Path: blob/master/sandbox/paper_analysis/riskcont/mES/MinRiskConc.csv
1433 views
"Bond","SP500","EAFE","SPGSCI" "Q1y_1984",0.250000081,0.250000011,0.249999813,0.250000096 "Q2y_1984",0.250014703,0.249985575,0.250012945,0.249986776 "Q3y_1984",0.250000008,0.250000111,0.249999865,0.250000016 "Q4y_1984",0.250040137,0.249998565,0.249934967,0.250026331 "Q1y_1985",0.250006549,0.249999832,0.249987527,0.250006093 "Q2y_1985",0.250024885,0.249997707,0.249952647,0.250024761 "Q3y_1985",0.25004789,0.249997589,0.249913374,0.250041147 "Q4y_1985",0.25000994,0.250009469,0.249980883,0.249999708 "Q1y_1986",0.250021368,0.249972017,0.250014846,0.249991769 "Q2y_1986",0.250000032,0.249999919,0.25000005,0.249999998 "Q3y_1986",0.2500109,0.249996012,0.24999853,0.249994558 "Q4y_1986",0.250039175,0.249968264,0.249956184,0.250036377 "Q1y_1987",0.250020613,0.249991277,0.24997579,0.25001232 "Q2y_1987",0.250027647,0.249971071,0.249973892,0.25002739 "Q3y_1987",0.250000803,0.249998641,0.249999746,0.25000081 "Q4y_1987",0.250006849,0.249987602,0.250004625,0.250000923 "Q1y_1988",0.250026276,0.250026098,0.24996178,0.249985846 "Q2y_1988",0.250022657,0.250000342,0.249922103,0.250054898 "Q3y_1988",0.250032637,0.249941402,0.250031094,0.249994866 "Q4y_1988",0.250038564,0.250036353,0.250016692,0.249908391 "Q1y_1989",0.249965689,0.250043459,0.249943811,0.250047041 "Q2y_1989",0.250040833,0.249994882,0.249938075,0.25002621 "Q3y_1989",0.24998502,0.250000493,0.250001309,0.250013177 "Q4y_1989",0.250035926,0.249924758,0.250026934,0.250012382 "Q1y_1990",0.250090996,0.249906943,0.249953292,0.250048769 "Q2y_1990",0.250080261,0.249978139,0.24991944,0.250022159 "Q3y_1990",0.25000034,0.249999923,0.249999433,0.250000304 "Q4y_1990",0.249995417,0.250064163,0.249865955,0.250074464 "Q1y_1991",0.25009167,0.25001391,0.24984201,0.25005241 "Q2y_1991",0.250072377,0.250072363,0.250051541,0.249803719 "Q3y_1991",0.250085632,0.250036141,0.249789206,0.250089021 "Q4y_1991",0.249973833,0.249949331,0.250036467,0.250040369 "Q1y_1992",0.250056083,0.250055635,0.249916962,0.249971321 "Q2y_1992",0.249999982,0.250000053,0.250000013,0.249999952 "Q3y_1992",0.25003406,0.24991335,0.250022251,0.250030339 "Q4y_1992",0.250024918,0.249970391,0.250024798,0.249979893 "Q1y_1993",0.25000037,0.250000558,0.2499966,0.250002473 "Q2y_1993",0.250033647,0.250025393,0.249885684,0.250055275 "Q3y_1993",0.250065669,0.249988661,0.249926815,0.250018855 "Q4y_1993",0.249981469,0.249997957,0.250006131,0.250014443 "Q1y_1994",0.250024981,0.25001615,0.249933943,0.250024926 "Q2y_1994",0.250022073,0.249972728,0.250014846,0.249990353 "Q3y_1994",0.250013254,0.249995969,0.249999352,0.249991426 "Q4y_1994",0.250000896,0.250000469,0.250000879,0.249997756 "Q1y_1995",0.250000755,0.249998463,0.250000598,0.250000185 "Q2y_1995",0.250033861,0.24992773,0.250008983,0.250029425 "Q3y_1995",0.250014029,0.249987249,0.249984669,0.250014053 "Q4y_1995",0.250032882,0.249923684,0.250013446,0.250029989 "Q1y_1996",0.250038069,0.249992815,0.249986807,0.249982309 "Q2y_1996",0.250030353,0.250028535,0.249916421,0.250024691 "Q3y_1996",0.250013942,0.250023405,0.249941977,0.250020677 "Q4y_1996",0.250031344,0.250031273,0.249920302,0.250017081 "Q1y_1997",0.250019386,0.250019132,0.249943672,0.25001781 "Q2y_1997",0.250028688,0.250011405,0.24998281,0.249977097 "Q3y_1997",0.250011662,0.249997092,0.249980758,0.250010488 "Q4y_1997",0.250051241,0.250050265,0.249878529,0.250019965 "Q1y_1998",0.250017637,0.2499831,0.249985481,0.250013782 "Q2y_1998",0.250051858,0.249931481,0.24998222,0.250034441 "Q3y_1998",0.250052637,0.25001873,0.249932482,0.24999615 "Q4y_1998",0.250087831,0.249797553,0.250080334,0.250034281 "Q1y_1999",0.250025709,0.25000941,0.249982572,0.249982309 "Q2y_1999",0.250028937,0.250010348,0.249974336,0.24998638 "Q3y_1999",0.250072661,0.250039398,0.250068024,0.249819917 "Q4y_1999",0.250019807,0.249967824,0.249996127,0.250016242 "Q1y_2000",0.250024236,0.250010741,0.250019834,0.249945189 "Q2y_2000",0.250058507,0.250033216,0.249852601,0.250055676 "Q3y_2000",0.25000828,0.25000096,0.25000608,0.249984681 "Q4y_2000",0.250025195,0.250024564,0.249971447,0.249978795 "Q1y_2001",0.25002496,0.249994553,0.249982513,0.249997975 "Q2y_2001",0.250036598,0.249918146,0.250026178,0.250019078 "Q3y_2001",0.250028752,0.249995364,0.250016185,0.249959699 "Q4y_2001",0.250071805,0.249966865,0.24994673,0.2500146 "Q1y_2002",0.250001871,0.249998603,0.250001817,0.249997709 "Q2y_2002",0.250065146,0.250065137,0.249926677,0.24994304 "Q3y_2002",0.250010376,0.250008599,0.249973343,0.250007681 "Q4y_2002",0.250038399,0.25003125,0.249998119,0.249932232 "Q1y_2003",0.250000235,0.250000259,0.249999955,0.249999551 "Q2y_2003",0.250027184,0.24996434,0.25001524,0.249993235 "Q3y_2003",0.250047845,0.2499198,0.250047624,0.24998473 "Q4y_2003",0.250002212,0.249994019,0.250002196,0.250001573 "Q1y_2004",0.250000035,0.250000007,0.24999998,0.249999978 "Q2y_2004",0.250095041,0.249852143,0.250076511,0.249976306 "Q3y_2004",0.250068036,0.249851905,0.250068033,0.250012025 "Q4y_2004",0.250000192,0.249999705,0.249999957,0.250000146 "Q1y_2005",0.250073357,0.250073313,0.250001933,0.249851396 "Q2y_2005",0.250062614,0.249942849,0.250062135,0.249932402 "Q3y_2005",0.250056726,0.249962129,0.250056986,0.249924159 "Q4y_2005",0.250052105,0.250050968,0.249999623,0.249897304 "Q1y_2006",0.250024282,0.249972755,0.250008365,0.249994598 "Q2y_2006",0.250065249,0.249971333,0.250065209,0.249898209 "Q3y_2006",0.250000172,0.250000196,0.250000097,0.249999536 "Q4y_2006",0.250054789,0.250035898,0.249987106,0.249922207 "Q1y_2007",0.249965157,0.250023366,0.250021926,0.249989551 "Q2y_2007",0.250144531,0.249855717,0.250007098,0.249992654 "Q3y_2007",0.250029788,0.249975721,0.24998679,0.250007701 "Q4y_2007",0.249999996,0.249999991,0.25000001,0.250000003 "Q1y_2008",0.249866863,0.250044579,0.250044454,0.250044103 "Q2y_2008",0.250030918,0.250008816,0.250031157,0.249929109 "Q3y_2008",0.250024511,0.250059201,0.249865534,0.250050754 "Q4y_2008",0.250031951,0.250021291,0.250031833,0.249914924 "Q1y_2009",0.250000261,0.249999622,0.250000186,0.249999931 "Q2y_2009",0.250001326,0.250002758,0.250002223,0.249993693 "Q3y_2009",0.250037488,0.250005641,0.249997514,0.249959356 "Q4y_2009",0.25002431,0.250024116,0.250005519,0.249946055 "Q1y_2010",0.250037871,0.249974742,0.249982032,0.250005355 "Q2y_2010",0.250009894,0.250008808,0.249979849,0.250001449 "Q3y_2010",0.250000204,0.250000168,0.249999525,0.250000103