Episode 123: Let's Talk Risk-Reward Metrics, Being WRONG, SWAN and NTSX

OwenJay👑

33 min

Business & Finance

Description

In this episode we answer emails from Visitor 3050, Daniel, Chet, Jack, Jeff and Marc. We discuss risk-reward metrics and where to find them, corrections to modelling SWAN, using asset class analyzers, "bracketed rebalancing", adding gold to a portfolio and the bond breakdown of NTSX. Links: Portfoliocharts Risk and Return Analyzer: <a href='https://portfoliocharts.com/portfolio/risk-and-return/'>RISK AND RETURN – Portfolio Charts</a> Daniel's Portfoliovisualizer Analysis of SWAN: <a href='https://www.portfoliovisualizer.com/backtest-portfolio?s=y&timePeriod=4&startYear=1985&firstMonth=1&endYear=2021&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&portfolioNames=false&portfolioName1=Portfolio+1&portfolioName2=Portfolio+2&portfolioName3=Portfolio+3&symbol1=SPY&allocation1_2=70&symbol2=EFA&symbol3=VBIIX&allocation3_2=90&symbol4=CASHX&allocation4_2=-60&symbol5=NTSI&symbol6=SWAN&allocation6_1=100'>SWAN Backtest Portfolio Asset Allocation (portfoliovisualizer.com)</a> SWAN compared with a 45/80 portfolio: <a href='https://www.portfoliovisualizer.com/backtest-portfolio?s=y&timePeriod=2&startYear=1985&firstMonth=1&endYear=2021&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&amp

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Episodes

Episode 123: Let's Talk Risk-Reward Metrics, Being WRONG, SWAN and NTSX

OwenJay👑

33:55