Portfolios as of 10/1/2024 08:00:07 UTC
Portfolios
Portfolios are an effective way to organize and manage different strategies in a more efficient manner. By allocating a specific sum of money to a portfolio, the expectation is that the group of strategies within the portfolio will be more effective in terms of reducing risk and limiting draw-downs.
The Playground portfolio is a combination of four different strategies with each strategy investing in multiple ETFs. These are combined in a simple manner, without using risk parity or inverse volatility measures.
The SleepWell portfolio is just one hybrid strategy combining momentum selection and minimum variance allocation.
A good starting point would be to start with the SleepWell portfolio. This offers a good return with minimal risk. Then add a portion to the Playground portfolio as needed.
The Insomniac portfolio is the same as SleepWell but uses some leveraged ETFs. This also offers a good return with decent risk exposure.
| Portfolio | Assets | Sharpe | Sortino | APR | ADD | APR/ADD |
|---|---|---|---|---|---|---|
| Playground | LABU, QLD, QQQ, QYLD, SOXL, SPXL, SSO, SVXY, TECL, TMF, TNA, TQQQ, UBT, UUP, VIXY | 2.10 | 2.81 | 40.27% | -6.93% | 5.80 |
| SleepWell | EEM, GLD, IWC, QQQ, SPY, UBT, UUP | 1.24 | 1.56 | 12.23% | -6.26% | 2.08 |
| Insomniac | EDC, IWC, SPXL, TMF, TQQQ, UGL, UUP | 1.17 | 1.37 | 29.72% | -15.33% | 1.96 |
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