Solution - Decomposing Private Equity

Solution - Decomposing Private Equity#

# Output from previous execution
shortName quoteType currency volume totalAssets longBusinessSummary
ticker
SPY SPDR S&P 500 ETF USD 65058380 6.727266e+11 The trust seeks to achieve its investment obje...
VTV Vanguard Value ETF ETF USD 2008018 2.069965e+11 The manager employs an indexing investment app...
AGG iShares Core U.S. Aggregate Bon ETF USD 5268591 1.318272e+11 The index measures the performance of the tota...
HYG iShares iBoxx $ High Yield Corp ETF USD 35079406 1.854291e+10 The underlying index is a rules-based index co...
IEF iShares 7-10 Year Treasury Bond ETF USD 5154346 3.851085e+10 The underlying index measures the performance ...
PSP Invesco Global Listed Private E ETF USD 46427 3.347804e+08 The fund generally will invest at least 90% of...
PEX ProShares Global Listed Private ETF USD 4331 1.390970e+07 The fund invests in financial instruments that...
APO Apollo Global Management, Inc. EQUITY USD 3430863 NaN Apollo Global Management, Inc. is a private eq...
BX Blackstone Inc. EQUITY USD 3218280 NaN Blackstone Inc. is an alternative asset manage...
KKR KKR & Co. Inc. EQUITY USD 4088698 NaN KKR & Co. Inc. is a private equity and real es...
CG The Carlyle Group Inc. EQUITY USD 3107906 NaN The Carlyle Group Inc. is an investment firm s...
SHV iShares Short Treasury Bond ETF ETF USD 2090735 2.070456e+10 The fund will invest at least 80% of its asset... 
# Output from previous execution
  Mean Vol Sharpe Min Max
SPY 12.3% 17.0% 72.6% -15.2% 12.1%
VTV 8.6% 16.4% 52.7% -15.9% 13.1%
AGG -0.8% 5.1% -15.5% -5.1% 5.0%
HYG -0.5% 9.5% -5.0% -13.0% 12.0%
IEF -0.7% 6.4% -11.4% -3.2% 3.1%
PSP 4.9% 23.2% 21.3% -23.4% 18.5%
PEX -1.4% 21.5% -6.6% -25.2% 24.0%
APO 23.2% 36.8% 62.9% -25.5% 32.1%
BX 21.8% 35.8% 60.7% -19.5% 22.3%
KKR 22.9% 36.5% 62.6% -24.9% 28.8%
CG 14.5% 36.7% 39.4% -18.1% 20.9% 
# Output from previous execution
  alpha SPY r-squared Treynor Ratio Info Ratio
SPY 0.0% 100.0% 100.0% 12.3% -
VTV -2.4% 89.6% 85.9% 9.6% -38.8%
AGG -1.6% 6.6% 4.8% -12.0% -32.1%
HYG -5.7% 42.4% 56.9% -1.1% -91.0%
IEF -0.4% -2.7% 0.5% 26.9% -6.2%
PSP -9.6% 118.1% 74.8% 4.2% -82.6%
PEX -13.5% 97.8% 59.7% -1.5% -98.8%
APO 4.9% 148.0% 46.6% 15.6% 18.4%
BX 3.7% 146.4% 48.1% 14.9% 14.5%
KKR 3.5% 157.4% 53.6% 14.5% 14.0%
CG -3.6% 146.6% 45.9% 9.9% -13.3% 
# Output from previous execution
  alpha SPY IEF HYG r-squared Info Ratio
APO 10.0% 106.6% -70.4% 93.1% 49.7% 38.2% 
# Output from previous execution
  alpha SPY r-squared Treynor Ratio Info Ratio
APO 4.9% 148.0% 46.6% 15.6% 18.4%