Episode 248: Crazy Rising Rate Funds, Levered Constructions, Correlation Data Anomalies And Portfolio Reviews As Of March 24, 2023
OwenJay👑
Description
<p>In this episode we answer two emails from Alexi (a/k/a the "Dude") and another from Barry. We discuss funds that are designed to take advantage of rising interest rates like RRH, RISR and PFIX, another Dude-constructed accumulation portfolio with leveraged funds and some portfolio construction rules of thumb, and the noisy-ness of correlation data and matrices.<br/><br/>And THEN we our go through our weekly portfolio reviews of the seven sample portfolios you can find at <a href='https://www.riskparityradio.com/portfolios'>Portfolios | Risk Parity Radio</a>.<br/><br/>Additional links:<br/><br/>PFIX Webpage and Resources: <a href='https://www.simplify.us/etfs/pfix-simplify-interest-rate-hedge-etf'>PFIX Simplify Interest Rate Hedge ETF | Simplify</a><br/><br/>The Dude's New Portfolio Constructions compared with S&P500: <a href='https://www.portfoliovisualizer.com/backtest-portfolio?s=y&timePeriod=2&startYear=1985&firstMonth=1&endYear=2023&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&leverageType=0&leverageRatio=0.0&debtAmount=0&debtInterest=0.0&maintenanceMargin=25.0&leveragedBenchmark=false&reinvestDividends=true&showYield=false&showFactors=false&factorModel=3&benchmark=VFINX&portfolioNames=true&portfolioName1=Fifty%2Ffifty&portfolioName2=The+Dude%27s+Curve+Fitting+Baseline%21&portfolioName3=Portfolio+3&symbol1=UPRO&allocation1_1=33.3&allocation1_2=33.3&symbol2=TMF&allocation2_1=8.3&allocation2_2=10&symbol3=MFTFX&allocation3_1=25&allocation3_2=30&symbol4=UGL&allocation4_1=12.4&allocation4_2=7.5&symbol5=CCOR&symbol6=EUO&allocation6_1=10&allocation6_2=9&symbol7=YCS&allocation7_1=9&allocation7_2=8&symbol8=VIXM&a
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Episodes
Episode 248: Crazy Rising Rate Funds, Levered Constructions, Correlation Data Anomalies And Portfolio Reviews As Of March 24, 2023
OwenJay👑