Workshop Draft.pdf


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Assets/Portfolios Types
Cash
ST Fixed Income∗
Fixed Income
CDN Equities∗∗
CDN Small Cap Equities
US Equities
US Small Cap Equities
International Equities
Emerging Markets
Real Estate

All Y†

Return on Assets (%)
Standard Deviation (%)
Sharpe Ratio

ST = Short-Term

Y= Income

G= Growth
∗∗
CDN = Canadian

3.81
4.46
0.10

25%
75%

Y

20%
25%
30%
6%
0%
9%
0%
5%
0%
5%
5.67
5.45
0.42

Y & G‡

Balanced

G&Y

G

15%
16%
29%
8%
3%
10%
7%
7%
0%
5%
6.46
7.06
0.44

5%
20%
25%
10%
5%
10%
8%
7%
5%
5%
7.10
8.67
0.43

5%
15%
15%
11%
7%
12%
10%
10%
10%
5%
7.79
10.97
0.40

5%
5%
10%
15%
10%
14%
15%
8%
15%
3%
8.65
13.7
0.38

Equity

15%
12%
18%
25%
10%
20%
9.69
17.23
0.36

Table 1: Different assets and portfolios types. Assets are classified top to bottom according to their
liquidity. Portfolios are classified from left to right according to their riskiness. The weights in
percentages of each portfolio are Markowitz’s optimal weights computed based on 40-year market
data. The last three lines of the table show the return, the risk, and Sharpe ratio corresponding to
each portfolio. Source: Plan Plus Web Advisor, Plan Plus Inc

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