Feynman Portfolio Study: Portfolio Volatilities

In the various Sections of the Feynman Portfolio Study I quantified returns and draw-downs, but I only described volatility (sigma, risk) in qualitative terms.

In the table below I have (quantitatively) summarized the volatilities of the various portfolios analyzed and provided references to the appropriate Sections of the Study. Volatilities are annualized but some are based on quarterly returns and others on monthly returns as described in the corresponding Sections of the Study.

Feynman Volatilities

The primary observations are:

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