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  • 7/29/2019 Financial Portfolio Allocation

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    SP500

    lin Index

    M Daily

    1/2/1957 1957-01-02 to 2012-12-27

    S&P 500 Stock Price Index

    Standard and Poor's

    DATE lagged by 1 value RET DATE12/31/1956 45.4 1/1/1957

    1/31/1957 43.5 -0.0431433 2/1/1957

    2/28/1957 44.0 0.012882448 3/1/1957

    3/31/1957 45.1 0.023166023 4/1/1957

    4/30/1957 46.8 0.038401776 5/1/1957

    5/31/1957 47.6 0.016460026 6/1/1957

    6/30/1957 48.5 0.020189274 7/1/1957

    7/31/1957 45.8 -0.0550402 8/1/1957

    8/31/1957 44.0 -0.04057592 9/1/1957

    9/30/1957 41.2 -0.06230105 10/1/1957

    10/31/1957 40.4 -0.02158099 11/1/1957

    11/30/1957 40.3 -0.00049566 12/1/1957

    12/31/1957 41.1 0.019588396 1/1/1958

    1/31/1958 41.3 0.003404669 2/1/1958

    2/28/1958 42.1 0.020601066 3/1/1958

    3/31/1958 42.3 0.005461886 4/1/1958

    4/30/1958 43.7 0.032120926 5/1/1958

    5/31/1958 44.7 0.023798627 6/1/1958

    6/30/1958 46.0 0.027715691 7/1/1958

    7/31/1958 47.7 0.037407569 8/1/1958

    8/31/1958 49.0 0.026415094 9/1/19589/30/1958 51.0 0.040645425 10/1/1958

    10/31/1958 52.5 0.030421982 11/1/1958

    11/30/1958 53.5 0.018857143 12/1/1958

    12/31/1958 55.6 0.039820527 1/1/1959

    1/31/1959 54.8 -0.01528227 2/1/1959

    2/28/1959 56.2 0.025196275 3/1/1959

    3/31/1959 57.1 0.016918967 4/1/1959

    4/30/1959 58.0 0.015061296 5/1/1959

    5/31/1959 57.5 -0.00862664 6/1/1959

    6/30/1959 59.7 0.039679777 7/1/1959

    7/31/1959 59.4 -0.00569133 8/1/19598/31/1959 57.1 -0.03956229 9/1/1959

    9/30/1959 57.0 -0.00087642 10/1/1959

    10/31/1959 57.2 0.004035088 11/1/1959

    11/30/1959 59.1 0.031976236 12/1/1959

    12/31/1959 58.0 -0.01743989 1/1/1960

    1/31/1960 55.8 -0.03877305 2/1/1960

    2/29/1960 55.0 -0.01362496 3/1/1960

    3/31/1960 55.7 0.012904398 4/1/1960

    http://research.stlouisfed.org/fred2/series/SP500http://research.stlouisfed.org/fred2/series/SP500
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    4/30/1960 55.2 -0.00915127 5/1/1960

    5/31/1960 57.3 0.036943137 6/1/1960

    6/30/1960 55.8 -0.02479916 7/1/1960

    7/31/1960 56.5 0.011998567 8/1/1960

    8/31/1960 54.8 -0.03008317 9/1/1960

    9/30/1960 53.7 -0.01970443 10/1/1960

    10/31/1960 55.5 0.032384143 11/1/196011/30/1960 56.8 0.023976924 12/1/1960

    12/31/1960 59.7 0.051408451 1/1/1961

    1/31/1961 62.2 0.041024782 2/1/1961

    2/28/1961 64.1 0.03136561 3/1/1961

    3/31/1961 65.8 0.026668746 4/1/1961

    4/30/1961 66.5 0.010177731 5/1/1961

    5/31/1961 65.6 -0.01323308 6/1/1961

    6/30/1961 65.4 -0.00274307 7/1/1961

    7/31/1961 67.8 0.035910758 8/1/1961

    8/31/1961 67.3 -0.00781826 9/1/1961

    9/30/1961 68.0 0.011002081 10/1/196110/31/1961 71.1 0.045294118 11/1/1961

    11/30/1961 71.7 0.009285312 12/1/1961

    12/31/1961 69.1 -0.03721773 1/1/1962

    1/31/1962 70.2 0.016649776 2/1/1962

    2/28/1962 70.3 0.000996867 3/1/1962

    3/31/1962 68.1 -0.03186798 4/1/1962

    4/30/1962 63.0 -0.07435709 5/1/1962

    5/31/1962 55.6 -0.11684394 6/1/1962

    6/30/1962 57.0 0.024087722 7/1/1962

    7/31/1962 58.5 0.027207302 8/1/19628/31/1962 58.0 -0.00888585 9/1/1962

    9/30/1962 56.2 -0.03155172 10/1/1962

    10/31/1962 60.0 0.068897988 11/1/1962

    11/30/1962 62.6 0.043304464 12/1/1962

    12/31/1962 65.1 0.038633461 1/1/1963

    1/31/1963 65.9 0.013218567 2/1/1963

    2/28/1963 65.6 -0.00424757 3/1/1963

    3/31/1963 68.8 0.047531993 4/1/1963

    4/30/1963 70.1 0.020069808 5/1/1963

    5/31/1963 70.1 -0.00042772 6/1/1963

    6/30/1963 69.1 -0.01483383 7/1/19637/31/1963 71.0 0.027653106 8/1/1963

    8/31/1963 72.8 0.026204565 9/1/1963

    9/30/1963 73.0 0.002608457 10/1/1963

    10/31/1963 72.6 -0.00561413 11/1/1963

    11/30/1963 74.2 0.021343982 12/1/1963

    12/31/1963 76.5 0.030740191 1/1/1964

    1/31/1964 77.5 0.013734467 2/1/1964

    2/29/1964 78.8 0.016774194 3/1/1964

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    3/31/1964 79.9 0.014467005 4/1/1964

    4/30/1964 80.7 0.009757318 5/1/1964

    5/31/1964 80.2 -0.00594648 6/1/1964

    6/30/1964 83.2 0.037138584 7/1/1964

    7/31/1964 82.0 -0.01465994 8/1/1964

    8/31/1964 83.4 0.017195122 9/1/1964

    9/30/1964 84.9 0.017264117 10/1/196410/31/1964 85.4 0.006953447 11/1/1964

    11/30/1964 84.0 -0.0173221 12/1/1964

    12/31/1964 86.1 0.025726536 1/1/1965

    1/31/1965 86.8 0.007315374 2/1/1965

    2/28/1965 86.8 0.00092219 3/1/1965

    3/31/1965 88.0 0.013129103 4/1/1965

    4/30/1965 89.3 0.01489144 5/1/1965

    5/31/1965 85.0 -0.04749104 6/1/1965

    6/30/1965 84.9 -0.00152869 7/1/1965

    7/31/1965 86.5 0.018607938 8/1/1965

    8/31/1965 89.4 0.033414268 9/1/19659/30/1965 91.4 0.022488252 10/1/1965

    10/31/1965 92.2 0.008316008 11/1/1965

    11/30/1965 91.7 -0.00455779 12/1/1965

    12/31/1965 93.3 0.017333479 1/1/1966

    1/31/1966 92.7 -0.00675096 2/1/1966

    2/28/1966 88.9 -0.04110476 3/1/1966

    3/31/1966 91.6 0.03060306 4/1/1966

    4/30/1966 86.8 -0.05262009 5/1/1966

    5/31/1966 86.1 -0.00829684 6/1/1966

    6/30/1966 85.8 -0.00255636 7/1/19667/31/1966 80.7 -0.06046132 8/1/1966

    8/31/1966 77.8 -0.03521389 9/1/1966

    9/30/1966 77.1 -0.00873924 10/1/1966

    10/31/1966 81.0 0.050045378 11/1/1966

    11/30/1966 81.3 0.004198049 12/1/1966

    12/31/1966 84.5 0.038362228 1/1/1967

    1/31/1967 87.4 0.034458259 2/1/1967

    2/28/1967 89.4 0.023580586 3/1/1967

    3/31/1967 91.0 0.017222098 4/1/1967

    4/30/1967 92.6 0.017919965 5/1/1967

    5/31/1967 91.4 -0.01252835 6/1/19676/30/1967 93.0 0.01728098 7/1/1967

    7/31/1967 94.5 0.015912267 8/1/1967

    8/31/1967 95.8 0.013969732 9/1/1967

    9/30/1967 95.7 -0.0015656 10/1/1967

    10/31/1967 92.7 -0.03136107 11/1/1967

    11/30/1967 95.3 0.028491258 12/1/1967

    12/31/1967 95.0 -0.00272823 1/1/1968

    1/31/1968 90.8 -0.04513889 2/1/1968

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    2/29/1968 89.1 -0.01829201 3/1/1968

    3/31/1968 95.7 0.073857897 4/1/1968

    4/30/1968 97.9 0.022995714 5/1/1968

    5/31/1968 100.5 0.027178911 6/1/1968

    6/30/1968 100.3 -0.00228787 7/1/1968

    7/31/1968 98.1 -0.0218345 8/1/1968

    8/31/1968 101.3 0.03292223 9/1/19689/30/1968 103.8 0.023880008 10/1/1968

    10/31/1968 105.4 0.015805705 11/1/1968

    11/30/1968 106.5 0.010246679 12/1/1968

    12/31/1968 102.0 -0.04169797 1/1/1969

    1/31/1969 101.4 -0.00627205 2/1/1969

    2/28/1969 99.3 -0.02071006 3/1/1969

    3/31/1969 101.3 0.019738167 4/1/1969

    4/30/1969 104.6 0.033181908 5/1/1969

    5/31/1969 99.1 -0.05238004 6/1/1969

    6/30/1969 94.7 -0.04468428 7/1/1969

    7/31/1969 94.2 -0.00559603 8/1/19698/31/1969 94.5 0.003503929 9/1/1969

    9/30/1969 95.5 0.0106867 10/1/1969

    10/31/1969 96.2 0.007223618 11/1/1969

    11/30/1969 91.1 -0.05300904 12/1/1969

    12/31/1969 90.3 -0.00878059 1/1/1970

    1/31/1970 87.2 -0.03487986 2/1/1970

    2/28/1970 88.7 0.017094998 3/1/1970

    3/31/1970 86.0 -0.03045685 4/1/1970

    4/30/1970 76.0 -0.11529959 5/1/1970

    5/31/1970 75.6 -0.00604945 6/1/19706/30/1970 75.7 0.001852342 7/1/1970

    7/31/1970 77.9 0.029054411 8/1/1970

    8/31/1970 82.6 0.059804928 9/1/1970

    9/30/1970 84.4 0.021675951 10/1/1970

    10/31/1970 84.3 -0.00106673 11/1/1970

    11/30/1970 90.1 0.068462269 12/1/1970

    12/31/1970 93.5 0.038200999 1/1/1971

    1/31/1971 97.1 0.038720719 2/1/1971

    2/28/1971 99.6 0.025641026 3/1/1971

    3/31/1971 103.0 0.034538153 4/1/1971

    4/30/1971 101.6 -0.01358696 5/1/19715/31/1971 99.7 -0.0188902 6/1/1971

    6/30/1971 99.0 -0.00722022 7/1/1971

    7/31/1971 97.2 -0.01777778 8/1/1971

    8/31/1971 99.4 0.022213081 9/1/1971

    9/30/1971 97.3 -0.02122736 10/1/1971

    10/31/1971 92.8 -0.04635625 11/1/1971

    11/30/1971 99.2 0.068872602 12/1/1971

    12/31/1971 103.3 0.041645659 1/1/1972

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    1/31/1972 105.2 0.018780252 2/1/1972

    2/29/1972 107.7 0.023280122 3/1/1972

    3/31/1972 108.8 0.010400223 4/1/1972

    4/30/1972 107.7 -0.01066078 5/1/1972

    5/31/1972 108.0 0.003344171 6/1/1972

    6/30/1972 107.2 -0.00740672 7/1/1972

    7/31/1972 111.0 0.035444455 8/1/19728/31/1972 109.4 -0.01459328 9/1/1972

    9/30/1972 109.6 0.001554073 10/1/1972

    10/31/1972 115.1 0.050109529 11/1/1972

    11/30/1972 117.5 0.021295089 12/1/1972

    12/31/1972 118.4 0.007829787 1/1/1973

    1/31/1973 114.2 -0.03597365 2/1/1973

    2/28/1973 112.4 -0.01524177 3/1/1973

    3/31/1973 110.3 -0.01912471 4/1/1973

    4/30/1973 107.2 -0.02765938 5/1/1973

    5/31/1973 104.8 -0.02303675 6/1/1973

    6/30/1973 105.8 0.010310263 7/1/19737/31/1973 103.8 -0.01918171 8/1/1973

    8/31/1973 105.6 0.01743738 9/1/1973

    9/30/1973 109.8 0.040053025 10/1/1973

    10/31/1973 102.0 -0.07110342 11/1/1973

    11/30/1973 94.8 -0.07105753 12/1/1973

    12/31/1973 96.1 0.014032496 1/1/1974

    1/31/1974 93.5 -0.02767662 2/1/1974

    2/28/1974 97.4 0.042696629 3/1/1974

    3/31/1974 92.5 -0.05110837 4/1/1974

    4/30/1974 89.7 -0.03017521 5/1/19745/31/1974 89.8 0.00133824 6/1/1974

    6/30/1974 82.8 -0.07762557 7/1/1974

    7/31/1974 76.0 -0.08198503 8/1/1974

    8/31/1974 68.1 -0.10403788 9/1/1974

    9/30/1974 69.4 0.019377569 10/1/1974

    10/31/1974 71.7 0.03312212 11/1/1974

    11/30/1974 67.1 -0.06509618 12/1/1974

    12/31/1974 72.6 0.081854779 1/1/1975

    1/31/1975 80.1 0.103914002 2/1/1975

    2/28/1975 83.8 0.045942572 3/1/1975

    3/31/1975 84.7 0.011219862 4/1/19754/30/1975 90.1 0.063503305 5/1/1975

    5/31/1975 92.4 0.025527192 6/1/1975

    6/30/1975 92.5 0.000974026 7/1/1975

    7/31/1975 85.7 -0.07330522 8/1/1975

    8/31/1975 84.7 -0.01213394 9/1/1975

    9/30/1975 88.6 0.046061179 10/1/1975

    10/31/1975 90.1 0.016935757 11/1/1975

    11/30/1975 88.7 -0.01521039 12/1/1975

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    12/31/1975 96.9 0.09199549 1/1/1976

    1/31/1976 100.6 0.039025397 2/1/1976

    2/29/1976 101.1 0.004372019 3/1/1976

    3/31/1976 101.9 0.008409181 4/1/1976

    4/30/1976 101.2 -0.0075542 5/1/1976

    5/31/1976 101.7 0.005634638 6/1/1976

    6/30/1976 104.2 0.024279957 7/1/19767/31/1976 103.3 -0.00873321 8/1/1976

    8/31/1976 105.5 0.020911995 9/1/1976

    9/30/1976 101.9 -0.03376008 10/1/1976

    10/31/1976 101.2 -0.00687015 11/1/1976

    11/30/1976 104.7 0.034291926 12/1/1976

    12/31/1976 103.8 -0.00812154 1/1/1977

    1/31/1977 101.0 -0.027454 2/1/1977

    2/28/1977 100.6 -0.00386292 3/1/1977

    3/31/1977 99.1 -0.01511385 4/1/1977

    4/30/1977 98.8 -0.00292781 5/1/1977

    5/31/1977 99.3 0.005366545 6/1/19776/30/1977 100.1 0.008460066 7/1/1977

    7/31/1977 97.8 -0.0237691 8/1/1977

    8/31/1977 96.2 -0.01554987 9/1/1977

    9/30/1977 93.7 -0.02587551 10/1/1977

    10/31/1977 94.3 0.005760614 11/1/1977

    11/30/1977 93.8 -0.00487908 12/1/1977

    12/31/1977 90.3 -0.03805159 1/1/1978

    1/31/1978 89.0 -0.01407202 2/1/1978

    2/28/1978 88.8 -0.00202293 3/1/1978

    3/31/1978 92.7 0.044031532 4/1/19784/30/1978 97.4 0.050695718 5/1/1978

    5/31/1978 97.7 0.002566472 6/1/1978

    6/30/1978 97.2 -0.00481262 7/1/1978

    7/31/1978 103.9 0.069245807 8/1/1978

    8/31/1978 103.9 -0.00057737 9/1/1978

    9/30/1978 100.6 -0.03158097 10/1/1978

    10/31/1978 94.7 -0.0583615 11/1/1978

    11/30/1978 96.1 0.014781966 12/1/1978

    12/31/1978 99.7 0.03745708 1/1/1979

    1/31/1979 98.2 -0.01484304 2/1/1979

    2/28/1979 100.1 0.019138756 3/1/19793/31/1979 102.1 0.019578464 4/1/1979

    4/30/1979 99.7 -0.02292544 5/1/1979

    5/31/1979 101.7 0.020054146 6/1/1979

    6/30/1979 102.7 0.009633343 7/1/1979

    7/31/1979 107.4 0.045273099 8/1/1979

    8/31/1979 108.6 0.011549925 9/1/1979

    9/30/1979 104.5 -0.03802947 10/1/1979

    10/31/1979 103.7 -0.00775342 11/1/1979

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    11/30/1979 107.8 0.039745321 12/1/1979

    12/31/1979 110.9 0.028669512 1/1/1980

    1/31/1980 115.3 0.040317489 2/1/1980

    2/29/1980 104.7 -0.0923357 3/1/1980

    3/31/1980 103.0 -0.01642946 4/1/1980

    4/30/1980 107.7 0.045838594 5/1/1980

    5/31/1980 114.6 0.063701365 6/1/19806/30/1980 119.8 0.046093409 7/1/1980

    7/31/1980 123.5 0.030626721 8/1/1980

    8/31/1980 126.5 0.02437247 9/1/1980

    9/30/1980 130.2 0.029325745 10/1/1980

    10/31/1980 135.7 0.041698664 11/1/1980

    11/30/1980 133.5 -0.01599705 12/1/1980

    12/31/1980 133.0 -0.0038208 1/1/1981

    1/31/1981 128.4 -0.03436865 2/1/1981

    2/28/1981 133.2 0.037305296 3/1/1981

    3/31/1981 134.4 0.009310008 4/1/1981

    4/30/1981 131.7 -0.0200848 5/1/19815/31/1981 132.3 0.004175207 6/1/1981

    6/30/1981 129.1 -0.02381312 7/1/1981

    7/31/1981 129.6 0.003872067 8/1/1981

    8/31/1981 118.3 -0.08763404 9/1/1981

    9/30/1981 119.8 0.012936501 10/1/1981

    10/31/1981 122.9 0.026043406 11/1/1981

    11/30/1981 123.8 0.007077774 12/1/1981

    12/31/1981 117.3 -0.05258906 1/1/1982

    1/31/1982 114.5 -0.02370396 2/1/1982

    2/28/1982 110.8 -0.03196507 3/1/19823/31/1982 116.3 0.049350415 4/1/1982

    4/30/1982 116.4 0.000343909 5/1/1982

    5/31/1982 109.7 -0.05715514 6/1/1982

    6/30/1982 109.4 -0.00291705 7/1/1982

    7/31/1982 109.7 0.002468459 8/1/1982

    8/31/1982 122.4 0.116552668 9/1/1982

    9/30/1982 132.7 0.083557951 10/1/1982

    10/31/1982 138.1 0.041007086 11/1/1982

    11/30/1982 139.4 0.009196235 12/1/1982

    12/31/1982 144.3 0.035158212 1/1/1983

    1/31/1983 146.8 0.017536563 2/1/19832/28/1983 151.9 0.034604905 3/1/1983

    3/31/1983 157.7 0.038385568 4/1/1983

    4/30/1983 164.1 0.040517405 5/1/1983

    5/31/1983 166.4 0.013954906 6/1/1983

    6/30/1983 167.0 0.003425687 7/1/1983

    7/31/1983 162.4 -0.02719214 8/1/1983

    8/31/1983 167.2 0.029183598 9/1/1983

    9/30/1983 167.7 0.002931323 10/1/1983

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    10/31/1983 165.2 -0.01443483 11/1/1983

    11/30/1983 164.4 -0.00526539 12/1/1983

    12/31/1983 166.4 0.012350937 1/1/1984

    1/31/1984 157.3 -0.05493119 2/1/1984

    2/29/1984 157.4 0.001208267 3/1/1984

    3/31/1984 157.6 0.00101626 4/1/1984

    4/30/1984 156.6 -0.00666244 5/1/19845/31/1984 153.1 -0.02190993 6/1/1984

    6/30/1984 151.1 -0.01332288 7/1/1984

    7/31/1984 164.4 0.088297591 8/1/1984

    8/31/1984 166.1 0.010278555 9/1/1984

    9/30/1984 164.8 -0.00776594 10/1/1984

    10/31/1984 166.3 0.008797476 11/1/1984

    11/30/1984 164.5 -0.01076562 12/1/1984

    12/31/1984 171.6 0.043348735 1/1/1985

    1/31/1985 180.9 0.054017831 2/1/1985

    2/28/1985 179.4 -0.00807165 3/1/1985

    3/31/1985 180.6 0.006688218 4/1/19854/30/1985 184.9 0.023696158 5/1/1985

    5/31/1985 188.9 0.021579232 6/1/1985

    6/30/1985 192.5 0.019323416 7/1/1985

    7/31/1985 188.3 -0.02196946 8/1/1985

    8/31/1985 184.1 -0.02256917 9/1/1985

    9/30/1985 186.2 0.011517983 10/1/1985

    10/31/1985 197.5 0.060532818 11/1/1985

    11/30/1985 207.3 0.049683464 12/1/1985

    12/31/1985 208.2 0.004487118 1/1/1986

    1/31/1986 219.4 0.053700946 2/1/19862/28/1986 232.3 0.05907827 3/1/1986

    3/31/1986 238.0 0.024275815 4/1/1986

    4/30/1986 238.5 0.002059083 5/1/1986

    5/31/1986 245.3 0.028684056 6/1/1986

    6/30/1986 240.2 -0.0208724 7/1/1986

    7/31/1986 245.0 0.020068282 8/1/1986

    8/31/1986 238.3 -0.02746939 9/1/1986

    9/30/1986 237.4 -0.0038192 10/1/1986

    10/31/1986 245.1 0.032566566 11/1/1986

    11/30/1986 248.6 0.014362071 12/1/1986

    12/31/1986 264.5 0.063955593 1/1/19871/31/1987 280.9 0.062077048 2/1/1987

    2/28/1987 292.5 0.041077849 3/1/1987

    3/31/1987 289.3 -0.01077034 4/1/1987

    4/30/1987 289.1 -0.00069128 5/1/1987

    5/31/1987 301.4 0.042404538 6/1/1987

    6/30/1987 310.1 0.028900392 7/1/1987

    7/31/1987 329.4 0.062143249 8/1/1987

    8/31/1987 318.7 -0.03248725 9/1/1987

  • 7/29/2019 Financial Portfolio Allocation

    9/250

    9/30/1987 280.2 -0.12081843 10/1/1987

    10/31/1987 245.0 -0.12546402 11/1/1987

    11/30/1987 241.0 -0.01652994 12/1/1987

    12/31/1987 250.5 0.039508632 1/1/1988

    1/31/1988 258.1 0.030541361 2/1/1988

    2/29/1988 265.7 0.029481269 3/1/1988

    3/31/1988 262.6 -0.01177843 4/1/19884/30/1988 256.1 -0.02471345 5/1/1988

    5/31/1988 270.7 0.056848352 6/1/1988

    6/30/1988 269.1 -0.00602187 7/1/1988

    7/31/1988 263.7 -0.01977328 8/1/1988

    8/31/1988 268.0 0.016077048 9/1/1988

    9/30/1988 277.4 0.035190506 10/1/1988

    10/31/1988 271.0 -0.02299928 11/1/1988

    11/30/1988 276.5 0.020256808 12/1/1988

    12/31/1988 285.4 0.032186901 1/1/1989

    1/31/1989 294.0 0.030132091 2/1/1989

    2/28/1989 292.7 -0.00442162 3/1/19893/31/1989 302.3 0.032591985 4/1/1989

    4/30/1989 313.9 0.038643507 5/1/1989

    5/31/1989 323.7 0.03121715 6/1/1989

    6/30/1989 331.9 0.02532975 7/1/1989

    7/31/1989 346.6 0.044226192 8/1/1989

    8/31/1989 347.3 0.002077263 9/1/1989

    9/30/1989 347.4 0.000201537 10/1/1989

    10/31/1989 340.2 -0.02066782 11/1/1989

    11/30/1989 348.6 0.024542943 12/1/1989

    12/31/1989 340.0 -0.02467223 1/1/19901/31/1990 330.5 -0.02800247 2/1/1990

    2/28/1990 338.5 0.024269935 3/1/1990

    3/31/1990 338.2 -0.0008568 4/1/1990

    4/30/1990 350.3 0.035691052 5/1/1990

    5/31/1990 360.4 0.028950749 6/1/1990

    6/30/1990 360.0 -0.00099892 7/1/1990

    7/31/1990 330.8 -0.08132656 8/1/1990

    8/31/1990 315.4 -0.04637944 9/1/1990

    9/30/1990 307.1 -0.02628325 10/1/1990

    10/31/1990 315.3 0.02660198 11/1/1990

    11/30/1990 328.8 0.042690856 12/1/199012/31/1990 325.5 -0.00991635 1/1/1991

    1/31/1991 362.3 0.11296814 2/1/1991

    2/28/1991 372.3 0.027659692 3/1/1991

    3/31/1991 379.7 0.019877512 4/1/1991

    4/30/1991 378.0 -0.00445112 5/1/1991

    5/31/1991 378.3 0.000793672 6/1/1991

    6/30/1991 380.2 0.005128341 7/1/1991

    7/31/1991 389.4 0.024116982 8/1/1991

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    10/250

    8/31/1991 387.2 -0.00564972 9/1/1991

    9/30/1991 386.9 -0.00082645 10/1/1991

    10/31/1991 385.9 -0.00248139 11/1/1991

    11/30/1991 388.5 0.006711235 12/1/1991

    12/31/1991 416.1 0.070963424 1/1/1992

    1/31/1992 412.6 -0.00845991 2/1/1992

    2/29/1992 407.4 -0.01260423 3/1/19923/31/1992 407.4 0.000122742 4/1/1992

    4/30/1992 414.8 0.018163521 5/1/1992

    5/31/1992 408.3 -0.01576625 6/1/1992

    6/30/1992 415.1 0.016606657 7/1/1992

    7/31/1992 417.9 0.006938923 8/1/1992

    8/31/1992 418.5 0.00131601 9/1/1992

    9/30/1992 412.5 -0.01428981 10/1/1992

    10/31/1992 422.8 0.025066667 11/1/1992

    11/30/1992 435.6 0.030271497 12/1/1992

    12/31/1992 435.2 -0.00094114 1/1/1993

    1/31/1993 441.7 0.014865703 2/1/19932/28/1993 450.2 0.019153271 3/1/1993

    3/31/1993 443.1 -0.01572774 4/1/1993

    4/30/1993 445.3 0.004897535 5/1/1993

    5/31/1993 448.1 0.006311061 6/1/1993

    6/30/1993 447.3 -0.00171852 7/1/1993

    7/31/1993 454.1 0.015292092 8/1/1993

    8/31/1993 459.2 0.011252285 9/1/1993

    9/30/1993 463.9 0.0101472 10/1/1993

    10/31/1993 462.9 -0.00217719 11/1/1993

    11/30/1993 466.0 0.006610642 12/1/199312/31/1993 473.0 0.015108917 1/1/1994

    1/31/1994 471.6 -0.00298104 2/1/1994

    2/28/1994 463.8 -0.01647653 3/1/1994

    3/31/1994 447.2 -0.0357474 4/1/1994

    4/30/1994 450.9 0.008206068 5/1/1994

    5/31/1994 454.8 0.008715902 6/1/1994

    6/30/1994 451.4 -0.00754128 7/1/1994

    7/31/1994 464.2 0.028444838 8/1/1994

    8/31/1994 467.0 0.005859038 9/1/1994

    9/30/1994 463.8 -0.00674576 10/1/1994

    10/31/1994 461.0 -0.00603695 11/1/199411/30/1994 455.2 -0.01262446 12/1/1994

    12/31/1994 465.3 0.022100661 1/1/1995

    1/31/1995 481.9 0.035830199 2/1/1995

    2/28/1995 493.2 0.023302623 3/1/1995

    3/31/1995 507.9 0.029930042 4/1/1995

    4/30/1995 523.8 0.031304759 5/1/1995

    5/31/1995 539.4 0.029667246 6/1/1995

    6/30/1995 557.4 0.033410587 7/1/1995

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    7/31/1995 559.1 0.003121804 8/1/1995

    8/31/1995 578.8 0.035163027 9/1/1995

    9/30/1995 582.9 0.007170379 10/1/1995

    10/31/1995 595.5 0.021632471 11/1/1995

    11/30/1995 614.6 0.031971521 12/1/1995

    12/31/1995 614.4 -0.00024407 1/1/1996

    1/31/1996 649.5 0.057159598 2/1/19962/29/1996 647.1 -0.00380269 3/1/1996

    3/31/1996 647.2 0.000154543 4/1/1996

    4/30/1996 661.2 0.021725358 5/1/1996

    5/31/1996 668.5 0.010994661 6/1/1996

    6/30/1996 644.1 -0.0365445 7/1/1996

    7/31/1996 662.7 0.028894375 8/1/1996

    8/31/1996 674.9 0.018410092 9/1/1996

    9/30/1996 701.5 0.03938478 10/1/1996

    10/31/1996 735.7 0.048769709 11/1/1996

    11/30/1996 743.3 0.010303533 12/1/1996

    12/31/1996 766.2 0.03090481 1/1/19971/31/1997 798.4 0.041985331 2/1/1997

    2/28/1997 792.2 -0.0078032 3/1/1997

    3/31/1997 763.9 -0.03563674 4/1/1997

    4/30/1997 833.1 0.090531855 5/1/1997

    5/31/1997 876.3 0.051855142 6/1/1997

    6/30/1997 925.3 0.055917562 7/1/1997

    7/31/1997 927.7 0.002647819 8/1/1997

    8/31/1997 937.0 0.010002803 9/1/1997

    9/30/1997 951.2 0.015090393 10/1/1997

    10/31/1997 938.9 -0.0128685 11/1/199711/30/1997 962.4 0.024975504 12/1/1997

    12/31/1997 963.4 0.00102871 1/1/1998

    1/31/1998 1023.7 0.062676466 2/1/1998

    2/28/1998 1076.8 0.05185887 3/1/1998

    3/31/1998 1112.2 0.03284641 4/1/1998

    4/30/1998 1108.4 -0.00339867 5/1/1998

    5/31/1998 1108.4 -2.7066E-05 6/1/1998

    6/30/1998 1156.6 0.043477476 7/1/1998

    7/31/1998 1074.6 -0.0708641 8/1/1998

    8/31/1998 1020.6 -0.05023171 9/1/1998

    9/30/1998 1032.5 0.011590767 10/1/199810/31/1998 1144.4 0.108438986 11/1/1998

    11/30/1998 1190.1 0.039862639 12/1/1998

    12/31/1998 1248.8 0.049342465 1/1/1999

    1/31/1999 1246.6 -0.00175373 2/1/1999

    2/28/1999 1281.7 0.028140994 3/1/1999

    3/31/1999 1334.8 0.041430645 4/1/1999

    4/30/1999 1332.1 -0.00201534 5/1/1999

    5/31/1999 1322.6 -0.00714677 6/1/1999

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    6/30/1999 1381.0 0.044187365 7/1/1999

    7/31/1999 1327.5 -0.03874032 8/1/1999

    8/31/1999 1318.2 -0.00702077 9/1/1999

    9/30/1999 1300.0 -0.01377668 10/1/1999

    10/31/1999 1391.0 0.069991769 11/1/1999

    11/30/1999 1428.7 0.027088426 12/1/1999

    12/31/1999 1425.6 -0.00216284 1/1/20001/31/2000 1388.9 -0.02575776 2/1/2000

    2/29/2000 1442.2 0.038405322 3/1/2000

    3/31/2000 1461.4 0.013278233 4/1/2000

    4/30/2000 1418.5 -0.02934253 5/1/2000

    5/31/2000 1462.0 0.030652529 6/1/2000

    6/30/2000 1473.0 0.007551506 7/1/2000

    7/31/2000 1485.5 0.008458927 8/1/2000

    8/31/2000 1468.1 -0.01172028 9/1/2000

    9/30/2000 1390.1 -0.0530704 10/1/2000

    10/31/2000 1375.0 -0.01086222 11/1/2000

    11/30/2000 1330.9 -0.03207907 12/1/200012/31/2000 1335.6 0.003531365 1/1/2001

    1/31/2001 1305.8 -0.02237147 2/1/2001

    2/28/2001 1185.9 -0.09182462 3/1/2001

    3/31/2001 1189.8 0.003364675 4/1/2001

    4/30/2001 1270.4 0.067681369 5/1/2001

    5/31/2001 1238.7 -0.02492187 6/1/2001

    6/30/2001 1204.5 -0.02765781 7/1/2001

    7/31/2001 1178.5 -0.0215368 8/1/2001

    8/31/2001 1044.6 -0.11359259 9/1/2001

    9/30/2001 1076.6 0.030584699 10/1/200110/31/2001 1129.7 0.049313109 11/1/2001

    11/30/2001 1144.9 0.013499398 12/1/2001

    12/31/2001 1140.2 -0.00412252 1/1/2002

    1/31/2002 1100.7 -0.03467782 2/1/2002

    2/28/2002 1153.8 0.048261513 3/1/2002

    3/31/2002 1112.0 -0.03619376 4/1/2002

    4/30/2002 1079.3 -0.02945964 5/1/2002

    5/31/2002 1014.1 -0.06042973 6/1/2002

    6/30/2002 903.6 -0.10892954 7/1/2002

    7/31/2002 912.6 0.009916002 8/1/2002

    8/31/2002 867.8 -0.04902745 9/1/20029/30/2002 854.6 -0.01518766 10/1/2002

    10/31/2002 909.9 0.064706364 11/1/2002

    11/30/2002 899.2 -0.0118141 12/1/2002

    12/31/2002 895.8 -0.0037145 1/1/2003

    1/31/2003 837.6 -0.06498928 2/1/2003

    2/28/2003 846.6 0.010744729 3/1/2003

    3/31/2003 890.0 0.05127448 4/1/2003

    4/30/2003 936.0 0.051605002 5/1/2003

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    5/31/2003 988.0 0.055600667 6/1/2003

    6/30/2003 992.5 0.004595142 7/1/2003

    7/31/2003 989.5 -0.00303262 8/1/2003

    8/31/2003 1019.4 0.030226471 9/1/2003

    9/30/2003 1038.7 0.018922153 10/1/2003

    10/31/2003 1049.9 0.010753516 11/1/2003

    11/30/2003 1080.6 0.029278979 12/1/200312/31/2003 1132.5 0.048008588 1/1/2004

    1/31/2004 1143.4 0.009571575 2/1/2004

    2/29/2004 1124.0 -0.01695004 3/1/2004

    3/31/2004 1133.1 0.008096229 4/1/2004

    4/30/2004 1102.8 -0.02674127 5/1/2004

    5/31/2004 1132.8 0.027185839 6/1/2004

    6/30/2004 1105.9 -0.02375614 7/1/2004

    7/31/2004 1088.9 -0.0152914 8/1/2004

    8/31/2004 1117.7 0.026374272 9/1/2004

    9/30/2004 1118.1 0.000366838 10/1/2004

    10/31/2004 1168.9 0.045498046 11/1/200411/30/2004 1199.2 0.025895256 12/1/2004

    12/31/2004 1181.4 -0.01484311 1/1/2005

    1/31/2005 1199.6 0.01542225 2/1/2005

    2/28/2005 1194.9 -0.00394288 3/1/2005

    3/31/2005 1164.4 -0.02550841 4/1/2005

    4/30/2005 1178.3 0.011902922 5/1/2005

    5/31/2005 1202.3 0.020351699 6/1/2005

    6/30/2005 1222.2 0.016618701 7/1/2005

    7/31/2005 1224.3 0.001660885 8/1/2005

    8/31/2005 1225.9 0.001339574 9/1/20059/30/2005 1192.0 -0.02769371 10/1/2005

    10/31/2005 1237.4 0.038096916 11/1/2005

    11/30/2005 1262.1 0.019961693 12/1/2005

    12/31/2005 1278.7 0.013192612 1/1/2006

    1/31/2006 1276.7 -0.00161881 2/1/2006

    2/28/2006 1293.7 0.013386598 3/1/2006

    3/31/2006 1302.2 0.006523722 4/1/2006

    4/30/2006 1290.0 -0.00935355 5/1/2006

    5/31/2006 1253.1 -0.02858915 6/1/2006

    6/30/2006 1260.2 0.005681818 7/1/2006

    7/31/2006 1287.2 0.021353076 8/1/20068/31/2006 1317.8 0.023820068 9/1/2006

    9/30/2006 1363.4 0.034580099 10/1/2006

    10/31/2006 1388.6 0.018520148 11/1/2006

    11/30/2006 1416.4 0.02001253 12/1/2006

    12/31/2006 1424.2 0.005464481 1/1/2007

    1/31/2007 1444.8 0.014485732 2/1/2007

    2/28/2007 1407.0 -0.02619066 3/1/2007

    3/31/2007 1463.7 0.04029994 4/1/2007

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    14/250

    4/30/2007 1511.1 0.032446282 5/1/2007

    5/31/2007 1514.5 0.002216869 6/1/2007

    6/30/2007 1520.7 0.00410039 7/1/2007

    7/31/2007 1454.6 -0.04345367 8/1/2007

    8/31/2007 1497.1 0.029217253 9/1/2007

    9/30/2007 1539.7 0.028414556 10/1/2007

    10/31/2007 1463.4 -0.04953691 11/1/200711/30/2007 1479.2 0.010824182 12/1/2007

    12/31/2007 1378.8 -0.06792047 1/1/2008

    1/31/2008 1354.9 -0.01732716 2/1/2008

    2/29/2008 1316.9 -0.02799531 3/1/2008

    3/31/2008 1370.5 0.040647258 4/1/2008

    4/30/2008 1403.2 0.023896911 5/1/2008

    5/31/2008 1341.3 -0.04416271 6/1/2008

    6/30/2008 1257.3 -0.0625685 7/1/2008

    7/31/2008 1281.5 0.019199415 8/1/2008

    8/31/2008 1217.0 -0.05030161 9/1/2008

    9/30/2008 968.8 -0.20395067 10/1/200810/31/2008 883.0 -0.08852188 11/1/2008

    11/30/2008 877.6 -0.00620583 12/1/2008

    12/31/2008 865.6 -0.01365149 1/1/2009

    1/31/2009 805.2 -0.06972204 2/1/2009

    2/28/2009 757.1 -0.05973449 3/1/2009

    3/31/2009 848.2 0.120217136 4/1/2009

    4/30/2009 902.4 0.063974533 5/1/2009

    5/31/2009 926.1 0.026274088 6/1/2009

    6/30/2009 935.8 0.010473805 7/1/2009

    7/31/2009 1009.7 0.078968178 8/1/20098/31/2009 1044.6 0.034494711 9/1/2009

    9/30/2009 1067.7 0.02212436 10/1/2009

    10/31/2009 1088.1 0.019116573 11/1/2009

    11/30/2009 1110.4 0.020504196 12/1/2009

    12/31/2009 1123.6 0.011887822 1/1/2010

    1/31/2010 1089.2 -0.03063422 2/1/2010

    2/28/2010 1152.1 0.057741746 3/1/2010

    3/31/2010 1197.3 0.039295169 4/1/2010

    4/30/2010 1125.1 -0.06035145 5/1/2010

    5/31/2010 1083.4 -0.03706469 6/1/2010

    6/30/2010 1079.8 -0.00328607 7/1/20107/31/2010 1087.3 0.006927209 8/1/2010

    8/31/2010 1122.1 0.032006475 9/1/2010

    9/30/2010 1171.6 0.044114502 10/1/2010

    10/31/2010 1198.9 0.023310401 11/1/2010

    11/30/2010 1241.5 0.035566232 12/1/2010

    12/31/2010 1282.6 0.03309626 1/1/2011

    1/31/2011 1321.1 0.030016685 2/1/2011

    2/28/2011 1304.5 -0.0125878 3/1/2011

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    3/31/2011 1331.5 0.020713076 4/1/2011

    4/30/2011 1338.3 0.005106984 5/1/2011

    5/31/2011 1287.3 -0.03812271 6/1/2011

    6/30/2011 1325.2 0.029433927 7/1/2011

    7/31/2011 1185.3 -0.10554793 8/1/2011

    8/31/2011 1173.9 -0.00964305 9/1/2011

    9/30/2011 1207.2 0.02840154 10/1/201110/31/2011 1226.4 0.015896026 11/1/2011

    11/30/2011 1243.3 0.013788211 12/1/2011

    12/31/2011 1300.6 0.046054113 1/1/2012

    1/31/2012 1352.5 0.039912962 2/1/2012

    2/29/2012 1389.2 0.027172105 3/1/2012

    3/31/2012 1386.4 -0.00202269 4/1/2012

    4/30/2012 1341.3 -0.03257287 5/1/2012

    5/31/2012 1323.5 -0.01326355 6/1/2012

    6/30/2012 1359.8 0.027427691 7/1/2012

    7/31/2012 1403.4 0.032108135 8/1/2012

    8/31/2012 1443.4 0.028487146 9/1/20129/30/2012 1437.8 -0.00387967 10/1/2012

    10/31/2012 1394.5 -0.03012199 11/1/2012

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    Title: 3-Month Treasury Bill: Secondary Market Rate Date Range: 1934-01-01 to

    Series ID: TB3MS Last Updated: 2012-12-10 3:3

    Source: Board of Governors of the Federal Reserve System Notes: Averages of Bu

    Release: H.15 Selected Interest Rates

    Seasonal Adjustment: Not Seasonally Adjusted

    Frequency: Monthly Units: Percent

    DATE lagged by 1 VALUE RET DATE

    12/31/1933 0.72 1934-01-01

    1/31/1934 0.62 -0.13888889 1934-02-01

    2/28/1934 0.24 -0.61290323 1934-03-01

    3/31/1934 0.15 -0.375 1934-04-01

    4/30/1934 0.16 0.066666667 1934-05-01

    5/31/1934 0.15 -0.0625 1934-06-01

    6/30/1934 0.15 0 1934-07-01

    7/31/1934 0.19 0.266666667 1934-08-01

    8/31/1934 0.21 0.105263158 1934-09-01

    9/30/1934 0.27 0.285714286 1934-10-01

    10/31/1934 0.25 -0.07407407 1934-11-01

    11/30/1934 0.23 -0.08 1934-12-01

    12/31/1934 0.20 -0.13043478 1935-01-01

    1/31/1935 0.19 -0.05 1935-02-01

    2/28/1935 0.15 -0.21052632 1935-03-01

    3/31/1935 0.15 0 1935-04-01

    4/30/1935 0.15 0 1935-05-01

    5/31/1935 0.15 0 1935-06-01

    6/30/1935 0.15 0 1935-07-01

    7/31/1935 0.16 0.066666667 1935-08-01

    8/31/1935 0.20 0.25 1935-09-01

    9/30/1935 0.20 0 1935-10-01

    10/31/1935 0.16 -0.2 1935-11-01

    11/30/1935 0.15 -0.0625 1935-12-01

    12/31/1935 0.20 0.333333333 1936-01-01

    1/31/1936 0.20 0 1936-02-01

    2/29/1936 0.20 0 1936-03-01

    3/31/1936 0.20 0 1936-04-01

    4/30/1936 0.20 0 1936-05-01

    5/31/1936 0.20 0 1936-06-01

    6/30/1936 0.15 -0.25 1936-07-01

    7/31/1936 0.20 0.333333333 1936-08-01

    8/31/19360.16

    -0.21936-09-01

    9/30/1936 0.13 -0.1875 1936-10-01

    10/31/1936 0.11 -0.15384615 1936-11-01

    11/30/1936 0.12 0.090909091 1936-12-01

    12/31/1936 0.17 0.416666667 1937-01-01

    1/31/1937 0.15 -0.11764706 1937-02-01

    2/28/1937 0.38 1.533333333 1937-03-01

    3/31/1937 0.56 0.473684211 1937-04-01

    4/30/1937 0.41 -0.26785714 1937-05-01

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    5/31/1937 0.36 -0.12195122 1937-06-01

    6/30/1937 0.28 -0.22222222 1937-07-01

    7/31/1937 0.29 0.035714286 1937-08-01

    8/31/1937 0.31 0.068965517 1937-09-01

    9/30/1937 0.20 -0.35483871 1937-10-01

    10/31/1937 0.09 -0.55 1937-11-01

    11/30/19370.11

    0.2222222221937-12-01

    12/31/1937 0.10 -0.09090909 1938-01-01

    1/31/1938 0.08 -0.2 1938-02-01

    2/28/1938 0.08 0 1938-03-01

    3/31/1938 0.09 0.125 1938-04-01

    4/30/1938 0.05 -0.44444444 1938-05-01

    5/31/1938 0.05 0 1938-06-01

    6/30/1938 0.07 0.4 1938-07-01

    7/31/1938 0.06 -0.14285714 1938-08-01

    8/31/1938 0.08 0.333333333 1938-09-01

    9/30/1938 0.05 -0.375 1938-10-01

    10/31/1938 0.04 -0.2 1938-11-01

    11/30/1938 0.03 -0.25 1938-12-01

    12/31/1938 0.03 0 1939-01-01

    1/31/1939 0.03 0 1939-02-01

    2/28/1939 0.03 0 1939-03-01

    3/31/1939 0.03 0 1939-04-01

    4/30/1939 0.03 0 1939-05-01

    5/31/1939 0.03 0 1939-06-01

    6/30/1939 0.04 0.333333333 1939-07-01

    7/31/1939 0.05 0.25 1939-08-01

    8/31/19390.14

    1.81939-09-01

    9/30/1939 0.05 -0.64285714 1939-10-01

    10/31/1939 0.05 0 1939-11-01

    11/30/1939 0.04 -0.2 1939-12-01

    12/31/1939 0.01 -0.75 1940-01-01

    1/31/1940 0.02 1 1940-02-01

    2/29/1940 0.02 0 1940-03-01

    3/31/1940 0.02 0 1940-04-01

    4/30/1940 0.06 2 1940-05-01

    5/31/1940 0.10 0.666666667 1940-06-01

    6/30/1940 0.05 -0.5 1940-07-01

    7/31/1940 0.04 -0.2 1940-08-01

    8/31/1940 0.05 0.25 1940-09-01

    9/30/1940 0.02 -0.6 1940-10-01

    10/31/1940 0.02 0 1940-11-01

    11/30/1940 0.02 0 1940-12-01

    12/31/1940 0.02 0 1941-01-01

    1/31/1941 0.04 1 1941-02-01

    2/28/1941 0.11 1.75 1941-03-01

    3/31/1941 0.10 -0.09090909 1941-04-01

  • 7/29/2019 Financial Portfolio Allocation

    18/250

    4/30/1941 0.11 0.1 1941-05-01

    5/31/1941 0.12 0.090909091 1941-06-01

    6/30/1941 0.12 0 1941-07-01

    7/31/1941 0.13 0.083333333 1941-08-01

    8/31/1941 0.10 -0.23076923 1941-09-01

    9/30/1941 0.09 -0.1 1941-10-01

    10/31/19410.28

    2.1111111111941-11-01

    11/30/1941 0.33 0.178571429 1941-12-01

    12/31/1941 0.27 -0.18181818 1942-01-01

    1/31/1942 0.25 -0.07407407 1942-02-01

    2/28/1942 0.25 0 1942-03-01

    3/31/1942 0.32 0.28 1942-04-01

    4/30/1942 0.37 0.15625 1942-05-01

    5/31/1942 0.37 0 1942-06-01

    6/30/1942 0.38 0.027027027 1942-07-01

    7/31/1942 0.38 0 1942-08-01

    8/31/1942 0.38 0 1942-09-01

    9/30/1942 0.38 0 1942-10-01

    10/31/1942 0.38 0 1942-11-01

    11/30/1942 0.38 0 1942-12-01

    12/31/1942 0.38 0 1943-01-01

    1/31/1943 0.38 0 1943-02-01

    2/28/1943 0.38 0 1943-03-01

    3/31/1943 0.38 0 1943-04-01

    4/30/1943 0.38 0 1943-05-01

    5/31/1943 0.38 0 1943-06-01

    6/30/1943 0.38 0 1943-07-01

    7/31/19430.38

    01943-08-01

    8/31/1943 0.38 0 1943-09-01

    9/30/1943 0.38 0 1943-10-01

    10/31/1943 0.38 0 1943-11-01

    11/30/1943 0.38 0 1943-12-01

    12/31/1943 0.38 0 1944-01-01

    1/31/1944 0.38 0 1944-02-01

    2/29/1944 0.38 0 1944-03-01

    3/31/1944 0.38 0 1944-04-01

    4/30/1944 0.38 0 1944-05-01

    5/31/1944 0.38 0 1944-06-01

    6/30/1944 0.38 0 1944-07-01

    7/31/1944 0.38 0 1944-08-01

    8/31/1944 0.38 0 1944-09-01

    9/30/1944 0.38 0 1944-10-01

    10/31/1944 0.38 0 1944-11-01

    11/30/1944 0.38 0 1944-12-01

    12/31/1944 0.38 0 1945-01-01

    1/31/1945 0.38 0 1945-02-01

    2/28/1945 0.38 0 1945-03-01

  • 7/29/2019 Financial Portfolio Allocation

    19/250

    3/31/1945 0.38 0 1945-04-01

    4/30/1945 0.38 0 1945-05-01

    5/31/1945 0.38 0 1945-06-01

    6/30/1945 0.38 0 1945-07-01

    7/31/1945 0.38 0 1945-08-01

    8/31/1945 0.38 0 1945-09-01

    9/30/19450.38

    01945-10-01

    10/31/1945 0.38 0 1945-11-01

    11/30/1945 0.38 0 1945-12-01

    12/31/1945 0.38 0 1946-01-01

    1/31/1946 0.38 0 1946-02-01

    2/28/1946 0.38 0 1946-03-01

    3/31/1946 0.38 0 1946-04-01

    4/30/1946 0.38 0 1946-05-01

    5/31/1946 0.38 0 1946-06-01

    6/30/1946 0.38 0 1946-07-01

    7/31/1946 0.38 0 1946-08-01

    8/31/1946 0.38 0 1946-09-01

    9/30/1946 0.38 0 1946-10-01

    10/31/1946 0.38 0 1946-11-01

    11/30/1946 0.38 0 1946-12-01

    12/31/1946 0.38 0 1947-01-01

    1/31/1947 0.38 0 1947-02-01

    2/28/1947 0.38 0 1947-03-01

    3/31/1947 0.38 0 1947-04-01

    4/30/1947 0.38 0 1947-05-01

    5/31/1947 0.38 0 1947-06-01

    6/30/19470.66

    0.7368421051947-07-01

    7/31/1947 0.75 0.136363636 1947-08-01

    8/31/1947 0.80 0.066666667 1947-09-01

    9/30/1947 0.85 0.0625 1947-10-01

    10/31/1947 0.92 0.082352941 1947-11-01

    11/30/1947 0.95 0.032608696 1947-12-01

    12/31/1947 0.97 0.021052632 1948-01-01

    1/31/1948 1.00 0.030927835 1948-02-01

    2/29/1948 1.00 0 1948-03-01

    3/31/1948 1.00 0 1948-04-01

    4/30/1948 1.00 0 1948-05-01

    5/31/1948 1.00 0 1948-06-01

    6/30/1948 1.00 0 1948-07-01

    7/31/1948 1.06 0.06 1948-08-01

    8/31/1948 1.09 0.028301887 1948-09-01

    9/30/1948 1.12 0.027522936 1948-10-01

    10/31/1948 1.14 0.017857143 1948-11-01

    11/30/1948 1.16 0.01754386 1948-12-01

    12/31/1948 1.17 0.00862069 1949-01-01

    1/31/1949 1.17 0 1949-02-01

  • 7/29/2019 Financial Portfolio Allocation

    20/250

    2/28/1949 1.17 0 1949-03-01

    3/31/1949 1.17 0 1949-04-01

    4/30/1949 1.17 0 1949-05-01

    5/31/1949 1.17 0 1949-06-01

    6/30/1949 1.02 -0.12820513 1949-07-01

    7/31/1949 1.04 0.019607843 1949-08-01

    8/31/19491.07

    0.0288461541949-09-01

    9/30/1949 1.05 -0.01869159 1949-10-01

    10/31/1949 1.08 0.028571429 1949-11-01

    11/30/1949 1.10 0.018518519 1949-12-01

    12/31/1949 1.07 -0.02727273 1950-01-01

    1/31/1950 1.12 0.046728972 1950-02-01

    2/28/1950 1.12 0 1950-03-01

    3/31/1950 1.15 0.026785714 1950-04-01

    4/30/1950 1.16 0.008695652 1950-05-01

    5/31/1950 1.15 -0.00862069 1950-06-01

    6/30/1950 1.16 0.008695652 1950-07-01

    7/31/1950 1.20 0.034482759 1950-08-01

    8/31/1950 1.30 0.083333333 1950-09-01

    9/30/1950 1.31 0.007692308 1950-10-01

    10/31/1950 1.36 0.038167939 1950-11-01

    11/30/1950 1.34 -0.01470588 1950-12-01

    12/31/1950 1.34 0 1951-01-01

    1/31/1951 1.36 0.014925373 1951-02-01

    2/28/1951 1.40 0.029411765 1951-03-01

    3/31/1951 1.47 0.05 1951-04-01

    4/30/1951 1.55 0.054421769 1951-05-01

    5/31/19511.45

    -0.064516131951-06-01

    6/30/1951 1.56 0.075862069 1951-07-01

    7/31/1951 1.62 0.038461538 1951-08-01

    8/31/1951 1.63 0.00617284 1951-09-01

    9/30/1951 1.54 -0.05521472 1951-10-01

    10/31/1951 1.56 0.012987013 1951-11-01

    11/30/1951 1.73 0.108974359 1951-12-01

    12/31/1951 1.57 -0.09248555 1952-01-01

    1/31/1952 1.54 -0.01910828 1952-02-01

    2/29/1952 1.59 0.032467532 1952-03-01

    3/31/1952 1.57 -0.01257862 1952-04-01

    4/30/1952 1.67 0.063694268 1952-05-01

    5/31/1952 1.70 0.017964072 1952-06-01

    6/30/1952 1.81 0.064705882 1952-07-01

    7/31/1952 1.83 0.011049724 1952-08-01

    8/31/1952 1.71 -0.06557377 1952-09-01

    9/30/1952 1.74 0.01754386 1952-10-01

    10/31/1952 1.85 0.063218391 1952-11-01

    11/30/1952 2.09 0.12972973 1952-12-01

    12/31/1952 1.96 -0.06220096 1953-01-01

  • 7/29/2019 Financial Portfolio Allocation

    21/250

    1/31/1953 1.97 0.005102041 1953-02-01

    2/28/1953 2.01 0.020304569 1953-03-01

    3/31/1953 2.19 0.089552239 1953-04-01

    4/30/1953 2.16 -0.01369863 1953-05-01

    5/31/1953 2.11 -0.02314815 1953-06-01

    6/30/1953 2.04 -0.03317536 1953-07-01

    7/31/19532.04

    01953-08-01

    8/31/1953 1.79 -0.12254902 1953-09-01

    9/30/1953 1.38 -0.22905028 1953-10-01

    10/31/1953 1.44 0.043478261 1953-11-01

    11/30/1953 1.60 0.111111111 1953-12-01

    12/31/1953 1.18 -0.2625 1954-01-01

    1/31/1954 0.97 -0.1779661 1954-02-01

    2/28/1954 1.03 0.06185567 1954-03-01

    3/31/1954 0.97 -0.05825243 1954-04-01

    4/30/1954 0.76 -0.21649485 1954-05-01

    5/31/1954 0.64 -0.15789474 1954-06-01

    6/30/1954 0.72 0.125 1954-07-01

    7/31/1954 0.92 0.277777778 1954-08-01

    8/31/1954 1.01 0.097826087 1954-09-01

    9/30/1954 0.98 -0.02970297 1954-10-01

    10/31/1954 0.93 -0.05102041 1954-11-01

    11/30/1954 1.15 0.23655914 1954-12-01

    12/31/1954 1.22 0.060869565 1955-01-01

    1/31/1955 1.17 -0.04098361 1955-02-01

    2/28/1955 1.28 0.094017094 1955-03-01

    3/31/1955 1.59 0.2421875 1955-04-01

    4/30/19551.45

    -0.088050311955-05-01

    5/31/1955 1.41 -0.02758621 1955-06-01

    6/30/1955 1.60 0.134751773 1955-07-01

    7/31/1955 1.90 0.1875 1955-08-01

    8/31/1955 2.07 0.089473684 1955-09-01

    9/30/1955 2.23 0.077294686 1955-10-01

    10/31/1955 2.24 0.004484305 1955-11-01

    11/30/1955 2.54 0.133928571 1955-12-01

    12/31/1955 2.41 -0.0511811 1956-01-01

    1/31/1956 2.32 -0.0373444 1956-02-01

    2/29/1956 2.25 -0.03017241 1956-03-01

    3/31/1956 2.60 0.155555556 1956-04-01

    4/30/1956 2.61 0.003846154 1956-05-01

    5/31/1956 2.49 -0.04597701 1956-06-01

    6/30/1956 2.31 -0.07228916 1956-07-01

    7/31/1956 2.60 0.125541126 1956-08-01

    8/31/1956 2.84 0.092307692 1956-09-01

    9/30/1956 2.90 0.021126761 1956-10-01

    10/31/1956 2.99 0.031034483 1956-11-01

    11/30/1956 3.21 0.073578595 1956-12-01

  • 7/29/2019 Financial Portfolio Allocation

    22/250

    12/31/1956 3.11 -0.03115265 1957-01-01

    1/31/1957 3.10 -0.00321543 1957-02-01

    2/28/1957 3.08 -0.00645161 1957-03-01

    3/31/1957 3.07 -0.00324675 1957-04-01

    4/30/1957 3.06 -0.00325733 1957-05-01

    5/31/1957 3.29 0.075163399 1957-06-01

    6/30/19573.16

    -0.039513681957-07-01

    7/31/1957 3.37 0.066455696 1957-08-01

    8/31/1957 3.53 0.047477745 1957-09-01

    9/30/1957 3.58 0.014164306 1957-10-01

    10/31/1957 3.31 -0.07541899 1957-11-01

    11/30/1957 3.04 -0.081571 1957-12-01

    12/31/1957 2.44 -0.19736842 1958-01-01

    1/31/1958 1.53 -0.37295082 1958-02-01

    2/28/1958 1.30 -0.1503268 1958-03-01

    3/31/1958 1.13 -0.13076923 1958-04-01

    4/30/1958 0.91 -0.19469027 1958-05-01

    5/31/1958 0.83 -0.08791209 1958-06-01

    6/30/1958 0.91 0.096385542 1958-07-01

    7/31/1958 1.69 0.857142857 1958-08-01

    8/31/1958 2.44 0.443786982 1958-09-01

    9/30/1958 2.63 0.077868852 1958-10-01

    10/31/1958 2.67 0.015209125 1958-11-01

    11/30/1958 2.77 0.037453184 1958-12-01

    12/31/1958 2.82 0.018050542 1959-01-01

    1/31/1959 2.70 -0.04255319 1959-02-01

    2/28/1959 2.80 0.037037037 1959-03-01

    3/31/19592.95

    0.0535714291959-04-01

    4/30/1959 2.84 -0.03728814 1959-05-01

    5/31/1959 3.21 0.13028169 1959-06-01

    6/30/1959 3.20 -0.00311526 1959-07-01

    7/31/1959 3.38 0.05625 1959-08-01

    8/31/1959 4.04 0.195266272 1959-09-01

    9/30/1959 4.05 0.002475248 1959-10-01

    10/31/1959 4.15 0.024691358 1959-11-01

    11/30/1959 4.49 0.081927711 1959-12-01

    12/31/1959 4.35 -0.0311804 1960-01-01

    1/31/1960 3.96 -0.08965517 1960-02-01

    2/29/1960 3.31 -0.16414141 1960-03-01

    3/31/1960 3.23 -0.02416918 1960-04-01

    4/30/1960 3.29 0.018575851 1960-05-01

    5/31/1960 2.46 -0.25227964 1960-06-01

    6/30/1960 2.30 -0.06504065 1960-07-01

    7/31/1960 2.30 0 1960-08-01

    8/31/1960 2.48 0.07826087 1960-09-01

    9/30/1960 2.30 -0.07258065 1960-10-01

    10/31/1960 2.37 0.030434783 1960-11-01

  • 7/29/2019 Financial Portfolio Allocation

    23/250

    11/30/1960 2.25 -0.05063291 1960-12-01

    12/31/1960 2.24 -0.00444444 1961-01-01

    1/31/1961 2.42 0.080357143 1961-02-01

    2/28/1961 2.39 -0.01239669 1961-03-01

    3/31/1961 2.29 -0.041841 1961-04-01

    4/30/1961 2.29 0 1961-05-01

    5/31/19612.33

    0.0174672491961-06-01

    6/30/1961 2.24 -0.03862661 1961-07-01

    7/31/1961 2.39 0.066964286 1961-08-01

    8/31/1961 2.28 -0.0460251 1961-09-01

    9/30/1961 2.30 0.00877193 1961-10-01

    10/31/1961 2.48 0.07826087 1961-11-01

    11/30/1961 2.60 0.048387097 1961-12-01

    12/31/1961 2.72 0.046153846 1962-01-01

    1/31/1962 2.73 0.003676471 1962-02-01

    2/28/1962 2.72 -0.003663 1962-03-01

    3/31/1962 2.73 0.003676471 1962-04-01

    4/30/1962 2.69 -0.01465201 1962-05-01

    5/31/1962 2.73 0.014869888 1962-06-01

    6/30/1962 2.92 0.06959707 1962-07-01

    7/31/1962 2.82 -0.03424658 1962-08-01

    8/31/1962 2.78 -0.0141844 1962-09-01

    9/30/1962 2.74 -0.01438849 1962-10-01

    10/31/1962 2.83 0.032846715 1962-11-01

    11/30/1962 2.87 0.014134276 1962-12-01

    12/31/1962 2.91 0.013937282 1963-01-01

    1/31/1963 2.92 0.003436426 1963-02-01

    2/28/19632.89

    -0.010273971963-03-01

    3/31/1963 2.90 0.003460208 1963-04-01

    4/30/1963 2.93 0.010344828 1963-05-01

    5/31/1963 2.99 0.020477816 1963-06-01

    6/30/1963 3.18 0.063545151 1963-07-01

    7/31/1963 3.32 0.044025157 1963-08-01

    8/31/1963 3.38 0.018072289 1963-09-01

    9/30/1963 3.45 0.020710059 1963-10-01

    10/31/1963 3.52 0.020289855 1963-11-01

    11/30/1963 3.52 0 1963-12-01

    12/31/1963 3.52 0 1964-01-01

    1/31/1964 3.53 0.002840909 1964-02-01

    2/29/1964 3.54 0.002832861 1964-03-01

    3/31/1964 3.47 -0.01977401 1964-04-01

    4/30/1964 3.48 0.002881844 1964-05-01

    5/31/1964 3.48 0 1964-06-01

    6/30/1964 3.46 -0.00574713 1964-07-01

    7/31/1964 3.50 0.011560694 1964-08-01

    8/31/1964 3.53 0.008571429 1964-09-01

    9/30/1964 3.57 0.011331445 1964-10-01

  • 7/29/2019 Financial Portfolio Allocation

    24/250

    10/31/1964 3.64 0.019607843 1964-11-01

    11/30/1964 3.84 0.054945055 1964-12-01

    12/31/1964 3.81 -0.0078125 1965-01-01

    1/31/1965 3.93 0.031496063 1965-02-01

    2/28/1965 3.93 0 1965-03-01

    3/31/1965 3.93 0 1965-04-01

    4/30/19653.89

    -0.010178121965-05-01

    5/31/1965 3.80 -0.02313625 1965-06-01

    6/30/1965 3.84 0.010526316 1965-07-01

    7/31/1965 3.84 0 1965-08-01

    8/31/1965 3.92 0.020833333 1965-09-01

    9/30/1965 4.03 0.028061224 1965-10-01

    10/31/1965 4.09 0.014888337 1965-11-01

    11/30/1965 4.38 0.070904645 1965-12-01

    12/31/1965 4.59 0.047945205 1966-01-01

    1/31/1966 4.65 0.013071895 1966-02-01

    2/28/1966 4.59 -0.01290323 1966-03-01

    3/31/1966 4.62 0.006535948 1966-04-01

    4/30/1966 4.64 0.004329004 1966-05-01

    5/31/1966 4.50 -0.03017241 1966-06-01

    6/30/1966 4.80 0.066666667 1966-07-01

    7/31/1966 4.96 0.033333333 1966-08-01

    8/31/1966 5.37 0.08266129 1966-09-01

    9/30/1966 5.35 -0.00372439 1966-10-01

    10/31/1966 5.32 -0.00560748 1966-11-01

    11/30/1966 4.96 -0.06766917 1966-12-01

    12/31/1966 4.72 -0.0483871 1967-01-01

    1/31/19674.56

    -0.033898311967-02-01

    2/28/1967 4.26 -0.06578947 1967-03-01

    3/31/1967 3.84 -0.09859155 1967-04-01

    4/30/1967 3.60 -0.0625 1967-05-01

    5/31/1967 3.54 -0.01666667 1967-06-01

    6/30/1967 4.21 0.189265537 1967-07-01

    7/31/1967 4.27 0.014251781 1967-08-01

    8/31/1967 4.42 0.035128806 1967-09-01

    9/30/1967 4.56 0.031674208 1967-10-01

    10/31/1967 4.73 0.037280702 1967-11-01

    11/30/1967 4.97 0.050739958 1967-12-01

    12/31/1967 5.00 0.006036217 1968-01-01

    1/31/1968 4.98 -0.004 1968-02-01

    2/29/1968 5.17 0.03815261 1968-03-01

    3/31/1968 5.38 0.040618956 1968-04-01

    4/30/1968 5.66 0.05204461 1968-05-01

    5/31/1968 5.52 -0.02473498 1968-06-01

    6/30/1968 5.31 -0.03804348 1968-07-01

    7/31/1968 5.09 -0.04143126 1968-08-01

    8/31/1968 5.19 0.019646365 1968-09-01

  • 7/29/2019 Financial Portfolio Allocation

    25/250

    9/30/1968 5.35 0.030828516 1968-10-01

    10/31/1968 5.45 0.018691589 1968-11-01

    11/30/1968 5.96 0.093577982 1968-12-01

    12/31/1968 6.14 0.030201342 1969-01-01

    1/31/1969 6.12 -0.00325733 1969-02-01

    2/28/1969 6.02 -0.01633987 1969-03-01

    3/31/19696.11

    0.0149501661969-04-01

    4/30/1969 6.04 -0.01145663 1969-05-01

    5/31/1969 6.44 0.066225166 1969-06-01

    6/30/1969 7.00 0.086956522 1969-07-01

    7/31/1969 6.98 -0.00285714 1969-08-01

    8/31/1969 7.09 0.015759312 1969-09-01

    9/30/1969 7.00 -0.01269394 1969-10-01

    10/31/1969 7.24 0.034285714 1969-11-01

    11/30/1969 7.82 0.080110497 1969-12-01

    12/31/1969 7.87 0.006393862 1970-01-01

    1/31/1970 7.13 -0.09402795 1970-02-01

    2/28/1970 6.63 -0.07012623 1970-03-01

    3/31/1970 6.51 -0.01809955 1970-04-01

    4/30/1970 6.84 0.050691244 1970-05-01

    5/31/1970 6.68 -0.02339181 1970-06-01

    6/30/1970 6.45 -0.03443114 1970-07-01

    7/31/1970 6.41 -0.00620155 1970-08-01

    8/31/1970 6.12 -0.04524181 1970-09-01

    9/30/1970 5.91 -0.03431373 1970-10-01

    10/31/1970 5.28 -0.10659898 1970-11-01

    11/30/1970 4.87 -0.07765152 1970-12-01

    12/31/19704.44

    -0.088295691971-01-01

    1/31/1971 3.70 -0.16666667 1971-02-01

    2/28/1971 3.38 -0.08648649 1971-03-01

    3/31/1971 3.86 0.142011834 1971-04-01

    4/30/1971 4.14 0.07253886 1971-05-01

    5/31/1971 4.75 0.147342995 1971-06-01

    6/30/1971 5.40 0.136842105 1971-07-01

    7/31/1971 4.94 -0.08518519 1971-08-01

    8/31/1971 4.69 -0.05060729 1971-09-01

    9/30/1971 4.46 -0.04904051 1971-10-01

    10/31/1971 4.22 -0.05381166 1971-11-01

    11/30/1971 4.01 -0.04976303 1971-12-01

    12/31/1971 3.38 -0.15710723 1972-01-01

    1/31/1972 3.20 -0.05325444 1972-02-01

    2/29/1972 3.73 0.165625 1972-03-01

    3/31/1972 3.71 -0.00536193 1972-04-01

    4/30/1972 3.69 -0.00539084 1972-05-01

    5/31/1972 3.91 0.059620596 1972-06-01

    6/30/1972 3.98 0.017902813 1972-07-01

    7/31/1972 4.02 0.010050251 1972-08-01

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    26/250

    8/31/1972 4.66 0.15920398 1972-09-01

    9/30/1972 4.74 0.017167382 1972-10-01

    10/31/1972 4.78 0.008438819 1972-11-01

    11/30/1972 5.07 0.060669456 1972-12-01

    12/31/1972 5.41 0.067061144 1973-01-01

    1/31/1973 5.60 0.035120148 1973-02-01

    2/28/19736.09

    0.08751973-03-01

    3/31/1973 6.26 0.027914614 1973-04-01

    4/30/1973 6.36 0.015974441 1973-05-01

    5/31/1973 7.19 0.130503145 1973-06-01

    6/30/1973 8.01 0.114047288 1973-07-01

    7/31/1973 8.67 0.082397004 1973-08-01

    8/31/1973 8.29 -0.0438293 1973-09-01

    9/30/1973 7.22 -0.12907117 1973-10-01

    10/31/1973 7.83 0.084487535 1973-11-01

    11/30/1973 7.45 -0.04853129 1973-12-01

    12/31/1973 7.77 0.04295302 1974-01-01

    1/31/1974 7.12 -0.08365508 1974-02-01

    2/28/1974 7.96 0.117977528 1974-03-01

    3/31/1974 8.33 0.046482412 1974-04-01

    4/30/1974 8.23 -0.0120048 1974-05-01

    5/31/1974 7.90 -0.04009721 1974-06-01

    6/30/1974 7.55 -0.0443038 1974-07-01

    7/31/1974 8.96 0.186754967 1974-08-01

    8/31/1974 8.06 -0.10044643 1974-09-01

    9/30/1974 7.46 -0.07444169 1974-10-01

    10/31/1974 7.47 0.001340483 1974-11-01

    11/30/19747.15

    -0.042838021974-12-01

    12/31/1974 6.26 -0.12447552 1975-01-01

    1/31/1975 5.50 -0.12140575 1975-02-01

    2/28/1975 5.49 -0.00181818 1975-03-01

    3/31/1975 5.61 0.021857923 1975-04-01

    4/30/1975 5.23 -0.06773619 1975-05-01

    5/31/1975 5.34 0.021032505 1975-06-01

    6/30/1975 6.13 0.147940075 1975-07-01

    7/31/1975 6.44 0.050570962 1975-08-01

    8/31/1975 6.42 -0.00310559 1975-09-01

    9/30/1975 5.96 -0.07165109 1975-10-01

    10/31/1975 5.48 -0.08053691 1975-11-01

    11/30/1975 5.44 -0.00729927 1975-12-01

    12/31/1975 4.87 -0.10477941 1976-01-01

    1/31/1976 4.88 0.002053388 1976-02-01

    2/29/1976 5.00 0.024590164 1976-03-01

    3/31/1976 4.86 -0.028 1976-04-01

    4/30/1976 5.20 0.069958848 1976-05-01

    5/31/1976 5.41 0.040384615 1976-06-01

    6/30/1976 5.23 -0.03327172 1976-07-01

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    27/250

    7/31/1976 5.14 -0.01720841 1976-08-01

    8/31/1976 5.08 -0.01167315 1976-09-01

    9/30/1976 4.92 -0.03149606 1976-10-01

    10/31/1976 4.75 -0.03455285 1976-11-01

    11/30/1976 4.35 -0.08421053 1976-12-01

    12/31/1976 4.62 0.062068966 1977-01-01

    1/31/19774.67

    0.0108225111977-02-01

    2/28/1977 4.60 -0.01498929 1977-03-01

    3/31/1977 4.54 -0.01304348 1977-04-01

    4/30/1977 4.96 0.092511013 1977-05-01

    5/31/1977 5.02 0.012096774 1977-06-01

    6/30/1977 5.19 0.033864542 1977-07-01

    7/31/1977 5.49 0.057803468 1977-08-01

    8/31/1977 5.81 0.058287796 1977-09-01

    9/30/1977 6.16 0.060240964 1977-10-01

    10/31/1977 6.10 -0.00974026 1977-11-01

    11/30/1977 6.07 -0.00491803 1977-12-01

    12/31/1977 6.44 0.060955519 1978-01-01

    1/31/1978 6.45 0.001552795 1978-02-01

    2/28/1978 6.29 -0.0248062 1978-03-01

    3/31/1978 6.29 0 1978-04-01

    4/30/1978 6.41 0.019077901 1978-05-01

    5/31/1978 6.73 0.049921997 1978-06-01

    6/30/1978 7.01 0.041604755 1978-07-01

    7/31/1978 7.08 0.009985735 1978-08-01

    8/31/1978 7.85 0.108757062 1978-09-01

    9/30/1978 7.99 0.017834395 1978-10-01

    10/31/19788.64

    0.081351691978-11-01

    11/30/1978 9.08 0.050925926 1978-12-01

    12/31/1978 9.35 0.029735683 1979-01-01

    1/31/1979 9.32 -0.00320856 1979-02-01

    2/28/1979 9.48 0.017167382 1979-03-01

    3/31/1979 9.46 -0.0021097 1979-04-01

    4/30/1979 9.61 0.015856237 1979-05-01

    5/31/1979 9.06 -0.05723205 1979-06-01

    6/30/1979 9.24 0.01986755 1979-07-01

    7/31/1979 9.52 0.03030303 1979-08-01

    8/31/1979 10.26 0.077731092 1979-09-01

    9/30/1979 11.70 0.140350877 1979-10-01

    10/31/1979 11.79 0.007692308 1979-11-01

    11/30/1979 12.04 0.021204411 1979-12-01

    12/31/1979 12.00 -0.00332226 1980-01-01

    1/31/1980 12.86 0.071666667 1980-02-01

    2/29/1980 15.20 0.181959565 1980-03-01

    3/31/1980 13.20 -0.13157895 1980-04-01

    4/30/1980 8.58 -0.35 1980-05-01

    5/31/1980 7.07 -0.17599068 1980-06-01

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    28/250

    6/30/1980 8.06 0.140028289 1980-07-01

    7/31/1980 9.13 0.132754342 1980-08-01

    8/31/1980 10.27 0.124863089 1980-09-01

    9/30/1980 11.62 0.131450828 1980-10-01

    10/31/1980 13.73 0.181583477 1980-11-01

    11/30/1980 15.49 0.128186453 1980-12-01

    12/31/198015.02

    -0.030342161981-01-01

    1/31/1981 14.79 -0.01531292 1981-02-01

    2/28/1981 13.36 -0.09668695 1981-03-01

    3/31/1981 13.69 0.024700599 1981-04-01

    4/30/1981 16.30 0.19065011 1981-05-01

    5/31/1981 14.73 -0.09631902 1981-06-01

    6/30/1981 14.95 0.014935506 1981-07-01

    7/31/1981 15.51 0.037458194 1981-08-01

    8/31/1981 14.70 -0.05222437 1981-09-01

    9/30/1981 13.54 -0.07891156 1981-10-01

    10/31/1981 10.86 -0.19793205 1981-11-01

    11/30/1981 10.85 -0.00092081 1981-12-01

    12/31/1981 12.28 0.131797235 1982-01-01

    1/31/1982 13.48 0.09771987 1982-02-01

    2/28/1982 12.68 -0.05934718 1982-03-01

    3/31/1982 12.70 0.001577287 1982-04-01

    4/30/1982 12.09 -0.0480315 1982-05-01

    5/31/1982 12.47 0.031430935 1982-06-01

    6/30/1982 11.35 -0.08981556 1982-07-01

    7/31/1982 8.68 -0.23524229 1982-08-01

    8/31/1982 7.92 -0.0875576 1982-09-01

    9/30/19827.71

    -0.026515151982-10-01

    10/31/1982 8.07 0.046692607 1982-11-01

    11/30/1982 7.94 -0.01610905 1982-12-01

    12/31/1982 7.86 -0.01007557 1983-01-01

    1/31/1983 8.11 0.031806616 1983-02-01

    2/28/1983 8.35 0.029593095 1983-03-01

    3/31/1983 8.21 -0.01676647 1983-04-01

    4/30/1983 8.19 -0.00243605 1983-05-01

    5/31/1983 8.79 0.073260073 1983-06-01

    6/30/1983 9.08 0.032992036 1983-07-01

    7/31/1983 9.34 0.028634361 1983-08-01

    8/31/1983 9.00 -0.03640257 1983-09-01

    9/30/1983 8.64 -0.04 1983-10-01

    10/31/1983 8.76 0.013888889 1983-11-01

    11/30/1983 9.00 0.02739726 1983-12-01

    12/31/1983 8.90 -0.01111111 1984-01-01

    1/31/1984 9.09 0.021348315 1984-02-01

    2/29/1984 9.52 0.04730473 1984-03-01

    3/31/1984 9.69 0.017857143 1984-04-01

    4/30/1984 9.83 0.014447884 1984-05-01

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    29/250

    5/31/1984 9.87 0.004069176 1984-06-01

    6/30/1984 10.12 0.025329281 1984-07-01

    7/31/1984 10.47 0.03458498 1984-08-01

    8/31/1984 10.37 -0.0095511 1984-09-01

    9/30/1984 9.74 -0.06075217 1984-10-01

    10/31/1984 8.61 -0.11601643 1984-11-01

    11/30/19848.06

    -0.063879211984-12-01

    12/31/1984 7.76 -0.03722084 1985-01-01

    1/31/1985 8.27 0.065721649 1985-02-01

    2/28/1985 8.52 0.030229746 1985-03-01

    3/31/1985 7.95 -0.06690141 1985-04-01

    4/30/1985 7.48 -0.0591195 1985-05-01

    5/31/1985 6.95 -0.07085561 1985-06-01

    6/30/1985 7.08 0.018705036 1985-07-01

    7/31/1985 7.14 0.008474576 1985-08-01

    8/31/1985 7.10 -0.00560224 1985-09-01

    9/30/1985 7.16 0.008450704 1985-10-01

    10/31/1985 7.24 0.011173184 1985-11-01

    11/30/1985 7.10 -0.01933702 1985-12-01

    12/31/1985 7.07 -0.00422535 1986-01-01

    1/31/1986 7.06 -0.00141443 1986-02-01

    2/28/1986 6.56 -0.07082153 1986-03-01

    3/31/1986 6.06 -0.07621951 1986-04-01

    4/30/1986 6.15 0.014851485 1986-05-01

    5/31/1986 6.21 0.009756098 1986-06-01

    6/30/1986 5.83 -0.06119163 1986-07-01

    7/31/1986 5.53 -0.05145798 1986-08-01

    8/31/19865.21

    -0.057866181986-09-01

    9/30/1986 5.18 -0.00575816 1986-10-01

    10/31/1986 5.35 0.032818533 1986-11-01

    11/30/1986 5.53 0.03364486 1986-12-01

    12/31/1986 5.43 -0.01808318 1987-01-01

    1/31/1987 5.59 0.02946593 1987-02-01

    2/28/1987 5.59 0 1987-03-01

    3/31/1987 5.64 0.008944544 1987-04-01

    4/30/1987 5.66 0.003546099 1987-05-01

    5/31/1987 5.67 0.001766784 1987-06-01

    6/30/1987 5.69 0.003527337 1987-07-01

    7/31/1987 6.04 0.061511424 1987-08-01

    8/31/1987 6.40 0.059602649 1987-09-01

    9/30/1987 6.13 -0.0421875 1987-10-01

    10/31/1987 5.69 -0.07177814 1987-11-01

    11/30/1987 5.77 0.014059754 1987-12-01

    12/31/1987 5.81 0.006932409 1988-01-01

    1/31/1988 5.66 -0.02581756 1988-02-01

    2/29/1988 5.70 0.007067138 1988-03-01

    3/31/1988 5.91 0.036842105 1988-04-01

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    30/250

    4/30/1988 6.26 0.059221658 1988-05-01

    5/31/1988 6.46 0.031948882 1988-06-01

    6/30/1988 6.73 0.041795666 1988-07-01

    7/31/1988 7.06 0.049034175 1988-08-01

    8/31/1988 7.24 0.025495751 1988-09-01

    9/30/1988 7.35 0.01519337 1988-10-01

    10/31/19887.76

    0.0557823131988-11-01

    11/30/1988 8.07 0.039948454 1988-12-01

    12/31/1988 8.27 0.024783147 1989-01-01

    1/31/1989 8.53 0.031438936 1989-02-01

    2/28/1989 8.82 0.033997655 1989-03-01

    3/31/1989 8.65 -0.01927438 1989-04-01

    4/30/1989 8.43 -0.02543353 1989-05-01

    5/31/1989 8.15 -0.03321471 1989-06-01

    6/30/1989 7.88 -0.03312883 1989-07-01

    7/31/1989 7.90 0.002538071 1989-08-01

    8/31/1989 7.75 -0.01898734 1989-09-01

    9/30/1989 7.64 -0.01419355 1989-10-01

    10/31/1989 7.69 0.006544503 1989-11-01

    11/30/1989 7.63 -0.00780234 1989-12-01

    12/31/1989 7.64 0.001310616 1990-01-01

    1/31/1990 7.74 0.013089005 1990-02-01

    2/28/1990 7.90 0.020671835 1990-03-01

    3/31/1990 7.77 -0.0164557 1990-04-01

    4/30/1990 7.74 -0.003861 1990-05-01

    5/31/1990 7.73 -0.00129199 1990-06-01

    6/30/1990 7.62 -0.01423027 1990-07-01

    7/31/19907.45

    -0.022309711990-08-01

    8/31/1990 7.36 -0.01208054 1990-09-01

    9/30/1990 7.17 -0.02581522 1990-10-01

    10/31/1990 7.06 -0.0153417 1990-11-01

    11/30/1990 6.74 -0.04532578 1990-12-01

    12/31/1990 6.22 -0.07715134 1991-01-01

    1/31/1991 5.94 -0.04501608 1991-02-01

    2/28/1991 5.91 -0.00505051 1991-03-01

    3/31/1991 5.65 -0.04399323 1991-04-01

    4/30/1991 5.46 -0.03362832 1991-05-01

    5/31/1991 5.57 0.02014652 1991-06-01

    6/30/1991 5.58 0.001795332 1991-07-01

    7/31/1991 5.33 -0.04480287 1991-08-01

    8/31/1991 5.22 -0.0206379 1991-09-01

    9/30/1991 4.99 -0.0440613 1991-10-01

    10/31/1991 4.56 -0.08617234 1991-11-01

    11/30/1991 4.07 -0.10745614 1991-12-01

    12/31/1991 3.80 -0.06633907 1992-01-01

    1/31/1992 3.84 0.010526316 1992-02-01

    2/29/1992 4.04 0.052083333 1992-03-01

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    31/250

    3/31/1992 3.75 -0.07178218 1992-04-01

    4/30/1992 3.63 -0.032 1992-05-01

    5/31/1992 3.66 0.008264463 1992-06-01

    6/30/1992 3.21 -0.12295082 1992-07-01

    7/31/1992 3.13 -0.02492212 1992-08-01

    8/31/1992 2.91 -0.07028754 1992-09-01

    9/30/19922.86

    -0.017182131992-10-01

    10/31/1992 3.13 0.094405594 1992-11-01

    11/30/1992 3.22 0.028753994 1992-12-01

    12/31/1992 3.00 -0.06832298 1993-01-01

    1/31/1993 2.93 -0.02333333 1993-02-01

    2/28/1993 2.95 0.006825939 1993-03-01

    3/31/1993 2.87 -0.02711864 1993-04-01

    4/30/1993 2.96 0.031358885 1993-05-01

    5/31/1993 3.07 0.037162162 1993-06-01

    6/30/1993 3.04 -0.00977199 1993-07-01

    7/31/1993 3.02 -0.00657895 1993-08-01

    8/31/1993 2.95 -0.02317881 1993-09-01

    9/30/1993 3.02 0.023728814 1993-10-01

    10/31/1993 3.10 0.026490066 1993-11-01

    11/30/1993 3.06 -0.01290323 1993-12-01

    12/31/1993 2.98 -0.02614379 1994-01-01

    1/31/1994 3.25 0.090604027 1994-02-01

    2/28/1994 3.50 0.076923077 1994-03-01

    3/31/1994 3.68 0.051428571 1994-04-01

    4/30/1994 4.14 0.125 1994-05-01

    5/31/1994 4.14 0 1994-06-01

    6/30/19944.33

    0.045893721994-07-01

    7/31/1994 4.48 0.034642032 1994-08-01

    8/31/1994 4.62 0.03125 1994-09-01

    9/30/1994 4.95 0.071428571 1994-10-01

    10/31/1994 5.29 0.068686869 1994-11-01

    11/30/1994 5.60 0.058601134 1994-12-01

    12/31/1994 5.71 0.019642857 1995-01-01

    1/31/1995 5.77 0.010507881 1995-02-01

    2/28/1995 5.73 -0.00693241 1995-03-01

    3/31/1995 5.65 -0.01396161 1995-04-01

    4/30/1995 5.67 0.003539823 1995-05-01

    5/31/1995 5.47 -0.03527337 1995-06-01

    6/30/1995 5.42 -0.00914077 1995-07-01

    7/31/1995 5.40 -0.00369004 1995-08-01

    8/31/1995 5.28 -0.02222222 1995-09-01

    9/30/1995 5.28 0 1995-10-01

    10/31/1995 5.36 0.015151515 1995-11-01

    11/30/1995 5.14 -0.04104478 1995-12-01

    12/31/1995 5.00 -0.02723735 1996-01-01

    1/31/1996 4.83 -0.034 1996-02-01

  • 7/29/2019 Financial Portfolio Allocation

    32/250

    2/29/1996 4.96 0.026915114 1996-03-01

    3/31/1996 4.95 -0.00201613 1996-04-01

    4/30/1996 5.02 0.014141414 1996-05-01

    5/31/1996 5.09 0.013944223 1996-06-01

    6/30/1996 5.15 0.011787819 1996-07-01

    7/31/1996 5.05 -0.01941748 1996-08-01

    8/31/19965.09

    0.0079207921996-09-01

    9/30/1996 4.99 -0.01964637 1996-10-01

    10/31/1996 5.03 0.008016032 1996-11-01

    11/30/1996 4.91 -0.02385686 1996-12-01

    12/31/1996 5.03 0.024439919 1997-01-01

    1/31/1997 5.01 -0.00397614 1997-02-01

    2/28/1997 5.14 0.025948104 1997-03-01

    3/31/1997 5.16 0.003891051 1997-04-01

    4/30/1997 5.05 -0.02131783 1997-05-01

    5/31/1997 4.93 -0.02376238 1997-06-01

    6/30/1997 5.05 0.024340771 1997-07-01

    7/31/1997 5.14 0.017821782 1997-08-01

    8/31/1997 4.95 -0.03696498 1997-09-01

    9/30/1997 4.97 0.004040404 1997-10-01

    10/31/1997 5.14 0.034205231 1997-11-01

    11/30/1997 5.16 0.003891051 1997-12-01

    12/31/1997 5.04 -0.02325581 1998-01-01

    1/31/1998 5.09 0.009920635 1998-02-01

    2/28/1998 5.03 -0.01178782 1998-03-01

    3/31/1998 4.95 -0.01590457 1998-04-01

    4/30/1998 5.00 0.01010101 1998-05-01

    5/31/19984.98

    -0.0041998-06-01

    6/30/1998 4.96 -0.00401606 1998-07-01

    7/31/1998 4.90 -0.01209677 1998-08-01

    8/31/1998 4.61 -0.05918367 1998-09-01

    9/30/1998 3.96 -0.14099783 1998-10-01

    10/31/1998 4.41 0.113636364 1998-11-01

    11/30/1998 4.39 -0.00453515 1998-12-01

    12/31/1998 4.34 -0.01138952 1999-01-01

    1/31/1999 4.44 0.023041475 1999-02-01

    2/28/1999 4.44 0 1999-03-01

    3/31/1999 4.29 -0.03378378 1999-04-01

    4/30/1999 4.50 0.048951049 1999-05-01

    5/31/1999 4.57 0.015555556 1999-06-01

    6/30/1999 4.55 -0.00437637 1999-07-01

    7/31/1999 4.72 0.037362637 1999-08-01

    8/31/1999 4.68 -0.00847458 1999-09-01

    9/30/1999 4.86 0.038461538 1999-10-01

    10/31/1999 5.07 0.043209877 1999-11-01

    11/30/1999 5.20 0.025641026 1999-12-01

    12/31/1999 5.32 0.023076923 2000-01-01

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    33/250

    1/31/2000 5.55 0.043233083 2000-02-01

    2/29/2000 5.69 0.025225225 2000-03-01

    3/31/2000 5.66 -0.00527241 2000-04-01

    4/30/2000 5.79 0.022968198 2000-05-01

    5/31/2000 5.69 -0.01727116 2000-06-01

    6/30/2000 5.96 0.04745167 2000-07-01

    7/31/20006.09

    0.0218120812000-08-01

    8/31/2000 6.00 -0.01477833 2000-09-01

    9/30/2000 6.11 0.018333333 2000-10-01

    10/31/2000 6.17 0.009819967 2000-11-01

    11/30/2000 5.77 -0.06482982 2000-12-01

    12/31/2000 5.15 -0.10745234 2001-01-01

    1/31/2001 4.88 -0.05242718 2001-02-01

    2/28/2001 4.42 -0.0942623 2001-03-01

    3/31/2001 3.87 -0.12443439 2001-04-01

    4/30/2001 3.62 -0.06459948 2001-05-01

    5/31/2001 3.49 -0.0359116 2001-06-01

    6/30/2001 3.51 0.005730659 2001-07-01

    7/31/2001 3.36 -0.04273504 2001-08-01

    8/31/2001 2.64 -0.21428571 2001-09-01

    9/30/2001 2.16 -0.18181818 2001-10-01

    10/31/2001 1.87 -0.13425926 2001-11-01

    11/30/2001 1.69 -0.09625668 2001-12-01

    12/31/2001 1.65 -0.02366864 2002-01-01

    1/31/2002 1.73 0.048484848 2002-02-01

    2/28/2002 1.79 0.034682081 2002-03-01

    3/31/2002 1.72 -0.03910615 2002-04-01

    4/30/20021.73

    0.0058139532002-05-01

    5/31/2002 1.70 -0.01734104 2002-06-01

    6/30/2002 1.68 -0.01176471 2002-07-01

    7/31/2002 1.62 -0.03571429 2002-08-01

    8/31/2002 1.63 0.00617284 2002-09-01

    9/30/2002 1.58 -0.03067485 2002-10-01

    10/31/2002 1.23 -0.22151899 2002-11-01

    11/30/2002 1.19 -0.03252033 2002-12-01

    12/31/2002 1.17 -0.01680672 2003-01-01

    1/31/2003 1.17 0 2003-02-01

    2/28/2003 1.13 -0.03418803 2003-03-01

    3/31/2003 1.13 0 2003-04-01

    4/30/2003 1.07 -0.05309735 2003-05-01

    5/31/2003 0.92 -0.14018692 2003-06-01

    6/30/2003 0.90 -0.02173913 2003-07-01

    7/31/2003 0.95 0.055555556 2003-08-01

    8/31/2003 0.94 -0.01052632 2003-09-01

    9/30/2003 0.92 -0.0212766 2003-10-01

    10/31/2003 0.93 0.010869565 2003-11-01

    11/30/2003 0.90 -0.03225806 2003-12-01

  • 7/29/2019 Financial Portfolio Allocation

    34/250

    12/31/2003 0.88 -0.02222222 2004-01-01

    1/31/2004 0.93 0.056818182 2004-02-01

    2/29/2004 0.94 0.010752688 2004-03-01

    3/31/2004 0.94 0 2004-04-01

    4/30/2004 1.02 0.085106383 2004-05-01

    5/31/2004 1.27 0.245098039 2004-06-01

    6/30/20041.33

    0.0472440942004-07-01

    7/31/2004 1.48 0.112781955 2004-08-01

    8/31/2004 1.65 0.114864865 2004-09-01

    9/30/2004 1.76 0.066666667 2004-10-01

    10/31/2004 2.07 0.176136364 2004-11-01

    11/30/2004 2.19 0.057971014 2004-12-01

    12/31/2004 2.33 0.063926941 2005-01-01

    1/31/2005 2.54 0.090128755 2005-02-01

    2/28/2005 2.74 0.078740157 2005-03-01

    3/31/2005 2.78 0.01459854 2005-04-01

    4/30/2005 2.84 0.021582734 2005-05-01

    5/31/2005 2.97 0.045774648 2005-06-01

    6/30/2005 3.22 0.084175084 2005-07-01

    7/31/2005 3.44 0.068322981 2005-08-01

    8/31/2005 3.42 -0.00581395 2005-09-01

    9/30/2005 3.71 0.084795322 2005-10-01

    10/31/2005 3.88 0.045822102 2005-11-01

    11/30/2005 3.89 0.00257732 2005-12-01

    12/31/2005 4.24 0.089974293 2006-01-01

    1/31/2006 4.43 0.044811321 2006-02-01

    2/28/2006 4.51 0.018058691 2006-03-01

    3/31/20064.60

    0.0199556542006-04-01

    4/30/2006 4.72 0.026086957 2006-05-01

    5/31/2006 4.79 0.014830508 2006-06-01

    6/30/2006 4.95 0.033402923 2006-07-01

    7/31/2006 4.96 0.002020202 2006-08-01

    8/31/2006 4.81 -0.03024194 2006-09-01

    9/30/2006 4.92 0.022869023 2006-10-01

    10/31/2006 4.94 0.004065041 2006-11-01

    11/30/2006 4.85 -0.01821862 2006-12-01

    12/31/2006 4.98 0.026804124 2007-01-01

    1/31/2007 5.03 0.010040161 2007-02-01

    2/28/2007 4.94 -0.01789264 2007-03-01

    3/31/2007 4.87 -0.01417004 2007-04-01

    4/30/2007 4.73 -0.02874743 2007-05-01

    5/31/2007 4.61 -0.02536998 2007-06-01

    6/30/2007 4.82 0.045553145 2007-07-01

    7/31/2007 4.20 -0.12863071 2007-08-01

    8/31/2007 3.89 -0.07380952 2007-09-01

    9/30/2007 3.90 0.002570694 2007-10-01

    10/31/2007 3.27 -0.16153846 2007-11-01

  • 7/29/2019 Financial Portfolio Allocation

    35/250

    11/30/2007 3.00 -0.08256881 2007-12-01

    12/31/2007 2.75 -0.08333333 2008-01-01

    1/31/2008 2.12 -0.22909091 2008-02-01

    2/29/2008 1.26 -0.40566038 2008-03-01

    3/31/2008 1.29 0.023809524 2008-04-01

    4/30/2008 1.73 0.341085271 2008-05-01

    5/31/20081.86

    0.0751445092008-06-01

    6/30/2008 1.63 -0.12365591 2008-07-01

    7/31/2008 1.72 0.055214724 2008-08-01

    8/31/2008 1.13 -0.34302326 2008-09-01

    9/30/2008 0.67 -0.40707965 2008-10-01

    10/31/2008 0.19 -0.71641791 2008-11-01

    11/30/2008 0.03 -0.84210526 2008-12-01

    12/31/2008 0.13 3.333333333 2009-01-01

    1/31/2009 0.30 1.307692308 2009-02-01

    2/28/2009 0.21 -0.3 2009-03-01

    3/31/2009 0.16 -0.23809524 2009-04-01

    4/30/2009 0.18 0.125 2009-05-01

    5/31/2009 0.18 0 2009-06-01

    6/30/2009 0.18 0 2009-07-01

    7/31/2009 0.17 -0.05555556 2009-08-01

    8/31/2009 0.12 -0.29411765 2009-09-01

    9/30/2009 0.07 -0.41666667 2009-10-01

    10/31/2009 0.05 -0.28571429 2009-11-01

    11/30/2009 0.05 0 2009-12-01

    12/31/2009 0.06 0.2 2010-01-01

    1/31/2010 0.11 0.833333333 2010-02-01

    2/28/20100.15

    0.3636363642010-03-01

    3/31/2010 0.16 0.066666667 2010-04-01

    4/30/2010 0.16 0 2010-05-01

    5/31/2010 0.12 -0.25 2010-06-01

    6/30/2010 0.16 0.333333333 2010-07-01

    7/31/2010 0.16 0 2010-08-01

    8/31/2010 0.15 -0.0625 2010-09-01

    9/30/2010 0.13 -0.13333333 2010-10-01

    10/31/2010 0.14 0.076923077 2010-11-01

    11/30/2010 0.14 0 2010-12-01

    12/31/2010 0.15 0.071428571 2011-01-01

    1/31/2011 0.13 -0.13333333 2011-02-01

    2/28/2011 0.10 -0.23076923 2011-03-01

    3/31/2011 0.06 -0.4 2011-04-01

    4/30/2011 0.04 -0.33333333 2011-05-01

    5/31/2011 0.04 0 2011-06-01

    6/30/2011 0.04 0 2011-07-01

    7/31/2011 0.02 -0.5 2011-08-01

    8/31/2011 0.01 -0.5 2011-09-01

    9/30/2011 0.02 1 2011-10-01

  • 7/29/2019 Financial Portfolio Allocation

    36/250

    10/31/2011 0.01 -0.5 2011-11-01

    11/30/2011 0.01 0 2011-12-01

    12/31/2011 0.03 2 2012-01-01

    1/31/2012 0.09 2 2012-02-01

    2/29/2012 0.08 -0.11111111 2012-03-01

    3/31/2012 0.08 0 2012-04-01

    4/30/20120.09

    0.1252012-05-01

    5/31/2012 0.09 0 2012-06-01

    6/30/2012 0.10 0.111111111 2012-07-01

    7/31/2012 0.10 0 2012-08-01

    8/31/2012 0.11 0.1 2012-09-01

    9/30/2012 0.10 -0.09090909 2012-10-01

    10/31/2012 0.09 -0.1 2012-11-01

  • 7/29/2019 Financial Portfolio Allocation

    37/250

    2012-11-01

    1 PM CST

    siness Days, Discount Basis

  • 7/29/2019 Financial Portfolio Allocation

    38/250

    Disney Walt Co.

    Date DIS PRC DIS RET DIS RETX DIS DIV Yield DIS DIV DIS Adj Close

    11/29/1957 13.625

    12/31/1957 13.875 0.025688 0.018349 0.007339 0.0999939

    1/31/1958 16.25 0.171171 0.171171 0 0

    2/28/1958 16.75 0.030769 0.030769 0 03/31/1958 19.75 0.185075 0.179105 0.00597 0.0999975

    4/30/1958 19.75 0 0 0 0

    5/29/1958 24.5 0.240506 0.240506 0 0

    6/30/1958 24.5 0.004082 0 0.004082 0.100009

    7/31/1958 27 0.102041 0.102041 0 0

    8/29/1958 31.375 0.162037 0.162037 0 0

    9/30/1958 35 0.118725 0.115538 0.003187 0.0999921

    10/31/1958 38 0.085714 0.085714 0 0

    11/28/1958 37.25 0.012303 0.009671 0.002632 0.100016

    12/31/1958 42.75 0.147651 0.147651 0 0

    1/30/1959 49.5 0.157895 0.157895 0 02/27/1959 49.25 -0.005051 -0.005051 0 0

    3/31/1959 58 0.179695 0.177665 0.00203 0.0999775

    4/30/1959 57.25 -0.012931 -0.012931 0 0

    5/29/1959 48.875 -0.146288 -0.146288 0 0

    6/30/1959 45.5 -0.067008 -0.069054 0.002046 0.0999983

    7/31/1959 40.5 -0.10989 -0.10989 0 0

    8/31/1959 37.25 -0.080247 -0.080247 0 0

    9/30/1959 40.5 0.089933 0.087248 0.002685 0.1000163

    10/30/1959 38.875 -0.040123 -0.040123 0 0

    11/30/1959 41 0.088875 0.086302 0.002573 0.100025412/31/1959 48.625 0.185976 0.185976 0 0

    1/29/1960 37.875 -0.22108 -0.22108 0 0

    2/29/1960 36.625 -0.033003 -0.033003 0 0

    3/31/1960 35.5 -0.027986 -0.030717 0.002731 0.1000229

    4/29/1960 33.5 -0.056338 -0.056338 0 0

    5/31/1960 29.5 -0.119403 -0.119403 0 0

    6/30/1960 33 0.122034 0.118644 0.00339 0.100005

    7/29/1960 29 -0.121212 -0.121212 0 0

    8/31/1960 30.75 0.060345 0.060345 0 0

    9/30/1960 26.5 - 0.134959 -0.138211 0.003252 0.099999

    10/31/1960 21.625 -0.183962 -0.183962 0 011/30/1960 26.75 0.236994 0.236994 0 0

    12/30/1960 28.5 0.069159 0.065421 0.003738 0.0999915

    1/31/1961 34 0.192983 0.192983 0 0

    2/28/1961 38.625 0.136029 0.136029 0 0

    3/30/1961 40.875 0.060841 0.058252 0.002589 0.1000001

    4/28/1961 42.125 0.030581 0.030581 0 0

    5/31/1961 41.25 -0.020772 -0.020772 0 0

    6/30/1961 37 -0.100606 -0.10303 0.002424 0.09999

  • 7/29/2019 Financial Portfolio Allocation

    39/250

    7/31/1961 39.75 0.074324 0.074324 0 0

    8/31/1961 38.5 -0.031447 -0.031447 0 0

    9/29/1961 35 -0.088312 -0.090909 0.002597 0.0999845

    10/31/1961 35 0 0 0 0

    11/30/1961 38.875 0.110714 0.110714 0 0

    12/29/1961 37 -0.017106 -0.019678 0.002572 0.0999865

    1/31/1962 37.5 0.013514 0.013514 0 02/28/1962 37.375 -0.003333 -0.003333 0 0

    3/30/1962 37.375 0.002676 0 0.002676 0.1000155

    4/30/1962 34.375 -0.080268 -0.080268 0 0

    5/31/1962 32 -0.069091 -0.069091 0 0

    6/29/1962 26.75 -0.160938 -0.164063 0.003125 0.1

    7/31/1962 27.5 0.028037 0.028037 0 0

    8/31/1962 31.25 0.136364 0.136364 0 0

    9/28/1962 25.625 -0.1768 -0.18 0.0032 0.1

    10/31/1962 24 -0.063415 -0.063415 0 0

    11/30/1962 28.625 0.192708 0.192708 0 0

    12/31/1962 28.125 0.015502 0.012009 0.003493 0.09998711/31/1963 31.5 0.12 0.12 0 0

    2/28/1963 33.75 0.071429 0.071429 0 0

    3/29/1963 33.875 0.006667 0.003704 0.002963 0.1000013

    4/30/1963 33.5 -0.01107 -0.01107 0 0

    5/31/1963 35 0.044776 0.044776 0 0

    6/28/1963 37.75 0.081429 0.078571 0.002858 0.10003

    7/31/1963 39.5 0.046358 0.046358 0 0

    8/30/1963 44.75 0.132911 0.132911 0 0

    9/30/1963 41.875 -0.062011 -0.064246 0.002235 0.1000163

    10/31/1963 43 0.026866 0.026866 0 011/29/1963 42.5 -0.011628 -0.011628 0 0

    12/31/1963 39.5 -0.040353 -0.042706 0.002353 0.1000025

    1/31/1964 39.125 -0.009494 -0.009494 0 0

    2/28/1964 40.25 0.028754 0.028754 0 0

    3/31/1964 43.75 0.089441 0.086957 0.002484 0.099981

    4/30/1964 44.625 0.02 0.02 0 0

    5/28/1964 42.375 -0.05042 -0.05042 0 0

    6/30/1964 39.25 - 0.071386 -0.073746 0.00236 0.100005

    7/31/1964 41.25 0.050955 0.050955 0 0

    8/31/1964 42 0.018182 0.018182 0 0

    9/30/1964 46.5 0.109524 0.107143 0.002381 0.10000210/30/1964 48.25 0.037634 0.037634 0 0

    11/30/1964 44.875 -0.039974 -0.042047 0.002073 0.1000223

    12/31/1964 45.5 0.013928 0.013928 0 0

    1/29/1965 48.5 0.065934 0.065934 0 0

    2/26/1965 55 0.134021 0.134021 0 0

    3/31/1965 53.75 - 0.020909 -0.022727 0.001818 0.09999

    4/30/1965 55 0.023256 0.023256 0 0

    5/28/1965 56.5 0.027273 0.027273 0 0

  • 7/29/2019 Financial Portfolio Allocation

    40/250

    6/30/1965 47.75 - 0.153097 -0.154867 0.00177 0.100005

    7/30/1965 51.25 0.073298 0.073298 0 0

    8/31/1965 49 -0.043902 -0.043902 0 0

    9/30/1965 50 0.022449 0.020408 0.002041 0.100009

    10/29/1965 52.875 0.0575 0.0575 0 0

    11/30/1965 51.625 0.007541 0.00565 0.001891 0.0999866

    12/31/1965 59.25 0.1477 0.1477 0 01/31/1966 60.25 0.016878 0.016878 0 0

    2/28/1966 55 -0.087137 -0.087137 0 0

    3/31/1966 53 -0.034545 -0.036364 0.001819 0.100045

    4/29/1966 57.125 0.07783 0.07783 0 0

    5/31/1966 51.25 -0.102845 -0.102845 0 0

    6/30/1966 53.25 0.040976 0.039024 0.001952 0.10004

    7/29/1966 52.375 -0.016432 -0.016432 0 0

    8/31/1966 43.25 -0.174224 -0.174224 0 0

    9/30/1966 45 0.042775 0.040462 0.002313 0.1000373

    10/31/1966 54 0.2 0.2 0 0

    11/30/1966 64.75 0.236898 0.235046 0.001852 0.10000812/30/1966 79.25 0.223938 0.223938 0 0

    1/31/1967 88 0.11041 0.11041 0 0

    2/28/1967 83.125 -0.055398 -0.055398 0 0

    3/31/1967 88 0.05985 0.058647 0.001203 0.0999994

    4/28/1967 97.875 0.112216 0.112216 0 0

    5/31/1967 94 -0.039591 -0.039591 0 0

    6/30/1967 99.5 0.059574 0.058511 0.001063 0.099922

    7/31/1967 81 -0.18593 -0.18593 0 0

    8/31/1967 92.5 0.141975 0.141975 0 0

    9/29/1967 100 0.082162 0.081081 0.001081 0.099992510/31/1967 110.25 0.1025 0.1025 0 0

    11/30/1967 61.875 0.122449 0.122449 0 0

    12/29/1967 55.25 -0.079071 -0.080283 0.001212 0.0749925

    1/31/1968 56.75 0.027149 0.027149 0 0

    2/29/1968 46.75 -0.176211 -0.176211 0 0

    3/29/1968 41.875 -0.102674 -0.104278 0.001604 0.074987

    4/30/1968 55 0.313433 0.313433 0 0

    5/31/1968 65.5 0.190909 0.190909 0 0

    6/28/1968 63 -0.037023 -0.038168 0.001145 0.0749975

    7/30/1968 63 0 0 0 0

    8/30/1968 71.75 0.138889 0.138889 0 09/30/1968 74 0.032404 0.031359 0.001045 0.0749788

    10/31/1968 76 0.027027 0.027027 0 0

    11/29/1968 79.5 0.067961 0.066974 0.000987 0.075012

    12/31/1968 85 0.069182 0.069182 0 0

    1/31/1969 83.75 -0.014706 -0.014706 0 0

    2/28/1969 74.875 -0.10597 -0.10597 0 0

    3/28/1969 79.5 0.062771 0.06177 0.001001 0.0749499

    4/30/1969 82.75 0.040881 0.040881 0 0

  • 7/29/2019 Financial Portfolio Allocation

    41/250

    5/29/1969 80.25 -0.030211 -0.030211 0 0

    6/30/1969 75 -0.064486 -0.065421 0.000935 0.0750338

    7/31/1969 75.75 0.01 0.01 0 0

    8/29/1969 84.5 0.115512 0.115512 0 0

    9/30/1969 96 0.136982 0.136095 0.000887 0.0749515

    10/31/1969 112.5 0.171875 0.171875 0 0

    11/28/1969 124 0.124933 0.124267 0.000666 0.07492512/31/1969 134 0.080645 0.080645 0 0

    1/30/1970 141.75 0.057836 0.057836 0 0

    2/27/1970 147.625 0.041446 0.041446 0 0

    3/31/1970 147.5 -0.000339 -0.000847 0.000508 0.0749935

    4/30/1970 129 -0.125424 -0.125424 0 0

    5/29/1970 116 -0.100775 -0.100775 0 0

    6/30/1970 117.375 0.0125 0.011853 0.000647 0.075052

    7/31/1970 102.75 -0.124601 -0.124601 0 0

    8/31/1970 104.5 0.017762 0.017032 0.00073 0.0750075

    9/30/1970 117.875 0.12799 0.12799 0 0

    10/30/1970 120.5 0.022269 0.022269 0 011/30/1970 150 0.270332 0.26971 0.000622 0.074951

    12/31/1970 141.375 -0.0575 -0.0575 0 0

    1/29/1971 158.875 0.123784 0.123784 0 0

    2/26/1971 177.75 0.118804 0.118804 0 0

    3/31/1971 101 0.13699 0.136428 0.000562 0.0998955

    4/30/1971 113 0.118812 0.118812 0 0

    5/28/1971 121.375 0.074115 0.074115 0 0

    6/30/1971 114 -0.06035 -0.060762 0.000412 0.0500065

    7/30/1971 101.875 -0.10636 -0.10636 0 0

    8/31/1971 114.5 0.123926 0.123926 0 09/30/1971 108.375 -0.053057 -0.053493 0.000436 0.049922

    10/29/1971 108.125 -0.002307 -0.002307 0 0

    11/30/1971 116.75 0.101827 0.101364 0.000463 0.0500619

    12/31/1971 137.5 0.17773 0.17773 0 0

    1/31/1972 158.5 0.152727 0.152727 0 0

    2/29/1972 166.75 0.05205 0.05205 0 0

    3/30/1972 159 -0.046177 -0.046477 0.0003 0.050025

    4/28/1972 167 0.050314 0.050314 0 0

    5/31/1972 185.25 0.109281 0.109281 0 0

    6/30/1972 186.5 0.007018 0.006748 0.00027 0.0500175

    7/31/1972 190.375 0.020777 0.020777 0 08/31/1972 187.75 -0.013789 -0.013789 0 0

    9/29/1972 178.25 -0.050333 -0.050599 0.000266 0.0499415

    10/31/1972 194.25 0.089762 0.089762 0 0

    11/30/1972 199 0.024762 0.024453 0.000309 0.0600233

    12/29/1972 236.75 0.189699 0.189699 0 0

    1/31/1973 106.625 0 0 0 0

    2/28/1973 96 0 0 0 0

    3/30/1973 93.5 -0.026042 -0.026042 0 0

  • 7/29/2019 Financial Portfolio Allocation

    42/250

    4/30/1973 88.75 -0.050802 -0.050802 0 0

    5/31/1973 88.625 -0.001408 -0.001408 0 0

    6/29/1973 76.75 -0.133653 -0.133992 0.000339 0.0300439

    7/31/1973 88.5 0.153095 0.153095 0 0

    8/31/1973 85.75 -0.031073 -0.031073 0 0

    9/28/1973 79.125 -0.07691 -0.077259 0.000349 0.0299267

    10/31/1973 70.875 -0.104265 -0.104265 0 011/30/1973 44 -0.366349 -0.366773 0.000424 0.030051

    12/31/1973 47.25 0.073864 0.073864 0 0

    1/31/1974 44.75 -0.05291 -0.05291 0 0

    2/28/1974 44.75 0 0 0 0

    3/29/1974 49 0.095642 0.094972 0.00067 0.0299825

    4/30/1974 43.75 -0.107143 -0.107143 0 0

    5/31/1974 44.625 0.02 0.02 0 0

    6/28/1974 43.25 -0.03014 -0.030812 0.000672 0.029988

    7/31/1974 36 -0.16763 -0.16763 0 0

    8/30/1974 34.125 -0.052083 -0.052083 0 0

    9/30/1974 21.625 -0.365421 -0.3663 0.000879 0.029995910/31/1974 23.375 0.080925 0.080925 0 0

    11/29/1974 22.125 -0.033262 -0.034545 0.001283 0.0299901

    12/31/1974 21.375 -0.033898 -0.033898 0 0

    1/31/1975 30.25 0.415205 0.415205 0 0

    2/28/1975 39.5 0.305785 0.305785 0 0

    3/31/1975 45.5 0.152658 0.151899 0.000759 0.0299805

    4/30/1975 48.375 0.063187 0.063187 0 0

    5/30/1975 52.75 0.090439 0.090439 0 0

    6/30/1975 50.5 -0.042085 -0.042654 0.000569 0.0300148

    7/31/1975 46 -0.089109 -0.089109 0 08/29/1975 44.5 -0.032609 -0.032609 0 0

    9/30/1975 44.125 -0.007753 -0.008427 0.000674 0.029993

    10/31/1975 48.75 0.104816 0.104816 0 0

    11/28/1975 51.625 0.058974 0.058974 0 0

    12/31/1975 49.875 -0.004334 -0.004915 0.000581 0.0299941

    1/30/1976 59.5 0.192983 0.192983 0 0

    2/27/1976 59.875 0.006807 0.006303 0.000504 0.029988

    3/31/1976 60.75 0.014614 0.014614 0 0

    4/30/1976 54.25 -0.106996 -0.106996 0 0

    5/28/1976 53.625 -0.011521 -0.011521 0 0

    6/30/1976 56.625 0.056504 0.055944 0.00056 0.030037/30/1976 49.5 -0.125828 -0.125828 0 0

    8/31/1976 49.25 -0.005051 -0.005051 0 0

    9/30/1976 47.875 -0.02731 -0.027919 0.000609 0.0299932

    10/29/1976 46.25 -0.033943 -0.033943 0 0

    11/30/1976 43 -0.07027 -0.07027 0 0

    12/31/1976 47.25 0.1325 0.131802 0.000698 0.030014

    1/31/1977 41.25 -0.126984 -0.126984 0 0

    2/28/1977 38 -0.077818 -0.078788 0.00097 0.0400125

  • 7/29/2019 Financial Portfolio Allocation

    43/250

    3/31/1977 34.75 -0.085526 -0.085526 0 0

    4/29/1977 35 0.007194 0.007194 0 0

    5/31/1977 32.25 -0.078571 -0.078571 0 0

    6/30/1977 36.875 0.144651 0.143411 0.00124 0.03999

    7/29/1977 37.125 0.00678 0.00678 0 0

    8/31/1977 40.375 0.087542 0.087542 0 0

    9/30/1977 39.5 -0.020681 -0.021672 0.000991 0.040011610/31/1977 36.25 -0.082278 -0.082278 0 0

    11/30/1977 42.75 0.17931 0.17931 0 0

    12/30/1977 40 -0.048421 -0.050292 0.001871 0.0799853

    1/31/1978 33.125 -0.171875 -0.171875 0 0

    2/28/1978 32.375 -0.022642 -0.022642 0 0

    3/31/1978 32.375 0.002471 0 0.002471 0.0799986

    4/28/1978 38.625 0.19305 0.19305 0 0

    5/31/1978 41.375 0.071197 0.071197 0 0

    6/30/1978 40 -0.031299 -0.033233 0.001934 0.0800192

    7/31/1978 42.25 0.05625 0.05625 0 0

    8/31/1978 43 0.017751 0.017751 0 09/29/1978 42.625 -0.00686 -0.008721 0.001861 0.080023

    10/31/1978 36.125 -0.152493 -0.152493 0 0

    11/30/1978 38 0.051903 0.051903 0 0

    12/29/1978 40.125 0.059079 0.055921 0.003158 0.120004

    1/31/1979 41.375 0.031153 0.031153 0 0

    2/28/1979 37.125 -0.102719 -0.102719 0 0

    3/30/1979 39.25 0.060471 0.057239 0.003232 0.119988

    4/30/1979 37.75 -0.038217 -0.038217 0 0

    5/31/1979 34.25 -0.092715 -0.092715 0 0

    6/29/1979 33.75 -0.011095 -0.014599 0.003504 0.1200127/31/1979 39.375 0.166667 0.166667 0 0

    8/31/1979 40 0.015873 0.015873 0 0

    9/28/1979 40.25 0.00625 0.00625 0 0

    10/31/1979 37.125 -0.074658 -0.07764 0.002982 0.1200255

    11/30/1979 39.5 0.063973 0.063973 0 0

    12/31/1979 44.875 0.140633 0.136076 0.004557 0.1800015

    1/31/1980 46.625 0.038997 0.038997 0 0

    2/29/1980 43.375 -0.069705 -0.069705 0 0

    3/31/1980 44.5 0.030086 0.025937 0.004149 0.1799629

    4/30/1980 47 0.05618 0.05618 0 0

    5/30/1980 50.125 0.066489 0.066489 0 06/30/1980 48 -0.038803 -0.042394 0.003591 0.1799989

    7/31/1980 53 0.104167 0.104167 0 0

    8/29/1980 49.875 -0.058962 -0.058962 0 0

    9/30/1980 47.25 -0.049023 -0.052632 0.003609 0.1799989

    10/31/1980 42.375 -0.103175 -0.103175 0 0

    11/28/1980 50.75 0.19764 0.19764 0 0

    12/31/1980 51.25 0.014778 0.009852 0.004926 0.2499945

    1/30/1981 52.25 0.019512 0.019512 0 0

  • 7/29/2019 Financial Portfolio Allocation

    44/250

    2/27/1981 59.625 0.141148 0.141148 0 0

    3/31/1981 61.125 0.02935 0.025157 0.004193 0.2500076

    4/30/1981 58.375 -0.04499 -0.04499 0 0

    5/29/1981 60.375 0.034261 0.034261 0 0

    6/30/1981 63.375 0.05383 0.049689 0.004141 0.2500129

    7/31/1981 53.75 -0.151874 -0.151874 0 0

    8/31/1981 51.75 -0.037209 -0.037209 0 09/30/1981 46.75 -0.091787 -0.096618 0.004831 0.2500043

    10/30/1981 52.5 0.122995 0.122995 0 0

    11/30/1981 54.5 0.038095 0.038095 0 0

    12/31/1981 52.25 -0.03578 -0.041284 0.005504 0.299968

    1/29/1982 50 -0.043062 -0.043062 0 0

    2/26/1982 51.375 0.0275 0.0275 0 0

    3/31/1982 53 0.03747 0.03163 0.00584 0.30003

    4/30/1982 57.125 0.07783 0.07783 0 0

    5/28/1982 57.25 0.002188 0.002188 0 0

    6/30/1982 58.75 0.031441 0.026201 0.00524