Thanks. I think the first of those two portfolios is very similar to the 40/60 UPRO/TYA in your previous post, but with a bit better risk-adjusted performance due to lower fees as expected. Of course the duration exposure on the yield curve is hard to accurately match between different instruments over more than 60 years.Thanks!
We can also compare with a pure mHFEA approach which is the best. Testfolio doesn't have bond history for bonds shorter than the 10 year back to 1962, their SHY series starts from 1976. This is with the added 0.5% borrowing fee on top of CASHX.
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Unfortunately my useful investment horizon might be less than 20 or 25 years; so I guess I need to closely watch the 1964 to ca. 1987 period as a historical post-war worst case scenario. Unfortunately the performance and drawdown numbers are not inflation adjusted.
Statistics: Posted by comeinvest — Sat Aug 10, 2024 2:52 am
