Average Risk Index

Summary Model Data
Current Average Risk: 14.85% 0.0081 5.75%
Average Risk over the next 24 months
As of end of month: 11-2023

Average: 11.69%
Maximum: 17.62%
Minimum: 7.27%

The Average Risk is a forward looking standard deviation relative to the interest rate environment. Measured differences between the Federal Funds Rate and the 10 Year Treasury Rate - the Yield Curve - has been found to have a positive correlation with the stock market's standard deviation. As the Yield Curve measurement rises, risk in the stock market increases.