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braverock
GitHub Repository: braverock/portfolioanalytics
Path: blob/master/sandbox/paper_analysis/riskcont/StdDev/MinRisk_RiskLimit.csv
1433 views
"Bond","SP500","EAFE","SPGSCI"
"Q1y_1984",0.399997323,0.124053979,0.162422685,0.313526013
"Q2y_1984",0.39999436,0.103453797,0.150634917,0.345916926
"Q3y_1984",0.399973408,0.111609935,0.088456998,0.39995966
"Q4y_1984",0.3999972,0.101758414,0.122587285,0.375657101
"Q1y_1985",0.399995171,0.118306479,0.1262427,0.35545565
"Q2y_1985",0.399998735,0.120513039,0.118763991,0.360724235
"Q3y_1985",0.399950091,0.099276321,0.100781943,0.399991645
"Q4y_1985",0.399984914,0.098501933,0.101535486,0.399977667
"Q1y_1986",0.399950016,0.114807416,0.085376816,0.399865752
"Q2y_1986",0.399997532,0.11223945,0.087791317,0.399971702
"Q3y_1986",0.399943695,0.141383323,0.058843281,0.399829702
"Q4y_1986",0.399960767,0.139098745,0.06114467,0.399795818
"Q1y_1987",0.399939434,0.17749506,0.022630939,0.399934568
"Q2y_1987",0.399976553,0.190471143,0.009706321,0.399845983
"Q3y_1987",0.39997121,0.15544178,0.044623883,0.399963127
"Q4y_1987",0.399971489,0.148165173,0.051921522,0.399941817
"Q1y_1988",0.399957562,0.167155553,0.033042144,0.399844741
"Q2y_1988",0.399999473,0.157534931,0.042466525,0.399999071
"Q3y_1988",0.399928451,0.148444731,0.05165462,0.399972198
"Q4y_1988",0.399997124,0.148188883,0.051824555,0.399989437
"Q1y_1989",0.399980094,0.150033387,0.050103155,0.399883364
"Q2y_1989",0.399993294,0.136174912,0.063972361,0.399859434
"Q3y_1989",0.399910657,0.137779077,0.062399078,0.399911188
"Q4y_1989",0.399931547,0.170280689,0.02989015,0.399897615
"Q1y_1990",0.399976688,0.160710568,0.039501025,0.399811718
"Q2y_1990",0.399960126,0.177881822,0.022183455,0.399974596
"Q3y_1990",0.39999453,0.161697067,0.038310941,0.399997462
"Q4y_1990",0.399812322,0.199666268,0.000555958,0.399965451
"Q1y_1991",0.399999742,0.200010826,9.92e-07,0.39998844
"Q2y_1991",0.399939361,0.199668192,0.003042542,0.397349904
"Q3y_1991",0.399936254,0.163266851,0.036854559,0.399942337
"Q4y_1991",0.39996226,0.165363524,0.034896261,0.399777955
"Q1y_1992",0.399644227,0.144041734,0.056572325,0.399741715
"Q2y_1992",0.399938151,0.150617403,0.049713032,0.399731414
"Q3y_1992",0.399855502,0.169999992,0.030172212,0.399972294
"Q4y_1992",0.399828596,0.161271232,0.038987148,0.399913025
"Q1y_1993",0.399972302,0.149377248,0.050776937,0.399873513
"Q2y_1993",0.399917089,0.140884687,0.059533661,0.399664563
"Q3y_1993",0.399956865,0.160328677,0.039743357,0.399971101
"Q4y_1993",0.399857975,0.143745702,0.056629157,0.399767166
"Q1y_1994",0.399999152,0.197654654,0.002384175,0.39996202
"Q2y_1994",0.399959249,0.160422281,0.039805866,0.399812604
"Q3y_1994",0.399953421,0.12826721,0.071964394,0.399814976
"Q4y_1994",0.399989658,0.089520957,0.111551218,0.398938167
"Q1y_1995",0.39992578,0.137912558,0.062437476,0.399724187
"Q2y_1995",0.399947715,0.105029816,0.095279733,0.399742736
"Q3y_1995",0.399996635,0.137150105,0.063042241,0.39981102
"Q4y_1995",0.399958283,0.170276386,0.029895502,0.399869829
"Q1y_1996",0.399961418,0.135268652,0.064789063,0.399980866
"Q2y_1996",0.399998125,0.214615677,0.030269594,0.355116603
"Q3y_1996",0.399995156,0.335833438,7.632e-06,0.264163773
"Q4y_1996",0.399966733,0.124087818,0.076135301,0.399810147
"Q1y_1997",0.399992942,0.057897177,0.142313671,0.399796209
"Q2y_1997",0.399991851,0.052993337,0.189315176,0.357699636
"Q3y_1997",0.39987594,0.042503192,0.157654782,0.399966086
"Q4y_1997",0.399950341,0.032397841,0.167747794,0.399904025
"Q1y_1998",0.399959608,0.007732708,0.193540641,0.398767043
"Q2y_1998",0.399949697,0.004228362,0.196887721,0.398934221
"Q3y_1998",0.399997098,0.00019456,0.19997209,0.399836252
"Q4y_1998",0.399875353,0.000455703,0.201039242,0.398629703
"Q1y_1999",0.399968267,0.000523633,0.325790723,0.273717377
"Q2y_1999",0.39996438,0.000329688,0.332987547,0.266718385
"Q3y_1999",0.399856688,0.000107755,0.394613723,0.205421834
"Q4y_1999",0.39999909,5.705e-06,0.399938026,0.200057179
"Q1y_2000",0.39999747,0.003268185,0.397390226,0.199344119
"Q2y_2000",0.39998916,0.001212105,0.368922164,0.229876571
"Q3y_2000",0.399975211,0.001863698,0.379525533,0.218635559
"Q4y_2000",0.399999787,0.035198619,0.39996346,0.164838133
"Q1y_2001",0.399920649,0.004277684,0.397947288,0.197854379
"Q2y_2001",0.399941057,0.000392662,0.388450254,0.211216027
"Q3y_2001",0.399999554,2.987e-06,0.375199203,0.224798256
"Q4y_2001",0.399981752,0.001449836,0.396338423,0.202229988
"Q1y_2002",0.399666368,1.6503e-05,0.398376479,0.201940649
"Q2y_2002",0.399998512,3.8083e-05,0.399997683,0.199965722
"Q3y_2002",0.399999932,0.02751673,0.399992408,0.17249093
"Q4y_2002",0.399889365,0.009318905,0.399842167,0.190949564
"Q1y_2003",0.399932571,0.0074884,0.3977968,0.194782229
"Q2y_2003",0.399880806,0.102588142,0.399940952,0.0975901
"Q3y_2003",0.399984801,0.168138596,0.399196425,0.032680179
"Q4y_2003",0.399998906,0.143068248,0.367656229,0.089276617
"Q1y_2004",0.399993272,0.171328453,0.287481855,0.14119642
"Q2y_2004",0.399997896,0.204667609,0.269963033,0.125371462
"Q3y_2004",0.399997405,0.212541438,0.200054887,0.187406271
"Q4y_2004",0.399972537,0.264381994,0.184816441,0.150829029
"Q1y_2005",0.399969703,0.389118931,0.090740704,0.120170663
"Q2y_2005",0.39999421,0.399282685,0.091966133,0.108756972
"Q3y_2005",0.399933722,0.398541821,0.10566575,0.095858706
"Q4y_2005",0.399961518,0.398951494,0.126869158,0.074217829
"Q1y_2006",0.399984473,0.399010959,0.13794428,0.063060289
"Q2y_2006",0.399929815,0.399501305,0.143923638,0.056645242
"Q3y_2006",0.399857599,0.399237303,0.100851005,0.100054093
"Q4y_2006",0.399473988,0.399533375,0.000999332,0.199993304
"Q1y_2007",0.39999,0.399250298,0.001045623,0.199714079
"Q2y_2007",0.399901352,0.39860004,0.003721426,0.197777182
"Q3y_2007",0.399999507,0.399959864,7.4268e-05,0.199966361
"Q4y_2007",0.399999382,0.399992591,3.6435e-05,0.199971593
"Q1y_2008",0.399747466,0.39977498,0.006977129,0.193500425
"Q2y_2008",0.399868078,0.399513683,0.001949289,0.198668949
"Q3y_2008",0.399576185,0.399697829,0.008232999,0.192492987
"Q4y_2008",0.399466223,0.398642152,0.000529616,0.201362009
"Q1y_2009",0.399849998,0.397047435,0.027277005,0.175825561
"Q2y_2009",0.399998251,0.39998394,0.044435461,0.155582347
"Q3y_2009",0.399996368,0.39998717,0.001198712,0.198817749
"Q4y_2009",0.39999902,0.399995032,2.8828e-05,0.19997712
"Q1y_2010",0.399987766,0.315119515,0.084240884,0.200651834
"Q2y_2010",0.399992588,0.294592182,0.148636942,0.156778288
"Q3y_2010",0.399995377,0.399989859,2.2671e-05,0.199992093