【語重心長】投資新手或者唔想再做傻散嘅入一入嚟（8）
JovianJulia
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伊朗，伊拉克 中東地區無包
非洲國家巿場又無包坦桑尼亞，毛里求斯
非洲國家巿場又無包坦桑尼亞，毛里求斯
怕等間比中東伊斯蘭教班信徒或者非洲黑人成功成功挑戰基督教/美國世界地位
一般嚟講新興巿場已經包咗中東非洲，有啲國家根本冇入msci investable market你唔一定會買到
樓主知唔知HFMF個strategy係咩 見佢最近出 但又睇唔明
The Fund’s manager looks at publicly available data to see how hedge funds in the Managed Futures sector are performing. This includes their daily and monthly returns (before fees) and how much their prices fluctuate (volatility).
They use a special computer program (called a proprietary algorithm) to create a portfolio of futures contracts. The algorithm looks at historical data to compare how the Managed Futures sector performed and how volatile it was compared to the chosen assets (like bonds or commodities) over different time periods, then builds a portfolio that closely matches the hedge funds’ recent returns but with double the volatility by taking bigger bets on the same types of trades.
Summary from Grok
咁得意 就咁copy MF hedge funds 都可以成為etf
原本想將MF個part再分散啲 但佢好似太新
They use a special computer program (called a proprietary algorithm) to create a portfolio of futures contracts. The algorithm looks at historical data to compare how the Managed Futures sector performed and how volatile it was compared to the chosen assets (like bonds or commodities) over different time periods, then builds a portfolio that closely matches the hedge funds’ recent returns but with double the volatility by taking bigger bets on the same types of trades.
Summary from Grok
咁得意 就咁copy MF hedge funds 都可以成為etf
原本想將MF個part再分散啲 但佢好似太新
JJ巴可唔可以幫我睇下咁砌有冇問題
MDD18.5%
VWRA 35%
SGOV 15%
USMV 15%
VTV 15%
QUAL 10%
VIG 5%
AVGS 5%
MDD18.5%VWRA 35%
SGOV 15%
USMV 15%
VTV 15%
QUAL 10%
VIG 5%
AVGS 5%
想建倉
3字頭，要點樣諗分散投資？
暫時分緊係3成美股3成日股，4成美債～
想再分得細d全面d
3字頭，要點樣諗分散投資？
暫時分緊係3成美股3成日股，4成美債～
想再分得細d全面d
VT VGIT
完
完
一隻AOA
個portfolio 越整越長
Rebalance個時見到都攰
Rebalance個時見到都攰
係有料到嘅VT到時會包埋佢哋
好似係rational reminder forum嗰度見過，但好似佢用嘅index同大家有啲唔同，所以就算double完都只係大約18% volatility ，冇乜特別
唔使搞咁撚複雜，我見你啲 factor ETF全部都係quality為主（QUAL, VIG, USMV low beta其實間接有少少quality factor exposure），要咁多個做咩？
同埋factor ETF 唔係越多越好，你要嘅係combined factor ETF，如果唔係就會出現有啲股票factor ETF A覺得係好嘢，但factor ETF B覺得係垃圾嘅尷尬問題，就互相cancel out咗個exposure
例如quality ETF 有機會hold microsoft，咁咪cancel out咗你嘅value ETF，你應該要一個ETF係同時long value and quality
我會覺得AVGS做factor ETF已經好好，佢嘅quality exposure都唔低（至少我用DFSVX同AVUV，US AQR factors 嘅quality loading 仲高過上面啲quality ETF）
債嗰度15%至少都用IEF/VGIT？
同埋你MDD 18.5%有冇計埋08年？
同埋factor ETF 唔係越多越好，你要嘅係combined factor ETF，如果唔係就會出現有啲股票factor ETF A覺得係好嘢，但factor ETF B覺得係垃圾嘅尷尬問題，就互相cancel out咗個exposure
例如quality ETF 有機會hold microsoft，咁咪cancel out咗你嘅value ETF，你應該要一個ETF係同時long value and quality
我會覺得AVGS做factor ETF已經好好，佢嘅quality exposure都唔低（至少我用DFSVX同AVUV，US AQR factors 嘅quality loading 仲高過上面啲quality ETF）
債嗰度15%至少都用IEF/VGIT？
同埋你MDD 18.5%有冇計埋08年？
投資目標？risk tolerance？
介唔介意講吓點解你咁多債
介唔介意講吓點解你咁多債
擺唔擺得落入MF個portfolio到
明白，唔該哂，但avgs 留意一樣嘢
small cap 其實係唔夠 HML 因子
最後都係都係tilted to market
small cap 其實係唔夠 HML 因子
最後都係都係tilted to market
US-T 25%
AVUV 10%
AVDV 10%
VOO 10%
VTI 20%
VXUS 25%
其實係錯哂，我都等緊timing換碼
AVUV 10%
AVDV 10%
VOO 10%
VTI 20%
VXUS 25%
其實係錯哂，我都等緊timing換碼
想換成點既組合
btw出面勁多牛市股神
如果VT 60%, AVGS 15%, VGIT 25% 計10年 CAGR3.42%, max drawdown 44.47% wo
所以唔係應該一係就加 HML
一係就搵偏非週期代替 HML
咁樣可以幫降低組合波動
所以唔係應該一係就加 HML
一係就搵偏非週期代替 HML
咁樣可以幫降低組合波動
你點計的
，我呢度計到MDD 28% only
https://testfol.io/?s=bkpzjfF968x
同埋你個組合只係好複雜地overweight US equity? 你見我有portfolio 3去overweight SPY, 同你個組合差唔多
唔係幾明你HML嗰度講咩，HML可以分散嗰位在於佢同Mkt factor 係負相關，至少 long short HML factor係咁運作
，我呢度計到MDD 28% onlyhttps://testfol.io/?s=bkpzjfF968x
同埋你個組合只係好複雜地overweight US equity? 你見我有portfolio 3去overweight SPY, 同你個組合差唔多
唔係幾明你HML嗰度講咩，HML可以分散嗰位在於佢同Mkt factor 係負相關，至少 long short HML factor係咁運作
唔明，所有 factor ETF都係 tilt to market 㗎喎，因為冇得short factor
，所有 factor ETF都係 tilt to market 㗎喎，因為冇得short factor