Episode 57: Mailbag Follies And An Analysis Of Managed Futures Fund DBMF (Part 2)
Risk Parity Radio
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The Rise and Fall of the Risk Parity Ultimate Portfolio
This one does seem to have attributes that are different or uncorrelated from the other assets in the portfolio, while performing reasonably well. But I don't think I'll be taking this and putting it into any of my main investments right now. We may when we get to July, our first year anniversary of the sample portfolios will be probably making some adjustments in the risk parity ultimate portfolio. So maybe we'll put a little piece of this in there just to see how it works out over time because I think that will be a reasonable experiment or approach.
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