Baselight
1-- Latest comprehensive snapshot for portfolio allocation decisions
2WITH latest_year AS (
3    SELECT MAX(year) as max_year 
4    FROM "@worldbank.world_development_indicators.ny_gdp_mktp_kd_zg"
5),
6recent_5y AS (
7    SELECT 
8        economy,
9        AVG(value) as avg_growth_5y,
10        STDDEV(value) as volatility_5y
11    FROM "@worldbank.world_development_indicators.ny_gdp_mktp_kd_zg"
12    WHERE year >= (SELECT max_year - 5 FROM latest_year)
13        AND value IS NOT NULL
14    GROUP BY economy
15),
16latest_metrics AS (
17    SELECT DISTINCT
18        g.economy,
19        g.year,
20        g.value as latest_gdp_growth,
21        pc.value as gdp_per_capita,
22        gdp_current.value as gdp_current_usd,
23        fdi.value as fdi_pct_gdp,
24        trade.value as trade_pct_gdp,
25        pop.value as population,
26        mkt_cap.value as market_cap_pct_gdp,
27        credit.value as domestic_credit_pct_gdp
28    FROM "@worldbank.world_development_indicators.ny_gdp_mktp_kd_zg" g
29    LEFT JOIN "@worldbank.world_development_indicators.ny_gdp_pcap_kd" pc
30        ON g.economy = pc.economy AND g.year = pc.year
31    LEFT JOIN "@worldbank.world_development_indicators.ny_gdp_mktp_cd" gdp_current
32        ON g.economy = gdp_current.economy AND g.year = gdp_current.year
33    LEFT JOIN "@worldbank.world_development_indicators.bx_klt_dinv_wd_gd_zs" fdi
34        ON g.economy = fdi.economy AND g.year = fdi.year
35    LEFT JOIN "@worldbank.world_development_indicators.ne_trd_gnfs_zs" trade
36        ON g.economy = trade.economy AND g.year = trade.year
37    LEFT JOIN "@worldbank.world_development_indicators.sp_pop_totl" pop
38        ON g.economy = pop.economy AND g.year = pop.year
39    LEFT JOIN "@worldbank.world_development_indicators.cm_mkt_lcap_gd_zs" mkt_cap
40        ON g.economy = mkt_cap.economy AND g.year = mkt_cap.year
41    LEFT JOIN "@worldbank.world_development_indicators.fs_ast_prvt_gd_zs" credit
42        ON g.economy = credit.economy AND g.year = credit.year
43    WHERE g.year = (SELECT max_year FROM latest_year)
44)
45SELECT 
46    lm.*,
47    r5.avg_growth_5y,
48    r5.volatility_5y,
49    (r5.avg_growth_5y / NULLIF(r5.volatility_5y, 0)) as sharpe_ratio_5y,
50    (lm.gdp_current_usd / 1e9) as gdp_billions_usd,
51    (lm.population / 1e6) as population_millions,
52    CASE 
53        WHEN lm.gdp_per_capita > 30000 THEN 'Developed'
54        WHEN lm.gdp_per_capita > 12000 THEN 'Upper Middle Income'
55        WHEN lm.gdp_per_capita > 4000 THEN 'Lower Middle Income'
56        ELSE 'Low Income'
57    END as income_category,
58    CASE 
59        WHEN r5.avg_growth_5y > 6 AND r5.volatility_5y < 3 THEN 'A - High Growth, Low Risk'
60        WHEN r5.avg_growth_5y > 6 THEN 'B+ - High Growth, Moderate Risk'
61        WHEN r5.avg_growth_5y > 4 AND r5.volatility_5y < 3 THEN 'B - Moderate Growth, Low Risk'
62        WHEN r5.avg_growth_5y > 3 THEN 'C+ - Moderate Growth'
63        ELSE 'C - Low Growth'
64    END as investment_grade
65FROM latest_metrics lm
66LEFT JOIN recent_5y r5 ON lm.economy = r5.economy
67WHERE lm.economy IN ('CHN', 'IND', 'VNM', 'IDN', 'KOR', 'SGP', 
68                      'USA', 'JPN', 'DEU', 'BRA', 'MEX', 'THA', 'MYS', 'PHL', 'POL', 'TUR')
69ORDER BY investment_grade, r5.avg_growth_5y DESC
economyyearlatest_gdp_growthgdp_per_capitagdp_current_usdfdi_pct_gdptrade_pct_gdppopulationmarket_cap_pct_gdpdomestic_credit_pct_gdpavg_growth_5yvolatility_5ysharpe_ratio_5ygdp_billions_usdpopulation_millionsincome_categoryinvestment_grade
VNM20247.091187466339754017.74604111554476388230307.1754.23394171325231null10098768642.9514977454551null5.5786860475170782.4895285826747062.240860412827008476.388230307175100.987686Lower Middle IncomeB - Moderate Growth, Low Risk
CHN20244.977356591757213121.676990556518743803170827.20.098998805118273737.1984201388623140897500062.7181039133864194.1659968448115.0841941129493432.2168955620900942.29338458693830118743.80317082721408.975Upper Middle IncomeB - Moderate Growth, Low Risk
POL20242.923388080666917984.380010913914696430325.3912.01771859910228100.6501413816513655470721.576719166794133.69854180261062.98342131627206043.34465280890351570.8919973123458879914.69643032539136.554707Upper Middle IncomeC - Low Growth
SGP20244.3880236246186567706.8336149739547386645891.84727.7575647897243322.3714279347166036860116.486267026321null2.9279279290264084.4602595740599990.6564478771716935547.3866458918476.03686DevelopedC - Low Growth
USA20242.7961903562139366682.6147044553291848900000001.3294208064515624.8879916970734340110988213.074934735063197.8961205990562.4453284682793832.6309472236556370.929447936580673429184.89340.110988DevelopedC - Low Growth
BRA20243.395866454548449564.576077192232179412080828.593.2609641595723435.531220244245721199857330.233468732057875.83876208716192.060139923961552.84905146367760280.72309677456731062179.41208082859211.998573Lower Middle IncomeC - Low Growth
KOR2024nullnullnullnullnull51751065nullnull1.9617405509530741.83671580410534531.0680697288977854null51.751065Low IncomeC - Low Growth
MEX20241.454062478479910313.48684821091852722885258.112.3671567383856374.711595605869113086100722.540122072374734.65390508257790.96036679214398565.05449826064831950.19000239838262471852.7228852581102130.861007Lower Middle IncomeC - Low Growth
THA20242.525961757714956573.44430044414526411265427.6831.9433895189823136.7747450927717166801198.7197718076555148.0088948299780.790129478354923.37187984161628630.23432907323772756526.41126542768371.668011Lower Middle IncomeC - Low Growth
DEU2024-0.23852685825616544108.70125702424659929336890.621.0214563365148380.34467140195958351095043.868663282436null0.237920250679325852.56434767729574450.092780028537404394659.9293368906283.51095DevelopedC - Low Growth
JPN20240.083698564385215937144.91426601164026210821146.810.426561392377945null123975371156.739964953015196.8650511968020.104395403318640882.3586671708972480.0442603367727072644026.21082114681123.975371DevelopedC - Low Growth
IND20246.484223630337572396.712718581023912686168582.210.70563644895353844.67109263524221450935791131.147687519733null5.1779413773457125.7586358737274430.89916110184513893912.686168582211450.935791Low IncomeC+ - Moderate Growth
TUR20243.1840243547922115147.84148517261323254808058.740.85070539184470255.82178445272198551866128.638568149693644.18534231078344.6577339456258223.78689397452331771.22996154023882421323.2548080587485.518661Upper Middle IncomeC+ - Moderate Growth
IDN20245.030344694190384367.862666211911396300098190.971.7281403229229542.572647301834283487931null36.39245076381133.673871119766172.86880889913708971.28062594928202961396.30009819097283.487931Lower Middle IncomeC+ - Moderate Growth
PHL20245.692016128234123925.3048697218461617509782.3551.9344668087363365.885472528696811584367054.553480893463849.81366550613163.51781866472166.4307281088313530.5470327162317065461.617509782355115.84367Low IncomeC+ - Moderate Growth
MYS20245.1141554782909111868.3647368199421972102253.573.69532630320576137.36634120583135557673106.5166127333116.1710892713793.3005258148661624.7373426865315320.6967040455506203421.9721022535700335.557673Lower Middle IncomeC+ - Moderate Growth

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