ePortfolio is a hypotethical portfolio for an initial investment of USD 100’000 at beginning of my journey on august 1st 2013. The real investment is a multiple of it containing 100% of my pension funds.
Asset AllocationePortfolioAnalysisRisk ReportDiversificationCostRelative PerformanceHist. allocation .
Assets
Asset classes
Graph: Equity = Stock markets (plus half of real estate and junk bonds), Bonds = Credit and intrest rates risk (plus 1/2 inflation), Real Assets = Real estate, inflation-linked bonds, commodities and gold.
Description* | Trend | Allocation | Position | Investment | Last | Change %** | Dailly P&L *** | Monthly P&L |
|---|---|---|---|---|---|---|---|---|
| US Stocks | bearish | #N/A | #N/A | |||||
| Developed Market Stocks | bearish | #N/A | #N/A | |||||
| Emerging Market Stocks | bearish | #N/A | #N/A | |||||
| Dividend Select Stocks | bearish | #N/A | 103.47 | 29.84% | ||||
| Smallcap Value Stocks | bearish | #N/A | #N/A | |||||
| High Yield Bonds | bearish | #N/A | #N/A | |||||
| High Grade Bonds | bullish | #N/A | 58 | 5,787 | 107.98 | -16.77% | ||
| US 30 year Treasuries | bullish | #N/A | 40 | 3,883 | 105.06 | -37.97% | ||
| International Bonds | bullish | #N/A | 536 | 24,196 | 48.85 | -14.45% | ||
| US 7-10 year Treasuries | bullish | #N/A | 166 | #N/A | ||||
| Real Estate Stocks | bearish | #N/A | #N/A | |||||
| Inflation-linked Treasuries | bullish | #N/A | 270 | 13,156 | 52.73 | -11.33% | ||
| Gold Spot | bullish | #N/A | 570 | #N/A | ||||
| Diversified Commodities | bearish | #N/A | #N/A | |||||
Statistic | ePortfolio | US Benchmark |
|---|---|---|
| Net asset value (NAV)* | 129,522 | |
| Total return | 29.52% | |
| Number of years | 6.76 | 6.76 |
| Annual return | 3.90% | |
| Annual risk | 6.69% | 5.67% |
| Maximum drawdown* | -19.41% | -14.55% |
| Expense Ratio* | 0.38% | |
| Sharp Ratio* | 0.69 | |
| Year-to-date | -4.73% | |
| Month-to-date | -1.91% | |
| Today | 0.17% | |
* NAV = net asset value of portfolio, Risk = annualized Volatility measured daily, Maximum Drawdown = Maximum decline from the peak in portfolio equity, Expense ratio = Annual total operation expeses of assets under management, Sharp ratio = (portfolio return – risk free rate)/ portfolio standard deviation. It is the industries standard measure for the risk adjusted performance of a strategy .
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30-day Risk
Correction Risk
US Equity Risk
US Interest Rate T-Note
Graph: Risk = 30-day risk of Portfolio compared to expected target risk of 5% in %. Correction = Theoretical probability for a portfolio correction. The better the portfolio performance, the higher the risk of a correction. If the realised return is equal to the expected return, then the probability of correction is 50%.
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Graph: Total cost of buying and holding my Portfolio in % of the portfolio value. Be aware that most financial advisors only show the expense ratio and neglect all other additional cost.
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Graphs: Difference of Portfolio and US pension fund benchmark performance in %.
Asset allocation over time resulting from the application of six academic principles. During unfavourable market conditions all positions may be closed.
Graphs: Percentage allocation over time to asset classes and single ETF’s. The percentage that is not allocated (white space) is held in cash.
Congratulation, you just found the authors control page where different model variables are posted.
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