The Forrest Portfolio was created to exist within the narrow optima of the global portfolio design space. By leveraging the concept of risk parity, the strategy seeks to deliver robust risk-adjusted returns in any economic environment. Despite its theoretical sophistication, the portfolio is incredibly simple to implement. An investor domiciled in Canada would allocate their capital as follows:
- 25.0% CAKE - Avantis CIBC Balanced Asset Allocation ETF
- 17.5% PRA - Purpose Diversified Real Asset Fund
- 10.0% TCLB - TD Canadian Long Term Federal Bond ETF
- 10.0% QTIP - Mackenzie US TIPS Index ETF (CAD-Hedged)
- 10.0% CBIL - Global X 0-3 Month T-Bill ETF
- 10.0% RTA - Purpose Tactical Asset Allocation Fund
- 10.0% CCOM - CI Auspice Broad Commodity Fund
- 2.50% ETC - Evolve Cryptocurrencies ETF
- 2.50% TCND - BetaPro 3x S&P/TSX 60 Daily Leveraged Bull Alternative ETF
- 2.50% TSPX - BetaPro 3x S&P 500 Daily Leveraged Bull Alternative ETF