11-30-2021, 09:18 AM
Anyone just trying to match SPY with minimum drawdowns?
<!-- SC_OFF --><div class="md"><p><a href="https://www.portfoliovisualizer.com/optimize-portfolio#analysisResults">Portfolio Optimizer</a></p> <p>Optimization = Mean Variance</p> <p>Targeted Return = 17</p> <p>Benchmark = Vanguard 500 Index Investor</p> <p>Assets = TQQQ, SCHD, IEF, IAU, TLT, O, UPRO, QLD</p> <p>Optimized to</p> <ul> <li>SCHD = 26.39%</li> <li>IEF = 15.46%</li> <li>TLT = 34.77%</li> <li>QLD = 23.37%</li> </ul> <p>This just barely edges out SPY over the period that SCHD has existed. It also has about half the max drawdown and a much higher Sortino Ratio.</p> <p>Theoretically, anyone with 100% SPY should be happy to switch to the above portfolio.</p> </div><!-- SC_ON --> submitted by <a href="https://www.reddit.com/user/Raiddinn1"> /u/Raiddinn1 </a> <br/> <span><a href="https://www.reddit.com/r/investing/comments/r5f6bu/anyone_just_trying_to_match_spy_with_minimum/">[link]</a></span> <span><a href="https://www.reddit.com/r/investing/comments/r5f6bu/anyone_just_trying_to_match_spy_with_minimum/">[comments]</a></span>Kind Regards R
<!-- SC_OFF --><div class="md"><p><a href="https://www.portfoliovisualizer.com/optimize-portfolio#analysisResults">Portfolio Optimizer</a></p> <p>Optimization = Mean Variance</p> <p>Targeted Return = 17</p> <p>Benchmark = Vanguard 500 Index Investor</p> <p>Assets = TQQQ, SCHD, IEF, IAU, TLT, O, UPRO, QLD</p> <p>Optimized to</p> <ul> <li>SCHD = 26.39%</li> <li>IEF = 15.46%</li> <li>TLT = 34.77%</li> <li>QLD = 23.37%</li> </ul> <p>This just barely edges out SPY over the period that SCHD has existed. It also has about half the max drawdown and a much higher Sortino Ratio.</p> <p>Theoretically, anyone with 100% SPY should be happy to switch to the above portfolio.</p> </div><!-- SC_ON --> submitted by <a href="https://www.reddit.com/user/Raiddinn1"> /u/Raiddinn1 </a> <br/> <span><a href="https://www.reddit.com/r/investing/comments/r5f6bu/anyone_just_trying_to_match_spy_with_minimum/">[link]</a></span> <span><a href="https://www.reddit.com/r/investing/comments/r5f6bu/anyone_just_trying_to_match_spy_with_minimum/">[comments]</a></span>Kind Regards R