In this recent post we showed how the annual standard deviation of a portfolio may be reduced by mixing one of our relative strength strategies with a value strategy.
Now you can go to our website and create your own efficient frontier by inputting the quarterly returns of a strategy of your choosing with one of our relative strength strategies. Click here to go to our website and then scroll to the bottom of the page and click on the “Efficient Frontier” to access this spreadsheet.
Please let us know when you find strategies that are a good complement.
