5 ms·
Sure, equal weight split between SPY, EFA, EEM, VNQ. 7.7% real return with 17.7% vol vs 7.1% real return with 17.1% vol. Sharpe for equal weight: 0.435; Sharp
by bdkoepke 7y ago
Sure, equal weight split between SPY, EFA, EEM, VNQ.
7.7% real return with 17.7% vol vs 7.1% real return with 17.1% vol.
Sharpe for equal weight: 0.435; Sharpe for SPY: 0.415