davesaint86
726 posts
msg #156248
- Ignore davesaint86 |
3/24/2021 8:56:38 AM
If there is anyone who wants an uncorrelated permanent portfolio (rebalance yearly) that you can dollar cost average into that has low drawdowns here it is. Back test results since 2005.
Ticker Name Allocation
FRT Federal Realty Investment Trust 8.33%
UHT Universal Health Realty Income Trust 8.33%
NNN National Retail Properties 8.34%
TLT iShares 20+ Year Treasury Bond ETF 25.00%
GLD SPDR Gold Shares 25.00%
VTI Vanguard Total Stock Market ETF 25.00%
Portfolio Initial Balance Final Balance CAGR Stdev Best Year Worst Year Max. Drawdown
Portfolio 1 $430,000 $1,929,089 9.68% 9.94% 26.02% -3.25% -14.75%
S&P 500 $430,000 $1,913,752 9.62% 14.64% 32.31% -36.81% -50.80%
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Cheese
1,374 posts
msg #156250
- Ignore Cheese |
3/24/2021 10:08:32 AM
@davesaint86
Thank you, dave.
Do you know how I can use portfolio visualizer (or any other tool)
for "automatic" or "assisted" Tactical Asset Allocation prelim suggestions?
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davesaint86
726 posts
msg #156252
- Ignore davesaint86 |
3/24/2021 10:50:15 AM
You will just have to play around with it. There are example portfolios on the site. I found this portfolio by searching on Portfolio Visualizer buy and hold strategies.
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davesaint86
726 posts
msg #156264
- Ignore davesaint86 |
3/25/2021 8:58:19 AM
Portfolio 1 - Rebalance Annually
Ticker Name Allocation
TYD Direxion Daily 7-10 Yr Trs Bull 3X ETF 25.00%
GBTC Grayscale Bitcoin Trust (BTC) 15.00%
EUO ProShares UltraShort Euro 40.00%
QLD ProShares Ultra QQQ 20.00%
CAGR =51.55%
MAX DD=-17.91
Best Year=240.73%
Worst Year=-8.04
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Cheese
1,374 posts
msg #156265
- Ignore Cheese |
3/25/2021 10:00:10 AM
Impressive.
Thanks again, dave !
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davesaint86
726 posts
msg #156266
- Ignore davesaint86 |
3/25/2021 10:25:51 AM
Only since 2016 so don't know what it would do in a 2008 like downturn.
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risjr
230 posts
msg #156267
- Ignore risjr |
3/25/2021 12:55:52 PM
If you have a uvxy/upro mix 30%/70%...you make a ton of money....and rebalance every 2-4 weeks!!!
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risjr
230 posts
msg #156268
- Ignore risjr |
3/25/2021 12:58:32 PM
simplicity is perfection!!
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Cheese
1,374 posts
msg #156269
- Ignore Cheese |
3/25/2021 2:00:44 PM
Thank you, dave
Feels like white-knuckle stuff.
I won't touch BTC, "vol" and inverse.
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davesaint86
726 posts
msg #156280
- Ignore davesaint86 |
3/26/2021 10:37:43 AM
Portfolio Initial Balance Final Balance CAGR Stdev Best Year Worst Year Max. Drawdown Sharpe Ratio Sortino Ratio US Mkt Correlation
Portfolio 1 $430,000 $4,925,286 24.20% 15.46% 58.21% -8.47% -17.16% 1.45 2.88 0.69
SPDR S&P 500 ETF Trust $430,000 $1,878,055 14.00% 13.89% 32.31% -4.56% -19.43% 0.98 1.60 0.99
50% TYD
50% QLD
24.20 CAGR
-17.6% MAX DD
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