Hi, Shrewd!        Login  
Shrewd'm.com 
A merry & shrewd investing community
Best Of MIBest OfAll BoardsThe Shrewd’m WeeklyLearn to InvestHow to Become Shrewd
Search
Shrewd'm.com Merry shrewd investors
Search
Best Of MIBest OfAll BoardsThe Shrewd’m WeeklyLearn to InvestHow to Become Shrewd


The week's question
In December 2024, in the thread "Re: BRK: Why Not XOM?", BreckHutHigh asked the members: "What about the long road trips with kids?" This week it is put to everyone again. The button below opens the small thread re-asking it - read what others have said so far, then give your own answer as an ordinary reply.
Answer this questionContinue to Shrewd'mThis note won't appear again
Investment Strategies / Mechanical Investing
Unthreaded | Threaded | Whole Thread (11) |
Author: RAMc   😊 😞
Number: of 6131 
Subject: Re: Muscular Portfolios
Date: 06/19/24 3:44 PM
Post New | Post Reply | Report Post | Recommend It!
No. of Recommendations: 6
But I wonder about his claimed backtest results. For example, PDBC only began on 11/7/2014.

Allocate Smartly independently did a backtest from 1973 using synthetic ETFs.

Annualized Return from 1973 till jan 2019 when they wrote the article:
CAGR 13.3% vs 60/40 benchmark 9.2%
MDD -20.1 vs 60/40 -29.5%
Ulcer Performance Index 1.59 vs 60/40 0.62

Livingston's Muscular Portfolios - Allocate Smartly

Looking at a log chart over history it does slightly worse than 60/40 in up markets but has been effective avoiding the bear markets. Allocate Smartly calculates a 30 yr Safe Withdrawal Rate of 6.1% vs 3.8% for a 60/40.
Post New | Post Reply | Report Post | Recommend It!
Print the post
Members reply directly to RAMc here — and replies get answered. Reading is free; so is joining the conversation. Join Shrewd'm »
This community has written 6,115 posts about Mechanical Investing. The article-length ones it recommended most:
Dividend investing · 52 recs · 2025
Non-Mag7 screen · 34 recs · 2025
OT - Div yields and returns · 32 recs · 2024
Using AI to generate backtesting programs · 30 recs · 2025
Rankings for 19Dec2022 · 29 recs · 2022
Unthreaded | Threaded | Whole Thread (11) |


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 | Open Questions | Moving a community