Chris Cole, CIO of Artemis Capital, sits down with Jason Buck, CIO of Mutiny Fund, to go beyond the theory and discuss how Cole actually plans on implementing “The Dragon Portfolio”. Together, they touch on how Cole thinks about portfolio construction, the paradoxically active nature of the “100-Year Portfolio”, and the hurdles that investors looking to DIY might face in building their own versions of the Dragon. As well, they touch on the problems with Sharpe ratios and Cole’s new metric, CWARP, which is inspired by advanced sports analytics and looks to determine whether adding a strategy actually helps improve your portfolio, adds more of the same, or worst of all, if it hurts your portfolio. More info about Artemis Capital’s Dragon Portfolio can be found here: https://www.artemiscm.com/artemis-dragon. To get a complete picture of Chris’s framework, please use these notes alongside the actual interview: https://rvtv.io/3w3c8DR
