Episode 114: An Analysis Of Anti-Beta Fund BTAL
Risk Parity Radio
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How Volatility Funds Can Impact Your Portfolio
This is something that is on the experimental side, I would say, along with other experimental funds we've been playing with. What's very difficult to deal with with this particular fund though is that it just doesn't have a very long history. We're talking about the history since 2011, which was basically a stock market going up kind of time. So you wonder what it would have done in past periods like the 2000s or the 1990s or even in the 1970s. And unless all the betas are going to change, the performance of this is unlikely to change in other circumstances.
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