2022.05 동적자산배분 포트폴리오

5월 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 60.1%, GLD 23.1%, SPY 13.3% DBC 3.5%

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, SPY 3.325 = 9.575%
채권

IEF 21.275 = 21.275%

원자재

GLD 12.025, DBC 0.875 = 12.9%

리츠

0%

달러

SHY 56.25 = 56.25%

 

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지난 4월 신호

1. 3F-LAA (CAGR 12, MDD 13 예상)

GLD 25%, IEF 25%, IWD 25%, QQQ 25%

2. AAA (CAGR 11.5, MDD 11.3)

GLD 44.4%, VNQ 21.0%, RWX 17.7%, SPY 16.9%

3. Agg.VAA (CAGR 17.3, MDD 16.1)

SHY 100%

4. Ca-SUPER M. (CAGR 20, MDD 15 예상)

SHY 50%, QQQ 50%

 

주식

QQQ 18.75, IWD 6.25, SPY 4.225 = 29.225%
채권

IEF 6.25 = 6.25%

원자재

GLD 17.35 = 17.35%

리츠

VNQ 5.25, RWX 4.424 = 9.675%

달러

SHY 37.5 = 37.5%