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Risk Parity Radio
Episode 123: Let's Talk Risk-Reward Metrics, Being WRONG, SWAN and NTSX
Oct 27, 2021
33:55
Snipd AI
Topics include analyzing risk-reward metrics, corrections to SWAN modeling, using asset class analyzers, 'bracketed rebalancing', adding gold to portfolios, and examining the bond breakdown of NTSX.
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Quick takeaways
- Utilizing risk-adjusted measures like Sharpe and Sortino ratios for portfolio evaluation is crucial for investment success.
- Understanding the discrepancies in ETF performance compared to anticipated allocations emphasizes the necessity of analytical diligence in portfolio management.
Deep dives
Risk-Adjusted Returns through Sharpe and Sortino Ratios
Utilizing risk-adjusted measures like Sharpe and Sortino ratios for portfolio evaluation is crucial. Comparing portfolios using these metrics on a relative basis is essential due to the varying ratios for different portfolios over specific time frames. Previous episodes showcased comparisons like the Golden Butterfly versus Boglehead's Three Fund and others, indicating the Golden Butterfly's superior performance.
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Discover
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Listen to the best highlights from the podcasts you love and dive into the full episode