Episode 314: Various Forays In Portfolio Visualizer, Rebalancing Timing Issues And The Holiday Road

In this episode we answer emails from Paul, Greg and Stuart.  We discuss various portfolio visualizer analyses, correlations, Sharpe and Sortino ratios and issues pertaining to rebalancing.Links;Paul's Truncated Analysis:  https://www.portfoliovisualizer.com/backtest-asset-class-allocation?s=y&sl=3fTid2mNzw2PPRhYmjAGGzLonger Analysis with More Data:  https://www.portfoliovisualizer.com/backtest-asset-class-allocation?s=y&sl=2PBlJj89KNGhCiNBkCDMaVLarry Swedroe's Portfolio:  Show Us of Your Portfolio II: Larry Swedroe on Alternatives and Interval Funds (youtube.com)VISVX (VSIAX) vs. VBR Comparison:  https://www.portfoliovisualizer.com/backtest-portfolio?s=y&sl=2bfrlatwi8J4WhwvLR8dIoCorey Hoffstein on Rebalancing Timing #1:  Corey Hoffstein - Rebalance Timing Luck (S2E11) (youtube.com)Corey Hoffstein on Rebalancing Timing #2:  10 Reducing 'Timing Luck' and Liquidity Cascades - Corey Hoffstein, Newfound Research (youtube.com)Optimal Rebalancing Article:  Optimal Rebalancing – Time Horizons Vs Tolerance Bands (kitces.com)Smart Portfolios Book:  Smart Portfolios: A practical guide to building and maintaining intelligent investment portfolios: Carver, Robert: 9780857195319: Amazon.com: BooksSupport the show