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 via yahooquery
Years	2011-2026
Frequency	M
Vintage	Rolling — refreshed by re-running the builder
Rebuild	build_data/multi_asset_etf/fetch_yahoo.py build_data/multi_asset_etf/build_workbook.mjs
Provenance	Base QAI flavor through 2026-07-31. The new builder uses batched yahooquery adjusted prices, retains a data source sheet, corrects the legacy SHV return convention, and records the one material Yahoo history revision (HYG September 2024).

Used in this book

• Optimizing Risk and Return — Risk and Return (Discussion)

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

• Solution - MV Optimization of the Harvard Endowment — Risk and Return (Case Studies)

• TA Review - CAPM — The CAPM (TA Reviews)

Files in this book

• multi_asset_etf_data.xlsx