Book a Demo!
CoCalc Logo Icon
StoreFeaturesDocsShareSupportNewsAboutPoliciesSign UpSign In
braverock
GitHub Repository: braverock/portfolioanalytics
Path: blob/master/data/indexes.csv
1433 views
,"US Bonds","US Equities","Int'l Equities","Commodities","US Tbill","Inflation"
2000-01-31,-0.0026,-0.0529,-0.0677,0.0674,0.0044,0.0058
2000-02-29,0.0120,-0.0193,0.0264,0.0588,0.0046,0.0091
2000-03-31,0.0135,0.0891,0.0375,-0.0117,0.0048,0.0000
2000-04-30,-0.0038,-0.0310,-0.0553,-0.0092,0.0049,0.0011
2000-05-31,-0.0002,-0.0209,-0.0248,0.1007,0.0048,0.0057
2000-06-30,0.0199,0.0241,0.0379,0.0665,0.0049,0.0023
2000-07-31,0.0089,-0.0159,-0.0435,-0.0832,0.0049,0.0000
2000-08-31,0.0141,0.0585,0.0088,0.1335,0.0052,0.0045
2000-09-30,0.0061,-0.0557,-0.0510,-0.0139,0.0052,0.0022
2000-10-31,0.0068,-0.0042,-0.0240,0.0022,0.0052,0.0000
2000-11-30,0.0168,-0.0856,-0.0387,0.0844,0.0053,0.0000
2000-12-31,0.0185,0.0049,0.0345,-0.0211,0.0053,0.0067
2001-01-31,0.0145,0.0343,-0.0005,-0.0560,0.0049,0.0033
2001-02-28,0.0091,-0.1003,-0.0810,-0.0142,0.0044,0.0022
2001-03-31,0.0055,-0.0676,-0.0709,-0.0408,0.0042,0.0044
2001-04-30,-0.0053,0.0721,0.0655,0.0510,0.0036,0.0044
2001-05-31,0.0059,0.0067,-0.0357,-0.0293,0.0032,0.0011
2001-06-30,0.0035,-0.0249,-0.0422,-0.0780,0.0031,-0.0022
2001-07-31,0.0225,-0.0099,-0.0184,0.0024,0.0030,0.0000
2001-08-31,0.0103,-0.0668,-0.0258,0.0095,0.0030,0.0044
2001-09-30,0.0136,-0.0878,-0.1124,-0.1230,0.0028,-0.0033
2001-10-31,0.0200,0.0187,0.0249,-0.0531,0.0020,-0.0022
2001-11-30,-0.0142,0.0712,0.0356,-0.0568,0.0018,-0.0033
2001-12-31,-0.0065,0.0087,0.0059,-0.0134,0.0016,0.0022
2002-01-31,0.0073,-0.0148,-0.0560,-0.0322,0.0014,0.0033
2002-02-28,0.0096,-0.0197,0.0070,0.0419,0.0014,0.0066
2002-03-31,-0.0177,0.0362,0.0518,0.1188,0.0015,0.0054
2002-04-30,0.0193,-0.0645,0.0072,0.0109,0.0015,0.0000
2002-05-31,0.0083,-0.0074,0.0134,-0.0455,0.0014,0.0000
2002-06-30,0.0084,-0.0767,-0.0411,0.0330,0.0015,0.0011
2002-07-31,0.0135,-0.0845,-0.1094,0.0058,0.0014,0.0032
2002-08-31,0.0170,0.0065,-0.0020,0.0570,0.0014,0.0022
2002-09-30,0.0165,-0.1219,-0.1200,0.0437,0.0014,0.0011
2002-10-31,-0.0046,0.0809,0.0511,-0.0495,0.0014,0.0000
2002-11-30,-0.0003,0.0556,0.0435,-0.0022,0.0014,-0.0022
2002-12-31,0.0204,-0.0624,-0.0347,0.0786,0.0010,0.0043
2003-01-31,0.0007,-0.0269,-0.0435,0.0825,0.0010,0.0085
2003-02-28,0.0138,-0.0152,-0.0234,0.1081,0.0010,0.0053
2003-03-31,-0.0009,0.0096,-0.0193,-0.1684,0.0010,-0.0021
2003-04-30,0.0082,0.0761,0.0902,-0.0654,0.0010,-0.0011
2003-05-31,0.0184,0.0500,0.0580,0.0875,0.0010,0.0011
2003-06-30,-0.0018,0.0126,0.0242,0.0022,0.0009,0.0011
2003-07-31,-0.0347,0.0173,0.0238,0.0071,0.0007,0.0032
2003-08-31,0.0067,0.0191,0.0237,0.0393,0.0008,0.0032
2003-09-30,0.0259,-0.0107,0.0301,-0.0426,0.0008,-0.0011
2003-10-31,-0.0099,0.0535,0.0587,0.0214,0.0008,-0.0021
2003-11-30,0.0026,0.0087,0.0219,0.0250,0.0008,-0.0011
2003-12-31,0.0099,0.0498,0.0725,0.0588,0.0008,0.0042
2004-01-31,0.0080,0.0180,0.0140,0.0039,0.0007,0.0052
2004-02-29,0.0104,0.0137,0.0227,0.0691,0.0008,0.0073
2004-03-31,0.0077,-0.0153,0.0060,0.0197,0.0008,0.0031
2004-04-30,-0.0267,-0.0159,-0.0223,0.0268,0.0008,0.0052
2004-05-31,-0.0044,0.0135,0.0043,0.0442,0.0008,0.0031
2004-06-30,0.0058,0.0191,0.0218,-0.0493,0.0009,-0.0010
2004-07-31,0.0101,-0.0342,-0.0334,0.0719,0.0011,0.0000
2004-08-31,0.0187,0.0040,0.0046,-0.0404,0.0012,0.0021
2004-09-30,0.0026,0.0107,0.0256,0.1120,0.0013,0.0061
2004-10-31,0.0084,0.0150,0.0330,0.0398,0.0014,0.0000
2004-11-30,-0.0086,0.0389,0.0642,-0.0508,0.0016,-0.0041
2004-12-31,0.0096,0.0329,0.0421,-0.1110,0.0018,0.0020
2005-01-31,0.0065,-0.0250,-0.0186,0.0633,0.0019,0.0061
2005-02-28,-0.0059,0.0206,0.0416,0.0586,0.0020,0.0081
2005-03-31,-0.0050,-0.0180,-0.0254,0.0703,0.0023,0.0060
2005-04-30,0.0140,-0.0193,-0.0229,-0.0995,0.0024,-0.0010
2005-05-31,0.0108,0.0308,0.0015,-0.0074,0.0024,0.0010
2005-06-30,0.0057,0.0014,0.0135,0.0548,0.0025,0.0050
2005-07-31,-0.0094,0.0359,0.0298,0.0521,0.0025,0.0050
2005-08-31,0.0132,-0.0092,0.0249,0.1315,0.0029,0.0118
2005-09-30,-0.0108,0.0080,0.0428,0.0002,0.0029,0.0020
2005-10-31,-0.0080,-0.0170,-0.0300,-0.1151,0.0029,-0.0079
2005-11-30,0.0043,0.0364,0.0241,-0.0400,0.0033,-0.0040
2005-12-31,0.0094,0.0003,0.0445,0.0279,0.0033,0.0069
2006-01-31,0.0000,0.0258,0.0579,0.0415,0.0033,0.0020
2006-02-28,0.0035,0.0027,-0.0021,-0.1124,0.0037,0.0059
2006-03-31,-0.0100,0.0123,0.0324,0.0488,0.0038,0.0087
2006-04-30,-0.0023,0.0132,0.0463,0.0596,0.0039,0.0048
2006-05-31,-0.0009,-0.0296,-0.0391,-0.0078,0.0040,0.0019
2006-06-30,0.0019,0.0014,0.0004,0.0115,0.0040,0.0029
2006-07-31,0.0137,0.0061,0.0099,0.0197,0.0042,0.0019
2006-08-31,0.0154,0.0232,0.0270,-0.0783,0.0043,-0.0048
2006-09-30,0.0086,0.0251,0.0017,-0.1199,0.0043,-0.0058
2006-10-31,0.0068,0.0316,0.0375,-0.0264,0.0041,-0.0010
2006-11-30,0.0114,0.0187,0.0293,0.0524,0.0043,0.0010
2006-12-31,-0.0061,0.0138,0.0305,-0.0766,0.0042,0.0029
2007-01-31,-0.0005,0.0149,0.0068,-0.0234,0.0042,0.0058
2007-02-28,0.0154,-0.0200,0.0081,0.0412,0.0043,0.0095
2007-03-31,-0.0001,0.0111,0.0253,0.0313,0.0043,0.0057
2007-04-30,0.0055,0.0424,0.0434,-0.0028,0.0042,0.0066
2007-05-31,-0.0079,0.0337,0.0185,-0.0158,0.0041,0.0019
2007-06-30,-0.0030,-0.0169,0.0015,0.0312,0.0041,0.0000
2007-07-31,0.0091,-0.0320,-0.0148,0.0525,0.0040,-0.0019
2007-08-31,0.0128,0.0148,-0.0156,-0.0437,0.0041,0.0028
2007-09-30,0.0070,0.0361,0.0510,0.0928,0.0035,0.0019
2007-10-31,0.0092,0.0157,0.0379,0.0876,0.0031,0.0056
2007-11-30,0.0197,-0.0436,-0.0337,-0.0384,0.0033,-0.0009
2007-12-31,0.0015,-0.0070,-0.0230,0.0545,0.0026,0.0056
2008-01-31,0.0186,-0.0638,-0.1017,-0.0003,0.0027,0.0028
2008-02-29,0.0038,-0.0336,0.0144,0.1012,0.0019,0.0082
2008-03-31,0.0021,-0.0043,-0.0101,-0.0119,0.0017,0.0064
2008-04-30,-0.0043,0.0464,0.0526,0.0738,0.0011,0.0081
2008-05-31,-0.0085,0.0128,0.0115,0.0834,0.0011,0.0098
2008-06-30,0.0013,-0.0921,-0.0888,0.0844,0.0016,0.0053
2008-07-31,-0.0011,-0.0085,-0.0331,-0.1393,0.0015,-0.0036
2008-08-31,0.0103,0.0143,-0.0419,-0.0765,0.0013,-0.0018
2008-09-30,-0.0123,-0.0978,-0.1686,-0.1421,0.0014,-0.0099
2008-10-31,-0.0241,-0.2019,-0.2527,-0.3927,0.0007,-0.0193
2008-11-30,0.0411,-0.0773,-0.0566,-0.1743,0.0005,-0.0112
2008-12-31,0.0313,0.0105,0.0568,-0.1537,0.0001,0.0046
2009-01-31,-0.0095,-0.0920,-0.1086,-0.0982,0.0000,0.0055
2009-02-28,-0.0025,-0.1192,-0.1139,-0.0650,0.0002,0.0018
2009-03-31,0.0128,0.0805,0.0600,0.0431,0.0002,0.0027
2009-04-30,0.0017,0.0873,0.1147,-0.0093,0.0002,0.0027
2009-05-31,0.0069,0.0530,0.1072,0.1643,0.0001,0.0082
2009-06-30,0.0062,0.0020,-0.0054,0.0057,0.0001,-0.0009
2009-07-31,0.0132,0.0703,0.0838,0.0044,0.0002,0.0018
2009-08-31,0.0108,0.0348,0.0517,-0.0242,0.0002,0.0009
2009-09-30,0.0108,0.0360,0.0371,0.0017,0.0001,0.0009
2009-10-31,0.0042,-0.0189,-0.0126,0.0555,0.0001,0.0009
2009-11-30,0.0134,0.0566,0.0199,0.0150,0.0001,0.0009
2009-12-31,-0.0175,0.0189,0.0143,0.0086,0.0000,0.0035