Eukrate,
You might want to consider the fund correlations, rates of return, and volatility for a longer period of time, e.g. 10-15 years. In addition, Markowitz Mean-Variance Optimization uses those three statistics to plot the efficient frontier. As you move along the efficient frontier you can discoverthe optimal portfolio for adesired level of risk. Markowitz won the Nobel Prize in 1990 for this work.
You can also download a 30 day, free, trial version, single period, PC-based, MVO program from Efficient Solutions http://www.effisols.com/basics/. The trial version handlesfive asset classes - just perfect for TSP. Enter the fund returns, the fund correlations, and the fund standard deviations and the MVO will generate the efficient frontier for the TSP funds. You can then push the button up and down the curve to see what percentage of each fund should be invested to meet your risk and return needs, e.g. I want the C Fund return with less risk than 100% C Fund.
Finally, if you're interested, I've already calculated, and can provide you with, thelonger term statistics, i.e. return, standard deviation for each fund and the correlations between the funds.
If nothing else, it's instructive and interesting to see how the funds interact to produce a given level of risk/return.
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