| MultiAsset {FRAPO} | R Documentation |
Multi Asset Index Data
Description
Month-end price data of stock and bond indices and gold.
Usage
data(MultiAsset)Format
A data frame with 85 month-end observations of stock and bond indices and gold, represented by the ETF SPDR Gold. The sample starts at 2004-11-30 and ends in 2011-11-30.
Details
The data set has been obtained from Yahoo Finance and hereby the unadjusted closing prices have been retrieved. If a month-end value was not reported, the value of the previous day has been used. The Yahoo mnemonics with the respective item description are listed below:
- GSPC
United States: S \& P 500 Index (Equity)
- RUA
United States: Russell 3000 Index (Equity)
- GDAXI
Germany: DAX (XETRA) Index (Equity)
- FTSE
United Kingdom: FTSE 100 Index (Equity)
- N225
Japan: Nikkei 225 Index (Equity)
- EEM
iShares: MSCI Emerging Markets Index (Equity)
- DJCBTI
United States: Dow Jones CBOT Treasury Index (Bonds)
- GREXP
Germany: REX-Performance Index (Bonds)
- BG05.L
United Kingdom: Gilt All Index (Bonds)
- GLD
United States: SPDR Gold Shares (Commodities)
Source
Examples
data(MultiAsset)