Your Portfolio Intuition Is Poor - Party at the Moontower

Summary and takeaways from Bridge Alternatives’ Portfolio Intuition (Link) Intuition Test Assume: Your current portfolio has 5% return and 15% volatility for a Sharpe ratio of .33 You want to allocate 10% of your portfolio to a prospective asset You want to maximize the Sharpe ratio of the resulting portfolio Choose between A1 and A2 … Continue reading Your Portfolio Intuition Is Poor →