Episode 57: Mailbag Follies And An Analysis Of Managed Futures Fund DBMF (Part 2)
Risk Parity Radio
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The Effects of the Asset Correlation Analysis on Your Portfolio
It has lower negative correlations to all of the other types of assets that we ordinarily find in our risk parity style portfolios. It's annualized returns so far are about 6.42%, which is not great, but it also does seem to have a lower volatility than these other funds. So it has a relatively lower volatility and should make the overall portfolio less volatile.
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