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Does anyone use a mixed or custom index for portfolio optimization

DB
David Bauer22 мая 25 г. | Опубликовано в Помощь

Hi

Looking for a mixed benchmark that would mix 80% Russell 1000 and 20% MSCI ACWI exUS.

Is that possible?

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Dmitry Shevchenko22 мая 25 г.
That would be like comparing optimization results to a portfolio, which isn’t currently easy to do. We’ve had a few requests in the past to support using a portfolio as a benchmark, I'll add your use case to the list to help us prioritize this feature.


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