Quanist Investment

SPY and SHY, which is better?

This is a study on the effects of rebalanced threshold on mean daily reutns and the standard deviation.  APP

Rebalanced between cash and SPY seems to be a good strategy. This article is about studying with which threshold does it perform best. Rebalacing with 20% Threshold  Return Distribution Shape Ratio Rebalacing with 10% Threshold  Return Distribution Shape Ratio Rebalacing with 5% Threshold Return Distribution Shape Ratio Rebalacing with 1% Threshold Return Distribution Shape Ratio Conslsion The standard devision of returns decreases with the decrease rebalanced thresholds. The mean returns increases with the increase of  rebalanced thresholds. There is no significant corrlation between rebalanced thresholds and Sharpe ratios.

This article is about finding SPY/Cash rebalanced portfoilo's mean return, return standard deviation and Sharpe ratio. The rebalanced threshold is 1%.

This article is about finding SPY/Cash rebalanced portfoilo's mean return, return standard deviation and Sharpe ratio. The rebalanced threshold is 10%.

This article is about finding SPY/Cash rebalanced portfoilo's mean return, return standard deviation and Sharpe ratio. The rebalanced threshold is 5%.

This article is about finding SPY/Cash rebalanced portfoilo's mean return, return standard deviation and Sharpe ratio. The rebalanced threshold is 1%.

SPY and SPHB, which is better?

This is article is studying if rebalanced frequency could affect investment results in terms of annual mean return, annual return standard deviation and Sharpe ratio. Rebalanced Everyday Return Distribution Sharpe Ratio Rebalanced Every 28 Days Return Distribution Sharpe Ratio Rebalanced Every 126 Days Return Distribution Sharpe Ratio Rebalanced Every 252 Days Return Distribution Sharpe Ratio Conclusion All Sharpe ratios in this article assume the risk free rate is 2%. The Sharpe ratio for rebalanced everyday is 0.494. The Sharpe ratio for rebalanced every 28 days is 0.438. The Sharpe ratio for rebalanced every 126 days is 0.453. The Sharpe ratio for rebalanced every 252days is 0.438. The Sharpe Ratios do not have strong relationship with rebalanced frequency.

This article is about finding SPY/Cash rebalanced portfoilo's mean return, return standard deviation and Sharpe ratio. The rebalanced frequency is everyday.

This article is about finding SPY/Cash rebalanced portfoilo's mean return, return standard deviation and Sharpe ratio. The rebalanced frequency is every 126 days.

This article is about finding SPY/Cash rebalanced portfoilo's mean return, return standard deviation and Sharpe ratio. The rebalanced frequency is every 252 days.

This article is about finding SPY/Cash rebalanced portfoilo's mean return, return standard deviation and Sharpe ratio. The average trading days in a year is 252 days. So if you are interested in looking up IWF's historical average annual return, put in 252 days for investment duration in the following app. 

This article is about finding SPY/Cash rebalanced portfoilo's mean return, return standard deviation and Sharpe ratio. The average trading days in a year is 252 days.

This article is about finding SPY/Cash rebalanced portfoilo's mean return, return standard deviation and Sharpe ratio. The average trading days in a year is 252 days.

FKINX and a 30% SPY plus 70% cash rebalanced portfolio, which is better? The rebalancing strategy is rebalancing with a threshold of 5%.

FKINX and a 50% SPY plus 50% cash rebalanced portfolio, which is better? The rebalancing strategy is rebalancing with a threshold of 5%.

FKINX and a 70% SPY plus 30% cash rebalanced portfolio, which is better? The rebalancing strategy is rebalancing with a threshold of 5%.

FKINX and a 70% SPY plus 30% cash rebalanced portfolio, which is better? The rebalancing strategy is rebalancing every 28 days.

FKINX and a 30% SPY plus 70% cash rebalanced portfolio, which is better? The rebalancing strategy is rebalancing every 28 days.