< Asset Allocation
Asset Allocation

I am trying to make a comprehensive list of based on a 20 to 50 year data set in regard to a 5, 10, & 20 year time period for the following Asset Class which use a Bottom-Up Market Segment approach will entail their Average Annual Rate of Return, Standard Deviation, Average Beta, and a corresponding Indices that go with it. This page is geared towards the U.S. Economy.


Cash-Equivalents

Type Maturity Default Risk Average Rate of Return Average Standard Deviation Average Beta Indices
Blank Blank Blank 5yr 10yr 20yr 5yr 10yr 20yr 5yr 10yr 20yr Blank
Treasury Bill 4-Week Bill None
Treasury Bill 13-Week Bill None
Treasury Bill 26-Week Bill None
Treasury Notes 2 years None
Treasury Notes 3 years None
Treasury Notes 5 years None
Treasury Notes 10 years None
TIPS 5 years None
TIPS 10 years None
TIPS 20 years None

Fixed Income

Corporate Bonds

Type Maturity Default Risk Average Rate of Return Average Standard Deviation Average Beta Indices
Blank Blank Blank 5yr 10yr 20yr 5yr 10yr 20yr 5yr 10yr 20yr Blank
Corporate Short Term Aaa/AAA
Corporate Short Term Aa/AA
Corporate Short Term A/A
Corporate Short Term Baa/BBB
Corporate Inter-Med Term >10 Aaa/AAA
Corporate Inter-Med Term >10 Aa/AA
Corporate Inter-Med Term >10 A/A
Corporate Inter-Med Term >10 Baa/BBB
Corporate Long Term 10< Aaa/AAA
Corporate Long Term 10< Aa/AA
Corporate Long Term 10< A/A
Corporate Long Term 10< Baa/BBB

Equities

Stocks

Large-cap: market cap exceeds US$5 billion Mid-cap: market cap between US$1 billion and US$5 billion Small-cap: market cap below US$1 billion Micro-cap: market cap under US$100 million

I would further categorize the stocks into Value & Growth, but the decision to allocate these investments are very subjective, and in regard to a mutual fund the decision ultimately rests with the mutual fund manager to determine. Also common among mutual funds what is considered to be large-cap growth can actally have an allocation of 40% small-cap value and 60% large-cap growth and still be considered "Large-Cap Growth" thus defining and analyzing would succumb to an individual selection basis, which the investor can do by himself.

Domestic Corporate Stocks

Type Market-Cap Average Rate of Return Average Standard Deviation Average Beta Indices
Blank Blank 5yr 10yr 20yr 5yr 10yr 20yr 5yr 10yr 20yr Blank
Domestic Large-Cap
Domestic Mid-Cap
Domestic Small-Cap
Domestic Micro-Cap
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