rough 16-Jun-17. Equity, fixed income, and commodity components within the hypothetical risk parity investment are represented by the S&P500, 10-Year US Treasury Bonds, and the S&P GSCI Index, respectively. Risk parity allocations are determined and rebalanced monthly using prior 12-month realized volatility and cor

lobal Research. Equity, fixed i=come, and commodity components within the hypothetical risk parity investment are represented by the S&P500, 10-Year US Treasury Bonds, a=d the S&P GSCI Index respectively. Risk parity allocations are determi=ed and rebalanced monthly using prior 12-month realized volatility and cor