ADAPTIVE ASSET ALLOCATION POLICY
(AAAP) CALCULATOR

ENABLES USERS TO VIEW THE PATH OVER TIME OF A STRATEGIC ASSET ALLOCATION POLICY WHICH IS ADAPTED TO GLOBAL, US OR UK BOND AND EQUITY MARKET MOVEMENTS .

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.

Adaptive Asset Allocation Policy Calculator

The AAAP Calculator demonstrates the path of an adaptive asset allocation policy in three ways:
  • Adaptive policy weights compared to the market over time, both before and after policy date set.
  • The current adaptive policy weightings for an allocation set at different times.
  • The current adaptive asset allocation for any policy set on a given date.
Data is presented in chart format and can also be downloaded in a spreadsheet.