Risk Parity

5f456627fedae83924931070
Asset ID Name Earliest
Return Date
Latest
Return Date
Type
Global Equity 2016-06-16 2023-11-27 Portfolio
Fixed Income 2009-04-17 2023-11-27 Portfolio
Real Assets 2014-11-10 2023-11-27 Portfolio
Benchmark
Simple 60/40 2008-03-31 2023-11-27 Portfolio

Asset Report

Periodic Metrics

1 Day 1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
Global Equity -0.34 0.59 10.68 0.52 0.02 -1.36 5.76 7.12 2016-06-16
Fixed Income 2.09 1.40 9.76 -5.38 -19.48 -28.57 -8.65 -2.63 -0.21 2009-04-17
Real Assets -0.19 0.22 -1.21 0.45 1.61 11.40 7.91 2.15 2014-11-10
Benchmark 0.46 5.64 1.82 6.33 1.67 5.37 4.63 4.48 2008-03-31
1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
Global Equity 0.63 1.23 1.15 1.14 21.29 26.17 23.17 2016-06-16
Fixed Income 1.30 1.69 1.65 1.73 26.62 27.30 23.83 25.58 2009-04-17
Real Assets 0.30 0.47 0.44 0.50 11.79 12.10 12.04 2014-11-10
Benchmark 0.19 0.45 0.47 0.47 8.92 10.34 8.74 11.36 2008-03-31
1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
Global Equity 0.05 -0.04 0.68 0.75 2016-06-16
Fixed Income -1.80 -2.92 -0.65 -0.12 0.13 2009-04-17
Real Assets 0.13 0.99 0.70 0.19 2014-11-10
Benchmark 0.55 0.14 0.47 0.40 0.40 2008-03-31

Correlation Matrix

Documentation