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Explore every episode of the podcast Risk Parity Radio

Dive into the complete episode list for Risk Parity Radio. Each episode is cataloged with detailed descriptions, making it easy to find and explore specific topics. Keep track of all episodes from your favorite podcast and never miss a moment of insightful content.

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TitlePub. DateDuration
Episode 365: Leveraging OPTRA, The Four Phases Of Financial Knowledge And Portfolio Reviews As Of September 6, 202408 Sep 202400:41:28

In this episode we answer emails from Mikel, Garrison and Matt.  We discuss our charity and some foundational episodes, the use of leveraged fund UPRO in the OPTRA sample portfolio, and the four phases of learning and knowledge in personal finance, which are (1) Baby Steps; (2) Shiny Object Syndrome; (3) Applying Formulas That Represent Sound Investing Principles; and (4) Understanding Sound Investing Principles And Applying Them Directly.  And Mt. Rushmore and The Dog With The Longest Name.

And THEN we our go through our weekly portfolio reviews of the eight sample portfolios you can find at Portfolios | Risk Parity Radio.

Additional links:

Risk Parity Radio RSS Feed With All Podcasts On One Searchable Webpage:  Risk Parity Radio RSS Feed (buzzsprout.com)

Father McKenna Center Main Donation Page:  Donate - Father McKenna Center

Father McKenna Center Walk4McKenna Page:  Walk4McKenna - Father McKenna Center

Amusing Unedited AI-Bot Summary:

How can long-term treasury bonds cushion your portfolio against turbulent market conditions? This week on Risk Parity Radio, we provide a detailed review of our sample portfolios, showing how treasuries have played a crucial role in mitigating recent stock market losses. We also share an inspiring email from Michael, a new listener who discusses his generous donation to the Father McKenna Center and highlights the upcoming Walk for McKenna fundraiser. Tune in to learn how you can support this meaningful cause while enhancing your understanding of risk parity investing.

Embark on a journey to financial independence with us as we dissect the critical stages and pitfalls along the way. We'll guide you through the initial "baby steps," cautioning against the allure of "shiny object syndrome," and emphasize the importance of transitioning to practical, DIY investment strategies. Discover the core principles of successful investing, such as diversification and macro allocation, that will empower you to achieve true financial independence and navigate your personal finance journey with confidence.

In a week marked by significant market declines, we analyze the performance of various portfolio strategies, highlighting the resilience of long-term treasury bonds and the impressive gains in diversified portfolios like the All Seasons and Golden Butterfly. Get an inside look at the new Optra portfolio, its composition, and its performance amidst economic fluctuations. We wrap up with an engaging tale about an extraordinarily talented dog, blending financial wisdom with light-hearted storytelling to keep you both informed and entertained.

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Episode 364: Leverage, Gold ETFs And Early Retirement Considerations (Oh My!) And Portfolio Reviews As Of August 30, 202401 Sep 202400:30:51

In this episode we answer emails from Brian, JD and Andrew.   We discuss using leverage in portfolios (again!), gold ETFs and early retirement considerations and withdrawal strategies. 

And THEN we our go through our weekly portfolio reviews of the eight sample portfolios you can find at Portfolios | Risk Parity Radio.

Additional links:

Yours Truly on the Forget About Money Podcast:  🎲 Risk Parity: The Secret to a 5% Safe Withdrawal Rate! | Frank Vasquez 🏆 (youtube.com)

Ben Felix Video On Leverage:  Investing With Leverage (Borrowing to Invest, Leveraged ETFs) (youtube.com)

Optimized Portfolios Website:  Optimized Portfolio - Investing and Personal Finance

ETF Database -- Gold ETFs:  Gold ETF List (etfdb.com)

PHYS Fund Article:  Tax Information - Physical Gold Trust (sprott.com)

Portfolio Charts Withdrawal Rates Calculator:  Withdrawal Rates – Portfolio Charts

Portfolio Charts Retirement Spending Calculator:  Retirement Spending – Portfolio Charts

Morningstar Report re Variable Withdrawal Strategies:  Six Retirement Withdrawal Strategies that Stretch Savings | Morningstar


Amusing Unedited AI-bot Summary:

Ready to rethink your investment strategy? Uncover the secrets of leveraging your portfolio from insights gleaned from industry titans like Ray Dalio and practical advice for everyday investors. We promise you'll walk away with a new perspective on the benefits and risks of using leverage, tips on incorporating leveraged ETFs into your own portfolio, and a treasure trove of resources including the Optimize Portfolios site and an enlightening video by Ben Felix. This episode is packed with knowledge that can transform how you approach your investments.

But that's not all—we're spicing up this financial discussion with a revisit to one of the most memorable moments in film history. Relive the iconic scene between James Bond and Goldfinger, dissecting the thrilling exchange and the unforgettable line, "No, Mr. Bond, I expect you to die." We'll break down Bond’s daring attitude against Goldfinger’s ruthless intent, highlighting why this scene is etched in cinematic lore. A blend of financial wisdom and pop culture nostalgia, this episode promises to both inform and entertain. Tune in and join the conversation!

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Episode 355: Slapping Down Sensationalism, Macro-Economic Environments And Correlation Principles, And Portfolio Reviews As Of July 28, 202428 Jul 202400:40:37

In this episode we answer questions from Nonamed, Ronald, and Jose.  We discuss how sensational financial media works and why you should ignore it, being thankful for our listeners and how correlations work and relate to macro-economic environments in the context of the Holy Grail principle.  And we discuss our charitable match outreach for the Father McKenna Center.

And then we go through our weekly portfolio reviews of all eight of the sample portfolios you can find at Portfolios | Risk Parity Radio.

Additional links:

Father McKenna Center Donation Page -- Remember to mention "The Financial Quarterback match" in new donations:  Donate - Father McKenna Center

Risk Parity Radio RSS Feed Page For Word Searching The Podcast:  Risk Parity Radio RSS Feed (buzzsprout.com)

UNC Paper (not Duke!) Re Treasury Bond Correlations In Recessions (see Page 53 for Chart):  ssrn_id4768684_code533828.pdf (elsevier-ssrn-document-store-prod.s3.amazonaws.com)

Ray Dalio Explains The Holy Grail Principle: Ray Dalio breaks down his "Holy Grail" (youtube.com)

Bridgewater Paper With Basic Quadrant Model Example (see Page 8):   Bridgewater Paper 2009.12 AW Info Pack.doc (granicus.com)

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Episode 265: Short-Term Asset Considerations, Expense-Tracking Methodologies And Managed Futures Funds Debates08 Jun 202300:30:26

In this episode we answer emails from George, Danny, and Jamie.  We discuss short-term asset allocations and considerations thereabouts, expense-tracking methodologies (led by Sister Stigmata), and manager-run managed futures funds versus replication-based funds.

Links:

QMHNX Page:  AQR Managed Futures Strategy HV Fund - QMHNX

Podcast Debate about Managed Futures Funds:  246 Systematic Investor Series ft. Andrew Beer & Tim Pickering – June 3rd, 2023 | Top Traders Unplugged

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Episode 264: Assorted Monte Carlo Simulations, Leveraged Portfolios, Valuation-Related Crystal Balls And Portfolio Reviews As Of June 2, 202304 Jun 202300:34:47

In this episode we answer emails from Thirsty Horse, Alexi (a/k/a "the Dude") and Mark.  We discuss our charity, assorted Monte Carlo simulations on Portfolio Visualizer and data sources, rebalancing of leveraged portfolios and the choice of leverage (follow up on Episode 259), Flight of the Conchords, and the pitfalls of trying to use valuation metrics as crystal balls.

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:

Become a Patron and Support our Charity:  Risk Parity Radio | creating A Podcast | Patreon

Monte Carlo Analysis of basic Golden Ratio portfolio back to 1994:  https://tinyurl.com/mswkra9c

Monte Carlo Analysis of Golden Ratio portfolio back to the 1970s:  https://tinyurl.com/hzd6xftt

Portfolio Charts Retirement Spending Calculator: RETIREMENT SPENDING – Portfolio Charts

Michael Kitces Optimized Rebalancing Articles:  Optimal Rebalancing – Time Horizons Vs Tolerance Bands (kitces.com)

Aswath Damodaran on Long View Podcast:  Aswath Damodaran: A Valuation Expert’s Take on Inflation, Stock Buybacks, ESG, and More | Morningstar

Aswath Damodaran/Equity Risk Premium: Damodaran On-line Home Page (nyu.edu)

Errant 2013 Paper re 4% Rule:  delivery.php (ssrn.com)

Kitces CAPE Ratio Article 2014:  Shiller PE: Bad Market Timing, Good Retirement Planning (kitces.com)

Kitces CAPE Ratio Article 2016:  Reducing Retirement Return Assumptions For High Valuation? (kitces.com)

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Episode 263: A Common Modeling Mistake, Low Beta Funds, And Fun With Finland31 May 202300:24:28

In this episode we answer emails from R.J., Mark and Jaako.  We discuss how amateur investors doing projections often double-count inflation accidently and apply inappropriate tax rates, using low-beta funds in portfolio construction, and ETFs designed to combat inflation in Finland and elsewhere.

Note I misspoke and the USMV low-beta portfolio does better than the two created in Mark's backtests.

Links:

Value Stock Geek's Podcast Interview of Tyler from Portfolio Charts:  Tyler (@PortfolioCharts): The Amazing Power of Uncorrelated Assets (securityanalysis.org)

Portfolio Visualizer Monte Carlo Simulator:  Monte Carlo Simulation (portfoliovisualizer.com)

Rational Reminder Interview of Professor Campbell:  Prof. John Y. Campbell: Financial Decisions for Long-term Investors | Rational Reminder 250 - YouTube

Analysis of Low Beta Portfolios:  Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

Mark's Correlation Analysis:  Asset Correlations (portfoliovisualizer.com)

Fund Page for Jaako's Fund:   Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc | LYX0U6 | LU1390062245 (justetf.com)

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Episode 262: Lessons From Last Year, Sleeping Better With Conservative Portfolios And Gambling Problems25 May 202300:28:29

In this episode we answer emails from Bruce, Raymond and Alexi (a/k/a "Dude").  We discuss what we learned from last year about the performance of various assets in a severely rising interest environment, holding a conservative portfolio in accumulation to sleep better and one of the Dude's gambling experiments involving UDOW and TQQQ.

Links:

Updated UNC Paper re Bonds, Flights to Safety and Stock Market Volatility:  SSRN-id1436124.pdf

Portfolio Charts Time to Financial Independence Calculator:   FINANCIAL INDEPENDENCE – Portfolio Charts

Alexi's UDOW/TQQQ Analysis:  Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

Long Term Analysis of Total Market vs. 50/50 Large Cap Growth/Value:  Backtest Portfolio Asset Class Allocation (portfoliovisualizer.com)

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Episode 261: Capital Gains Taxes, Reducing Personal Inflation With Housing, And The Inherent Mental Accounting Of Bucket Strategies17 May 202300:24:48

In this episode we answer emails from MyContactInfo, Mark, Kasey and Eric.  We discuss a Kitces article about managing capital gains tax brackets, some of Mark's favorite episodes -- 208 on ideas for beginning investors and 209 about common safe-withdrawal-rate hysterias, Big ERNs' blog post on personal inflation rates and my response on his site, and the problems of substituting mental accounting about buckets and other things with actual strategies.

Links:

Michael Kitces Article:  The Tax Impact Of The Long-Term Capital Gains Bump Zone (kitces.com)

Early Retirement Now Blog Post:   Accounting for Homeownership in (Early) Retirement– SWR Series Part 57 – Early Retirement Now

2022 Morningstar Report on Withdrawal Strategies:  Six Retirement Withdrawal Strategies that Stretch Savings | Morningstar

Earn & Invest Interview of Christine Benz about the Morningstar Report:  Are Safe Withdrawal Debates Ridiculous — Earn & Invest (earnandinvest.com)

Ben Carlson Post on the inherent Mental Accounting of Bucket Strategies:  The Mental Accounting of Asset Allocation - A Wealth of Common Sense

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Episode 260: UPAR, De-dollarization Hysteria, And Using Risk Parity Portfolios For Intermediate Term Goals10 May 202300:28:25

In this episode we answer emails from Drew, Carlos and Eric.  We discuss the UPAR and RPAR risk parity ETFs and their construction, rant a bit about TIPS, discuss attractive narratives about de-dollarization in the context of cognitive biases (the possibility effect and ignoring base rates) and how our adult children use a Golden Ratio-style portfolio to save for intermediate goals.

Links:

Father McKenna Center donation page:  Donate - Father McKenna Center

UPAR webpage:  UPAR Risk Parity ETF (rparetf.com)

Michael Kitces interview:  Michael Kitces: How Higher Yields Affect Asset Allocation and Retirement Planning | The Long View (simplecast.com)

De-dollarization article:  De-dollarization Has Begun. | AIER

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Episode 259: FI With Friends, Bid/Ask Spreads, Margin vs. Leveraged ETFs and GDMN03 May 202300:24:18

In this episode we answer emails from Eric (x2), Ron and Jeffrey.  We discuss the EconoMe Conference, my friendship with Diania Merriam, bid/ask spreads at various brokerages, an exquisite analysis of margin leverage vs. leveraged ETFs and the gold/gold miner fund GDMN.

Links:

EconoMe Conference 2024:  EconoMe Conference - March 15th-17th, 2024

Father McKenna Center Giving Page:  Donate - Father McKenna Center

Ron's Leverage Analysis I:  Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

Ron's Leverage Analysis II:  Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

Article re Margin vs. Leveraged ETFs:  Margin Trading vs. Leveraged ETFs | Cumberland Advisors

Corey Hoffstein Interview About Using Leveraged ETFs:  How to Improve a 100% Stock Portfolio Using Return Stacking w/ Corey Hoffstein (theinvestorspodcast.com)

GDMN ETF webpage:  Global Gold Plus Gold Miners Strategy ETF Fund| WisdomTree

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Episode 258: Stable Value Funds, Elder-Age Considerations, Learning About Leverage, And Our Portfolio Reviews As Of April 28, 202330 Apr 202300:36:48

In this episode we answer emails from Bob (one of the famous Bobs), Mitchell and Davis.  We discuss stable value funds vs. intermediate treasury bond funds, thinking about management issues in your 80s (and your parents), and what we have learned about leverage in portfolios since 2020.

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:

Rational Reminder video about leverage:  Investing With Leverage (Borrowing to Invest, Leveraged ETFs) - YouTube

Optimized Portfolios -- Beating the market with leverage:  How To Beat the Market Using Leverage and Index Investing (optimizedportfolio.com)

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Episode 257: This One Goes To Eleven And Then To Xibalba -- Be Forewarned!27 Apr 202300:21:11

In this short but jammed-packed episode, we goof off with some of our regulars and answer emails from Brian, Alexi (a/k/a the "Dude"), MyContactInfo and Kasip.  We address a variety of random musings about some new treasury bond ETFs and Simply ETFs, Flight of the Conchords humor, what AI has to say about Medicare Advantage and Medigap, and what to do as a resident alien about a 401k. 

I can't make these emails up!  We'll get back to our normal level of absurdity next time.

Links:

New Treasury Bond ETFs:  ETFs | Invest in the US Treasury Market | US Benchmark Series (ustreasuryetf.com)

Animal Spirits Podcast re Treasury Bond ETFs:  Animal Spirits Podcast: Talk Your Book: How to Buy Treasuries (libsyn.com)

Animal Spirits Podcast  re Simplify ETFs:  Animal Spirits Podcast: Talk Your Book: Diversify Your Diversifiers (libsyn.com)

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Episode 256: Exploring The Transcendentalists, Basic Portfolio Comparisons, Bill Bernstein's Bond Ladder And Portfolio Reviews As Of April 21, 202322 Apr 202300:29:40

In this episode we answer emails from Lauren, Paul and MyContactInfo.  We discuss Emerson and Thoreau and how we apply their teachings, comparing risk parity style portfolios with others using Portfolio Charts, and an article about Bill Bernstein's new bond ladder and how it fits in.

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:

Self Reliance by Emerson:  Self Reliance by Ralph Waldo Emerson (Full Text) (thefreshreads.com)

A Guide to Self Reliance:  Self-Reliance: Change Your Life For The Better - Ralph Waldo Emerson (emersoncentral.com)

Parable of the Ham:  The Parable of the Ham – Results Typical

Golden Butterfly Portfolio Particulars:  Golden Butterfly – Portfolio Charts

60/40 Portfolio Particulars:  Classic 60-40 – Portfolio Charts

Three-Fund Portfolio Particulars:  Three-Fund Portfolio – Portfolio Charts

Risk-Reward Comparisons of Common Portfolios:  RISK AND RETURN – Portfolio Charts

2022 Comparisons of Common Portfolios:  Learning the Hard Way: 2022 Portfolio Rankings – Portfolio Charts

Bill Bernstein Article about his new  Bond Ladder:  Riskless at Age 104 - Articles - Advisor Perspectives

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Episode 354: Managed Futures, Property & Casualty Insurance, Gambling By The Brazos And Portfolio Visualizer25 Jul 202400:42:27

In this episode we answer emails from Steve, Grant, and Alexi (a/k/a "the Dude").  We discuss investing in managed futures and property and casualty insurance companies, rebalancing mechanisms and fitting those into a portfolio, Grant's various gambling problems with leveraged funds and assorted Metaverse doom-scrolling, and the recent annoying changes with Portfolio Visualizer.  And our charitable push for our charity, the Father McKenna Center --get the match!

Links:

Father McKenna Center Donation Page (don't forget to include "The Financial Quarterback Match" in the comment/dedication box):  Donate - Father McKenna Center

SocGen Managed Futures CTA And Trend Indices:  Prime Services (Newedge) Indices (societegenerale.com)

Kitces Rebalancing Methods Article:  Optimal Rebalancing – Time Horizons Vs Tolerance Bands (kitces.com)

New Testfol Backtester With OPTRA Example:  testfol.io

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Episode 255: Some 401k/IRA Basics, Reading Articles With Critical Thinking, And More On Leveraged Funds20 Apr 202300:26:40

In this episode we answer emails from Javier, Adam, and Jeff.  We discuss what to do with limited 401k options and the Macro Allocation Principle, revisit an academic article we discussed in Episode 251 with some additional critical thinking skills, and talk some about Corey Hoffstein's return stacking, developments in leveraged fund and the Pimco StocksPlus family.

Links:

Rational Reminder Video re Using Leverage:  Investing With Leverage (Borrowing to Invest, Leveraged ETFs) - YouTube

RSBT Fund Page:  Bonds Managed Futures - Return Stacked ETF (returnstackedetfs.com)

Lots of Articles About Leveraged ETFs:  Leverage | Optimized Portfolio

Morningstar Analysis of Pimco StocksPlus:  PSTKX – PIMCO StocksPLUS® Instl Fund Stock Price | Morningstar

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Episode 254: A Volatility ETF, Treasury Bonds and Brazil! And Portfolio Reviews As Of April 14, 202316 Apr 202300:26:56

In this episode we answer emails from Javier, Heath and Joao.  We discuss Simplify's short VIX ETF, "SVOL", and the difficulties of investing in volatility, the anomalous circumstances of 2022 and how it affected treasury bonds, and a bit about taxation in Brazil (about which I really know nothing).

And THEN we our go through our weekly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio.

Additional link:

Simplify's SVOL ETF:  SVOL Simplify Volatility Premium ETF | Simplify


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Episode 253: A Taxonomy of Withdrawal Strategies And Analyses Of Their Components13 Apr 202300:40:48

In this episode we answer emails from MyContactInfo and Chris.  We follow up on Episode 251 with a taxonomy of five withdrawal strategies described in an article from the CFA institute and discuss a "not really a withdrawal strategy" that is classified as a form of mental accounting and does not impact safe withdrawal rates (at least not in a positive manner).  We talk about how to classify annuities, bond ladders and portfolio-based withdrawal strategies.  And we thank Chris and our other charitable donors for their support.

Links:

CFA Institute Article:  Retirement Income: Six Strategies | CFA Institute Enterprising Investor

Money with Katie interview of Bill Bengen:  Does Early Retirement Still Work With 2023 Inflation? Featuring Bill Bengen | The Money with Katie Show

Allan Roth Article About His Bond Ladder:  The 4% Rule Just Became a Whole Lot Easier - Articles - Advisor Perspectives

Allan Roth Article Complaining About Morningstar Projections:  Challenging Morningstar’s Safe Withdrawal Rates - Articles - Advisor Perspectives

Father McKenna Center Donation Page:  Donate - Father McKenna Center


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Episode 252: Factor Funds, Portfolio Construction Principles, Rebalancing Research And Portfolio Reviews As Of April 7, 202309 Apr 202300:34:52

In this episode we answer emails from Andreas and Brad.   We discuss algorithmic factor funds like AVUV vs. basic index factor funds, basic principles of portfolio construction, low volatility funds, and the rebalancing research of Corey Hoffstein.

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:

Father McKenna Center Giving Page:   Donate - Father McKenna Center

Simplify Interview of Corey Hoffstein about rebalancing:  Keeping it Simple Ep. 21: Do I Feel Lucky? | Simplify

Corey Hoffstein Interview and Papers:  Rebalance Timing Luck - Newfound Research (thinknewfound.com)

Corey Hoffstein Interview Regarding Personal Portfolio:  Show Us Your Portfolio: Corey Hoffstein - YouTube

Corey Hoffstein Discussing the Return Stacking Strategy:  Corey Hoffstein on Return Stacking - YouTube

Optimized Rebalancing Article:  Optimal Rebalancing – Time Horizons Vs Tolerance Bands (kitces.com)

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Episode 251: Separating Withdrawal Strategy Dogs & Tails, Yet More Leveraged Fund Fun And Poking At Some Portfolio Pessimists06 Apr 202300:48:12

In this episode we answer emails from Pete, MyContactInfo and Jenzo.   We discuss leveraged funds, a paper about holding them longer term and optimal leverage, analyzing leveraged portfolios, meta-concepts of retirement portfolio planning and how to separate the critical components of a withdrawal strategy (the dogs) from various management techniques, labeling methods and mental accounting (the tails),  and last year's scare paper about hyper-low safe withdrawal rates of poorly constructed international portfolios.

Links: 

Leveraged Portfolios Article/Paper:  Double-Digit Numerics - Articles - The Big Myth about Leveraged ETFs (ddnum.com)

Sample Optimized Portfolios Article:  What Is a Leveraged ETF and How Do They Work? (optimizedportfolio.com)

Analysis of UPRO vs S&P:  https://tinyurl.com/me4c2xj9

Analysis of TNA vs. IWM:  Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

Analysis of TMF vs. TLT:  Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

Portfolio Charts Risk/Reward Calculator:  RISK AND RETURN – Portfolio Charts

Portfolio Visualizer Efficient Frontier Tool:  Efficient Frontier (portfoliovisualizer.com)

Bond Funds vs. Bond Ladders:  Owning Individual Bonds vs. Owning a Bond Fund - A Wealth of Common Sense

Low Safe Withdrawal Rate Paper:  delivery.php (ssrn.com)

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Episode 250: Gold Standards, Leveraged Funds, Short Sellers, Plutonian Nyborg And Portfolio Reviews As Of March 31, 202302 Apr 202300:34:05

In this episode we answer emails from Carmello, Trevor, Timothy and Andreas.  We discuss some of the history of the gold standard and inflation, leveraged funds, portfolio reviews, short sellers and Fidelity's recent forays into risk parity.

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:

Cross of Gold Speech Article:  Cross of Gold speech - Wikipedia

Optimized Portfolios Site on Leveraged Funds:  Leverage | Optimized Portfolio

Rational Reminder Video on Leverage:  Investing With Leverage (Borrowing to Invest, Leveraged ETFs) - YouTube

Fidelity's New Risk Parity Fund:  Fidelity Risk Parity Fund (FAPSX) | Fidelity Institutional

Fidelity's Presentation on its Risk Parity Fund:  Fidelity Liquid Alternative Funds Presentation | Fidelity Institutional

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Episode 249: Municipal Bonds, Preferred Shares, Planning Calculators and Newman!30 Mar 202300:30:07

In this episode we answer emails from Wesley, Mark and a different Mark.  And an errant comment from his Dude-ness, Alexi.  We discuss how municipal bond funds might be used in risk-parity style portfolios and how not, a couple of interesting newer financial planning calculators and the planning process I actually use instead to account for liquidity issues, asset allocations in accumulation when options are limited and the ins and outs of preferred shares funds like PFF.  And then we goof off.  Again.

Links:

Correlation Matrix with Municipal Bond Fund:  Asset Correlations (portfoliovisualizer.com)

ETF Research Center Financial Tool:  ETF Research Center (etfrc.com)

Projection Labs Financial Tool:  ProjectionLab - Simulate your financial future and plan for financial independence.

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Episode 248: Crazy Rising Rate Funds, Levered Constructions, Correlation Data Anomalies And Portfolio Reviews As Of March 24, 202326 Mar 202300:27:03

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

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Episode 247: Back In The Saddle With Some Wide-Ranging Emails, Chihuahuas And My Wild Years22 Mar 202300:32:09

In this episode we answer emails from Clint, Jeff and Penny.  We discuss brokerage firms and solvency issues, estimating expenses for long retirements and basic tax considerations in portfolio management.

Links:

Rob Berger Video About Brokerages and Solvency:  What Happens to Our Investments if Schwab, Fidelity or Vanguard Collapse? - YouTube

Morningstar 2022 Retirement Report Download Page:  2022 Retirement Withdrawal Strategies Report | Morningstar

Portfolio Charts Article with Tax Loss Harvesting Pairs:  Harvesting the Fall: Why I Sold All My Bonds – Portfolio Charts

Go Curry Cracker Article Re Tax Savings:  Never Pay Taxes Again - Go Curry Cracker!


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Episode 246: Risk Parity ETFs, Leverage, Alternatives, Podcasts and Ohio!16 Mar 202300:39:37

In this episode we answer emails from Kevin, Graham and Boone.  We discuss the risk parity ETFs, RPAR and UPAR, leveraged portfolios, alternative assets, ETFs and some of the podcasts I'm listening to these days.

Links:

RPAR webpage:  RPAR Risk Parity ETF (rparetf.com)

Risk Parity Book Review:  Top 10 Risk Parity Resources: #10... Shahidi (2021) (riskparitychronicles.com)

CFA Institute Manual Article:  chapter-4-from-managing-multiasset-strategies-2018.pdf (callan.com)

Rational Reminder Video about Leverage:  Investing With Leverage (Borrowing to Invest, Leveraged ETFs) - YouTube

Sound Investing Podcast:  Sound Investing on Apple Podcasts

Money With Katie Podcast:  The Money with Katie Show

Money With Katie Portfolio Analysis Blogpost:  How to Diversify Outside of the Total Stock Market — Millennial Money with Katie

Ramit Sethi Podcast:  Podcast - I Will Teach You To Be Rich

Macro Trading Floor Podcast:  The Macro Trading Floor on Apple Podcasts

Eurodollar University Podcast:  General 2 — Eurodollar University

Gestalt University Podcast:  Resolve's Gestalt University on Apple Podcasts

Alpha Exchange Podcast:  Alpha Exchange on Apple Podcasts

Excess Returns YouTube Channel (Corey Hoffstein Episode):  Show Us Your Portfolio: Corey Hoffstein - YouTube

Retirement Planning Education YouTube Channel:  Retirement Planning Education - YouTube


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Episode 353: Our Annual Rebalancing Episode And Portfolio Reviews As Of July 19, 202421 Jul 202400:49:40

In this final episode of Season Four we discuss the concepts of rebalancing and reallocating in all their glory and go through the planned annual rebalancings for four of the sample portfolios in excruciating detail.  We also discuss all of the assets and allocations in the Risk Parity Ultimate portfolio and which ones we actually own in real life.

And we go through our weekly portfolio reviews of all eight of the sample portfolios you can find at Portfolios | Risk Parity Radio.

Additional link:

Father McKenna Center Donation Page -- Remember to mention "The Financial Quarterback match" in new donations:  Donate - Father McKenna Center

Support the show

Episode 245: Gold And Bonds And Sonia, Oh My! And Portfolio Reviews As Of March 3, 202304 Mar 202300:37:07

In this episode we answer emails from Anonymous, Jeffrey and Anderson.  We discuss locations for putting gold in various accounts, rant about the physical gold racket, discuss theoretical and practical risk parity portfolios, and talk about short and long term treasuries.

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:

Justin's Video Re Asset Swaps:  How to Do an Asset Swap - YouTube

Justin's Video Re The Portfolio Visualizer Fund Factor Tool:  How to Use the Fund Factor Regression Tool on Portfolio Visualizer - YouTube

Risk Parity Chronicles YouTube Channel:  Risk Parity Chronicles - YouTube

CFA Institute Manual -- Risk Parity Chapter:  chapter-4-from-managing-multiasset-strategies-2018.pdf (callan.com)

Early Retirement Now Article about Gold:  Using Gold as a Hedge against Sequence Risk – SWR Series Part 34 – Early Retirement Now

Sonia's Crystal Ball Video:  Crystal ball gazing, how to use a Crystal Ball ~ How to Scry with a Crystal Ball ~ by Sonia Parker - YouTube

EconoMe Conference:  Our Speakers - EconoMe (economeconference.com)

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Episode 244: Fun With New Managed Futures Funds, TIPS Misconceptions And Portfolio Reviews As Of February 24, 202326 Feb 202300:39:40

In this episode we answer a series of emails from Drew and one from Ms. Annie Mouse.  We discuss the fund BLNDX, managed futures and how to analyze new and composite funds and then rant about TIPs misconceptions and uses for your delight and amusement.

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:

Podcast re BLNDX:  Creating The Optimal Diversified Portfolio | Eric Crittenden | Episode 64 - The Market Call Show | Podcast on Spotify

Analysis of BLNDX vs. a 50/50 stock/managed futures portfolio:  Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

Analysis of 50/50 stock/managed futures portfolio vs.  Golden Ratio-style portfolio:  Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

LTPZ vs. TLT analysis:  https://tinyurl.com/2fgsgn8o

EconoMe:  Our Speakers - EconoMe (economeconference.com)

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Episode 243: Dirty Harry's Managed Futures Portfolios, An Asset Replacement Experiment And Portfolio Reviews As Of February 17, 202319 Feb 202300:35:19

In this episode we answer emails from Johnny, Kevin and Daniel.  We discussed managed futures vs. commodity funds, the Mt. Lucas "Dirty Portfolios" with KMLM and how to transition from one asset to another in a portfolio with the beginning of a new pedagogical experiment in that.

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:

Dirty Portfolios Article with Dirty Harry Quotes:  Dirty Portfolios - Managed Futures As A Portfolio Element (mtlucas.com) 

Side-by-Side Analysis Of Original and Planned Golden Ratio Portfolios: Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

Side-by-Side Analysis of Original and Planned Levered Golden Ratio Portfolios:  Backtest Portfolio Asset Allocation (portfoliovisualizer.com) 

EconoMe Conference:  Programming & Activities - EconoMe (economeconference.com)

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Episode 242: Lemmy Joins Some Of The Regulars For Q&A And Portfolio Reviews As Of February 10, 202312 Feb 202300:27:39

In this episode we answer emails from Alexi (a/k/a "the Dude"), the effervescent MyContactInfo, and Mike.   We discuss a Portfolio Visualizer fund selection tool for factor investing, Merton and other academics, and an uncannily familiar diversified portfolio recently featured in a Marketwatch article.   And we play some Motorhead  and rant about financial media a bit.

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:

Portfolio Visualizer Fund Factor Attribution Tool:  Mutual Fund and ETF Factor Performance Attribution (portfoliovisualizer.com)

Rational Reminder Interview of Robert C. Merton:  Episode 234: Prof. Robert C. Merton: ICAPM, Retirement, and Models in Finance — Rational Reminder

MarketWatch Article:  This 'crazy' retirement portfolio has just beaten Wall Street for 50 years - MarketWatch

Easy Improvements to Marketwatch-featured portfolio:  Backtest Portfolio Asset Class Allocation (portfoliovisualizer.com)

EconoMe Conference:  Programming & Activities - EconoMe (economeconference.com)

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Episode 241: Entertaining The Masses With Asset Selection Tricks And Techniques09 Feb 202300:45:51

In this episode we answer two looooong emails from Mark and Andreas.  We discuss Mark's quandaries with a 457 plan and Andreas's Risk Parity fever brought on by topics that include how to choose ETFs for each asset class, leverage in bond funds, TIPS, a proposed portfolio, other alternatives like long-short, market neutral and options strategies and musings about taxes and currency exposures.   And then we conclude with Polo Hofer.

Links:

Father McKenna Center donation page:  Donate - Father McKenna Center

Risk Parity Chronicles video tutorial on asset swapping:  How to Do an Asset Swap - YouTube

Risk Parity Chronicles series on TIPS:  Eight Observations About TIPS (riskparitychronicles.com)

ETF Database:  ETF Database: The Original & Comprehensive Guide to ETFs (etfdb.com)

Bloomberg Presentation on Asset Classes in Inflationary Environments:  MH201-SteveHou-Bloomberg.pdf (markethuddle.com)

Vanguard Commodities Paper:  Commodity investing and its role in a portfolio (vanguard.com)

Antti Ilmanen books:  Books by Antti Ilmanen (Author of Expected Returns) (goodreads.com)

EconoMe Conference:  EconoMe Conference - March 17th-19th, 2023

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Episode 240: Dirty Harry Kicks Over A Dignity Bucket And Portfolio Reviews As Of February 3, 202305 Feb 202300:45:43

In this episode we answer emails from Kyle, Esek and Erin.   We discuss 529 plans, what is "enough" in terms of this podcast, and THEN the meta approaches to retirement planning and the importance of distinguishing portfolio construction and allocation strategies from portfolio management techniques, including a tour on the Good Ship Lollipop with the Outlaw Josey Wales.  Errata: I said "Bernstein assumptions" when I meant "Bengen assumptions."

And THEN we our go through our weekly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio.

EconoMe Conference link:  Programming & Activities - EconoMe (economeconference.com)

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Episode 239: A Potpourri Of Esoteric Eccentricities On Groundhog Day!02 Feb 202300:30:59

In this episode we answer emails from Gareth, Mark and Alex.  We talk about the meta-differences in investing in various countries, utilities, long dollar funds like UUP, specialized commodities mutual funds like LCSIX and a couple new leveraged funds with mixed asset classes.

Links:

LCSIX Fact Sheet:  LoCorr-Funds-Long-Short-Commodities_fact_sheet.pdf (locorrfunds.com)

Alex's SEC Link To Return Stacked Funds Prospectuses:  https://www.sec.gov/Archives/edgar/data/1924868/000138713122011734/newfound-485apos_112322.htm

Resolve Asset Management Return Stacking White Paper:  Return Stacking: Strategies For Overcoming a Low Return Environment (investresolve.com)

Resolve Asset Management YouTube Channel (Video on Risk Parity):  Risk Parity Is the Answer: What Was the Question? (EP.18) - YouTube

EconoMe Conference:  Programming & Activities - EconoMe (economeconference.com)




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Episode 238: CAPE Crusading, NEWMAN! And Portfolio Reviews As Of January 27, 202329 Jan 202300:36:31

In this episode we answer emails from Justin and Arun.   We discuss the last decade of history of the failed use of CAPE ratios as a crystal ball and the general problems with those approaches, and the inherent limitations and problems with using the personal finance recommendations of theoretical economists.

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:

CAPE Ratios Article:  CAPE Fear: Why CAPE Naysayers Are Wrong | Research Affiliates

Michael Kitces  CAPE Article (2016):  Reducing Retirement Return Assumptions For High Valuation? (kitces.com)

Kitces Critique of November 2021 Morningstar Forecasts Report:  Can Morningstar's Withdrawal Rate Report Refute The 4% Rule? (kitces.com)

Sector P/E Ratios Article:  Sector Valuation: Shiller PE By Sectors - GuruFocus.com

Industry P/E Ratios Article:  Price to Earnings (P/E) Ratios by Industry | Eqvista

2022 Morningstar Report:  2022 Retirement Withdrawal Strategies Report | Morningstar

Afford Anything Kotlikoff Interview:  #329: Challenging Your Confirmation Bias, with Economist Larry Kotlikoff - Afford Anything

Planet Money Economist Interview:  Yale Economist James Choi Analyzes Popular Financial Advice : Planet Money : NPR

Complex Adaptive Systems and the Math that Applies To Them:  The Fractal Lens - Prospecting Mimetic Fractals

More Than You Know Book:  More Than You Know: Finding Financial Wisdom in Unconventional Places by Michael J. Mauboussin | Goodreads



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Episode 237: Dropping A Bomb On You With A Ten-Question Analysis Of Inflation-Hedger RRH25 Jan 202300:26:06

In this episode we take the Dude's suggestion and do a detailed analysis of the Advocate Rising Rate Hedge ETF, ticker symbol RRH.

To conduct our analysis of RRH, we use SPLB, using David Stein's Ten Questions to Master Investing:

1.  What is it?
2.  Is it an investment, a speculation, or a gamble?
3.  What is the upside?
4.  What is the downside?
5.  Who is on the other side of the trade?
6.  What is the investment vehicle?
7.  What does it take to be successful?
8.  Who is getting a cut?
9.  How does it impact your portfolio?
10.  Should you invest?

Links:

RRH Website:  Advocate Rising Rate Hedge ETF (rrhetf.com)

RRH Fact Sheet:  Microsoft PowerPoint - Advocate RRH Fund Fact Sheet Jan 2023 v01 (rrhetf.com)

RRH Summary Prospectus:  advocate_rrh_summary.pdf (rrhetf.com)

Podcast about RRH:  Scott Peng, PhD, Founder and CEO/CIO, Advocate Capital Management - Alpha Exchange | Podcast on Spotify

Asset Correlation Analysis of RRH:  Asset Correlations (portfoliovisualizer.com)

Risk Parity Chronicles TIPs Blog Series (Summary and Conclusions):  Eight Observations About TIPS (riskparitychronicles.com)

EconoMe Conference:  Programming & Activities - EconoMe (economeconference.com)

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Episode 236: All About Assets In Inflationary Environments (And Other Tales) And Portfolio Reviews As Of January 20, 202322 Jan 202300:35:12

In this episode we answer emails from Alexi (Dude!) and Spencer.  We discuss a recent Bloomberg presentation about what asset classes perform best and worst in inflationary environment, how that informs portfolio construction and why we don't bother with meaningless fund characteristics like mid-caps and dividend-payers for portfolio construction.

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:

Steve Hou/Bloomberg Presentation:  MH201-SteveHou-Bloomberg.pdf (markethuddle.com)

Market Huddle Video with Steve Hou:  To Survive Disasters, You Need Smiles (guest: Steve Hou) - Market Huddle Ep.201 - YouTube

Article about the "Factor Zoo":  Taming the Factor Zoo (aqr.com)

EconoMe Conference:  EconoMe Conference - March 17th-19th, 2023

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Episode 352: Practical Advice On Investing In Gold, The Varying Value Of Education And Getting Your Generosity Matched18 Jul 202400:37:58

In this episode we answer emails from Judy, Steve and MyContactInfo.   We discuss a recent offer by The Financial Quarterback podcast to match donations the the Father McKenna Center (yay!), why you should buy gold ETFs and NOT physical gold, Cartman and Kyle, and the varying value of education depending on the individual.

Links:

Father McKenna Center Donation Page -- Remember to mention "The Financial Quarterback match" in new donations:  Donate - Father McKenna Center

ETF Database -- Gold ETFs:  Gold ETF List (etfdb.com)

Listener John's Gold ETF link:  9 low cost physical Gold ETFs for portfolio parity - SmartMoneyToolbox

GLD FAQs:  FAQs > USA > SPDR Gold Shares (GLD). Bringing the gold market to investors




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Episode 235: Our Listeners Have All Kinds of Gambling Problems19 Jan 202300:22:42

In this episode we answer emails from Arun, Blake and MyContactInfo.  We discuss helping a spouse getting started with investing, what to do with an options strategy portfolio, why index funds still rule over managed funds, good and bad processes for picking funds and various gambling problems.

Links:

Simple Portfolios for Arun's Spouse:  Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

Article re Index Funds Beating Managed Funds:  Actively Managed Mutual Funds Consistently Fail to Beat Markets, Study Finds - The New York Times (nytimes.com)

EconoMe Conference:  EconoMe Conference - March 17th-19th, 2023

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Episode 234: Rollin' With Momentum, Mid-Caps, BDCs And Portfolio Reviews As Of January 13, 202215 Jan 202300:28:26

In this episode we answer emails from Alexi (Dude!), Yangon and Brett.  We discuss the momentum factor (again), mid-cap funds and other fund characteristics that are lacking in meaning for the purposes of diversification, financial advisor certifications and investing in BDCs (Business Development Companies).

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:

EconoMe Conference:  EconoMe Conference - March 17th-19th, 2023

DFA Article About Momentum Strategy Funds:  Have Investors Benefited from Momentum Strategies? | Dimensional

Momentum Funds Correlation Matrix:  Asset Correlations (portfoliovisualizer.com)

Series 65 Licenses Article:  Series 65 Definition (investopedia.com)

Series 7 Licences Article:  Series 7: Definition and Formula for Calculation, With Example (investopedia.com)

Brett's BDC Article:  Credit Is Good: BDC Credit May Be Even Better | Seeking Alpha

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Episode 233: It's Gold Jerry! And Other Excessive Hijinks . . .12 Jan 202300:22:46

In this episode we answer a trio of emails from MyContactInfo and a piece de resistance from Eric.  We discuss why complicated financial products are bad for you, Peter Bernstein's books and what Paul Volcker had to say about gold, and spurious histories of money.  And we celebrate our inanity and insanity with Eric.

Links:

Power of Gold book:  The Power of Gold: The History of an Obsession: Bernstein, Peter L., Volcker, Paul A.: 9781118270103: Amazon.com: Books

Link to Campbell Harvey article:  Gold, the Golden Constant, and Déjà Vu (cfainstitute.org)

Peter Zeihan video about monetary systems:  Global Currency: The Dollar Ain't Going Nowhere - YouTube

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Episode 232: Bond Fund Considerations, Transitions To Retirement, A New Tool And Portfolio Reviews As Of January 6, 202308 Jan 202300:28:11

In this episode we answer emails from Trey, Nita, Christy and Keith.  We discuss considerations in bond fund selections (see also Episodes 14 and 16) and the specific fund IEI, timing for transitioning to your retirement portfolio, classifying the Sample Portfolios by intended purposes, and a new tool for analyzing portfolios with managed futures.

And THEN we our go through our weekly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio

Additional link:  

Keith's Link to the new tool:  Portfolio Builder - Dunn Capital

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Episode 231: Value, Growth And Momentum Factors And What To Do About The Children05 Jan 202300:30:26

In this episode we answer emails from MyContactInfo, Cy, Alexi (Dude!) and Chris.  We discuss value vs. growth factors, assisting children with investing and inheritances, momentum factor investing and the fund QMOM, and the best audience available.

Links: 

QMOM and MTUM asset correlations:  Asset Correlations (portfoliovisualizer.com)

QMOM Performance:  QMOM – Alpha Architect US Quantitative Momt ETF – ETF Stock Quote | Morningstar

MTUM Performance:  MTUM – iShares MSCI USA Momentum Factor ETF – ETF Stock Quote | Morningstar

Bloomberg Presentation on Asset Classes in Inflationary Environments:  MTUM – iShares MSCI USA Momentum Factor ETF – ETF Stock Quote | Morningstar

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Episode 230: Annual Portfolio Reviews For The Most Hideous Year Of 202201 Jan 202300:36:54

In this episode we do an annual review of the seven sample portfolios you can find at Portfolios | Risk Parity Radio.   We compare them with standard funds including VBIAX (60/40), VWENX, VWIAX, risk parity funds including RPAR and UPAR, and ultra-diversified funds including AQRIX and QDSIX.  And we conclude with some take-away thoughts from this disaster of a year as predicted by Quasimodo.

Additional links:

Risk Parity Chronicles Resource Page:  Resources - Risk Parity Chronicles

RPAR and UPAR Descriptions:  RPAR Risk Parity ETF (rparetf.com)

AQRIX Fund Page:  AQR Multi-Asset Fund - AQRIX

QDSIX Fund Page:  AQR Diversifying Strategies Fund - QDSIX

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Episode 229: Family Frolics, The Infernal JEPI And Legacy Investing29 Dec 202200:18:10

In this episode we answer emails from MyContactInfo, Mark and Eric.  We discuss rowing machines, the infernal JEPI and other heavily marketed financial products, and what to do as a DIY investor for legacy investing.  Happy Holidays!

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Episode 228: Talladega Nights Christmas Dinner, Composite Fund Considerations, Intermediate Treasury Bonds, And Portfolio Reviews As Of December 23, 202225 Dec 202200:29:33

In this episode we answer emails from Drew, Sad Fientist and Popeye.  We discuss managed futures and the fund BLNDX, intermediate treasury bonds and general bond considerations and record keeping for the sample portfolios.  And throw in some Talladega Nights gold fleece diaper-dom along the way.

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:

Father McKenna Center Donation Page:  Donate - Father McKenna Center

BLNDX Information Pages:  Standpoint Multi-Asset Fund - Documents (filepoint.com)

Portfolio Charts Article Re Tax-Loss Harvesting TLT:  Harvesting the Fall: Why I Sold All My Bonds – Portfolio Charts


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Episode 227: Traditional vs. Roth, Fundamental Risk Parity Principles and Correlations, and Talkin' About that Cowbell!22 Dec 202200:31:47

In this episode we answer emails from Bradley, Chris and Andreas.  We discuss traditional versus Roth considerations in retirement accounts, REITs, some risk parity fundamentals about the interplay between asset classes and macroeconomic environments and how that relates to correlations, a recent risk parity backtest to 1926 and the real reasons to use small cap value allocations.  I'm telling you, fellas, you're gonna want that Cowbell!

Links:

REIT Sectors and Directory:  REIT Sectors | Nareit

Episode 5 Bridgewater Article on Risk Parity Fundamentals:  Microsoft Word - 2009.12 AW Info Pack.doc (granicus.com)

Early Retirement Now Article re Small Cap Value:  My thoughts on Small-Cap and Value Stocks – Early Retirement Now

Analysis of Small-Cap Value vs. Total Market since 1972:  Backtest Portfolio Asset Class Allocation (portfoliovisualizer.com)

Bloomberg Presentation re Performance of Various Asset Classes in Inflationary Environments:  MH201-SteveHou-Bloomberg.pdf (markethuddle.com)

Merriman Podcast (12/21/2022) on Small Cap Value Stocks:  10 reasons small-cap value can make you richer - Paul Merriman

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Episode 226: Tilting At The Dude's Dragons, Market/Limit Orders, DIY Investing Since 2011 And Portfolio Reviews As Of December 16, 202218 Dec 202200:27:25

In this episode we answer emails from Alexi (a/k/a "the Dude"), Matt and Daniel.  We talk about Alexi's Dragon-style portfolio experiments (and provide links), market orders vs. limit orders and miscellaneous trading advice, and the evolution of DIY investing with ETFs and other funds since 2011.

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:

Alexi's Dragon-style portfolios:  Alexi's Portfolio Asset Allocation (portfoliovisualizer.com)

Alexi's Dragon-style portfolios with longer data-set funds:  Alexi's Portfolio Asset Allocation (Proxy Funds) (portfoliovisualizer.com)

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Episode 351: The GOVT Fund, Retirement Resources, The Socratic Method And Portfolio Reviews As Of July 12, 202414 Jul 202400:41:32

In this episode we answer emails from Brian, Wendy, and Midas.  We discuss the bond fund GOVT and how it fits or doesn't fit in portfolio construction, some basics about IRA conversions and retirement resources (podcasts and groups), and follow up on Episode 340 with a discussion on our pedagogical approach, the pluses and minuses of the Socratic Method and tilting at logical fallacies.

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:

Morningstar Analysis of GOVT:  GOVT – Portfolio – iShares US Treasury Bond ETF | Morningstar

Big Picture Retirement Podcast About IRA Conversions:  When Roth IRA Conversions Go Too Far (bigpictureretirement.com)

Andy Panko YouTube Topical Playists:  Retirement Planning Education - YouTube

Link to Retirement Planning Education Facebook Group (and other materials):  Retirement Planning Education Facebook group

Retirement Answer Man Podcast:  A Top Retirement Podcast, with over 8 Million Downloads — The Retirement Answer Man® (rogerwhitney.com)

Retirement & IRA Show:  Podcasts Archives - The Retirement and IRA Show

Trogdor (Just Because):  Trogdor Song (youtube.com)

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Episode 225: Rebalancing Basics, Cowbell in the U.K. And Poking At The New Deathstar14 Dec 202200:27:01

In this episode we answer emails from Charlie, Jimi and Freya.   We provide explanations of the concepts of rebalancing and reallocation, talk about a listener's favorite sound clip and about creating a simple starter portfolio for a very small U.K. investor.  And we take a poke at the new Morningstar report on retirement forecasting and projected safe withdrawal rates, and the vast changes they made from last year.

Links:

New Morningstar Report:  2022 Retirement Withdrawal Strategies Report | Morningstar

Michael Kitces Optimal Rebalancing Article:  Optimal Rebalancing – Time Horizons Vs Tolerance Bands (kitces.com)

Ernest P. Worrell:  Ernest P. Worrell - Wikipedia

Jim Varney:  Jim Varney - Wikipedia

"Hey Vern It's Earnest" Clip:  Hey Vern It's Ernest.m4v - YouTube

Paul Merriman "Sound Investing" Podcast on Portfolio for Grandchild:  How to Create a Financial Legacy for a Child - Sound Investing | Podcast on Spotify

Portfolio Charts "My Portfolio" Analyzer:  MY PORTFOLIO – Portfolio Charts

ISVL Fund Page:  iShares International Developed Small Cap Value Factor ETF | ISVL

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Episode 224: Correlation and Monetary Musings, The Physical Metals Racket and Portfolio Reviews As Of December 9, 202211 Dec 202200:42:22

In this episode we answer emails from Brian, Alexi (the Dude!) and Geordi.  We discuss how central bank activities may affect asset correlations, applying the history of money to today's crypto currency-related issues, investing in volatility, another podcast about DBMF, and the follies and foibles of the physical precious metals racket and the participants therein, especially the newsletter and book-touting Hedgehogs.

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:

Bloomberg Presentation re Asset Performances in Inflationary Environments:  MH201-SteveHou-Bloomberg.pdf (markethuddle.com)

YouTube video explaining Bloomberg presentation:  To Survive Disasters, You Need Smiles (guest: Steve Hou) - Market Huddle Ep.201 - YouTube

Interview of Andrew Beer about DBMF (managed futures):  214 Systematic Investor Series ft. Andrew Beer – October 16th, 2022 | Top Traders Unplugged

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Episode 223: A Celebrity Deathmatch About CAPE Ratios And Related Topics07 Dec 202200:35:07

In this episode we answer an email from Daniel, who asks a follow-up question to episode 209 about CAPE ratios and Big ERN's blog.  We then recount a Zoom chat and email exchanges between the host and Karsten Jeske about that topic and related ones and an analysis of a sample risk-parity style portfolio using the Early Retirement Now SWR Toolbox.  It's similar to "Celebrity Deathmatch" in entertainment value.

We also talk briefly about Risk Parity Chronicles, The upcoming EconoMe Conference with Diania Merriam and the upcoming event at the Father McKenna Center.

Links ("the best links, the best"):

Father McKenna Center Lessons and Carols Event Link:  Lessons and Carols - Father McKenna Center

Risk Parity Chronicles:  Risk Parity Chronicles

EconoMe Conference:  EconoMe Conference - March 17th-19th, 2023

Early Retirement Now SWR Toolbox:  An Updated Google Sheet DIY Withdrawal Rate Toolbox (SWR Series Part 28) – Early Retirement Now

Safe Withdrawal Series Part 34:  Using Gold as a Hedge against Sequence Risk – SWR Series Part 34 – Early Retirement Now

Kitces CAPE Ratio Article 2014:  Shiller PE: Bad Market Timing, Good Retirement Planning (kitces.com)

Kitces CAPE Ratio Article 2016:  Reducing Retirement Return Assumptions For High Valuation? (kitces.com)

Kitces Critique of November 2021 Morningstar Forecasts Report:  Can Morningstar's Withdrawal Rate Report Refute The 4% Rule? (kitces.com)

Morningstar 2011 Article About Predicting the Next Decade (classic misuse of P/E ratios):  Your Forecasts for Stock and Bond Returns | Morningstar

Early Retirement Now Small-Cap and Value Blogpost:  My thoughts on Small-Cap and Value Stocks – Early Retirement Now

Early Retirement Now Options Strategy Blogpost:  Passive income through option writing: Part 8 – A 2021 Update – Early Retirement Now

The Market Huddle Podcast re Bloomberg Analysis:  To Survive Disasters, You Need Smiles (guest: Steve Hou) - Market Huddle Ep.201 - YouTube

Bloomberg Presentation:  MH201-SteveHou-Bloomberg.pdf (markethuddle.com)

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