Episode 114: An Analysis Of Anti-Beta Fund BTAL
Risk Parity Radio
00:00
The Impact of the Golden Ratio on Portfolio Volatility
The returns are slightly less, but the volatility is more or less, if you will. The worst year is minus 4.6% for the original and minus 3.8% for the modified. It does seem to have a better profile or impact than some of those other volatility funds. So it could be a useful insertion into some portfolios.
Transcript
Play full episode
