- Frank GrossmannModerator11/07/2014 at 5:34 amPost count: 147I would keep Treasuries for quite a while. Sure, because of their inverse character they show a bad performance if stocks are going up, but as a hedge it is probably the best thing you can do.Look at the YTD 20%TMV 80%SPY portfolio performance (green) compared to 100% SPY (blue). It has more than twice the Sharpe ratio.
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