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braverock
GitHub Repository: braverock/portfolioanalytics
Path: blob/master/sandbox/paper_analysis/weights/mES/tact_EqualRisk_CC.csv
1436 views
"Bond","SP500","NAREIT","SPGSCI"
"Q1y_1981",0.347130325015555,0.395079142621425,0.176229112614069,0.0815614197489513
"Q2y_1981",0.622369068634772,0.246888863588249,0.13074206777698,0
"Q3y_1981",0.468161022795275,0.317515930998142,0.172758944654944,0.0415641015516398
"Q4y_1981",0.338426045,0.276493417,0.204318805,0.180761733
"Q1y_1982",0.190072872,0.335356876,0.254170299,0.220399953
"Q2y_1982",0.216732452,0.317878751,0.253251173,0.212137623
"Q3y_1982",0.239672727,0.307456095,0.246964028,0.205907151
"Q4y_1982",0.226130388,0.305365508,0.255991337,0.212512767
"Q1y_1983",0.24241676,0.298489235,0.248599719,0.210494286
"Q2y_1983",0.2666192,0.292000689,0.241104183,0.200275928
"Q3y_1983",0.29344645,0.281201985,0.235156024,0.190195541
"Q4y_1983",0.303256242,0.27509425,0.236195723,0.185453784
"Q1y_1984",0.330732839,0.260563219,0.234310214,0.174393728
"Q2y_1984",0.347746556,0.250927022,0.233251013,0.168075408
"Q3y_1984",0.292812158,0.231140632,0.217473396,0.258573813
"Q4y_1984",0.866368594233368,0,0,0.133631405766632
"Q1y_1985",0.280750247,0.247619892,0.256079287,0.215550575
"Q2y_1985",0.288072758,0.240266335,0.249130344,0.222530563
"Q3y_1985",0.271090201,0.237738007,0.269273445,0.221898347
"Q4y_1985",0.317960158,0.246703409,0.210574753,0.224761681
"Q1y_1986",0.295058186,0.254297664,0.233647281,0.216996869
"Q2y_1986",0.311627926,0.259608331,0.250420908,0.178342835
"Q3y_1986",0.333496775,0.248617899,0.25035247,0.167532856
"Q4y_1986",0.362246901,0.232020958,0.242786894,0.162945248
"Q1y_1987",0.375800053,0.223061454,0.238748734,0.16238976
"Q2y_1987",0.393991155,0.211580927,0.248407078,0.146020841
"Q3y_1987",0.365226511,0.223019701,0.253826492,0.157927296
"Q4y_1987",0.352858832,0.228312098,0.251874898,0.166954171
"Q1y_1988",0.390050322,0.219807174,0.180661331,0.209481173
"Q2y_1988",0.370453447,0.220863075,0.196526453,0.212157025
"Q3y_1988",0.373331449,0.213433404,0.206342033,0.206893114
"Q4y_1988",0.382996249,0.202406758,0.209908139,0.204688854
"Q1y_1989",0.392720893,0.202150041,0.216779865,0.188349201
"Q2y_1989",0.403716051,0.1975354,0.21680509,0.181943459
"Q3y_1989",0.384864701,0.199023339,0.228674794,0.187437167
"Q4y_1989",0.385949121,0.199653949,0.230233928,0.184163002
"Q1y_1990",0.404434021,0.203322497,0.212640928,0.179602553
"Q2y_1990",0.417818632,0.195138426,0.203395459,0.183647483
"Q3y_1990",0.405549812,0.192952333,0.213290346,0.188207509
"Q4y_1990",0.50938289,0.219016158,0.182387511,0.089213441
"Q1y_1991",0.882701048856695,0,0,0.117298951143305
"Q2y_1991",0.89975262961948,0,0,0.10024737038052
"Q3y_1991",0.902831718196992,0,0,0.0971682818030081
"Q4y_1991",0.897944127563265,0,0,0.102055872436735
"Q1y_1992",0.486530076,0.177739476,0.210308537,0.125421911
"Q2y_1992",0.452426839,0.178225588,0.196485545,0.172862028
"Q3y_1992",0.461034456,0.172150852,0.199689363,0.167125329
"Q4y_1992",0.471824679,0.165257631,0.197637354,0.165280337
"Q1y_1993",0.453387103,0.167828809,0.211847061,0.166937026
"Q2y_1993",0.486079241,0.17127455,0.168997677,0.173648533
"Q3y_1993",0.504692354,0.168661656,0.177008877,0.149637113
"Q4y_1993",0.50077337,0.157816136,0.178376601,0.163033893
"Q1y_1994",0.513268504,0.166900843,0.175751619,0.144079034
"Q2y_1994",0.425103658,0.193836273,0.200646132,0.180413937
"Q3y_1994",0.42398665,0.184551188,0.206497915,0.184964247
"Q4y_1994",0.431804105,0.188871525,0.219371453,0.159952918
"Q1y_1995",0.462886703,0.186748895,0.181633293,0.168731109
"Q2y_1995",0.916073328985926,0,0,0.0839266710140742
"Q3y_1995",0.904279313424691,0,0,0.0957206865753086
"Q4y_1995",0.913539457227557,0,0,0.0864605427724432
"Q1y_1996",0.459622498,0.238730165,0.190709678,0.110937659
"Q2y_1996",0.38627311,0.290739188,0.199013803,0.123973899
"Q3y_1996",0.294951866,0.454879969,0.14950894,0.100659225
"Q4y_1996",0.426706597,0.22934792,0.203908023,0.14003746
"Q1y_1997",0.458622018,0.233354554,0.152993301,0.155030127
"Q2y_1997",0.453266767,0.210430288,0.193441235,0.142861709
"Q3y_1997",0.487699276,0.196764453,0.185498396,0.130037875
"Q4y_1997",0.480137289,0.182627726,0.173579505,0.163655481
"Q1y_1998",0.97862198222329,0,0,0.0213780177767099
"Q2y_1998",0.508970479,0.171466002,0.194907057,0.124656462
"Q3y_1998",0.973138398418397,1.23852575584193e-08,5.50400083962271e-08,0.0268615341563371
"Q4y_1998",0.993685806492718,4.17873115790644e-09,5.71252675163691e-10,0.00631418875729828
"Q1y_1999",0.588619752,0.164034486,0.157079259,0.090266503
"Q2y_1999",0.533088556,0.17878584,0.20105266,0.087072944
"Q3y_1999",1,0,0,0
"Q4y_1999",0.540592171,0.173583766,0.172238652,0.113585412
"Q1y_2000",0.532591259,0.164616194,0.183239732,0.119552815
"Q2y_2000",0.536208189,0.152985047,0.190837033,0.119969731
"Q3y_2000",0.537864897,0.162459931,0.1910285,0.108646673
"Q4y_2000",0.586518379,0.158472898,0.16420191,0.090806813
"Q1y_2001",0.581885219,0.158331385,0.156996301,0.102787094
"Q2y_2001",0.581842184,0.135639135,0.177849965,0.104668717
"Q3y_2001",0.593182371,0.142430633,0.165097196,0.099289801
"Q4y_2001",0.606659506,0.139086998,0.164169703,0.090083793
"Q1y_2002",0.538368631,0.1628771,0.189665722,0.109088547
"Q2y_2002",0.52233188,0.173168981,0.199588608,0.104910531
"Q3y_2002",0.535322674,0.140067619,0.210937695,0.113672013
"Q4y_2002",0.571990368,0.121082946,0.177976909,0.128949777
"Q1y_2003",0.566867444,0.120229676,0.187967471,0.124935409
"Q2y_2003",0.593608269,0.129014924,0.203924753,0.073452053
"Q3y_2003",0.597953446,0.131143196,0.188075972,0.082827386
"Q4y_2003",0.477240471,0.168437699,0.234969735,0.119352095
"Q1y_2004",0.479291765,0.165841359,0.223955592,0.130911284
"Q2y_2004",0.848311512092616,0.0508775626443341,0.0902183595773108,0.0105925656857387
"Q3y_2004",0.501313798,0.201456136,0.138300288,0.158929777
"Q4y_2004",0.508318037,0.19681005,0.17841981,0.116452102
"Q1y_2005",0.516079755,0.197943834,0.186853723,0.099122688
"Q2y_2005",0.866415542157686,0.0801217127422589,0.0534627451000548,0
"Q3y_2005",0.86515567270456,0.0758561489005881,0.0589881783948521,0
"Q4y_2005",0.82999455037494,0.103125742395258,0.0668797072298025,0
"Q1y_2006",0.826600183484343,0.100798114226387,0.07260170228927,0
"Q2y_2006",0.810671909205757,0.125198342303768,0.0641297484904752,0
"Q3y_2006",0.518083777,0.219177647,0.160034656,0.10270392
"Q4y_2006",0.52178911,0.229269536,0.170125858,0.078815497
"Q1y_2007",0.517778819,0.243821999,0.157186103,0.081213079
"Q2y_2007",0.803599424469693,0.15765245385235,0.0387481216779568,0
"Q3y_2007",0.847648596405712,0.133749313984343,0.0174276712470017,0.00117441836294388
"Q4y_2007",0.881350560232951,0.102364367951542,0.0162850718155069,0
"Q1y_2008",0.923934240163346,0.0726352776502293,0.00343048218642501,0
"Q2y_2008",0.595017219,0.167927914,0.136997532,0.100057335
"Q3y_2008",0.633533833,0.150023661,0.113212295,0.10323021
"Q4y_2008",0.631989368,0.140956987,0.153108894,0.073944751
"Q1y_2009",0.70231638,0.160933748,0.069802571,0.066947301
"Q2y_2009",0.711186002,0.137336777,0.063857417,0.087619804
"Q3y_2009",0.702747273,0.139977569,0.064956913,0.092318245
"Q4y_2009",0.66176881,0.139351254,0.066885569,0.131994367
"Q1y_2010",0.590202884,0.152297435,0.078994444,0.178505238
"Q2y_2010",0.605741102,0.159406845,0.090703859,0.144148195
"Q3y_2010",0.650644982,0.143706701,0.105557888,0.100090429