Why Most Portfolios Are Under Diversified

Quantpedia

Article

5 Pages

Quantpedia explains why equal-weight portfolios often create the illusion of diversification by concentrating risk in a handful of correlated assets. Using a portfolio of 10 ETFs spanning equities, bonds, commodities, credit, private equity, and Bitcoin, the paper shows that allocating by risk—and ultimately by independent risk clusters—can produce more balanced portfolios with stronger risk-adjusted performance.

Key Takeaways

Hidden Risk Concentration: An equal-weight portfolio of 10 ETFs remained dominated by Bitcoin, Nasdaq equities, and private equity, despite each receiving just a 10% allocation.
Risk Parity Helps: Risk parity reduced portfolio volatility from 11.74% to 8.51% and improved the Sharpe ratio from 1.45 to 1.51, albeit with lower returns.
Clustering Improves Diversification: Clustering-based portfolios increased annualized returns to 16.65%–17.06% while maintaining volatility near 11.14%–11.46%, outperforming naïve risk parity.

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