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Naive diversification

Splitting capital equally across every available option without modelling correlations, expected returns or volatility. Often called the 1/N rule.

With ten funds on a menu, the naive approach puts 10% in each. It sounds unsophisticated, and it ignores everything an optimiser would consider, yet it is surprisingly hard to beat out of sample because it makes no estimation errors.

The catch is that 1/N is only as good as the menu. If seven of the ten choices are equity funds, the equally weighted portfolio is 70% equities whether or not that suits the investor. Equal weighting across a badly chosen list produces a badly chosen portfolio.

Use it as a sanity benchmark. If a carefully optimised allocation cannot beat 1/N across a realistic range of assumptions, the optimisation is probably fitting noise. See mean-variance-optimization.

Related: diworsification, mean-variance-optimization, asset-allocation, diversification

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