Path: blob/master/sandbox/riskbudgetpaper(superseded)/weights/MinRisk.csv
1433 views
"Bond","SP500","EAFE","SPGSCI" "Q1y_1984",0.692556917259605,0.100512646007272,0.0970045968700373,0.109925839863085 "Q2y_1984",0.733078556322256,0.056313539195403,0.106007896121840,0.104600008360501 "Q3y_1984",0.640871396189119,0.0440055210266335,3.56573423994697e-09,0.315123079218513 "Q4y_1984",0.683863401858016,0.130579511554714,0.00649282727750045,0.179064259309770 "Q1y_1985",0.673164546756612,0.136294607633709,0.0208712184025945,0.169669627207085 "Q2y_1985",0.688828294885293,0.149833074802890,0.0170333820621489,0.144305248249668 "Q3y_1985",0.628232541311027,0.132288654011862,0.00791297381661468,0.231565830860496 "Q4y_1985",0.728042273840871,0.0545237151522967,0.0288935276838486,0.188540483322983 "Q1y_1986",0.833124762514234,0.0519598120952172,0.029045630940472,0.0858697944500764 "Q2y_1986",0.842900250771185,0.065610342007246,0.060391416986457,0.031097990235112 "Q3y_1986",0.872695900297241,0.0653434455916287,0.0428034634350979,0.0191571906760325 "Q4y_1986",0.895295513408442,0.037892235491362,0.0502595777410115,0.0165526733591849 "Q1y_1987",0.91527036005875,0.0569809317779277,0.00859351824095533,0.0191551899223676 "Q2y_1987",0.913225342002205,0.076471075071029,0.00404398366486727,0.0062595992618988 "Q3y_1987",0.882007855895879,0.0489314688092269,0.0491921305003924,0.0198685447945015 "Q4y_1987",0.900024248706921,0.0392582556808764,0.0418582497731622,0.0188592458390400 "Q1y_1988",0.789442320822818,0.0226299390354742,0.0585966267885504,0.129331113353157 "Q2y_1988",0.710649186244805,0.0226121826772604,0.0699834411618696,0.196755189916065 "Q3y_1988",0.67853283097076,0.0322129143171158,0.0544951961270654,0.234759058585060 "Q4y_1988",0.720900128035532,0.0208537475507998,0.0385743383279629,0.219671786085705 "Q1y_1989",0.720412252978,0.0113213461696538,0.0463901974418961,0.22187620341045 "Q2y_1989",0.739547096620262,0.014338172242926,0.0341973884027791,0.211917342734033 "Q3y_1989",0.768948522342,0.0233413836302237,0.00810035674877615,0.199609737279 "Q4y_1989",0.722124029849926,0.0540078483868174,6.69958793161672e-10,0.223868121093298 "Q1y_1990",0.694027056378493,0.0423607381819255,0.00907455802746811,0.254537647412113 "Q2y_1990",0.739133984928739,0.0164411844736501,6.4452734093356e-10,0.244424829953083 "Q3y_1990",0.746889027617105,0.010887105839667,1.25860064242122e-10,0.242223866417368 "Q4y_1990",0.803234678204717,0.0218061326217292,1.49889048187645e-10,0.174959189023665 "Q1y_1991",0.859877862369662,0.0331217774667639,4.64178193711514e-11,0.107000360117156 "Q2y_1991",0.854776524919084,0.0397238166384743,1.96492417178371e-11,0.105499658422793 "Q3y_1991",0.786096612393546,0.0269645369004915,2.50687265710341e-11,0.186938850680894 "Q4y_1991",0.79192125071366,0.0235101077978715,2.48232762765016e-10,0.184568641240235 "Q1y_1992",0.85561170076714,0.0121730781979278,9.16204419181995e-12,0.132215221025770 "Q2y_1992",0.788585887167774,0.0249907111378760,1.46085027079943e-10,0.186423401548265 "Q3y_1992",0.793260517178689,0.0250546871405149,1.27701381415585e-10,0.181684795553095 "Q4y_1992",0.811222793057567,0.0187167255488868,5.19126992566618e-10,0.170060480874420 "Q1y_1993",0.798191275042942,0.0329716090785428,3.92089679374804e-10,0.168837115486426 "Q2y_1993",0.798877368646891,0.0267733915923919,7.10230971087673e-10,0.174349239050486 "Q3y_1993",0.84338412819567,0.0225170356800620,2.99715678197621e-10,0.134098835824553 "Q4y_1993",0.839792527429438,0.0142947511633857,1.29202369047325e-08,0.145912708486939 "Q1y_1994",0.876086765190165,0.0249634657730737,8.9830502405802e-11,0.0989497689469303 "Q2y_1994",0.827503102770828,0.0304305704603162,2.83921872815298e-10,0.142066326484934 "Q3y_1994",0.75066571990393,0.0414555762535488,0.00135896178425048,0.206519742058271 "Q4y_1994",0.841703510767206,0.0238999158812028,0.0177800979172982,0.116616475434294 "Q1y_1995",0.814271654002504,0.0266026413231515,5.05049158002374e-10,0.159125704169295 "Q2y_1995",0.783296035583924,0.0335776527632234,6.20011952026204e-10,0.183126311032841 "Q3y_1995",0.745005818929094,0.0561222227529448,3.45711437457652e-12,0.198871958314504 "Q4y_1995",0.763287823857725,0.060191105482357,2.38821208186099e-10,0.176521070421097 "Q1y_1996",0.815544930726821,0.0282354001812055,1.56320182259285e-11,0.156219669076342 "Q2y_1996",0.679615730761578,0.156931865511299,5.32122307149275e-11,0.163452403673911 "Q3y_1996",0.522238475116957,0.310159111805553,1.44979408079984e-10,0.167602412932510 "Q4y_1996",0.795618462789595,0.0587177651588155,5.78716625741546e-11,0.145663771993717 "Q1y_1997",0.854684637446314,0.0233097001576100,3.05337495273379e-11,0.122005662365542 "Q2y_1997",0.903233962190837,0.00896290900395963,3.02859849345665e-10,0.087803128502344 "Q3y_1997",0.855699551389178,0.00779002567315109,1.72108673082892e-10,0.136510422765562 "Q4y_1997",0.85647706584622,2.61452307482329e-10,1.58332151674707e-11,0.143522933876495 "Q1y_1998",0.954023508516405,3.22880389545609e-11,8.27254507608688e-12,0.0459764914430347 "Q2y_1998",0.94781815898513,1.03458945417684e-10,4.81690395392066e-12,0.0521818409065939 "Q3y_1998",0.956011994733073,5.0835599695373e-12,3.83075909587427e-11,0.0439880052235357 "Q4y_1998",0.983322676865841,3.98776629102387e-12,5.63719746506794e-12,0.0166773231245337 "Q1y_1999",0.999999999948628,1.63491364261082e-11,1.61405289824821e-11,1.88827972440220e-11 "Q2y_1999",0.970289977772035,1.09420867398958e-11,0.0179963646405355,0.0117136575764871 "Q3y_1999",0.97913672059372,5.48748327045637e-11,0.00967585565444205,0.0111874236969628 "Q4y_1999",0.95724494469743,6.7274868504299e-11,0.0197386667873376,0.0230163884479584 "Q1y_2000",0.936790561379371,5.55293314562207e-10,0.0569222037568733,0.00628723430846262 "Q2y_2000",0.959484360867676,2.20824412534666e-10,0.0182090735181325,0.0223065653933675 "Q3y_2000",0.966057745409792,1.02204809872820e-12,7.89002457220019e-10,0.0339422538001837 "Q4y_2000",0.986067147590086,8.74002898985591e-12,3.71183589153445e-11,0.0139328523640552 "Q1y_2001",0.974354977001456,4.03701136242390e-12,1.01499997615930e-10,0.0256450228930067 "Q2y_2001",0.977073155876098,2.8835261636041e-11,1.80514550014240e-12,0.0229268440932620 "Q3y_2001",0.97845153410146,2.80803880245897e-11,3.86583799388578e-12,0.0215484658665949 "Q4y_2001",0.988335330602412,1.66669970358104e-12,2.54889703154536e-12,0.0116646693933721 "Q1y_2002",0.979591916251372,5.38743251481557e-12,0.0185725445536369,0.00183553918960406 "Q2y_2002",0.918674317973382,1.94156399310632e-11,0.0452876742622622,0.0360380077449398 "Q3y_2002",0.912622534178908,2.20463722781953e-10,0.0532039970579398,0.0341734685426882 "Q4y_2002",0.930958608914441,9.95031361253688e-13,0.0223335970595008,0.0467077940250626 "Q1y_2003",0.917409182849325,4.95606862424093e-10,0.0339175500872568,0.0486732665678115 "Q2y_2003",0.93624286383015,2.31662546070199e-10,0.0379193642869191,0.0258377716512681 "Q3y_2003",0.953464650699671,7.8020779724112e-11,0.0392460460153224,0.00728930320698544 "Q4y_2003",0.819588813583394,1.32831722147513e-09,0.143211464158645,0.0371997209296442 "Q1y_2004",0.794788058665772,1.56738192140301e-08,0.146262602864306,0.0589493227961035 "Q2y_2004",0.813552537973105,1.20911751116207e-09,0.131266169561431,0.0551812912563471 "Q3y_2004",0.753987929028723,1.47968299337718e-08,0.147764987575533,0.098247068598914 "Q4y_2004",0.774067447713631,0.000309069439239084,0.140516458120655,0.085107024726475 "Q1y_2005",0.797848820132854,0.0137722182534247,0.129760858061255,0.0586181035524663 "Q2y_2005",0.806818256946969,0.0149916931808457,0.125068237879438,0.0531218119927477 "Q3y_2005",0.812900787673935,0.0268366870854028,0.114748706648393,0.0455138185922694 "Q4y_2005",0.795620175900899,0.0434993720727255,0.124886784814100,0.0359936672122764 "Q1y_2006",0.800355259720836,0.0720293844158999,0.109264053821117,0.0183513020421472 "Q2y_2006",0.797392929070652,0.0938875058814213,0.0958527011525834,0.0128668638953428 "Q3y_2006",0.792698470116396,0.113009479011613,0.0736169674110776,0.0206750834609137 "Q4y_2006",0.740543477153495,0.240517538826989,0.000419946458775827,0.0185190375607397 "Q1y_2007",0.735566192044388,0.246552550653849,0.00811402143209837,0.00976723586966517 "Q2y_2007",0.71903963884677,0.259898503516940,1.45675550549994e-09,0.0210618561795340 "Q3y_2007",0.724771847048738,0.225370813269627,0.0185477046452027,0.0313096350364327 "Q4y_2007",0.74054203392437,0.212236296559308,0.0118171876256467,0.0354044818906746 "Q1y_2008",0.766447605842322,0.181709720076407,0.0192915775329468,0.032551096548325 "Q2y_2008",0.795098224396623,0.171934797369181,1.19381660240459e-08,0.0329669662960305 "Q3y_2008",0.793092966000596,0.147709014265383,0.00925063422809604,0.0499473855059250 "Q4y_2008",0.894080704249872,0.0919179469053674,9.23646795397928e-11,0.0140013487523960 "Q1y_2009",0.921797246198039,0.078202753730325,3.71772232844509e-11,3.44590113482123e-11 "Q2y_2009",0.92943645173973,0.0705635480737499,2.78811931438421e-12,1.83731317244825e-10 "Q3y_2009",0.932751854210845,0.0672481456509286,1.27500596568859e-10,1.07259445876807e-11 "Q4y_2009",0.922191610706028,0.0778083890316404,1.5903733215368e-10,1.03294513429771e-10 "Q1y_2010",0.915016166912172,0.0849838320912572,9.71643205173576e-10,2.49272037438345e-11 "Q2y_2010",0.902514515803255,0.097485484028939,1.59602207377282e-11,1.51845665032309e-10 "Q3y_2010",0.92617318447489,0.0738268154448932,6.1991225505578e-11,1.82260929829097e-11