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braverock
GitHub Repository: braverock/portfolioanalytics
Path: blob/master/sandbox/paper_analysis/weights/StdDev/tact_EqualWeight_CC.csv
1436 views
"Bond","SP500","NAREIT","SPGSCI"
"Q1y_1981",0.66035684382635,0.148212954179427,-1.38777878078145e-17,0.191430201994223
"Q2y_1981",0.838040405732697,0.0465329658315325,0,0.11542662843577
"Q3y_1981",0.734945155383526,0.103602824263316,0,0.161452020353158
"Q4y_1981",0.25,0.25,0.25,0.25
"Q1y_1982",0.25,0.25,0.25,0.25
"Q2y_1982",0.25,0.25,0.25,0.25
"Q3y_1982",0.25,0.25,0.25,0.25
"Q4y_1982",0.25,0.25,0.25,0.25
"Q1y_1983",0.25,0.25,0.25,0.25
"Q2y_1983",0.25,0.25,0.25,0.25
"Q3y_1983",0.25,0.25,0.25,0.25
"Q4y_1983",0.25,0.25,0.25,0.25
"Q1y_1984",0.25,0.25,0.25,0.25
"Q2y_1984",0.25,0.25,0.25,0.25
"Q3y_1984",0.25,0.25,0.25,0.25
"Q4y_1984",0.671500002718485,0,0.0625908416369245,0.26590915564459
"Q1y_1985",0.25,0.25,0.25,0.25
"Q2y_1985",0.25,0.25,0.25,0.25
"Q3y_1985",0.25,0.25,0.25,0.25
"Q4y_1985",0.25,0.25,0.25,0.25
"Q1y_1986",0.25,0.25,0.25,0.25
"Q2y_1986",0.25,0.25,0.25,0.25
"Q3y_1986",0.25,0.25,0.25,0.25
"Q4y_1986",0.25,0.25,0.25,0.25
"Q1y_1987",0.25,0.25,0.25,0.25
"Q2y_1987",0.25,0.25,0.25,0.25
"Q3y_1987",0.25,0.25,0.25,0.25
"Q4y_1987",0.25,0.25,0.25,0.25
"Q1y_1988",0.25,0.25,0.25,0.25
"Q2y_1988",0.25,0.25,0.25,0.25
"Q3y_1988",0.25,0.25,0.25,0.25
"Q4y_1988",0.25,0.25,0.25,0.25
"Q1y_1989",0.25,0.25,0.25,0.25
"Q2y_1989",0.25,0.25,0.25,0.25
"Q3y_1989",0.25,0.25,0.25,0.25
"Q4y_1989",0.25,0.25,0.25,0.25
"Q1y_1990",0.25,0.25,0.25,0.25
"Q2y_1990",0.25,0.25,0.25,0.25
"Q3y_1990",0.25,0.25,0.25,0.25
"Q4y_1990",0.911749166050176,0.0247763628640629,0.00301616920091127,0.0604583018848505
"Q1y_1991",0.807115853889355,0,0.0244224775034423,0.168461668607203
"Q2y_1991",0.838956333687278,0.000863515106752376,0.00859683561194628,0.151583315594024
"Q3y_1991",0.830681488495708,0,0.0178222789228925,0.1514962325814
"Q4y_1991",0.795302592524181,0,0.0396751494067799,0.165022258069039
"Q1y_1992",0.25,0.25,0.25,0.25
"Q2y_1992",0.25,0.25,0.25,0.25
"Q3y_1992",0.25,0.25,0.25,0.25
"Q4y_1992",0.25,0.25,0.25,0.25
"Q1y_1993",0.25,0.25,0.25,0.25
"Q2y_1993",0.25,0.25,0.25,0.25
"Q3y_1993",0.25,0.25,0.25,0.25
"Q4y_1993",0.25,0.25,0.25,0.25
"Q1y_1994",0.25,0.25,0.25,0.25
"Q2y_1994",0.25,0.25,0.25,0.25
"Q3y_1994",0.25,0.25,0.25,0.25
"Q4y_1994",0.25,0.25,0.25,0.25
"Q1y_1995",0.25,0.25,0.25,0.25
"Q2y_1995",0.795250410871006,0,0.0288612521388683,0.175888336990126
"Q3y_1995",0.758408358909554,3.46944695195361e-18,0.0537954365633215,0.187796204527124
"Q4y_1995",0.762790100934921,0,0.0542017192020853,0.183008179862994
"Q1y_1996",0.25,0.25,0.25,0.25
"Q2y_1996",0.25,0.25,0.25,0.25
"Q3y_1996",0.25,0.25,0.25,0.25
"Q4y_1996",0.25,0.25,0.25,0.25
"Q1y_1997",0.25,0.25,0.25,0.25
"Q2y_1997",0.25,0.25,0.25,0.25
"Q3y_1997",0.25,0.25,0.25,0.25
"Q4y_1997",0.25,0.25,0.25,0.25
"Q1y_1998",0.89234748567147,0,0.0321375510904247,0.0755149632381051
"Q2y_1998",0.869596692452572,0,0.0304129585310617,0.0999903490163659
"Q3y_1998",0.894365960441251,0,0.0141233752051493,0.0915106643535994
"Q4y_1998",0.93625117939064,0,3.19948048756315e-19,0.0637488206093603
"Q1y_1999",0.25,0.25,0.25,0.25
"Q2y_1999",0.25,0.25,0.25,0.25
"Q3y_1999",0.922403775184686,0,0.0164379886928574,0.0611582361224566
"Q4y_1999",0.25,0.25,0.25,0.25
"Q1y_2000",0.25,0.25,0.25,0.25
"Q2y_2000",0.25,0.25,0.25,0.25
"Q3y_2000",0.25,0.25,0.25,0.25
"Q4y_2000",0.25,0.25,0.25,0.25
"Q1y_2001",0.25,0.25,0.25,0.25
"Q2y_2001",0.25,0.25,0.25,0.25
"Q3y_2001",0.25,0.25,0.25,0.25
"Q4y_2001",0.25,0.25,0.25,0.25
"Q1y_2002",0.25,0.25,0.25,0.25
"Q2y_2002",0.25,0.25,0.25,0.25
"Q3y_2002",0.25,0.25,0.25,0.25
"Q4y_2002",0.25,0.25,0.25,0.25
"Q1y_2003",0.25,0.25,0.25,0.25
"Q2y_2003",0.25,0.25,0.25,0.25
"Q3y_2003",0.25,0.25,0.25,0.25
"Q4y_2003",0.25,0.25,0.25,0.25
"Q1y_2004",0.25,0.25,0.25,0.25
"Q2y_2004",0.25,0.25,0.25,0.25
"Q3y_2004",0.25,0.25,0.25,0.25
"Q4y_2004",0.25,0.25,0.25,0.25
"Q1y_2005",0.25,0.25,0.25,0.25
"Q2y_2005",0.25,0.25,0.25,0.25
"Q3y_2005",0.888926674892463,0.0369768255238063,0.0200365094552525,0.0540599901284779
"Q4y_2005",0.872116954196259,0.0544316839033641,0.0213684916001541,0.0520828703002231
"Q1y_2006",0.875996192151224,0.049905286806987,0.0269083007535546,0.0471902202882348
"Q2y_2006",0.868645570882877,0.0715228130012951,0.0159967017856336,0.0438349143301947
"Q3y_2006",0.25,0.25,0.25,0.25
"Q4y_2006",0.25,0.25,0.25,0.25
"Q1y_2007",0.25,0.25,0.25,0.25
"Q2y_2007",0.853354285661545,0.0993485335858572,0,0.0472971807525973
"Q3y_2007",0.854350495141841,0.0801149451821817,0,0.0655345596759772
"Q4y_2007",0.892568084821793,0.0596573778231399,0,0.0477745373550676
"Q1y_2008",0.904950959693764,0.0483480659624013,0,0.0467009743438348
"Q2y_2008",0.25,0.25,0.25,0.25
"Q3y_2008",0.25,0.25,0.25,0.25
"Q4y_2008",0.25,0.25,0.25,0.25
"Q1y_2009",0.25,0.25,0.25,0.25
"Q2y_2009",0.25,0.25,0.25,0.25
"Q3y_2009",0.25,0.25,0.25,0.25
"Q4y_2009",0.25,0.25,0.25,0.25
"Q1y_2010",0.25,0.25,0.25,0.25
"Q2y_2010",0.25,0.25,0.25,0.25
"Q3y_2010",0.25,0.25,0.25,0.25