|
|
U.S. Lg Cap Growth |
U.S. Lg Cap Value |
U.S. Mid Cap Growth |
U.S. Mid Cap Growth |
U.S. Sm Cap Growth |
U.S. Sm Cap Val |
Foreign Industrialzed Mkts Stocks |
Emerging Mkts Stks |
U.S. Investment Grade Bonds |
U.S. High Yield Bonds |
Non-U.S. Bonds |
Cash |
Commodities |
Real Estate |
|
U.S. Lg Cap Growth |
1.000 |
0.848 |
0.896 |
0.740 |
0.856 |
0.718 |
0.582 |
0.517 |
0.189 |
0.528 |
0.005 |
0.023 |
0.124 |
0.444 |
|
U.S. Lg Cap Val |
0.848 |
1.000 |
0.778 |
0.899 |
0.743 |
0.844 |
0.586 |
0.537 |
0.230 |
0.577 |
-0.008 |
0.052 |
0.141 |
0.588 |
|
U.S. Mid Cap Growth |
0.896 |
0.778 |
1.000 |
0.776 |
0.980 |
0.792 |
0.558 |
0.559 |
0.125 |
0.562 |
-0.019 |
-0.019 |
0.162 |
0.515 |
|
U.S. Mid Cap Val |
0.740 |
0.899 |
0.776 |
1.000 |
0.767 |
0.957 |
0.536 |
0.512 |
0.212 |
0.620 |
-0.015 |
-0.002 |
0.150 |
0.678 |
|
U.S. Sm Cap Growth |
0.856 |
0.743 |
0.980 |
0.767 |
1.000 |
0.805 |
0.539 |
0.560 |
0.097 |
0.581 |
-0.036 |
-0.035 |
0.161 |
0.541 |
|
U.S. Sm Cap Val |
0.718 |
0.844 |
0.792 |
0.957 |
0.805 |
1.000 |
0.516 |
0.517 |
0.160 |
0.644 |
-0.032 |
-0.013 |
0.157 |
0.701 |
|
Foreign Industrialzed Mkts Stocks |
0.582 |
0.586 |
0.558 |
0.536 |
0.539 |
0.516 |
1.000 |
0.667 |
0.170 |
0.398 |
0.288 |
0.052 |
0.181 |
0.389 |
|
Emerging Mkts Stks |
0.517 |
0.537 |
0.559 |
0.512 |
0.560 |
0.517 |
0.667 |
1.000 |
0.036 |
0.432 |
0.025 |
0.003 |
0.201 |
0.343 |
|
U.S. Investment Grade Bonds |
0.189 |
0.230 |
0.125 |
0.212 |
0.097 |
0.160 |
0.170 |
0.036 |
1.000 |
0.382 |
0.447 |
0.237 |
-0.107 |
0.157 |
|
U.S. High Yield Bonds |
0.528 |
0.577 |
0.562 |
0.620 |
0.581 |
0.644 |
0.398 |
0.432 |
0.382 |
1.000 |
0.082 |
0.010 |
0.039 |
0.499 |
|
Non-U.S. Bonds |
0.005 |
-0.008 |
-0.019 |
-0.015 |
-0.036 |
-0.032 |
0.288 |
0.025 |
0.447 |
0.082 |
1.000 |
0.229 |
-0.076 |
-0.001 |
|
Cash |
0.023 |
0.052 |
-0.019 |
-0.002 |
-0.035 |
-0.013 |
0.052 |
0.003 |
0.237 |
0.010 |
0.229 |
1.000 |
-0.163 |
-0.050 |
|
Commodities |
0.124 |
0.141 |
0.162 |
0.150 |
0.161 |
0.157 |
0.181 |
0.201 |
-0.107 |
0.039 |
-0.076 |
-0.163 |
1.000 |
0.159 |
|
Real Estate |
0.444 |
0.588 |
0.515 |
0.678 |
0.541 |
0.701 |
0.389 |
0.343 |
0.157 |
0.499 |
-0.001 |
-0.050 |
0.159 |
1.000 |