Sure, equal weight split between SPY, EFA, EEM, VNQ.
7.7% real return with 17.7% vol vs 7.1% real return with 17.1% vol.
Sharpe for equal weight: 0.435; Sharpe for SPY: 0.415
7.7% real return with 17.7% vol vs 7.1% real return with 17.1% vol.
Sharpe for equal weight: 0.435; Sharpe for SPY: 0.415
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