Episode 248: Crazy Rising Rate Funds, Levered Constructions, Correlation Data Anomalies And Portfolio Reviews As Of March 24, 2023
Risk Parity Radio
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The Risk Parity Ultimate Portfolio
The risk parity ultimate. portfolio was up 0.29% for the week, but down 0.82% since inception in July 2020. The most levered and least diversified portfolio is one-third in a levered stock fund, UPRO. And our last one is the levered golden ratio,. This one is levered up about 1.6 to 1. It's a year younger than the others so started at a more in-opportunetime in mid-2021. But now I see our signal is beginning to fade.
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