At the end of the year 2018, you agreed with Mary to construct her Portfolio in a way that it contains the five largest stocks (in terms of Market Capitalizations) for the Sectors Basic Industries, Consumer Durables and Public Utilities and Health Care (use listings_clean.csv). Since January 01, 2019 her new Portfolio contains these 20 Stocks that are Market Cap weighted in her Portfolio.

The next meeting with Mary is scheduled for July 2019 and is all about the past performance of her new Portfolio from 2019-01-01 until 2019-06-30.

Create and analyse her Portfolio (Risk, Return, Sharpe Ratio, Beta, Alpha) in comparison to the Market Portfolio (S&P 500 TR) and her former Health Care Portfolio (assume a risk-free return of 2%). Do you think Mary is happy with her new Portfolio?

Have Fun!