# Asset Rotation

{% hint style="info" %}
Monthly allocation estimates for five assets.
{% endhint %}

{% hint style="success" %}
Dataset contains five asset series, available from 1959-06-30 onwards.
{% endhint %}

`Tutorials` are the best documentation — [<mark style="color:blue;">`Asset Rotation Tutorial Tutorial`</mark>](https://colab.research.google.com/github/sovai-research/sovai-public/blob/main/notebooks/datasets/Asset%20Rotation%20and%20Allocation.ipynb)

<table data-column-title-hidden data-view="cards"><thead><tr><th>Category</th><th>Details</th></tr></thead><tbody><tr><td>Input Datasets</td><td>Hundreds of economic indicators</td></tr><tr><td>Models Used</td><td>Imputation Models, Machine Learning</td></tr><tr><td>Model Outputs</td><td>Optimal Allocations</td></tr></tbody></table>

## Description

This dataset provides historical and forecasted risk-parity asset allocation data for five major asset classes: bonds, equities, commodities, dollar, and real estate.

It offers monthly allocation estimates and return predictions, both historical and 8 years into the future, based on hundreds of economic indicators.

The data and accompanying visualization tools enable investors to analyze optimal allocations and asset rotation strategies over time.The data is presented in a monthly frequency, starting from November 1959.

## Data Access

#### Returns All

Return predictions, historically and 8-years in the future.

```python
import sovai as sov 
df_returns = sov.data("allocation/returns")
```

#### Allocation All

Historical allocations and future risk-parity allocations

```python
import sovai as sov 
df_allocate = sov.data("allocation/all")
```

## Data Dictionary

| Column          | Type   | Description                  |
| --------------- | ------ | ---------------------------- |
| date            | date   | Month end date               |
| segment         | string | `past` or `future`           |
| bonds\_w        | float  | Bonds allocation (0–1)       |
| equities\_w     | float  | Equities allocation (0–1)    |
| commodities\_w  | float  | Commodities allocation (0–1) |
| dollar\_w       | float  | USD allocation (0–1)         |
| real\_estate\_w | float  | Real estate allocation (0–1) |

## Plot Access

#### Line Plot

Looking at the future and past prescribed allocations over-time

```python
import sovai as sov 
sov.plot("allocation", "line")
```

<figure><img src="https://1304136543-files.gitbook.io/~/files/v0/b/gitbook-x-prod.appspot.com/o/spaces%2FCbqQ4ogM0YiEs5Z9Djdn%2Fuploads%2Fgit-blob-70bf2d7df53826a9c7f4ff7247924f8e7d95e03f%2Fimage%20(114).png?alt=media" alt=""><figcaption></figcaption></figure>

#### Stacked Plot

Looking at the future and past prescribed allocations over-time

```python
import sovai as sov 
sov.plot("allocation", "stacked")
```

<figure><img src="https://1304136543-files.gitbook.io/~/files/v0/b/gitbook-x-prod.appspot.com/o/spaces%2FCbqQ4ogM0YiEs5Z9Djdn%2Fuploads%2Fgit-blob-2e7ead0f6d84c2fbf8edc5a229d6a2f466dbeb29%2Fimage%20(115).png?alt=media" alt=""><figcaption></figcaption></figure>

***