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braverock
GitHub Repository: braverock/portfolioanalytics
Path: blob/master/sandbox/paper_analysis/riskcont/StdDev/MinRiskConc_CC.csv
1433 views
"Bond","SP500","NAREIT","SPGSCI"
"Q1y_1981",0.250159993,0.249880498,0.249811394,0.250148115
"Q2y_1981",0.250135625,0.249742144,0.24998743,0.2501348
"Q3y_1981",0.250359144,0.25028258,0.249383459,0.249974817
"Q4y_1981",0.250191568,0.249981865,0.250190024,0.249636542
"Q1y_1982",0.250073788,0.249883332,0.249904748,0.250138132
"Q2y_1982",0.249997445,0.249895317,0.250149086,0.249958153
"Q3y_1982",0.250051328,0.250207452,0.249819169,0.249922051
"Q4y_1982",0.250070812,0.249986317,0.249872432,0.250070438
"Q1y_1983",0.250026411,0.250020388,0.2499282,0.250025001
"Q2y_1983",0.250137931,0.250336285,0.249693207,0.249832578
"Q3y_1983",0.250134176,0.250082111,0.250109451,0.249674262
"Q4y_1983",0.250148431,0.249900472,0.250095652,0.249855446
"Q1y_1984",0.250217526,0.24993006,0.250185252,0.249667161
"Q2y_1984",0.250144511,0.249989248,0.249957717,0.249908524
"Q3y_1984",0.250151734,0.249922909,0.249867313,0.250058043
"Q4y_1984",0.250306218,0.249846745,0.249638202,0.250208835
"Q1y_1985",0.250117503,0.249850071,0.250241112,0.249791314
"Q2y_1985",0.250200995,0.249562547,0.250037019,0.250199438
"Q3y_1985",0.250138026,0.249838023,0.250187723,0.249836228
"Q4y_1985",0.250242658,0.249523072,0.249991613,0.250242657
"Q1y_1986",0.25020529,0.249855801,0.24988708,0.250051829
"Q2y_1986",0.250091943,0.250091626,0.249790352,0.250026079
"Q3y_1986",0.250238801,0.249597003,0.250103424,0.250060771
"Q4y_1986",0.250348356,0.249184809,0.250072021,0.250394814
"Q1y_1987",0.250172222,0.250091763,0.249563932,0.250172082
"Q2y_1987",0.250354963,0.25035391,0.249987281,0.249303846
"Q3y_1987",0.25026347,0.24990738,0.250067601,0.249761549
"Q4y_1987",0.250219934,0.249955988,0.249676709,0.250147368
"Q1y_1988",0.250383031,0.249222389,0.250014912,0.250379669
"Q2y_1988",0.250237771,0.250011894,0.249824289,0.249926046
"Q3y_1988",0.250388673,0.250296659,0.249613207,0.24970146
"Q4y_1988",0.250120676,0.249881202,0.249877446,0.250120676
"Q1y_1989",0.250205812,0.249661535,0.250202554,0.249930099
"Q2y_1989",0.250292425,0.249327521,0.250126431,0.250253623
"Q3y_1989",0.25011646,0.249943138,0.24983444,0.250105961
"Q4y_1989",0.250364182,0.249111825,0.250353967,0.250170026
"Q1y_1990",0.250383756,0.249186188,0.250104859,0.250325196
"Q2y_1990",0.250358047,0.249141378,0.250145698,0.250354878
"Q3y_1990",0.25033747,0.250035049,0.249387429,0.250240052
"Q4y_1990",0.250152869,0.250093658,0.249896388,0.249857086
"Q1y_1991",0.250312888,0.249977163,0.250169217,0.249540732
"Q2y_1991",0.25038943,0.249139877,0.250271367,0.250199325
"Q3y_1991",0.250193881,0.249966035,0.249855199,0.249984885
"Q4y_1991",0.250544467,0.249322581,0.249676809,0.250456143
"Q1y_1992",0.250481046,0.249201771,0.250095696,0.250221486
"Q2y_1992",0.250196647,0.250149045,0.249691081,0.249963226
"Q3y_1992",0.25051383,0.249625467,0.249555697,0.250305006
"Q4y_1992",0.250099856,0.249963825,0.249836465,0.250099853
"Q1y_1993",0.250453662,0.249188281,0.249904409,0.250453648
"Q2y_1993",0.250556838,0.250078393,0.248993143,0.250371626
"Q3y_1993",0.25040975,0.249336726,0.2498502,0.250403324
"Q4y_1993",0.250209278,0.249526327,0.250205837,0.250058558
"Q1y_1994",0.250196909,0.249649918,0.250093186,0.250059987
"Q2y_1994",0.25037407,0.250266739,0.249620202,0.249738988
"Q3y_1994",0.250127919,0.249943808,0.249737238,0.250191036
"Q4y_1994",0.250056779,0.250052172,0.249916443,0.249974606
"Q1y_1995",0.25017141,0.250170567,0.249495672,0.250162351
"Q2y_1995",0.250185936,0.249890831,0.249991873,0.249931361
"Q3y_1995",0.250128337,0.249658231,0.250085661,0.250127771
"Q4y_1995",0.25030321,0.249711707,0.249700181,0.250284902
"Q1y_1996",0.250393264,0.249644211,0.249582084,0.250380441
"Q2y_1996",0.250094773,0.249809065,0.250001393,0.250094769
"Q3y_1996",0.250155719,0.250108044,0.249776736,0.249959502
"Q4y_1996",0.250111351,0.250062778,0.2500847,0.249741172
"Q1y_1997",0.2503091,0.24973408,0.250233966,0.249722854
"Q2y_1997",0.25025455,0.250236807,0.249342898,0.250165745
"Q3y_1997",0.250305048,0.250280815,0.249916058,0.249498078
"Q4y_1997",0.250499916,0.250499121,0.249518308,0.249482655
"Q1y_1998",0.250173342,0.250001326,0.249758474,0.250066858
"Q2y_1998",0.250050501,0.250020805,0.249909256,0.250019438
"Q3y_1998",0.25030544,0.24997041,0.249787722,0.249936428
"Q4y_1998",0.250220067,0.250220067,0.249724261,0.249835606
"Q1y_1999",0.250134426,0.249940726,0.249796792,0.250128056
"Q2y_1999",0.250190456,0.250146432,0.250034811,0.249628302
"Q3y_1999",0.250455937,0.250441387,0.25045477,0.248647906
"Q4y_1999",0.250277719,0.249986175,0.249532659,0.250203447
"Q1y_2000",0.250199188,0.250198773,0.250065799,0.24953624
"Q2y_2000",0.250291205,0.25010864,0.249486911,0.250113244
"Q3y_2000",0.250096805,0.249826238,0.249980493,0.250096464
"Q4y_2000",0.250271408,0.25003325,0.249433164,0.250262178
"Q1y_2001",0.250133165,0.25002388,0.250133164,0.249709792
"Q2y_2001",0.250069901,0.250031924,0.250065707,0.249832467
"Q3y_2001",0.250438412,0.250060912,0.249736165,0.249764511
"Q4y_2001",0.250659149,0.248892559,0.250632223,0.249816068
"Q1y_2002",0.250157742,0.250157741,0.249909205,0.249775312
"Q2y_2002",0.250328873,0.250161781,0.249768595,0.249740752
"Q3y_2002",0.250226816,0.249880705,0.250225962,0.249666517
"Q4y_2002",0.250415623,0.24876353,0.250413911,0.250406936
"Q1y_2003",0.250278115,0.249912775,0.249881889,0.249927221
"Q2y_2003",0.250212228,0.250131984,0.24947564,0.250180148
"Q3y_2003",0.250148434,0.250081599,0.250013658,0.249756309
"Q4y_2003",0.250499668,0.249259492,0.250322221,0.249918619
"Q1y_2004",0.250322805,0.249967562,0.249495767,0.250213866
"Q2y_2004",0.250334453,0.249169451,0.250333397,0.250162699
"Q3y_2004",0.250297772,0.249618476,0.249854753,0.250228999
"Q4y_2004",0.250007103,0.250004188,0.249986158,0.250002551
"Q1y_2005",0.250090293,0.249848801,0.250007706,0.250053201
"Q2y_2005",0.250171436,0.250168974,0.249802574,0.249857017
"Q3y_2005",0.250218061,0.249479651,0.250218061,0.250084226
"Q4y_2005",0.250227933,0.249396009,0.250193395,0.250182662
"Q1y_2006",0.250192406,0.249723764,0.249933475,0.250150356
"Q2y_2006",0.250085328,0.249950466,0.250013175,0.249951031
"Q3y_2006",0.250247922,0.249503415,0.250206921,0.250041741
"Q4y_2006",0.250082563,0.249924767,0.249926629,0.25006604
"Q1y_2007",0.250121034,0.249747891,0.250119433,0.250011643
"Q2y_2007",0.250223069,0.249456978,0.25022307,0.250096883
"Q3y_2007",0.250309231,0.250079078,0.249487358,0.250124332
"Q4y_2007",0.250823314,0.250335692,0.24908744,0.249753554
"Q1y_2008",0.250529934,0.249582909,0.249435578,0.250451579
"Q2y_2008",0.25027248,0.249370304,0.250194962,0.250162255
"Q3y_2008",0.250268121,0.250261991,0.249740785,0.249729102
"Q4y_2008",0.250202387,0.250021875,0.250146078,0.24962966
"Q1y_2009",0.25041387,0.249782357,0.25030253,0.249501243
"Q2y_2009",0.250398635,0.250397911,0.249457829,0.249745624
"Q3y_2009",0.250169354,0.249824495,0.250031419,0.249974732
"Q4y_2009",0.250204886,0.249548724,0.250045923,0.250200466
"Q1y_2010",0.250155529,0.250148183,0.249735801,0.249960487
"Q2y_2010",0.250346805,0.249373574,0.250287906,0.249991715
"Q3y_2010",0.250758726,0.249626644,0.249006523,0.250608107