Gyroscopic Investing

pmward wrote: ↑Wed Apr 29, 2020 2:36 pm

ochotona wrote: ↑Wed Apr 29, 2020 1:37 pm

pmward wrote: ↑Wed Apr 29, 2020 11:06 am If you are an accredited investor, Artemis is a good long vol company worth looking at, and I'm a fan of Dunn for CTA's. If you're not an accredited investor, the PP is probably the closest you can come to this portfolio.

I've done the high-level task of requesting monthly returns from Dunn, importing them into PortfolioViz when you could do it for free, and doing the CAGR, Drawdown, Sharpe and Sortino ratios. And Dunn Capital's Macro fund was still worse than equity trendfollowing plus HBPP which you can do yourself

I used to be in Windhaven at Schwab. HBPP beats it handily. Nice prospectus, though.

It's just really hard to beat the basic DNA of the HBPP.

Yeah, but for the reasons he was including CTA in the dragon portfolio, Dunn is a better fit than just equity only trend. Dunn is much better diversified, and in a stagflationary environment would out perform stock only trend.

And yes, I agree about the PP. It's a very resilient portfolio that is so much simpler to implement than something like the dragon portfolio. There's a reason why my "core" holdings (aka "the money I can't afford to lose") is chilling in a PP.

ppnewbie wrote: ↑Mon Sep 14, 2020 4:45 pm August 2020 Returns from Artemis Capital Management:

Artemis Vega Fund, LP: +0.38%1
Artemis Hedgehog Composite: -1.90%2
The YTD net performance is:
Artemis Vega Fund, LP: +23.10%1
Artemis Hedgehog Composite: +5.81%2