tag:blogger.com,1999:blog-22517597.post6087036260186029656..comments2024-03-03T11:13:39.377+11:00Comments on Moomin Valley: Moominmama Portfolio Long-Run PerformancemOOmhttp://www.blogger.com/profile/03440274434662150925noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-22517597.post-75842404155268581352011-04-02T15:09:34.432+11:002011-04-02T15:09:34.432+11:00This is something I should compute using a mix of ...This is something I should compute using a mix of USD and Sterling as the cash. The alpha and beta were computed using the USD risk free rate. Of course, that is close to zero now.mOOmhttps://www.blogger.com/profile/03440274434662150925noreply@blogger.comtag:blogger.com,1999:blog-22517597.post-21554102176971054072011-04-02T14:57:47.682+11:002011-04-02T14:57:47.682+11:00I would have thought that you should expect more t...I would have thought that you should expect more than half the return if you halved the portfolio risk, given the 'risk free' rate of return (eg. capital guaranteed bank deposit) isn't zero.<br /><br />What would have been the risk and return if the portfolio had been invested half in a MSCI World Index index fund and half in cash (fixed interest)?enoughwealth@yahoo.comhttps://www.blogger.com/profile/09371028394685288035noreply@blogger.com