Partner s healthcare
Asset Class
S.D.
Expected Return
Weight
Asset Class Contribution
Sharp ratio
US Equity
15.21%
12.94%
24.32%
3.15%
Foreign Equity
14.44%
12.42%
30.87%
3.83%
Bonds
11.10%
5.40%
10.83%
0.58%
REITs
13.54%
9.44%
9.91%
0.94%
Commodities
18.43%
10.05%
24.07%
2.42%
Total
100.00%
10.92%
0.815960738
Portfolio Mean Return
10.92%
Portoflio Variance
0.90%
Portfolio S.D
9.46%
Calculation of Covariance (Do Not Alter Formula)
Correlation Matrix
US Equity
Foreign Equity
Bonds
REITs
Commodities
US Equity
1
0.62
0.25
0.56
-0.02
Foreign Equity
0.62
1
0.06
0.4
0.01
Bonds
0.25
0.06
1
0.16
-0.07
REITs
0.56
0.4
0.16
1
-0.01
Commodities
-0.02
0.01
-0.07
-0.01
1
Covariance Matrix
US Equity
Foreign Equity
Bonds
REITs
Commodities
US Equity
0.0231
0.0136
0.0042
0.0115
-0.0006
Foreign Equity
0.0136
0.0209
0.0010
0.0078
0.0003
Bonds
0.0042
0.0010
0.0123
0.0024
-0.0014
REITs
0.0115
0.0078
0.0024
0.0183
-0.0002
Commodities
-0.0006
0.0003
-0.0014
-0.0002
0.0340
With Weights
US Equity
Foreign Equity
Bonds
REITs
Commodities
24%
31%
11%
10%
24%
24%
0.001368
0.001022
0.000111
0.000278
-0.000033
31%
0.001022
0.001987
0.000032
0.000239
0.000020
11%
0.000111
0.000032
0.000144
0.000026
-0.000037
10%
0.000278
0.000239
0.000026
0.000180
-0.000006
24%
-0.000033
0.000020
-0.000037
-0.000006
0.001969
Total
0.002747
0.003300
0.000276
0.000717
0.001912
S.D.
Expected Return
Weight
Asset Class Contribution
Sharp ratio
US Equity
15.21%
12.94%
24.32%
3.15%
Foreign Equity
14.44%
12.42%
30.87%
3.83%
Bonds
11.10%
5.40%
10.83%
0.58%
REITs
13.54%
9.44%
9.91%
0.94%
Commodities
18.43%
10.05%
24.07%
2.42%
Total
100.00%
10.92%
0.815960738
Portfolio Mean Return
10.92%
Portoflio Variance
0.90%
Portfolio S.D
9.46%
Calculation of Covariance (Do Not Alter Formula)
Correlation Matrix
US Equity
Foreign Equity
Bonds
REITs
Commodities
US Equity
1
0.62
0.25
0.56
-0.02
Foreign Equity
0.62
1
0.06
0.4
0.01
Bonds
0.25
0.06
1
0.16
-0.07
REITs
0.56
0.4
0.16
1
-0.01
Commodities
-0.02
0.01
-0.07
-0.01
1
Covariance Matrix
US Equity
Foreign Equity
Bonds
REITs
Commodities
US Equity
0.0231
0.0136
0.0042
0.0115
-0.0006
Foreign Equity
0.0136
0.0209
0.0010
0.0078
0.0003
Bonds
0.0042
0.0010
0.0123
0.0024
-0.0014
REITs
0.0115
0.0078
0.0024
0.0183
-0.0002
Commodities
-0.0006
0.0003
-0.0014
-0.0002
0.0340
With Weights
US Equity
Foreign Equity
Bonds
REITs
Commodities
24%
31%
11%
10%
24%
24%
0.001368
0.001022
0.000111
0.000278
-0.000033
31%
0.001022
0.001987
0.000032
0.000239
0.000020
11%
0.000111
0.000032
0.000144
0.000026
-0.000037
10%
0.000278
0.000239
0.000026
0.000180
-0.000006
24%
-0.000033
0.000020
-0.000037
-0.000006
0.001969
Total
0.002747
0.003300
0.000276
0.000717
0.001912