StockFetcher Forums · Filter Exchange · Permanent Portfolio<< 1 2 3 4 >>Post Follow-up
davesaint86
641 posts
msg #156248
Ignore davesaint86
3/24/2021 8:56:38 AM

If there is anyone who wants an uncorrelated permanent portfolio (rebalance yearly) that you can dollar cost average into that has low drawdowns here it is. Back test results since 2005.


Ticker Name Allocation
FRT Federal Realty Investment Trust 8.33%
UHT Universal Health Realty Income Trust 8.33%
NNN National Retail Properties 8.34%
TLT iShares 20+ Year Treasury Bond ETF 25.00%
GLD SPDR Gold Shares 25.00%
VTI Vanguard Total Stock Market ETF 25.00%

Portfolio Initial Balance Final Balance CAGR Stdev Best Year Worst Year Max. Drawdown
Portfolio 1 $430,000 $1,929,089  9.68%  9.94% 26.02% -3.25% -14.75% 
S&P 500 $430,000 $1,913,752  9.62%  14.64% 32.31% -36.81% -50.80% 


Cheese
1,195 posts
msg #156250
Ignore Cheese
3/24/2021 10:08:32 AM

@davesaint86

Thank you, dave.

Do you know how I can use portfolio visualizer (or any other tool)
for "automatic" or "assisted" Tactical Asset Allocation prelim suggestions?


davesaint86
641 posts
msg #156252
Ignore davesaint86
3/24/2021 10:50:15 AM

You will just have to play around with it. There are example portfolios on the site. I found this portfolio by searching on Portfolio Visualizer buy and hold strategies.

davesaint86
641 posts
msg #156264
Ignore davesaint86
3/25/2021 8:58:19 AM

Portfolio 1 - Rebalance Annually
Ticker Name Allocation
TYD Direxion Daily 7-10 Yr Trs Bull 3X ETF 25.00%
GBTC Grayscale Bitcoin Trust (BTC) 15.00%
EUO ProShares UltraShort Euro 40.00%
QLD ProShares Ultra QQQ 20.00%

CAGR =51.55%
MAX DD=-17.91
Best Year=240.73%
Worst Year=-8.04

Cheese
1,195 posts
msg #156265
Ignore Cheese
3/25/2021 10:00:10 AM

Impressive.
Thanks again, dave !

davesaint86
641 posts
msg #156266
Ignore davesaint86
3/25/2021 10:25:51 AM

Only since 2016 so don't know what it would do in a 2008 like downturn.

risjr
182 posts
msg #156267
Ignore risjr
3/25/2021 12:55:52 PM

If you have a uvxy/upro mix 30%/70%...you make a ton of money....and rebalance every 2-4 weeks!!!

risjr
182 posts
msg #156268
Ignore risjr
3/25/2021 12:58:32 PM

simplicity is perfection!!


Cheese
1,195 posts
msg #156269
Ignore Cheese
3/25/2021 2:00:44 PM

Thank you, dave
Feels like white-knuckle stuff.
I won't touch BTC, "vol" and inverse.

davesaint86
641 posts
msg #156280
Ignore davesaint86
3/26/2021 10:37:43 AM

Portfolio Initial Balance Final Balance CAGR Stdev Best Year Worst Year Max. Drawdown Sharpe Ratio Sortino Ratio US Mkt Correlation
Portfolio 1 $430,000 $4,925,286 24.20% 15.46% 58.21% -8.47% -17.16% 1.45 2.88 0.69
SPDR S&P 500 ETF Trust $430,000 $1,878,055 14.00% 13.89% 32.31% -4.56% -19.43% 0.98 1.60 0.99

50% TYD
50% QLD

24.20 CAGR
-17.6% MAX DD

StockFetcher Forums · Filter Exchange · Permanent Portfolio<< 1 2 3 4 >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2021 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.