Episode 248: Crazy Rising Rate Funds, Levered Constructions, Correlation Data Anomalies And Portfolio Reviews As Of March 24, 2023
Episode description
In this episode we answer two emails from Alexi (a/k/a the "Dude") and another from Barry. We discuss funds that are designed to take advantage of rising interest rates like RRH, RISR and PFIX, another Dude-constructed accumulation portfolio with leveraged funds and some portfolio construction rules of thumb, and the noisy-ness of correlation data and matrices.
And THEN we our go through our weekly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio.
Additional links:
PFIX Webpage and Resources: PFIX Simplify Interest Rate Hedge ETF | Simplify
The Dude's New Portfolio Constructions compared with S&P500: Backtest Portfolio Asset Allocation (portfoliovisualizer.com)
Portfolio Visualizer Correlation Tool: Asset Correlations (portfoliovisualizer.com)
Bogleheads Post about Morningstar Correlation Data: Morningstar Correlation Matrix - Bogleheads.org