asset_allocations {AssetAllocation} | R Documentation |
Pre-loaded Static and Tactical Asset Allocations
Description
Basic static and tactical asset allocation strategies that work with the pre-loaded data in the object ETFs
. Each element is itself a list with the following fields: name, tickers, default_weights, rebalance_frequency, portfolio_rule_fn.
The static allocations included are:
United States 60/40 portfolio
Golden Butterfly portfolio
Rob Arnott Portfolio
Global Asset Allocation
Permanent Portfolio
Desert Portfolio
Larry Portfolio
Big Rocks Portfolio
Sandwich Portfolio
Balanced Tax Aware Portfolio
Balanced Portfolio
Income with Growth Portfolio
Income with Growth Tax Aware Portfolio
Conservative Income
Conservative Income Tax Aware
All Weather Portfolio
The tactical asset allocations included are:
Ivy Portfolio
Robust Asset Allocation
Dual Momentum
Adaptive Asset Allocation
The Trend is Your Friend (original)
The Trend is Your Friend (real risk parity)
JPMorgan Efficiente 5
Usage
data("asset_allocations")
Format
Object of class "List"
with two fields containing static and tactical
asset allocations, respectively. Each asset allocation is represented by a list
with the following fields:
..$ name : chr
..$ tickers : chr
..$ default_weights : num
..$ rebalance_frequency: chr (default is "month")
..$ portfolio_rule_fn : chr (default is "identity")
Examples
data(asset_allocations)
# basic static allocation is the U.S. 60/40 portfolio:
us_60_40 <- asset_allocations$static$us_60_40
# basic tactical allocation is the Ivy portfolio:
ivy <- asset_allocations$tactical$ivy