Book a Demo!
CoCalc Logo Icon
StoreFeaturesDocsShareSupportNewsAboutPoliciesSign UpSign In
braverock
GitHub Repository: braverock/portfolioanalytics
Path: blob/master/sandbox/paper_analysis/riskcont/StdDev/EqualWeight_CC.csv
1433 views
"Bond","SP500","NAREIT","SPGSCI"
"Q1y_1981",0.0988,0.2796,0.3564,0.2652
"Q2y_1981",0.058,0.299,0.3453,0.2978
"Q3y_1981",0.0829,0.2931,0.3354,0.2887
"Q4y_1981",0.0715,0.2959,0.3532,0.2794
"Q1y_1982",0.1878,0.2658,0.3133,0.2331
"Q2y_1982",0.1542,0.2809,0.3125,0.2524
"Q3y_1982",0.1329,0.2882,0.3157,0.2632
"Q4y_1982",0.1712,0.2904,0.3056,0.2328
"Q1y_1983",0.1564,0.2987,0.3176,0.2273
"Q2y_1983",0.1296,0.3042,0.3249,0.2413
"Q3y_1983",0.1088,0.3155,0.3254,0.2502
"Q4y_1983",0.1042,0.3212,0.3212,0.2534
"Q1y_1984",0.0899,0.3318,0.3109,0.2674
"Q2y_1984",0.0828,0.3397,0.303,0.2746
"Q3y_1984",0.1212,0.3898,0.3485,0.1405
"Q4y_1984",0.107,0.3578,0.3129,0.2222
"Q1y_1985",0.1297,0.3727,0.3036,0.1939
"Q2y_1985",0.1261,0.3845,0.31,0.1794
"Q3y_1985",0.1429,0.3916,0.2888,0.1767
"Q4y_1985",0.1154,0.369,0.3468,0.1688
"Q1y_1986",0.1272,0.3675,0.3179,0.1875
"Q2y_1986",0.1179,0.356,0.2854,0.2407
"Q3y_1986",0.1045,0.3615,0.2784,0.2557
"Q4y_1986",0.0851,0.3707,0.2789,0.2654
"Q1y_1987",0.0795,0.3833,0.2803,0.257
"Q2y_1987",0.0677,0.3865,0.2499,0.296
"Q3y_1987",0.0794,0.3851,0.2557,0.2798
"Q4y_1987",0.0891,0.3833,0.2632,0.2644
"Q1y_1988",0.077,0.3649,0.3789,0.1792
"Q2y_1988",0.0876,0.3728,0.3589,0.1807
"Q3y_1988",0.0868,0.3864,0.3416,0.1853
"Q4y_1988",0.0835,0.4033,0.3301,0.1831
"Q1y_1989",0.0782,0.399,0.3121,0.2108
"Q2y_1989",0.0737,0.4055,0.3043,0.2165
"Q3y_1989",0.0821,0.4138,0.294,0.2102
"Q4y_1989",0.0811,0.4164,0.2906,0.2119
"Q1y_1990",0.0709,0.4037,0.3083,0.217
"Q2y_1990",0.0709,0.4105,0.3168,0.2018
"Q3y_1990",0.0767,0.4249,0.3028,0.1956
"Q4y_1990",0.0296,0.235,0.228,0.5073
"Q1y_1991",0.0629,0.3877,0.3433,0.206
"Q2y_1991",0.0552,0.3802,0.3678,0.1968
"Q3y_1991",0.0554,0.4121,0.3345,0.198
"Q4y_1991",0.0609,0.4332,0.309,0.197
"Q1y_1992",0.0487,0.38,0.2576,0.3137
"Q2y_1992",0.0665,0.4268,0.3173,0.1894
"Q3y_1992",0.0628,0.4348,0.3059,0.1965
"Q4y_1992",0.0607,0.4443,0.3026,0.1924
"Q1y_1993",0.0658,0.4472,0.2878,0.1993
"Q2y_1993",0.0593,0.4153,0.3588,0.1667
"Q3y_1993",0.0528,0.4041,0.3266,0.2165
"Q4y_1993",0.0557,0.4365,0.3272,0.1806
"Q1y_1994",0.0515,0.3964,0.3245,0.2276
"Q2y_1994",0.0782,0.3963,0.33,0.1955
"Q3y_1994",0.0788,0.417,0.3202,0.184
"Q4y_1994",0.0747,0.3955,0.2907,0.2391
"Q1y_1995",0.0677,0.3842,0.3469,0.2012
"Q2y_1995",0.0719,0.4127,0.3233,0.1921
"Q3y_1995",0.0811,0.4111,0.3059,0.2019
"Q4y_1995",0.0837,0.3755,0.3157,0.2251
"Q1y_1996",0.0561,0.2646,0.2863,0.393
"Q2y_1996",0.0787,0.2462,0.3048,0.3702
"Q3y_1996",0.0918,0.1511,0.3484,0.4087
"Q4y_1996",0.074,0.3204,0.3039,0.3017
"Q1y_1997",0.065,0.3002,0.4007,0.234
"Q2y_1997",0.0669,0.3377,0.3108,0.2846
"Q3y_1997",0.0583,0.3395,0.3012,0.301
"Q4y_1997",0.0669,0.3844,0.3423,0.2064
"Q1y_1998",0.048,0.3197,0.247,0.3853
"Q2y_1998",0.0563,0.3742,0.275,0.2945
"Q3y_1998",0.0515,0.3603,0.2885,0.2998
"Q4y_1998",0.0356,0.283,0.4001,0.2814
"Q1y_1999",0.0337,0.2843,0.276,0.406
"Q2y_1999",0.0375,0.2658,0.2134,0.4832
"Q3y_1999",0.044,0.2989,0.2582,0.3989
"Q4y_1999",0.0462,0.3239,0.2959,0.334
"Q1y_2000",0.0489,0.3547,0.2845,0.3119
"Q2y_2000",0.0489,0.3819,0.2693,0.2999
"Q3y_2000",0.0462,0.3401,0.2576,0.356
"Q4y_2000",0.0353,0.2999,0.2538,0.4109
"Q1y_2001",0.0393,0.32,0.2915,0.3492
"Q2y_2001",0.0394,0.3769,0.2507,0.333
"Q3y_2001",0.0368,0.3456,0.2609,0.3567
"Q4y_2001",0.0309,0.3314,0.2458,0.3919
"Q1y_2002",0.0418,0.3359,0.254,0.3683
"Q2y_2002",0.0397,0.3105,0.24,0.4098
"Q3y_2002",0.0408,0.3952,0.2246,0.3394
"Q4y_2002",0.0368,0.4511,0.2666,0.2455
"Q1y_2003",0.037,0.4518,0.2502,0.261
"Q2y_2003",0.0232,0.2955,0.1628,0.5185
"Q3y_2003",0.0268,0.3213,0.1999,0.452
"Q4y_2003",0.0492,0.3443,0.222,0.3846
"Q1y_2004",0.0514,0.3688,0.2477,0.3321
"Q2y_2004",0.0493,0.3651,0.2836,0.302
"Q3y_2004",0.0505,0.2933,0.4315,0.2247
"Q4y_2004",0.0441,0.2769,0.2923,0.3866
"Q1y_2005",0.0381,0.2462,0.2477,0.468
"Q2y_2005",0.0393,0.2554,0.2857,0.4196
"Q3y_2005",0.0371,0.254,0.268,0.4408
"Q4y_2005",0.0372,0.2288,0.2609,0.473
"Q1y_2006",0.0363,0.2229,0.242,0.4987
"Q2y_2006",0.0343,0.1957,0.2486,0.5214
"Q3y_2006",0.0392,0.228,0.3017,0.431
"Q4y_2006",0.0299,0.1736,0.2227,0.5739
"Q1y_2007",0.0321,0.1674,0.2531,0.5474
"Q2y_2007",0.0365,0.1839,0.3217,0.4579
"Q3y_2007",0.0404,0.2145,0.4306,0.3145
"Q4y_2007",0.0331,0.2107,0.3776,0.3786
"Q1y_2008",0.0297,0.2199,0.3975,0.3529
"Q2y_2008",0.0294,0.279,0.3228,0.3688
"Q3y_2008",0.0242,0.2956,0.3749,0.3053
"Q4y_2008",0.019,0.2604,0.2073,0.5132
"Q1y_2009",0.0113,0.1699,0.418,0.4009
"Q2y_2009",0.0138,0.2242,0.5132,0.2489
"Q3y_2009",0.0147,0.2298,0.5242,0.2313
"Q4y_2009",0.0195,0.2655,0.5802,0.1347
"Q1y_2010",0.0275,0.2911,0.5796,0.1017
"Q2y_2010",0.027,0.291,0.5127,0.1693
"Q3y_2010",0.0205,0.2973,0.3801,0.3021