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I myself am invested with 13.5%. But you have to be able to withstand the volatility - which you know because you buy later.
Good luck to @Epi and us!

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Epi@Epi

@en-sx Thank you! 13.5% is pretty good.
Perhaps I should also write something about the question of the optimal weighting of 3xGTAA and the factors to be considered? What do you think?

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EN-SX@en-sx

@Epi Is always welcome! I'm not going to increase the share any further, I started at 12.5%, it's just been going well for the last two months ;-)

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Epi@Epi

@en-sx Good timing, lucky you! 👍

Most people weight 3xGTAA completely unsystematically by feel. However, there is an individual, opportunity-risk-optimized weighting for each portfolio (max Sharpe ratio). Without this, most people either have too few opportunities or too high risks in their portfolio with 3xGTAA and end up getting annoyed. 😬

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Marcelo@Marcelo-80

@Epi I would also be very interested in this as a future 3GTAA invenstor🙂

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EN-SX@en-sx

@Epi Over all, my Sharpe ratio is pretty much exactly 1, which is probably due to around 25% FTSE All-World and 15% overnight money/XEON. Other investments have a ratio of 1.8 - 2.2.

Should I work on this?

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Epi@Epi

@en-sx Hmm, a long-term SR of 1 with a B&H equity portfolio would be quite unusual. The long-term Sharpe ratio of the MSCI World is somewhere around 0.5. An SR of 2 would be the holy grail of investing.

Look again at the time period you are looking at.

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EN-SX@en-sx

@Epi As far as it was possible 5 years.
And no, B&H is not really my portfolio at the moment.
I plan to make gains over the next five years and gradually reallocate in order to have a more risk-free "pensioner portfolio". But at the moment I am still focusing on opportunities with wikifolio derivatives, for example.
Individual stocks currently only make up 5-7.5% of my portfolio.

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Epi@Epi

@en-sx Perhaps you would like to share your portfolio? The key figures are really extraordinary. 👍

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EN-SX@en-sx

@Epi I might do that in a few months' time.
I created an inheritance around November 10, which is why everything is still "very new" and still undergoing some adjustments.

At the beginning of the week, for example, I added Paul Pleus' low-vola wikifolio, which naturally makes my average look pretty good with a risk/reward ratio of over 2 ;-)
This also balances out a "mass ETF".

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Epi@Epi

@en-sx Okay, then I'm curious. The Wikifolio universe still plays a subordinate role in the Getquin portfolios. Perhaps that will change in the future.
PP's wikifolio looks interesting, I've added it to my watchlist. Thank you!

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