A benchmark designed for asset allocation strategists who are willing to take 20% of the risk of the global securities market. It is a total returns index that is a time-varying weighted average of stocks, bonds, and cash The DJConsPI is the efficient allocation of stocks, bonds, and cash in a portfolio whose semideviation is 20% of the annualized 36 month historic semideviation of the Dow Jones 100% Aggressive Portfolio Index (DJAggPI). Stocks are represented by the DJAggPI. Bonds are represented by an equal weighting of the following four bond indexes with monthly rebalancing: Barclays Government Bonds Index, Barclays Corporate Bonds Index, Barclays Mortgage-backed Bonds Index, and Barclays Majors (ex U.S.) Bonds Index. Cash is represented by the 91-Day T-Bill Auction Average. The efficient portfolio is updated monthly.