Exponent

Checking In on the All-ETF Portfolio

Hey Geoff,

I enjoyed the original article and am glad to see the portfolio held up well under pressure. I think this sort of statistical approach is much more useful the majority of analysis on this site, which is too often based on emotion and short term trends. Have you tried using this methodology to build a portfolio that places more emphasis on return and less on standard deviation? For the long-term buy and hold investors who have time to wait out the swings, such a portfolio would be preferable. Thanks for a great article!