2023.03 동적자산배분 포트폴리오

3월 신호 - 변동된 부분 bold
1. 3F-LAA (CAGR 9, MDD 10)
GLD 25%, IEF 25%, IWD 25%, QQQ 25%
2. FAA (CAGR 10.7, MDD 19.5)
EFA 33.3%, EEM 33.3%, USD 33.4%
3. Agg.BAA (CAGR 14.6, MDD 8.7)
USD 100%
4. Ca-SUPER M. (CAGR 13, MDD 16)
QQQ 50%, USD 50%

5. 채권 동적자산배분 (CAGR 8, MDD 8.9)

EMB 33.3%, HYG 33.3%, USD 33.4%

포트폴리오 비율

수익율 변화

*추가 참고 지표

META: USD 63.7%, SCZ 16.0%, SPY 7.7%, EFA 7.6%, GLD 5.1%

DAA: USD 100%

VAA: USD 100%

변형 Dual M: USD 33.4%, EMB 33.3%, HYG 33.3% 

AAA: EWJ 45.1%, GLD 38.0%, RWX 16.8%

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지난 2월 신호
1. 3F-LAA (CAGR 9, MDD 10)
GLD 25%, IEF 25%, IWD 25%, QQQ 25%
2. FAA (CAGR 10.7, MDD 19.5)
EFA 33.3%, EEM 33.3%, PDBC 33.4%
3. Agg.BAA (CAGR 14.6, MDD 8.7)
EFA 100%
4. Ca-SUPER M. (CAGR 13, MDD 16)
QQQ 100%

5. 채권 동적자산배분 (CAGR 8, MDD 8.9)

EMB 33.3%, USD 66.7%

 

*추가 참고 지표

META: EFA 34.1%, GLD 23.6%, SCZ 16.0%, EEM 10.6%, SPY 6.1%, USD 9.7%

DAA: EEM, EWJ, GLD, VNQ, IWM, VGK 각 16.7%

VAA: EFA 100%

변형 Dual M: USD 66.7%, EMB 33.3% 

AAA: GLD 60.3%, VGK 34.2%, EWJ 3.1%, SPY 2.4%