Average Risk Index

Summary Model Data
Current Average Risk: 14.77% 0.0071 5.02%
Average Risk over the next 24 months
As of end of month: 01-2023

Average: 11.58%
Maximum: 17.41%
Minimum: 7.3%

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.