2022.08 동적자산배분 포트폴리오

8월 신호 - 변동된 부분 bold (SHY=Cash $)
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 56.9%, GLD 22.8%, SPY 20.3%
3. Agg.VAA (CAGR 17.3, MDD 16.1)
LQD 100%
4. Ca-SUPER M. (CAGR 20, MDD 15 예상)
SHY 100%

5. 채권 동적자산배분

SHY 100%

주식
SPY 4.06, IWD 5 = 9.06%
채권
LQD 20, IEF 16.38 = 36.38%
원자재
GLD 9.56 = 9.56
리츠
0%
달러
SHY 45 = 45%

 

*추가 참고 지표

META: SHY 26.5%, SPY 25.7%, LQD 18.5%, AGG 12.0%, IEF 11.7%, DBC 5.6% 

DAA: LQD 50%, SPY 16.7%, QQQ 16.7%, IWM 16.6%

FAA: SHY 66.7%, DBC 33.3%

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지난 7월 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)
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%