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 .
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.
Dailly P&L ***
|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%|
|US 7-10 year Treasuries||bullish||#N/A||166||#N/A|
|Real Estate Stocks||bearish||#N/A||#N/A|
|Net asset value (NAV)*||129,522|
|Number of years||6.76||6.76|
* 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 .
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%.
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.
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.
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