How to Choose ETFs and Funds Using the Portfolio Visualizer Tool

4min Snip

00:00

Play full episode

Summary

Transcript

Episode notes

The best way to select a fund, at least when it comes to pursuing factor exposures, is to maximize your exposure to the factor in question. QMOM is the momentamiest ETF out there with a Momentum score of 0.82. You can also use this tool to sort for value, size, and beta exposures. In addition to quality and profitability if you are into that sort of thing.

In this episode we answer emails from Alexi (a/k/a "the Dude"), the effervescent MyContactInfo, and Mike. We discuss a Portfolio Visualizer fund selection tool for factor investing, Merton and other academics, and an uncannily familiar diversified portfolio recently featured in a Marketwatch article. And we play some Motorhead and rant about financial media a bit.

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:

Portfolio Visualizer Fund Factor Attribution Tool: Mutual Fund and ETF Factor Performance Attribution (portfoliovisualizer.com)

Rational Reminder Interview of Robert C. Merton: Episode 234: Prof. Robert C. Merton: ICAPM, Retirement, and Models in Finance — Rational Reminder

MarketWatch Article: This 'crazy' retirement portfolio has just beaten Wall Street for 50 years - MarketWatch

Easy Improvements to Marketwatch-featured portfolio: Backtest Portfolio Asset Class Allocation (portfoliovisualizer.com)

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