2022 Numbers Portfolio 
Random Roger's Retirement Planning
APRIL 3, 2024
You can see that 60/40 equities/managed futures stayed close to 60/40 equities/bonds at a time when managed futures was doing poorly and then pulled ahead in recent years including going up 3.25% in 2022. 90/40 had a higher CAGR than traditional 60/40 but lower than 60% equities/40% managed futures in Portfolio 3.
Random Roger's Retirement Planning
OCTOBER 30, 2024
The paper itself wasn't too in depth but they did provide a little bit of a framework for portfolio construction with alts. That sort of reminds me of the Permanent Portfolio or at least inspired by the Permanent Portfolio which allocates an equal 25% to equities, long bonds, gold and cash. and PRPFX is 0.67. and PRPFX is +0.61.
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Random Roger's Retirement Planning
JUNE 14, 2024
With so much allocated to T-bills, it makes sense that the standard deviations of the barbell portfolios is so much lower. The 2022 results, not captured above are also interesting. We can only get the last 11 months of 2022 but it is still interesting.
Random Roger's Retirement Planning
APRIL 19, 2024
The Trinity Replication captures some of the effect of the market longer term, maybe enough, maybe not enough, you can look at the other post to get more numbers, but that is what real diversification looks like. Both portfolios have higher standard deviations than the Trinity Replication but much higher returns.
Carson Wealth
MAY 20, 2024
April inflation data confirmed there is no need to panic about the first-quarter numbers. Broad commodity prices are not surging like they did in 2022 (oil prices have fallen close to 10% since early April), which means a commodity-driven supply shock is not in the cards for now. That’s similar to the pace of 2019.
Random Roger's Retirement Planning
AUGUST 1, 2024
I will lay out a portfolio concept that is hopefully robust when compared to more standard benchmarks. If MAXI had been flat, the portfolio would have lagged by about 5%. And of course BLNDX in addition to some of the equity allocation also adds managed futures to the portfolio. ARBIX's worst year was 2022 when it dropped 0.54%.
James Hendries
OCTOBER 7, 2022
in September, temporarily breaking below the June 2022 closing low. It is expressed as a number of years. Alternative investments may not be suitable for all investors and should be considered as an investment for the risk capital portion of the investor’s portfolio. currency crisis also contributed to a tough month for stocks.
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