Episode 314: Various Forays In Portfolio Visualizer, Rebalancing Timing Issues And The Holiday Road
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Description
In this episode we answer emails from Paul, Greg and Stuart.  We discuss various portfolio visualizer analyses, correlations, Sharpe and Sortino ratios and issues pertaining to rebalancing. Links; Paul's Truncated Analysis:  https://www.portfoliovisualizer.com/backtest-asset-class-allocation?s=y&sl=3fTid2mNzw2PPRhYmjAGGz Longer Analysis with More Data:  https://www.portfoliovisualizer.com/backtest-asset-class-allocation?s=y&sl=2PBlJj89KNGhCiNBkCDMaV Larry Swedroe's Portfolio:  Show Us of Your Portfolio II: Larry Swedroe on Alternatives and Interval Funds (youtube.com) VISVX (VSIAX) vs. VBR Comparison:  https://www.portfoliovisualizer.com/backtest-portfolio?s=y&sl=2bfrlatwi8J4WhwvLR8dIo Corey Hoffstein on Rebalancing Timing #1:  Corey Hoffstein - Rebalance Timing Luck (S2E11) (youtube.com) Corey Hoffstein on Rebalancing Timing #2:  10 Reducing 'Timing Luck' and Liquidity Cascades - Corey Hoffstein, Newfound Research (youtube.com) Optimal Rebalancing Article:  Optimal Rebalancing – Time Horizons Vs Tolerance Bands (kitces.com) Smart Portfolios Book:  Smart Portfolios: A practical guide to building and maintaining intelligent investment portfolios: Carver, Robert: 9780857195319: Amazon.com: Books Support the show
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