Dow Jones Moderately Aggressive Portfolio Index

A benchmark designed for asset allocation strategists who are willing to take 80% 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 DJModAggPI is the efficient allocation of stocks, bonds, and cash in a portfolio whose semideviation is 80% of the annualized 36 month historic semideviation of the Dow Jones 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