Portfolios as of 12/21/2024 08:00:09 UTC
Portfolios
Portfolios serve as an efficient means of organizing and managing diverse strategies. By allocating a specific financial sum to a portfolio, the expectation is that the collective strategies within the portfolio will demonstrate enhanced effectiveness in mitigating risk and limiting drawdowns.
The Playground portfolio comprises four distinct strategies, each of which invests in multiple exchange-traded funds (ETFs). These strategies are combined employing the recent returns of each strategy over the previous month.
The SleepWell portfolio represents a hybrid strategy that merges momentum selection with minimum variance allocation.
A prudent approach would commence with the SleepWell portfolio, as it offers a favorable return with minimal risk. Subsequently, a portion of the funds can be allocated to the Insomniac and Playground portfolios as deemed appropriate.
The Insomniac portfolio is essentially equivalent to the SleepWell portfolio, albeit it incorporates some leveraged ETFs. This strategy also provides a satisfactory return while exhibiting a reasonable level of risk exposure.
| Portfolio | Assets | Sharpe | Sortino | APR | ADD | APR/ADD |
|---|---|---|---|---|---|---|
| Playground | AGG, BIL, LABU, PSQ, QLD, QQQ, QYLD, SHY, SOXL, SPLV, SPXL, SPY, SQQQ, SSO, SVXY, TECL, TLT, TMF, TNA, TQQQ, UBT, UUP, UVXY, VIXY, VXX | 2.38 | 3.39 | 51.87% | -7.88% | 7.39 |
| SleepWell | EEM, GLD, IWC, QQQ, SPY, UBT, UUP | 1.23 | 1.54 | 12.17% | -6.27% | 2.07 |
| Insomniac | EDC, IWC, SPXL, TMF, TQQQ, UGL, UUP | 1.17 | 1.36 | 29.91% | -15.33% | 1.98 |
Notes
APR is the average annual percent return, ADD is average drawdown seen
TimeFrame indicates the frequency of the data being used for the strategy