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braverock
GitHub Repository: braverock/portfolioanalytics
Path: blob/master/sandbox/paper_analysis/riskcont/StdDev/EqualRisk.csv
1433 views
"Bond","SP500","EAFE","SPGSCI"
"Q1y_1984",0.25,0.25,0.25,0.25
"Q2y_1984",0.250000001,0.25,0.25,0.25
"Q3y_1984",0.250000332,0.249999814,0.249999714,0.250000139
"Q4y_1984",0.250000001,0.25,0.25,0.25
"Q1y_1985",0.250000001,0.25,0.25,0.249999999
"Q2y_1985",0.250000001,0.25,0.249999999,0.25
"Q3y_1985",0.250000002,0.249999999,0.249999999,0.25
"Q4y_1985",0.25,0.25,0.25,0.25
"Q1y_1986",0.25,0.25,0.25,0.25
"Q2y_1986",0.250000001,0.25,0.249999999,0.25
"Q3y_1986",0.25,0.25,0.25,0.25
"Q4y_1986",0.250000001,0.249999998,0.25,0.25
"Q1y_1987",0.250000001,0.249999998,0.25,0.250000001
"Q2y_1987",0.250000558,0.249999914,0.249999877,0.24999965
"Q3y_1987",0.250000001,0.25,0.25,0.249999999
"Q4y_1987",0.250000773,0.249999705,0.249999847,0.249999676
"Q1y_1988",0.25,0.25,0.249999999,0.25
"Q2y_1988",0.25,0.25,0.249999999,0.25
"Q3y_1988",0.25,0.25,0.250000001,0.25
"Q4y_1988",0.250000001,0.249999999,0.25,0.25
"Q1y_1989",0.250000001,0.25,0.25,0.25
"Q2y_1989",0.25,0.249999999,0.250000001,0.25
"Q3y_1989",0.250000001,0.25,0.25,0.25
"Q4y_1989",0.25,0.249999999,0.25,0.250000001
"Q1y_1990",0.25,0.25,0.25,0.25
"Q2y_1990",0.250001209,0.249999447,0.249999315,0.25000003
"Q3y_1990",0.250001239,0.249999143,0.249999085,0.250000533
"Q4y_1990",0.25,0.25,0.25,0.25
"Q1y_1991",0.25000025,0.250000506,0.249999398,0.249999846
"Q2y_1991",0.250000817,0.24999985,0.249998834,0.250000499
"Q3y_1991",0.25,0.250000001,0.249999999,0.25
"Q4y_1991",0.250001201,0.249999409,0.249998832,0.250000558
"Q1y_1992",0.25,0.25,0.25,0.25
"Q2y_1992",0.25,0.25,0.25,0.25
"Q3y_1992",0.25,0.25,0.25,0.25
"Q4y_1992",0.25,0.25,0.25,0.25
"Q1y_1993",0.25,0.249999999,0.25,0.25
"Q2y_1993",0.250000001,0.25,0.249999998,0.250000001
"Q3y_1993",0.250003634,0.249999708,0.249998011,0.249998647
"Q4y_1993",0.250002865,0.249998911,0.249997222,0.250001002
"Q1y_1994",0.250000001,0.25,0.25,0.249999999
"Q2y_1994",0.250000001,0.249999999,0.25,0.25
"Q3y_1994",0.25,0.25,0.25,0.25
"Q4y_1994",0.250000001,0.249999999,0.25,0.25
"Q1y_1995",0.25,0.249999999,0.249999999,0.250000002
"Q2y_1995",0.250001013,0.249999697,0.24999898,0.250000309
"Q3y_1995",0.25,0.249999999,0.249999999,0.250000002
"Q4y_1995",0.250000734,0.250000134,0.249999502,0.24999963
"Q1y_1996",0.25,0.25,0.25,0.25
"Q2y_1996",0.250000001,0.25,0.25,0.249999999
"Q3y_1996",0.250001046,0.250000388,0.249998531,0.250000035
"Q4y_1996",0.250000002,0.249999999,0.25,0.249999999
"Q1y_1997",0.25,0.249999999,0.25,0.25
"Q2y_1997",0.250000145,0.250001419,0.249999081,0.249999355
"Q3y_1997",0.25000041,0.249999864,0.249999955,0.24999977
"Q4y_1997",0.250001162,0.249999604,0.24999921,0.250000024
"Q1y_1998",0.250001696,0.249999747,0.249999337,0.249999221
"Q2y_1998",0.250000003,0.249999999,0.249999999,0.25
"Q3y_1998",0.25,0.25,0.25,0.25
"Q4y_1998",0.25,0.25,0.249999999,0.25
"Q1y_1999",0.25,0.25,0.250000001,0.249999999
"Q2y_1999",0.25,0.25,0.25,0.25
"Q3y_1999",0.25,0.25,0.25,0.25
"Q4y_1999",0.250001399,0.249999484,0.25000069,0.249998427
"Q1y_2000",0.25,0.250000001,0.249999999,0.25
"Q2y_2000",0.25,0.25,0.25,0.25
"Q3y_2000",0.25,0.250000001,0.25,0.249999999
"Q4y_2000",0.250000001,0.249999999,0.25,0.25
"Q1y_2001",0.250000001,0.249999999,0.25,0.25
"Q2y_2001",0.250000336,0.249999965,0.249999316,0.250000383
"Q3y_2001",0.25,0.249999999,0.25,0.25
"Q4y_2001",0.250000001,0.249999999,0.25,0.249999999
"Q1y_2002",0.25,0.25,0.25,0.25
"Q2y_2002",0.25,0.25,0.25,0.25
"Q3y_2002",0.250000001,0.249999999,0.25,0.25
"Q4y_2002",0.250000001,0.249999998,0.25,0.250000001
"Q1y_2003",0.25,0.25,0.25,0.25
"Q2y_2003",0.249999997,0.250000002,0.25,0.25
"Q3y_2003",0.250000001,0.25,0.25,0.25
"Q4y_2003",0.250000001,0.25,0.25,0.25
"Q1y_2004",0.25,0.25,0.25,0.25
"Q2y_2004",0.25,0.250000001,0.250000002,0.249999998
"Q3y_2004",0.25,0.250000002,0.249999998,0.25
"Q4y_2004",0.25,0.249999999,0.25,0.25
"Q1y_2005",0.25,0.250000001,0.249999999,0.249999999
"Q2y_2005",0.250000001,0.25,0.250000001,0.249999998
"Q3y_2005",0.250000001,0.250000001,0.249999998,0.25
"Q4y_2005",0.249998324,0.250010699,0.249994263,0.249996714
"Q1y_2006",0.25,0.249999997,0.250000002,0.250000001
"Q2y_2006",0.25,0.250000001,0.249999999,0.25
"Q3y_2006",0.25,0.249999999,0.250000002,0.249999999
"Q4y_2006",0.250002075,0.250001229,0.250001569,0.249995127
"Q1y_2007",0.250000001,0.250000001,0.25,0.249999998
"Q2y_2007",0.250000001,0.249999999,0.250000001,0.249999999
"Q3y_2007",0.25,0.250000001,0.249999999,0.25
"Q4y_2007",0.25,0.25,0.25,0.25
"Q1y_2008",0.25,0.25,0.25,0.25
"Q2y_2008",0.250005614,0.250033095,0.249963994,0.249997297
"Q3y_2008",0.25,0.250000001,0.25,0.249999999
"Q4y_2008",0.249999999,0.250000002,0.250000001,0.249999998
"Q1y_2009",0.25,0.25,0.25,0.25
"Q2y_2009",0.25,0.25,0.25,0.25
"Q3y_2009",0.249999999,0.25,0.25,0.25
"Q4y_2009",0.25,0.249999999,0.25,0.25
"Q1y_2010",0.25,0.250000001,0.249999999,0.25
"Q2y_2010",0.250004273,0.24999921,0.249999975,0.249996542
"Q3y_2010",0.250004458,0.249999429,0.249999997,0.249996116