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All Weather Investing with Eric Crittenden

Posted October 20, 2023
Validea Capital Management

In this episode, we talk all weather investing with Standpoint’s Eric Crittenden. We discuss the case for an all weather strategy relative to a stock and bond portfolio, the challenges of looking different than the market, portfolio construction, international diversification, leverage, the characteristics of a good back test and a lot more.

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  • 01:52 – What is an all weather strategy?
  • 03:48 – The blind asset class taste test
  • 06:30 – Why do investors resist all weather strategies?
  • 10:00 – Building an investing strategy for what is plausible
  • 18:00 – Combining stocks and bonds with managed futures
  • 19:13 – Managed futures and Dennis Rodman
  • 22:39 – The benefits of international diversification
  • 25:17 – The benefits of investing in currencies
  • 26:55 – Portfolio construction in managed futures
  • 29:21 – Lookback periods in trend following
  • 32:26 – Eric’s thoughts on leverage
  • 35:14 – All weather portfolios and sustainable withdrawal rates in retirement
  • 36:42 – Tail risk strategies and all weather investing
  • 39:05 – The characteristics of a good back test
  • 46:40 – What investors should look for in all weather strategies
  • 51:53 – The one lesson Eric would teach the average investor


Originally Posted October 19, 2023 – All Weather Investing with Eric Crittenden

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