Sentences with phrase «historical asset correlations»
Forecasted Returns - Simulates future returns for portfolio assets based on the user provided mean and standard deviation of assets combined with historical asset correlations.
https://www.portfoliovisualizer.com/ Not exact matches
During periods of crisis like 2008, we saw that historical correlations broke down and asset classes started moving in tandem.
Statistical Returns - Simulates future returns for portfolio assets based on each assets historical mean and standard deviation, and the correlation of the assets.
The «asset planning» vogue of the 1990s, using historical returns and correlations to establish policy asset mix, increased pension plan equity exposure towards 70 % at the expense of fixed income which dropped towards 30 %.
Regardless of market participants» option to hedge the currency or not, historical data shows that U.S. Treasury bonds have had low to negative correlations with other major asset classes offered in Japan.