Minimum Variance Portfolio B
for period ending April 30, 2023
This portfolio recipe is provided by VizMetrics.
t.mva2 is the Recipe ID for this portfolio recipe. This Recipe ID appears in the scatterplots below and on the Summary Page showing all portfolio recipes. You can invest in this portfolio recipe using the Recipe Ingredients listed below at your favorite brokerage. See
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Risk vs. return for t.mva2: The scatterplots below show the best portfolio recipes as dots closest to the green smiley the at top left of each scatterplot. The yellow dot shows the total return and risk for this portfolio recipe. The risk is measured by maximum loss over each period. Any dot closer to the top left corner has shown better performance using this metric.
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Maximum Drawdown vs. Annual Return
●t.mva2●Peer group recipes●All other recipes●S&P 500 (SPY)●U.S. Bonds (BND)●Balanced (60% Equity / 40% Bonds)
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Description Minimum Variance Portfolio B gives investors access to a dynamic portfolio that uses an asset allocation algorithm that maximizes risk-adjusted return and responds to market conditions . This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm to minimize the portfolio's variance while also maximizing total return.
Category Tactical: DIY. This portfolio recipe is tactical (dynamic) and do-it-yourself.
Ingredients used This portfolio recipe invests in exchange-traded funds (ETFs) chosen from a set of 8 possible asset class ETFs. The percentage allocation (i.e., weighting) to each of the chosen ETFs is selected using the algorithm for this portfolio recipe.
Peer Group Tactical: DIY
- Tactical: This is a Tactical (i.e., dynamic, active) portfolio that is updated at the beginning of each calendar month. Tactical means that the ingredients and allocation to each ingredient can change every month. This portfolio recipe is updated monthly to reflect the new allocation.
- DIY: do-it-yourself. This is a do-it-yourself portfolio, which you can buy and update at your favorite brokerage. See How to Invest, below.
You can see how this recipe has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.
Methodology This portfolio recipe is created using an algorithm that chooses the ingredients and weightings for each of the asset class ETFs in this portfolio recipe. The Minimum Variance Portfolio B uses a tactical (also called "dynamic" or "active") asset allocation approach. This portfolio recipe is allowed to choose from 8 ETFs that represent major asset classes. The steps to create this portfolio are as follows:
- VizMetrics chooses the set of possible asset classes that will be used for this Folio's asset allocation, which are the following: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, and Gold.
- VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. The ETFs chosen to represent the asset classes are as follows: SPY, IWM, QQQ, IYR, TLT, EEM, EFA, GLD.
- VizMetrics runs a version of the VizMetrics Min Variance investment algorithm to choose the optimal asset allocation portfolio based on portfolio return and portfolio variance.
- VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.
Cost Access to this portfolio recipe is included at no extra charge as part of your VizMetrics Investor subscription. You can invest in this portfolio recipe using the Recipe Ingredients listed below at your favorite brokerage. See
How to Invest, below.
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Once you have subscribed to VizMetrics Investor, you can invest using the recipe ingredients on this page to invest at your favorite brokerage. For details on how to invest using this portfolio recipe, see
How to Invest in a strategic portfolio
Update frequency: The recipe for this portfolio can change monthly. In other words, the ingredients and percentage allocation to each ingredient can change at the beginning of each month. Therefore, this portfolio requires a few minutes each month to buy or sell the ingredients to match the updated portfolio recipe.
Where to get the recipe updates&nsbp;&nsbp;This portfolio recipe is available to VizMetrics Investor subscribers.
Upgrade your subscription. After subscribing, the exact recipe (ingredient plus percentage allocation to each ingredient) appears on this page under a new section labelled "Recipe ingredients"
Rebalancing stepsYou need to update this portfolio each month to adhere to this portfolio's recipe. See
How to rebalance your portfolio for period ending April 30, 2023
Downside Deviation vs. Annual Return
●t.mva2●Peer group recipes●All other recipes●S&P 500 (SPY)●U.S. Bonds (BND)●Balanced (60% Equity / 40% Bonds)
The location of
●t.mva2 and the identities of all the
● portfolios on the 3, 5, 7, and 10 year graphs are available to subscribers only.
Upgrade your subscription. Only $15 per month. Cancel anytime.
Standard Deviation vs. Annual Return
●t.mva2●Peer group recipes●All other recipes●S&P 500 (SPY)●U.S. Bonds (BND)●Balanced (60% Equity / 40% Bonds)
The location of
●t.mva2 and the identities of all the
● portfolios on the 3, 5, 7, and 10 year graphs are available to subscribers only.
Upgrade your subscription. Only $15 per month. Cancel anytime.
for period ending April 30, 2023
5-year graph ●t.mva2●Global equities (ACWI)●U.S. equities (SPY)●U.S. bonds (BND)●60% Equity / 40% Bonds (s.6040)
for period ending April 30, 2023
for period ending April 30, 2023
| | 1 year | 3 year | 5 year | 7 year | 10 year | 15 year |
| to Global Stocks (ACWI) | 0.81 | 0.77 | 0.65 | 0.63 | 0.58 | 0.47 |
| to S&P500 (SPY) | 0.69 | 0.71 | 0.61 | 0.58 | 0.52 | 0.42 |
| to U.S. Bonds (BND) | 0.92 | 0.86 | 0.83 | 0.82 | 0.82 | 0.81 |
| to Commodities (DBC) | 0.48 | 0.26 | 0.19 | 0.16 | 0.15 | 0.20 |
| to Gold (GLD) | 0.89 | 0.72 | 0.72 | 0.74 | 0.70 | 0.68 |
