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3 assets

PORTFOLIOS OF THREE ASSETS
Return Std Dev Corr with US corr with foreign STP Yield
US Equity 12.94% 15.21% 3.20%
Foreign Equity 12.42% 14.44% 0.62
Bonds 5.40% 11.10% 0.25 0.06
Weights Select the Desired Portfolio Return and hit <CTRL>-<SHIFT><A> to run macro
US equity Foreign Equity Bonds Sum Weights Port Std Dev Port Return Sharpe Ratio Desired Return
43.0% 47.9% 9.2% 100% 12.32% 12.00% 0.714 12.00%

4 assets

PORTFOLIOS OF FOUR ASSETS
Return Std Dev Corr with US corr with foreign corr with bonds STP Yield
US Equity 12.94% 15.21% 3.20%
Foreign Equity 12.42% 14.44% 0.62
Bonds 5.40% 11.10% 0.25 0.06
REITS 9.44% 13.54% 0.56 0.40 0.16
Weights Select the Desired Portfolio Return and hit <CTRL>-<SHIFT><B> to run macro
US equity Foreign Equity Bonds REITS Sum Weights Port Std Dev Port Return Sharpe Ratio Desired Return
16.76% 37.07% 28.00% 18.17% 100% 9.68% 10.00% 0.7023 10.00%

5 assets

PORTFOLIOS OF FIVE ASSETS
Return Std Dev Corr with US corr with foreign corr with bonds Corr with Reits STP Yield
US Equity 12.94% 15.21% 3.20%
Foreign Equity 12.42% 14.44% 0.62
Bonds 5.40% 11.10% 0.25 0.06
REITS 9.44% 13.54% 0.56 0.40 0.16
Commodities 10.05% 18.43% -0.02 0.01 -0.07 -0.01
Weights Select the Desired Portfolio Return and hit <CTRL>-<SHIFT><C> to run macro
US equity Foreign Equity Bonds REITS Commodities Sum Weights Port Std Dev Port Return Sharpe Ratio Desired Return
0.00% 14.68% 49.22% 17.95% 18.15% 100% 7.66% 8.00% 0.6269 8.00%