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braverock
GitHub Repository: braverock/portfolioanalytics
Path: blob/master/sandbox/riskbudgetpaper(superseded)/weights/MinRiskConc_PositionLimit.csv
1433 views
"Bond","SP500","EAFE","SPGSCI"
"Q1y_1984",0.399496163542264,0.239007184432352,0.194881515383594,0.166615136641790
"Q2y_1984",0.399803487514637,0.234993278226374,0.199973153010313,0.165230081248676
"Q3y_1984",0.399718001610608,0.204442216976672,0.153767685657903,0.242072095754817
"Q4y_1984",0.399568707160322,0.234433070137138,0.171380033194387,0.194618189508154
"Q1y_1985",0.399285371585814,0.230987759712998,0.172138375304829,0.197588493396359
"Q2y_1985",0.399861924803311,0.234208896538702,0.172414319504948,0.193514859153039
"Q3y_1985",0.39994643850073,0.217075052702421,0.153667116074155,0.229311392722695
"Q4y_1985",0.399916815852901,0.201918171262064,0.159579796039364,0.238585216845670
"Q1y_1986",0.399696626462008,0.217130096148458,0.163546371423439,0.219626905966095
"Q2y_1986",0.399395968197599,0.235840249486921,0.183362854835669,0.181400927479811
"Q3y_1986",0.399924817967488,0.237081998688494,0.179610877566312,0.183382305777706
"Q4y_1986",0.39981849032761,0.221532540270047,0.192798268676060,0.185850700726283
"Q1y_1987",0.399555149277098,0.223178997323744,0.192928594049743,0.184337259349416
"Q2y_1987",0.399334035423564,0.233828239288521,0.191343181695134,0.175494543592781
"Q3y_1987",0.398946275716399,0.233078565456162,0.184375031639509,0.183600127187929
"Q4y_1987",0.399090161135532,0.229214509282992,0.182660670165881,0.189034659415594
"Q1y_1988",0.399292917702900,0.182598439641012,0.180637528417649,0.237471114238438
"Q2y_1988",0.398668442678498,0.148510547721630,0.164117439348598,0.288703570251274
"Q3y_1988",0.399989518626761,0.148035346093949,0.157231825904691,0.294743309374599
"Q4y_1988",0.399275388148761,0.147929471053385,0.152489647331246,0.300305493466608
"Q1y_1989",0.399961867985031,0.141707029960111,0.148654585195213,0.309676516859644
"Q2y_1989",0.399952013376728,0.140343769772016,0.139396193651806,0.320308023199451
"Q3y_1989",0.399931468664042,0.144298947140934,0.131266583388473,0.32450300080655
"Q4y_1989",0.399802442016456,0.145526999560431,0.128420060318699,0.326250498104414
"Q1y_1990",0.399261125341003,0.145808123247241,0.125505618507936,0.329425132903819
"Q2y_1990",0.399827755030598,0.149990717196510,0.118890531810229,0.331290995962663
"Q3y_1990",0.399473772113047,0.142840163314873,0.125213746525293,0.332472318046788
"Q4y_1990",0.399687184103422,0.174296595854722,0.120011226493437,0.306004993548419
"Q1y_1991",0.399543374996807,0.225206682111042,0.132974751356930,0.242275191535221
"Q2y_1991",0.399855769861251,0.212484905829548,0.141675369224738,0.245983955084463
"Q3y_1991",0.39978466654438,0.153882552238801,0.12277260815603,0.323560173060789
"Q4y_1991",0.399891534430553,0.152033703458783,0.124919359885294,0.323155402225371
"Q1y_1992",0.396801818662816,0.167803800336453,0.146278253029445,0.289116127971286
"Q2y_1992",0.399002061643359,0.156071849763992,0.133896361859621,0.311029726733028
"Q3y_1992",0.398733582543526,0.155137380448825,0.132242654128499,0.313886382879151
"Q4y_1992",0.399682726040206,0.155772841943255,0.133338548755206,0.311205883261333
"Q1y_1993",0.399518949884439,0.163702741041710,0.141665093516832,0.295113215557018
"Q2y_1993",0.398238183270893,0.15407221541748,0.146274028741090,0.301415572570537
"Q3y_1993",0.398829355531374,0.167945290608993,0.146087020538437,0.287138333321197
"Q4y_1993",0.399864305031322,0.154387120664087,0.150298252649084,0.295450321655507
"Q1y_1994",0.397977632965787,0.200010145630102,0.141047070669661,0.260965150734450
"Q2y_1994",0.398804705351207,0.181269131109592,0.143712980346925,0.276213183192276
"Q3y_1994",0.399427285080496,0.161780923327907,0.140989789089398,0.297802002502199
"Q4y_1994",0.3978260138473,0.198641857133984,0.168889507140553,0.234642621878163
"Q1y_1995",0.399949080349183,0.187629773693881,0.138314197526699,0.274106948430237
"Q2y_1995",0.398094032110357,0.192890670328082,0.133495537908376,0.275519759653185
"Q3y_1995",0.399978567688351,0.200715700277774,0.126158529250589,0.273147202783286
"Q4y_1995",0.399843781295775,0.217099449416290,0.116337705941619,0.266719063346317
"Q1y_1996",0.399977439548423,0.242052312246764,0.119439189178520,0.238531059026293
"Q2y_1996",0.399967602744335,0.278934707057837,0.114572308409735,0.206525381788093
"Q3y_1996",0.393246146599591,0.318970155433329,0.093779664114159,0.194004033852921
"Q4y_1996",0.399941883833523,0.252393184025808,0.133836107785113,0.213828824355556
"Q1y_1997",0.396053198277995,0.243738938164100,0.15694376804763,0.203264095510276
"Q2y_1997",0.399994973394596,0.249152944922267,0.170318528366421,0.180533553316716
"Q3y_1997",0.399288615606291,0.218980782227029,0.146769562612738,0.234961039553942
"Q4y_1997",0.39904634763327,0.207482142248149,0.129870009531180,0.263601500587401
"Q1y_1998",0.399648550724902,0.259676804064474,0.15895200636824,0.181722638842384
"Q2y_1998",0.399531539786559,0.253167904131658,0.153326656639698,0.193973899442085
"Q3y_1998",0.399188193865450,0.239368225687278,0.168856562754481,0.192587017692791
"Q4y_1998",0.399845427160594,0.220235578593224,0.155657479620408,0.224261514625774
"Q1y_1999",0.39981920376736,0.250235807204690,0.181821786823783,0.168123202204167
"Q2y_1999",0.399880981753686,0.236309919774481,0.193548059891932,0.170261038579902
"Q3y_1999",0.398187335673801,0.258806132076423,0.191731726687681,0.151274805562095
"Q4y_1999",0.398863960811308,0.236734349699068,0.203366096101806,0.161035593387819
"Q1y_2000",0.398709293811576,0.235990731387231,0.198651987856254,0.166647986944938
"Q2y_2000",0.399667969920036,0.233747931365463,0.177931458432116,0.188652640282386
"Q3y_2000",0.399440456083143,0.228055049015054,0.176962489172538,0.195542005729265
"Q4y_2000",0.399413784163679,0.241133700100441,0.197635687322444,0.161816828413435
"Q1y_2001",0.399684164342336,0.219344433912849,0.191272877726675,0.189698524018139
"Q2y_2001",0.399271291561276,0.196569176870875,0.175570297824149,0.228589233743701
"Q3y_2001",0.399683656138217,0.19771333811486,0.177092827767027,0.225510177979895
"Q4y_2001",0.399645711070454,0.194279051443716,0.191681936010794,0.214393301475036
"Q1y_2002",0.399429336992179,0.201656916647313,0.205533969693947,0.193379776666561
"Q2y_2002",0.399865917686969,0.193214571396853,0.204435722059478,0.202483788856700
"Q3y_2002",0.399835292762791,0.187490856888404,0.214684171751928,0.197989678596876
"Q4y_2002",0.399574787266257,0.171042176120148,0.183470333474683,0.245912703138911
"Q1y_2003",0.399942048989275,0.150332402360536,0.177893154014109,0.271832394636081
"Q2y_2003",0.39985174846423,0.173607192966789,0.214583416111777,0.211957642457204
"Q3y_2003",0.39997859097321,0.194148534343501,0.218653435557593,0.187219439125697
"Q4y_2003",0.399541990016689,0.182053431815754,0.21664957071316,0.201755007454396
"Q1y_2004",0.398435667586246,0.170828532057516,0.205085657229604,0.225650143126634
"Q2y_2004",0.399861958842337,0.168586455305767,0.198253178302507,0.233298407549389
"Q3y_2004",0.399370131022007,0.164231117121908,0.185150923070932,0.251247828785154
"Q4y_2004",0.399541705229882,0.174926532014847,0.184725422522543,0.240806340232728
"Q1y_2005",0.399383747522657,0.188872568490213,0.192679438049174,0.219064245937955
"Q2y_2005",0.399192171904959,0.202787102761817,0.202966789846273,0.195053935486951
"Q3y_2005",0.399648508543192,0.20731845833974,0.207716135394569,0.185316897722499
"Q4y_2005",0.399011016129496,0.216852567029284,0.218406176178675,0.165730240662544
"Q1y_2006",0.399835880685471,0.226621159910646,0.223146259551186,0.150396699852697
"Q2y_2006",0.399780053370503,0.240715112747273,0.219441175660448,0.140063658221776
"Q3y_2006",0.399873039985816,0.241752881272622,0.203691907819858,0.154682170921704
"Q4y_2006",0.397720219772611,0.299045054121726,0.179971049424993,0.123263676680671
"Q1y_2007",0.399031920147949,0.309957922443358,0.182539585910821,0.108470571497871
"Q2y_2007",0.399966479229786,0.308346156055958,0.178804780426624,0.112882584287631
"Q3y_2007",0.397667887419596,0.287270270939498,0.185854994966294,0.129206846674612
"Q4y_2007",0.399483440718884,0.277044849473878,0.186025110010300,0.137446599796937
"Q1y_2008",0.39768383497624,0.271427702664287,0.194366885058077,0.136521577301396
"Q2y_2008",0.399592816143429,0.264141018078419,0.170944260883643,0.165321904894509
"Q3y_2008",0.399687811130287,0.249709800260628,0.173815152392526,0.176787236216559
"Q4y_2008",0.399409200226382,0.288779551564441,0.168534791602072,0.143276456607105
"Q1y_2009",0.399851907222022,0.296763427017829,0.185373198165068,0.118011467595081
"Q2y_2009",0.399854525476418,0.269845497816687,0.196029908743851,0.134270067963044
"Q3y_2009",0.398968801374327,0.270066180357233,0.187051811417266,0.143913206851173
"Q4y_2009",0.399279121538388,0.236955897331034,0.191360979145116,0.172404001985462
"Q1y_2010",0.399969524526567,0.210213379839274,0.210766188824611,0.179050906809549
"Q2y_2010",0.39998277322328,0.21699287777485,0.213408907741482,0.169615441260389
"Q3y_2010",0.399857688584196,0.261963127565824,0.175858550801878,0.162320633048101