Exploring the importance of sharp and sortino ratios in evaluating portfolios, emphasizing the need for comparing portfolios over a specific time period for accuracy and advocating against fixed risk-reward measures.
In this episode we answer emails from Visitor 3050, Daniel, Chet, Jack, Jeff and Marc. We discuss risk-reward metrics and where to find them, corrections to modelling SWAN, using asset class analyzers, "bracketed rebalancing", adding gold to a portfolio and the bond breakdown of NTSX.