18 min listen
Some Quantitative Alternatives to the 60-40 Portfolio
FromExcess Returns
ratings:
Length:
22 minutes
Released:
Jun 20, 2021
Format:
Podcast episode
Description
In a world where inflation is not a threat, a standard 60-40 portfolio does an excellent job of providing growth, while also limiting downside when stocks get choppy. You don’t need anything more than the last 40 years, when the 60-40 portfolio had its best stretch ever, to illustrate that. The 60/40 has produced a 9.2% annualized return going back to 1988 – that is an impressive return for a portfolio that buys the overall market and aggregate bond index, rebalances once a year and calls it a day.
But with inflation potentially on the horizon, some argue that the 60-40 may not be enough anymore. In this episode, we look at some quantitative strategies that can offer alternatives to the 60-40 portfolio and discuss their pros and cons.
We hope you enjoy the discussion.
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But with inflation potentially on the horizon, some argue that the 60-40 may not be enough anymore. In this episode, we look at some quantitative strategies that can offer alternatives to the 60-40 portfolio and discuss their pros and cons.
We hope you enjoy the discussion.
SEE LATEST EPISODES
https://www.validea.com/excess-returns-podcast
FIND OUT MORE ABOUT VALIDEA
https://www.validea.com
FOLLOW OUR BLOG
https://blog.validea.com
FIND OUT MORE ABOUT VALIDEA CAPITAL
https://www.valideacapital.com
FOLLOW JACK
Twitter: https://twitter.com/practicalquant
LinkedIn: https://www.linkedin.com/in/jack-forehand-8015094
FOLLOW JUSTIN
Twitter: https://twitter.com/jjcarbonneau
LinkedIn: https://www.linkedin.com/in/jcarbonneau
Released:
Jun 20, 2021
Format:
Podcast episode
Titles in the series (100)
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