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Chris Cole, Artemis Capital Management - You Want To Diversify Based On How Assets Perform In Different Market Regimes | #317

The Meb Faber Show - Better Investing

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Classic Portfolios Don't Work in the Great Depression

A 60-40 portfolio would have had drawdowns of close to 70-80% in the period of the Great Depression. Risk parity that oftentimes leveraged the bonds has the exact same problem, he says. "Some people might turn to some of these other strategies, like shorting volatility or risk premium strategies"

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