Geoff Veteran   Posts: 180 Joined: 12/4/2012 Location: Byron Bay NSW Australia  User Profile | Thanks Mark, some great results there! I like the look of your low DD port, which is something that I have been exploring over the last 6 months and in particular since trying out the PW. After running many analyses I am getting some good simulation results for short term periods going back in the range 3 months to 2 years (CAR~ 25% to 50%, MDD~ 2% to 10% ~ approx). However, my simulation results for longer periods of 4 to 5 years are only producing results with CAR~<20% and MDD~>25% aprox. While these returns, if reliable, would be acceptable by many IRA account owners (I would like higher CAR of course!), the high DD's are more problematic for low risk retirement accounts, as you already appreciate. In your post you say "...first 'crude' result of what looks to be potentially good research using some balancing and allocation adjustments". Can you elaborate more on what you mean by this? Also, was this low DD result achieved using the tools currently available to Pro users or did you use the Portfolio Balancer or your own balancing tool? Thanks again Mark. | |
