 | 14,4932,4932 281 | 14,4939,4939 282 | 14,4940,4942 283 | 15,5260,5261 284 | 15,5270,5271 285 | 15,5300,5300 286 | 15,5310,5311 287 | 15,5320,5320 288 | 15,5330,5331 289 | 15,5334,5334 290 | 15,5390,5399 291 | 15,5400,5400 292 | 15,5410,5411 293 | 15,5412,5412 294 | 15,5420,5421 295 | 15,5430,5431 296 | 15,5440,5441 297 | 15,5450,5451 298 | 15,5460,5461 299 | 15,5490,5499 300 | 15,5540,5541 301 | 15,5550,5551 302 | 15,5600,5699 303 | 15,5700,5700 304 | 15,5710,5719 305 | 15,5720,5722 306 | 15,5730,5733 307 | 15,5734,5734 308 | 15,5735,5735 309 | 15,5736,5736 310 | 15,5750,5750 311 | 15,5800,5813 312 | 15,5890,5890 313 | 15,5900,5900 314 | 15,5910,5912 315 | 15,5920,5921 316 | 15,5930,5932 317 | 15,5940,5940 318 | 15,5941,5941 319 | 15,5942,5942 320 | 15,5943,5943 321 | 15,5944,5944 322 | 15,5945,5945 323 | 15,5946,5946 324 | 15,5947,5947 325 | 15,5948,5948 326 | 15,5949,5949 327 | 15,5960,5963 328 | 15,5980,5989 329 | 15,5990,5990 330 | 15,5992,5992 331 | 15,5993,5993 332 | 15,5994,5994 333 | 15,5995,5995 334 | 15,5999,5999 335 | 16,6010,6019 336 | 16,6020,6020 337 | 16,6021,6021 338 | 16,6022,6022 339 | 16,6023,6023 340 | 16,6025,6025 341 | 16,6026,6026 342 | 16,6028,6029 343 | 16,6030,6036 344 | 16,6040,6049 345 | 16,6050,6059 346 | 16,6060,6062 347 | 16,6080,6082 348 | 16,6090,6099 349 | 16,6100,6100 350 | 16,6110,6111 351 | 16,6112,6112 352 | 16,6120,6129 353 | 16,6140,6149 354 | 16,6150,6159 355 | 16,6160,6163 356 | 16,6172,6172 357 | 16,6199,6199 358 | 16,6200,6299 359 | 16,6300,6300 360 | 16,6310,6312 361 | 16,6320,6324 362 | 16,6330,6331 363 | 16,6350,6351 364 | 16,6360,6361 365 | 16,6370,6371 366 | 16,6390,6399 367 | 16,6400,6411 368 | 16,6500,6500 369 | 16,6510,6510 370 | 16,6512,6512 371 | 16,6513,6513 372 | 16,6514,6514 373 | 16,6515,6515 374 | 16,6517,6519 375 | 16,6530,6531 376 | 16,6532,6532 377 | 16,6540,6541 378 | 16,6550,6553 379 | 16,6611,6611 380 | 16,6700,6700 381 | 16,6710,6719 382 | 16,6720,6722 383 | 16,6723,6723 384 | 16,6724,6724 385 | 16,6725,6725 386 | 16,6726,6726 387 | 16,6730,6733 388 | 16,6790,6790 389 | 16,6792,6792 390 | 16,6794,6794 391 | 16,6795,6795 392 | 16,6798,6798 393 | 16,6799,6799 394 | 17,2520,2549 395 | 17,2600,2639 396 | 17,2640,2659 397 | 17,2661,2661 398 | 17,2670,2699 399 | 17,2700,2709 400 | 17,2710,2719 401 | 17,2720,2729 402 | 17,2730,2739 403 | 17,2740,2749 404 | 17,2750,2759 405 | 17,2760,2761 406 | 17,2770,2771 407 | 17,2780,2789 408 | 17,2790,2799 409 | 17,2835,2835 410 | 17,2836,2836 411 | 17,2990,2999 412 | 17,3000,3000 413 | 17,3010,3011 414 | 17,3041,3041 415 | 17,3050,3053 416 | 17,3160,3161 417 | 17,3170,3171 418 | 17,3172,3172 419 | 17,3190,3199 420 | 17,3220,3221 421 | 17,3229,3229 422 | 17,3230,3231 423 | 17,3260,3260 424 | 17,3262,3263 425 | 17,3269,3269 426 | 17,3295,3299 427 | 17,3537,3537 428 | 17,3640,3644 429 | 17,3645,3645 430 | 17,3646,3646 431 | 17,3647,3647 432 | 17,3648,3649 433 | 17,3660,3660 434 | 17,3661,3661 435 | 17,3662,3662 436 | 17,3663,3663 437 | 17,3664,3664 438 | 17,3665,3665 439 | 17,3666,3666 440 | 17,3669,3669 441 | 17,3840,3849 442 | 17,3850,3851 443 | 17,3991,3991 444 | 17,3993,3993 445 | 17,3995,3995 446 | 17,3996,3996 447 | 17,4810,4813 448 | 17,4820,4822 449 | 17,4830,4839 450 | 17,4840,4841 451 | 17,4890,4890 452 | 17,4891,4891 453 | 17,4892,4892 454 | 17,4899,4899 455 | 17,4950,4959 456 | 17,4960,4961 457 | 17,4970,4971 458 | 17,4991,4991 459 | 17,5040,5042 460 | 17,5043,5043 461 | 17,5044,5044 462 | 17,5045,5045 463 | 17,5046,5046 464 | 17,5047,5047 465 | 17,5048,5048 466 | 17,5049,5049 467 | 17,5082,5082 468 | 17,5083,5083 469 | 17,5084,5084 470 | 17,5085,5085 471 | 17,5086,5087 472 | 17,5088,5088 473 | 17,5090,5090 474 | 17,5091,5092 475 | 17,5093,5093 476 | 17,5100,5100 477 | 17,5110,5113 478 | 17,5199,5199 479 | 17,7000,7000 480 | 17,7010,7011 481 | 17,7020,7021 482 | 17,7030,7033 483 | 17,7040,7041 484 | 17,7200,7200 485 | 17,7210,7212 486 | 17,7213,7213 487 | 17,7215,7216 488 | 17,7217,7217 489 | 17,7218,7218 490 | 17,7219,7219 491 | 17,7220,7221 492 | 17,7230,7231 493 | 17,7240,7241 494 | 17,7250,7251 495 | 17,7260,7269 496 | 17,7290,7290 497 | 17,7291,7291 498 | 17,7299,7299 499 | 17,7300,7300 500 | 17,7310,7319 501 | 17,7320,7323 502 | 17,7330,7338 503 | 17,7340,7342 504 | 17,7349,7349 505 | 17,7350,7351 506 | 17,7352,7352 507 | 17,7353,7353 508 | 17,7359,7359 509 | 17,7360,7369 510 | 17,7370,7372 511 | 17,7373,7373 512 | 17,7374,7374 513 | 17,7375,7375 514 | 17,7376,7376 515 | 17,7377,7377 516 | 17,7378,7378 517 | 17,7379,7379 518 | 17,7380,7380 519 | 17,7381,7382 520 | 17,7383,7383 521 | 17,7384,7384 522 | 17,7385,7385 523 | 17,7389,7390 524 | 17,7391,7391 525 | 17,7392,7392 526 | 17,7393,7393 527 | 17,7394,7394 528 | 17,7395,7395 529 | 17,7397,7397 530 | 17,7399,7399 531 | 17,7500,7500 532 | 17,7510,7519 533 | 17,7520,7523 534 | 17,7530,7539 535 | 17,7540,7549 536 | 17,7600,7600 537 | 17,7620,7620 538 | 17,7622,7622 539 | 17,7623,7623 540 | 17,7629,7629 541 | 17,7630,7631 542 | 17,7640,7641 543 | 17,7690,7699 544 | 17,7800,7829 545 | 17,7830,7833 546 | 17,7840,7841 547 | 17,7900,7900 548 | 17,7910,7911 549 | 17,7920,7929 550 | 17,7930,7933 551 | 17,7940,7949 552 | 17,7980,7980 553 | 17,7990,7999 554 | 17,8000,8099 555 | 17,8100,8199 556 | 17,8200,8299 557 | 17,8300,8399 558 | 17,8400,8499 559 | 17,8600,8699 560 | 17,8700,8700 561 | 17,8710,8713 562 | 17,8720,8721 563 | 17,8730,8734 564 | 17,8740,8748 565 | 17,8800,8899 566 | 17,8900,8910 567 | 17,8911,8911 568 | 17,8920,8999 569 | -------------------------------------------------------------------------------- /data/rd_depreciation.csv: -------------------------------------------------------------------------------- 1 | sic,d_rd 2 | 2830,0.112 3 | 2831,0.112 4 | 2833,0.112 5 | 2834,0.112 6 | 2835,0.112 7 | 2836,0.112 8 | 3570,0.363 9 | 3571,0.363 10 | 3572,0.363 11 | 3573,0.363 12 | 3574,0.363 13 | 3575,0.363 14 | 3576,0.192 15 | 3577,0.363 16 | 3578,0.363 17 | 3579,0.363 18 | 3585,0.733 19 | 3661,0.192 20 | 3662,0.226 21 | 3663,0.192 22 | 3664,0.226 23 | 3665,0.226 24 | 3666,0.226 25 | 3669,0.192 26 | 3670,0.226 27 | 3671,0.226 28 | 3672,0.226 29 | 3673,0.226 30 | 3674,0.226 31 | 3675,0.226 32 | 3676,0.226 33 | 3677,0.226 34 | 3678,0.226 35 | 3679,0.192 36 | 3680,0.363 37 | 3681,0.363 38 | 3682,0.363 39 | 3683,0.363 40 | 3684,0.363 41 | 3685,0.363 42 | 3686,0.363 43 | 3687,0.363 44 | 3688,0.363 45 | 3689,0.363 46 | 3695,0.363 47 | 3711,0.733 48 | 3713,0.733 49 | 3714,0.733 50 | 3715,0.733 51 | 3716,0.733 52 | 3720,0.339 53 | 3721,0.339 54 | 3724,0.339 55 | 3728,0.339 56 | 3760,0.339 57 | 3812,0.329 58 | 3822,0.329 59 | 3823,0.329 60 | 3825,0.329 61 | 3826,0.329 62 | 3829,0.329 63 | 3842,0.329 64 | 3844,0.329 65 | 3845,0.329 66 | 7370,0.489 67 | 7371,0.489 68 | 7372,0.308 69 | 7373,0.489 70 | 8731,0.295 71 | -------------------------------------------------------------------------------- /output/Readme.txt: -------------------------------------------------------------------------------- 1 | ############################################################################################### 2 | # Intangible Value 3 | # by Andrea L. Eisfeldt, Edward T. Kim, and Dimitris Papanikolaou 4 | ############################################################################################### 5 | 6 | ## Variable descriptions 7 | 8 | # int_xsec.csv 9 | datadate: reporting date for a data record in Compustat Xpressfeed (fiscal period end date) 10 | permno, gvkey: company identifier 11 | be: book equity as defined in Fama and French (1992, 1993) 12 | k_int_t100: intangible capital computed using EKP method 13 | k_int_t30: intangible capital computed using PT method 14 | bm: be/me as defined in Fama and French (1992, 1993) 15 | bm_int_t100: (be + int_t100 - gdwl)/me 16 | bm_int_t30: (be + int_t30 - gdwl)/me 17 | ime_t100: k_int_t100/me 18 | ok: organization capital/total assets (Eisfeldt and Papanikolaou, 2013) 19 | 20 | # int_factors.csv 21 | Date: calendar year-month 22 | hml_int_t100: HML^INT EKP monthly returns (percent) 23 | hml_ime_t100: HML^IME EKP monthly returns (percent) 24 | hml_int_t30: HML^INT PT monthly returns (percent) 25 | omk: OMK portfolio returns (percent) 26 | -------------------------------------------------------------------------------- /output/int_factors.RData: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/edwardtkim/intangiblevalue/aa3f8c12c5d15e285c1beac7283230532cc488a8/output/int_factors.RData -------------------------------------------------------------------------------- /output/int_factors.csv: -------------------------------------------------------------------------------- 1 | "Date","hml_int_t100","hml_ime_t100","hml_int_t30","omk" 2 | 1975-01-31,10.8431,8.5049,9.0024,-5.8453 3 | 1975-02-28,-1.9245,-1.5386,-3.6757,1.317 4 | 1975-03-31,1.7099,2.5118,4.1219,-0.5383 5 | 1975-04-30,-0.1237,-1.105,-0.8919,-2.2104 6 | 1975-05-31,-1.0908,0.5624,-3.2389,4.7477 7 | 1975-06-30,1.2671,0.8423,1.6159,-0.9071 8 | 1975-07-31,0.9949,1.2944,1.4027,-1.6258 9 | 1975-08-31,-0.582,-0.933,-1.4604,-1.386 10 | 1975-09-30,0.3225,1.2385,-0.481,1.279 11 | 1975-10-31,-2.0227,-1.4318,-0.0324,-2.272 12 | 1975-11-30,0.8649,1.1721,2.4525,-0.7634 13 | 1975-12-31,0.5308,0.0764,1.2752,-3.2844 14 | 1976-01-31,9.2808,8.0999,10.0751,-0.3649 15 | 1976-02-29,5.3448,6.6139,7.1794,-2.5066 16 | 1976-03-31,0.3486,0.1263,0.3154,1.7936 17 | 1976-04-30,-0.7511,-1.1137,-1.2209,-0.8687 18 | 1976-05-31,-1.2055,-1.3844,-1.6948,2.3591 19 | 1976-06-30,2.0304,2.1455,2.3442,2.5178 20 | 1976-07-31,1.3527,1.9581,1.5873,1.3182 21 | 1976-08-31,-0.7706,-0.4266,-0.1377,-0.926 22 | 1976-09-30,-0.0267,0.1975,-0.7841,1.6077 23 | 1976-10-31,-0.6889,-0.3582,-1.6436,-2.8537 24 | 1976-11-30,1.2493,1.3437,1.8422,0.1209 25 | 1976-12-31,3.3756,3.3182,2.7011,0.2561 26 | 1977-01-31,5.4425,5.0232,4.0804,1.5654 27 | 1977-02-28,0.4036,0.3935,0.4861,-0.9018 28 | 1977-03-31,0.7632,0.4092,0.6117,1.5258 29 | 1977-04-30,2.3582,2.2342,3.3882,-0.1324 30 | 1977-05-31,0.7371,0.6648,1.2059,-0.0591 31 | 1977-06-30,0.5125,0.5339,-0.2673,2.0897 32 | 1977-07-31,0.2402,0.4243,-0.6543,2.9662 33 | 1977-08-31,-2.0881,-2.0313,-2.0073,-2.0997 34 | 1977-09-30,-0.8215,-1.1443,-1.1306,-1.564 35 | 1977-10-31,1.3595,0.7897,0.6714,3.1193 36 | 1977-11-30,1.2621,1.6085,2.1012,0.4152 37 | 1977-12-31,-0.0365,-0.5138,-0.8978,0.8225 38 | 1978-01-31,2.7384,2.5404,3.0126,0.2956 39 | 1978-02-28,1.7476,2.4541,0.6968,-1.6241 40 | 1978-03-31,2.2834,2.6683,2.5535,1.8676 41 | 1978-04-30,-1.0964,-0.5117,-0.3295,1.2143 42 | 1978-05-31,1.8511,2.2952,2.2762,1.5761 43 | 1978-06-30,0.992,0.2382,0.7134,-0.7737 44 | 1978-07-31,0.6417,0.9982,0.3038,0.0833 45 | 1978-08-31,0.3712,0.5579,1.4049,0.7734 46 | 1978-09-30,0.6477,0.2952,0.8434,0.9649 47 | 1978-10-31,-2.2843,-2.9479,-2.0727,-1.5459 48 | 1978-11-30,-0.7301,-0.5934,-1.3578,1.6153 49 | 1978-12-31,-1.5184,-1.86,-2.2965,0.3351 50 | 1979-01-31,2.3017,2.9636,3.054,0.6384 51 | 1979-02-28,-0.6166,-0.6978,-0.6262,-1.6059 52 | 1979-03-31,0.1476,1.0217,0.6241,1.1357 53 | 1979-04-30,1.9167,1.6884,0.6467,3.5832 54 | 1979-05-31,-0.8525,-0.9369,-0.1483,-1.1558 55 | 1979-06-30,0.062,-0.1323,-1.3735,1.832 56 | 1979-07-31,0.6296,1.1067,2.0002,-1.0961 57 | 1979-08-31,0.4588,1.1786,0.4041,0.6758 58 | 1979-09-30,-1.4348,-1.9064,-1.2303,0.9554 59 | 1979-10-31,-1.3931,-1.2513,-2.8403,0.3986 60 | 1979-11-30,-2.7249,-2.9253,-4.1197,0.834 61 | 1979-12-31,-1.0665,-0.7998,-0.5728,-0.9389 62 | 1980-01-31,1.6877,0.3552,0.6977,1.8717 63 | 1980-02-29,-0.9392,-1.1625,-1.6044,3.125 64 | 1980-03-31,-0.9385,-0.6461,-0.0629,-3.5012 65 | 1980-04-30,-1.1659,-2.1488,-1.6295,-1.8074 66 | 1980-05-31,0.6615,0.3519,1.3622,0.067 67 | 1980-06-30,-2.6404,-3.2728,-3.034,-0.4731 68 | 1980-07-31,-2.3416,-1.1234,-0.2275,1.0106 69 | 1980-08-31,-0.8961,-0.5494,-1.6628,-1.607 70 | 1980-09-30,-2.2548,-1.984,-4.5177,1.4911 71 | 1980-10-31,-1.9766,-1.6503,-3.2839,3.2121 72 | 1980-11-30,-6.0995,-4.2059,-9.69,5.9114 73 | 1980-12-31,1.4058,0.705,4.0358,-3.5014 74 | 1981-01-31,4.4712,3.62,7.4809,-4.8228 75 | 1981-02-28,0.8128,0.4975,1.9649,-3.1055 76 | 1981-03-31,-1.5632,-0.4299,2.5797,-3.7062 77 | 1981-04-30,1.9795,2.5454,3.3961,-3.6966 78 | 1981-05-31,-0.9744,-1.0328,-0.4765,-3.2401 79 | 1981-06-30,3.4561,2.0495,3.0606,3.4421 80 | 1981-07-31,-1.9567,-1.9293,-2.1803,0.5504 81 | 1981-08-31,2.4722,2.0724,2.718,1.1607 82 | 1981-09-30,3.2545,2.6537,6.0385,-0.4784 83 | 1981-10-31,-4.0229,-2.4837,-4.2286,-1.9857 84 | 1981-11-30,1.7236,1.7973,0.3725,2.9537 85 | 1981-12-31,1.3207,1.5249,1.9736,-0.6639 86 | 1982-01-31,3.5305,3.0533,3.79,2.3489 87 | 1982-02-28,5.5643,5.7864,5.8368,2.442 88 | 1982-03-31,2.5847,2.1501,4.2571,-2.5322 89 | 1982-04-30,-0.6316,0.093,-2.5195,3.4194 90 | 1982-05-31,1.515,1.943,1.13,2.6759 91 | 1982-06-30,2.6498,3.4997,2.4721,1.5523 92 | 1982-07-31,2.1054,1.8761,1.9015,-0.2408 93 | 1982-08-31,0.488,0.8069,1.5668,-1.575 94 | 1982-09-30,0.0673,1.5141,0.655,2.0179 95 | 1982-10-31,-1.4484,-1.194,0.0603,-4.5089 96 | 1982-11-30,0.5087,1.2974,1.0398,-1.1167 97 | 1982-12-31,-0.8115,-1.0949,-0.9729,4.8144 98 | 1983-01-31,-0.2698,-1.3867,-1.6198,-3.3668 99 | 1983-02-28,1.3563,2.9061,2.8931,0.3766 100 | 1983-03-31,3.566,4.3736,4.1714,4.1864 101 | 1983-04-30,2.3418,2.0917,1.9247,2.7488 102 | 1983-05-31,-1.282,-0.7191,-1.3551,-0.9359 103 | 1983-06-30,-1.048,-0.1256,-1.2864,2.604 104 | 1983-07-31,3.9378,2.4535,4.5831,0.9013 105 | 1983-08-31,2.2558,0.6861,3.5067,0.5782 106 | 1983-09-30,1.5443,2.2384,1.3612,-1.3257 107 | 1983-10-31,2.6082,3.4357,4.1808,2.9546 108 | 1983-11-30,1.0888,0.3028,1.0918,-1.601 109 | 1983-12-31,1.1832,0.9686,1.8282,0.5782 110 | 1984-01-31,3.4349,2.438,4.6283,3.2688 111 | 1984-02-29,0.3162,-0.504,1.7441,2.7745 112 | 1984-03-31,1.0975,1.484,1.2353,2.8553 113 | 1984-04-30,0.5298,0.3677,0.7705,2.2518 114 | 1984-05-31,-0.3136,0.228,-0.1091,0.1513 115 | 1984-06-30,-0.7291,0.2218,-1.2438,-1.4553 116 | 1984-07-31,0.725,0.5864,0.6781,-1.765 117 | 1984-08-31,-1.1534,-1.7065,-1.7929,0.8092 118 | 1984-09-30,3.279,2.691,4.2676,1.9653 119 | 1984-10-31,1.2855,2.082,1.0852,0.9687 120 | 1984-11-30,1.7045,1.4235,2.7076,0.0286 121 | 1984-12-31,-0.128,-0.1605,-0.4215,-0.9264 122 | 1985-01-31,-3.0855,-2.4593,-4.4855,-0.1609 123 | 1985-02-28,-0.1255,0.3912,0.0455,1.4588 124 | 1985-03-31,2.7195,3.5619,3.2732,4.2176 125 | 1985-04-30,1.8393,1.837,2.7903,2.542 126 | 1985-05-31,0.9269,1.7674,0.3275,0.0841 127 | 1985-06-30,0.6005,0.8177,0.6005,0.0029 128 | 1985-07-31,0.3861,-0.2094,-0.0957,-1.6606 129 | 1985-08-31,0.8025,1.0721,1.3002,1.6259 130 | 1985-09-30,2.6908,3.7176,2.6875,1.2046 131 | 1985-10-31,0.468,1.2631,0.8964,2.5181 132 | 1985-11-30,-1.0864,-1.227,-2.3194,-3.8137 133 | 1985-12-31,-0.067,0.8612,-1.2677,-1.7114 134 | 1986-01-31,-0.0292,1.2366,-0.1304,-2.2018 135 | 1986-02-28,0.3111,1.5569,-0.1762,-3.1743 136 | 1986-03-31,1.1187,1.3178,0.9303,-1.8574 137 | 1986-04-30,-0.0231,-0.5601,-2.0324,4.2887 138 | 1986-05-31,0.1157,0.6332,1.06,1.1954 139 | 1986-06-30,0.0593,0.8633,0.5152,0.8819 140 | 1986-07-31,0.1321,0.3416,1.078,3.5047 141 | 1986-08-31,-0.0039,-0.493,2.1539,2.3175 142 | 1986-09-30,2.6425,1.6753,4.5536,1.1273 143 | 1986-10-31,0.4166,0.4999,0.3789,-3.0474 144 | 1986-11-30,-0.0524,-0.0231,-0.0789,-0.1099 145 | 1986-12-31,-0.1534,-0.0751,0.0669,2.5786 146 | 1987-01-31,-1.8266,-2.2697,-1.6125,-1.6591 147 | 1987-02-28,-0.5659,-0.8557,-2.8023,-1.4585 148 | 1987-03-31,0.8507,0.2915,3.0115,1.3609 149 | 1987-04-30,1.2574,0.6413,1.3447,-2.7212 150 | 1987-05-31,1.5038,1.7646,1.0598,2.2016 151 | 1987-06-30,1.5591,2.311,2.2605,2.8053 152 | 1987-07-31,3.2605,1.9091,2.1986,-3.9455 153 | 1987-08-31,-1.882,-1.3471,-2.1322,-1.3704 154 | 1987-09-30,0.5503,0.4765,0.6533,-0.506 155 | 1987-10-31,-1.5816,-1.0972,-0.9653,5.7167 156 | 1987-11-30,0.4215,0.2722,1.3825,-1.8849 157 | 1987-12-31,-0.4459,-1.2627,-1.2081,-1.0998 158 | 1988-01-31,4.6134,4.43,4.4499,6.4626 159 | 1988-02-29,1.8583,1.6812,2.0547,-1.548 160 | 1988-03-31,2.1294,2.3574,2.9491,1.8387 161 | 1988-04-30,1.6371,1.2979,2.8413,0.9298 162 | 1988-05-31,0.4032,0.5876,1.3107,0.1058 163 | 1988-06-30,-0.4362,-1.3551,-0.2262,-5.1787 164 | 1988-07-31,1.9714,2.122,2.062,1.3683 165 | 1988-08-31,2.0961,1.9158,1.8708,2.3935 166 | 1988-09-30,0.3331,0.3744,0.303,0.0813 167 | 1988-10-31,0.9686,0.5343,1.9619,2.4999 168 | 1988-11-30,-0.1756,-0.4501,0.7613,-1.4063 169 | 1988-12-31,-0.2037,0.4275,-1.2034,-0.4057 170 | 1989-01-31,0.966,0.8784,1.0913,-1.3137 171 | 1989-02-28,1.2321,0.8124,1.3538,0.322 172 | 1989-03-31,1.3157,2.46,0.9968,2.9845 173 | 1989-04-30,-1.0092,-1.3238,-1.6723,0.7249 174 | 1989-05-31,-0.7113,-0.7014,-0.8874,1.3718 175 | 1989-06-30,0.2271,-0.4807,1.0176,-0.4831 176 | 1989-07-31,0.5757,0.2815,-1.7714,-0.5034 177 | 1989-08-31,0.3329,0.4019,1.1132,-2.3795 178 | 1989-09-30,-1.0698,-1.131,-1.8,2.9581 179 | 1989-10-31,-2.7016,-3.1484,-2.5487,2.0628 180 | 1989-11-30,-1.7464,-1.6479,-1.6175,-0.334 181 | 1989-12-31,-0.312,-0.6258,-0.6273,1.2705 182 | 1990-01-31,-0.2351,0.0219,1.0971,-1.6029 183 | 1990-02-28,0.2029,-0.6798,0.1814,-0.3408 184 | 1990-03-31,0.3734,0.6371,-1.2509,-0.1284 185 | 1990-04-30,-1.3338,-0.8116,-2.2777,1.1909 186 | 1990-05-31,-1.0592,-0.7292,-2.4309,1.2447 187 | 1990-06-30,-0.9586,-0.6657,-1.5316,0.768 188 | 1990-07-31,0.1136,-0.58,-2.0561,3.2029 189 | 1990-08-31,0.2883,-0.3186,-0.219,3.9861 190 | 1990-09-30,-1.5629,-2.7768,-1.8827,1.1733 191 | 1990-10-31,-0.3537,-0.5269,-2.2727,4.2699 192 | 1990-11-30,-0.346,-0.5116,-0.2715,-1.1175 193 | 1990-12-31,0.1838,-0.3095,-1.2882,-1.1771 194 | 1991-01-31,1.4745,2.0944,3.6887,-1.9206 195 | 1991-02-28,0.1925,0.9715,-0.2462,1.333 196 | 1991-03-31,1.3615,1.0808,-2.3221,1.8392 197 | 1991-04-30,0.0751,-0.0393,-0.3676,1.0858 198 | 1991-05-31,-0.4344,-0.7386,1.7765,-4.4324 199 | 1991-06-30,0.663,-0.115,-0.4815,2.1295 200 | 1991-07-31,0.5006,-0.5918,-0.9978,2.607 201 | 1991-08-31,1.2991,0.0442,-0.208,1.8454 202 | 1991-09-30,-1.408,-1.4277,-1.9541,0.4672 203 | 1991-10-31,1.0059,1.8187,-0.0097,1.3391 204 | 1991-11-30,-2.954,-1.7697,-3.0074,2.8842 205 | 1991-12-31,-1.5841,-2.0108,-2.8228,-0.6974 206 | 1992-01-31,4.1033,5.0308,6.3008,-4.7218 207 | 1992-02-29,3.239,3.5474,7.1819,-2.2932 208 | 1992-03-31,1.6661,1.3621,3.5909,2.346 209 | 1992-04-30,2.5055,2.1786,3.9506,0.4101 210 | 1992-05-31,0.3814,0.0898,0.7001,1.7494 211 | 1992-06-30,-0.2199,0.0405,1.0575,-3.4984 212 | 1992-07-31,-1.0296,-0.9161,-2.2965,1.4316 213 | 1992-08-31,-1.0581,-0.5221,-2.2388,4.9447 214 | 1992-09-30,0.5857,0.9868,-0.3553,-2.8498 215 | 1992-10-31,-0.327,0.3212,-2.0255,1.1577 216 | 1992-11-30,-0.1387,-0.1916,0.0446,-5.4547 217 | 1992-12-31,0.6941,0.7125,0.7565,-1.2661 218 | 1993-01-31,3.0121,3.6442,6.1585,-3.0582 219 | 1993-02-28,3.2132,3.188,4.943,1.499 220 | 1993-03-31,1.4727,0.9372,1.0332,-1.164 221 | 1993-04-30,1.3379,0.4453,2.2743,-0.3125 222 | 1993-05-31,-0.3902,-0.1368,-2.5189,-0.8945 223 | 1993-06-30,1.2776,1.9393,2.4682,-0.62 224 | 1993-07-31,0.3676,0.1132,2.0659,-1.7662 225 | 1993-08-31,-0.9901,-0.5474,0.1463,-0.3001 226 | 1993-09-30,0.1793,0.5125,0.431,0.0719 227 | 1993-10-31,0.4744,-0.0616,-1.6741,-2.2197 228 | 1993-11-30,1.2169,1.3768,0.2755,-2.2326 229 | 1993-12-31,-0.7136,-0.6822,-0.2646,-1.1051 230 | 1994-01-31,0.8855,2.1667,2.158,-3.3399 231 | 1994-02-28,0.6992,0.3316,0.5936,2.9808 232 | 1994-03-31,1.6841,1.0509,2.0959,2.5103 233 | 1994-04-30,0.8225,0.976,0.9056,2.0898 234 | 1994-05-31,0.9929,0.901,1.4476,-0.3114 235 | 1994-06-30,2.23,1.4842,1.5652,0.8075 236 | 1994-07-31,0.3649,0.1384,0.4542,0.0957 237 | 1994-08-31,1.1029,1.2529,-0.863,0.6143 238 | 1994-09-30,-0.0274,0.1348,-0.4967,1.8165 239 | 1994-10-31,0.2784,0.4632,-0.05,5.0601 240 | 1994-11-30,0.2193,-0.155,-0.357,1.4506 241 | 1994-12-31,-0.6377,-0.4846,-0.2765,-2.5984 242 | 1995-01-31,1.1494,1.0571,1.124,0.3648 243 | 1995-02-28,0.1566,0.8125,0.3256,-1.6806 244 | 1995-03-31,-0.2869,0.1356,-1.2658,1.3139 245 | 1995-04-30,1.7972,1.4397,2.6243,-1.2491 246 | 1995-05-31,0.0539,0.0683,1.453,0.1609 247 | 1995-06-30,-0.6502,-0.9853,-1.4943,-1.9529 248 | 1995-07-31,0.1933,0.0967,-0.8612,-1.302 249 | 1995-08-31,0.8516,1.3522,1.6179,-1.0531 250 | 1995-09-30,-0.3359,-0.5836,-0.751,1.5647 251 | 1995-10-31,-0.0404,0.2617,-0.1007,1.4288 252 | 1995-11-30,-0.203,0.5569,-0.6726,0.5234 253 | 1995-12-31,-1.0125,-1.0169,-0.3306,-0.7621 254 | 1996-01-31,0.3051,1.7941,0.6227,-1.487 255 | 1996-02-29,1.2293,0.3741,0.0696,1.6687 256 | 1996-03-31,0.6046,0.5127,0.2826,-0.3115 257 | 1996-04-30,-0.2985,-0.5065,-1.9225,-0.3612 258 | 1996-05-31,0.5154,0.4273,-0.268,0.2853 259 | 1996-06-30,-0.5199,0.2343,0.4091,3.5191 260 | 1996-07-31,2.6807,2.6592,4.1933,0.8159 261 | 1996-08-31,-0.0867,-0.4546,0.0264,-1.8797 262 | 1996-09-30,-1.0998,-0.7917,-2.0523,-0.6217 263 | 1996-10-31,2.0409,1.8614,4.0903,-0.2585 264 | 1996-11-30,2.2682,2.2845,1.6921,-2.5379 265 | 1996-12-31,1.3263,1.339,0.8039,1.7726 266 | 1997-01-31,-0.3975,-0.284,-2.1454,-1.6369 267 | 1997-02-28,3.9512,3.5314,4.5307,1.81 268 | 1997-03-31,2.7741,2.2791,3.6662,3.401 269 | 1997-04-30,0.4278,0.8806,-0.0891,-2.1722 270 | 1997-05-31,-2.1853,-2.5913,-3.9605,-0.1257 271 | 1997-06-30,2.0485,2.6275,1.5385,0.539 272 | 1997-07-31,0.1109,-0.2295,0.6067,-3.5743 273 | 1997-08-31,1.4335,1.1872,1.9739,1.3547 274 | 1997-09-30,-0.3327,-0.2185,-0.3658,-1.3772 275 | 1997-10-31,1.2194,2.1678,1.6485,5.1479 276 | 1997-11-30,1.3261,1.7312,1.7249,-0.8075 277 | 1997-12-31,0.3405,-0.3545,1.6942,-0.4629 278 | 1998-01-31,-0.6043,0.4138,-1.0241,-4.4767 279 | 1998-02-28,0.3366,-0.7872,-1.1782,-0.9656 280 | 1998-03-31,0.4017,-0.1002,0.917,1.7417 281 | 1998-04-30,1.1566,1.4975,-0.2165,0.599 282 | 1998-05-31,2.5957,2.2288,3.3874,0.4801 283 | 1998-06-30,-2.4653,-2.9335,-2.9028,-3.6566 284 | 1998-07-31,2.8123,3.6688,-1.0412,1.4435 285 | 1998-08-31,1.7413,1.4809,6.0835,4.0423 286 | 1998-09-30,-2.0308,-2.1016,-3.2386,2.5424 287 | 1998-10-31,-0.5787,-0.6371,-2.6844,-4.0784 288 | 1998-11-30,-0.0785,1.2588,-1.3862,0.7056 289 | 1998-12-31,-1.609,-1.6941,-4.3288,-3.4888 290 | 1999-01-31,-2.4465,-1.0581,-3.8319,-4.8591 291 | 1999-02-28,1.3611,2.1496,1.6232,0.69 292 | 1999-03-31,-2.2683,-1.7323,-2.304,-2.2377 293 | 1999-04-30,-0.2365,1.3533,1.31,4.3719 294 | 1999-05-31,5.5786,5.0012,5.1785,5.7353 295 | 1999-06-30,0.4827,0.72,-1.8479,-3.0209 296 | 1999-07-31,1.3207,1.1883,0.5983,0.5775 297 | 1999-08-31,0.1884,-0.3364,-1.1995,-3.6661 298 | 1999-09-30,-1.8881,-0.1988,-1.5644,-3.1659 299 | 1999-10-31,-2.1203,-3.5218,-4.8455,-9.3443 300 | 1999-11-30,0.9976,2.1765,-5.345,6.5562 301 | 1999-12-31,-4.0861,-2.7992,-6.0383,-6.501 302 | 2000-01-31,1.833,2.6721,1.0998,0.3838 303 | 2000-02-29,-1.5082,-1.2324,-5.4301,-5.5699 304 | 2000-03-31,1.4747,-0.0487,4.2804,-1.7647 305 | 2000-04-30,2.3893,-0.1849,6.326,-4.3291 306 | 2000-05-31,-0.1898,0.7211,2.7477,0.7133 307 | 2000-06-30,-2.5272,-2.1391,-6.1906,-5.3102 308 | 2000-07-31,2.0949,1.532,7.6542,0.0357 309 | 2000-08-31,-0.5426,-1.5246,-2.3229,-5.2234 310 | 2000-09-30,3.2915,4.434,6.7904,10.3568 311 | 2000-10-31,1.3987,0.2048,5.716,-0.7057 312 | 2000-11-30,9.0198,8.9559,12.8092,9.2682 313 | 2000-12-31,4.7575,3.9562,5.5146,2.8427 314 | 2001-01-31,1.8177,1.0646,-4.2971,-1.1601 315 | 2001-02-28,9.0481,7.9921,13.457,6.4632 316 | 2001-03-31,4.7813,4.3246,6.3088,5.1987 317 | 2001-04-30,-2.3113,-2.3596,-4.342,-4.6815 318 | 2001-05-31,1.6201,2.1496,2.1667,4.176 319 | 2001-06-30,1.1039,-0.6353,-1.1237,-0.4158 320 | 2001-07-31,3.2791,2.9998,6.3963,1.9179 321 | 2001-08-31,5.4054,5.7739,3.9125,5.4738 322 | 2001-09-30,-0.6085,-0.5048,0.3737,5.101 323 | 2001-10-31,-2.7949,-3.2127,-5.632,3.0889 324 | 2001-11-30,1.8747,1.6948,3.0091,-6.811 325 | 2001-12-31,-0.162,0.6151,0.6845,4.1276 326 | 2002-01-31,3.7645,4.2396,3.8759,0.0906 327 | 2002-02-28,1.6211,0.9091,2.7501,2.5053 328 | 2002-03-31,3.4132,2.8422,0.6276,2.0298 329 | 2002-04-30,5.3802,4.222,4.141,3.178 330 | 2002-05-31,2.4667,2.1552,3.1074,-0.4437 331 | 2002-06-30,1.5484,0.1999,1.0929,9.3137 332 | 2002-07-31,-0.728,-0.7885,-2.625,-2.3211 333 | 2002-08-31,1.2216,0.3614,2.0859,0.8719 334 | 2002-09-30,0.0051,-0.718,-0.1397,4.9539 335 | 2002-10-31,-4.2261,-2.535,-3.555,-1.7416 336 | 2002-11-30,0.4729,1.8336,0.3266,-7.2872 337 | 2002-12-31,3.074,1.9229,2.286,6.8878 338 | 2003-01-31,1.792,0.6643,0.1434,1.7151 339 | 2003-02-28,0.0486,-0.6423,-1.6402,1.5576 340 | 2003-03-31,-1.0999,0.1908,-1.7354,1.7665 341 | 2003-04-30,-0.0606,-0.3167,0.9418,-9.4014 342 | 2003-05-31,1.1904,1.4624,0.2213,-0.9097 343 | 2003-06-30,0.6924,1.4497,0.9433,-1.4716 344 | 2003-07-31,1.129,2.2652,0.8047,0.9616 345 | 2003-08-31,1.1425,0.2367,3.0307,0.6034 346 | 2003-09-30,2.0377,1.773,1.5762,2.5565 347 | 2003-10-31,3.2489,2.8834,3.3102,0.3653 348 | 2003-11-30,2.303,1.7362,2.2563,0.5907 349 | 2003-12-31,-0.2305,-0.0111,0.058,-2.2221 350 | 2004-01-31,3.432,2.9599,4.0127,0.7731 351 | 2004-02-29,1.0376,0.8245,1.5361,3.6795 352 | 2004-03-31,0.5098,-0.1512,-0.1743,2.0526 353 | 2004-04-30,-1.7982,-1.0081,-2.7,1.3546 354 | 2004-05-31,0.1265,-0.1424,0.3355,1.1193 355 | 2004-06-30,1.6065,1.4272,1.0647,0.4194 356 | 2004-07-31,0.6231,-0.4717,2.5473,0.0293 357 | 2004-08-31,0.2867,0.4716,0.3937,-0.3666 358 | 2004-09-30,0.929,1.2037,0.1188,0.9212 359 | 2004-10-31,-0.0693,0.3915,0.2702,2.209 360 | 2004-11-30,1.6735,1.9704,2.5125,1.253 361 | 2004-12-31,0.1575,1.0379,0.096,0.0049 362 | 2005-01-31,0.5762,0.1582,2.5023,4.3763 363 | 2005-02-28,0.9221,0.4633,2.1466,6.7901 364 | 2005-03-31,1.4549,0.8091,2.1144,-2.7908 365 | 2005-04-30,-0.3519,-0.4713,-1.1574,-1.3898 366 | 2005-05-31,0.3719,0.8621,0.7558,-0.9132 367 | 2005-06-30,1.4129,1.7408,2.8438,1.8103 368 | 2005-07-31,0.2936,-0.7333,0.5449,1.1265 369 | 2005-08-31,1.1291,0.5721,-0.0151,2.2232 370 | 2005-09-30,-0.1547,-0.2279,0.8371,2.5568 371 | 2005-10-31,-1.3087,-0.965,-1.9527,-2.2303 372 | 2005-11-30,-0.8878,-0.1753,-1.5961,0.452 373 | 2005-12-31,0.6579,0.5234,1.0408,-1.9217 374 | 2006-01-31,1.1697,1.0636,2.1842,3.1108 375 | 2006-02-28,0.1428,2.254,-0.3291,-1.9453 376 | 2006-03-31,0.8537,0.0973,0.243,1.0383 377 | 2006-04-30,1.8067,1.7661,1.6337,0.8931 378 | 2006-05-31,1.0712,1.4005,2.2671,-0.9348 379 | 2006-06-30,-0.0998,-0.1725,1.1168,0.5001 380 | 2006-07-31,1.9504,1.0179,1.8265,3.2453 381 | 2006-08-31,-0.1825,0.0039,-1.1114,-2.0095 382 | 2006-09-30,0.9316,0.9155,1.1668,-0.7488 383 | 2006-10-31,-0.4961,1.0253,0.5408,1.8666 384 | 2006-11-30,-0.2879,-0.74,-0.5128,1.9029 385 | 2006-12-31,2.1376,3.0842,1.737,-0.6318 386 | 2007-01-31,1.6596,1.6706,0.7365,-1.559 387 | 2007-02-28,0.0316,-0.3807,0.3297,-0.4359 388 | 2007-03-31,0.1049,0.2895,0.7132,1.3311 389 | 2007-04-30,-0.8035,-0.0164,-0.7875,0.3875 390 | 2007-05-31,-0.3059,-0.4453,-0.7104,-0.0456 391 | 2007-06-30,-0.0146,-0.0256,-1.392,-0.2047 392 | 2007-07-31,-1.7436,-1.8695,-3.0367,-0.5176 393 | 2007-08-31,-3.1459,-1.928,-3.1793,-0.8844 394 | 2007-09-30,-2.9951,-3.1896,-3.1338,-0.69 395 | 2007-10-31,-1.7662,-2.2754,-1.7525,-3.3609 396 | 2007-11-30,-0.8482,-0.5958,-1.2883,1.4599 397 | 2007-12-31,-1.0393,-2.0554,-0.6497,1.7222 398 | 2008-01-31,3.7692,1.4116,2.021,-0.4154 399 | 2008-02-29,0.6269,-0.4523,1.0349,0.8674 400 | 2008-03-31,-0.9116,-1.3554,0.6342,-2.7655 401 | 2008-04-30,0.0314,-0.2586,0.3691,2.3851 402 | 2008-05-31,-0.2003,-0.1944,0.0627,-2.1661 403 | 2008-06-30,-1.0591,-2.4457,0.3126,3.7958 404 | 2008-07-31,3.2709,2.988,1.8903,-1.9031 405 | 2008-08-31,2.1142,2.4563,3.03,1.0406 406 | 2008-09-30,2.1136,1.109,3.2539,5.3406 407 | 2008-10-31,-0.7547,-2.7327,-1.1937,6.9743 408 | 2008-11-30,-3.7531,-3.0932,-2.0845,12.1821 409 | 2008-12-31,0.5863,1.3441,-0.3883,0.9556 410 | 2009-01-31,-4.2938,-2.594,-4.6177,1.4036 411 | 2009-02-28,-3.5895,-2.3347,-2.2463,3.6467 412 | 2009-03-31,1.4606,0.6878,3.1064,-5.8839 413 | 2009-04-30,6.9394,3.2468,6.3058,-12.8663 414 | 2009-05-31,-0.2712,-2.1444,-3.0796,-1.2274 415 | 2009-06-30,-1.2236,-0.9041,-1.5669,4.2221 416 | 2009-07-31,4.2667,5.0222,4.5558,-5.7784 417 | 2009-08-31,5.4368,5.3233,5.5746,-1.0137 418 | 2009-09-30,2.4352,1.3655,3.0131,-5.5824 419 | 2009-10-31,-4.5927,-3.5783,-3.8043,6.6145 420 | 2009-11-30,0.7985,0.1888,-0.2327,-2.2703 421 | 2009-12-31,1.7662,1.5501,1.6309,-4.8467 422 | 2010-01-31,0.8443,1.8258,0.8158,-2.3016 423 | 2010-02-28,2.5674,2.5765,2.9504,-1.1962 424 | 2010-03-31,2.8296,2.7788,2.5053,-0.7124 425 | 2010-04-30,3.0202,3.5048,3.6933,0.0423 426 | 2010-05-31,-0.9336,-1.2449,-1.9618,0.7377 427 | 2010-06-30,-5.5924,-5.4024,-6.1078,-0.4604 428 | 2010-07-31,1.2964,1.5359,0.9857,-0.1218 429 | 2010-08-31,-1.9824,-2.5495,-3.1995,1.1799 430 | 2010-09-30,2.0667,2.9309,-0.8821,-1.56 431 | 2010-10-31,-2.2308,-2.8813,-3.294,1.3148 432 | 2010-11-30,-0.1913,0.5058,-0.7631,1.3731 433 | 2010-12-31,3.1536,2.7866,3.9875,-1.6435 434 | 2011-01-31,0.1866,0.0365,0.052,1.3813 435 | 2011-02-28,0.5851,0.3536,0.4326,0.1323 436 | 2011-03-31,0.274,0.9917,-1.3332,0.9726 437 | 2011-04-30,-0.2162,0.1749,-2.5853,2.1928 438 | 2011-05-31,0.6278,1.1033,-1.3278,0.269 439 | 2011-06-30,-0.9761,-1.131,-0.3309,0.786 440 | 2011-07-31,-2.0937,-2.3072,-1.2927,-0.1753 441 | 2011-08-31,-2.8156,-2.8241,-2.6709,1.2239 442 | 2011-09-30,-0.646,-0.9669,-1.7501,2.5212 443 | 2011-10-31,-0.3225,-0.2221,0.5421,-1.9103 444 | 2011-11-30,0.6339,0.717,-1.2407,0.1959 445 | 2011-12-31,1.3901,1.6377,2.2743,0.1101 446 | 2012-01-31,-0.5103,-0.3076,0.1072,-0.562 447 | 2012-02-29,1.2381,1.4703,0.657,1.1076 448 | 2012-03-31,0.8969,0.7814,1.8017,0.8631 449 | 2012-04-30,-1.2038,-1.9235,-1.4834,1.4343 450 | 2012-05-31,-0.3504,0.1002,-0.8487,0.2809 451 | 2012-06-30,0.321,0.4469,0.6087,-0.7531 452 | 2012-07-31,-0.7832,-0.3664,0.1788,-0.5265 453 | 2012-08-31,1.4669,1.2918,1.3051,-1.2006 454 | 2012-09-30,1.2299,1.2015,1.495,-0.4158 455 | 2012-10-31,1.8713,1.4395,4.3268,-0.9134 456 | 2012-11-30,0.9528,1.2995,-1.6322,1.4861 457 | 2012-12-31,1.6024,1.9505,3.096,0.2609 458 | 2013-01-31,1.4544,2.78,1.3512,1.074 459 | 2013-02-28,0.2468,1.5056,-0.2,0.5177 460 | 2013-03-31,0.9593,1.5858,0.4888,0.8414 461 | 2013-04-30,-0.2482,-0.5942,1.5765,-1.8996 462 | 2013-05-31,1.8627,1.4535,2.3682,0.0926 463 | 2013-06-30,-0.6872,-0.5141,-0.4072,-1.0148 464 | 2013-07-31,0.9748,1.7127,0.6586,-0.099 465 | 2013-08-31,-1.8196,-2.435,-2.9986,-1.5566 466 | 2013-09-30,-0.3241,0.2687,-0.6552,-0.8263 467 | 2013-10-31,1.1666,0.3391,1.2107,-0.9974 468 | 2013-11-30,0.5278,1.6573,0.7346,-0.2062 469 | 2013-12-31,-0.3948,0.07,-0.7406,2.7996 470 | 2014-01-31,0.7746,0.5469,-2.1274,-5.4064 471 | 2014-02-28,0.2822,0.0361,0.3168,0.8071 472 | 2014-03-31,3.7628,2.8113,3.7897,1.3831 473 | 2014-04-30,0.6644,0.1722,1.0709,-0.2677 474 | 2014-05-31,0.515,0.0761,-0.1488,-0.8534 475 | 2014-06-30,-0.858,-1.4056,0.0347,-0.0484 476 | 2014-07-31,0.2155,0.1513,-0.6306,-2.2385 477 | 2014-08-31,-0.7585,-0.3145,0.0439,-2.7632 478 | 2014-09-30,-0.3057,-0.4901,-1.284,-0.6396 479 | 2014-10-31,-1.4406,-0.0805,-2.4401,1.4435 480 | 2014-11-30,1.0304,2.5444,-1.9112,-1.9849 481 | 2014-12-31,1.6909,2.677,2.0025,2.6449 482 | 2015-01-31,-1.0579,-1.1794,-3.227,-1.0397 483 | 2015-02-28,-1.1543,-0.8979,-2.3064,-0.4872 484 | 2015-03-31,0.3602,1.3137,-0.1315,0.3217 485 | 2015-04-30,-0.569,-1.3947,1.2685,0.7646 486 | 2015-05-31,-0.0355,1.5109,-1.0496,-2.3614 487 | 2015-06-30,-1.1681,0.1614,-0.8197,0.8713 488 | 2015-07-31,-3.6242,-1.2135,-4.917,-4.6148 489 | 2015-08-31,3.9742,2.8089,3.4006,2.751 490 | 2015-09-30,-1.1635,-0.3187,0.4332,1.068 491 | 2015-10-31,-1.6882,-1.9042,0.0469,-0.4831 492 | 2015-11-30,-0.5593,-1.2697,-1.4763,0.4458 493 | 2015-12-31,-0.1372,0.3705,-2.1572,-2.3442 494 | 2016-01-31,1.2214,0.1672,2.2139,3.1522 495 | 2016-02-29,1.413,1.813,-0.8805,1.2572 496 | 2016-03-31,0.3574,1.3373,1.9275,0.5191 497 | 2016-04-30,0.0681,-1.7176,3.1791,0.2385 498 | 2016-05-31,-1.1205,-1.7287,-1.8401,0.7524 499 | 2016-06-30,0.1423,-0.1551,-0.6544,2.2823 500 | 2016-07-31,1.8224,2.2773,-1.0019,-0.4644 501 | 2016-08-31,1.8465,0.7663,1.9668,-0.1529 502 | 2016-09-30,0.4072,0.529,-0.7217,-0.236 503 | 2016-10-31,0.3734,-0.4438,3.1444,-1.12 504 | 2016-11-30,5.3711,2.3476,6.5281,2.7729 505 | 2016-12-31,0.0863,0.1197,2.5789,0.99 506 | 2017-01-31,-0.8155,-0.4563,-2.8975,-3.3839 507 | 2017-02-28,-0.7737,-0.1529,-1.5851,-0.3545 508 | 2017-03-31,-0.8026,-0.8032,-2.3251,0.7364 509 | 2017-04-30,-1.6884,-1.3542,-1.9402,-1.9829 510 | 2017-05-31,-1.7197,-1.7844,-2.4383,-0.9496 511 | 2017-06-30,0.2657,0.7603,-0.0792,0.4336 512 | 2017-07-31,-1.1619,-1.227,0.4796,-3.9172 513 | 2017-08-31,-0.6673,-1.3112,-2.1315,-3.0752 514 | 2017-09-30,1.7649,1.5408,3.3961,3.0341 515 | 2017-10-31,-1.1832,-1.217,0.0913,1.183 516 | 2017-11-30,1.3065,1.5807,2.0921,0.7017 517 | 2017-12-31,-0.2004,0.7062,0.8668,-0.9135 518 | 2018-01-31,-1.1963,-0.6006,-2.5359,-0.3493 519 | 2018-02-28,-0.1144,0.0106,-2.2396,-0.4501 520 | 2018-03-31,0.6478,-0.2019,0.685,3.3276 521 | 2018-04-30,0.9867,0.0618,0.7663,0.4723 522 | 2018-05-31,-1.8006,-1.3051,-3.4123,2.3676 523 | 2018-06-30,0.683,0.9876,-0.7652,3.1401 524 | 2018-07-31,0.2172,0.2544,-0.0072,2.2332 525 | 2018-08-31,-1.9907,-0.5954,-3.0665,1.889 526 | 2018-09-30,-0.8945,1.0529,-1.4335,1.0076 527 | 2018-10-31,2.0379,0.3766,2.7965,-4.9463 528 | 2018-11-30,0.3183,-0.3426,-1.3649,-0.0049 529 | 2018-12-31,-1.5776,-0.6885,-1.8591,-1.8359 530 | 2019-01-31,-0.0226,1.4197,0.8277,1.5411 531 | 2019-02-28,-0.1175,0.6259,-1.8164,3.0223 532 | 2019-03-31,-3.1332,-2.2347,-3.2697,-0.0936 533 | 2019-04-30,-1.4693,-1.577,1.2233,0.0138 534 | 2019-05-31,-2.704,-1.1859,-3.0077,-0.1621 535 | 2019-06-30,-0.0573,-0.8427,0.1467,0.5358 536 | 2019-07-31,0.4621,0.5886,0.2064,1.4467 537 | 2019-08-31,-4.3004,-3.1822,-5.3897,-0.8891 538 | 2019-09-30,5.7864,4.4868,6.0342,-0.9661 539 | 2019-10-31,-0.6692,-1.1539,-2.132,0.0923 540 | 2019-11-30,-2.0211,-1.7322,-1.2906,-3.4561 541 | 2019-12-31,2.9584,1.8999,2.5551,0.142 542 | 2020-01-31,-5.1875,-3.5214,-6.9066,0.0164 543 | 2020-02-29,-0.3712,-2.9632,-3.8451,-0.5846 544 | 2020-03-31,-8.2722,-6.8512,-15.1747,-1.6911 545 | 2020-04-30,1.8125,-0.1585,2.2612,2.6688 546 | 2020-05-31,-2.867,-1.4468,-2.9904,1.0982 547 | 2020-06-30,-0.6797,1.0053,0.1432,4.4743 548 | 2020-07-31,1.7776,1.9891,-1.1713,2.3504 549 | 2020-08-31,-3.58,-2.8093,-3.4203,-1.6184 550 | 2020-09-30,-0.2603,0.0975,-0.682,-0.7952 551 | 2020-10-31,2.1005,1.1267,1.8218,3.4862 552 | 2020-11-30,1.7658,3.364,6.332,1.4156 553 | 2020-12-31,-2.8256,-1.1892,-2.9718,2.213 554 | 2021-01-31,7.4862,7.7271,6.1231,-0.6006 555 | 2021-02-28,2.7443,0.6397,6.9322,1.601 556 | 2021-03-31,6.2496,6.0199,6.0384,-0.8953 557 | 2021-04-30,-2.1292,-2.1355,-2.245,1.4273 558 | 2021-05-31,3.27,4.4132,5.1524,-2.3775 559 | 2021-06-30,-1.6855,-0.2294,-5.3722,1.9636 560 | 2021-07-31,-2.755,-2.7722,-3.0998,-0.4768 561 | 2021-08-31,1.0595,-0.455,0.0451,-0.7552 562 | 2021-09-30,1.6838,1.0192,5.5176,1.3198 563 | 2021-10-31,-4.3889,-3.3998,0.1312,0.7591 564 | 2021-11-30,2.7991,2.0822,0.0142,-1.9676 565 | 2021-12-31,3.7945,4.5797,1.7254,0.9354 566 | 2022-01-31,6.3361,5.8943,12.6616,-4.6044 567 | 2022-02-28,1.5729,0.0789,3.4777,-2.9981 568 | 2022-03-31,0.6248,-0.0751,-1.8377,-4.5802 569 | 2022-04-30,4.3512,4.6977,6.4239,2.3773 570 | 2022-05-31,2.8132,2.4322,8.5853,-4.6562 571 | 2022-06-30,-3.5912,-1.8092,-7.0451,1.0409 572 | 2022-07-31,-5.4907,-6.417,-3.6458,0.7115 573 | 2022-08-31,-0.7242,0.7741,0.831,1.7644 574 | 2022-09-30,-0.2491,-0.2266,0.5998,0.4872 575 | 2022-10-31,6.3286,7.6314,8.3429,0.1634 576 | 2022-11-30,2.7221,1.9373,2.0815,-0.7004 577 | 2022-12-31,1.4493,2.8505,1.9028,1.0535 578 | 2023-01-31,0.1357,-1.4568,-3.6523,1.4574 579 | 2023-02-28,-0.157,-0.3704,-2.2644,-2.8653 580 | 2023-03-31,-0.7214,-3.3876,-6.8728,-1.6714 581 | -------------------------------------------------------------------------------- /output/int_xsec.RData: -------------------------------------------------------------------------------- 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