FTSE has developed the AAAP Calculator in conjunction with Professor William F. Sharpe* based on his research into the merits of publicising strategic asset allocation policies that adapt to market movements by taking into account changes in the outstanding market values of major asset classes.
The AAAP Calculator enables a user to view the impact of varying their strategic asset allocation policy over a period ranging from initiation to the present time.
* William F. Sharpe is the STANCO 25 Professor of Finance, Emeritus at Stanford University's Graduate School of Business. He was one of the originators of the Capital Asset Pricing Model and developed the Sharpe Ratio for investment performance analysis. In 1990 he received the Nobel Prize in Economic Sciences.