All Weather Portfolio Beats Expected Returns, Drawdown On Target
All Weather portfolio update. Current drawdown -8.35% which is within the expected return/risk profile. CAGR since release running at +24.2%, which is above the expected return profile. #next1000trades https://t.co/Bf8eenZ9Am
ETF Combo Beats Benchmark: Higher Returns, Lower Risk
ETF Combo 30% $SPHB 30% $GLD 40% $DBMF (managed futures) Quarterly rebalance only. CAGR 16.5% vs 14.0% maxDD -19.8% vs -33.8% Vola 13.3% vs 20.1% Sharpe: 0.97 vs...
Trend Following and Indexing Share Same Drawdown Reality
These types of comments always amuse me... "...trend following strategies typically have long flat or negative periods that test discipline. Past profitability doesn't protect you from a multi-year drawdown." So let's consider Buy & Hold or indexing between 1968 - 1982 where...
BAP.ax Plunges 48%, Confirming Trend‑driven Surprises
$BAP.ax down 48% today. Surprises tend to happen in the direction of the prevailing trend. https://t.co/8MXlffwnuZ