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50% Defensive 50% aggressive mutual fund product
Qdog Man
edited Mar 30, 2019

Hi everyone,
The goal was to create a product that would outperform the market while trying to limit the exposure to volatility. The product would fall under the passive strategy.
Characteristics:

  1. 50% of the portfolio is invested in high volatility stocks
  2. 50% of the portfolio is invested in low volatility stocks (both with a look back of 60 days {+/- 3 months})
  3. Target an equal weight allocation within portfolios
  4. there seem to be minor differences between monthly and weekly rebalancing

Any thoughts?

1 response
Matt Bundy
Mar 31, 2019

Just a thought: You could set price range limits for the "volatile" stocks such that they have to be <$__ or >$___to qualify to be traded. Might help weed out some wonky ones

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