Optimization = Mean Variance
Targeted Return = 17
Benchmark = Vanguard 500 Index Investor
Assets = TQQQ, SCHD, IEF, IAU, TLT, O, UPRO, QLD
Optimized to
- SCHD = 26.39%
- IEF = 15.46%
- TLT = 34.77%
- QLD = 23.37%
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.
Theoretically, anyone with 100% SPY should be happy to switch to the above portfolio.
Submitted November 29, 2021 at 11:52PM by Raiddinn1 https://ift.tt/3lgOQHC
