Episode 140: More SWAN, The MAR Metric, Fun With Treasury Bonds And Sample Portfolio Reviews As Of December 31, 2021

<p>In this episode we answer emails from Christer, Craig and Scott.  We discuss synthetically modelling SWAN on Portfolio Visualizer, how using the MAR metric (and others) reveals superior performance for risk-parity-style portfolios, how NOT to predict future treasury bond rates in the context of the Golden Butterfly portfolio, and the foolish consistencies and nonsensical ravings of those who attempt such things.<br/><br/>And THEN we our go through our weekly and monthly (and a bit of annual) 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/>Comparison of Synthetic SWAN Models:  <a href='https://www.portfoliovisualizer.com/backtest-portfolio?s=y&amp;timePeriod=2&amp;startYear=1985&amp;firstMonth=1&amp;endYear=2021&amp;lastMonth=12&amp;calendarAligned=true&amp;includeYTD=false&amp;initialAmount=10000&amp;annualOperation=0&amp;annualAdjustment=0&amp;inflationAdjusted=true&amp;annualPercentage=0.0&amp;frequency=4&amp;rebalanceType=1&amp;absoluteDeviation=5.0&amp;relativeDeviation=25.0&amp;leverageType=0&amp;leverageRatio=0.0&amp;debtAmount=0&amp;debtInterest=0.0&amp;maintenanceMargin=25.0&amp;leveragedBenchmark=false&amp;reinvestDividends=true&amp;showYield=false&amp;showFactors=false&amp;factorModel=3&amp;portfolioNames=true&amp;portfolioName1=SWAN&amp;portfolioName2=RPR+Episode+123+Synthetic&amp;portfolioName3=Christer+Synthetic&amp;symbol1=SWAN&amp;allocation1_1=100&amp;symbol2=SPY&amp;allocation2_2=45&amp;allocation2_3=33&amp;symbol3=VBIIX&amp;allocation3_2=80&amp;allocation3_3=133&amp;symbol4=CASHX&amp;allocation4_2=-25&amp;allocation4_3=-66'>SWAN Backtest Portfolio Asset Allocation (portfoliovisualizer.com)</a><br/><br/>Craig&apos;s Article About The MAR Metric:  <a href='https://enlightenedstocktrading.com/learn-stock-trading-drawdown-and-cagr-goals/'>How to Set achievable CAGR &amp; Drawdown targets for stock portfolio (enlightenedstocktrading.com)</a><br/><br/>Compari