Analyzing a Levered Accumulation Portfolio and Mitigating Volatility

In this episode we answer emails from Stuart, George and MyContactInfo.  We discuss a follow-up on another listener's accumulation portfolio, the foibles of trying to predict future interest rates and common fallacious reasoning, levered inverse treasury bond funds and other funds that do well in rising interest rate environments, and a follow up on our target date fund rant episode (#333).

Links:

Portfolio Visualizer Analysis of UPRO and synthetic alternatives:  Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

TestFol Analysis with an inverse treasury bond exposure:  testfol.io

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