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:

  • IEF