Famous portfolios¶

In [1]:
%load_ext autoreload
%autoreload 2
from import_src import *

Golden Butterfly Portfolio¶

  • 20.00 % | IJS iShares S&P Small-Cap 600 Value Equity | U.S., Small Cap, Value
  • 20.00 % | VTI Vanguard Total Stock Market Equity | U.S., Large Cap
  • 20.00 % | TLT iShares 20+ Year Treasury Bond Bond | U.S., Long-Term
  • 20.00 % | SHY iShares 1-3 Year Treasury Bond Bond | U.S., Short Term
  • 20.00 % | GLD SPDR Gold Trust Commodity | Gold
In [2]:
from collections import OrderedDict
from src.domain.distribution import *
from src.display.portfolio import display_portfolio
from src.data.shares import SHARES_DATA

shares = FundsDistribution(
    funds=OrderedDict(
        {
            "VTI": 0.2,
            "GLD": 0.2,
            "BND": 0.2,
            "SHY": 0.2,
            "Russell 2000": 0.2,
        }
    )
)

display_portfolio(
    SharesDistribution(shares=shares), extra_stocks=OrderedDict({"VTI": SHARES_DATA["VTI"], "BND": SHARES_DATA["BND"]})
)
Type Stock 60.0%
Bond 40.0%
Cap Large 66.67%
Small 33.33%
Term Long 50.0%
Short 50.0%
Region Us 100.0%
Portfolio
VTI 20.0%
GLD 20.0%
BND 20.0%
SHY 20.0%
Russell 2000 20.0%
Mean ret. Std Sharpe | Portfolio VTI BND
Portfolio 7.55% 7.51% 1.01 | - 85.5% 23.98%
VTI 10.98% 15.55% 0.71 | 85.5% - 16.64%
BND 6.72% 5.3% 1.27 | 23.98% 16.64% -

Ray Dalio All Weather Portfolio¶

  • 30.00 % | VTI Vanguard Total Stock Market Equity | U.S., Large Cap
  • 40.00 % | TLT iShares 20+ Year Treasury Bond Bond | U.S., Long-Term
  • 15.00 % | IEI iShares 3-7 Year Treasury Bond Bond | U.S., Intermediate-Term
  • 7.50 % | GLD SPDR Gold Trust Commodity | Gold
  • 7.50 % | GSG iShares S&P GSCI Commodity Indexed Trust | Commodity, Broad Diversified
In [3]:
from collections import OrderedDict
from src.display.portfolio import display_portfolio
from src.data.shares import SHARES_DATA

shares = FundsDistribution(
    funds=OrderedDict(
        {
            "VTI": 0.3,
            "BND": 0.4,
            "SHY": 0.15,
            "GLD": 0.075,
            "DBC": 0.075,
        }
    )
)

display_portfolio(
    SharesDistribution(shares=shares), extra_stocks=OrderedDict({"VTI": SHARES_DATA["VTI"], "BND": SHARES_DATA["BND"]})
)
Type Stock 45.0%
Bond 55.0%
Cap Large 100.0%
Term Long 72.73%
Short 27.27%
Region Us 100.0%
Portfolio
VTI 30.0%
BND 40.0%
SHY 15.0%
GLD 7.5%
DBC 7.5%
Mean ret. Std Sharpe | Portfolio VTI BND
Portfolio 6.84% 6.35% 1.08 | - 86.96% 39.19%
VTI 10.98% 15.55% 0.71 | 86.96% - 16.64%
BND 6.72% 5.3% 1.27 | 39.19% 16.64% -