Hi, Shrewd!        Login  
Shrewd'm.com 
A merry & shrewd investing community
Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week!
Search MI
Shrewd'm.com Merry shrewd investors
Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week!
Search MI


Investment Strategies / Mechanical Investing
Unthreaded | Threaded | Whole Thread (13) |
Author: RAMc   😊 😞
Number: of 3957 
Subject: Re: low draw down ETF portfolio allocation
Date: 11/12/2024 12:15 PM
Post New | Post Reply | Report Post | Recommend It!
No. of Recommendations: 7
Not free but Allocate Smartly specializes in comparing over 75 different published ETF strategies historically back tested with their editorial take on the probability of future returns. Additionally, they have tools that allow you to combine multiple strategies that have the potential to work in different environments. Their site is a good source of potential strategies even if you decide not to use their service.
I have been using a 60%/40% mixtures of two of their strategies each based on completely different principals for part of my investments.
60 % in Bold Asset Allocation- Aggressive
40% in Risk Premium Value = Best Value
1980 to present by their back test 16.6% CAGR 10.3% MDD (10/2008), Sharp 1.24,
Ulcer Performance Index 5.04

And yes, I am fully aware that future returns have virtually no probability of being that good. But both
methods look promising and historically they are uncorrelated.

It’s worth it to me to just getting an email telling me to reallocate.
Post New | Post Reply | Report Post | Recommend It!
Print the post
Unthreaded | Threaded | Whole Thread (13) |


Announcements
Mechanical Investing FAQ
Contact Shrewd'm
Contact the developer of these message boards.

Best Of MI | Best Of | Favourites & Replies | All Boards | Followed Shrewds