Target Volatility Portfolios [Beta]
Modified All Weather Portfolio is based on the work of Ray Dalio’s Bridgewater Associates which seeks superior returns by using a variety of different asset classes. This portfolio further reduces drawdowns by moving assets into intermediate term government bonds when the porfoltio’s volatility increases beyond 5%.
Beta: This is the first version and we are still verifying everything so we cannot guarantee accuracy.
Default Asset Allocations before Target Volatility Sizing:
- VTI: 45%
- TLT: 40%
- GLD: 7.5%
- DBC: 7.5%
Low Risk Alternative Asset: