A.I.M. Users Bulletin Board

[ls7550]

Hi jaiml

AIM'ing XIV? I am not 100% of the validity of simulated data prior to 2010, but it looks like http://investing.kuchita.com did a decent job. If the simulated data is valid

Apparently the author states

ZIV is like a less extreme version of the XIV and the SVXY. The ZIV has much less extreme movements than the SVXY and XIV

ntrigued by Nassim Taleb's barbel strategy (80-90% in safe cash-like, rest in highly volatile assets)

A 30/70 portfolio (such as Larry Portfolio) performs OK.

A third in 3x leveraged stock, two thirds in bonds tracks 100% in the 1x relatively closely provided you periodically rebalance (every 6 to 12 months or so).

10% 3x, 90% bonds = Nassim Taleb/Zvi Bodie style, which might reasonably be expected to provide 30/70 type risk/reward.

XIV has had a really good run since 2010. Something to be conscious of i.e. historic actual performance shouldn't be considered a as guide to forward direction performance.

Clive.