I couldn't come up with a name for this one, so I just call it "Candidate 01". I'm looking for a retirement portfolio candidate. Maybe one of you can help me with a name.
Large cap blend 17%
Small cap blend 17%
Intl devel 8%
Int small cap 8%
Total bond 25%
TIPS 5%
US REIT 10%
Gold 10%
From Portfoliovisualizer.com
1972-2015 statistics
CAGR 10.65%
Worst year (2008) -21.98%
Sharpe ratio 0.56
Correlation with US equities 0.84
From Portfoliocharts.com
30 safe withdrawal rate: 6.0%
30 year sustainable withdrawal rate 4.9%
The Candidate 01 and 02 Portfolios
Moderator: Global Moderator
The Candidate 01 and 02 Portfolios
Last edited by ochotona on Tue Feb 16, 2016 10:02 pm, edited 1 time in total.
Re: The Candidate 01 Portfolio
! you don't see a place for REITs in Candidate 02? If we get to Candidate 007, we'd better duck, because the .380 Auto bullets will be flying.Desert wrote: I see your Candidate 01 and Raise you the Candidate 02:
15% TSM
15% SCV
15% EM
9% LTT
36% ITT
10% Gold
Portviz:
CAGR 10.93
Worst year (2008) -10.97
Sharpe 0.68
Corr US equities 0.76
Re: The Candidate 01 Portfolio
Oh crud, emerging markets. I can't stand them. I'm going to sub Intl Small Cap and see what happens.
Later... I like it better with Intl Small Cap. Pretty similar, smaller CAGR, higher Sharpe, less drawdown. Milder overall.
Later... I like it better with Intl Small Cap. Pretty similar, smaller CAGR, higher Sharpe, less drawdown. Milder overall.
Last edited by ochotona on Tue Feb 16, 2016 9:54 pm, edited 1 time in total.
The Candidate 02 Portfolio
TSM 15%
SCV 15%
I-SC 15%
LTT 9%
5-T 36%
Gold 10%
From Portfoliovisualizer.com
1972-2015 statistics
CAGR 10.69%
Worst year (2008) -10.85%
Sharpe ratio 0.69
Correlation with US equities 0.74
From Portfoliocharts.com
30 safe withdrawal rate: 6.2%
30 year sustainable withdrawal rate 5.4%
SCV 15%
I-SC 15%
LTT 9%
5-T 36%
Gold 10%
From Portfoliovisualizer.com
1972-2015 statistics
CAGR 10.69%
Worst year (2008) -10.85%
Sharpe ratio 0.69
Correlation with US equities 0.74
From Portfoliocharts.com
30 safe withdrawal rate: 6.2%
30 year sustainable withdrawal rate 5.4%
Re: The Candidate 01 and 02 Portfolios
Candidate 01 has a better SWR than Candidate 02, even though Candidate 02 looks like it should have the better SWR... hmmm...
Re: The Candidate 01 and 02 Portfolios
Candidate #1 reminded me of the Ultimate Buy & Hold Portfolio and TrevH's simplification posted on Bogleheads (https://www.bogleheads.org/forum/viewtopic.php?t=38374)