shortfallprobability

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1	Shortfall Probability Calculator

2	Edit Areas in Blue
3	mu (continuously compounded) =		8%
4	std =		16%
5	stdmu =		2%
6	threshold return (continously compounded) =		5%
7
8	Calculation Area: Do Not Edit Section Below
9	Horizon:	Random Walk	Pastor-Stambaugh
10	1	42.56%	42.62%
11	2	39.54%	39.70%
12	3	37.27%	37.55%
13	4	35.38%	35.80%
14	5	33.75%	34.32%
15	6	32.30%	33.03%
16	7	30.99%	31.88%
17	8	29.79%	30.85%
18	9	28.69%	29.92%
19	10	27.66%	29.07%
20	11	26.70%	28.28%
21	12	25.80%	27.56%
22	13	24.95%	26.88%
23	14	24.15%	26.26%
24	15	23.39%	25.67%
25	16	22.66%	25.12%
26	17	21.97%	24.60%
27	18	21.32%	24.11%
28	19	20.69%	23.65%
29	20	20.09%	23.21%
30	21	19.51%	22.80%
31	22	18.96%	22.40%
32	23	18.43%	22.03%
33	24	17.92%	21.67%
34	25	17.43%	21.33%
35	26	16.95%	21.01%
36	27	16.50%	20.69%
37	28	16.06%	20.40%
38	29	15.63%	20.11%
39	30	15.22%	19.84%
40	31	14.83%	19.58%
41	32	14.44%	19.32%
42	33	14.07%	19.08%
43	34	13.71%	18.85%
44	35	13.37%	18.62%
45	36	13.03%	18.41%
46	37	12.70%	18.20%
47	38	12.39%	18.00%
48	39	12.08%	17.80%
49	40	11.78%	17.61%
50	41	11.50%	17.43%
51	42	11.22%	17.25%
52	43	10.94%	17.08%
53	44	10.68%	16.92%
54	45	10.42%	16.76%
55	46	10.17%	16.60%
56	47	9.93%	16.45%
57	48	9.70%	16.31%
58	49	9.47%	16.16%
59	50	9.24%	16.03%
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