Hi Geoff,

I was looking on the old computer for some data, and came across a simple portfolio I had set up a few years back. It was equal percentages, 5x20, S&P 500, total international, small value (Fama/French), commodities and 5 yr. treasuries.

For the period I had on that computer, 1972 - 2003, it offered a 12.81 geometric return and 10.35 standard deviation.

note: the commodities were set up per the raddr construct;

Chin