• Author
  • Frank Grossmann
    Post count: 174
    I 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.

You must be logged in to reply to this topic.