Post #3747 by FlyingCircus on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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No. of Recommendations: 9

Here's a different view of the Portfolio Visualizer comparison - 10 years only. (Don't have an account.) Last 10 years, the 3x version has done better (for the obvious reason.) This model is certainly seductive.

Performance Summary
Portfolio performance statistics
Metric	        2ASSET	2ASSET-QLD  Vanguard 500 Index Investor
Start Balance	$10,000	$10,000	    $10,000
End Balance	$54,315	$34,006	    $31,720
CAGR	        19.88%	 14.01%	     13.17%
Standard Dev	16.61%	10.84%	     15.47%
Best Year	55.31%	28.73%	     31.33%
Worst Year	-12.38%	-6.25%	     -18.23%
Maximum Drawdn  -15.72%	-12.39%	     -23.95%
Sharpe Ratio	1.06	1.09	     0.75
Sortino Ratio	1.88	1.87	     1.15
Benchmark Corr	0.64	0.48	     1.00

Can someone post how to specify "hold 67% of this asset and 33% of that asset" on GTR1? The historical reference information is... difficult... to get at these days. I'd like to test it there with BCC but the first 2 links in musselmant's post show up blank for me.

FC

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