Asset Allocation/United States

frame|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 MaturityDefault Risk Average Rate of Return Average Standard Deviation Average Beta Indices Blank BlankBlank5yr 10yr 20yr5yr 10yr 20yr5yr 10yr 20yrBlankTreasury Bill 4-Week BillNone Treasury Bill 13-Week BillNone Treasury Bill 26-Week BillNone Treasury Notes2 yearsNone Treasury Notes3 yearsNone Treasury Notes5 yearsNone Treasury Notes10 yearsNone TIPS5 yearsNone TIPS10 yearsNone TIPS20 yearsNone Fixed Income Corporate Bonds Type MaturityDefault Risk Average Rate of Return Average Standard Deviation Average Beta Indices Blank BlankBlank5yr 10yr 20yr5yr 10yr 20yr5yr 10yr 20yrBlankCorporate Short TermAaa/AAA Corporate Short TermAa/AA Corporate Short TermA/A Corporate Short TermBaa/BBB Corporate Inter-Med Term >10Aaa/AAA Corporate Inter-Med Term >10Aa/AA Corporate Inter-Med Term >10A/A Corporate Inter-Med Term >10Baa/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 billionMid-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-CapAverage Rate of Return Average Standard Deviation Average Beta Indices Blank Blank5yr 10yr 20yr5yr 10yr 20yr5yr 10yr 20yrBlankDomesticLarge-Cap DomesticMid-Cap DomesticSmall-Cap DomesticMicro-Cap External Link SmartMoney's asset allocation planner Investor Home