DBMF and KMLM for the Levered Golden Ratio

6min Snip

00:00

Play full episode

Summary

Transcript

Episode notes

We have these two golden ratio style portfolios that have REITs in them. And while REITs are a reasonable choice for some diversification, they certainly do not give the kind of diversification that you would get out of a managed futures fund. We want something that performs about the same with less volatility. That is the Holy Grail principle at work and the true benefit of diversification. So hopefully this will be a nice learning experience for all of us.

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)

Support the show