CONSOLIDATED ALLOCATION PORTOLFIO WITH MYRS STATEGY

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  • #79347
    bmessas
    Participant

    Hello,

    I realized in your backtest for portolio such as MAX 15 Vol, you do not update the MYRS Allocation for intra-month rebalancing. I already mentioned that issue but I don’t think it has been fixed.
    Do you plan to provide an updated consolidated allocation for potfolio including MYRS Strategy intra month on your website ?

    Thanks
    Benjamin.

    #79348
    Patrick
    Keymaster

    Hi Benjamin,

    Although the backtest do not show the mid-month MYRS allocations, the returns and performance data does take them into account since portfolios use the strategy-level data rather than the individual holdings. I’m afraid I can’t give you a definitive answer on if/when we can display the mid-month update on the web site. It is a difficult technical challenge to rebalance one strategy in a portfolio mid-month without rebalancing the whole portfolio, but we are still looking into it.

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