Have you come across the Golden Butterly portfolio (http://ift.tt/1SoHQWD)
I found it quite interesting so I backtested the portfolio using Portfolio Visualizer. The returns are quite healthy but what struck me the most was the portfolios resilience.
The 2008 mark shows a 50% drop while this portfolio would have dropped by 15%. I'm surprised there isn't much literature out there about this allocation mix.
What do you think?
Submitted October 22, 2017 at 12:08AM by Dride http://ift.tt/2zGq4Hm