Price DataYearDateCPIT-BillsTreasury BondsS&P 500T-BillsBondsStock.docx

Price DataYearDateCPIT-BillsTreasury BondsS&P 500T-
BillsBondsStock1 Year2 Year5 Year10
Year194512/31/194518.2124.7377215.01214162.93719466.8537
19780211.81385393410.1613843187194612/31/194621.5125.21
26215.83265262.69692065.823841860510.03872802790.125438
1674-0.162831381-0.1628224892-
0.2519756456194712/31/194723.4125.9869212.82752912.83824
155.38405555569.09519355130.1212923718-0.0785182465-
0.098704323-0.0336090206-0.1206748138-0.1307634061-
0.1427923331194812/31/194824.1127.3235218.63084552.98296
455.28313278019.07181931540.1237744606-0.0189226596-
0.00257326280.0202571163-0.0487204531-0.0506387929-
0.0066759521194912/31/194923.6128.7515229.41610973.52183
15.45557203399.72102159750.14923012710.03211822660.0691
1788550.18702854860.00659778350.03327231140.1036428325
195012/31/195025130.3213226.26265714.59877715.2128529.05
05062840.183951084-0.0455103631-
0.07147001640.2091802827-0.0066960683-
0.00117606550.1981044156-0.0547328847-
0.05329044120.0261762563195112/31/195126.5132.3502225.00
849915.72790924.99434716988.49088675850.216147517-
0.042820408-0.06382725690.1612912491-0.0441653856-
0.06764863660.1852357659-0.0307306901-
0.03349139470.1088296352195212/31/195226.7134.6603229.24
540386.78763355.04345692888.58597017980.25421848310.009
78503870.01113605440.1622329436-0.0165176846-
0.02634560120.1617620964-0.0130700331-
0.01152331920.1479980281195312/31/195326.9137.1739234.33
167826.7130575.0994014878.7112148030.24955602230.011031
43180.0144817567-
0.01851063890.01040823530.01280890550.0718611524-
0.0070792148-
0.00811231530.140244477195412/31/195426.7138.4458241.716
563710.23094995.18523595519.05305482020.38318164420.016

69217050.03849099660.42882571530.01386180120.026486376
60.2051575382-0.010164426-
0.01423769310.1886039104195512/31/195526.8140.9384238.98
5092513.44641015.25889552248.91735419780.50173172010.01
41056801-
0.0151029620.26955641120.01539892530.01169401730.349191
06330.0017587826-0.00296428220.2006791361-0.0264870511-
0.02812736170.1134276962195612/31/195627.6144.6937232.56
9088514.33750055.24252536238.426416250.5194746558-
0.0031177064-0.0566277250.03475246880.0054939869-
0.03586534350.152154440.009699323-
0.00152437590.17537138-0.0105156836-
0.01750788530.1421005076195712/31/195728.4149.4333246.33
7731312.78137995.26173591558.67386377820.4500485880.003
65767260.0289427777-0.14346247330.0002699831-
0.0138424737-
0.05435500220.00847384970.00203696880.1142322966-
0.0022980917-
0.00474317520.1311151623195812/31/195828.9151.9932241.14
4206518.32139815.25928027688.34409019030.6339584118-
0.0004668064-0.0387608140.34262780540.0015954331-
0.00490901820.09958266610.0061742021-
0.00861154530.1864599855-0.0004525063-
0.00836193030.1633522313195912/31/195929.4157.2773238.41
8533720.50245725.34956802728.10947393540.69736248980.01
70216272-0.02852052680.09532199130.0082774104-
0.03364067040.21897489830.0062400934-
0.022013850.1197592407-0.0019621663-
0.01812577160.1541815755196012/31/196029.8161.7014266.22
5726920.60149285.42622147658.93374922480.69132526170.01
42272160.0968031529-
0.00869492240.01562442160.03414131310.04331353450.00626
440060.0003673730.0641089740.0040115916-
0.00129845460.132394055196112/31/196130165.5838271.8110
07626.12504315.519469.060366920.870834770.01703699840.0
1407346530.23084183270.01563210720.05543830910.1110734

5520.01029534160.0145076110.10332684680.00999733230.006
49161760.1393491134196212/31/196230.4170.2575287.631735
323.83021025.60057565799.46157024010.78388849340.014589
35910.0433287385-
0.10518547490.01581317870.02870110190.06282817890.01248
167880.01738480320.11098224640.01047776430.0097108860.1
126072715196312/31/196330.9175.7498292.367357329.237586
65.68769579299.46172677350.94620021360.01543582030.0000
165440.18818740650.01501258970.02167264120.04150096580.
01566220420.02514027480.08009416660.01091820310.008264
36470.1332770761196412/31/196431.2182.1111303.117822634.
02015085.83689423089.71531482691.09038944870.025893636
80.0264485880.14183601490.02066472850.0132325660.165011
71070.01743660610.03613409770.08939697140.01183834980.0
0706012390.104578106196512/31/196531.8189.4975305.30928
7538.22361825.95904088059.60092099061.20200057230.02071
06965-
0.01184445820.09745238740.02330216660.00730206490.11964
420120.01873330220.01440457550.11062643330.01249885140.
00738597420.0873677036196612/31/196632.9198.8654321.948
896234.36128856.04454103349.78568073561.04441606380.014
24601420.0190611373-
0.14052937360.01747835530.0036083396-
0.02153849310.01817510540.01540210990.03635219210.01423
522350.01495486050.0698395194196712/31/196733.9207.6025
312.010094442.58823086.12396755169.20383759291.25628999
410.013054623-0.0612996410.18470498980.0136503186-
0.02111925180.02208780810.0178681581-
0.0055235660.0943302850.01517491850.00593061860.1026562
657196812/31/196835.5219.0074331.56068847.27393056.16922
253529.33973769011.33166001410.00736264350.01465764050.
05826336640.0102086333-
0.02332100020.12148417810.0162535228-
0.00259534670.0683454770.01595786350.01127246410.074219
8218196912/31/196937.7234.1144312.874779243.27192996.209
93103458.29906576131.14779654910.0065769676-

0.1181352177-0.14858223470.0069698056-0.0517387886-
0.04515943410.0123901889-
0.03151210780.01026182710.01491339750.0023109950.049829
3992197012/31/197039.8249.3211372.063648444.99660736.264
34924629.34833287441.13056802260.00872492130.119055075
6-0.01512387880.00765094450.000459929-
0.08185305680.0099930339-0.005332201-
0.01225342620.01436316810.00453618720.0491865036197112/
31/197141.1260.2036413.879054951.44258126.330987834510.0
7004999761.25164431140.01058156840.07436764650.1017379
5470.00965324480.09671136110.04330703790.00926014480.00
572910080.03620003950.01371762510.01056560540.03627611
58197212/31/197242.5271.214423.750294661.18354766.381505
88249.97059516711.43961288470.0079478212-
0.00992539370.13991611140.00926469480.03222112640.12082
70330.00823878440.01600395020.02724226380.01305347130.0
0524019210.0607862744197312/31/197346.2290.983437.87433
0352.13374026.29833333339.47779935711.1284359351-
0.0131190531-0.050688124-0.2435417017-0.0025856159-
0.0303067589-0.05181279520.00414244510.0029347973-
0.03311874980.01019798390.00016972530.0176133636197412/
31/197451.9314.2453455.780823738.29800736.0548227368.781
90411750.7379192158-0.0394299472-0.0762589-0.4247534697-
0.0262745001-0.063473512-0.3341475857-
0.00505893790.0113100609-0.08835299680.0036656255-
0.0101010235-
0.0390455849197512/31/197555.5332.6904481.387825852.5640
1955.99442162168.67365451890.9470994505-0.0100257939-
0.01240303890.2495697491-0.0247278706-0.0443309694-
0.0875918603-0.0088090809-0.014981562-
0.03541427130.0005919765-0.0101568815-
0.0238338487197612/31/197658.2349.5488554.786414965.0083
4276.00599312719.53241262711.11698183330.00192851820.09
440763180.1649814311-
0.00404863790.04100229650.2072755901-0.010539691-
0.010973565-0.022765576-0.0006397731-

0.00262223210.0067172318197712/31/197762.1368.6106558.43
974260.20554225.93575845418.9925884380.9694934332-
0.0117630119-0.0582971157-0.1416118339-
0.00491724680.0180552580.0116847986-0.0144818576-
0.0206479094-0.079071165-0.0031215366-0.0023219796-
0.0259144506197812/31/197867.7396.7713554.142134564.0827
235.86072821278.18526048010.9465690251-0.0127209491-
0.0940656968-0.0239298066-0.0122419805-0.0761814063-
0.0827708202-0.0144022368-0.0293234239-0.035148786-
0.0051298958-0.0131943133-
0.0341337679197912/31/197976.7438.6859564.800378375.8437
6765.71950325957.36375982140.988836605-0.0243919054-
0.10576438680.0436852109-0.0185564272-
0.09991504180.0098777022-0.0113946284-
0.03522452130.0585389501-0.0082267831-0.0119572302-
0.0149070234198012/31/198086.3491.7794558.7422438100.315
88245.69848667446.4744176571.1624088343-0.003681315-
0.12871198120.1617206067-0.0140366102-
0.1172381840.1027029088-0.0101257326-
0.05848630970.0409691217-0.0094674068-
0.03673393590.0027774252198112/31/198194563.5617589.768
568795.24691625.9953372346.27413370961.0132650660.05078
13956-0.0314232452-0.13731657790.0235500403-
0.08006761320.0122020144-0.0003551572-0.0836524851-
0.0194904802-0.0054474241-0.047313025-
0.0211280281198212/31/198297.6625.2067821.5991773115.709
0876.40580635258.41802435761.18554392420.06622278220.29
393974260.15702382170.05850208890.13125824870.00985362
190.0152420017-0.01320511350.0402366510.000380072-
0.0169265114-
0.019417257198312/31/1983101.3681.4379843.3115598141.743
25876.7269289248.3248920021.39924243530.0489138916-
0.01112510080.16572929550.05756833690.14140732090.16137
655860.02756896980.00338300570.07816847140.0065833665-
0.01297020910.0215098427198412/31/1984105.3748.8751969.9
124013150.46370317.11182431159.2109439821.42890506270.0

5564008160.10114227730.0209774880.05227698660.04500858
820.09335339180.04357536720.04476433850.07362692680.016
09036940.00476990860.0660829385198512/31/1985109.3806.6
1711257.213784198.08184637.379845379711.50241339431.812
27672740.03699389230.22216453340.23767545470.046316987
0.16165340530.12932647140.05171040870.11493964150.08881
789640.0207923380.02822666590.064893509198612/31/198611
0.5855.73431524.826122234.93187387.7442018113.799331420
82.12608030590.04819172270.18206326950.15969613720.0425
9280750.20211390140.19868579590.05119247410.1576369444
0.14822043940.02541865850.03699222960.0643649796198712/
31/1987115.4906.02321491.027037247.07999637.85115424611
2.92051158582.14107449130.0137161489-
0.06580404920.00702774930.03095393580.05812961010.08336
194330.04069114740.0856881860.1182212250.02796657450.03
624153630.079228938198812/31/1988120.5968.88821595.6494
48288.1168.040565975113.24190413282.39100414940.0238389
1690.02457026280.11040562210.0187775329-
0.02061689320.05871668570.03567615250.09282725880.10715
649030.03162256110.04810513220.0926624808198912/31/1989
126.11050.62571879.483718379.4098.331686756514.90470831
093.00879460750.03556645180.11829080020.2298261120.0297
0268440.07143053150.17011586710.03166142650.0962569633
0.14892621510.03761839690.07051065090.1112765709199012/
31/1990133.81131.41912027.553979367.6318.456047085215.15
361718242.74761584450.01481588940.0165621043-
0.09080596590.02519117060.06742645230.06951007310.02722
582590.05513647750.0832299310.03946811730.08503805950.0
860239137199112/31/1991137.91192.83092407.819313479.633
8.649970268317.46061865843.47812182740.02267406690.1417
0872130.23575887330.01874497810.07913541280.0724764537
0.02212229480.04706556790.09844247820.03665738440.10235
125610.1233314588199212/31/1992141.91234.36272587.15388
1516.1788.698821000718.2322331293.63761804090.005631615
60.0432430960.04483663970.01415284130.09247590860.14029
775650.02050538810.06887499690.10600425630.03059826780.

07728159150.1121127406199312/31/1993145.81271.78022923.
373837568.2028.722772290820.05057501373.8971330590.0027
4961130.09506675370.06891208670.00419061350.0691549248
0.05687436320.0162875270.08297429510.09770554920.025981
83970.08790077690.1024310197199412/31/1994149.71327.554
12709.258099575.7058.868096860418.0979164933.8457247829
0.0165231035-0.1024610116-0.01327908440.0096363574-
0.0036971290.02781650110.01247885730.03882393270.049084
50990.02207014190.0675404480.0990053625199512/31/199515
3.51401.97293412.12823792.0429.133373941422.22884840395.
15988273620.02947495670.20559410220.29395176840.022999
03010.05156654530.1403363420.01541067080.07663033230.12
603605670.02131824840.06588340490.1046329938199612/31/1
996158.61473.98183416.603331973.8979.293706179121.54226
564316.14058638080.0174022453-
0.03137407370.17400638570.0234386010.08711001420.233979
0770.01435630650.04201377330.11368555920.01823930060.04
453967060.1060640187199712/31/1997161.31550.48673827.38
35351298.8219.612440793623.72835421578.05220706760.0337
2075940.09665386420.27102598440.02556150230.0326398953
0.2225161850.01997413520.0526959270.15892342810.0202397
6170.06078546190.1324638422199812/31/1998163.91625.7723
4380.5368711670.0069.919294081826.726887559510.18917632
70.03142358220.11899936990.23537978870.03257217080.1078
2661710.25320288660.02570892940.05748245020.1922169685
0.02099822820.07022837270.1449612589199912/31/1999168.3
1703.83674051.5715952021.40110.123806892524.0735091812.
01070112890.0204080106-
0.10455805160.16447200070.02591579640.00722065920.19992
589470.02648591080.05706304220.22776718560.01948238410.
04794348750.1384258477200012/31/20001741805.74794749.11
0961837.36510.377861494327.293741149410.55956896550.024
78506650.1255453822-
0.12876555340.02259653860.01049366530.01785322370.02554
793280.04105329820.14322372120.02047930180.05884181530.
134629889200112/31/2001176.71865.8515011.9524021618.979

10.559428409728.36419016419.1623033390.01734431420.0384
700259-0.14193485650.02106469030.082007704-
0.13535020490.02553634660.05502211810.08003547280.01994
632650.04851794570.096860516200212/31/2002180.91895.835
782.4700441261.17610.479988944231.96500853516.971674958
5-0.0075515250.1195143814-
0.27324209770.00489639460.0789922036-
0.20758847710.01728188970.0595942216-
0.02881814360.01862801250.05614507430.0650526423200312/
31/2003184.31915.28895808.9302671622.93910.39223494331.5
1888370598.8059631036-0.0084087368-
0.01405497230.2335736118-0.00798013090.0527297046-
0.01983424290.00931542590.0329833531-
0.0291793790.01751217770.04523290170.0815187948200412/3
1/2004190.31942.71116076.7126091799.54810.208676300631.9
3227855499.4563741461-
0.01782091080.01303051620.0712599095-0.0131148238-
0.00051222810.15241676070.00166964160.0565010667-
0.04782179720.01407777620.05678205440.0899726942200512/
31/2005196.82006.9136264.3913461887.93110.197728658531.8
3125683949.5931453252-0.0010729615-
0.00316863860.0143597879-
0.00944693610.00493093880.0428098487-
0.0035019640.0307582625-
0.0191967290.01102298440.03590578040.0620134961200612/3
1/2006201.82106.5804296402.5424512186.1310.438951580831.
727167745310.83315163530.0233791392-
0.0032753860.12156221360.0111530888-
0.00322201230.0679610007-
0.0022949990.02240918010.0335026850.01162067380.0387156
4910.0567690789200712/31/2007210.0362201.8706827077.453
1172306.2310.483301348333.696381177510.9801653050.00423
948930.06021710760.01347946270.01380931420.02847086080.
06752083810.00006320390.01054972540.09084699710.008672
54680.03507197350.0310144267200812/31/2008210.2282229.2
518509.138941452.9810.603968072840.47576412286.91144852

260.01144463410.1833129301-
0.46291124830.00784206170.1217650189-
0.22471589280.00403387810.0500233059-
0.04844997490.0066746520.0415033295-
0.038814677200912/31/2009215.9492232.5977701.0107151837.
4910.33853826635.6612474018.5089071957-0.0253497854-
0.1266387860.2079342774-0.00695257560.028337072-
0.12748848540.00252810310.0220894454-
0.02111510130.00209887240.039295256-
0.0344684493201012/31/2010219.1792235.7998260.300819211
4.2910.200790221737.68746467049.6464077307-
0.01341330220.05526294480.12547207-0.0193815438-
0.03568792060.16670317370.0000600350.03377576210.001107
3551-0.00172096450.0322670123-
0.009044687201112/31/2011225.6722237.0669655.4037862158.
93999.912909000742.78512082149.5667158531-
0.02862734280.1268628607-0.0082956146-
0.02102032250.09106290280.0585882277-
0.01034126140.0598034115-0.0248642106-
0.00631813020.04110629580.0043192372201212/31/2012229.6
012238.9319923.0282504.449.751399166443.21857483210.907
7922134-0.01642706830.0100799780.1311874403-
0.02252720550.06847141940.0614459128-
0.01447457290.0497759855-0.0013226151-
0.00720568450.03016285550.044762191201312/31/2013233.04
92240.0889074.073315.599.612090161338.936318113414.2270
080541-0.0143890811-0.10434293310.265664718-
0.0154080747-0.04713147760.1984260791-0.0196413159-
0.00775518710.1443925782-
0.00780371890.02113405940.0479713016201412/31/2014234.8
122240.77910048.523769.449.542864078542.793894690216.05
30126229-0.00722803960.09446800230.1207544005-
0.0108085603-0.00493746540.1932095593-
0.01601696680.03646617060.1269566028-
0.00674443180.0292778080.0529207507Average0.00479713220
.01865394990.06666468440.00611811510.01943087920.068609

90950.0082497810.02186824070.06875819060.01040552390.02
326216930.067337023SD0.03209607640.09277657580.1730015
140.0263565480.06462478380.12314853110.01878149920.0429
465560.07546891690.01342193060.03318236140.056899838Wo
rst Case-0.162831381-0.1628224892-0.4629112483-
0.1206748138-0.1307634061-0.3341475857-0.0547328847-
0.0836524851-0.0883529968-0.0264870511-0.047313025-
0.0390455849Covairance0.00157648290.00136088540.0007140
2830.00062588Weight Bonds0Weight
stockRisk(1y)Return(1y)Risk(2y)Return(2y)Risk(5y)Return(5y)
Risk(10y)Return(10y)0.810.1730015140.06666468440.1231485
3110.06860990950.07546891690.06875819060.0568998380.067
33702310.20.08491437450.02825609680.06095061830.0292666
8520.04045653990.03124623070.03216316960.0320771400.092
77657580.01865394990.06462478380.01943087920.042946556
0.02186824070.03318236140.0232621693Holding
PeriodStocksBondsT-bills
Lenovo: Lenovo:
1 year0.1730015140.09277657580.03209607642
year0.12314853110.06462478380.0263565485
year0.07546891690.0429465560.018781499210
year0.0568998380.03318236140.0134219306
Stocks 1 year 2 year 5 year 10 year
0.17300151398545724 0.12314853111496139
7.5468916891767407E-2 5.6899837989934011E-2 Bonds
1 year 2 year 5 year 10 year
9.2776575768003508E-2 6.4624783780565465E-2
4.2946555966921679E-2 3.3182361383099351E-2 T-bills
1 year 2 year 5 year 10 year
3.2096076411407347E-2 2.6356547963323977E-2
1.878149921433243E-2 1.3421930576096834E-2
Return(1y) 0.17300151398545724
8.4914374492676623E-2 9.2776575768003508E-2
6.6664684352116477E-2 2.8256096754241747E-2
1.8653949854773064E-2 Risk(2y) 0.17300151398545724

8.4914374492676623E-2 9.2776575768003508E-2
0.12314853111496139 6.0950618317564723E-2
6.4624783780565465 E-2 Return(2y)
0.17300151398545724 8.4914374492676623E-2
9.2776575768003508E-2 6.8609909452990364E-2
2.9266685224993226E-2 1.9430879167993936E-2
Risk(5y) 0.17300151398545724
8.4914374492676623E-2 9.2776575768003508E-2
7.5468916891767407E-2 4.0456539868839368E-2
4.2946555966921679E-2 Return(5y)
0.17300151398545724 8.4914374492676623E-2
9.2776575768003508E-2 6.8758190591404811E-2
3.124623070673508E-2 2.1868240735567646E-2
Risk(10y) 0.17300151398545724
8.4914374492676623E-2 9.2776575768003508E-2
5.6899837989934011E-2 3.2163169591012675E-2
3.3182361383099351E-2 Return(10y)
0.17300151398545724 8.4914374492676623E-2 9.2
776575768003508E-2 6.7337022995641219E-2
3.2077140043564357E-2 2.326216930554514E-2
Data InformationTickerNameSeries
TypeCurrencyCountryUnitsScaleFlowAdjustmentCorporate_Hist
oryData NotesCPUSAMUnited States BLS Consumer Price
Index NSAConsumer Price IndicesUnited States DollarUnited
StatesIndex NumberUnitsStocknoneTRUSABIMUSA Total
Return T-Bill IndexTotal Return Indices - BillsUnited States
DollarUnited StatesIndex
NumberUnitsStocknoneTRUSG10MUSA 10-year Government
Bond Total Return IndexTotal Return Indices - BondsUnited
States DollarUnited StatesIndex
NumberUnitsStocknone_SPXTRDS&P 500 Total Return Index
(w/GFD extension)Total Return Indices - StocksUnited States
DollarUnited StatesIndex NumberUnitsStocknoneSplit adjusted.

Price DataYearDateCPIT-BillsTreasury BondsS&P 500T-BillsBondsStock.docx

Price DataYearDateCPIT-BillsTreasury BondsS&P 500T-BillsBondsStock.docx

Recommandé

Recommandé

Contenu connexe

Similaire à Price DataYearDateCPIT-BillsTreasury BondsS&P 500T-BillsBondsStock.docx

Similaire à Price DataYearDateCPIT-BillsTreasury BondsS&P 500T-BillsBondsStock.docx (10)

Plus de ChantellPantoja184

Plus de ChantellPantoja184 (20)

Price DataYearDateCPIT-BillsTreasury BondsS&P 500T-BillsBondsStock.docx