Table 6

Yearly dynamic and static asset allocation in Simulation I

(Unit: %)
YearDomestic stockForeign stockDomestic bondForeign bondAlternative investmentE(rp)σpSF
201120.3%25.0%30.0%10.0%14.7%5.40%6.87%9.44%
201216.6%25.0%30.0%10.0%18.4%5.76%6.32%9.35%
20135.0%12.8%30.0%30.0%30.0%4.28%2.61%0.04%
20145.0%11.9%30.0%30.0%30.0%4.76%1.85%0.00%
20155.0%23.0%30.0%12.0%30.0%3.67%2.62%0.23%
20168.1%25.0%30.0%10.0%30.0%3.60%3.05%1.62%
201725.0%24.1%30.0%10.0%10.9%3.93%3.98%5.25%
201811.2%18.8%30.0%10.0%30.0%3.24%2.26%0.32%
201921.9%25.0%30.0%10.0%13.1%3.67%3.88%4.49%
202025.0%22.7%30.0%10.0%12.3%3.68%4.46%9.34%

Note(s): In this table, the dynamic asset allocation plan is shown every year a total of 10 times. The static asset allocation is in 2011 and 2016 with a total of two times. The expected rate of return, standard deviation and shortfall risk are estimated figures of the asset allocation simulation for each year

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