Search found 8 matches

by jumpstart
Mon Dec 09, 2019 4:22 pm
Forum: Investing - Theory, News & General
Topic: Historical allocation returns table
Replies: 10
Views: 879

Re: Historical allocation returns table

Could you generate such with portfolio visualizer?
by jumpstart
Tue Nov 05, 2019 9:01 am
Forum: Investing - Theory, News & General
Topic: When DID the stock market recover from 1929?
Replies: 52
Views: 5595

Re: When DID the stock market recover from 1929?

Was someone who invested at the peak in 1929 back to even by 1937, or not until 1945? In real (inflation-adjusted) terms, a 100% stock investor was back to even by 1937 (in purple, chart below) — but this was very short lived. For most stock-heavy portfolios, it took 12-15 years to fully recover (b...
by jumpstart
Fri Jul 12, 2019 8:25 pm
Forum: Investing - Theory, News & General
Topic: Correlation and Portfolio Additions
Replies: 13
Views: 926

Re: Correlation and Portfolio Additions

Roger that, vine. Thanks.
by jumpstart
Fri Jul 12, 2019 3:40 pm
Forum: Investing - Theory, News & General
Topic: Correlation and Portfolio Additions
Replies: 13
Views: 926

Re: Correlation and Portfolio Additions

Thanks, patrick. I've never looked at pv closely enough to ever have appreciated this feature.
by jumpstart
Fri Jul 12, 2019 3:36 pm
Forum: Investing - Theory, News & General
Topic: Correlation and Portfolio Additions
Replies: 13
Views: 926

Re: Correlation and Portfolio Additions

Correlation and variance are the tools you need to make that diversification decision, but expected return is needed to decide whether the better diversification will help or hurt your chances of meeting your investment goals. Yes, and given this, maybe a shortcut using Sharpe might be helpful, at ...
by jumpstart
Fri Jul 12, 2019 12:09 pm
Forum: Investing - Theory, News & General
Topic: Correlation and Portfolio Additions
Replies: 13
Views: 926

Re: Correlation and Portfolio Additions

Again, thanks. All good food for thought.
by jumpstart
Fri Jul 12, 2019 7:52 am
Forum: Investing - Theory, News & General
Topic: Correlation and Portfolio Additions
Replies: 13
Views: 926

Re: Correlation and Portfolio Additions

Moto and Random: thanks.
by jumpstart
Thu Jul 11, 2019 7:12 pm
Forum: Investing - Theory, News & General
Topic: Correlation and Portfolio Additions
Replies: 13
Views: 926

Correlation and Portfolio Additions

Hi. First, thanks in advance for helping me to understand more fully what is probably understood innately by most on this forum. When adding a new asset class to a portfolio, how should I account for the influence of correlation? For instance, suppose I have a 3-asset portfolio with a return/SD of 8...