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US Bonds Int'l Bonds US Large Growth
US Bonds Int'l Bonds US Large Growth
3.15
Intl Bonds
1.75
US Large Growth
-6.39
US Bonds
Intl Bonds
US Large Growth
US Large Value
US Small Growth
US Small Value
Intl Dev. Equity
Intl Emerg. Equity
US Bonds
0.0010
0.0013
-0.0006
-0.0007
0.0001
0.0001
-0.0004
-0.0004
Intl Bonds
0.0013
0.0073
-0.0013
-0.0006
-0.0022
-0.0010
0.0014
-0.0015
US Large Growth
-0.0006
-0.0013
0.0599
0.0276
0.0635
0.0230
0.0330
0.0480
Volatility
US Bonds
3.17
Intl Bonds
8.53
US Large Growth
24.46
Mean return
Covariance matrix
Porfolio
x1
5.68
x2
-0.52
x3
2.55
67.36
100.00
<=
100.00
x4
-1.75
x5
-1.64
x6
4.30
x7
-8.65
1.00
1.00
volatility return
100 67.35864
Optimal Return
24.86
26.70
26.92
27.39
31.55
32.22
33.69
35.15
36.83
37.78
38.71
41.94
42.41
43.43
45.47
47.60
52.73
58.25
82.77
86.51
90.84
Efficient Frontier
100.00
80.00
60.00
40.00
Return (%)
20.00
0.00
20.00 40.00 60.00 80.00 100.00 120.00 140.00 160.00
-20.00
-40.00
Volatility (%)
nt Frontier
ity (%)
Random Return
Optimal Return
Mean return
US Bonds
3.15
Intl Bonds
1.75
US Large Growth
-6.39
US Bonds
Intl Bonds
US Large Growth
US Large Value
US Small Growth
US Small Value
Intl Dev. Equity
Intl Emerg. Equity
US Bonds
0.0010
0.0013
-0.0006
-0.0007
0.0001
0.0001
-0.0004
-0.0004
Intl Bonds
0.0013
0.0073
-0.0013
-0.0006
-0.0022
-0.0010
0.0014
-0.0015
US Large Growth
-0.0006
-0.0013
0.0599
0.0276
0.0635
0.0230
0.0330
0.0480
Volatility
US Bonds
3.17
Intl Bonds
8.53
US Large Growth
24.46
Covariance matrix
Porfolio
x1
0.09
x2
-0.01
1.5
1.79
Volatility (%)
0.38
Risk-adjusted return
1.64
x3
0.01
0.09
0.07
1.25
0.76
-0.01
-0.11
0.01
0.12
x4
0.00
x5
-0.01
0.00
-0.05
x6
0.01
-0.01
-0.10
x7
-0.02
0.01
0.20
-0.02
-0.34
x0
0.93
0.00
0.04
1.00
1.00
Mean return
US Bonds
3.15
Intl Bonds
1.75
US Large Growth
-6.39
US Bonds
Intl Bonds
US Large Growth
US Large Value
US Small Growth
US Small Value
Intl Dev. Equity
Intl Emerg. Equity
US Bonds
0.0010
0.0013
-0.0006
-0.0007
0.0001
0.0001
-0.0004
-0.0004
Intl Bonds
0.0013
0.0073
-0.0013
-0.0006
-0.0022
-0.0010
0.0014
-0.0015
US Large Growth
-0.0006
-0.0013
0.0599
0.0276
0.0635
0.0230
0.0330
0.0480
Volatility
US Bonds
3.17
Intl Bonds
8.53
US Large Growth
24.46
Covariance matrix
1.5
1.65
0.25
-7.89
1700.78
1364.93
1.25
4.23
5.56
0.76
-156.10
166.86
-0.11
0.12
0.39
1.65
0.00
0.06
0.25
0.00
-1.87
-7.89
0.00
-4.36
-8.25
-2.04
-8.25
-72.58
-140.39
266.49
-458.03
-0.05
-0.10
0.20
-0.34
-1.03
-4.36
0.00
-1.95
-8.25
0.00
-0.48
-2.04
0.00
-1.95
-8.25
0.00
-6.76
57.90
0.04
-1.60
-6.76
0.00
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