Series: The Test Portfolios

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.

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 Classic 60/40

The Golden Butterfly

The All Seasons

The RPC Stability

The RPC Income

The Bogleheads 80/20

The Qian

The Levered Butterfly

The Capital Efficient Butterfly

The 100% Equities

The RPC Growth

The Levered Seasons

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!