Risk Parity Radio

This is our weekly portfolio review of the portfolios you can find at: https://www.riskparityradio.com/portfoliosWe also consider three variations of the Golden Ratio Portfolio and compare them with the Vanguard Wellington Fund.   For more on the Golden Ratio portfolio, check out Episodes 6 and 38.Portfoliovisualizer Analysis:  https://www.portfoliovisualizer.com/backtest-asset-class-allocation?s=y&mode=1&timePeriod=2&startYear=1972&firstMonth=1&endYear=2021&lastMonth=12&calendarAligned=true&includeYTD=false&initialAmount=10000&annualOperation=0&annualAdjustment=0&inflationAdjusted=true&annualPercentage=0.0&frequency=4&rebalanceType=1&absoluteDeviation=5.0&relativeDeviation=25.0&benchmark=-1&benchmarkSymbol=VWELX&portfolioNames=true&portfolioName1=Golden+Ratio&portfolioName2=SHY+Variation&portfolioName3=Emerging+Markets+Variation&asset1=TotalStockMarket&allocation1_1=42&allocation1_2=42&allocation1_3=42&asset2=LongTreasury&allocation2_1=26&allocation2_2=26&allocation2_3=26&asset3=Gold&allocation3_1=16&allocation3_2=16&allocation3_3=16&asset4=REIT&allocation4_1=10&allocation4_3=8&asset5=TreasuryBills&allocation5_1=6&asset6=ShortTreasury&allocation6_2=16&asset7=TIPS&asset8=EmergingMarket&allocation8_3=8Support the show

In today's episode we answer some questions from Jason P. about setting up a risk-parity style portfolio at M1 and then follow up on our discussion of the Dragon Portfolio (Episode 53) with part one of an analysis of Managed Futures Fund DBMF.Modified Golden Ratio Portfolio With SHY:  Portfolio Visualizer Analysis (portfoliovisualizer.com) David Stein's Ten Questions to Master Investing: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?DBMF Summary Fact Sheet:  https://www.imgp.com/us/wp-content/uploads/2021/01/iM-DBi-Managed-Futures-Strategy-ETF-4Q20.pdfDBMF Semi-Annual Report:  https://www.imgp.com/us/wp-content/uploads/2020/09/IMDBIETF-Semiannual-f.pdfDBMF Prospectus:  https://www.imgp.com/us/wp-content/uploads/2021/02/im_dbi_etfs_prospectus.pdfSupport the show

This is our weekly portfolio review of the portfolios you can find at: https://www.riskparityradio.com/portfoliosWe also compare the Golden Butterfly portfolio with a David Swensen portfolio.   For more on the Golden Butterfly, check out Episodes 4, 15, 17 and 36.Links:Swensen Portfolio:  https://portfoliocharts.com/portfolio/swensen-portfolio/Comparison Analysis:  https://www.portfoliovisualizer.com/backtest-portfolio?s=y&timePeriod=2&startYear=1985&firstMonth=1&endYear=2021&lastMonth=12&calendarAligned=true&includeYTD=false&initialAmount=10000&annualOperation=0&annualAdjustment=0&inflationAdjusted=true&annualPercentage=0.0&frequency=4&rebalanceType=1&absoluteDeviation=5.0&relativeDeviation=25.0&reinvestDividends=true&showYield=false&showFactors=false&factorModel=3&portfolioNames=true&portfolioName1=Golden+Butterfly&portfolioName2=Swenson+Individual&portfolioName3=Portfolio+3&symbol1=VTI&allocation1_1=20&allocation1_2=30&symbol2=IJS&allocation2_1=20&symbol3=TLT&allocation3_1=20&symbol4=SHY&allocation4_1=20&symbol5=GLD&allocation5_1=20&symbol6=VGTSX&allocation6_2=15&symbol7=VEIEX&allocation7_2=5&symbol8=VNQ&allocation8_2=20&symbol9=IEF&allocation9_2=15&symbol10=TIP&allocation10_2=15Support the show

It's that time again!  This month's rant is dedicated to the memory of George Santayana, who said:  "Those who do not remember the past are condemned to repeat it."We also begin a discussion of  Chris Cole's "Dragon Portfolio." Links:"Hawk And Serpent" Paper from Artemis Capital:  https://artemiscm.docsend.com/view/taygkbnInterview of Chris Cole About the Dragon Portfolio:  https://youtu.be/SkfgEZtJ9LASupport the show

This is our weekly portfolio review of the sample portfolios you can find at: https://www.riskparityradio.com/portfoliosSince it is also the end of the month, we discuss distributions for the sample portfolios as well.We also tackle a listener question about constructing a risk-parity style portfolio with a limited set of options.To hear more about the Macro-Allocation Principle, listen to Episodes 7 and 37.Support the show

In this episode we answer a question from Luke S. about the accumulation phase and one from Matt R. about the Experimental Portfolios.Links:Portfolio Charts Analyzer Tool:  https://portfoliocharts.com/portfolio/my-portfolio/Note that we used a 25% savings rate when we ran our calculations.The Fortress of Solitude Movie Clip (explicit):  https://www.youtube.com/watch?v=rJjKP8vYjpQSample Portfolios Page:  Portfolios | Risk Parity RadioSupport the show

This is our weekly portfolio review of the portfolios you can find at: https://www.riskparityradio.com/portfoliosSorry it's just a short one!Support the show

Today we tackle two questions.  Chris wants to drawdown an inherited IRA.  Tommy wants to know about the use of correlations in Risk Parity analyses.Links:RPAR Managers Interview:  https://youtu.be/vCiPDIB6TWgBridgewater Strategy Paper (see page 8 for quadrant map):  http://sdcera.granicus.com/MetaViewer.php?view_id=4&clip_id=75&meta_id=9141Explanation of the Bias-Variance Tradeoff:  https://elitedatascience.com/bias-variance-tradeoffSupport the show

This is our weekly portfolio review of the portfolios you can find at: https://www.riskparityradio.com/portfoliosAdditional Links:Portfolio Visualizer Analysis of the Original and Accelerated Permanent Portfolios:  https://www.portfoliovisualizer.com/backtest-portfolio?s=y&timePeriod=2&startYear=1985&firstMonth=1&endYear=2021&lastMonth=12&calendarAligned=true&includeYTD=false&initialAmount=10000&annualOperation=0&annualAdjustment=0&inflationAdjusted=true&annualPercentage=0.0&frequency=4&rebalanceType=5&absoluteDeviation=7.5&relativeDeviation=0.0&showYield=false&reinvestDividends=true&benchmark=VFINX&benchmarkSymbol=VTI&portfolioNames=true&portfolioName1=Accelerated+Permanent+Portfolio&portfolioName2=Permanent+Portfolio&portfolioName3=Portfolio+3&symbol1=UPRO&allocation1_1=25&symbol2=TMF&allocation2_1=27.5&symbol3=PFF&allocation3_1=25&symbol4=GLD&allocation4_1=22.5&allocation4_2=25&symbol5=IJS&symbol6=IEF&symbol7=SHY&allocation7_2=25&symbol8=VTI&allocation8_2=25&symbol9=TLT&allocation9_2=25Optimized Portfolios Site:   https://www.optimizedportfolio.com/category/leverage/Support the show

This is our weekly portfolio review of the portfolios you can find at: https://www.riskparityradio.com/portfoliosWe also compare the All Seasons Portfolio with a Global Market Portfolio.Links:Global Market Portfolio Description:  https://portfoliocharts.com/2021/01/05/own-the-financial-field-with-the-global-market-portfolio/Portfolio Visualizer Comparison Analysis:  https://www.portfoliovisualizer.com/backtest-asset-class-allocation?s=y&mode=1&timePeriod=2&startYear=1972&firstMonth=1&endYear=2020&lastMonth=12&calendarAligned=true&includeYTD=false&initialAmount=10000&annualOperation=0&annualAdjustment=0&inflationAdjusted=true&annualPercentage=0.0&frequency=4&rebalanceType=1&absoluteDeviation=5.0&relativeDeviation=25.0&portfolioNames=true&portfolioName1=Global+Market+Portfolio&portfolioName2=All+Seasons+Portfolio&portfolioName3=Portfolio+3&asset1=TotalStockMarket&allocation1_1=23&allocation1_2=30&asset2=IntlDeveloped&allocation2_1=22&asset3=EmergingMarket&allocation3_1=5&asset4=GlobalBondHedged&allocation4_1=44&asset5=REIT&allocation5_1=4&asset6=Gold&allocation6_1=2&allocation6_2=15&asset7=LongTreasury&allocation7_2=40&asset8=IntermediateTreasury&allocation8_2=15&asset9=CommoditiesBond Correlation Matrix:  https://tinyurl.com/y4x3jynuSupport the show