Corey Hoffstein ๐ดโโ ๏ธ
@choffstein
CEO & CIO, Newfound Research | ๐ฅ Return Stackedยฎ ETFs | ๐ Liquidity Cascades | ๐ Rebalance Timing Luck | โก๏ธ Risk cannot be destroyed, only transformed.
๊ฐ์
October 2009
1.2K ํ๋ก์ ์ค 86.2K ํฌ
5 years later...
66% NTSX / 34% DBMF
- 9.2% CAGR
- 10.4% ann. vol
- 12.4% max drawdown
100% VBINX
- 6.9% CAGR
- 11.5% ann vol
- 20.9% max drawdown
14/ By using capital efficient funds, we can achieve our target traditional asset allocation and free up capital to be invested in either economically diversifying asset classes or uncorrelated strategies.
e.g. 66.6% $NTSX + 33.4% $DBMF (managed futures)
๋ ๋ณด๊ธฐ
