Core Portfolio Construction

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  • #78801
    Robert Janson
    Participant

    Can you describe the process and elements used that go into construction of the core portfolios? I do not need to know your secret formula but would like to understand the variables used to construct them. Thanks!

    #78863
    Patrick
    Keymaster

    The Core Portfolios are constructed using the Portfolio Optimizer with parameters as specified in the “Methodology & Assets” section on each portfolios’s description page. The parameters limit the volatility and strategy concentration based on each portfolio’s goal. The Portfolio Optimizer basically looks at thousands of strategy combinations over a historical time period to find the combinations which would have provided the best risk/reward ratios.

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