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braverock
GitHub Repository: braverock/portfolioanalytics
Path: blob/master/sandbox/paper_analysis/weights/StdDev/EqualRisk_CC.csv
1436 views
"Bond","SP500","NAREIT","SPGSCI"
"Q1y_1981",0.406168470891816,0.208689316764168,0.163492935928389,0.221649276415627
"Q2y_1981",0.502124887554964,0.171307593052456,0.145624236070842,0.180943283321738
"Q3y_1981",0.435638457514651,0.19306443763219,0.167035433795526,0.204261671057633
"Q4y_1981",0.469077071542002,0.181600470890024,0.150935793217789,0.198386664350184
"Q1y_1982",0.297768766656137,0.237819673958414,0.203620436932397,0.260791122453052
"Q2y_1982",0.330363199531304,0.223676044950116,0.200646915520121,0.245313839998459
"Q3y_1982",0.356394870403183,0.21441625835492,0.194406402911486,0.234782468330411
"Q4y_1982",0.316456717048961,0.217372797783226,0.206783286414905,0.259387198752908
"Q1y_1983",0.332348087883513,0.210196935420112,0.197740072949005,0.259714903747369
"Q2y_1983",0.365167418476998,0.20137380234828,0.188244228806943,0.245214550367779
"Q3y_1983",0.39626882963071,0.189054954585224,0.181795018283307,0.23288119750076
"Q4y_1983",0.403590180766429,0.18467082393514,0.18214201507137,0.229596980227061
"Q1y_1984",0.429940260351893,0.173271328310509,0.181001378826797,0.215787032510801
"Q2y_1984",0.444102350536611,0.16622004779099,0.181205188996713,0.208472412675686
"Q3y_1984",0.367156182279279,0.152921974679813,0.167305483347249,0.312616359693659
"Q4y_1984",0.395147705946065,0.167757082185008,0.187470313441995,0.249624898426932
"Q1y_1985",0.357890770982387,0.167282099965737,0.198928815240125,0.275898313811751
"Q2y_1985",0.361887963062694,0.160795812124438,0.1931899186714,0.284126306141469
"Q3y_1985",0.338941338541136,0.160534733660151,0.209822736309736,0.290701191488977
"Q4y_1985",0.376734046188308,0.163865971002045,0.173054394575067,0.28634558823458
"Q1y_1986",0.361710369716988,0.168679084375547,0.19178995719184,0.277820588715624
"Q2y_1986",0.376248624404117,0.172313043008152,0.20939143444418,0.242046898143551
"Q3y_1986",0.396230191024289,0.16629231913337,0.208370466317308,0.229107023525034
"Q4y_1986",0.428374937608455,0.156114739660493,0.198865320100717,0.216645002630335
"Q1y_1987",0.439328518200091,0.149111587729055,0.194612220677247,0.216947673393606
"Q2y_1987",0.459041973054767,0.142496679546102,0.204757341231355,0.193704006167776
"Q3y_1987",0.434040654867894,0.148989047102084,0.209045606978944,0.207924691051079
"Q4y_1987",0.417133111686399,0.154103026988212,0.20938786725581,0.21937599406958
"Q1y_1988",0.445194454446805,0.154122769608725,0.146495268650566,0.254187507293904
"Q2y_1988",0.421043351781058,0.156880060085099,0.15975770727872,0.262318880855123
"Q3y_1988",0.42256205465415,0.152124555554665,0.166467487582319,0.258845902208867
"Q4y_1988",0.428125698308906,0.144766076004021,0.169318828506121,0.257789397180952
"Q1y_1989",0.440246097637789,0.145064368350117,0.176449990088622,0.238239543923472
"Q2y_1989",0.450477314289759,0.140683322936587,0.177277189978892,0.231562172794761
"Q3y_1989",0.430597174573129,0.141797232200734,0.187591980914882,0.240013612311255
"Q4y_1989",0.432101717277954,0.140883701328458,0.188944842276926,0.238069739116663
"Q1y_1990",0.455976019662437,0.140336299091877,0.174657871329487,0.2290298099162
"Q2y_1990",0.457779109516174,0.137114344644982,0.169540531678418,0.235566014160426
"Q3y_1990",0.443519461205991,0.134860090886325,0.178894004233899,0.242726443673785
"Q4y_1990",0.551570632432569,0.16294759284006,0.162131701439514,0.123350073287857
"Q1y_1991",0.484320069451358,0.139535464266636,0.154379381530225,0.221765084751781
"Q2y_1991",0.508579865922902,0.135773571943883,0.139971769576755,0.21567479255646
"Q3y_1991",0.50691651194054,0.126510740391428,0.15107093546874,0.215501812199293
"Q4y_1991",0.486638448996652,0.124850927733274,0.166219751930703,0.222290871339371
"Q1y_1992",0.513493279910508,0.13119801817003,0.180531181939634,0.174777519979829
"Q2y_1992",0.472604719370783,0.129231468406043,0.167153543866668,0.231010268356506
"Q3y_1992",0.481580450172507,0.125132312542657,0.169144116906604,0.224143120378231
"Q4y_1992",0.487049156061734,0.121166814675504,0.1684018604896,0.223382168773162
"Q1y_1993",0.471414535775803,0.12371345517603,0.180011823444226,0.224860185603941
"Q2y_1993",0.496193857319342,0.126577986365675,0.143948534073377,0.233279622241606
"Q3y_1993",0.515957844654503,0.127029486034438,0.151789690271355,0.205222979039704
"Q4y_1993",0.506092416256387,0.119269841514025,0.152285238488664,0.222352503740924
"Q1y_1994",0.524144672286457,0.127503541504903,0.150024676823753,0.198327109384887
"Q2y_1994",0.451784612250151,0.143462461784302,0.167734157285452,0.237018768680094
"Q3y_1994",0.448578107395543,0.137018861933737,0.171527210121723,0.242875820548996
"Q4y_1994",0.458521993698217,0.142445114348353,0.184164067816232,0.214868824137197
"Q1y_1995",0.482045199257306,0.140658603604642,0.153469821632639,0.223826375505413
"Q2y_1995",0.468849769799167,0.134318985506834,0.164932432348774,0.231898812345224
"Q3y_1995",0.446223124023675,0.139815209154837,0.179082005828193,0.234879660993296
"Q4y_1995",0.441990088627771,0.152902732219014,0.177391422009348,0.227715757143868
"Q1y_1996",0.493937288601704,0.179000688214046,0.167310261023349,0.159751762160901
"Q2y_1996",0.432320888512098,0.210905340824739,0.176341918344486,0.180431852318677
"Q3y_1996",0.371484862165321,0.308854350670835,0.152191058193166,0.167469728970678
"Q4y_1996",0.457695266417234,0.169220920125476,0.177402746463387,0.195681066993903
"Q1y_1997",0.487077049821561,0.169192936401886,0.135717296522983,0.208012717253569
"Q2y_1997",0.481107289077316,0.156202691009596,0.168865642553407,0.193824377359681
"Q3y_1997",0.504755481366787,0.148452278972346,0.16560947046397,0.181182769196897
"Q4y_1997",0.488688651769314,0.13731839079109,0.154118373343918,0.219874584095679
"Q1y_1998",0.527651187164407,0.143054999364102,0.178169705595175,0.151124107876316
"Q2y_1998",0.513336667385531,0.134312124331119,0.174355346557294,0.177995861726056
"Q3y_1998",0.531234460377792,0.134377808216006,0.162716635524889,0.171671095881313
"Q4y_1998",0.599782541093171,0.141047839060572,0.107241843837232,0.151927776009024
"Q1y_1999",0.591131371201448,0.138183436663295,0.142378667682649,0.128306524452607
"Q2y_1999",0.551629790802879,0.14792583696424,0.17795006056459,0.122494311668291
"Q3y_1999",0.545002960708388,0.146955900053855,0.166224913902843,0.141816225334914
"Q4y_1999",0.54910026572434,0.141635694912617,0.153024038908871,0.156240000454173
"Q1y_2000",0.538357131567039,0.135287141605952,0.161784282038995,0.164571444788015
"Q2y_2000",0.538106481248962,0.126971034385708,0.168484217973684,0.166438266391646
"Q3y_2000",0.542279179473502,0.135554395124682,0.170542236615969,0.151624188785847
"Q4y_2000",0.585102356434576,0.13338275524045,0.153083191290343,0.128431697034631
"Q1y_2001",0.577373004022707,0.134269422126445,0.144790982509223,0.143566591341624
"Q2y_2001",0.573175328294642,0.118244764009125,0.162425068146264,0.146154839549969
"Q3y_2001",0.582626618182841,0.123996980829747,0.15402434710721,0.139352053880202
"Q4y_2001",0.601627326168092,0.120649797175432,0.151447932564062,0.126274944092414
"Q1y_2002",0.547181044027003,0.136526681233152,0.169372026332898,0.146920248406947
"Q2y_2002",0.541295703281348,0.143502829653142,0.175359922578035,0.139841544487475
"Q3y_2002",0.543168774063524,0.119594768301453,0.185759638954876,0.151476818680146
"Q4y_2002",0.570053518307908,0.104243925649883,0.157740345664002,0.167962210378208
"Q1y_2003",0.565677341290515,0.105235265053203,0.165987837402298,0.163099556253984
"Q2y_2003",0.59832413372681,0.116620678104,0.184346070496696,0.100709117672495
"Q3y_2003",0.59827355547434,0.118273834675366,0.170256057484421,0.113196552365874
"Q4y_2003",0.501372684401772,0.143784644869539,0.201850109775078,0.152992560953611
"Q1y_2004",0.501489332809134,0.14063354267457,0.191158631319127,0.16671849319717
"Q2y_2004",0.515223687449971,0.141109623458782,0.171257636302158,0.172409052789089
"Q3y_2004",0.514404281756393,0.166416808231254,0.12339288301094,0.195786027001414
"Q4y_2004",0.526583287726561,0.165981694726839,0.158362536426455,0.149072481120145
"Q1y_2005",0.534991610341546,0.168488112384399,0.16673166669063,0.129788610583424
"Q2y_2005",0.539260035264801,0.168425198740129,0.153757833905872,0.138556932089197
"Q3y_2005",0.544511828792357,0.165045144968872,0.157287096341392,0.13315592989738
"Q4y_2005",0.533950749036002,0.177458984178906,0.159352403035798,0.129237863749294
"Q1y_2006",0.534712054253666,0.176741343587748,0.164650969873968,0.123895632284618
"Q2y_2006",0.534283332806342,0.189781870635824,0.157098754462065,0.11883604209577
"Q3y_2006",0.534172320772554,0.182728574037854,0.147070590492377,0.136028514697215
"Q4y_2006",0.540916546911587,0.192785673459395,0.15793339653919,0.108364383089827
"Q1y_2007",0.536821436939174,0.203801076112154,0.147311203649878,0.112066283298794
"Q2y_2007",0.53414913720914,0.205462364808659,0.133375597038798,0.127012900943403
"Q3y_2007",0.538556170612725,0.193880416891225,0.113648359428515,0.153915053067535
"Q4y_2007",0.568045631307128,0.182415367972773,0.116306568523001,0.133232432197097
"Q1y_2008",0.585833432387827,0.172158292481732,0.109027778032636,0.132980497097804
"Q2y_2008",0.592597829801297,0.145238803759818,0.12934520817896,0.132818158259925
"Q3y_2008",0.628595230134408,0.129887744890889,0.107970163096213,0.13354686187849
"Q4y_2008",0.634469837702742,0.123365685497682,0.145289249114016,0.0968752276855599
"Q1y_2009",0.716690436576577,0.135260248603897,0.0667794029431534,0.0812699118763731
"Q2y_2009",0.715734314322703,0.117006493897437,0.0614619942107724,0.105797197569087
"Q3y_2009",0.705577665559814,0.118771418703767,0.0626435441930711,0.113007371543347
"Q4y_2009",0.656778957377824,0.117492066720916,0.0644873708321058,0.161241605069154
"Q1y_2010",0.586396845215683,0.126032657012563,0.0746636176771136,0.212906880094641
"Q2y_2010",0.606059867261322,0.132514052594982,0.0859986727550701,0.175427407388626
"Q3y_2010",0.654481125751448,0.12048874438675,0.099695879012218,0.125334250849584