Run a five-asset fund at a 10% volatility target for 36 months; the risk model only learns from months already played.
Keep realised volatility near 10% for three years without big drawdowns or heavy trading.
Month 0/36 · 36 months left
Risk share by asset
| ρ | EQ | EM | GOV | CRD | GOLD |
|---|---|---|---|---|---|
| EQ | 1.00 | 0.75 | -0.20 | 0.55 | 0.05 |
| EM | 0.75 | 1.00 | -0.10 | 0.55 | 0.15 |
| GOV | -0.20 | -0.10 | 1.00 | 0.30 | 0.20 |
| CRD | 0.55 | 0.55 | 0.30 | 1.00 | 0.10 |
| GOLD | 0.05 | 0.15 | 0.20 | 0.10 | 1.00 |
Today's estimates; tint shows the change against the calm market (blue up, red down).
| Asset | Weight | Value | Month | Since M0 | Vol now / long run | Risk share |
|---|---|---|---|---|---|---|
| Global equity | 55.0% | $55,000,000 | 0.0% | 0.0% | 16.0% / 16.0% | 65% |
| EM equity | 20.0% | $20,000,000 | 0.0% | 0.0% | 22.0% / 22.0% | 30% |
| Government bonds | 10.0% | $10,000,000 | 0.0% | 0.0% | 6.0% / 6.0% | 0% |
| Credit | 10.0% | $10,000,000 | 0.0% | 0.0% | 8.0% / 8.0% | 4% |
| Gold | 5.0% | $5,000,000 | 0.0% | 0.0% | 15.0% / 15.0% | 1% |
| Cash | 0.0% | $0 | 0.0% | 0.0% | — | — |
Cash0.0%
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