Risk Parity

5f456627fedae83924931070
Asset ID Name Earliest
Return Date
Latest
Return Date
Type
Global Equity 2016-06-16 2023-05-24 Portfolio
Fixed Income 2009-04-17 2023-05-24 Portfolio
Real Assets 2014-11-10 2023-05-24 Portfolio
Benchmark
Simple 60/40 2008-03-31 2023-05-24 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 -3.15 -1.80 -4.21 -5.01 -7.64 9.34 3.02 7.39 2016-06-16
Fixed Income -0.13 -4.23 -4.98 -0.26 -23.54 -26.05 -5.50 -2.49 1.00 2009-04-17
Real Assets 0.01 -0.05 -1.67 0.53 -6.30 14.96 4.92 1.99 2014-11-10
Benchmark -1.13 -0.53 -0.85 1.20 1.39 4.75 3.96 4.62 4.37 2008-03-31
1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
Global Equity 1.09 1.10 1.13 24.66 22.99 26.21 23.57 2016-06-16
Fixed Income 0.67 1.89 1.92 31.57 25.82 26.53 23.82 25.61 2009-04-17
Real Assets 0.36 0.44 0.47 11.43 12.46 12.34 12.29 2014-11-10
Benchmark 0.40 0.40 0.41 10.69 9.40 10.32 8.76 11.48 2008-03-31
1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
Global Equity -0.60 0.93 0.44 0.78 2016-06-16
Fixed Income -2.20 -2.62 -0.35 -0.11 0.25 2009-04-17
Real Assets -0.61 1.28 0.44 0.18 2014-11-10
Benchmark 0.12 0.41 0.35 0.40 0.39 2008-03-31

Correlation Matrix

Documentation