YEAH! Is There a Risk Parity ETF?

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Alexei: Have you seen the book Risk Parity by Alex Shaheedee that just came out? I found it very interesting. He goes over risk parity investing, analyzes how several different asset classes behave in various market conditions and then puts together a portfolio. It makes me want to consider some LPTZ or similar in my portfolio, but using Portfolio Visualizer, I'm actually having trouble improving my portfolio with it. There's a lot of other interesting stuff in the book, and I'm curious what you think.

In this episode we answer emails from Dan, Chas and Sam. We discuss some aspects of a new Risk Parity book, the poor performance and problems with TIPs, sub-portfolio constructions, using a correlation analysis to determine which non-U.S. funds to use, which bond funds to use, why you shouldn't pay attention to proposed legislation, more on international funds and how to find the podcast where your email is answered.

And THEN we our go through our weekly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio. We also review the lackluster annual performances of RPAR and other professional risk-parity style funds. Note that RPAR is run by the author of the book discussed in answer to the first question.

Additional links:

Father McKenna Center Donation Page: Donate - Father McKenna Center

Commodity Producers ETFs list: Commodity Producers Equities ETFs (etfdb.com)

Original RPAR Episode: Podcast #31| Risk Parity Radio

Correlation Analysis of Chas's Proposed Funds: Asset Correlations (portfoliovisualizer.com)

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