Black-Litterman Asset Allocation Model - MarketClutch

Black-Litterman Asset Allocation Model

Portfolio Name:

Portfolio Value (USD):

Risk-Free Rate (%):

Asset 1: Stocks

Benchmark Weight (%):

Expected Return (%):

Volatility (%):

Asset 2: Bonds

Benchmark Weight (%):

Expected Return (%):

Volatility (%):

Asset 3: REITs

Benchmark Weight (%):

Expected Return (%):

Volatility (%):

Correlation Matrix (between -1 and 1):

Stocks vs. Bonds:

Stocks vs. REITs:

Bonds vs. REITs:

View 1 (Optional)

Asset (for Absolute) or Asset 1 (for Relative):

Asset 2 (for Relative):

Expected Return (%) or Outperformance (%):

Confidence (%):

View 2 (Optional)

Asset (for Absolute) or Asset 1 (for Relative):

Asset 2 (for Relative):

Expected Return (%) or Outperformance (%):

Confidence (%):

Enter inputs to see results.