Asset Allocation/United States

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

External Link

• SmartMoney's asset allocation planner
• Investor Home