A Barbell Portfolio Strategy

with a realtime review of portfolio performance during the recent market pullback. I want to take a look at some of my core portfolio strategies from a fresh angle. The basic principles discussed are easily transferable to other types of portfolios. A key portfolio feature, I strive for, is an adaptive combination of strategies with…

Adaptive Global Asset Allocation Portfolio in Detail

It´s time to dig a bit deeper into the current asset allocation of my portfolio. You can read more here about my process of structuring the portfolio in general and how I think about adapting it to different market conditions.   Let´s start with the most important foundation of my portfolio: a global asset allocation…

What metrics really count when building a diversified portfolio

The three things I look at in detail whenever I think about adding a new strategy or asset to my portfolio are:   The expected risk-adjusted return over the long-term: this is defined by excess returns and volatility expressed most commonly by the Sharpe ratio The correlation between different strategies and assets, taking a special…

5 Combining strategies into a diversified portfolio

The basic premise for building a diversified portfolio is that uncorrelated or – better yet – negatively correlated assets and strategies will add up to produce higher risk-adjusted returns. These returns can then be leveraged up or down to suit individual risk tolerance. I like to think independently about what amount of risk is optimal…