multi_asset_etf_data.xlsx

Monthly multi-asset ETF panel (SPY, EFA, EEM, DBC, HYG, BWX, …): prices, total and excess returns. Unhedged base flavor; the QAI-flavor contract for the Harvard case family.

Source	Yahoo — Yahoo Finance
Years	2011-2025
Frequency	M
Vintage	Rolling — refreshed by re-running the builder
Rebuild	build_data/Build Yahoo - Multi-Asset ETFs.ipynb

Used in this book

• Harvard’s Endowment — Risk and Return (Case Study)

• Practical Optimization — Projects (Discussion)

Files in this book

• multi_asset_etf_data.xlsx