test a: r1997: 6.4516129032258 r1998: 12.121212121212 r1999: 5.4054054054054 r2000: -10.25641025641 r_avg: 3.0805168913175 mean: 3.4304550433583 stddev: 8.3049287183435 ---- test b: r1997: 19.512195121951 r1998: -8.1632653061224 r1999: 17.777777777778 r2000: -1.8867924528302 r_avg: 6.1218645116614 mean: 6.8099787851941 stddev: 12.056852648931 ---- test c: r1997: 30.434782608696 r1998: -3.3333333333333 r1999: 10.344827586207 r2000: 15.625 r_avg: 12.620764731425 mean: 13.267819215392 stddev: 12.087215140477 ---- Covariances: cov_ab: 0.12234742181873 cov_ac: -0.3261191422252 cov_bc: 1.0351823636997 ---- BetaFactors: A-A: 1 A-B: 0.084164106163384 A-C: -0.22321521136075 B-A: 0.17738749613627 B-B: 1 B-C: 0.7085399787743 C-A: -0.47282940025615 C-B: 0.7121130716262 C-C: 1 ---- GetCorrelationCoefficient: coeff_ab: 0.12218698808331 coeff_ac: -0.32487338228262 coeff_bc: 0.71032427851998 GetdepotVolatility: depotA mean: 5.1202169142762 depotA vol: 7.7267234514145 GetdepotVolatility: depotB 60/40 mean: 7.3654007121719 depotB 60/40 vol: 5.7054594131913 GetdepotVolatility: depotB 10/90 mean: 12.284082798189 depotB 10/90 vol: 10.637725199984 Simulation: depot 10/10/80 mean: 11.638298755169 depot 10/10/80 vol: 14.24378750664 depot 10/20/70 mean: 10.992514712149 depot 10/20/70 vol: 13.457207541649 depot 10/30/60 mean: 10.346730669129 depot 10/30/60 vol: 12.916090595646 depot 10/40/50 mean: 9.7009466261096 depot 10/40/50 vol: 12.651970870267 depot 10/50/40 mean: 9.0551625830898 depot 10/50/40 vol: 12.682166482917 depot 10/60/30 mean: 8.40937854007 depot 10/60/30 vol: 13.004627471403 depot 10/70/20 mean: 7.7635944970501 depot 10/70/20 vol: 13.598578374622 depot 10/80/10 mean: 7.1178104540303 depot 10/80/10 vol: 14.430535025519 depot 20/10/70 mean: 10.654562337966 depot 20/10/70 vol: 12.548086007404 depot 20/20/60 mean: 10.008778294946 depot 20/20/60 vol: 11.846350236621 depot 20/30/50 mean: 9.362994251926 depot 20/30/50 vol: 11.433965829028 depot 20/40/40 mean: 8.7172102089062 depot 20/40/40 vol: 11.342536947319 depot 20/50/30 mean: 8.0714261658864 depot 20/50/30 vol: 11.579668535602 depot 20/60/20 mean: 7.4256421228666 depot 20/60/20 vol: 12.126100426714 depot 20/70/10 mean: 6.7798580798467 depot 20/70/10 vol: 12.942716441856 depot 30/10/60 mean: 9.6708259207623 depot 30/10/60 vol: 11.042229094152 depot 30/20/50 mean: 9.0250418777425 depot 30/20/50 vol: 10.463411204861 depot 30/30/40 mean: 8.3792578347226 depot 30/30/40 vol: 10.225122683249 depot 30/40/30 mean: 7.7334737917028 depot 30/40/30 vol: 10.350908313002 depot 30/50/20 mean: 7.087689748683 depot 30/50/20 vol: 10.828087600868 depot 30/60/10 mean: 6.4419057056632 depot 30/60/10 vol: 11.613426214997 depot 40/10/50 mean: 8.6870895035589 depot 40/10/50 vol: 9.8139984353958 depot 40/20/40 mean: 8.041305460539 depot 40/20/40 vol: 9.4094269304242 depot 40/30/30 mean: 7.3955214175192 depot 40/30/30 vol: 9.3956412340639 depot 40/40/20 mean: 6.7497373744994 depot 40/40/20 vol: 9.7742949827956 depot 40/50/10 mean: 6.1039533314796 depot 40/50/10 vol: 10.503029077051 depot 50/10/40 mean: 7.7033530863555 depot 50/10/40 vol: 8.9780670645644 depot 50/20/30 mean: 7.0575690433356 depot 50/20/30 vol: 8.8033537518171 depot 50/30/20 mean: 6.4117850003158 depot 50/30/20 vol: 9.050436205767 depot 50/40/10 mean: 5.766000957296 depot 50/40/10 vol: 9.6870925938021 depot 60/10/30 mean: 6.7196166691521 depot 60/10/30 vol: 8.6489416777626 depot 60/20/20 mean: 6.0738326261322 depot 60/20/20 vol: 8.7388866798884 depot 60/30/10 mean: 5.4280485831124 depot 60/30/10 vol: 9.2439222104977 depot 70/10/20 mean: 5.7358802519487 depot 70/10/20 vol: 8.883134417452 depot 70/20/10 mean: 5.0900962089288 depot 70/20/10 vol: 9.2273844903032 depot 80/10/10 mean: 4.7521438347453 depot 80/10/10 vol: 9.6396754621388