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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DBMF or KMLM ETFs in Risk Parity Portfolios?
Risk Parity Radio is a podcast from CNN.com and Danger Room. This week, Jarrett ponders the merits of managed futures funds over traditional long-only commodity ETFs like PDBC. A back test using ASFYX shows that having it replace PDBC in a Risk Parity portfolio always helps sharp and sartino ratios.
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