Here you'll find the latest monthly portfolio review, plus the start page for the discussion of the nine test Risk Parity portfolios and three benchmark portfolios. The series begins with a comparison of them all, then each one is explained and analyzed in turn.
Here is the latest monthly portfolio review:
February 2023 Portfolio Review
Whiplash…again? Horrible December, great January, and now back to dismal. Only one asset up for the month (DBMF!) led to bad performances across the spectrum. Best: Classic 60/40, worst: the bond heavy Qian portfolio. RPC Stability remains stabilized in first place overall.
Justin
If you are interested in digging more into the sample portfolios, this series of posts has been set up to allow you to just click "Next Post" at the bottom right. This will introduce the portfolios and compare them briefly, and then as you go through the subsequent posts, you'll be able to see them each in greater depth.
If you want to skip around, though, here are the relevant posts:
Overview of the Test Portfolios, with a note about the methodology of the backtests
The Capital Efficient Butterfly
Finally, a post covering the withdrawal rules for the portfolios, with updated rebalancing rules for the RPC Income and the RPC Growth (as of November, 2022).
Dive in!