Education . Volatility vs Correlation . 2 of 3 RupeeCase
Add the volatile sleeve.
Watch the whole book settle down.
Equity swings about 18 percent a year. Gold about 15, and it rarely moves in step with stocks. Put them together and the blend swings less than the equity sleeve did on its own. Illustrative.
The mix Yearly swing
100 equity . 0 gold18.0
90 equity . 10 gold16.4
85 equity . 15 gold15.7
80 equity . 20 gold15.0
Just average the two sleeves and you would expect the 80/20 book to swing about 17.4. It swings 15.0. The missing 2.4 points is diversification you got for free, paid out only because gold does not move in lockstep with equity.