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returns US Stock Bond index Precious metal US stock Bond index Precious metal Date Adj Close Adj Close Adj Close return return return 1/1/10 XXXXXXXXXX XXXXXXXXXX XXXXXXXXXX XXXXXXXXXX 2/1/10...

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eturns
        US Stock    Bond index    Precious metal        US stock    Bond index    Precious metal
    Date    Adj Close    Adj Close    Adj Close        return    return    return
    1/1/10     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    2/1/10     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    3/1/10     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    4/1/10     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    5/1/10     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    6/1/10     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    7/1/10     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    8/1/10     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    9/1/10     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    10/1/10     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    11/1/10     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    12/1/10     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    1/1/11     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    2/1/11     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    3/1/11     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    4/1/11     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    5/1/11     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    6/1/11     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    7/1/11     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    8/1/11     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    9/1/11     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    10/1/11     XXXXXXXXXX    8.98126             XXXXXXXXXX     XXXXXXXXXX
    11/1/11     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    12/1/11     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    1/1/12     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    2/1/12     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    3/1/12     XXXXXXXXXX    9.06668             XXXXXXXXXX     XXXXXXXXXX
    4/1/12     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    5/1/12     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    6/1/12     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    7/1/12     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    8/1/12     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    9/1/12     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    10/1/12     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    11/1/12     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    12/1/12     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    1/1/13    33.5919     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    2/1/13     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    3/1/13     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    4/1/13     XXXXXXXXXX    9.50392             XXXXXXXXXX     XXXXXXXXXX
    5/1/13     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    6/1/13     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    7/1/13     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    8/1/13     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    9/1/13     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    10/1/13     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    11/1/13     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    12/1/13     XXXXXXXXXX    9.20435             XXXXXXXXXX     XXXXXXXXXX
    1/1/14     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    2/1/14     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    3/1/14     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    4/1/14     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    5/1/14     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    6/1/14     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    7/1/14     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    8/1/14     XXXXXXXXXX    9.65197             XXXXXXXXXX     XXXXXXXXXX
    9/1/14     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    10/1/14     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    11/1/14     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    12/1/14     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    1/1/15     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    2/1/15     XXXXXXXXXX    9.86338             XXXXXXXXXX     XXXXXXXXXX
    3/1/15     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    4/1/15     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    5/1/15     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    6/1/15     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    7/1/15     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    8/1/15     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    9/1/15     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    10/1/15     XXXXXXXXXX    9.83759             XXXXXXXXXX     XXXXXXXXXX
    11/1/15     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    12/1/15     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    1/1/16     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    2/1/16     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    3/1/16     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    4/1/16     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    5/1/16     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    6/1/16     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    7/1/16     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    8/1/16     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    9/1/16     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    10/1/16     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    11/1/16     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    12/1/16     XXXXXXXXXX    9.98514             XXXXXXXXXX     XXXXXXXXXX
    1/1/17     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    2/1/17     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    3/1/17     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    4/1/17     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    5/1/17     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    6/1/17     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    7/1/17     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    8/1/17     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    9/1/17     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    10/1/17     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    11/1/17     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    12/1/17     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    1/1/18     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    2/1/18     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    3/1/18     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    4/1/18     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    5/1/18     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    6/1/18     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    7/1/18     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    8/1/18     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    9/1/18     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    10/1/18     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    11/1/18     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX
    12/1/18     XXXXXXXXXX     XXXXXXXXXX
isk partiy strategy
    Date    US Stock    Bond index    Precious metal
    1/1/10     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX
    2/1/10     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX
    3/1/10     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX
    4/1/10     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX
    5/1/10     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX
    6/1/10     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX
    7/1/10     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX
    8/1/10     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX
    9/1/10     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX
    10/1/10     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX
    11/1/10     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX        rolling past 12 month volatility                weight of asset class based on rolling past 12 month volatility
    12/1/10     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX        US stock    bond    Precious metal        US stock    bond    Precious metal        Portfolio Return
    1/1/11     XXXXXXXXXX     XXXXXXXXXX             XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX         XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX         XXXXXXXXXX            mean    stdev    risk free rate    sharpe ratio
    2/1/11     XXXXXXXXXX     XXXXXXXXXX                                                    2011 to 2018 performance            0%
    3/1/11     XXXXXXXXXX     XXXXXXXXXX
    4/1/11     XXXXXXXXXX     XXXXXXXXXX
    5/1/11     XXXXXXXXXX     XXXXXXXXXX
    6/1/11     XXXXXXXXXX     XXXXXXXXXX
    7/1/11     XXXXXXXXXX     XXXXXXXXXX
    8/1/11     XXXXXXXXXX     XXXXXXXXXX
    9/1/11     XXXXXXXXXX     XXXXXXXXXX
    10/1/11     XXXXXXXXXX     XXXXXXXXXX
    11/1/11     XXXXXXXXXX     XXXXXXXXXX
    12/1/11     XXXXXXXXXX     XXXXXXXXXX
    1/1/12     XXXXXXXXXX     XXXXXXXXXX
    2/1/12     XXXXXXXXXX     XXXXXXXXXX
    3/1/12     XXXXXXXXXX     XXXXXXXXXX
    4/1/12     XXXXXXXXXX     XXXXXXXXXX
    5/1/12     XXXXXXXXXX     XXXXXXXXXX
    6/1/12     XXXXXXXXXX     XXXXXXXXXX
    7/1/12     XXXXXXXXXX     XXXXXXXXXX
    8/1/12     XXXXXXXXXX     XXXXXXXXXX
    9/1/12     XXXXXXXXXX     XXXXXXXXXX
    10/1/12     XXXXXXXXXX     XXXXXXXXXX
    11/1/12     XXXXXXXXXX     XXXXXXXXXX
    12/1/12     XXXXXXXXXX     XXXXXXXXXX
    1/1/13     XXXXXXXXXX     XXXXXXXXXX
    2/1/13     XXXXXXXXXX     XXXXXXXXXX
    3/1/13     XXXXXXXXXX     XXXXXXXXXX
    4/1/13     XXXXXXXXXX     XXXXXXXXXX
    5/1/13     XXXXXXXXXX     XXXXXXXXXX
    6/1/13     XXXXXXXXXX     XXXXXXXXXX
    7/1/13     XXXXXXXXXX     XXXXXXXXXX
    8/1/13     XXXXXXXXXX     XXXXXXXXXX
    9/1/13     XXXXXXXXXX     XXXXXXXXXX
    10/1/13     XXXXXXXXXX     XXXXXXXXXX
    11/1/13     XXXXXXXXXX     XXXXXXXXXX
    12/1/13     XXXXXXXXXX     XXXXXXXXXX
    1/1/14     XXXXXXXXXX     XXXXXXXXXX
    2/1/14     XXXXXXXXXX     XXXXXXXXXX
    3/1/14     XXXXXXXXXX     XXXXXXXXXX
    4/1/14     XXXXXXXXXX     XXXXXXXXXX
    5/1/14     XXXXXXXXXX     XXXXXXXXXX
    6/1/14     XXXXXXXXXX     XXXXXXXXXX
    7/1/14     XXXXXXXXXX     XXXXXXXXXX
    8/1/14     XXXXXXXXXX     XXXXXXXXXX
    9/1/14     XXXXXXXXXX     XXXXXXXXXX
    10/1/14     XXXXXXXXXX     XXXXXXXXXX
    11/1/14     XXXXXXXXXX     XXXXXXXXXX
    12/1/14     XXXXXXXXXX     XXXXXXXXXX
    1/1/15     XXXXXXXXXX     XXXXXXXXXX
    2/1/15     XXXXXXXXXX     XXXXXXXXXX
    3/1/15     XXXXXXXXXX     XXXXXXXXXX
    4/1/15     XXXXXXXXXX     XXXXXXXXXX
    5/1/15     XXXXXXXXXX     XXXXXXXXXX
    6/1/15     XXXXXXXXXX     XXXXXXXXXX
    7/1/15     XXXXXXXXXX     XXXXXXXXXX
    8/1/15     XXXXXXXXXX     XXXXXXXXXX
    9/1/15     XXXXXXXXXX     XXXXXXXXXX
    10/1/15     XXXXXXXXXX     XXXXXXXXXX
    11/1/15     XXXXXXXXXX     XXXXXXXXXX
    12/1/15     XXXXXXXXXX     XXXXXXXXXX
    1/1/16     XXXXXXXXXX     XXXXXXXXXX
    2/1/16     XXXXXXXXXX     XXXXXXXXXX
    3/1/16     XXXXXXXXXX     XXXXXXXXXX
    4/1/16     XXXXXXXXXX     XXXXXXXXXX
    5/1/16     XXXXXXXXXX     XXXXXXXXXX
    6/1/16     XXXXXXXXXX     XXXXXXXXXX
    7/1/16     XXXXXXXXXX     XXXXXXXXXX
    8/1/16     XXXXXXXXXX     XXXXXXXXXX
    9/1/16     XXXXXXXXXX     XXXXXXXXXX
    10/1/16     XXXXXXXXXX     XXXXXXXXXX
    11/1/16     XXXXXXXXXX     XXXXXXXXXX
    12/1/16     XXXXXXXXXX     XXXXXXXXXX
    1/1/17     XXXXXXXXXX     XXXXXXXXXX
    2/1/17     XXXXXXXXXX     XXXXXXXXXX
    3/1/17     XXXXXXXXXX     XXXXXXXXXX
    4/1/17     XXXXXXXXXX     XXXXXXXXXX
    5/1/17     XXXXXXXXXX     XXXXXXXXXX
    6/1/17     XXXXXXXXXX     XXXXXXXXXX
    7/1/17     XXXXXXXXXX     XXXXXXXXXX
    8/1/17     XXXXXXXXXX     XXXXXXXXXX
    9/1/17     XXXXXXXXXX     XXXXXXXXXX
    10/1/17     XXXXXXXXXX     XXXXXXXXXX
    11/1/17     XXXXXXXXXX     XXXXXXXXXX
    12/1/17     XXXXXXXXXX     XXXXXXXXXX
    1/1/18     XXXXXXXXXX     XXXXXXXXXX
    2/1/18     XXXXXXXXXX     XXXXXXXXXX
    3/1/18     XXXXXXXXXX     XXXXXXXXXX
    4/1/18     XXXXXXXXXX     XXXXXXXXXX
    5/1/18     XXXXXXXXXX     XXXXXXXXXX
    6/1/18     XXXXXXXXXX     XXXXXXXXXX
    7/1/18     XXXXXXXXXX     XXXXXXXXXX
    8/1/18     XXXXXXXXXX     XXXXXXXXXX
    9/1/18     XXXXXXXXXX     XXXXXXXXXX
    10/1/18     XXXXXXXXXX     XXXXXXXXXX
    11/1/18     XXXXXXXXXX     XXXXXXXXXX
other strategies
    Asset class return                        Equal Weight startegy                            35% Bond 55% Stock 10% Metal Strategy                        Markowitz mean variance optimization
    Date    US Stock    Bond index    Precious metal                weights    Portfolio Return    average return     XXXXXXXXXX                weights    Portfolio Return    average return                weights    Portfolio Return    average return
        return    return    return            US Stock     XXXXXXXXXX        Standard deviation     XXXXXXXXXX            US Stock            Standard deviation            US Stock            Standard deviation
    1/1/11     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX            Bond index     XXXXXXXXXX     XXXXXXXXXX    Sharpe Ratio     XXXXXXXXXX            Bond index            Sharpe Ratio            Bond index            Sharpe Ratio
    2/1/11     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX            Precious metal     XXXXXXXXXX     XXXXXXXXXX                    Precious metal                        Precious metal
    3/1/11     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    4/1/11     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    5/1/11     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    6/1/11     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    7/1/11     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    8/1/11     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    9/1/11     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    10/1/11     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    11/1/11     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    12/1/11     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    1/1/12     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    2/1/12     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    3/1/12     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    4/1/12     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    5/1/12     XXXXXXXXXX     XXXXXXXXXX    0                     XXXXXXXXXX
    6/1/12     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    7/1/12     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    8/1/12     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    9/1/12     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    10/1/12     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    11/1/12     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    12/1/12     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    1/1/13     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    2/1/13     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    3/1/13     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    4/1/13     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    5/1/13     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    6/1/13     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    7/1/13     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    8/1/13     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    9/1/13     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    10/1/13     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    11/1/13     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    12/1/13     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    1/1/14     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    2/1/14     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    3/1/14     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    4/1/14     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    5/1/14     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    6/1/14     XXXXXXXXXX     XXXXXXXXXX    0                     XXXXXXXXXX
    7/1/14     XXXXXXXXXX     XXXXXXXXXX    0                     XXXXXXXXXX
    8/1/14     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    9/1/14     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    10/1/14     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    11/1/14     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    12/1/14     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    1/1/15     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    2/1/15     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    3/1/15     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    4/1/15     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    5/1/15     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    6/1/15     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    7/1/15     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    8/1/15     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    9/1/15     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    10/1/15     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    11/1/15     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    12/1/15     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    1/1/16     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    2/1/16     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    3/1/16     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    4/1/16     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    5/1/16     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    6/1/16     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    7/1/16     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    8/1/16     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    9/1/16     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    10/1/16     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    11/1/16     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    12/1/16     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    1/1/17     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    2/1/17     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    3/1/17     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    4/1/17     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    5/1/17     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    6/1/17     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    7/1/17     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    8/1/17     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    9/1/17     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    10/1/17     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    11/1/17     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    12/1/17     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    1/1/18     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    2/1/18     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    3/1/18     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    4/1/18     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    5/1/18     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    6/1/18     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    7/1/18     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    8/1/18     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    9/1/18     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    10/1/18     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX
    11/1/18     XXXXXXXXXX     XXXXXXXXXX     XXXXXXXXXX                     XXXXXXXXXX

Project for Chapter 2
Due date: Sunday June 23th, 11:45 p.m.
Method of submission: email the excel sheet with your name to XXXXXXXXXX
Purpose of the project
The purpose of this project is to compare various asset allocation strategies and measure their effectiveness. We are going to invest in three asset classes: US government bonds, US stocks, and precious metals/commodities. We are going to compare the following strategies: equal weights, 35% bond/55% US stocks/10% precious metal, Markowitz mean variance optimization, and risk parity.
Our period of interest is from 1/1/2011 to 12/31/2018 where we are going to compare the performance of those four strategies. In addition, for Markowitz mean variance optimization, we are going to use data from 1/1/2003 to 12/31/2010 to determine the weights (which we already did last project); and for risk parity strategy, we are going to use a rolling weights approach and will need 1/1/2010 to 12/31/2010 to determine the initial weights.
We are going to use the following mutual funds as proxies for each asset classes: Vanguard Total Stock Market Index Fund (VTSMX) for stocks, Vanguard Total Bond Market Index Fund (VBMFX) for bonds, and Vanguard Global Capital Cycles Fund Investor Shares (VGPMX)[footnoteRef:1] as proxy for precious metals. [1: Vanguard Global Capital Cycles Fund Investor Shares was previously known as Vanguard Precious Metal and Mining, it changed its name in 2018.]
Section I: Decide weights and return using risk parity approach
Instead of using the full equation to determine the weights, we are going to use the simple equation to figure out the weight for each asset class (which assumes covariance is the same across asset classes):
To use the equation, we will need to first decide what is the standard deviation for each asset class. Typically the industry uses a dynamic approach to determine the standard deviation and weights, which simply means re-calculating the standard deviation each month based on a pre-determine number of periods. For example, in our project we are going to dynamically adjust based on a 12 month rolling period standard deviation; so to determine the weight be used for stocks in January 2011, we are going to use the standard deviation based on returns from January 2010 to December 2010; to determine the weight for Fe
uary 2011, we are going to use standard deviation based on returns from Fe
uary 2010 to January XXXXXXXXXXWe will keep doing this to decide the weights each month for the whole period.
A. Decide the asset classes return from 1/1/2010 to 12/31/2018
Under “returns” tab, similar to last project, download the price for each asset classes using the tickers and calculate the monthly returns from 1/1/2010 to 12/31/2018 using the Adjusted price (again I have done this for stocks and bonds, you only need to do this for VGPMX).
The initial 12 months from 1/1/2010 to 12/31/2010 will be used to calculate the weights in the first month of 1/1/2011 to 12/31/2018 period (which is the test period). Then we are going to
chapter-2-project-excel-sheet-pffekl4j.xlsx chapter-2-project-xcy5w3lz.docx
Answered Same Day Jun 24, 2022

Solution

Prince answered on Jun 25 2022
87 Votes
returns
        US Stock    Bond index    Precious metal        US stock    Bond index    Precious metal
    Date    Adj Close    Adj Close    Adj Close        return    return    return
    1-Jan-10    22.357679    8.032864    13.569688        0.0335976735    0.0022076808    0.0261472482
    1-Feb-10    23.108845    8.050598    13.924498        0.0588019436    -0.0008591908    0.1045243426
    1-Mar-10    24.46769    8.043681    15.379947        0.0254828306    0.0107737987    0.0009990282
    1-Apr-10    25.091196    8.130342    15.395312        -0.0800133641    0.0073432335    -0.0955293404
    1-May-10    23.083565    8.190045    13.924608        -0.0609174103    0.0163268944    -0.0197710413
    1-Jun-10    21.677374    8.323763    13.649304        0.0748293128    0.0093642743    0.0647558293
    1-Jul-10    23.299477    8.401709    14.533176        -0.0474800786    0.014890899    0.0184446263
    1-Aug-10    22.193216    8.526818    14.801235        0.0893406345    0.0000080921    0.136563807
    1-Sep-10    24.175972    8.526887    16.822548        0.0444863189    0.0035945123    0.0770888572
    1-Oct-10    25.251472    8.557537    18.119379        0.0057571693    -0.0056090906    -0.003998647
    1-Nov-10    25.396849    8.509537    18.046926        0.0626258793    -0.015965381    0.0738658761
    1-Dec-10    26.987349    8.373679    19.379978        0.0271540565    0.0053152264    -0.0524905137
    1-Jan-11    27.720165    8.418187    18.362713        0.0359690139    0.001795636    0.0861285585
    1-Feb-11    28.717232    8.433303    19.944267        0.0005983515    -0.0002819773    0.0205871191
    1-Mar-11    28.734415    8.430925    20.354862        0.0339583388    0.0133178744    0.0477778724
    1-Apr-11    29.710188    8.543207    21.327374        -0.0116177993    0.0130898151    -0.0282244781
    1-May-11    29.365021    8.655036    20.72542        -0.0217457021    -0.0038185861    -0.0661766082
    1-Jun-11    28.726458    8.621986    19.353882        -0.0186676339    0.0157546069    0.0330710397
    1-Jul-11    28.190203    8.757822    19.993935        -0.0602336918    0.0146416541    0.0068599303
    1-Aug-11    26.492203    8.886051    20.131092        -0.0820797349    0.0090540781    -0.2085541609
    1-Sep-11    24.31773    8.966506    15.932669        0.1204101699    0.001645457    0.154949494
    1-Oct-11    27.245832    8.98126    18.401428        -0.002875449    -0.0028924672    0.000414207
    1-Nov-11    27.167488    8.955282    18.40905        0.0025633213    0.0061245419    -0.1974337079
    1-Dec-11    27.237127    9.010129    14.774483        0.0566737821    0.0135394288    0.2323604826
    1-Jan-12    28.780758    9.132121    18.207489        0.0425792121    -0.0003568722    -0.0126469938
    1-Feb-12    30.00622    9.128862    17.977219        0.0265460628    -0.0068115829    -0.1180237054
    1-Mar-12    30.802767    9.06668    15.855481        -0.0025380512    0.0124604596    -0.0036988471
    1-Apr-12    30.724588    9.179655    15.796834        -0.0623570607    0.0095348899    -0.1648766455
    1-May-12    28.808693    9.267182    13.192305        0.034167187    0.0004545071    0
    1-Jun-12    29.793005    9.271394    13.192305        0.0151729911    0.013900283    -0.0289389155
    1-Jul-12    30.245054    9.400269    12.810534        0.0248177438    0.0003610535    0.0105962015
    1-Aug-12    30.995668    9.403663    12.946277        0.02108243    0.0011670984    0.1435124554
    1-Sep-12    31.649132    9.414638    14.804229        -0.0130612745    0.001073541    -0.0063037393
    1-Oct-12    31.235754    9.424745    14.710907        0.0073842303    0.0020632919    -0.0732412352
    1-Nov-12    31.466406    9.444191    13.633462        0.0047926033    -0.0069845051    -0.0074672156
    1-Dec-12    31.617212    9.378228    13.531658        0.0624561078    -0.0021145786    -0.006390126
    1-Jan-13    33.5919    9.358397    13.445189        0.0127662919    0.0055606745    -0.0750324149
    1-Feb-13    34.020744    9.410436    12.436364        0.0344010407    -0.0009064405    -0.0573428053
    1-Mar-13    35.191093    9.401906    11.723228        0.0213236059    0.0108503531    -0.088496786
    1-Apr-13    35.941494    9.50392    10.68576        0.0232148669    -0.017180595    -0.0244299891
    1-May-13    36.775871    9.340637    10.424707        -0.0170772842    -0.0165010159    -0.1335558879
    1-Jun-13    36.147839    9.186507    9.032426        0.0595212621    0.0018797134    0.0163776598
    1-Jul-13    38.299404    9.203775    9.180356        -0.0282354785    -0.0064774508    0.0445496885
    1-Aug-13    37.218002    9.144158    9.589338        0.0319613342    0.0096589538    -0.0299455499
    1-Sep-13    38.407539    9.232481    9.30218        0.0469316454    0.0077081123    0.0074839446
    1-Oct-13    40.210068    9.303646    9.371797        0.0288155693    -0.0034586441    -0.0668524937
    1-Nov-13    41.368744    9.271468    8.745269        0.0212256384    -0.0072391988    0.0288556018
    1-Dec-13    42.246822    9.20435    8.997619        -0.0262515131    0.0162305866    0.0038684679
    1-Jan-14    41.137779    9.353742    9.032426        0.0473242855    0.0049656063    0.1021194085
    1-Feb-14    43.084595    9.400189    9.954812        0.0010558298    -0.0017754962    -0.0314684999
    1-Mar-14    43.130085    9.383499    9.641549        0.0046877487    0.0078753139    -0.0045126566
    1-Apr-14    43.332268    9.457397    9.59804        0.0217117415    0.0105384177    -0.0163189568
    1-May-14    44.273087    9.557063    9.44141        0.0214564437    0.0011992178    0.0755758939
    1-Jun-14    45.22303    9.568524    10.154953        -0.0160316104    -0.0025883825    0
    1-Jul-14    44.498032    9.543757    10.154953        0.0418296926    0.0113386164    0
    1-Aug-14    46.359371    9.65197    10.154953        -0.0255142159    -0.007183922    -0.1345328728
    1-Sep-14    45.176548    9.582631    8.788778        0.0317454756    0.00938594    -0.1366337846
    1-Oct-14    46.610699    9.672573    7.587934        0.0241012262    0.0065482059    0.0458715113
    1-Nov-14    47.734074    9.735911    7.936004        -0.0050153482    -0.001740361    0.0043862125
    1-Dec-14    47.494671    9.718967    7.970813        -0.0228525217    0.0258690044    0.0469428903
    1-Jan-15    46.409298    9.970387    8.344986        0.0576269652    -0.0107324821    0.0125132625
    1-Feb-15    49.083725    9.86338    8.449409        -0.0147059132    0.003661321    -0.1060762948
    1-Mar-15    48.361904    9.899493    7.553127        0.0086000129    -0.0032836025    0.1122663501
    1-Apr-15    48.777817    9.866987    8.401089        0.0139100321    -0.0045872159    -0.0052630082
    1-May-15    49.456318    9.821725    8.356874        -0.0210487364    -0.0100658489    -0.0867726377
    1-Jun-15    48.415325    9.722861    7.631726        0.0204050061    0.0075689656    -0.1622247706
    1-Jul-15    49.40324    9.796453    6.393671        -0.0600679632    -0.0016673382    -0.0124484041
    1-Aug-15    46.435688    9.780119    6.31408        -0.0341640249    0.0057846944    -0.056022255
    1-Sep-15    44.849258    9.836694    5.960351        0.0835995771    0.0000910875    0.0548960959
    1-Oct-15    48.598637    9.83759    6.287551        0.0054021062    -0.0026986284    -0.0956399399
    1-Nov-15    48.861172    9.811042    5.68621        -0.0255229654    -0.0045842226    -0.0108863373
    1-Dec-15    47.61409    9.766066    5.624308        -0.0517253611    0.0149838226    -0.0220128414
    1-Jan-16    45.151234    9.912399    5.500501        -0.0004173751    0.0067050368    0.2347268003
    1-Feb-16    45.132389    9.978862    6.791616        0.0653716337    0.0093543733    0.0690106743
    1-Mar-16    48.082767    10.072208    7.26031        0.0107415615    0.0038645945    0.313530414
    1-Apr-16    48.599251    10.111133    9.536638        0.0179229923    0.0000916811    -0.105014157
    1-May-16    49.470295    10.11206    8.535156        -0.0019136534    0.0194927641    0.1701903281
    1-Jun-16    49.375626    10.309172    9.987757        0.0438122445    0.0064178772    0.116531069
    1-Jul-16    51.538883    10.375335    11.151641        0.0025825744    -0.0017036558    -0.14077677
    1-Aug-16    51.671986    10.357659    9.581749        -0.0031279812    -0.0008124423    0.0574387828
    1-Sep-16    51.510357    10.349244    10.132113        -0.0175427439    -0.0080601056    -0.0667852796
    1-Oct-16    50.606724    10.265828    9.455437        0.0443564772    -0.026417645    -0.0973282356
    1-Nov-16    52.85146    9.994629    8.535156        0.0131934293    -0.0009494099    -0.0063427077
    1-Dec-16    53.548752    9.98514    8.48102        0.0251488774    0.0062291565    0.1425533721
    1-Jan-17    54.895443    10.047339    9.690018        0.0371082714    0.0066772904    -0.0418994062
    1-Feb-17    56.932518    10.114428    9.284012        -0.0035443013    -0.0009337157    0.0097181046
    1-Mar-17    56.730732    10.104984    9.374235        0.0147683975    0.0076973897    -0.0431289593
    1-Apr-17    57.568554    10.182766    8.969934        0.0100570183    0.0066257046    0.0221328273
    1-May-17    58.147522    10.250234    9.168464        0.0048125009    -0.0018537138    0.0039369735
    1-Jun-17    58.427357    10.231233    9.20456        0.023090365    0.0039059808    0.0421569309
    1-Jul-17    59.776466    10.271196    9.592596        0.0014590357    0.0085437957    0.0442146214
    1-Aug-17    59.863682    10.358951    10.016729        0.0203982608    -0.0053497695    -0.0612614158
    1-Sep-17    61.084797    10.303533    9.40309        0.0257066582    0.0011133074    -0.0335891712
    1-Oct-17    62.655083    10.315004    9.087248        0.0304394777    -0.0016747449    -0.0109234391
    1-Nov-17    64.562271    10.297729    8.987984        0.0052751552    0.0039185339    0.0732930766
    1-Dec-17    64.902847    10.338081    9.646741        0.0579605237    -0.0104428472    -0.0112256564
    1-Jan-18    68.66465    10.230122    9.53845        -0.0371583923    -0.0101984121    -0.087038565
    1-Feb-18    66.113182    10.125791    8.708237        -0.0236580656    0.0058344084    -0.0072541664
    1-Mar-18    64.549072    10.184869    8.645066        0.0076166238    -0.0080000047    0.0376429746
    1-Apr-18    65.040718    10.10339    8.970492        0.0279117306    0.0060654889    -0.0071281486
    1-May-18    66.856117    10.164672    8.906549        0.0027888996    0.0002854986    -0.0061540109
    1-Jun-18    67.042572    10.167574    8.851738        0.0374636283    0.0002882694    -0.029927795
    1-Jul-18    69.55423    10.170505    8.586825        0.0344192582    0.0052015116    -0.1265955694
    1-Aug-18    71.948235    10.223407    7.499771        -0.0028755952    -0.0053784418    0.0068239417
    1-Sep-18    71.741341    10.168421    7.550949        -0.0698603055    -0.0074490425    -0.064871581
    1-Oct-18    66.729469    10.092676    7.061107        0.020613831    0.0052731307    -0.0209423253
    1-Nov-18    68.105019    10.145896    6.913231        -0.0979365118    0.0179255731    -0.0548128654
    1-Dec-18    61.435051    10.327767    6.534297
isk partiy strategy
    Date    US Stock    Bond index    Precious metal
    1/1/10    0.0335976735    0.0022076808    0.026147146
    2/1/10    0.0588019436    -0.0008591908    0.1045243177
    3/1/10    0.0254828306    0.0107737987    0.0009991681
    4/1/10    -0.0800133641    0.0073432335    -0.0955294474
    5/1/10    -0.0609174103    0.0163268944    -0.0197710211
    6/1/10    0.0748293128    0.0093642743    0.0647557833
    7/1/10    -0.0474800786    0.014890899    0.0184449233
    8/1/10    0.0893406345    0.0000080921    0.136563538
    9/1/10    0.0444863189    0.0035945123    0.0770888348
    10/1/10    0.0057571693    -0.0056090906    -0.0039982935
    11/1/10    0.0626258793    -0.015965381    0.0738657017        rolling past 12 month volatility                weight of asset class based on rolling past 12 month volatility
    12/1/10    0.0271540565    0.0053152264    -0.0524905199        US stock    bond    Precious metal        US stock    bond    Precious metal        Portfolio Return
    1/1/11    0.0359690139    0.001795636    0.0861285585        0.0550256363    0.0090049222    0.066995206        0.1260723312    0.7703798083    0.1035478605        0.0148364471            mean    stdev    risk free rate    sharpe ratio
    2/1/11    0.0005983515    -0.0002819773    0.0205871191        0.0550852026    0.0090129488    0.0690859793        0.1264361977    0.7727508207    0.1008129816        0.001933204        2011 to 2018...
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