Risk Parity Radio

Episode 146: It's A CROC, Mate! An Analysis Of An Australian Dollar ETF For Volatility Diversification

Jan 26, 2022

23:50

In this episode we give Mary a break and analyze the ProShares Ultrashort Australian Dollar ETF, ticker symbol CROC, using David Stein's Ten Questions to Master Investing, which are:

1. What is it?
2. Is it an investment, a speculation, or a gamble?
3. What is the upside?
4. What is the downside?
5. Who is on the other side of the trade?
6. What is the investment vehicle?
7. What does it take to be successful?
8. Who is getting a cut?
9. How does it impact your portfolio?
10. Should you invest?

This fund analysis was suggested/requested by listener Alexi/Dude.

Links:

CROC Fact Sheet: prosharesfactsheetcroc.pdf

CROC Information Page: CROC (proshares.com)

CROC Correlation Analysis: Asset Correlations with CROC (portfoliovisualizer.com)

CROC/BTAL in Golden Butterfly Portfolio: Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

CROC/BTAL in Golden Ratio Portfolio: https://tinyurl.com/2tcemax6

CROC/BTAL in Leveraged Risk Parity Portfolio: https://tinyurl.com/3w7rpk6d