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braverock
GitHub Repository: braverock/portfolioanalytics
Path: blob/master/sandbox/riskbudgetpaper(superseded)/riskcont/MinRiskConc.csv
1433 views
"Bond","SP500","EAFE","SPGSCI"
"Q1y_1984",0.2506,0.2503,0.2486,0.2505
"Q2y_1984",0.2509,0.2508,0.2483,0.25
"Q3y_1984",0.2512,0.2505,0.2488,0.2494
"Q4y_1984",0.2494,0.25,0.2491,0.2515
"Q1y_1985",0.2498,0.2505,0.2498,0.2499
"Q2y_1985",0.2502,0.25,0.2499,0.2498
"Q3y_1985",0.2488,0.2499,0.2508,0.2505
"Q4y_1985",0.2501,0.2522,0.2487,0.249
"Q1y_1986",0.2495,0.2506,0.2496,0.2502
"Q2y_1986",0.2519,0.2514,0.2517,0.245
"Q3y_1986",0.2491,0.2515,0.2507,0.2488
"Q4y_1986",0.2484,0.2518,0.248,0.2519
"Q1y_1987",0.2503,0.2484,0.2502,0.2511
"Q2y_1987",0.2496,0.2497,0.2518,0.2489
"Q3y_1987",0.2512,0.2509,0.2505,0.2474
"Q4y_1987",0.2509,0.2502,0.2488,0.2501
"Q1y_1988",0.2521,0.2514,0.2489,0.2476
"Q2y_1988",0.2511,0.2493,0.2494,0.2502
"Q3y_1988",0.2501,0.2497,0.2509,0.2493
"Q4y_1988",0.2525,0.2516,0.2462,0.2497
"Q1y_1989",0.2506,0.2501,0.2477,0.2515
"Q2y_1989",0.2491,0.2501,0.251,0.2498
"Q3y_1989",0.249,0.2517,0.2514,0.2479
"Q4y_1989",0.2507,0.2498,0.2505,0.249
"Q1y_1990",0.2505,0.2517,0.2463,0.2515
"Q2y_1990",0.254,0.2467,0.2451,0.2542
"Q3y_1990",0.252,0.249,0.2491,0.2499
"Q4y_1990",0.2496,0.25,0.2504,0.25
"Q1y_1991",0.2553,0.2548,0.2426,0.2473
"Q2y_1991",0.2507,0.2497,0.2492,0.2504
"Q3y_1991",0.2512,0.2508,0.2458,0.2523
"Q4y_1991",0.2554,0.2428,0.2541,0.2478
"Q1y_1992",0.2511,0.248,0.2529,0.2481
"Q2y_1992",0.2523,0.2534,0.2449,0.2495
"Q3y_1992",0.2496,0.2515,0.2452,0.2538
"Q4y_1992",0.2534,0.2455,0.2517,0.2494
"Q1y_1993",0.2511,0.2461,0.2527,0.2501
"Q2y_1993",0.2545,0.2495,0.2415,0.2544
"Q3y_1993",0.248,0.2509,0.2463,0.2548
"Q4y_1993",0.2515,0.2468,0.254,0.2477
"Q1y_1994",0.2562,0.2478,0.2488,0.2472
"Q2y_1994",0.2508,0.2483,0.2511,0.2497
"Q3y_1994",0.2519,0.252,0.2416,0.2545
"Q4y_1994",0.2523,0.2499,0.2475,0.2502
"Q1y_1995",0.2499,0.2504,0.2484,0.2513
"Q2y_1995",0.2501,0.2503,0.2498,0.2497
"Q3y_1995",0.2529,0.2472,0.2482,0.2517
"Q4y_1995",0.2521,0.2522,0.2452,0.2504
"Q1y_1996",0.2524,0.2465,0.2497,0.2513
"Q2y_1996",0.2451,0.252,0.2518,0.251
"Q3y_1996",0.2518,0.2531,0.2435,0.2517
"Q4y_1996",0.2519,0.2515,0.2456,0.251
"Q1y_1997",0.2506,0.2504,0.2487,0.2503
"Q2y_1997",0.2504,0.2507,0.2486,0.2503
"Q3y_1997",0.2533,0.2459,0.2532,0.2475
"Q4y_1997",0.2535,0.2504,0.245,0.2511
"Q1y_1998",0.2507,0.2501,0.2505,0.2487
"Q2y_1998",0.2508,0.2485,0.2504,0.2504
"Q3y_1998",0.2501,0.2496,0.2499,0.2504
"Q4y_1998",0.2538,0.2397,0.2544,0.252
"Q1y_1999",0.2525,0.2496,0.2491,0.2489
"Q2y_1999",0.2533,0.2488,0.2444,0.2534
"Q3y_1999",0.2529,0.249,0.2462,0.2518
"Q4y_1999",0.2504,0.25,0.2493,0.2503
"Q1y_2000",0.253,0.2452,0.2484,0.2535
"Q2y_2000",0.2528,0.2517,0.2499,0.2457
"Q3y_2000",0.2544,0.2489,0.2485,0.2482
"Q4y_2000",0.2499,0.2503,0.2496,0.2501
"Q1y_2001",0.2515,0.2499,0.25,0.2486
"Q2y_2001",0.2515,0.2525,0.2469,0.2491
"Q3y_2001",0.2481,0.2501,0.252,0.2498
"Q4y_2001",0.2507,0.2498,0.2506,0.249
"Q1y_2002",0.2503,0.247,0.2498,0.2529
"Q2y_2002",0.2498,0.2504,0.2503,0.2495
"Q3y_2002",0.2523,0.247,0.2502,0.2505
"Q4y_2002",0.2496,0.2493,0.2518,0.2493
"Q1y_2003",0.2496,0.2504,0.2524,0.2476
"Q2y_2003",0.2531,0.241,0.2543,0.2516
"Q3y_2003",0.2509,0.2501,0.2512,0.2478
"Q4y_2003",0.2506,0.2506,0.2511,0.2477
"Q1y_2004",0.2503,0.2499,0.2495,0.2502
"Q2y_2004",0.2505,0.2493,0.2504,0.2498
"Q3y_2004",0.2493,0.2503,0.2503,0.2501
"Q4y_2004",0.2508,0.2494,0.2503,0.2495
"Q1y_2005",0.2486,0.2509,0.2499,0.2506
"Q2y_2005",0.2506,0.2506,0.2506,0.2482
"Q3y_2005",0.2498,0.2503,0.2496,0.2504
"Q4y_2005",0.2509,0.2495,0.2503,0.2493
"Q1y_2006",0.2511,0.2496,0.2509,0.2484
"Q2y_2006",0.2506,0.2509,0.2506,0.2479
"Q3y_2006",0.2502,0.2501,0.2492,0.2505
"Q4y_2006",0.2512,0.2472,0.2503,0.2513
"Q1y_2007",0.2492,0.253,0.2519,0.2459
"Q2y_2007",0.2446,0.2513,0.254,0.2501
"Q3y_2007",0.2505,0.2492,0.2491,0.2512
"Q4y_2007",0.2462,0.2544,0.2559,0.2434
"Q1y_2008",0.2505,0.2492,0.2506,0.2498
"Q2y_2008",0.2531,0.2502,0.2505,0.2462
"Q3y_2008",0.2509,0.251,0.2502,0.2479
"Q4y_2008",0.2503,0.2492,0.2478,0.2527
"Q1y_2009",0.2513,0.2501,0.2497,0.249
"Q2y_2009",0.2511,0.2512,0.2513,0.2464
"Q3y_2009",0.2506,0.2509,0.2495,0.249
"Q4y_2009",0.2497,0.2498,0.2501,0.2504
"Q1y_2010",0.2501,0.2497,0.25,0.2501
"Q2y_2010",0.2512,0.2487,0.2492,0.2509
"Q3y_2010",0.2501,0.2493,0.2504,0.2502