Is the Dirty 6040 a Better Portfolio?

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The S44 is the most powerful hand gun in the world, and will blow your head clean off. The maximum drawdown improves from negative 32.5% for the 6040 to negative 20.6% for the dirty version. Daniel writes: We don't want to get overly excited about it just because it had a bang up performance in 2022. But this is something we should consider as we will be discussing in the next email.

In this episode we answer emails from Johnny, Kevin and Daniel. We discussed managed futures vs. commodity funds, the Mt. Lucas "Dirty Portfolios" with KMLM and how to transition from one asset to another in a portfolio with the beginning of a new pedagogical experiment in that.

And THEN we our go through our weekly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio.

Additional links:

Dirty Portfolios Article with Dirty Harry Quotes: Dirty Portfolios - Managed Futures As A Portfolio Element (mtlucas.com)

Side-by-Side Analysis Of Original and Planned Golden Ratio Portfolios: Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

Side-by-Side Analysis of Original and Planned Levered Golden Ratio Portfolios: Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

EconoMe Conference: Programming & Activities - EconoMe (economeconference.com)

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