The Nonsensical Ratings of a Lunatic Mind

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This is another interesting portfolio construction you have created here for us to peruse. You are talking about the nonsensical ravings of a lunatic mind. Now as for your non fundamental beliefs like 15% nominal gold is just right, I think that belief is actually borne out by some data. My own guess is that managed futures should be no more than 10 to 15% in a nominal portfolio. And treasury bonds or long treasury bonds should be slightly more than that.

In this episode we answer two emails from Alexi (a/k/a the "Dude") and another from Barry. We discuss funds that are designed to take advantage of rising interest rates like RRH, RISR and PFIX, another Dude-constructed accumulation portfolio with leveraged funds and some portfolio construction rules of thumb, and the noisy-ness of correlation data and matrices.

And THEN we our go through our weekly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio.

Additional links:

PFIX Webpage and Resources: PFIX Simplify Interest Rate Hedge ETF | Simplify

The Dude's New Portfolio Constructions compared with S&P500: Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

Portfolio Visualizer Correlation Tool: Asset Correlations (portfoliovisualizer.com)

Bogleheads Post about Morningstar Correlation Data: Morningstar Correlation Matrix - Bogleheads.org

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