BASIC STATS Large-Cap Growth (IVW) Large-Cap Value (IVE) Small-Cap (IWM) L/T Corp Bonds (LQD) Int-Gov Bonds (TFI)
AVERAGE 10.9% 13.6% 15.8% 8.7% 8.4%
VARIANCE (%)2 368 349 651 127 45
STD FUNC 19.2% 18.7% 25.5% 11.3% 6.7%
STANDARD DEVIATION 19.2% 18.7% 25.5% 11.3% 6.7%
           
VAR-COV MATRIX
Large-Cap Growth (IVW) Large-Cap Value (IVE) Small-Cap (IWM) L/T Corp Bonds (LQD) Int-Gov Bonds (TFI)
0 0.0400983 0.180115 0.242592 0.537194 368 265 292 -60 22 0
265 349 345 -99 46 0.0400983
292 345 651 -29 2 0.1801151
60 99 29 127 71 0.2425923
22 46 2 -71 45 0.5371943
89.45081387 124.6324416 139.079441 -16.36308353 43.36442808
SUM 1
Average 10.00%
Var 49.373424
Target Return 10.0%
Risk Free Rate 5% 0.02
A= 0.05
U = E[r] - 0.005A*Var E[r] = U + 0.005A*Var
Large-Cap Growth (IVW) Large-Cap Value (IVE) Small-Cap (IWM) L/T Corp Bonds (LQD) Int-Gov Bonds (TFI) Expected Return Var Standard Deviation Slope CAL CAL Line Utility E[r] Const Utlility
0 0.040098339 0.180115064 0.242592257 0.53719434 10.00% 49.37342 7.0266225 0.007116 10.00%
8.357% -1E-06 0 0 0 1.000001 8.36% 44.78095 6.6918568 0.005017 9.76% 7.24% 9.717%
8.50% 0.022836651 0 0 0.250135285 0.727028064 8.50% 43.18814 6.5717681 0.005326 9.68% 7.42% 9.677%
8.60% 0.019503686 0 0.014517411 0.249465063 0.716513839 8.60% 42.56529 6.5242084 0.005518 9.64% 7.54% 9.662%
8.70% 0.01516981 0 0.029383853 0.248639953 0.706806384 8.70% 42.18045 6.494648 0.005697 9.62% 7.65% 9.652%
8.80% 0.010835915 0 0.0442503 0.247814865 0.69709892 8.80% 42.03361 6.4833331 0.005861 9.61% 7.75% 9.648%
8.90% 0.006502014 0 0.059116749 0.246989791 0.687391447 8.90% 42.12476 6.4903591 0.006009 9.62% 7.85% 9.651%
9.00% 0.002166527 0 0.073983737 0.246164763 0.677684973 9.00% 42.45391 6.5156667 0.006139 9.64% 7.94% 9.659%
9.10% 0 0 0.088123495 0.245277073 0.666599432 9.10% 43.02106 6.5590444 0.006251 9.67% 8.02% 9.673%
9.20% 0 0 0.10150315 0.244329213 0.654167637 9.20% 43.82765 6.6202458 0.006344 9.71% 8.10% 9.693%
9.30% 0 0 0.114894037 0.243380559 0.641725404 9.30% 44.87737 6.6990574 0.006419 9.77% 8.18% 9.719%
9.40% 0 0 0.128284925 0.242431904 0.629283171 9.40% 46.17636 6.7953187 0.006475 9.84% 8.25% 9.752%
9.50% 0 0 0.141675813 0.241483249 0.616840938 9.50% 47.71942 6.9079247 0.006514 9.92% 8.31% 9.791%
9.60% 0 0 0.155066702 0.240534594 0.604398705 9.60% 49.51084 7.0363937 0.006537 10.01% 8.36% 9.835%
9.70% 0 0.004062663 0.165568498 0.240178965 0.590189874 9.70% 51.54917 7.1797752 0.006546 10.11% 8.41% 9.886%
9.80% 0 0.016135785 0.170373803 0.240992505 0.572497907 9.80% 53.83443 7.337195 0.006542 10.22% 8.45% 9.943%
9.90% 0 0.028117228 0.175244311 0.241792514 0.554845946 9.90% 56.36661 7.5077701 0.006527 10.34% 8.49% 10.007%
10.00% 0 0.040098349 0.180115058 0.242592265 0.537194328 10.00% 59.1439 7.6905073 0.006502 10.47% 8.52% 10.076%
10.10% 0 0.052079817 0.184985548 0.243392283 0.519542352 10.10% 62.1371 7.882709 0.00647 10.61% 8.55% 10.151%
10.20% 0 0.064061283 0.189856039 0.244192301 0.501890377 10.20% 65.32505 8.0823911 0.006434 10.75% 8.57% 10.231%
10.30% 0 0.076043058 0.194726301 0.24499258 0.484238061 10.30% 68.71701 8.2895723 0.006394 10.90% 8.58% 10.315%
10.40% 0 0.088024198 0.199597032 0.245792366 0.466586404 10.40% 72.3099 8.5035228 0.00635 11.05% 8.59% 10.405%
10.50% 0 0.100005961 0.204467304 0.246592604 0.448934131 10.50% 76.10372 8.7237445 0.006305 11.21% 8.60% 10.500%
10.60% 0 0.111987448 0.209337779 0.247392643 0.431282129 10.60% 80.10256 8.9500033 0.006257 11.37% 8.60% 10.600%
10.70% 0 0.123968603 0.2142085 0.248192436 0.413630461 10.70% 84.29414 9.1811839 0.006208 11.53% 8.59% 10.705%
10.80% 0 0.135950377 0.219078764 0.248992687 0.395978172 10.80% 88.69074 9.417576 0.006159 11.70% 8.58% 10.815%
10.90% 0 0.14793153 0.223949487 0.249792466 0.378326518 10.90% 93.28827 9.6585851 0.006109 11.87% 8.57% 10.930%
11.00% 0 0.159913244 0.228819794 0.250592683 0.360674279 11.00% 98.08672 9.9038741 0.006058 12.05% 8.55% 11.050%
11.10% 0 0.171894467 0.233690464 0.251392525 0.343022543 11.10% 103.0861 10.153133 0.006008 12.22% 8.52% 11.175%
11.20% 0 0.183876186 0.238560769 0.252192737 0.325370309 11.20% 108.2864 10.406076 0.005958 12.40% 8.49% 11.305%
11.30% 0 0.195857672 0.243431245 0.252992775 0.307718308 11.30% 113.6877 10.662441 0.005909 12.59% 8.46% 11.440%
11.40% 0 0.207838858 0.248301943 0.25379257 0.290066628 11.40% 119.2898 10.921988 0.00586 12.77% 8.42% 11.580%
11.50% 0 0.219820319 0.253172437 0.254592598 0.272414645 11.50% 125.0929 11.184494 0.005812 12.96% 8.37% 11.725%
11.60% 0 0.231801786 0.258042927 0.255392631 0.254762656 11.60% 131.103 11.450023 0.005764 13.15% 8.32% 11.875%
11.70% 0 0.243783472 0.262913256 0.256192818 0.237110454 11.70% 137.3019 11.717589 0.005718 13.34% 8.27% 12.030%
11.80% 0 0.255764724 0.267783907 0.256992649 0.219458721 11.80% 143.7078 11.987817 0.005672 13.53% 8.21% 12.190%
11.90% 0 0.267746191 0.272654397 0.257792669 0.201806743 11.90% 150.3146 12.260284 0.005628 13.72% 8.14% 12.355%
12.00% 0 0.279727865 0.277524733 0.258592883 0.184154519 12.00% 157.1223 12.534843 0.005584 13.92% 8.07% 12.526%
12.10% 0 0.291709291 0.282395254 0.259392875 0.166502581 12.10% 164.1309 12.81136 0.005542 14.12% 8.00% 12.701%
12.20% 0 0.303690582 0.287265875 0.260192739 0.148850804 12.20% 171.3405 13.089711 0.005501 14.31% 7.92% 12.881%
12.30% 0 0.315672032 0.292136376 0.260992781 0.13119881 12.30% 178.751 13.369781 0.00546 14.51% 7.83% 13.066%
12.40% 0 0.327653496 0.297006869 0.261792805 0.113546831 12.40% 186.3625 13.651465 0.005421 14.71% 7.74% 13.257%
12.50% 0 0.339634966 0.301877357 0.26259282 0.095894857 12.50% 194.1749 13.934664 0.005382 14.92% 7.65% 13.452%
12.60% 0 0.351616439 0.306747843 0.263392852 0.078242866 12.60% 202.1881 14.219288 0.005345 15.12% 7.55% 13.652%
12.70% 0 0.363597914 0.311618329 0.264192837 0.06059092 12.70% 210.4024 14.505253 0.005308 15.32% 7.44% 13.858%
12.80% 0 0.375579548 0.316488694 0.264993033 0.042938725 12.80% 218.8175 14.792482 0.005273 15.53% 7.33% 14.068%
12.90% 0 0.387560818 0.32135933 0.265792918 0.025286935 12.90% 227.4336 15.080902 0.005238 15.73% 7.21% 14.283%
13.00% 0 0.399542294 0.326229814 0.266592943 0.00763495 13.00% 236.2506 15.370446 0.005205 15.94% 7.09% 14.504%
13.10% 0 0.407367707 0.334442219 0.258190075 0 13.10% 245.2777 15.661343 0.005172 16.14% 6.97% 14.729%
13.20% 0 0.412025387 0.345201822 0.242772791 0 13.20% 254.4874 15.952661 0.00514 16.35% 6.84% 14.960%
13.30% 0 0.416683065 0.355961426 0.227355508 0 13.30% 263.9072 16.24522 0.005109 16.56% 6.70% 15.195%
13.40% 0 0.421340746 0.366721029 0.211938225 0 13.40% 273.5279 16.538679 0.005079 16.77% 6.56% 15.436%
13.50% 0 0.425998426 0.377480633 0.196520942 0 13.50% 283.3495 16.83299 0.00505 16.98% 6.42% 15.681%
13.60% 0 0.430656105 0.388240236 0.181103658 0 13.60% 293.3721 17.128109 0.005021 17.19% 6.27% 15.932%
13.70% 0 0.435313786 0.398999839 0.165686375 0 13.70% 303.5956 17.423995 0.004993 17.40% 6.11% 16.187%
13.80% 0 0.439971466 0.409759442 0.150269091 0 13.80% 314.02 17.72061 0.004966 17.61% 5.95% 16.448%
13.90% 0 0.444629145 0.420519047 0.134851808 0 13.90% 324.6561 18.018216 0.00494 17.82% 5.78% 16.714%
14.00% 0 0.449286826 0.431278649 0.119434525 0 14.00% 335.4717 18.315886 0.004914 18.03% 5.61% 16.984%
14.10% 0 0.453944522 0.442038242 0.104017237 0 14.10% 346.4989 18.61448 0.004889 18.25% 5.44% 17.260%
14.20% 0 0.458602186 0.452797855 0.088599959 0 14.20% 357.727 18.913673 0.004864 18.46% 5.26% 17.541%
14.30% 0 0.463259865 0.46355746 0.073182675 0 14.30% 369.1561 19.213435 0.00484 18.67% 5.07% 17.826%
14.40% 0 0.467917556 0.474317055 0.057765388 0 14.40% 380.7978 19.514041 0.004817 18.89% 4.88% 18.117%
14.50% 0 0.472575226 0.485076666 0.042348108 0 14.50% 392.617 19.814565 0.004794 19.10% 4.68% 18.413%
14.60% 0 0.477232905 0.49583627 0.026930825 0 14.60% 404.6488 20.115885 0.004772 19.31% 4.48% 18.714%
14.70% 0 0.481890585 0.506595873 0.011513542 0 14.70% 417.1652 20.424623 0.004749 19.53% 4.27% 19.027%
14.80% 0 0.473928441 0.526071559 0 0 14.80% 430.9078 20.758319 0.004721 19.77% 4.03% 19.370%
14.90% 0 0.428745879 0.571254121 0 0 14.90% 445.9309 21.117077 0.004688 20.03% 3.75% 19.746%
15.00% 0 0.383518134 0.616481866 0 0 15.00% 462.1877 21.498551 0.004651 20.30% 3.45% 20.152%
15.10% 0 0.338380755 0.661619245 0 0 15.10% 479.725 21.902625 0.004611 20.59% 3.11% 20.591%
15.20% 0 0.29315301 0.70684699 0 0 15.20% 498.5466 22.328158 0.004568 20.89% 2.74% 21.061%
15.30% 0 0.248015631 0.751984369 0 0 15.30% 518.5943 22.772666 0.004523 21.20% 2.34% 21.562%
15.40% 0 0.202833069 0.797166931 0 0 15.40% 539.9264 23.236316 0.004476 21.53% 1.90% 22.096%
15.50% 0 0.157650507 0.842349493 0 0 15.50% 562.5233 23.717574 0.004427 21.88% 1.44% 22.661%
15.60% 0 0.112422762 0.887577238 0 0 15.60% 586.4097 24.215897 0.004377 22.23% 0.94% 23.258%
15.70% 0 0.0672402 0.9327598 0 0 15.70% 611.5377 24.729288 0.004327 22.60% 0.41% 23.886%
15.85% 0 0 1 0 0 15.85% 651.2748 25.520087 0.004251 23.16% -0.43% 24.879%
0 5%
0.007116 Max Slope 8.598% Max Utility
Standard Error Average
Large-Cap Growth (IVW) 19.18 10.9%
Large-Cap Value (IVE) 18.69 13.6%
Small-Cap (IWM) 25.52 15.8%
L/T Corp Bonds (LQD) 11.29 8.7%
Int-Gov Bonds (TFI) 6.69 8.4%
Zoom In