Asset Allocation

One of the most important decisions a fund manager or investor makes is in the allocation of their investments between different asset classes. Aggressive, yet responsible strategies that balance investments between stocks, bonds, bills, commodities, real estate and other investments as the economic climate fluctuates requires comprehensive information.

GFD has developed a solution by producing the most extensive collection of total return series for stocks, bonds, and bills available anywhere. Return series for stocks begin in 1694 for the UK and 1800 for the US. Stock indices for other major economies begin in the 1800s. More information regarding asset allocation can be read in The Equity Risk Premium.

GFD has also used its extensive money market data for Treasury Bills, private bills, discount rates, and other yields to provide extensive histories for analysis of the allocation of stocks, bonds, and bills. Data for Great Britain begins in 1694, for France, in 1800, for the Netherlands in 1813, for Germany in 1814, and for Norway in 1818.

The Asset Allocation Database includes data:

  • Total Return Indices - Bills
  • Total Return Indices - Bonds
  • Total Return Indices - Stocks