2022.07 동적자산배분 포트폴리오

7월 신호 - 변동된 부분 bold
1. 3F-LAA (CAGR 12, MDD 13 예상)
GLD 25%, IEF 25%, IWD 25%, SHY 25%
2. AAA (CAGR 11.5, MDD 11.3)
IEF 47.4%, RWX 22.3%, GLD 20.7%, DBC 7.5%, EEM 2.1%
3. Agg.VAA (CAGR 17.3, MDD 16.1)
SHY 100%
4. Ca-SUPER M. (CAGR 20, MDD 15 예상)
SHY 100%

주식
IWD 6.25, EEM 0.525 = 6.775%
채권
IEF 18.1 = 18.1%
원자재
GLD 11.425, DBC 1.875 = 13.3%
리츠
RWX 5.575 = 5.575%
달러
SHY 56.25 = 56.25%

 

*추가 참고 지표

META: SHY 66.8%, AGG 12.0%, TLT 9.0%, GLD 6.3%, DBC 5.8% 

DAA: SHY 100%

FAA: SHY 66.7%, DBC 33.3%

-----------------------------------------------
지난 6월 신호
1. 3F-LAA (CAGR 12, MDD 13 예상)
GLD 25%, IEF 25%, IWD 25%, SHY 25%
2. AAA (CAGR 11.5, MDD 11.3)
GLD 66%, RWX 34%
3. Agg.VAA (CAGR 17.3, MDD 16.1)
SHY 100%
4. Ca-SUPER M. (CAGR 20, MDD 15 예상)
SHY 100%

주식
IWD 6.25 = 6.25%
채권
IEF 6.25 = 6.25%
원자재
GLD 22.75 = 22.75%
리츠
RWX 8.5 = 8.5%
달러
SHY 56.25 = 56.25%

 

*추가 참고 지표

META: SHY 73.2%, AGG 12.0%, TLT 9.0%, DBC 5.8% 

DAA: SHY 100%

FAA: SHY 66.7%, DBC 33.3%