Episode 243: Dirty Harry's Managed Futures Portfolios, An Asset Replacement Experiment And Portfolio Reviews As Of February 17, 2023
Risk Parity Radio
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Is the Dirty 6040 a Better Portfolio?
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.
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